Traders in Financial Futures - Futures Only Positions as of December 15, 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 189,775
Positions
64,545 1,956 29,795 31,112 53,319 821 21,976 55,149 1,908 16,918 3,164 345 22,355 43,318
Changes from: December 8, 2015 Total Change is: 26,918
6,653 -4,552 27,583 381 -1,082 -4 -3,949 9,604 -3,213 84 75 -164 -453 -1,329
Percent of Open Interest Represented by Each Category of Trader
34.0 1.0 15.7 16.4 28.1 0.4 11.6 29.1 1.0 8.9 1.7 0.2 11.8 22.8
Number of Traders in Each Category Total Traders: 95
10 4 7 6 10 . 17 33 5 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 52,468
Positions
20,952 2,045 13 1,236 2,524 0 24,090 27,974 201 0 0 0 5,976 19,711
Changes from: December 8, 2015 Total Change is: -24,790
-28,728 632 -2,562 420 288 -420 15,583 -9,667 -9,122 0 0 0 39 -3,939
Percent of Open Interest Represented by Each Category of Trader
39.9 3.9 0.0 2.4 4.8 0.0 45.9 53.3 0.4 0.0 0.0 0.0 11.4 37.6
Number of Traders in Each Category Total Traders: 37
4 . . . 5 0 12 12 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 165,845
Positions
87,454 2,958 528 10,274 67,324 1,403 47,586 46,457 1,991 852 12,340 4 15,753 32,840
Changes from: December 8, 2015 Total Change is: -34,400
-3,476 -4,211 -9,900 210 6,420 -499 1,705 -12,668 -8,213 -13,683 -1,184 -229 -315 -3,916
Percent of Open Interest Represented by Each Category of Trader
52.7 1.8 0.3 6.2 40.6 0.8 28.7 28.0 1.2 0.5 7.4 0.0 9.5 19.8
Number of Traders in Each Category Total Traders: 97
8 7 . 4 19 6 22 31 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 194,196
Positions
78,460 7,027 4 22,784 59,197 5,904 26,104 81,947 3,124 38,567 1,738 287 18,962 34,968
Changes from: December 8, 2015 Total Change is: -51,859
-56,778 1,774 -3,179 1,707 -7,948 -35 9,394 -17,794 -11,737 6,469 -739 -63 2,363 -12,138
Percent of Open Interest Represented by Each Category of Trader
40.4 3.6 0.0 11.7 30.5 3.0 13.4 42.2 1.6 19.9 0.9 0.1 9.8 18.0
Number of Traders in Each Category Total Traders: 115
8 4 . 12 24 11 20 40 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 404,837
Positions
146,234 7,454 951 91,704 107,736 13,569 37,709 164,104 2,800 56,099 27,102 1,976 53,795 79,145
Changes from: December 8, 2015 Total Change is: -70,084
-511 -12,192 -9,929 -2,080 8,090 116 -5,167 -18,147 -22,654 -22,486 -8,568 -2,188 -5,185 -4,612
Percent of Open Interest Represented by Each Category of Trader
36.1 1.8 0.2 22.7 26.6 3.4 9.3 40.5 0.7 13.9 6.7 0.5 13.3 19.5
Number of Traders in Each Category Total Traders: 230
16 12 5 27 36 28 23 58 14 28 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 110,538
Positions
55,874 2,009 90 1,980 28,013 1,897 32,896 21,907 370 887 28,779 17 16,527 27,456
Changes from: December 8, 2015 Total Change is: -51,601
-48,620 -27,056 -5,835 -1,607 -4,808 871 13,411 -2,817 -7,892 -266 -2,791 17 -1,680 -1,290
Percent of Open Interest Represented by Each Category of Trader
50.5 1.8 0.1 1.8 25.3 1.7 29.8 19.8 0.3 0.8 26.0 0.0 15.0 24.8
Number of Traders in Each Category Total Traders: 81
7 5 . 4 11 . 18 24 7 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 45,112
Positions
26,735 30,600 5,440 3,413 0 0 3,006 3,428 2,541 771 113 2,447 759 543
Changes from: December 8, 2015 Total Change is: 1,171
-1,940 -503 -579 53 0 0 972 -448 1,949 0 0 839 -123 -87
Percent of Open Interest Represented by Each Category of Trader
59.3 67.8 12.1 7.6 0.0 0.0 6.7 7.6 5.6 1.7 0.3 5.4 1.7 1.2
Number of Traders in Each Category Total Traders: 24
5 5 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 144,451
Positions
54,402 63,082 27 47,794 6,648 464 34,901 60,354 288 3,220 6,150 0 3,355 7,438
Changes from: December 8, 2015 Total Change is: -55,439
818 -14,952 -26,825 -1,856 339 -150 -8,642 7,457 -17,399 337 -2,817 -1,964 242 872
Percent of Open Interest Represented by Each Category of Trader
37.7 43.7 0.0 33.1 4.6 0.3 24.2 41.8 0.2 2.2 4.3 0.0 2.3 5.1
Number of Traders in Each Category Total Traders: 116
4 8 . . 10 . 20 48 7 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 19,707
Positions
0 12,538 400 4,505 0 0 12,274 4,102 20 1,670 1,191 0 838 1,456
Changes from: December 8, 2015 Total Change is: -1,662
-1,806 122 -4 -130 0 0 -1,072 -1,959 15 1,352 120 0 -17 44
Percent of Open Interest Represented by Each Category of Trader
0.0 63.6 2.0 22.9 0.0 0.0 62.3 20.8 0.1 8.5 6.0 0.0 4.3 7.4
Number of Traders in Each Category Total Traders: 21
0 . . . 0 0 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 23,626
Positions
5,339 2,310 0 1,892 6,906 1 12,207 9,540 124 1,598 703 0 2,465 4,042
Changes from: December 8, 2015 Total Change is: -14,799
-13,320 -11,724 -1,280 -161 1,736 0 2,248 -1,917 -1,005 -1,027 -157 0 -254 -452
Percent of Open Interest Represented by Each Category of Trader
22.6 9.8 0.0 8.0 29.2 0.0 51.7 40.4 0.5 6.8 3.0 0.0 10.4 17.1
Number of Traders in Each Category Total Traders: 56
4 . 0 . 4 . 18 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 62,230
Positions
9,704 29,288 15,746 4,834 2,072 754 20,146 3,790 1,211 2,319 2,411 263 7,254 6,697
Changes from: December 8, 2015 Total Change is: 10,935
-2,171 1,980 10,249 -405 -254 227 1,971 -2,453 60 -16 1,037 263 758 -172
Percent of Open Interest Represented by Each Category of Trader
15.6 47.1 25.3 7.8 3.3 1.2 32.4 6.1 1.9 3.7 3.9 0.4 11.7 10.8
Number of Traders in Each Category Total Traders: 103
17 16 13 11 . 7 28 11 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 124,460
Positions
19,408 58,576 31,491 9,668 4,143 1,508 40,292 7,580 2,422 4,638 4,822 525 14,508 13,393
Changes from: December 8, 2015 Total Change is: 21,869
-4,341 3,959 20,497 -809 -508 453 3,942 -4,906 119 -32 2,074 525 1,515 -344
Percent of Open Interest Represented by Each Category of Trader
15.6 47.1 25.3 7.8 3.3 1.2 32.4 6.1 1.9 3.7 3.9 0.4 11.7 10.8
Number of Traders in Each Category Total Traders: 103
17 16 13 11 . 7 28 11 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 757,425
Positions
64,720 88,341 85,989 230,409 151,216 81,761 91,280 123,851 52,378 22,062 51,460 10,339 118,487 112,091
Changes from: December 8, 2015 Total Change is: 67,847
-11,019 -36 15,591 -4,483 6,614 11,892 4,506 -15,157 9,348 3,623 2,036 2,304 36,085 35,256
Percent of Open Interest Represented by Each Category of Trader
8.5 11.7 11.4 30.4 20.0 10.8 12.1 16.4 6.9 2.9 6.8 1.4 15.6 14.8
Number of Traders in Each Category Total Traders: 573
32 37 40 120 78 98 85 105 86 48 66 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 128,457
Positions
17,106 42,371 5,779 32,847 20,736 2,465 17,644 7,377 1,495 2,604 5,578 2,321 46,196 40,335
Changes from: December 8, 2015 Total Change is: 25,526
2,340 5,366 665 2,033 -1,143 -3,430 6,734 1,032 1,128 -7 117 -25 16,088 21,816
Percent of Open Interest Represented by Each Category of Trader
13.3 33.0 4.5 25.6 16.1 1.9 13.7 5.7 1.2 2.0 4.3 1.8 36.0 31.4
Number of Traders in Each Category Total Traders: 67
6 7 4 15 5 7 16 11 9 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 3,144,839
Positions
399,381 391,161 239,736 1,028,223 692,811 356,067 465,308 679,497 157,289 101,711 233,830 35,670 361,454 358,778
Changes from: December 8, 2015 Total Change is: 211,607
-50,203 -10,421 58,038 -20,746 50,619 64,774 12,824 -56,983 17,137 19,956 11,401 9,840 99,987 67,202
Percent of Open Interest Represented by Each Category of Trader
12.7 12.4 7.6 32.7 22.0 11.3 14.8 21.6 5.0 3.2 7.4 1.1 11.5 11.4
Number of Traders in Each Category Total Traders: 564
29 40 38 116 76 94 82 107 81 47 66 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 93,064
Positions
12,191 16,150 5,372 44,186 61,187 1,679 18,908 2,684 454 230 1,302 0 10,044 4,236
Changes from: December 8, 2015 Total Change is: 5,572
279 -4,394 4,523 1,753 6,123 -19 -276 -2,375 -6 -36 1,039 0 -646 681
Percent of Open Interest Represented by Each Category of Trader
13.1 17.4 5.8 47.5 65.7 1.8 20.3 2.9 0.5 0.2 1.4 0.0 10.8 4.6
Number of Traders in Each Category Total Traders: 84
6 8 4 31 16 16 15 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 77,044
Positions
5,187 38,601 7,365 31,550 9,635 4,361 18,658 9,969 2,411 2,814 1,988 449 4,248 2,264
Changes from: December 8, 2015 Total Change is: 9,599
-1,255 3,436 6,258 -93 -898 3,573 1,478 -1,993 1,056 -16 -183 98 -1,498 -1,747
Percent of Open Interest Represented by Each Category of Trader
6.7 50.1 9.6 41.0 12.5 5.7 24.2 12.9 3.1 3.7 2.6 0.6 5.5 2.9
Number of Traders in Each Category Total Traders: 224
16 21 14 43 18 10 55 35 24 20 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 385,220
Positions
25,933 193,007 36,824 157,749 48,176 21,805 93,291 49,845 12,057 14,072 9,940 2,247 21,242 11,319
Changes from: December 8, 2015 Total Change is: 47,996
-6,276 17,180 31,288 -467 -4,490 17,865 7,392 -9,963 5,278 -81 -916 489 -7,492 -8,735
Percent of Open Interest Represented by Each Category of Trader
6.7 50.1 9.6 41.0 12.5 5.7 24.2 12.9 3.1 3.7 2.6 0.6 5.5 2.9
Number of Traders in Each Category Total Traders: 224
16 21 14 43 18 10 55 35 24 20 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 411,036
Positions
119,384 48,715 19,488 110,523 167,358 22,913 101,607 109,725 10,518 5,708 11,892 864 20,031 19,563
Changes from: December 8, 2015 Total Change is: 27,322
1,794 -239 14,670 1,527 9,237 1,098 6,403 1,007 229 40 -1,975 427 1,134 2,868
Percent of Open Interest Represented by Each Category of Trader
29.0 11.9 4.7 26.9 40.7 5.6 24.7 26.7 2.6 1.4 2.9 0.2 4.9 4.8
Number of Traders in Each Category Total Traders: 268
16 16 19 51 51 24 42 57 19 14 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 48,828
Positions
1,021 15,477 0 21,891 573 212 8,808 7,553 0 7,295 21,485 0 9,601 3,528
Changes from: December 8, 2015 Total Change is: -16,887
-171 4,860 -7,295 368 0 -29 -1,342 -9,927 -2,047 940 6,723 -4,210 -3,101 -4,962
Percent of Open Interest Represented by Each Category of Trader
2.1 31.7 0.0 44.8 1.2 0.4 18.0 15.5 0.0 14.9 44.0 0.0 19.7 7.2
Number of Traders in Each Category Total Traders: 56
. 8 0 18 . . 9 9 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 67,593
Positions
15,298 8,121 1,362 13,980 4,282 149 19,836 6,485 321 7,301 738 0 9,346 46,135
Changes from: December 8, 2015 Total Change is: -39,136
-5,295 -10,598 -2,667 4,460 -876 -1,422 -21,588 -3,698 -3,122 242 -1,419 -251 -9,493 -15,083
Percent of Open Interest Represented by Each Category of Trader
22.6 12.0 2.0 20.7 6.3 0.2 29.3 9.6 0.5 10.8 1.1 0.0 13.8 68.3
Number of Traders in Each Category Total Traders: 69
17 7 5 10 . . 22 5 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 194,450
Positions
10,420 104,538 6,234 92,981 59,431 8,339 48,987 4,024 4,197 3,455 2,167 48 19,789 5,472
Changes from: December 8, 2015 Total Change is: 17,538
2,893 -3,360 5,387 -9,355 11,859 -139 3,934 418 1,070 237 331 48 13,463 1,924
Percent of Open Interest Represented by Each Category of Trader
5.4 53.8 3.2 47.8 30.6 4.3 25.2 2.1 2.2 1.8 1.1 0.0 10.2 2.8
Number of Traders in Each Category Total Traders: 120
7 12 10 39 25 20 19 4 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 484,138
Positions
36,427 143,727 10,629 209,676 155,517 79,023 88,404 44,045 13,826 17,510 18,263 3,798 24,845 15,310
Changes from: December 8, 2015 Total Change is: 29,279
-2,492 -17,869 4,169 13,080 27,924 305 6,485 5,122 2,151 -492 2,221 1,199 4,874 4,057
Percent of Open Interest Represented by Each Category of Trader
7.5 29.7 2.2 43.3 32.1 16.3 18.3 9.1 2.9 3.6 3.8 0.8 5.1 3.2
Number of Traders in Each Category Total Traders: 246
19 20 16 63 46 38 29 29 21 21 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 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 524,404
Positions
2,642 63,679 756 256,330 132,533 69,572 43,271 52,194 19,407 3,082 57,955 931 128,413 127,377
Changes from: December 8, 2015 Total Change is: -3,769
-4,256 11,469 -4,059 791 9,081 2,591 3,189 -15,940 927 -158 3,306 -218 -2,576 -10,926
Percent of Open Interest Represented by Each Category of Trader
0.5 12.1 0.1 48.9 25.3 13.3 8.3 10.0 3.7 0.6 11.1 0.2 24.5 24.3
Number of Traders in Each Category Total Traders: 139
. 15 6 37 24 29 18 28 13 . 13 4
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Traders in Financial Futures - Futures Only Positions as of December 15, 2015
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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 637,448
Positions
4,001 85,561 533 386,552 116,653 64,806 23,255 244,533 29,859 9,884 9,230 594 117,964 85,679
Changes from: December 8, 2015 Total Change is: 1,905
-1,529 8,242 -1,466 16,610 4,026 -4,616 -8,222 8,723 -5,548 -245 -4,327 0 6,921 -3,129
Percent of Open Interest Represented by Each Category of Trader
0.6 13.4 0.1 60.6 18.3 10.2 3.6 38.4 4.7 1.6 1.4 0.1 18.5 13.4
Number of Traders in Each Category Total Traders: 97
. 8 . 46 13 32 7 15 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of December 15, 2015
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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 999,413
Positions
51,899 96,529 1,710 286,439 285,535 114,404 242,117 190,730 38,218 159,804 131,122 2,197 102,625 138,968
Changes from: December 8, 2015 Total Change is: 28,779
-2,114 13,687 105 3,797 -15,103 10,685 18,728 22,787 -12,180 11,442 16,641 -1,652 -32 -6,191
Percent of Open Interest Represented by Each Category of Trader
5.2 9.7 0.2 28.7 28.6 11.4 24.2 19.1 3.8 16.0 13.1 0.2 10.3 13.9
Number of Traders in Each Category Total Traders: 257
10 31 4 53 37 43 39 33 25 18 36 7
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Traders in Financial Futures - Futures Only Positions as of December 15, 2015
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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 2,595,602
Positions
76,163 153,577 21,565 1,025,809 804,276 361,608 365,245 592,908 92,082 335,213 121,116 21,441 296,476 427,029
Changes from: December 8, 2015 Total Change is: -90,434
8,110 5,623 -8,401 503 20,984 -15,140 -41,001 -35,359 -33,809 -25,801 -15,272 7,285 17,820 -16,345
Percent of Open Interest Represented by Each Category of Trader
2.9 5.9 0.8 39.5 31.0 13.9 14.1 22.8 3.5 12.9 4.7 0.8 11.4 16.5
Number of Traders in Each Category Total Traders: 343
14 32 13 54 80 67 48 62 40 17 36 12
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 2,389,027
Positions
28,118 238,011 38,977 1,255,645 499,701 304,947 244,898 686,213 84,399 193,243 180,196 5,188 233,612 351,395
Changes from: December 8, 2015 Total Change is: -10,767
-3,055 15,159 476 -36,804 -56,197 43,188 -14,461 885 4,217 6,590 -8,268 -2,265 -8,653 -7,962
Percent of Open Interest Represented by Each Category of Trader
1.2 10.0 1.6 52.6 20.9 12.8 10.3 28.7 3.5 8.1 7.5 0.2 9.8 14.7
Number of Traders in Each Category Total Traders: 275
10 33 12 44 49 49 36 51 35 15 37 7
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 769,791
Positions
282,590 182,508 210,379 1,617 19,870 14,762 70,722 107,698 106,970 25,511 47,776 33,919 23,321 45,909
Changes from: December 8, 2015 Total Change is: 92,846
22,074 21,394 41,793 1,617 -10,292 5,011 23,374 23,974 -5,288 -6,284 6,281 11,594 -1,045 -1,621
Percent of Open Interest Represented by Each Category of Trader
36.7 23.7 27.3 0.2 2.6 1.9 9.2 14.0 13.9 3.3 6.2 4.4 3.0 6.0
Number of Traders in Each Category Total Traders: 113
13 35 40 . 5 . 11 29 32 5 8 5
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 is10,232,911
Positions
2,572,007 1,457,933 2,420,023 869,198 1,536,676 280,323 1,200,274 1,227,883 1,533,810 296,561 386,220 365,916 694,799 1,024,127
Changes from: December 8, 2015 Total Change is:-1,162,170
-50,981 85,278 -475,034 172,468 -97,630 -51,504 -478,912 -252,671 -204,185 -56,609 -63,972 -79,724 62,311 -22,728
Percent of Open Interest Represented by Each Category of Trader
25.1 14.2 23.6 8.5 15.0 2.7 11.7 12.0 15.0 2.9 3.8 3.6 6.8 10.0
Number of Traders in Each Category Total Traders: 272
29 49 72 12 27 23 31 75 81 8 31 27
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 29,822
Positions
5,724 437 0 410 15,380 0 19,246 8,273 0 4,017 5,047 327 98 358
Changes from: December 8, 2015 Total Change is: -12,163
518 50 0 -100 -819 0 -3,051 -37 -11,178 1,647 -453 0 1 274
Percent of Open Interest Represented by Each Category of Trader
19.2 1.5 0.0 1.4 51.6 0.0 64.5 27.7 0.0 13.5 16.9 1.1 0.3 1.2
Number of Traders in Each Category Total Traders: 41
4 . 0 . 8 0 5 8 0 4 9 .
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 30,758
Positions
899 110 0 0 15,926 1 28,623 8,846 0 1,186 5,770 0 49 105
Changes from: December 8, 2015 Total Change is: -14,487
-10,402 -1,376 0 0 1,069 0 9,851 863 -13,707 -161 -1,341 0 -68 5
Percent of Open Interest Represented by Each Category of Trader
2.9 0.4 0.0 0.0 51.8 0.0 93.1 28.8 0.0 3.9 18.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 0 9 . 4 5 0 . 8 0
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 71,495
Positions
2,058 44,109 0 19,999 0 1,520 11,065 17,412 951 25,763 6,189 0 10,139 1,314
Changes from: December 8, 2015 Total Change is: -25,303
-498 -18,738 -46 -2,552 0 -22 -10,353 -1,203 -5,294 -3,784 823 -914 -1,840 91
Percent of Open Interest Represented by Each Category of Trader
2.9 61.7 0.0 28.0 0.0 2.1 15.5 24.4 1.3 36.0 8.7 0.0 14.2 1.8
Number of Traders in Each Category Total Traders: 161
7 5 0 13 0 . 34 16 7 74 10 0
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 281,186
Positions
66,587 62,667 15,711 33,521 34,243 39,879 46,836 54,247 41,672 10,477 5,717 7,685 18,818 19,365
Changes from: December 8, 2015 Total Change is: -14,086
3,953 6,332 -1,520 -27,345 -494 2,784 5,948 -23,059 2,679 -192 2,208 1,174 -1,567 -4,190
Percent of Open Interest Represented by Each Category of Trader
23.7 22.3 5.6 11.9 12.2 14.2 16.7 19.3 14.8 3.7 2.0 2.7 6.7 6.9
Number of Traders in Each Category Total Traders: 169
14 15 19 16 9 10 39 39 51 14 12 20
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Traders in Financial Futures - Futures Only Positions as of December 15, 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 22,021
Positions
154 3,089 99 1,358 708 2,179 15,612 13,965 1,675 584 0 153 207 153
Changes from: December 8, 2015 Total Change is: 1,085
46 -41 99 -190 -273 210 36 340 1,132 -179 -406 -83 14 107
Percent of Open Interest Represented by Each Category of Trader
0.7 14.0 0.4 6.2 3.2 9.9 70.9 63.4 7.6 2.7 0.0 0.7 0.9 0.7
Number of Traders in Each Category Total Traders: 26
. . . 5 . . 5 8 . . 0 .
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Updated December 18, 2015