CFTC.GOV REPORT, OCT 17,2016 : ASSET MANAGER / INSTITUTIONAL POSITIONS
Traders in Financial Futures - Futures Only Positions as of October 11, 2016
Updated October 14, 2016
|
NO |
PAIR |
Dealer Position |
Asset Manager/Institutional |
||
|
Long |
Short |
Long |
Short |
||
|
1 |
GBPUSD |
160,426 |
4,474 |
14,339 |
66,294 |
|
2 |
EURUSD |
102,809 |
12,013 |
145,892 |
104,200 |
|
3 |
EURGBP |
784 |
24,353 |
17,426 |
0 |
|
4 |
AUDUSD |
3,910 |
49,873 |
23,297 |
5,902 |
|
5 |
NZDUSD |
6,437 |
11,454 |
2,001 |
21,911 |
EURUSD Setup
(EURUSD H1 Setup)
(EURUSD H4 Setup)
Reference :
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Raw Data :
Traders in Financial Futures - Futures Only Positions as of October 11, 2016
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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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 104,002
Positions
15,540 17,195 5 39,005 9,679 1,024 15,555 35,618 566 5,872 5,659 314 26,121 33,942
Changes from: October 4, 2016 Total Change is: -217
-251 2,675 -4 -3,650 -789 109 2,260 -4,893 -237 185 17 101 1,270 2,804
Percent of Open Interest Represented by Each Category of Trader
14.9 16.5 0.0 37.5 9.3 1.0 15.0 34.2 0.5 5.6 5.4 0.3 25.1 32.6
Number of Traders in Each Category Total Traders: 82
5 5 . 9 10 4 13 23 4 8 9 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,747
Positions
33,430 0 1 1,483 2,706 109 14,032 29,549 296 0 0 0 6,396 23,086
Changes from: October 4, 2016 Total Change is: 9,417
10,902 -1,542 1 -38 1,418 38 -1,538 8,218 -4 0 0 0 56 1,288
Percent of Open Interest Represented by Each Category of Trader
60.0 0.0 0.0 2.7 4.9 0.2 25.2 53.0 0.5 0.0 0.0 0.0 11.5 41.4
Number of Traders in Each Category Total Traders: 43
8 0 . . 4 . 10 19 5 0 0 0
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 255,590
Positions
160,426 4,474 1,655 14,339 66,294 1,305 33,842 123,170 8,426 5,741 11,164 113 29,743 38,989
Changes from: October 4, 2016 Total Change is: -6,888
-3,937 1,778 323 661 -10,848 -873 -9,639 486 3,394 706 -644 -30 2,507 -474
Percent of Open Interest Represented by Each Category of Trader
62.8 1.8 0.6 5.6 25.9 0.5 13.2 48.2 3.3 2.2 4.4 0.0 11.6 15.3
Number of Traders in Each Category Total Traders: 143
13 6 4 6 24 7 29 51 19 9 5 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 150,394
Positions
23,092 11,512 2,855 30,735 36,679 4,356 58,226 26,997 2,246 3,550 32,244 0 25,334 33,505
Changes from: October 4, 2016 Total Change is: -7,180
19,052 -3,578 680 1,542 -2,791 383 -32,056 -2,526 -610 1,327 2,091 -235 2,737 -594
Percent of Open Interest Represented by Each Category of Trader
15.4 7.7 1.9 20.4 24.4 2.9 38.7 18.0 1.5 2.4 21.4 0.0 16.8 22.3
Number of Traders in Each Category Total Traders: 118
9 6 5 12 22 9 27 32 9 4 6 0
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 378,774
Positions
102,809 12,013 10,315 145,892 104,200 11,719 33,435 142,631 7,361 18,798 24,814 2,751 45,694 62,970
Changes from: October 4, 2016 Total Change is: 31,131
22,744 3,549 2,321 3,641 2,297 -1,394 1,467 22,450 433 2,593 158 47 -721 1,270
Percent of Open Interest Represented by Each Category of Trader
27.1 3.2 2.7 38.5 27.5 3.1 8.8 37.7 1.9 5.0 6.6 0.7 12.1 16.6
Number of Traders in Each Category Total Traders: 230
19 11 8 40 35 30 28 47 18 27 20 11
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,187
Positions
784 24,353 0 17,426 0 971 1,681 1,164 0 0 0 0 9,325 3,699
Changes from: October 4, 2016 Total Change is: -1,161
0 -47 0 -881 -617 -42 104 -276 0 0 0 0 -342 -179
Percent of Open Interest Represented by Each Category of Trader
2.6 80.7 0.0 57.7 0.0 3.2 5.6 3.9 0.0 0.0 0.0 0.0 30.9 12.3
Number of Traders in Each Category Total Traders: 21
. 4 0 11 0 6 . . 0 0 0 0
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Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 112,028
Positions
3,910 49,873 296 23,297 5,902 2,118 52,809 22,468 2,012 807 8,860 10 26,769 20,489
Changes from: October 4, 2016 Total Change is: 2,000
2,268 12,805 -214 -1,543 -3,148 1,068 -640 -4,525 240 405 -2,545 -91 507 -1,590
Percent of Open Interest Represented by Each Category of Trader
3.5 44.5 0.3 20.8 5.3 1.9 47.1 20.1 1.8 0.7 7.9 0.0 23.9 18.3
Number of Traders in Each Category Total Traders: 88
4 11 6 9 6 5 31 17 8 . 7 .
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Updated October 14, 2016
