Traders in Financial Futures - Futures Only Positions as of December 1, 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 145,547 Positions 55,054 6,312 2,693 28,701 49,547 809 15,207 39,503 2,215 18,707 2,434 409 21,752 41,625 Changes from: November 24, 2015 Total Change is: 1,805 2,465 -378 430 -270 -2,060 -1 -2,856 61 462 45 419 0 1,530 2,872 Percent of Open Interest Represented by Each Category of Trader 37.8 4.3 1.9 19.7 34.0 0.6 10.4 27.1 1.5 12.9 1.7 0.3 14.9 28.6 Number of Traders in Each Category Total Traders: 86 8 . 4 6 10 . 15 27 7 14 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 78,546 Positions 55,049 2,124 256 816 2,239 420 15,166 43,298 368 0 412 0 6,471 29,429 Changes from: November 24, 2015 Total Change is: 5,601 6,209 176 2 0 131 0 -956 2,473 181 0 11 0 165 2,627 Percent of Open Interest Represented by Each Category of Trader 70.1 2.7 0.3 1.0 2.9 0.5 19.3 55.1 0.5 0.0 0.5 0.0 8.2 37.5 Number of Traders in Each Category Total Traders: 48 9 . . . 4 . 13 18 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 187,628 Positions 91,853 7,578 4,342 5,102 60,565 2,483 50,925 53,629 6,327 9,374 14,700 233 16,989 37,771 Changes from: November 24, 2015 Total Change is: 15,238 8,282 1,307 524 394 -1,964 419 5,283 12,321 616 119 755 0 -399 1,260 Percent of Open Interest Represented by Each Category of Trader 49.0 4.0 2.3 2.7 32.3 1.3 27.1 28.6 3.4 5.0 7.8 0.1 9.1 20.1 Number of Traders in Each Category Total Traders: 114 12 5 4 4 19 6 25 38 16 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 253,505 Positions 142,906 3,270 5,445 20,485 78,195 6,492 21,448 101,731 8,665 31,546 3,169 295 16,223 46,243 Changes from: November 24, 2015 Total Change is: 5,992 -5,000 61 2,644 2,089 -617 481 1,703 -2,139 5,290 -916 1,148 -27 -272 -849 Percent of Open Interest Represented by Each Category of Trader 56.4 1.3 2.1 8.1 30.8 2.6 8.5 40.1 3.4 12.4 1.3 0.1 6.4 18.2 Number of Traders in Each Category Total Traders: 136 14 . 5 11 24 10 27 48 15 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 462,447 Positions 162,540 19,082 4,045 98,687 97,276 13,598 40,995 197,721 7,525 86,830 33,296 4,345 43,882 85,559 Changes from: November 24, 2015 Total Change is: 17,821 2,005 -168 771 10,569 5,348 883 -305 4,539 1,370 996 2,307 89 1,443 2,682 Percent of Open Interest Represented by Each Category of Trader 35.1 4.1 0.9 21.3 21.0 2.9 8.9 42.8 1.6 18.8 7.2 0.9 9.5 18.5 Number of Traders in Each Category Total Traders: 259 19 12 9 29 33 27 21 70 20 35 39 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 154,800 Positions 104,567 14,882 1,166 5,555 39,212 1,629 20,082 32,980 1,500 1,945 32,229 43 18,313 31,159 Changes from: November 24, 2015 Total Change is: 2,215 -5,324 12,150 385 1,449 219 0 902 -10,771 682 462 927 0 3,659 -1,377 Percent of Open Interest Represented by Each Category of Trader 67.5 9.6 0.8 3.6 25.3 1.1 13.0 21.3 1.0 1.3 20.8 0.0 11.8 20.1 Number of Traders in Each Category Total Traders: 92 9 5 4 5 11 4 22 24 13 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 41,692 Positions 28,783 31,837 5,535 2,737 0 0 2,205 3,008 593 1,025 113 0 814 606 Changes from: November 24, 2015 Total Change is: -97 -7 -386 386 73 0 0 -628 -65 1 104 -174 0 -26 141 Percent of Open Interest Represented by Each Category of Trader 69.0 76.4 13.3 6.6 0.0 0.0 5.3 7.2 1.4 2.5 0.3 0.0 2.0 1.5 Number of Traders in Each Category Total Traders: 25 4 6 4 . 0 0 5 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 186,826 Positions 53,130 77,773 15,732 51,447 5,231 610 45,561 59,300 13,391 2,847 9,615 291 3,817 4,883 Changes from: November 24, 2015 Total Change is: -2,237 200 3,521 1 150 6 0 -1,754 -4,498 -413 102 -476 26 -549 -404 Percent of Open Interest Represented by Each Category of Trader 28.4 41.6 8.4 27.5 2.8 0.3 24.4 31.7 7.2 1.5 5.1 0.2 2.0 2.6 Number of Traders in Each Category Total Traders: 122 . 10 4 6 8 . 25 46 13 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 44,265 Positions 13,296 14,232 10,433 5,088 0 0 9,728 11,879 4,561 0 1,368 6 1,153 1,786 Changes from: November 24, 2015 Total Change is: 13,722 -400 -915 8,121 796 0 0 633 1,558 4,332 0 131 6 234 489 Percent of Open Interest Represented by Each Category of Trader 30.0 32.2 23.6 11.5 0.0 0.0 22.0 26.8 10.3 0.0 3.1 0.0 2.6 4.0 Number of Traders in Each Category Total Traders: 26 . 4 . . 0 0 . 12 . 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 36,623 Positions 20,326 10,594 18 2,060 5,983 1 9,223 13,226 434 1,880 722 0 2,681 5,645 Changes from: November 24, 2015 Total Change is: 1,524 344 1,892 0 241 -14 0 -57 -566 139 116 -70 0 741 143 Percent of Open Interest Represented by Each Category of Trader 55.5 28.9 0.0 5.6 16.3 0.0 25.2 36.1 1.2 5.1 2.0 0.0 7.3 15.4 Number of Traders in Each Category Total Traders: 68 5 6 . . 5 . 18 24 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 8,965 Positions 3,995 0 0 1,695 4,316 91 2,692 2,273 23 0 387 0 469 1,875 Changes from: November 24, 2015 Total Change is: 1,083 499 0 0 -57 1,001 -11 732 185 22 0 0 0 -102 -114 Percent of Open Interest Represented by Each Category of Trader 44.6 0.0 0.0 18.9 48.1 1.0 30.0 25.4 0.3 0.0 4.3 0.0 5.2 20.9 Number of Traders in Each Category Total Traders: 23 4 0 0 . 5 . 4 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 53,404 Positions 12,122 28,965 2,931 5,639 1,883 742 21,911 7,020 562 2,398 3,401 0 7,100 7,901 Changes from: November 24, 2015 Total Change is: 1,897 157 1,888 -19 399 -83 2 645 239 84 224 180 0 406 -394 Percent of Open Interest Represented by Each Category of Trader 22.7 54.2 5.5 10.6 3.5 1.4 41.0 13.1 1.1 4.5 6.4 0.0 13.3 14.8 Number of Traders in Each Category Total Traders: 110 17 16 5 10 . 5 32 13 . 6 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 106,807 Positions 24,244 57,930 5,861 11,278 3,765 1,483 43,822 14,040 1,124 4,796 6,802 0 14,199 15,802 Changes from: November 24, 2015 Total Change is: 3,794 314 3,775 -37 798 -166 3 1,289 478 168 448 360 0 811 -787 Percent of Open Interest Represented by Each Category of Trader 22.7 54.2 5.5 10.6 3.5 1.4 41.0 13.1 1.1 4.5 6.4 0.0 13.3 14.8 Number of Traders in Each Category Total Traders: 110 17 16 5 10 . 5 32 13 . 6 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 685,208 Positions 90,454 80,957 51,000 242,649 147,479 66,153 76,721 144,596 43,504 17,840 53,014 8,580 88,307 89,926 Changes from: November 24, 2015 Total Change is: 6,931 -6,383 5,339 5,406 -1,872 -5,122 2,439 4,458 -3,091 5,459 -4 -205 1,306 -3,877 -4,600 Percent of Open Interest Represented by Each Category of Trader 13.2 11.8 7.4 35.4 21.5 9.7 11.2 21.1 6.3 2.6 7.7 1.3 12.9 13.1 Number of Traders in Each Category Total Traders: 564 32 36 36 120 69 83 88 118 73 37 63 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 103,937 Positions 13,294 26,263 5,645 32,410 21,693 2,910 11,497 11,345 608 2,586 5,421 2,370 32,617 27,682 Changes from: November 24, 2015 Total Change is: 1,051 -2,602 3,300 205 3,025 278 -58 1,919 906 341 14 238 0 -1,793 -4,159 Percent of Open Interest Represented by Each Category of Trader 12.8 25.3 5.4 31.2 20.9 2.8 11.1 10.9 0.6 2.5 5.2 2.3 31.4 26.6 Number of Traders in Each Category Total Traders: 70 6 9 4 14 5 7 16 13 6 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,906,354 Positions 503,778 391,444 108,797 1,080,511 658,243 286,903 417,509 757,646 123,088 80,325 242,018 26,995 278,448 311,220 Changes from: November 24, 2015 Total Change is: 29,399 -9,827 19,274 16,929 -12,090 -14,607 88 20,654 -12,026 17,629 -150 -2,272 6,587 -10,421 -2,203 Percent of Open Interest Represented by Each Category of Trader 17.3 13.5 3.7 37.2 22.6 9.9 14.4 26.1 4.2 2.8 8.3 0.9 9.6 10.7 Number of Traders in Each Category Total Traders: 553 29 39 31 114 69 79 84 120 62 35 63 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 90,314 Positions 13,297 26,496 907 42,929 50,638 2,313 19,245 5,606 395 245 263 0 10,983 3,696 Changes from: November 24, 2015 Total Change is: 454 -1,931 2,744 16 121 -2,271 83 3,872 729 -93 -2,032 0 0 418 -754 Percent of Open Interest Represented by Each Category of Trader 14.7 29.3 1.0 47.5 56.1 2.6 21.3 6.2 0.4 0.3 0.3 0.0 12.2 4.1 Number of Traders in Each Category Total Traders: 90 6 9 . 32 14 15 18 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 69,314 Positions 6,324 38,033 697 32,323 10,197 1,032 18,169 10,922 1,355 2,982 2,293 271 6,161 4,513 Changes from: November 24, 2015 Total Change is: 1,865 490 -717 -13 578 1,892 -92 453 628 -25 56 -223 -11 430 425 Percent of Open Interest Represented by Each Category of Trader 9.1 54.9 1.0 46.6 14.7 1.5 26.2 15.8 2.0 4.3 3.3 0.4 8.9 6.5 Number of Traders in Each Category Total Traders: 234 15 25 9 40 19 8 53 38 20 23 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 346,572 Positions 31,618 190,166 3,487 161,615 50,984 5,162 90,845 54,612 6,777 14,911 11,465 1,353 30,804 22,566 Changes from: November 24, 2015 Total Change is: 9,324 2,451 -3,583 -63 2,889 9,460 -462 2,263 3,140 -126 279 -1,113 -56 2,149 2,127 Percent of Open Interest Represented by Each Category of Trader 9.1 54.9 1.0 46.6 14.7 1.5 26.2 15.8 2.0 4.3 3.3 0.4 8.9 6.5 Number of Traders in Each Category Total Traders: 234 15 25 9 40 19 8 53 38 20 23 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 397,933 Positions 130,906 49,969 4,460 110,861 170,383 21,315 90,920 112,030 11,056 7,967 13,679 695 19,753 14,346 Changes from: November 24, 2015 Total Change is: 1,852 -7,268 3,216 1,180 -2,022 -2,286 2,426 5,261 -2,876 1,811 600 -938 -196 60 -485 Percent of Open Interest Represented by Each Category of Trader 32.9 12.6 1.1 27.9 42.8 5.4 22.8 28.2 2.8 2.0 3.4 0.2 5.0 3.6 Number of Traders in Each Category Total Traders: 278 17 16 6 53 50 24 46 60 18 18 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 51,941 Positions 1,488 10,201 0 24,594 573 161 9,835 18,426 546 6,587 14,694 0 8,730 7,340 Changes from: November 24, 2015 Total Change is: -1,581 165 346 0 -735 573 -1,153 -494 -1,075 -9 751 -435 0 -106 172 Percent of Open Interest Represented by Each Category of Trader 2.9 19.6 0.0 47.3 1.1 0.3 18.9 35.5 1.1 12.7 28.3 0.0 16.8 14.1 Number of Traders in Each Category Total Traders: 66 4 7 0 19 . . 12 14 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 97,519 Positions 17,201 17,878 2,115 11,994 5,087 1,086 46,076 10,440 1,561 7,956 2,439 51 9,479 56,862 Changes from: November 24, 2015 Total Change is: 2,647 2,455 1,248 -73 -265 327 -20 417 3,177 203 40 -1,265 0 -110 -950 Percent of Open Interest Represented by Each Category of Trader 17.6 18.3 2.2 12.3 5.2 1.1 47.2 10.7 1.6 8.2 2.5 0.1 9.7 58.3 Number of Traders in Each Category Total Traders: 97 19 9 4 10 . . 38 11 8 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 169,266 Positions 7,379 103,307 804 101,261 42,106 8,865 38,285 5,966 2,949 3,260 1,819 0 6,463 3,450 Changes from: November 24, 2015 Total Change is: 1,349 181 3,563 -127 1,039 -833 247 -44 -1,080 48 46 -178 0 -41 -291 Percent of Open Interest Represented by Each Category of Trader 4.4 61.0 0.5 59.8 24.9 5.2 22.6 3.5 1.7 1.9 1.1 0.0 3.8 2.0 Number of Traders in Each Category Total Traders: 114 5 15 . 41 22 19 14 5 . 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 442,707 Positions 39,773 166,132 3,364 190,495 119,004 81,384 79,116 34,281 9,929 22,170 15,508 2,616 13,860 10,489 Changes from: November 24, 2015 Total Change is: -5,452 -524 -6,213 2,444 -6,504 -4,724 11,650 -7,129 -6,321 655 -4,669 -4,554 459 -1,834 1,152 Percent of Open Interest Represented by Each Category of Trader 9.0 37.5 0.8 43.0 26.9 18.4 17.9 7.7 2.2 5.0 3.5 0.6 3.1 2.4 Number of Traders in Each Category Total Traders: 247 22 20 5 60 45 39 29 29 15 25 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 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 524,811 Positions 4,375 55,273 2,105 235,135 102,566 68,234 34,029 74,089 28,498 3,113 51,128 336 148,986 142,582 Changes from: November 24, 2015 Total Change is: -15,551 1,641 8,394 915 20,645 9,311 8,253 -4,604 5,700 -38,247 -1,302 7,638 -3,003 151 -14,512 Percent of Open Interest Represented by Each Category of Trader 0.8 10.5 0.4 44.8 19.5 13.0 6.5 14.1 5.4 0.6 9.7 0.1 28.4 27.2 Number of Traders in Each Category Total Traders: 135 . 16 6 36 21 28 13 33 15 . 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 653,061 Positions 5,745 85,970 398 359,697 112,059 80,016 35,521 223,075 46,495 10,476 13,526 1,275 113,438 90,247 Changes from: November 24, 2015 Total Change is: -36,318 -2,732 13,391 -1,906 16,846 -1,560 988 3,590 -10,072 -34,529 940 6,103 -568 -18,947 -8,165 Percent of Open Interest Represented by Each Category of Trader 0.9 13.2 0.1 55.1 17.2 12.3 5.4 34.2 7.1 1.6 2.1 0.2 17.4 13.8 Number of Traders in Each Category Total Traders: 96 . 7 . 41 13 32 10 15 13 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 983,589 Positions 39,991 75,317 8,781 275,479 310,412 97,495 231,114 171,420 53,828 153,135 110,508 5,474 118,292 150,354 Changes from: November 24, 2015 Total Change is: -71,269 -11,845 -18,712 -4,409 -825 -3,104 -778 6,711 -6,144 -14,965 -22,163 3,895 -6,216 -16,779 -20,836 Percent of Open Interest Represented by Each Category of Trader 4.1 7.7 0.9 28.0 31.6 9.9 23.5 17.4 5.5 15.6 11.2 0.6 12.0 15.3 Number of Traders in Each Category Total Traders: 253 12 24 12 48 39 38 42 35 33 17 35 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,780,808 Positions 72,678 155,150 23,283 1,066,464 781,739 344,876 405,788 686,121 178,027 372,009 138,462 19,714 297,969 453,436 Changes from: November 24, 2015 Total Change is: 18,452 -18,193 30,972 -17,911 71,194 -3,218 -69,110 39,337 52,118 22,938 -12,703 25,039 4,370 -1,470 -26,746 Percent of Open Interest Represented by Each Category of Trader 2.6 5.6 0.8 38.4 28.1 12.4 14.6 24.7 6.4 13.4 5.0 0.7 10.7 16.3 Number of Traders in Each Category Total Traders: 344 15 27 17 53 75 66 48 67 43 22 37 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,508,295 Positions 46,603 213,993 35,114 1,261,039 583,331 263,761 275,006 688,645 170,130 173,941 193,924 6,808 275,893 352,589 Changes from: November 24, 2015 Total Change is: -274,656 -7,730 17,314 -21,474 65,658 8,030 -22,929 -19,985 45,265 -209,072 17,366 14,955 -4,697 -71,793 -102,048 Percent of Open Interest Represented by Each Category of Trader 1.9 8.5 1.4 50.3 23.3 10.5 11.0 27.5 6.8 6.9 7.7 0.3 11.0 14.1 Number of Traders in Each Category Total Traders: 281 9 34 13 41 52 45 31 61 32 14 39 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 662,350 Positions 207,253 127,364 200,661 0 28,305 9,750 64,795 90,889 99,228 34,387 36,283 24,547 21,729 45,323 Changes from: November 24, 2015 Total Change is: -167,044 -45,500 -106,177 -33,096 -900 -5,244 4,000 -62,726 14,113 -20,336 7,251 319 -15,715 -22 -4,908 Percent of Open Interest Represented by Each Category of Trader 31.3 19.2 30.3 0.0 4.3 1.5 9.8 13.7 15.0 5.2 5.5 3.7 3.3 6.8 Number of Traders in Each Category Total Traders: 98 11 31 35 0 4 . 16 21 29 4 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,377,628 Positions 2,625,506 1,288,965 2,907,090 601,024 1,699,984 305,418 1,770,753 1,490,850 1,667,533 317,956 472,075 442,663 739,685 1,103,050 Changes from: November 24, 2015 Total Change is: 195,106 28,119 62,848 -21,189 31,086 4,070 6,212 72,085 67,777 -28,408 -3,689 20,954 36,594 74,296 46,248 Percent of Open Interest Represented by Each Category of Trader 23.1 11.3 25.6 5.3 14.9 2.7 15.6 13.1 14.7 2.8 4.1 3.9 6.5 9.7 Number of Traders in Each Category Total Traders: 302 30 55 80 10 29 26 42 77 95 10 34 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 34,585 Positions 6,659 576 0 510 16,088 30 24,422 11,294 0 2,520 6,177 328 116 92 Changes from: November 24, 2015 Total Change is: -481 -210 -100 0 0 -71 0 -155 58 0 -150 -376 5 29 3 Percent of Open Interest Represented by Each Category of Trader 19.3 1.7 0.0 1.5 46.5 0.1 70.6 32.7 0.0 7.3 17.9 0.9 0.3 0.3 Number of Traders in Each Category Total Traders: 45 4 . 0 . 9 . 6 9 0 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 33,290 Positions 11,151 1,501 0 0 14,105 1 21,142 8,970 0 844 8,615 0 152 98 Changes from: November 24, 2015 Total Change is: -2,044 -262 -697 0 0 -91 0 -1,635 -722 0 -130 -555 0 -17 21 Percent of Open Interest Represented by Each Category of Trader 33.5 4.5 0.0 0.0 42.4 0.0 63.5 26.9 0.0 2.5 25.9 0.0 0.5 0.3 Number of Traders in Each Category Total Traders: 38 . . 0 0 9 . 6 6 0 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 95,037 Positions 2,844 62,011 145 23,772 50 1,527 18,612 19,496 3,930 29,470 4,941 177 14,560 2,760 Changes from: November 24, 2015 Total Change is: 3,844 -52 314 10 370 0 40 319 1,803 1,264 996 -643 -9 906 1,065 Percent of Open Interest Represented by Each Category of Trader 3.0 65.2 0.2 25.0 0.1 1.6 19.6 20.5 4.1 31.0 5.2 0.2 15.3 2.9 Number of Traders in Each Category Total Traders: 200 7 6 . 14 . . 46 18 16 94 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 312,156 Positions 62,527 66,601 14,732 52,516 35,776 42,670 51,355 67,815 47,053 11,889 4,855 6,674 22,740 25,980 Changes from: November 24, 2015 Total Change is: 26,024 9,413 2,603 1,297 -1,186 2,141 5,107 1,582 10,410 3,010 3,186 -154 300 3,315 1,310 Percent of Open Interest Represented by Each Category of Trader 20.0 21.3 4.7 16.8 11.5 13.7 16.5 21.7 15.1 3.8 1.6 2.1 7.3 8.3 Number of Traders in Each Category Total Traders: 176 16 10 13 14 15 9 34 42 45 18 17 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 1, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 20,942 Positions 265 3,058 0 2,385 1,254 1,719 13,731 13,804 484 1,983 595 0 375 28 Changes from: November 24, 2015 Total Change is: 2,166 75 0 0 -833 409 1,024 1,631 739 0 250 0 0 19 -6 Percent of Open Interest Represented by Each Category of Trader 1.3 14.6 0.0 11.4 6.0 8.2 65.6 65.9 2.3 9.5 2.8 0.0 1.8 0.1 Number of Traders in Each Category Total Traders: 32 . . 0 5 . . 7 8 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 4, 2015