Traders in Financial Futures - Futures Only Positions as of December 8, 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 162,857
Positions
57,892 6,508 2,212 30,731 54,401 825 25,925 45,545 5,121 16,834 3,089 509 22,808 44,647
Changes from: December 1, 2015 Total Change is: 17,310
2,838 196 -481 2,030 4,854 16 10,718 6,042 2,906 -1,873 655 100 1,056 3,022
Percent of Open Interest Represented by Each Category of Trader
35.5 4.0 1.4 18.9 33.4 0.5 15.9 28.0 3.1 10.3 1.9 0.3 14.0 27.4
Number of Traders in Each Category Total Traders: 91
8 5 4 6 10 . 17 30 9 11 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 77,258
Positions
49,680 1,413 2,575 816 2,236 420 8,507 37,641 9,323 0 0 0 5,937 23,650
Changes from: December 1, 2015 Total Change is: -1,288
-5,369 -711 2,319 0 -3 0 -6,659 -5,657 8,955 0 -412 0 -534 -5,779
Percent of Open Interest Represented by Each Category of Trader
64.3 1.8 3.3 1.1 2.9 0.5 11.0 48.7 12.1 0.0 0.0 0.0 7.7 30.6
Number of Traders in Each Category Total Traders: 44
8 . 5 . 4 . 11 17 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 200,245
Positions
90,930 7,169 10,428 10,064 60,904 1,902 45,881 59,125 10,204 14,535 13,524 233 16,068 36,756
Changes from: December 1, 2015 Total Change is: 12,617
-923 -409 6,086 4,962 339 -581 -5,044 5,496 3,877 5,161 -1,176 0 -921 -1,015
Percent of Open Interest Represented by Each Category of Trader
45.4 3.6 5.2 5.0 30.4 0.9 22.9 29.5 5.1 7.3 6.8 0.1 8.0 18.4
Number of Traders in Each Category Total Traders: 115
8 8 6 4 20 6 25 38 21 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 246,055
Positions
135,238 5,253 3,183 21,077 67,145 5,939 16,710 99,741 14,861 32,098 2,477 350 16,599 47,106
Changes from: December 1, 2015 Total Change is: -7,450
-7,668 1,983 -2,262 592 -11,050 -553 -4,738 -1,990 6,196 552 -692 55 376 863
Percent of Open Interest Represented by Each Category of Trader
55.0 2.1 1.3 8.6 27.3 2.4 6.8 40.5 6.0 13.0 1.0 0.1 6.7 19.1
Number of Traders in Each Category Total Traders: 124
11 5 4 9 25 9 19 47 24 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 474,921
Positions
146,745 19,646 10,880 93,784 99,646 13,453 42,876 182,251 25,454 78,585 35,670 4,164 58,980 83,757
Changes from: December 1, 2015 Total Change is: 12,474
-15,795 564 6,835 -4,903 2,370 -145 1,881 -15,470 17,929 -8,245 2,374 -181 15,098 -1,802
Percent of Open Interest Represented by Each Category of Trader
30.9 4.1 2.3 19.7 21.0 2.8 9.0 38.4 5.4 16.5 7.5 0.9 12.4 17.6
Number of Traders in Each Category Total Traders: 244
19 13 14 25 33 26 26 58 28 30 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 162,139
Positions
104,494 29,065 5,925 3,587 32,821 1,026 19,485 24,724 8,262 1,153 31,570 0 18,207 28,746
Changes from: December 1, 2015 Total Change is: 7,339
-73 14,183 4,759 -1,968 -6,391 -603 -597 -8,256 6,762 -792 -659 -43 -106 -2,413
Percent of Open Interest Represented by Each Category of Trader
64.4 17.9 3.7 2.2 20.2 0.6 12.0 15.2 5.1 0.7 19.5 0.0 11.2 17.7
Number of Traders in Each Category Total Traders: 96
9 9 6 4 11 4 20 27 18 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 43,941
Positions
28,675 31,103 6,019 3,360 0 0 2,034 3,876 592 771 113 1,608 882 630
Changes from: December 1, 2015 Total Change is: 2,249
-108 -734 484 623 0 0 -171 868 -1 -254 0 1,608 68 24
Percent of Open Interest Represented by Each Category of Trader
65.3 70.8 13.7 7.6 0.0 0.0 4.6 8.8 1.3 1.8 0.3 3.7 2.0 1.4
Number of Traders in Each Category Total Traders: 25
5 6 4 . 0 0 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 199,890
Positions
53,584 78,034 26,852 49,650 6,309 614 43,543 52,897 17,687 2,883 8,967 1,964 3,113 6,566
Changes from: December 1, 2015 Total Change is: 13,064
454 261 11,120 -1,797 1,078 4 -2,018 -6,403 4,296 36 -648 1,673 -704 1,683
Percent of Open Interest Represented by Each Category of Trader
26.8 39.0 13.4 24.8 3.2 0.3 21.8 26.5 8.8 1.4 4.5 1.0 1.6 3.3
Number of Traders in Each Category Total Traders: 121
. 10 5 . 9 . 19 49 18 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 21,369
Positions
1,806 12,416 404 4,635 0 0 13,346 6,061 5 318 1,071 0 855 1,412
Changes from: December 1, 2015 Total Change is: -22,896
-11,490 -1,816 -10,029 -453 0 0 3,618 -5,818 -4,556 318 -297 -6 -298 -374
Percent of Open Interest Represented by Each Category of Trader
8.5 58.1 1.9 21.7 0.0 0.0 62.5 28.4 0.0 1.5 5.0 0.0 4.0 6.6
Number of Traders in Each Category Total Traders: 24
. . . . 0 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 38,425
Positions
18,659 14,034 1,280 2,053 5,170 1 9,959 11,457 1,129 2,625 860 0 2,719 4,494
Changes from: December 1, 2015 Total Change is: 1,802
-1,667 3,440 1,262 -7 -813 0 736 -1,769 695 745 138 0 38 -1,151
Percent of Open Interest Represented by Each Category of Trader
48.6 36.5 3.3 5.3 13.5 0.0 25.9 29.8 2.9 6.8 2.2 0.0 7.1 11.7
Number of Traders in Each Category Total Traders: 64
5 6 4 . 4 . 16 21 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 8,473
Positions
3,794 0 3 1,690 3,260 74 1,867 2,473 605 0 380 0 440 1,678
Changes from: December 1, 2015 Total Change is: -492
-201 0 3 -5 -1,056 -17 -825 200 582 0 -7 0 -29 -197
Percent of Open Interest Represented by Each Category of Trader
44.8 0.0 0.0 19.9 38.5 0.9 22.0 29.2 7.1 0.0 4.5 0.0 5.2 19.8
Number of Traders in Each Category Total Traders: 22
4 0 . . 4 . . 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,296
Positions
11,875 27,309 5,497 5,239 2,326 528 18,175 6,243 1,152 2,335 1,374 0 6,497 6,869
Changes from: December 1, 2015 Total Change is: -2,108
-248 -1,657 2,567 -401 443 -214 -3,736 -777 590 -63 -2,027 0 -603 -1,033
Percent of Open Interest Represented by Each Category of Trader
23.1 53.2 10.7 10.2 4.5 1.0 35.4 12.2 2.2 4.6 2.7 0.0 12.7 13.4
Number of Traders in Each Category Total Traders: 104
19 16 8 9 4 5 29 15 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 102,591
Positions
23,749 54,617 10,994 10,477 4,651 1,055 36,350 12,486 2,303 4,670 2,748 0 12,993 13,737
Changes from: December 1, 2015 Total Change is: -4,216
-495 -3,313 5,133 -801 886 -428 -7,472 -1,554 1,179 -126 -4,054 0 -1,206 -2,065
Percent of Open Interest Represented by Each Category of Trader
23.1 53.2 10.7 10.2 4.5 1.0 35.4 12.2 2.2 4.6 2.7 0.0 12.7 13.4
Number of Traders in Each Category Total Traders: 104
19 16 8 9 4 5 29 15 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 689,577
Positions
75,738 88,377 70,398 234,893 144,602 69,869 86,774 139,008 43,030 18,439 49,423 8,035 82,401 76,834
Changes from: December 1, 2015 Total Change is: 4,370
-14,716 7,420 19,398 -7,757 -2,877 3,715 10,053 -5,588 -473 598 -3,590 -544 -5,905 -13,092
Percent of Open Interest Represented by Each Category of Trader
11.0 12.8 10.2 34.1 21.0 10.1 12.6 20.2 6.2 2.7 7.2 1.2 11.9 11.1
Number of Traders in Each Category Total Traders: 558
34 37 39 117 72 85 87 109 76 38 62 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 102,931
Positions
14,766 37,005 5,114 30,814 21,879 5,895 10,910 6,345 367 2,611 5,461 2,346 30,108 18,519
Changes from: December 1, 2015 Total Change is: -1,006
1,472 10,742 -531 -1,596 186 2,985 -587 -5,000 -241 25 40 -24 -2,509 -9,163
Percent of Open Interest Represented by Each Category of Trader
14.3 36.0 5.0 29.9 21.3 5.7 10.6 6.2 0.4 2.5 5.3 2.3 29.3 18.0
Number of Traders in Each Category Total Traders: 68
5 10 5 14 5 8 14 12 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,933,232
Positions
449,584 401,582 181,698 1,048,969 642,192 291,293 452,484 736,480 140,152 81,755 222,429 25,830 261,467 291,576
Changes from: December 1, 2015 Total Change is: 26,878
-54,194 10,138 72,901 -31,542 -16,051 4,390 34,975 -21,166 17,064 1,430 -19,589 -1,165 -16,981 -19,644
Percent of Open Interest Represented by Each Category of Trader
15.3 13.7 6.2 35.8 21.9 9.9 15.4 25.1 4.8 2.8 7.6 0.9 8.9 9.9
Number of Traders in Each Category Total Traders: 547
32 39 34 113 70 80 83 111 65 36 62 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 87,492
Positions
11,912 20,544 849 42,433 55,064 1,698 19,184 5,059 460 266 263 0 10,690 3,555
Changes from: December 1, 2015 Total Change is: -2,822
-1,385 -5,952 -58 -496 4,426 -615 -61 -547 65 21 0 0 -293 -141
Percent of Open Interest Represented by Each Category of Trader
13.6 23.5 1.0 48.5 62.9 1.9 21.9 5.8 0.5 0.3 0.3 0.0 12.2 4.1
Number of Traders in Each Category Total Traders: 86
5 8 . 30 16 15 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 67,445
Positions
6,442 35,165 1,107 31,643 10,533 788 17,180 11,962 1,356 2,831 2,171 352 5,747 4,011
Changes from: December 1, 2015 Total Change is: -1,870
118 -2,868 410 -680 336 -244 -989 1,039 0 -152 -122 81 -414 -502
Percent of Open Interest Represented by Each Category of Trader
9.6 52.1 1.6 46.9 15.6 1.2 25.5 17.7 2.0 4.2 3.2 0.5 8.5 5.9
Number of Traders in Each Category Total Traders: 234
16 22 9 41 20 8 57 38 18 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 337,224
Positions
32,209 175,827 5,536 158,216 52,666 3,940 85,899 59,808 6,779 14,153 10,856 1,758 28,734 20,054
Changes from: December 1, 2015 Total Change is: -9,348
591 -14,339 2,049 -3,399 1,682 -1,222 -4,946 5,196 2 -758 -609 405 -2,070 -2,512
Percent of Open Interest Represented by Each Category of Trader
9.6 52.1 1.6 46.9 15.6 1.2 25.5 17.7 2.0 4.2 3.2 0.5 8.5 5.9
Number of Traders in Each Category Total Traders: 234
16 22 9 41 20 8 57 38 18 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 383,714
Positions
117,590 48,954 4,818 108,996 158,121 21,815 95,204 108,718 10,289 5,668 13,867 437 18,897 16,695
Changes from: December 1, 2015 Total Change is: -14,219
-13,316 -1,015 358 -1,865 -12,262 500 4,284 -3,312 -767 -2,299 188 -258 -856 2,349
Percent of Open Interest Represented by Each Category of Trader
30.6 12.8 1.3 28.4 41.2 5.7 24.8 28.3 2.7 1.5 3.6 0.1 4.9 4.4
Number of Traders in Each Category Total Traders: 270
19 14 6 52 51 24 43 57 19 14 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 65,715
Positions
1,192 10,617 7,295 21,523 573 241 10,150 17,480 2,047 6,355 14,762 4,210 12,702 8,490
Changes from: December 1, 2015 Total Change is: 13,774
-296 416 7,295 -3,071 0 80 315 -946 1,501 -232 68 4,210 3,972 1,150
Percent of Open Interest Represented by Each Category of Trader
1.8 16.2 11.1 32.8 0.9 0.4 15.4 26.6 3.1 9.7 22.5 6.4 19.3 12.9
Number of Traders in Each Category Total Traders: 70
4 8 4 18 . . 14 15 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 106,729
Positions
20,593 18,719 4,029 9,520 5,158 1,571 41,424 10,183 3,443 7,059 2,157 251 18,839 61,218
Changes from: December 1, 2015 Total Change is: 9,210
3,392 841 1,914 -2,474 71 485 -4,652 -257 1,882 -897 -282 200 9,360 4,356
Percent of Open Interest Represented by Each Category of Trader
19.3 17.5 3.8 8.9 4.8 1.5 38.8 9.5 3.2 6.6 2.0 0.2 17.7 57.4
Number of Traders in Each Category Total Traders: 97
20 11 9 9 . . 36 12 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 176,912
Positions
7,527 107,898 847 102,336 47,572 8,478 45,053 3,606 3,127 3,218 1,836 0 6,326 3,548
Changes from: December 1, 2015 Total Change is: 7,646
148 4,591 43 1,075 5,466 -387 6,768 -2,360 178 -42 17 0 -137 98
Percent of Open Interest Represented by Each Category of Trader
4.3 61.0 0.5 57.8 26.9 4.8 25.5 2.0 1.8 1.8 1.0 0.0 3.6 2.0
Number of Traders in Each Category Total Traders: 118
5 14 . 39 24 19 19 5 4 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 454,859
Positions
38,919 161,596 6,460 196,596 127,593 78,718 81,919 38,923 11,675 18,002 16,042 2,599 19,971 11,253
Changes from: December 1, 2015 Total Change is: 12,152
-854 -4,536 3,096 6,101 8,589 -2,666 2,803 4,642 1,746 -4,168 534 -17 6,111 764
Percent of Open Interest Represented by Each Category of Trader
8.6 35.5 1.4 43.2 28.1 17.3 18.0 8.6 2.6 4.0 3.5 0.6 4.4 2.5
Number of Traders in Each Category Total Traders: 252
21 22 8 61 45 38 30 32 18 22 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 528,173
Positions
6,898 52,210 4,815 255,539 123,452 66,981 40,082 68,134 18,480 3,240 54,649 1,149 130,989 138,303
Changes from: December 1, 2015 Total Change is: 3,362
2,523 -3,063 2,710 20,404 20,886 -1,253 6,053 -5,955 -10,018 127 3,521 813 -17,997 -4,279
Percent of Open Interest Represented by Each Category of Trader
1.3 9.9 0.9 48.4 23.4 12.7 7.6 12.9 3.5 0.6 10.3 0.2 24.8 26.2
Number of Traders in Each Category Total Traders: 133
4 12 5 36 22 30 17 28 13 . 11 4
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Traders in Financial Futures - Futures Only Positions as of December 8, 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 635,543
Positions
5,530 77,319 1,999 369,942 112,627 69,422 31,477 235,810 35,407 10,129 13,557 594 111,043 88,808
Changes from: December 1, 2015 Total Change is: -17,518
-215 -8,651 1,601 10,245 568 -10,594 -4,044 12,735 -11,088 -347 31 -681 -2,395 -1,439
Percent of Open Interest Represented by Each Category of Trader
0.9 12.2 0.3 58.2 17.7 10.9 5.0 37.1 5.6 1.6 2.1 0.1 17.5 14.0
Number of Traders in Each Category Total Traders: 97
. 8 . 45 12 33 9 14 12 4 4 .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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 970,634
Positions
54,013 82,842 1,605 282,642 300,638 103,719 223,389 167,943 50,398 148,362 114,481 3,849 102,657 145,159
Changes from: December 1, 2015 Total Change is: -12,955
14,022 7,525 -7,176 7,163 -9,774 6,224 -7,725 -3,477 -3,430 -4,773 3,973 -1,625 -15,635 -5,195
Percent of Open Interest Represented by Each Category of Trader
5.6 8.5 0.2 29.1 31.0 10.7 23.0 17.3 5.2 15.3 11.8 0.4 10.6 15.0
Number of Traders in Each Category Total Traders: 255
12 30 5 48 37 39 39 35 28 18 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,686,036
Positions
68,053 147,954 29,966 1,025,306 783,292 376,748 406,246 628,267 125,891 361,014 136,388 14,156 278,656 443,374
Changes from: December 1, 2015 Total Change is: -94,772
-4,625 -7,196 6,683 -41,158 1,553 31,872 458 -57,854 -52,136 -10,995 -2,074 -5,558 -19,313 -10,062
Percent of Open Interest Represented by Each Category of Trader
2.5 5.5 1.1 38.2 29.2 14.0 15.1 23.4 4.7 13.4 5.1 0.5 10.4 16.5
Number of Traders in Each Category Total Traders: 352
12 33 19 52 79 69 49 68 45 21 38 12
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Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,399,794
Positions
31,173 222,852 38,501 1,292,449 555,898 261,759 259,359 685,328 80,182 186,653 188,464 7,453 242,265 359,357
Changes from: December 1, 2015 Total Change is: -108,501
-15,430 8,859 3,387 31,410 -27,433 -2,002 -15,647 -3,317 -89,948 12,712 -5,460 645 -33,628 6,768
Percent of Open Interest Represented by Each Category of Trader
1.3 9.3 1.6 53.9 23.2 10.9 10.8 28.6 3.3 7.8 7.9 0.3 10.1 15.0
Number of Traders in Each Category Total Traders: 279
9 32 11 43 50 48 32 59 29 14 40 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 676,945
Positions
260,516 161,114 168,586 0 30,162 9,751 47,348 83,724 112,258 31,795 41,495 22,325 24,366 47,530
Changes from: December 1, 2015 Total Change is: 14,595
53,263 33,750 -32,075 0 1,857 1 -17,447 -7,165 13,030 -2,592 5,212 -2,222 2,637 2,207
Percent of Open Interest Represented by Each Category of Trader
38.5 23.8 24.9 0.0 4.5 1.4 7.0 12.4 16.6 4.7 6.1 3.3 3.6 7.0
Number of Traders in Each Category Total Traders: 100
14 30 34 0 5 . 14 21 27 . 7 4
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Traders in Financial Futures - Futures Only Positions as of December 8, 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 is11,395,081
Positions
2,622,988 1,372,655 2,895,057 696,730 1,634,306 331,827 1,679,186 1,480,554 1,737,995 353,170 450,192 445,640 632,488 1,046,855
Changes from: December 1, 2015 Total Change is: 17,453
-2,518 83,690 -12,033 95,706 -65,678 26,409 -91,567 -10,296 70,462 35,214 -21,883 2,977 -107,197 -56,195
Percent of Open Interest Represented by Each Category of Trader
23.0 12.0 25.4 6.1 14.3 2.9 14.7 13.0 15.3 3.1 4.0 3.9 5.6 9.2
Number of Traders in Each Category Total Traders: 301
32 52 78 12 28 26 46 75 91 13 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 41,985
Positions
5,206 387 0 510 16,199 0 22,297 8,310 11,178 2,370 5,500 327 97 84
Changes from: December 1, 2015 Total Change is: 7,400
-1,453 -189 0 0 111 -30 -2,125 -2,984 11,178 -150 -677 -1 -19 -8
Percent of Open Interest Represented by Each Category of Trader
12.4 0.9 0.0 1.2 38.6 0.0 53.1 19.8 26.6 5.6 13.1 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 . 0 . 9 0 7 9 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 45,245
Positions
11,301 1,486 0 0 14,857 1 18,772 7,983 13,707 1,347 7,111 0 117 100
Changes from: December 1, 2015 Total Change is: 11,955
150 -15 0 0 752 0 -2,370 -987 13,707 503 -1,504 0 -35 2
Percent of Open Interest Represented by Each Category of Trader
25.0 3.3 0.0 0.0 32.8 0.0 41.5 17.6 30.3 3.0 15.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 35
. . 0 0 9 . 6 4 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 96,798
Positions
2,556 62,847 46 22,551 0 1,542 21,418 18,615 6,245 29,547 5,366 914 11,979 1,223
Changes from: December 1, 2015 Total Change is: 1,761
-288 836 -99 -1,221 -50 15 2,806 -881 2,315 77 425 737 -2,581 -1,537
Percent of Open Interest Represented by Each Category of Trader
2.6 64.9 0.0 23.3 0.0 1.6 22.1 19.2 6.5 30.5 5.5 0.9 12.4 1.3
Number of Traders in Each Category Total Traders: 173
7 4 . 13 0 . 39 15 16 80 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 295,272
Positions
62,634 56,335 17,231 60,866 34,737 37,095 40,888 77,306 38,993 10,669 3,509 6,511 20,385 23,555
Changes from: December 1, 2015 Total Change is: -16,884
107 -10,266 2,499 8,350 -1,039 -5,575 -10,467 9,491 -8,060 -1,220 -1,346 -163 -2,355 -2,425
Percent of Open Interest Represented by Each Category of Trader
21.2 19.1 5.8 20.6 11.8 12.6 13.8 26.2 13.2 3.6 1.2 2.2 6.9 8.0
Number of Traders in Each Category Total Traders: 163
14 14 16 15 11 10 29 47 46 14 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 20,936
Positions
108 3,130 0 1,548 981 1,969 15,576 13,625 543 763 406 236 193 46
Changes from: December 1, 2015 Total Change is: -6
-157 72 0 -837 -273 250 1,845 -179 59 -1,220 -189 236 -182 18
Percent of Open Interest Represented by Each Category of Trader
0.5 15.0 0.0 7.4 4.7 9.4 74.4 65.1 2.6 3.6 1.9 1.1 0.9 0.2
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 6 8 . 4 . .
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Updated December 11, 2015