Traders in Financial Futures - Futures Only Positions as of November 10, 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 134,360
Positions
42,090 15,265 1,600 28,541 41,327 774 23,002 35,327 1,123 17,273 1,292 248 19,709 37,404
Changes from: November 3, 2015 Total Change is: 14,731
698 -2,572 581 731 10,717 0 11,890 2,968 -431 2,078 -258 39 -855 3,687
Percent of Open Interest Represented by Each Category of Trader
31.3 11.4 1.2 21.2 30.8 0.6 17.1 26.3 0.8 12.9 1.0 0.2 14.7 27.8
Number of Traders in Each Category Total Traders: 79
6 5 4 6 10 . 17 21 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 60,031
Positions
34,366 2,098 34 816 1,709 420 16,489 29,291 730 0 0 0 7,176 25,749
Changes from: November 3, 2015 Total Change is: 8,078
7,680 341 30 0 -476 0 1,254 3,981 461 -1,928 0 0 581 3,741
Percent of Open Interest Represented by Each Category of Trader
57.2 3.5 0.1 1.4 2.8 0.7 27.5 48.8 1.2 0.0 0.0 0.0 12.0 42.9
Number of Traders in Each Category Total Traders: 43
7 . . . . . 15 15 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 172,346
Positions
77,347 4,499 3,676 8,670 64,365 1,434 48,177 41,212 4,350 9,848 12,835 233 18,611 39,742
Changes from: November 3, 2015 Total Change is: 21,152
19,575 -12,089 3,163 -6,526 -604 52 327 15,908 1,717 4,338 1,286 -77 -1,417 11,796
Percent of Open Interest Represented by Each Category of Trader
44.9 2.6 2.1 5.0 37.3 0.8 28.0 23.9 2.5 5.7 7.4 0.1 10.8 23.1
Number of Traders in Each Category Total Traders: 105
10 5 4 5 19 5 22 33 17 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 234,202
Positions
131,078 4,018 2,908 19,347 70,286 4,802 25,156 99,577 2,140 31,963 2,865 176 16,632 47,430
Changes from: November 3, 2015 Total Change is: 29,931
35,059 2,869 -777 -57 -971 120 -3,848 20,580 -170 -160 -942 137 -373 9,085
Percent of Open Interest Represented by Each Category of Trader
56.0 1.7 1.2 8.3 30.0 2.1 10.7 42.5 0.9 13.6 1.2 0.1 7.1 20.3
Number of Traders in Each Category Total Traders: 126
11 . 4 9 26 8 19 48 10 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 421,967
Positions
129,759 25,758 1,765 85,157 85,437 14,486 43,341 173,423 4,874 97,380 29,403 3,829 41,376 82,992
Changes from: November 3, 2015 Total Change is: 16,505
-553 -8,616 935 -1,575 -6,158 693 4,521 16,394 2,204 6,655 422 2,071 1,554 8,560
Percent of Open Interest Represented by Each Category of Trader
30.8 6.1 0.4 20.2 20.2 3.4 10.3 41.1 1.2 23.1 7.0 0.9 9.8 19.7
Number of Traders in Each Category Total Traders: 255
20 12 6 27 34 25 21 76 19 27 37 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 153,590
Positions
114,530 2,597 8 3,880 34,519 493 20,768 46,648 531 1,142 29,200 0 12,238 39,594
Changes from: November 3, 2015 Total Change is: 7,729
10,465 -8,477 -374 -611 7,820 0 -948 3,241 -215 -1,511 -1,675 -87 1,010 7,496
Percent of Open Interest Represented by Each Category of Trader
74.6 1.7 0.0 2.5 22.5 0.3 13.5 30.4 0.3 0.7 19.0 0.0 8.0 25.8
Number of Traders in Each Category Total Traders: 92
12 . . . 12 . 21 25 8 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 42,724
Positions
25,931 29,681 8,982 2,063 0 0 3,268 2,588 592 1,131 382 0 757 499
Changes from: November 3, 2015 Total Change is: 3,863
-331 600 3,500 946 0 -246 50 -147 0 -11 147 0 -45 9
Percent of Open Interest Represented by Each Category of Trader
60.7 69.5 21.0 4.8 0.0 0.0 7.6 6.1 1.4 2.6 0.9 0.0 1.8 1.2
Number of Traders in Each Category Total Traders: 25
5 6 5 . 0 0 . 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 158,543
Positions
53,470 58,196 16,100 24,754 4,509 811 41,988 46,448 15,411 2,193 10,333 93 3,723 6,642
Changes from: November 3, 2015 Total Change is: 9,699
-835 -1,604 987 16,281 416 215 -5,341 9,029 -358 -434 200 0 -816 814
Percent of Open Interest Represented by Each Category of Trader
33.7 36.7 10.2 15.6 2.8 0.5 26.5 29.3 9.7 1.4 6.5 0.1 2.3 4.2
Number of Traders in Each Category Total Traders: 111
. 10 6 . 7 . 15 50 10 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 22,705
Positions
15,405 10,889 5 3,743 0 0 2,491 8,688 80 108 1,710 0 873 1,333
Changes from: November 3, 2015 Total Change is: 2,428
-129 3,180 0 610 0 0 1,705 -1,207 71 108 639 0 63 -255
Percent of Open Interest Represented by Each Category of Trader
67.8 48.0 0.0 16.5 0.0 0.0 11.0 38.3 0.4 0.5 7.5 0.0 3.8 5.9
Number of Traders in Each Category Total Traders: 28
. 4 . . 0 0 . 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 33,719
Positions
19,289 10,059 22 1,566 6,620 1 9,213 10,042 396 943 941 0 2,289 5,638
Changes from: November 3, 2015 Total Change is: 1,180
166 -913 0 -342 338 0 843 952 257 125 -382 0 131 928
Percent of Open Interest Represented by Each Category of Trader
57.2 29.8 0.1 4.6 19.6 0.0 27.3 29.8 1.2 2.8 2.8 0.0 6.8 16.7
Number of Traders in Each Category Total Traders: 63
6 5 . . 6 . 15 21 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 7,754
Positions
2,929 0 0 1,823 3,345 89 2,412 2,372 63 0 432 0 438 1,453
Changes from: November 3, 2015 Total Change is: 401
0 0 0 -20 0 20 307 83 40 0 101 0 54 157
Percent of Open Interest Represented by Each Category of Trader
37.8 0.0 0.0 23.5 43.1 1.1 31.1 30.6 0.8 0.0 5.6 0.0 5.6 18.7
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 . 4 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 51,867
Positions
11,028 27,669 2,831 5,543 1,911 409 23,072 6,471 419 1,891 3,033 0 6,676 9,126
Changes from: November 3, 2015 Total Change is: 4,077
-157 7,616 -75 -559 42 -46 4,946 -3,531 239 11 -384 0 -283 215
Percent of Open Interest Represented by Each Category of Trader
21.3 53.3 5.5 10.7 3.7 0.8 44.5 12.5 0.8 3.6 5.8 0.0 12.9 17.6
Number of Traders in Each Category Total Traders: 107
16 15 . 9 . 4 33 14 6 4 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 103,733
Positions
22,056 55,337 5,661 11,085 3,822 817 46,144 12,942 837 3,782 6,066 0 13,351 18,251
Changes from: November 3, 2015 Total Change is: 8,153
-314 15,232 -149 -1,117 83 -91 9,891 -7,061 477 22 -768 0 -566 430
Percent of Open Interest Represented by Each Category of Trader
21.3 53.3 5.5 10.7 3.7 0.8 44.5 12.5 0.8 3.6 5.8 0.0 12.9 17.6
Number of Traders in Each Category Total Traders: 107
16 15 . 9 . 4 33 14 6 4 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 689,592
Positions
105,198 73,571 42,076 266,540 151,535 53,601 65,791 175,292 40,233 16,972 49,832 7,069 92,112 96,384
Changes from: November 3, 2015 Total Change is: 17,714
13,403 -4,424 556 -14,792 553 -969 5,444 8,553 3,756 -2,217 3,584 2,812 9,722 3,294
Percent of Open Interest Represented by Each Category of Trader
15.3 10.7 6.1 38.7 22.0 7.8 9.5 25.4 5.8 2.5 7.2 1.0 13.4 14.0
Number of Traders in Each Category Total Traders: 595
36 41 33 118 73 80 80 135 77 42 69 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 104,304
Positions
18,330 19,107 6,212 29,076 21,578 3,427 9,937 11,588 223 2,666 5,407 1,925 32,508 34,837
Changes from: November 3, 2015 Total Change is: 4,482
5,674 -2,345 1,073 -3,330 -511 -419 -417 332 81 49 -989 1,716 55 5,544
Percent of Open Interest Represented by Each Category of Trader
17.6 18.3 6.0 27.9 20.7 3.3 9.5 11.1 0.2 2.6 5.2 1.8 31.2 33.4
Number of Traders in Each Category Total Traders: 68
6 7 4 14 5 6 11 17 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 2,926,441
Positions
536,867 374,846 76,794 1,199,281 661,746 238,909 372,148 911,398 107,173 75,179 225,772 22,070 298,020 307,733
Changes from: November 3, 2015 Total Change is: 66,162
42,161 -6,876 -6,102 -63,714 -1,083 3,653 40,615 52,413 7,064 -10,868 23,328 5,016 48,337 -11,251
Percent of Open Interest Represented by Each Category of Trader
18.3 12.8 2.6 41.0 22.6 8.2 12.7 31.1 3.7 2.6 7.7 0.8 10.2 10.5
Number of Traders in Each Category Total Traders: 583
35 41 28 113 72 77 78 135 64 39 70 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 85,640
Positions
18,406 15,858 940 38,213 54,088 1,923 14,591 7,305 1,095 245 263 0 10,227 4,168
Changes from: November 3, 2015 Total Change is: 342
-357 6 50 1,064 346 -87 268 1,147 -647 0 0 0 51 -473
Percent of Open Interest Represented by Each Category of Trader
21.5 18.5 1.1 44.6 63.2 2.2 17.0 8.5 1.3 0.3 0.3 0.0 11.9 4.9
Number of Traders in Each Category Total Traders: 85
6 8 . 30 15 15 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 72,983
Positions
5,230 43,931 529 32,159 8,513 904 23,895 11,445 781 2,996 2,219 194 6,296 4,468
Changes from: November 3, 2015 Total Change is: 4,645
150 4,954 197 -572 -299 163 4,184 446 -94 -245 -111 70 793 -679
Percent of Open Interest Represented by Each Category of Trader
7.2 60.2 0.7 44.1 11.7 1.2 32.7 15.7 1.1 4.1 3.0 0.3 8.6 6.1
Number of Traders in Each Category Total Traders: 235
13 23 9 37 19 9 61 39 11 20 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 364,914
Positions
26,152 219,654 2,644 160,794 42,563 4,520 119,474 57,223 3,903 14,979 11,096 969 31,479 22,342
Changes from: November 3, 2015 Total Change is: 23,227
749 24,771 983 -2,859 -1,496 814 20,921 2,228 -472 -1,223 -553 349 3,965 -3,397
Percent of Open Interest Represented by Each Category of Trader
7.2 60.2 0.7 44.1 11.7 1.2 32.7 15.7 1.1 4.1 3.0 0.3 8.6 6.1
Number of Traders in Each Category Total Traders: 235
13 23 9 37 19 9 61 39 11 20 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 378,369
Positions
135,955 45,859 2,284 111,098 172,800 17,873 72,628 97,939 10,489 8,709 14,540 745 18,588 15,840
Changes from: November 3, 2015 Total Change is: 2,699
89 3,248 1,170 979 -8,308 -242 -188 -2,219 3,298 -1,015 5,192 638 -2,030 -78
Percent of Open Interest Represented by Each Category of Trader
35.9 12.1 0.6 29.4 45.7 4.7 19.2 25.9 2.8 2.3 3.8 0.2 4.9 4.2
Number of Traders in Each Category Total Traders: 266
19 15 . 52 50 24 37 55 16 15 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 52,595
Positions
2,506 9,143 0 24,204 1,234 407 8,806 19,904 18 7,879 14,819 8 8,767 7,062
Changes from: November 3, 2015 Total Change is: 1,030
-750 1,064 0 120 1,234 152 602 -1,137 -441 869 222 0 478 -64
Percent of Open Interest Represented by Each Category of Trader
4.8 17.4 0.0 46.0 2.3 0.8 16.7 37.8 0.0 15.0 28.2 0.0 16.7 13.4
Number of Traders in Each Category Total Traders: 64
4 7 0 19 . 4 12 11 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 91,161
Positions
10,174 21,011 1,334 13,159 4,554 1,341 47,114 11,487 909 7,852 1,603 77 9,201 48,845
Changes from: November 3, 2015 Total Change is: -2,908
-2,853 4,706 -2,127 139 233 363 3,305 -4,624 -428 189 273 2 -1,498 -1,306
Percent of Open Interest Represented by Each Category of Trader
11.2 23.0 1.5 14.4 5.0 1.5 51.7 12.6 1.0 8.6 1.8 0.1 10.1 53.6
Number of Traders in Each Category Total Traders: 89
14 9 . 11 . 4 34 12 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 161,151
Positions
7,697 97,287 361 95,657 40,360 8,297 36,399 6,262 3,032 2,917 2,023 0 6,791 3,529
Changes from: November 3, 2015 Total Change is: 6,606
1,369 5,389 65 4,779 1,183 -111 1,736 320 -370 0 0 0 -862 130
Percent of Open Interest Represented by Each Category of Trader
4.8 60.4 0.2 59.4 25.0 5.1 22.6 3.9 1.9 1.8 1.3 0.0 4.2 2.2
Number of Traders in Each Category Total Traders: 109
5 14 . 40 21 19 13 5 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 461,996
Positions
48,743 185,407 1,206 193,776 123,410 71,071 91,111 37,738 9,851 28,352 15,460 2,269 15,617 15,584
Changes from: November 3, 2015 Total Change is: -27,796
-2,747 -10,042 168 -15,280 -3,851 -3,840 -13,570 -14,806 1,842 6,859 -3,202 376 -1,604 5,559
Percent of Open Interest Represented by Each Category of Trader
10.6 40.1 0.3 41.9 26.7 15.4 19.7 8.2 2.1 6.1 3.3 0.5 3.4 3.4
Number of Traders in Each Category Total Traders: 255
23 21 4 61 41 36 33 32 14 29 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 479,878
Positions
10,680 35,797 2,900 199,818 126,999 55,811 59,643 57,751 13,377 5,989 49,077 4,238 127,422 133,928
Changes from: November 3, 2015 Total Change is: -13,201
1,260 4,012 -1,597 1,973 -4,749 -1,566 538 -8,126 -874 1,332 3,165 2,864 -17,131 -6,330
Percent of Open Interest Represented by Each Category of Trader
2.2 7.5 0.6 41.6 26.5 11.6 12.4 12.0 2.8 1.2 10.2 0.9 26.6 27.9
Number of Traders in Each Category Total Traders: 143
6 12 4 35 22 30 30 20 22 6 12 7
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Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 619,242
Positions
9,276 55,274 731 344,381 110,745 84,679 30,232 239,003 20,464 9,723 9,792 595 119,161 97,959
Changes from: November 3, 2015 Total Change is: -9,946
-1,558 -10,233 611 -4,264 8,934 -1,515 465 -12,889 2,018 -7,413 -720 0 1,710 3,848
Percent of Open Interest Represented by Each Category of Trader
1.5 8.9 0.1 55.6 17.9 13.7 4.9 38.6 3.3 1.6 1.6 0.1 19.2 15.8
Number of Traders in Each Category Total Traders: 90
. 6 4 39 14 32 8 14 13 4 . .
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Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,117,238
Positions
61,542 107,803 3,926 240,384 318,737 120,735 322,434 225,832 70,121 176,014 114,025 4,930 117,152 151,129
Changes from: November 3, 2015 Total Change is: -2,201
8,853 15,897 -3,675 -20,033 -28,445 7,297 5,408 12,649 -3,423 12,203 -9,682 -764 -8,067 7,945
Percent of Open Interest Represented by Each Category of Trader
5.5 9.6 0.4 21.5 28.5 10.8 28.9 20.2 6.3 15.8 10.2 0.4 10.5 13.5
Number of Traders in Each Category Total Traders: 270
9 34 6 45 41 39 48 36 35 21 36 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,606,894
Positions
115,983 186,820 24,178 892,130 790,163 343,957 378,531 543,090 118,229 393,422 130,524 21,044 319,420 448,889
Changes from: November 3, 2015 Total Change is: -91,029
-34,913 13,765 6,459 -139,923 -32,866 17,096 -14,088 -100,814 51,239 55,801 -61,021 -8,736 -23,964 23,849
Percent of Open Interest Represented by Each Category of Trader
4.4 7.2 0.9 34.2 30.3 13.2 14.5 20.8 4.5 15.1 5.0 0.8 12.3 17.2
Number of Traders in Each Category Total Traders: 353
18 32 15 49 76 64 48 66 56 31 33 16
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Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,387,282
Positions
36,616 253,600 23,933 1,056,846 501,555 279,222 373,970 659,294 140,678 190,830 167,574 17,408 267,779 344,018
Changes from: November 3, 2015 Total Change is: 3,016
-22,989 65,486 -2,588 -10,881 11,641 -5,716 -34,902 -109,893 48,349 28,006 -15,540 2,681 1,056 8,596
Percent of Open Interest Represented by Each Category of Trader
1.5 10.6 1.0 44.3 21.0 11.7 15.7 27.6 5.9 8.0 7.0 0.7 11.2 14.4
Number of Traders in Each Category Total Traders: 281
8 35 12 40 51 49 40 55 38 17 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 763,010
Positions
263,843 228,463 235,243 900 32,900 750 125,409 60,010 80,931 3,015 43,656 33,409 19,510 47,648
Changes from: November 3, 2015 Total Change is: 36,188
17,565 15,646 16,483 -6,711 24,725 -13,875 12,236 -8,974 2,753 1,000 -4,866 8,130 -1,393 -3,834
Percent of Open Interest Represented by Each Category of Trader
34.6 29.9 30.8 0.1 4.3 0.1 16.4 7.9 10.6 0.4 5.7 4.4 2.6 6.2
Number of Traders in Each Category Total Traders: 120
13 36 38 . 5 . 17 24 27 . 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,140,147
Positions
2,676,833 1,257,631 2,931,395 408,909 1,643,017 277,531 1,543,002 1,252,064 1,793,376 399,432 487,683 404,024 705,645 1,093,426
Changes from: November 3, 2015 Total Change is: -155,262
228,910 -101,254 -75,664 27,346 -51,879 -28,313 -212,727 210,110 -8,198 12,401 -50,064 -27,517 -71,500 -22,483
Percent of Open Interest Represented by Each Category of Trader
24.0 11.3 26.3 3.7 14.7 2.5 13.9 11.2 16.1 3.6 4.4 3.6 6.3 9.8
Number of Traders in Each Category Total Traders: 291
34 49 78 9 26 23 44 73 87 14 31 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 38,092
Positions
8,375 878 0 510 15,851 30 26,123 13,963 0 2,608 6,964 330 116 76
Changes from: November 3, 2015 Total Change is: -3,555
-3,655 0 0 -50 -737 0 67 -2,725 0 16 -117 46 21 -22
Percent of Open Interest Represented by Each Category of Trader
22.0 2.3 0.0 1.3 41.6 0.1 68.6 36.7 0.0 6.8 18.3 0.9 0.3 0.2
Number of Traders in Each Category Total Traders: 47
4 . 0 . 8 . 7 9 0 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,725
Positions
11,502 492 0 0 15,551 1 22,106 9,344 0 959 9,256 0 157 81
Changes from: November 3, 2015 Total Change is: -4,632
-1,607 412 -20 0 -2,621 0 -2,688 -1,211 0 -331 -1,222 0 14 30
Percent of Open Interest Represented by Each Category of Trader
33.1 1.4 0.0 0.0 44.8 0.0 63.7 26.9 0.0 2.8 26.7 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 40
. . 0 0 10 . 7 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 84,478
Positions
3,232 58,462 161 19,269 0 1,592 19,873 16,713 1,306 27,079 3,810 157 11,809 2,277
Changes from: November 3, 2015 Total Change is: 7,662
-287 2,180 39 1,450 0 472 959 6,332 -1,434 4,213 219 -7 2,257 -139
Percent of Open Interest Represented by Each Category of Trader
3.8 69.2 0.2 22.8 0.0 1.9 23.5 19.8 1.5 32.1 4.5 0.2 14.0 2.7
Number of Traders in Each Category Total Traders: 176
8 . . 15 0 . 48 15 11 75 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 324,542
Positions
58,657 76,558 14,443 50,984 35,683 40,926 69,591 67,217 46,495 10,969 6,893 9,627 22,850 26,700
Changes from: November 3, 2015 Total Change is: 3,411
11,965 1,239 -2,549 3,347 -182 -3,620 -4,411 11,781 -278 2,380 531 -2,901 -522 -610
Percent of Open Interest Represented by Each Category of Trader
18.1 23.6 4.5 15.7 11.0 12.6 21.4 20.7 14.3 3.4 2.1 3.0 7.0 8.2
Number of Traders in Each Category Total Traders: 177
15 12 17 13 17 8 36 39 44 14 22 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,582
Positions
212 3,058 0 3,182 2,235 1,313 11,416 9,123 386 718 1,440 0 355 27
Changes from: November 3, 2015 Total Change is: -1,010
-12 0 0 -607 480 -40 438 -2,282 0 -790 850 0 1 -18
Percent of Open Interest Represented by Each Category of Trader
1.2 17.4 0.0 18.1 12.7 7.5 64.9 51.9 2.2 4.1 8.2 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 32
. . 0 5 . . 9 6 . 4 . 0
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Updated November 13, 2015