Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 119,629 Positions 41,392 17,837 1,019 27,810 30,610 774 11,112 32,359 1,554 15,195 1,550 209 20,564 33,717 Changes from: October 27, 2015 Total Change is: -3,256 1,029 -489 286 -585 -6,427 0 -2,077 3,687 -435 -1,030 487 98 -542 -463 Percent of Open Interest Represented by Each Category of Trader 34.6 14.9 0.9 23.2 25.6 0.6 9.3 27.0 1.3 12.7 1.3 0.2 17.2 28.2 Number of Traders in Each Category Total Traders: 78 6 5 4 6 9 . 16 21 6 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 51,953 Positions 26,686 1,757 4 816 2,185 420 15,235 25,310 269 1,928 0 0 6,595 22,008 Changes from: October 27, 2015 Total Change is: 13,500 8,606 32 4 0 -27 0 4,478 12,860 85 1,283 0 0 -956 546 Percent of Open Interest Represented by Each Category of Trader 51.4 3.4 0.0 1.6 4.2 0.8 29.3 48.7 0.5 3.7 0.0 0.0 12.7 42.4 Number of Traders in Each Category Total Traders: 46 7 . . . 4 . 15 16 8 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 151,194 Positions 57,772 16,588 513 15,196 64,969 1,382 47,850 25,304 2,633 5,510 11,549 310 20,028 27,946 Changes from: October 27, 2015 Total Change is: -2,259 1,329 -1,581 265 -4,916 -1,629 10 -2,559 3,355 287 2,004 -376 83 1,238 -2,673 Percent of Open Interest Represented by Each Category of Trader 38.2 11.0 0.3 10.1 43.0 0.9 31.6 16.7 1.7 3.6 7.6 0.2 13.2 18.5 Number of Traders in Each Category Total Traders: 98 7 6 . 6 17 5 28 24 16 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 204,271 Positions 96,019 1,149 3,685 19,404 71,257 4,682 29,004 78,997 2,310 32,123 3,807 39 17,005 38,345 Changes from: October 27, 2015 Total Change is: 14,799 6,223 -1,022 84 -217 7,414 -624 5,309 9,255 -694 5,812 1,433 39 -1,133 -1,086 Percent of Open Interest Represented by Each Category of Trader 47.0 0.6 1.8 9.5 34.9 2.3 14.2 38.7 1.1 15.7 1.9 0.0 8.3 18.8 Number of Traders in Each Category Total Traders: 131 13 . 4 9 26 8 27 43 13 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 405,462 Positions 130,312 34,374 830 86,732 91,595 13,793 38,820 157,029 2,670 90,725 28,981 1,758 39,822 74,432 Changes from: October 27, 2015 Total Change is: 24,898 15,802 -9,531 203 5,814 1,224 1,018 -4,523 30,640 434 9,745 -1,589 -1,236 -2,359 3,735 Percent of Open Interest Represented by Each Category of Trader 32.1 8.5 0.2 21.4 22.6 3.4 9.6 38.7 0.7 22.4 7.1 0.4 9.8 18.4 Number of Traders in Each Category Total Traders: 240 21 11 5 24 32 22 20 67 16 30 34 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 145,861 Positions 104,065 11,074 382 4,491 26,699 493 21,716 43,407 746 2,653 30,875 87 11,228 32,098 Changes from: October 27, 2015 Total Change is: 4,853 3,359 -7,236 -62 171 677 0 3,792 4,236 181 1,551 3,119 87 -4,226 3,851 Percent of Open Interest Represented by Each Category of Trader 71.3 7.6 0.3 3.1 18.3 0.3 14.9 29.8 0.5 1.8 21.2 0.1 7.7 22.0 Number of Traders in Each Category Total Traders: 93 10 6 . 4 11 . 19 24 9 4 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 38,861 Positions 26,262 29,081 5,482 1,117 0 246 3,218 2,735 592 1,142 235 0 802 490 Changes from: October 27, 2015 Total Change is: 5,421 -4 0 5,257 -246 0 246 62 173 0 0 -63 0 106 -192 Percent of Open Interest Represented by Each Category of Trader 67.6 74.8 14.1 2.9 0.0 0.6 8.3 7.0 1.5 2.9 0.6 0.0 2.1 1.3 Number of Traders in Each Category Total Traders: 24 5 6 4 . 0 . . . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 148,844 Positions 54,305 59,800 15,113 8,473 4,093 596 47,329 37,419 15,769 2,627 10,133 93 4,539 5,828 Changes from: October 27, 2015 Total Change is: 12,215 -113 -161 13,422 -2,927 -156 372 3,095 4,076 -2,323 111 -2,723 -115 693 -177 Percent of Open Interest Represented by Each Category of Trader 36.5 40.2 10.2 5.7 2.7 0.4 31.8 25.1 10.6 1.8 6.8 0.1 3.0 3.9 Number of Traders in Each Category Total Traders: 111 4 9 5 5 6 . 22 41 11 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 20,277 Positions 15,534 7,709 5 3,133 0 0 786 9,895 9 0 1,071 0 810 1,588 Changes from: October 27, 2015 Total Change is: -3,005 1,327 -529 -59 450 -177 0 -4,062 387 -604 0 -2,225 0 -57 202 Percent of Open Interest Represented by Each Category of Trader 76.6 38.0 0.0 15.5 0.0 0.0 3.9 48.8 0.0 0.0 5.3 0.0 4.0 7.8 Number of Traders in Each Category Total Traders: 22 . 4 . . 0 0 . 11 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 32,539 Positions 19,123 10,972 22 1,908 6,282 1 8,370 9,090 139 818 1,323 0 2,158 4,710 Changes from: October 27, 2015 Total Change is: 796 663 374 20 -401 580 0 664 -402 7 -136 246 0 -21 -29 Percent of Open Interest Represented by Each Category of Trader 58.8 33.7 0.1 5.9 19.3 0.0 25.7 27.9 0.4 2.5 4.1 0.0 6.6 14.5 Number of Traders in Each Category Total Traders: 62 5 6 . . 5 . 15 21 4 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 7,353 Positions 2,929 0 0 1,843 3,345 69 2,105 2,289 23 0 331 0 384 1,296 Changes from: October 27, 2015 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.8 0.0 0.0 25.1 45.5 0.9 28.6 31.1 0.3 0.0 4.5 0.0 5.2 17.6 Number of Traders in Each Category Total Traders: 21 . 0 0 . 4 . . 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 47,790 Positions 11,185 20,053 2,905 6,101 1,870 454 18,127 10,002 180 1,880 3,417 0 6,959 8,911 Changes from: October 27, 2015 Total Change is: 9,087 -683 6,730 1,404 255 15 -92 7,356 1,377 -101 -272 -77 0 1,221 -169 Percent of Open Interest Represented by Each Category of Trader 23.4 42.0 6.1 12.8 3.9 0.9 37.9 20.9 0.4 3.9 7.2 0.0 14.6 18.6 Number of Traders in Each Category Total Traders: 104 16 14 . 10 . 4 26 21 4 . 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 95,580 Positions 22,370 40,105 5,810 12,202 3,739 908 36,253 20,003 360 3,760 6,834 0 13,917 17,821 Changes from: October 27, 2015 Total Change is: 18,174 -1,366 13,459 2,808 509 30 -184 14,711 2,754 -202 -543 -153 0 2,441 -338 Percent of Open Interest Represented by Each Category of Trader 23.4 42.0 6.1 12.8 3.9 0.9 37.9 20.9 0.4 3.9 7.2 0.0 14.6 18.6 Number of Traders in Each Category Total Traders: 104 16 14 . 10 . 4 26 21 4 . 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 671,878 Positions 91,795 77,994 41,520 281,332 150,982 54,570 60,347 166,740 36,477 19,190 46,248 4,257 82,390 93,090 Changes from: October 27, 2015 Total Change is: 3,726 1,900 -1,567 6,319 3,547 -752 -1,829 -1,999 -1,773 4,007 -5,197 2,323 1,505 -4,528 -4,507 Percent of Open Interest Represented by Each Category of Trader 13.7 11.6 6.2 41.9 22.5 8.1 9.0 24.8 5.4 2.9 6.9 0.6 12.3 13.9 Number of Traders in Each Category Total Traders: 585 37 42 32 119 71 78 77 133 72 42 64 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 99,822 Positions 12,656 21,452 5,139 32,406 22,089 3,846 10,354 11,256 142 2,617 6,396 209 32,453 29,293 Changes from: October 27, 2015 Total Change is: 848 3,047 2,923 300 -4,522 -259 33 -1,482 3,200 52 -117 608 101 3,436 -6,110 Percent of Open Interest Represented by Each Category of Trader 12.7 21.5 5.1 32.5 22.1 3.9 10.4 11.3 0.1 2.6 6.4 0.2 32.5 29.3 Number of Traders in Each Category Total Traders: 68 6 6 4 16 5 8 11 16 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,860,279 Positions 494,706 381,722 82,896 1,262,995 662,829 235,256 331,533 858,985 100,109 86,047 202,444 17,054 249,683 318,984 Changes from: October 27, 2015 Total Change is: 14,391 17,992 1,279 6,370 33,773 -9,038 -2,736 4,991 -17,292 12,201 -26,058 7,915 7,676 -39,818 8,016 Percent of Open Interest Represented by Each Category of Trader 17.3 13.3 2.9 44.2 23.2 8.2 11.6 30.0 3.5 3.0 7.1 0.6 8.7 11.2 Number of Traders in Each Category Total Traders: 573 35 43 27 113 70 73 77 132 61 39 64 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 85,298 Positions 18,763 15,852 890 37,149 53,742 2,010 14,323 6,158 1,742 245 263 0 10,176 4,641 Changes from: October 27, 2015 Total Change is: 1,282 -1,164 5,553 61 441 -2,344 98 1,921 -3,698 994 0 -220 0 -1,069 838 Percent of Open Interest Represented by Each Category of Trader 22.0 18.6 1.0 43.6 63.0 2.4 16.8 7.2 2.0 0.3 0.3 0.0 11.9 5.4 Number of Traders in Each Category Total Traders: 81 6 9 . 28 15 15 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 68,337 Positions 5,081 38,977 332 32,731 8,812 741 19,711 10,999 875 3,240 2,330 124 5,503 5,148 Changes from: October 27, 2015 Total Change is: 3,467 -225 1,774 58 1,131 -465 -43 2,014 2,034 84 50 -34 118 279 -60 Percent of Open Interest Represented by Each Category of Trader 7.4 57.0 0.5 47.9 12.9 1.1 28.8 16.1 1.3 4.7 3.4 0.2 8.1 7.5 Number of Traders in Each Category Total Traders: 231 14 24 8 39 19 8 53 38 11 21 23 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 341,687 Positions 25,403 194,883 1,661 163,653 44,059 3,706 98,553 54,995 4,375 16,202 11,649 620 27,514 25,739 Changes from: October 27, 2015 Total Change is: 17,333 -1,127 8,869 292 5,653 -2,325 -214 10,070 10,169 422 251 -169 589 1,397 -300 Percent of Open Interest Represented by Each Category of Trader 7.4 57.0 0.5 47.9 12.9 1.1 28.8 16.1 1.3 4.7 3.4 0.2 8.1 7.5 Number of Traders in Each Category Total Traders: 231 14 24 8 39 19 8 53 38 11 21 23 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 375,670 Positions 135,866 42,611 1,114 110,119 181,108 18,115 72,816 100,158 7,191 9,724 9,348 107 20,618 15,918 Changes from: October 27, 2015 Total Change is: -3,179 -925 6,614 566 -1,951 -4,698 152 -6,119 -9,123 1,623 -1,979 -530 86 5,368 2,131 Percent of Open Interest Represented by Each Category of Trader 36.2 11.3 0.3 29.3 48.2 4.8 19.4 26.7 1.9 2.6 2.5 0.0 5.5 4.2 Number of Traders in Each Category Total Traders: 262 17 14 . 51 49 24 37 57 16 16 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 51,565 Positions 3,256 8,079 0 24,084 0 255 8,204 21,041 459 7,010 14,597 8 8,289 7,126 Changes from: October 27, 2015 Total Change is: -981 15 2,186 0 -2,269 0 -33 50 -2,043 233 625 -197 0 398 -1,127 Percent of Open Interest Represented by Each Category of Trader 6.3 15.7 0.0 46.7 0.0 0.5 15.9 40.8 0.9 13.6 28.3 0.0 16.1 13.8 Number of Traders in Each Category Total Traders: 61 4 7 0 19 0 4 10 11 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 94,069 Positions 13,027 16,305 3,461 13,020 4,321 978 43,809 16,111 1,337 7,663 1,330 75 10,699 50,151 Changes from: October 27, 2015 Total Change is: 800 393 -4,587 1,942 146 3,488 -89 -1,882 2,070 515 -68 205 0 -157 -2,744 Percent of Open Interest Represented by Each Category of Trader 13.8 17.3 3.7 13.8 4.6 1.0 46.6 17.1 1.4 8.1 1.4 0.1 11.4 53.3 Number of Traders in Each Category Total Traders: 92 18 7 5 11 . . 35 11 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 154,545 Positions 6,328 91,898 296 90,878 39,177 8,408 34,663 5,942 3,402 2,917 2,023 0 7,653 3,399 Changes from: October 27, 2015 Total Change is: -1,568 1,250 1,057 -5 -2,497 -2,282 -97 -520 -721 441 -535 176 0 395 -137 Percent of Open Interest Represented by Each Category of Trader 4.1 59.5 0.2 58.8 25.3 5.4 22.4 3.8 2.2 1.9 1.3 0.0 5.0 2.2 Number of Traders in Each Category Total Traders: 109 5 14 . 39 21 19 13 6 4 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 489,792 Positions 51,490 195,449 1,038 209,056 127,261 74,911 104,681 52,544 8,009 21,493 18,662 1,893 17,221 10,025 Changes from: October 27, 2015 Total Change is: -12,973 -16,026 2,089 -822 5,906 -4,424 710 -5,989 -8,968 1,059 1,229 -1,052 -146 1,106 -1,419 Percent of Open Interest Represented by Each Category of Trader 10.5 39.9 0.2 42.7 26.0 15.3 21.4 10.7 1.6 4.4 3.8 0.4 3.5 2.0 Number of Traders in Each Category Total Traders: 252 21 23 5 62 39 33 34 31 15 27 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 493,079 Positions 9,420 31,785 4,497 197,845 131,748 57,377 59,105 65,877 14,251 4,657 45,912 1,374 144,553 140,258 Changes from: October 27, 2015 Total Change is: 8,721 3,101 -17,090 3,809 -1,724 1,978 775 10,349 4,250 2,048 -87 5,346 -2,976 -6,574 10,581 Percent of Open Interest Represented by Each Category of Trader 1.9 6.4 0.9 40.1 26.7 11.6 12.0 13.4 2.9 0.9 9.3 0.3 29.3 28.4 Number of Traders in Each Category Total Traders: 133 6 9 . 34 20 30 26 21 20 4 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 629,188 Positions 10,834 65,507 120 348,645 101,811 86,194 29,767 251,892 18,446 17,136 10,512 595 117,451 94,111 Changes from: October 27, 2015 Total Change is: -6,889 -1,051 -13,080 -111 -9,395 1,330 2,297 5,069 -1,252 -713 1,894 210 0 -4,879 4,430 Percent of Open Interest Represented by Each Category of Trader 1.7 10.4 0.0 55.4 16.2 13.7 4.7 40.0 2.9 2.7 1.7 0.1 18.7 15.0 Number of Traders in Each Category Total Traders: 94 . 6 . 40 12 32 10 15 11 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,119,439 Positions 52,689 91,906 7,601 260,417 347,182 113,438 317,026 213,183 73,544 163,811 123,707 5,694 125,219 143,184 Changes from: October 27, 2015 Total Change is: -50,914 18,812 -10,774 1,210 1,235 -15,360 -631 -60,579 -28,874 -1,984 -7,289 -1,865 -420 -1,268 7,784 Percent of Open Interest Represented by Each Category of Trader 4.7 8.2 0.7 23.3 31.0 10.1 28.3 19.0 6.6 14.6 11.1 0.5 11.2 12.8 Number of Traders in Each Category Total Traders: 263 11 27 6 43 47 40 45 33 31 17 40 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,697,923 Positions 150,896 173,055 17,719 1,032,053 823,029 326,861 392,619 643,904 66,990 337,621 191,545 29,780 343,384 425,040 Changes from: October 27, 2015 Total Change is: -58,837 28,334 -30,426 -6,340 -58,063 -23,795 25,427 -77,334 -25,593 -4,620 48,698 -7,395 -1,193 -13,746 15,098 Percent of Open Interest Represented by Each Category of Trader 5.6 6.4 0.7 38.3 30.5 12.1 14.6 23.9 2.5 12.5 7.1 1.1 12.7 15.8 Number of Traders in Each Category Total Traders: 362 23 26 16 51 78 67 44 74 54 26 40 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,384,266 Positions 59,605 188,114 26,521 1,067,727 489,914 284,938 408,872 769,187 92,329 162,824 183,114 14,727 266,723 335,422 Changes from: October 27, 2015 Total Change is: -79,429 17,982 -57,222 -4,905 -81,112 30,957 -880 -31,681 -42,795 27,803 38,309 -31,100 -9,030 -35,915 7,743 Percent of Open Interest Represented by Each Category of Trader 2.5 7.9 1.1 44.8 20.5 12.0 17.1 32.3 3.9 6.8 7.7 0.6 11.2 14.1 Number of Traders in Each Category Total Traders: 277 10 31 10 41 46 45 43 51 36 17 38 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 726,822 Positions 246,278 212,817 218,760 7,611 8,175 14,625 113,173 68,984 78,178 2,015 48,522 25,279 20,903 51,482 Changes from: October 27, 2015 Total Change is: -199,857 11,250 -76,673 -34,143 -49,126 -1,387 -7,686 -93,035 -35,424 -20,536 -520 -8,084 -2,298 -3,763 -13,626 Percent of Open Interest Represented by Each Category of Trader 33.9 29.3 30.1 1.0 1.1 2.0 15.6 9.5 10.8 0.3 6.7 3.5 2.9 7.1 Number of Traders in Each Category Total Traders: 116 12 37 36 . 4 . 13 30 26 . 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,295,409 Positions 2,447,923 1,358,885 3,007,059 381,563 1,694,896 305,844 1,755,729 1,041,954 1,801,574 387,031 537,747 431,541 777,145 1,115,909 Changes from: October 27, 2015 Total Change is: 148,057 393,536 -166,140 18,695 -30,332 642 -44,085 -143,123 252,790 68,344 -32,949 68,940 -36,384 -45,645 -14,745 Percent of Open Interest Represented by Each Category of Trader 21.7 12.0 26.6 3.4 15.0 2.7 15.5 9.2 15.9 3.4 4.8 3.8 6.9 9.9 Number of Traders in Each Category Total Traders: 297 32 56 82 9 28 25 43 72 89 10 37 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 41,647 Positions 12,030 878 0 560 16,588 30 26,056 16,688 0 2,592 7,081 284 95 98 Changes from: October 27, 2015 Total Change is: -1,328 -354 0 0 0 -831 0 -1,047 -630 0 8 29 74 -9 30 Percent of Open Interest Represented by Each Category of Trader 28.9 2.1 0.0 1.3 39.8 0.1 62.6 40.1 0.0 6.2 17.0 0.7 0.2 0.2 Number of Traders in Each Category Total Traders: 48 4 . 0 . 8 . 6 10 0 4 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 39,357 Positions 13,109 80 20 0 18,172 1 24,794 10,555 0 1,290 10,478 0 143 51 Changes from: October 27, 2015 Total Change is: -13 -2,965 -85 20 0 192 0 2,755 -107 0 207 -42 0 -30 9 Percent of Open Interest Represented by Each Category of Trader 33.3 0.2 0.1 0.0 46.2 0.0 63.0 26.8 0.0 3.3 26.6 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 41 5 . . 0 10 . 9 5 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 76,816 Positions 3,519 56,282 122 17,819 0 1,120 18,914 10,381 2,740 22,866 3,591 164 9,552 2,416 Changes from: October 27, 2015 Total Change is: 1,427 125 1,599 35 414 0 -65 488 -2,670 684 -84 1,178 15 -185 651 Percent of Open Interest Represented by Each Category of Trader 4.6 73.3 0.2 23.2 0.0 1.5 24.6 13.5 3.6 29.8 4.7 0.2 12.4 3.1 Number of Traders in Each Category Total Traders: 157 7 . . 12 0 . 44 14 13 66 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 321,131 Positions 46,692 75,319 16,992 47,637 35,865 44,546 74,002 55,436 46,773 8,589 6,362 12,528 23,372 27,310 Changes from: October 27, 2015 Total Change is: 8,791 2,908 -6,058 -31 7,016 2,361 -91 2,901 11,021 228 -2,204 2,250 530 -2,466 -1,419 Percent of Open Interest Represented by Each Category of Trader 14.5 23.5 5.3 14.8 11.2 13.9 23.0 17.3 14.6 2.7 2.0 3.9 7.3 8.5 Number of Traders in Each Category Total Traders: 176 15 11 21 12 16 6 40 41 50 16 17 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 18,592 Positions 224 3,058 0 3,789 1,755 1,353 10,978 11,405 386 1,508 590 0 354 45 Changes from: October 27, 2015 Total Change is: 481 -87 0 0 -331 634 34 213 -191 0 641 2 0 11 2 Percent of Open Interest Represented by Each Category of Trader 1.2 16.4 0.0 20.4 9.4 7.3 59.0 61.3 2.1 8.1 3.2 0.0 1.9 0.2 Number of Traders in Each Category Total Traders: 34 . . 0 5 . . 10 7 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 6, 2015