Traders in Financial Futures - Futures Only Positions as of November 17, 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 141,785
Positions
47,746 9,521 1,888 28,638 48,696 798 24,151 35,831 1,379 17,387 2,259 273 19,525 41,140
Changes from: November 10, 2015 Total Change is: 7,425
5,656 -5,744 288 97 7,369 24 1,149 504 256 114 967 25 -184 3,736
Percent of Open Interest Represented by Each Category of Trader
33.7 6.7 1.3 20.2 34.3 0.6 17.0 25.3 1.0 12.3 1.6 0.2 13.8 29.0
Number of Traders in Each Category Total Traders: 83
8 . 5 6 10 . 19 22 7 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 67,119
Positions
41,394 1,890 131 816 1,677 420 16,449 35,409 756 0 0 0 7,153 26,836
Changes from: November 10, 2015 Total Change is: 7,088
7,028 -208 97 0 -32 0 -40 6,118 26 0 0 0 -23 1,087
Percent of Open Interest Represented by Each Category of Trader
61.7 2.8 0.2 1.2 2.5 0.6 24.5 52.8 1.1 0.0 0.0 0.0 10.7 40.0
Number of Traders in Each Category Total Traders: 44
8 . . . . . 15 16 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 175,254
Positions
83,548 5,236 3,918 5,228 69,285 1,273 49,154 40,977 4,531 10,215 12,675 233 17,154 37,126
Changes from: November 10, 2015 Total Change is: 2,908
6,201 737 242 -3,442 4,920 -161 977 -235 181 367 -160 0 -1,457 -2,616
Percent of Open Interest Represented by Each Category of Trader
47.7 3.0 2.2 3.0 39.5 0.7 28.0 23.4 2.6 5.8 7.2 0.1 9.8 21.2
Number of Traders in Each Category Total Traders: 108
10 6 4 4 19 5 26 32 12 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 250,346
Positions
148,283 3,665 2,770 19,297 76,868 4,834 24,199 107,405 2,266 31,868 3,096 115 16,714 49,327
Changes from: November 10, 2015 Total Change is: 16,144
17,205 -353 -138 -50 6,582 32 -957 7,828 126 -95 231 -61 82 1,897
Percent of Open Interest Represented by Each Category of Trader
59.2 1.5 1.1 7.7 30.7 1.9 9.7 42.9 0.9 12.7 1.2 0.0 6.7 19.7
Number of Traders in Each Category Total Traders: 131
14 . . 9 26 8 21 45 8 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 436,801
Positions
149,102 20,715 1,567 86,646 93,523 12,393 44,106 185,168 5,533 90,388 30,861 3,691 43,375 83,350
Changes from: November 10, 2015 Total Change is: 14,834
19,343 -5,043 -198 1,489 8,086 -2,093 765 11,745 659 -6,992 1,458 -138 1,999 358
Percent of Open Interest Represented by Each Category of Trader
34.1 4.7 0.4 19.8 21.4 2.8 10.1 42.4 1.3 20.7 7.1 0.8 9.9 19.1
Number of Traders in Each Category Total Traders: 255
20 12 8 27 34 24 20 71 21 28 40 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 162,083
Positions
122,691 2,266 142 3,871 42,891 602 18,463 48,210 384 2,368 31,626 43 13,519 35,919
Changes from: November 10, 2015 Total Change is: 8,493
8,161 -331 134 -9 8,372 109 -2,305 1,562 -147 1,226 2,426 43 1,281 -3,675
Percent of Open Interest Represented by Each Category of Trader
75.7 1.4 0.1 2.4 26.5 0.4 11.4 29.7 0.2 1.5 19.5 0.0 8.3 22.2
Number of Traders in Each Category Total Traders: 97
13 . . . 12 4 19 33 9 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 38,344
Positions
28,842 31,946 2,655 2,513 0 0 2,024 2,258 592 921 113 0 797 780
Changes from: November 10, 2015 Total Change is: -4,380
2,911 2,265 -6,327 450 0 0 -1,244 -330 0 -210 -269 0 40 281
Percent of Open Interest Represented by Each Category of Trader
75.2 83.3 6.9 6.6 0.0 0.0 5.3 5.9 1.5 2.4 0.3 0.0 2.1 2.0
Number of Traders in Each Category Total Traders: 23
4 6 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 181,499
Positions
53,369 63,338 15,670 50,521 4,485 811 40,265 64,812 15,105 2,572 10,500 93 3,093 6,685
Changes from: November 10, 2015 Total Change is: 22,956
-101 5,142 -430 25,767 -24 0 -1,723 18,364 -306 379 167 0 -630 43
Percent of Open Interest Represented by Each Category of Trader
29.4 34.9 8.6 27.8 2.5 0.4 22.2 35.7 8.3 1.4 5.8 0.1 1.7 3.7
Number of Traders in Each Category Total Traders: 115
. 9 4 . 7 . 16 50 13 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 26,585
Positions
14,579 13,798 5 3,793 0 0 7,172 9,805 62 0 1,583 0 974 1,332
Changes from: November 10, 2015 Total Change is: 3,880
-826 2,909 0 50 0 0 4,681 1,117 -18 -108 -127 0 101 -1
Percent of Open Interest Represented by Each Category of Trader
54.8 51.9 0.0 14.3 0.0 0.0 27.0 36.9 0.2 0.0 6.0 0.0 3.7 5.0
Number of Traders in Each Category Total Traders: 29
. 4 . . 0 0 . 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 34,899
Positions
20,006 9,206 9 1,489 6,117 1 9,825 11,587 509 1,070 1,133 0 1,990 6,337
Changes from: November 10, 2015 Total Change is: 1,180
717 -853 -13 -77 -503 0 612 1,545 113 127 192 0 -299 699
Percent of Open Interest Represented by Each Category of Trader
57.3 26.4 0.0 4.3 17.5 0.0 28.2 33.2 1.5 3.1 3.2 0.0 5.7 18.2
Number of Traders in Each Category Total Traders: 69
6 5 . . 6 . 17 25 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 7,782
Positions
3,201 0 0 1,776 3,343 94 2,251 2,302 23 0 331 0 437 1,689
Changes from: November 10, 2015 Total Change is: 28
272 0 0 -47 -2 5 -161 -70 -40 0 -101 0 -1 236
Percent of Open Interest Represented by Each Category of Trader
41.1 0.0 0.0 22.8 43.0 1.2 28.9 29.6 0.3 0.0 4.3 0.0 5.6 21.7
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 . . 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 49,731
Positions
12,024 26,890 2,758 5,433 2,094 382 19,212 6,727 559 1,916 3,001 0 7,450 7,323
Changes from: November 10, 2015 Total Change is: -2,136
996 -779 -73 -110 183 -27 -3,860 256 140 25 -33 0 774 -1,803
Percent of Open Interest Represented by Each Category of Trader
24.2 54.1 5.5 10.9 4.2 0.8 38.6 13.5 1.1 3.9 6.0 0.0 15.0 14.7
Number of Traders in Each Category Total Traders: 102
17 14 4 9 . 4 27 16 5 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 99,462
Positions
24,047 53,779 5,515 10,866 4,188 763 38,424 13,453 1,117 3,831 6,001 0 14,899 14,646
Changes from: November 10, 2015 Total Change is: -4,271
1,991 -1,558 -146 -219 366 -54 -7,720 511 280 49 -65 0 1,548 -3,605
Percent of Open Interest Represented by Each Category of Trader
24.2 54.1 5.5 10.9 4.2 0.8 38.6 13.5 1.1 3.9 6.0 0.0 15.0 14.7
Number of Traders in Each Category Total Traders: 102
17 14 4 9 . 4 27 16 5 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 680,871
Positions
107,931 67,858 40,342 245,634 153,021 60,786 66,015 166,045 37,310 18,183 49,396 7,404 97,266 98,709
Changes from: November 10, 2015 Total Change is: -8,721
2,733 -5,713 -1,734 -20,906 1,486 7,184 224 -9,248 -2,923 1,211 -436 336 5,154 2,326
Percent of Open Interest Represented by Each Category of Trader
15.9 10.0 5.9 36.1 22.5 8.9 9.7 24.4 5.5 2.7 7.3 1.1 14.3 14.5
Number of Traders in Each Category Total Traders: 584
35 38 33 121 70 80 78 130 74 45 66 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 105,789
Positions
20,866 18,342 5,240 29,090 22,235 3,289 8,417 8,841 941 2,659 5,078 2,370 32,917 39,453
Changes from: November 10, 2015 Total Change is: 1,485
2,536 -765 -972 14 657 -138 -1,520 -2,747 718 -7 -329 445 409 4,616
Percent of Open Interest Represented by Each Category of Trader
19.7 17.3 5.0 27.5 21.0 3.1 8.0 8.4 0.9 2.5 4.8 2.2 31.1 37.3
Number of Traders in Each Category Total Traders: 69
8 6 . 14 5 6 14 14 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 2,875,410
Positions
540,052 352,310 70,780 1,099,102 670,313 271,100 355,877 853,905 113,958 81,258 225,226 21,536 321,747 296,282
Changes from: November 10, 2015 Total Change is: -51,031
3,185 -22,536 -6,014 -100,179 8,567 32,191 -16,271 -57,493 6,785 6,079 -546 -534 23,727 -11,451
Percent of Open Interest Represented by Each Category of Trader
18.8 12.3 2.5 38.2 23.3 9.4 12.4 29.7 4.0 2.8 7.8 0.7 11.2 10.3
Number of Traders in Each Category Total Traders: 572
33 39 29 116 69 76 75 131 64 41 68 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 86,486
Positions
19,940 13,598 886 37,634 59,015 1,767 15,052 6,159 405 245 263 0 10,557 4,393
Changes from: November 10, 2015 Total Change is: 846
1,534 -2,260 -54 -579 4,927 -156 461 -1,146 -690 0 0 0 330 225
Percent of Open Interest Represented by Each Category of Trader
23.1 15.7 1.0 43.5 68.2 2.0 17.4 7.1 0.5 0.3 0.3 0.0 12.2 5.1
Number of Traders in Each Category Total Traders: 85
7 8 . 31 16 17 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 69,955
Positions
5,663 43,452 567 31,979 8,652 817 20,977 8,729 1,243 2,601 2,135 283 5,826 4,077
Changes from: November 10, 2015 Total Change is: -3,028
433 -478 38 -180 139 -87 -2,918 -2,716 462 -395 -84 89 -470 -391
Percent of Open Interest Represented by Each Category of Trader
8.1 62.1 0.8 45.7 12.4 1.2 30.0 12.5 1.8 3.7 3.1 0.4 8.3 5.8
Number of Traders in Each Category Total Traders: 226
15 22 9 39 19 7 56 34 15 16 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 349,775
Positions
28,317 217,262 2,835 159,895 43,259 4,083 104,885 43,644 6,213 13,003 10,677 1,416 29,128 20,386
Changes from: November 10, 2015 Total Change is: -15,139
2,165 -2,392 191 -899 696 -437 -14,589 -13,579 2,310 -1,976 -419 447 -2,351 -1,956
Percent of Open Interest Represented by Each Category of Trader
8.1 62.1 0.8 45.7 12.4 1.2 30.0 12.5 1.8 3.7 3.1 0.4 8.3 5.8
Number of Traders in Each Category Total Traders: 226
15 22 9 39 19 7 56 34 15 16 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 388,445
Positions
139,964 39,538 2,623 110,477 177,275 17,482 81,919 109,466 8,665 8,028 15,456 725 18,562 17,215
Changes from: November 10, 2015 Total Change is: 10,076
4,009 -6,321 339 -621 4,475 -391 9,291 11,527 -1,824 -681 916 -20 -26 1,375
Percent of Open Interest Represented by Each Category of Trader
36.0 10.2 0.7 28.4 45.6 4.5 21.1 28.2 2.2 2.1 4.0 0.2 4.8 4.4
Number of Traders in Each Category Total Traders: 271
21 11 . 52 51 23 36 64 17 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 52,575
Positions
2,951 9,302 0 24,691 1,234 411 8,915 18,409 426 6,295 14,792 0 8,886 8,001
Changes from: November 10, 2015 Total Change is: -20
445 159 0 487 0 4 109 -1,495 408 -1,584 -27 -8 119 939
Percent of Open Interest Represented by Each Category of Trader
5.6 17.7 0.0 47.0 2.3 0.8 17.0 35.0 0.8 12.0 28.1 0.0 16.9 15.2
Number of Traders in Each Category Total Traders: 66
5 7 0 20 . 5 14 11 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 98,084
Positions
14,878 17,831 1,977 13,130 5,221 1,157 47,978 10,744 1,298 8,027 4,374 77 9,562 55,405
Changes from: November 10, 2015 Total Change is: 6,923
4,704 -3,180 643 -29 667 -184 864 -743 389 175 2,771 0 361 6,560
Percent of Open Interest Represented by Each Category of Trader
15.2 18.2 2.0 13.4 5.3 1.2 48.9 11.0 1.3 8.2 4.5 0.1 9.7 56.5
Number of Traders in Each Category Total Traders: 99
18 7 4 11 4 4 37 12 10 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 164,993
Positions
7,428 97,389 517 98,011 44,422 8,341 38,294 5,721 3,081 2,917 2,043 0 6,404 3,479
Changes from: November 10, 2015 Total Change is: 3,842
-269 102 156 2,354 4,062 44 1,895 -541 49 0 20 0 -387 -50
Percent of Open Interest Represented by Each Category of Trader
4.5 59.0 0.3 59.4 26.9 5.1 23.2 3.5 1.9 1.8 1.2 0.0 3.9 2.1
Number of Traders in Each Category Total Traders: 111
5 15 . 42 21 19 13 4 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 445,338
Positions
38,288 162,669 982 199,682 129,161 69,228 89,185 40,697 9,290 21,681 19,652 2,564 14,438 11,095
Changes from: November 10, 2015 Total Change is: -16,658
-10,455 -22,738 -224 5,906 5,751 -1,843 -1,926 2,959 -561 -6,671 4,192 295 -1,179 -4,489
Percent of Open Interest Represented by Each Category of Trader
8.6 36.5 0.2 44.8 29.0 15.5 20.0 9.1 2.1 4.9 4.4 0.6 3.2 2.5
Number of Traders in Each Category Total Traders: 251
22 20 4 63 40 33 34 31 15 25 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 471,956
Positions
8,125 41,814 1,666 210,383 115,521 46,602 44,877 52,410 18,474 6,417 45,686 1,331 134,081 148,452
Changes from: November 10, 2015 Total Change is: -7,922
-2,555 6,017 -1,234 10,565 -11,478 -9,209 -14,766 -5,341 5,097 428 -3,391 -2,907 6,659 14,524
Percent of Open Interest Represented by Each Category of Trader
1.7 8.9 0.4 44.6 24.5 9.9 9.5 11.1 3.9 1.4 9.7 0.3 28.4 31.5
Number of Traders in Each Category Total Traders: 135
6 11 4 37 21 29 23 20 20 7 10 6
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Traders in Financial Futures - Futures Only Positions as of November 17, 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 623,375
Positions
7,794 65,362 844 348,879 104,854 78,224 31,438 246,655 21,146 9,600 9,867 595 124,855 95,828
Changes from: November 10, 2015 Total Change is: 4,133
-1,482 10,088 113 4,498 -5,891 -6,455 1,206 7,652 682 -123 75 0 5,694 -2,131
Percent of Open Interest Represented by Each Category of Trader
1.3 10.5 0.1 56.0 16.8 12.5 5.0 39.6 3.4 1.5 1.6 0.1 20.0 15.4
Number of Traders in Each Category Total Traders: 95
. 7 4 41 13 32 9 16 13 4 . .
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Traders in Financial Futures - Futures Only Positions as of November 17, 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 1,076,953
Positions
65,037 104,324 3,726 252,761 313,403 116,146 270,921 193,479 69,815 171,695 115,179 7,033 119,819 153,848
Changes from: November 10, 2015 Total Change is: -40,285
3,495 -3,479 -200 12,377 -5,334 -4,589 -51,513 -32,353 -306 -4,319 1,154 2,103 2,667 2,719
Percent of Open Interest Represented by Each Category of Trader
6.0 9.7 0.3 23.5 29.1 10.8 25.2 18.0 6.5 15.9 10.7 0.7 11.1 14.3
Number of Traders in Each Category Total Traders: 267
9 32 8 47 42 39 42 37 34 20 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 2,654,590
Positions
123,524 145,518 29,123 957,079 815,950 335,109 343,696 591,471 125,024 416,551 130,368 23,485 300,999 458,542
Changes from: November 10, 2015 Total Change is: 47,696
7,541 -41,302 4,945 64,949 25,787 -8,848 -34,835 48,381 6,795 23,129 -156 2,441 -18,421 9,653
Percent of Open Interest Represented by Each Category of Trader
4.7 5.5 1.1 36.1 30.7 12.6 12.9 22.3 4.7 15.7 4.9 0.9 11.3 17.3
Number of Traders in Each Category Total Traders: 350
23 23 16 48 78 68 44 70 54 29 35 18
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Traders in Financial Futures - Futures Only Positions as of November 17, 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 2,370,639
Positions
34,397 184,615 45,668 1,095,522 550,529 259,891 342,585 624,462 154,919 162,372 165,643 15,407 259,878 369,505
Changes from: November 10, 2015 Total Change is: -16,643
-2,219 -68,985 21,735 38,676 48,974 -19,331 -31,385 -34,832 14,241 -28,458 -1,931 -2,001 -7,901 25,487
Percent of Open Interest Represented by Each Category of Trader
1.5 7.8 1.9 46.2 23.2 11.0 14.5 26.3 6.5 6.8 7.0 0.6 11.0 15.6
Number of Traders in Each Category Total Traders: 278
9 32 14 39 51 47 39 58 41 15 35 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 782,860
Positions
256,155 243,624 233,150 900 34,585 750 134,504 61,147 86,237 16,450 40,223 33,466 21,248 49,678
Changes from: November 10, 2015 Total Change is: 19,850
-7,688 15,161 -2,093 0 1,685 0 9,095 1,137 5,306 13,435 -3,433 57 1,738 2,030
Percent of Open Interest Represented by Each Category of Trader
32.7 31.1 29.8 0.1 4.4 0.1 17.2 7.8 11.0 2.1 5.1 4.3 2.7 6.3
Number of Traders in Each Category Total Traders: 114
11 38 38 . 5 . 16 23 27 . 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 is11,086,791
Positions
2,655,717 1,259,952 2,859,737 531,302 1,707,975 274,400 1,713,852 1,377,434 1,682,105 315,885 463,472 399,083 654,710 1,062,633
Changes from: November 10, 2015 Total Change is: -53,356
-21,116 2,321 -71,658 122,393 64,958 -3,131 170,850 125,370 -111,271 -83,547 -24,211 -4,941 -50,935 -30,793
Percent of Open Interest Represented by Each Category of Trader
24.0 11.4 25.8 4.8 15.4 2.5 15.5 12.4 15.2 2.8 4.2 3.6 5.9 9.6
Number of Traders in Each Category Total Traders: 298
34 49 77 10 27 23 46 77 93 12 32 27
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Traders in Financial Futures - Futures Only Positions as of November 17, 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 37,589
Positions
8,402 853 0 510 15,723 30 25,609 13,941 0 2,599 6,623 330 109 89
Changes from: November 10, 2015 Total Change is: -503
27 -25 0 0 -128 0 -514 -22 0 -9 -341 0 -7 13
Percent of Open Interest Represented by Each Category of Trader
22.4 2.3 0.0 1.4 41.8 0.1 68.1 37.1 0.0 6.9 17.6 0.9 0.3 0.2
Number of Traders in Each Category Total Traders: 46
4 . 0 . 8 . 7 9 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 34,592
Positions
11,796 633 1 0 15,049 1 21,715 9,614 0 927 9,243 0 152 51
Changes from: November 10, 2015 Total Change is: -133
294 141 1 0 -502 0 -391 270 0 -32 -13 0 -5 -30
Percent of Open Interest Represented by Each Category of Trader
34.1 1.8 0.0 0.0 43.5 0.0 62.8 27.8 0.0 2.7 26.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 45
. 4 . 0 10 . 8 6 0 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 89,992
Positions
2,973 61,556 144 21,988 0 1,487 19,511 19,317 1,283 28,712 3,750 171 13,723 2,284
Changes from: November 10, 2015 Total Change is: 5,514
-259 3,094 -17 2,719 0 -105 -362 2,604 -23 1,633 -60 14 1,914 7
Percent of Open Interest Represented by Each Category of Trader
3.3 68.4 0.2 24.4 0.0 1.7 21.7 21.5 1.4 31.9 4.2 0.2 15.2 2.5
Number of Traders in Each Category Total Traders: 185
7 5 . 14 0 . 45 19 10 85 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 297,025
Positions
60,862 66,562 17,557 51,037 32,158 33,962 48,203 69,061 45,709 8,721 2,975 10,202 20,772 18,839
Changes from: November 10, 2015 Total Change is: -27,517
2,205 -9,996 3,114 53 -3,525 -6,964 -21,388 1,844 -786 -2,248 -3,918 575 -2,078 -7,861
Percent of Open Interest Represented by Each Category of Trader
20.5 22.4 5.9 17.2 10.8 11.4 16.2 23.3 15.4 2.9 1.0 3.4 7.0 6.3
Number of Traders in Each Category Total Traders: 175
17 14 20 13 14 8 35 44 50 17 10 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 18,486
Positions
253 3,058 0 1,681 1,789 1,680 13,301 9,746 484 733 1,692 0 354 37
Changes from: November 10, 2015 Total Change is: 904
41 0 0 -1,501 -446 367 1,885 623 98 15 252 0 -1 10
Percent of Open Interest Represented by Each Category of Trader
1.4 16.5 0.0 9.1 9.7 9.1 72.0 52.7 2.6 4.0 9.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 6 7 . 4 . 0
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Updated November 20, 2015