CFTC.GOV Report, Oct 10,2016 : Asset Manager / Institutional Positions
10 October 2016, 14:16
0
155
Traders in Financial Futures - Futures Only Positions as of October 4, 2016
Updated October 7, 2016
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 104,219
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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15,791 14,520 9 42,655 10,468 915 13,295 40,511 803 5,687 5,642 213 24,851 31,138
Changes from: September 27, 2016 Total Change is: -911
1,522 -381 -26 3,245 -911 -21 -5,322 173 330 -270 1,253 0 -369 -1,328
Percent of Open Interest Represented by Each Category of Trader
15.2 13.9 0.0 40.9 10.0 0.9 12.8 38.9 0.8 5.5 5.4 0.2 23.8 29.9
Number of Traders in Each Category Total Traders: 84
7 4 . 8 9 4 14 28 6 8 6 .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 46,330
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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22,528 1,542 0 1,521 1,288 71 15,570 21,331 300 0 0 0 6,340 21,798
Changes from: September 27, 2016 Total Change is: 7,361
1,053 946 0 -768 0 0 7,770 1,299 -256 0 0 0 -438 5,372
Percent of Open Interest Represented by Each Category of Trader
48.6 3.3 0.0 3.3 2.8 0.2 33.6 46.0 0.6 0.0 0.0 0.0 13.7 47.0
Number of Traders in Each Category Total Traders: 39
7 . 0 . . . 12 15 5 0 0 0
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 262,478
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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164,363 2,696 1,332 13,678 77,142 2,178 43,481 122,684 5,032 5,035 11,808 143 27,236 39,463
Changes from: September 27, 2016 Total Change is: 23,453
11,838 653 21 898 -820 648 2,700 19,720 271 595 -207 90 6,392 3,077
Percent of Open Interest Represented by Each Category of Trader
62.6 1.0 0.5 5.2 29.4 0.8 16.6 46.7 1.9 1.9 4.5 0.1 10.4 15.0
Number of Traders in Each Category Total Traders: 133
12 7 4 4 27 9 28 47 15 5 . .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 157,574
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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4,040 15,090 2,175 29,193 39,470 3,973 90,282 29,523 2,856 2,223 30,153 235 22,597 34,099
Changes from: September 27, 2016 Total Change is: 2,404
655 -6,546 1,528 159 2,636 279 3,155 3,126 1,105 477 357 -287 -4,667 206
Percent of Open Interest Represented by Each Category of Trader
2.6 9.6 1.4 18.5 25.0 2.5 57.3 18.7 1.8 1.4 19.1 0.1 14.3 21.6
Number of Traders in Each Category Total Traders: 125
5 8 . 11 23 8 31 35 12 . 9 .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 347,643
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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80,065 8,464 7,994 142,251 101,903 13,113 31,968 120,181 6,928 16,205 24,656 2,704 46,415 61,700
Changes from: September 27, 2016 Total Change is: 19,153
5,027 -1,389 3,270 7,213 712 -152 4,199 12,752 -531 -3,085 -2,194 1,859 1,353 4,826
Percent of Open Interest Represented by Each Category of Trader
23.0 2.4 2.3 40.9 29.3 3.8 9.2 34.6 2.0 4.7 7.1 0.8 13.4 17.7
Number of Traders in Each Category Total Traders: 222
19 9 7 40 36 30 27 44 14 25 20 12
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,348
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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784 24,400 0 18,307 617 1,013 1,577 1,440 0 0 0 0 9,667 3,878
Changes from: September 27, 2016 Total Change is: 1,718
0 2,284 0 1,832 617 -305 394 -1,000 0 -344 0 -133 274 255
Percent of Open Interest Represented by Each Category of Trader
2.5 77.8 0.0 58.4 2.0 3.2 5.0 4.6 0.0 0.0 0.0 0.0 30.8 12.4
Number of Traders in Each Category Total Traders: 21
. 4 0 11 . 7 . . 0 0 0 0
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 110,028
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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1,642 37,068 510 24,840 9,050 1,050 53,449 26,993 1,772 402 11,405 101 26,262 22,079
Changes from: September 27, 2016 Total Change is: 11,677
-374 17,082 269 -119 -1,719 0 10,057 -5,769 -136 402 1,394 40 1,538 516
Percent of Open Interest Represented by Each Category of Trader
1.5 33.7 0.5 22.6 8.2 1.0 48.6 24.5 1.6 0.4 10.4 0.1 23.9 20.1
Number of Traders in Each Category Total Traders: 96
4 10 5 9 7 6 34 19 7 . 12 .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2016
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 49,242
Positions
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3,235 14,914 3 2,053 20,689 34 35,682 8,225 893 1,261 1,086 0 6,081 3,398
Changes from: September 27, 2016 Total Change is: -174
591 613 0 -118 257 0 -898 -1,105 -17 -280 74 0 548 4
Percent of Open Interest Represented by Each Category of Trader
6.6 30.3 0.0 4.2 42.0 0.1 72.5 16.7 1.8 2.6 2.2 0.0 12.3 6.9
Number of Traders in Each Category Total Traders: 91
5 7 . 8 6 . 41 18 7 . 4 0
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