Traders in Financial Futures - Futures Only Positions as of December 29, 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 172,137
Positions
81,852 1,923 241 31,928 58,700 833 22,080 61,460 833 11,916 5,807 108 22,346 42,232
Changes from: December 22, 2015 Total Change is: 8,556
4,227 -552 -3 358 3,993 4 3,783 5,327 59 362 798 -26 -208 -1,044
Percent of Open Interest Represented by Each Category of Trader
47.6 1.1 0.1 18.5 34.1 0.5 12.8 35.7 0.5 6.9 3.4 0.1 13.0 24.5
Number of Traders in Each Category Total Traders: 99
10 4 4 6 12 . 18 31 . 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 49,114
Positions
24,826 2,431 2 1,236 2,066 0 17,784 23,848 176 0 0 0 5,090 20,591
Changes from: December 22, 2015 Total Change is: -1,151
13 -12 -10 0 6 0 -774 -1,701 2 0 0 0 -382 564
Percent of Open Interest Represented by Each Category of Trader
50.5 4.9 0.0 2.5 4.2 0.0 36.2 48.6 0.4 0.0 0.0 0.0 10.4 41.9
Number of Traders in Each Category Total Traders: 38
5 4 . . 4 0 13 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 204,038
Positions
119,550 2,498 528 7,590 68,400 1,566 51,124 68,571 3,011 2,702 19,708 145 17,822 39,611
Changes from: December 22, 2015 Total Change is: 9,725
8,052 403 -2 637 -1,451 169 -1,765 8,753 437 890 1,331 0 1,307 85
Percent of Open Interest Represented by Each Category of Trader
58.6 1.2 0.3 3.7 33.5 0.8 25.1 33.6 1.5 1.3 9.7 0.1 8.7 19.4
Number of Traders in Each Category Total Traders: 104
11 5 . . 20 6 21 33 10 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 196,825
Positions
73,645 10,939 23 25,410 64,027 5,964 30,990 75,718 2,434 39,777 1,584 403 18,179 35,733
Changes from: December 22, 2015 Total Change is: -550
-11,640 5,954 7 820 1,672 41 5,906 -7,438 78 1,184 -901 7 3,047 30
Percent of Open Interest Represented by Each Category of Trader
37.4 5.6 0.0 12.9 32.5 3.0 15.7 38.5 1.2 20.2 0.8 0.2 9.2 18.2
Number of Traders in Each Category Total Traders: 108
8 4 . 13 22 11 18 36 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 400,497
Positions
142,605 10,140 1,527 94,888 103,901 13,698 35,015 166,364 2,393 53,425 25,656 2,099 54,847 74,719
Changes from: December 22, 2015 Total Change is: -6,036
-2,376 703 76 3,063 -2,146 527 -3,665 -1,900 -140 -3,001 -1,484 13 -533 -1,685
Percent of Open Interest Represented by Each Category of Trader
35.6 2.5 0.4 23.7 25.9 3.4 8.7 41.5 0.6 13.3 6.4 0.5 13.7 18.7
Number of Traders in Each Category Total Traders: 234
16 14 4 29 36 29 21 60 13 26 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 98,174
Positions
61,606 1,521 88 1,959 15,696 2,245 14,263 23,203 152 2,226 29,074 97 15,538 26,098
Changes from: December 22, 2015 Total Change is: -8,127
-5,337 23 0 -14 -7,243 345 -5,985 -1,122 -250 1,473 633 0 1,641 -513
Percent of Open Interest Represented by Each Category of Trader
62.8 1.5 0.1 2.0 16.0 2.3 14.5 23.6 0.2 2.3 29.6 0.1 15.8 26.6
Number of Traders in Each Category Total Traders: 84
10 . . 4 11 4 17 25 7 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 29,231
Positions
20,008 20,586 1,207 3,619 113 0 2,207 3,635 592 640 2,335 235 723 528
Changes from: December 22, 2015 Total Change is: 49
-121 0 0 206 0 0 -33 -14 0 104 -14 0 -107 77
Percent of Open Interest Represented by Each Category of Trader
68.4 70.4 4.1 12.4 0.4 0.0 7.6 12.4 2.0 2.2 8.0 0.8 2.5 1.8
Number of Traders in Each Category Total Traders: 26
. 6 . . . 0 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 139,756
Positions
55,049 65,854 0 47,743 6,807 464 29,450 53,121 552 3,374 5,625 0 3,124 7,333
Changes from: December 22, 2015 Total Change is: 1,902
717 -596 0 -1 132 0 1,729 3,186 -723 255 -273 0 -75 176
Percent of Open Interest Represented by Each Category of Trader
39.4 47.1 0.0 34.2 4.9 0.3 21.1 38.0 0.4 2.4 4.0 0.0 2.2 5.2
Number of Traders in Each Category Total Traders: 119
. 7 0 4 10 . 16 54 11 13 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 29,333
Positions
0 16,864 3,406 4,646 0 0 12,697 1,911 734 3,198 1,307 3,768 884 1,343
Changes from: December 22, 2015 Total Change is: 8,791
0 3,577 3,006 429 0 0 832 -1,948 699 -97 -230 3,768 154 -81
Percent of Open Interest Represented by Each Category of Trader
0.0 57.5 11.6 15.8 0.0 0.0 43.3 6.5 2.5 10.9 4.5 12.8 3.0 4.6
Number of Traders in Each Category Total Traders: 24
0 . . . 0 0 8 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 24,587
Positions
6,856 3,268 52 1,184 7,150 1 11,409 8,597 125 1,451 1,175 0 3,509 4,219
Changes from: December 22, 2015 Total Change is: 530
-74 525 47 -108 0 0 1 -237 -108 -44 249 0 816 54
Percent of Open Interest Represented by Each Category of Trader
27.9 13.3 0.2 4.8 29.1 0.0 46.4 35.0 0.5 5.9 4.8 0.0 14.3 17.2
Number of Traders in Each Category Total Traders: 59
5 4 . . 4 . 19 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 41,172
Positions
9,736 27,034 148 4,629 2,267 447 18,294 3,632 419 1,064 1,297 78 6,359 5,851
Changes from: December 22, 2015 Total Change is: 2,106
530 600 13 631 -80 -62 1,078 633 69 38 572 78 -268 284
Percent of Open Interest Represented by Each Category of Trader
23.6 65.7 0.4 11.2 5.5 1.1 44.4 8.8 1.0 2.6 3.2 0.2 15.4 14.2
Number of Traders in Each Category Total Traders: 90
16 15 . 10 . 5 26 10 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 82,343
Positions
19,471 54,068 295 9,257 4,533 894 36,587 7,264 837 2,128 2,594 156 12,718 11,702
Changes from: December 22, 2015 Total Change is: 4,212
1,059 1,200 25 1,262 -159 -124 2,156 1,265 138 76 1,144 156 -536 567
Percent of Open Interest Represented by Each Category of Trader
23.6 65.7 0.4 11.2 5.5 1.1 44.4 8.8 1.0 2.6 3.2 0.2 15.4 14.2
Number of Traders in Each Category Total Traders: 90
16 15 . 10 . 5 26 10 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 584,476
Positions
51,416 63,400 14,831 246,928 155,339 60,113 66,512 126,209 19,444 16,909 39,831 9,044 99,278 96,264
Changes from: December 22, 2015 Total Change is: -9,178
-2,243 3,505 -1,074 9,601 -5,430 -825 -7,226 -32 -14 -2,513 -707 909 -5,792 -5,510
Percent of Open Interest Represented by Each Category of Trader
8.8 10.8 2.5 42.2 26.6 10.3 11.4 21.6 3.3 2.9 6.8 1.5 17.0 16.5
Number of Traders in Each Category Total Traders: 536
32 34 22 119 76 87 66 112 59 36 60 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 83,193
Positions
14,467 6,237 1,468 27,562 18,306 2,830 2,335 4,657 102 2,335 4,682 2,266 29,828 42,645
Changes from: December 22, 2015 Total Change is: -394
-1,791 2,542 496 562 262 403 -1,163 2,433 -316 -57 846 0 1,472 -7,060
Percent of Open Interest Represented by Each Category of Trader
17.4 7.5 1.8 33.1 22.0 3.4 2.8 5.6 0.1 2.8 5.6 2.7 35.9 51.3
Number of Traders in Each Category Total Traders: 63
7 4 . 15 5 7 10 15 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 2,506,414
Positions
224,302 325,372 27,257 1,108,270 696,605 274,977 336,708 623,583 80,888 92,860 195,735 13,901 347,251 268,096
Changes from: December 22, 2015 Total Change is: -43,919
-5,046 2,032 -5,065 42,400 -31,255 -3,349 -31,293 -13,301 2,488 -7,653 -3,139 -80 -36,321 7,750
Percent of Open Interest Represented by Each Category of Trader
8.9 13.0 1.1 44.2 27.8 11.0 13.4 24.9 3.2 3.7 7.8 0.6 13.9 10.7
Number of Traders in Each Category Total Traders: 524
30 36 19 113 75 84 66 111 51 34 59 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 83,331
Positions
11,473 10,982 142 43,691 61,367 1,914 16,012 3,504 804 0 225 0 9,295 4,393
Changes from: December 22, 2015 Total Change is: -3,053
-818 207 1 533 -3,759 188 -2,440 -24 58 0 -38 0 -575 314
Percent of Open Interest Represented by Each Category of Trader
13.8 13.2 0.2 52.4 73.6 2.3 19.2 4.2 1.0 0.0 0.3 0.0 11.2 5.3
Number of Traders in Each Category Total Traders: 84
8 5 . 34 17 16 14 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 63,214
Positions
2,209 39,691 152 32,819 9,052 618 18,623 7,916 458 2,775 1,722 4 5,555 3,601
Changes from: December 22, 2015 Total Change is: 1,615
534 2,250 43 553 -518 -211 1,194 -356 -120 -211 222 -1 -167 305
Percent of Open Interest Represented by Each Category of Trader
3.5 62.8 0.2 51.9 14.3 1.0 29.5 12.5 0.7 4.4 2.7 0.0 8.8 5.7
Number of Traders in Each Category Total Traders: 213
13 21 4 40 18 5 53 32 9 21 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 316,070
Positions
11,047 198,453 760 164,097 45,260 3,089 93,114 39,579 2,291 13,876 8,611 21 27,775 18,006
Changes from: December 22, 2015 Total Change is: 8,077
2,669 11,252 217 2,767 -2,590 -1,053 5,971 -1,779 -602 -1,055 1,112 -4 -833 1,524
Percent of Open Interest Represented by Each Category of Trader
3.5 62.8 0.2 51.9 14.3 1.0 29.5 12.5 0.7 4.4 2.7 0.0 8.8 5.7
Number of Traders in Each Category Total Traders: 213
13 21 4 40 18 5 53 32 9 21 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 365,067
Positions
133,129 34,319 287 110,062 165,999 23,782 68,223 110,560 5,985 7,062 9,445 14 16,523 14,676
Changes from: December 22, 2015 Total Change is: -7,752
748 -2,509 -487 -309 -3,184 -562 -7,018 -123 -193 -257 -382 -22 348 -290
Percent of Open Interest Represented by Each Category of Trader
36.5 9.4 0.1 30.1 45.5 6.5 18.7 30.3 1.6 1.9 2.6 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 256
17 12 . 51 51 26 36 56 12 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 48,082
Positions
510 16,462 0 23,639 573 162 9,244 6,133 0 6,377 21,467 0 8,150 3,285
Changes from: December 22, 2015 Total Change is: -473
0 211 0 2,291 0 -37 -547 -605 0 0 22 0 -2,180 -64
Percent of Open Interest Represented by Each Category of Trader
1.1 34.2 0.0 49.2 1.2 0.3 19.2 12.8 0.0 13.3 44.6 0.0 17.0 6.8
Number of Traders in Each Category Total Traders: 53
. 9 0 20 . . 8 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 70,567
Positions
17,186 7,451 1,856 16,585 3,789 506 18,527 6,313 1,373 6,617 359 0 7,917 48,920
Changes from: December 22, 2015 Total Change is: 2,461
396 72 531 2,079 10 143 9 -138 -432 391 -182 0 -656 2,457
Percent of Open Interest Represented by Each Category of Trader
24.4 10.6 2.6 23.5 5.4 0.7 26.3 8.9 1.9 9.4 0.5 0.0 11.2 69.3
Number of Traders in Each Category Total Traders: 78
14 7 . 12 . . 24 12 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 167,544
Positions
8,631 90,348 258 105,385 54,170 7,785 32,987 4,966 3,122 3,220 3,141 0 6,156 3,754
Changes from: December 22, 2015 Total Change is: -1,955
384 244 -2 494 -3,418 129 -3,479 911 120 96 -209 0 303 270
Percent of Open Interest Represented by Each Category of Trader
5.2 53.9 0.2 62.9 32.3 4.6 19.7 3.0 1.9 1.9 1.9 0.0 3.7 2.2
Number of Traders in Each Category Total Traders: 117
8 10 . 39 25 16 13 9 4 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 451,239
Positions
28,213 131,434 999 217,067 145,457 72,155 81,755 65,383 10,380 20,582 13,808 1,643 18,445 9,980
Changes from: December 22, 2015 Total Change is: 3,671
-577 -4,885 24 4,650 -4,870 -657 -1,227 13,109 90 520 433 -9 857 436
Percent of Open Interest Represented by Each Category of Trader
6.3 29.1 0.2 48.1 32.2 16.0 18.1 14.5 2.3 4.6 3.1 0.4 4.1 2.2
Number of Traders in Each Category Total Traders: 254
18 19 4 61 45 40 28 38 15 27 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 511,734
Positions
4,411 60,178 483 223,004 122,519 71,531 58,006 55,223 17,240 6,052 54,328 1,118 129,889 129,114
Changes from: December 22, 2015 Total Change is: -9,410
-392 -1,130 -1,360 -17,286 -4,600 888 9,086 -3,824 1,067 2,834 -3,226 -490 -3,757 3,265
Percent of Open Interest Represented by Each Category of Trader
0.9 11.8 0.1 43.6 23.9 14.0 11.3 10.8 3.4 1.2 10.6 0.2 25.4 25.2
Number of Traders in Each Category Total Traders: 138
4 12 5 35 24 30 27 20 12 4 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 614,176
Positions
2,475 64,034 702 383,110 116,535 64,039 25,053 262,386 14,240 9,919 9,600 556 114,082 82,084
Changes from: December 22, 2015 Total Change is: -2,204
-173 -7,536 565 2,777 -533 -1,722 476 4,068 142 41 0 0 -4,310 2,812
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 0.1 62.4 19.0 10.4 4.1 42.7 2.3 1.6 1.6 0.1 18.6 13.4
Number of Traders in Each Category Total Traders: 99
. 8 . 49 13 33 7 14 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of December 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,017,227
Positions
38,851 92,542 3,133 318,356 294,928 99,281 227,461 218,607 45,057 184,664 118,466 1,683 98,741 143,530
Changes from: December 22, 2015 Total Change is: 28,676
-11,066 -780 1,051 33,985 8,294 -2,029 4,285 12,419 2,930 4,391 78 -147 -4,724 6,860
Percent of Open Interest Represented by Each Category of Trader
3.8 9.1 0.3 31.3 29.0 9.8 22.4 21.5 4.4 18.2 11.6 0.2 9.7 14.1
Number of Traders in Each Category Total Traders: 255
11 28 4 44 41 40 37 38 24 20 36 8
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Traders in Financial Futures - Futures Only Positions as of December 29, 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 2,487,067
Positions
64,468 150,769 21,448 967,964 752,616 351,996 360,416 559,711 72,225 343,181 122,903 21,189 284,180 434,210
Changes from: December 22, 2015 Total Change is: -9,606
-16,049 7,742 -846 7,585 -29,555 362 3,357 7,378 5,953 -1,285 -10,096 -1,758 -6,925 11,214
Percent of Open Interest Represented by Each Category of Trader
2.6 6.1 0.9 38.9 30.3 14.2 14.5 22.5 2.9 13.8 4.9 0.9 11.4 17.5
Number of Traders in Each Category Total Traders: 332
11 30 8 53 76 63 51 60 38 20 31 13
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Traders in Financial Futures - Futures Only Positions as of December 29, 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 2,301,288
Positions
36,988 245,369 30,222 1,218,571 478,336 313,283 210,663 645,993 59,469 175,873 178,122 4,307 251,912 346,187
Changes from: December 22, 2015 Total Change is: -1,871
-9,017 11,348 981 12,884 -8,213 5,711 -12,237 1,338 -5,370 -4,141 -9,602 -1,607 10,925 3,543
Percent of Open Interest Represented by Each Category of Trader
1.6 10.7 1.3 53.0 20.8 13.6 9.2 28.1 2.6 7.6 7.7 0.2 10.9 15.0
Number of Traders in Each Category Total Traders: 257
7 30 7 47 45 48 30 48 29 15 35 7
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Traders in Financial Futures - Futures Only Positions as of December 29, 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 747,871
Positions
294,737 215,323 190,935 7,741 10,540 12,695 52,087 90,964 116,545 18,139 35,459 34,945 20,047 40,465
Changes from: December 22, 2015 Total Change is: 18,184
4,465 -554 -749 -61 789 0 4,859 11,892 12,541 -1,007 -1,309 -201 -1,663 -4,225
Percent of Open Interest Represented by Each Category of Trader
39.4 28.8 25.5 1.0 1.4 1.7 7.0 12.2 15.6 2.4 4.7 4.7 2.7 5.4
Number of Traders in Each Category Total Traders: 105
12 33 35 . 5 . 15 20 29 4 9 6
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Traders in Financial Futures - Futures Only Positions as of December 29, 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 is10,275,110
Positions
2,634,438 1,414,203 2,477,503 936,815 1,311,218 319,339 952,221 1,385,290 1,626,795 322,112 338,087 363,731 642,156 1,038,944
Changes from: December 22, 2015 Total Change is: 70,836
82,290 -20,611 -24,055 -23,483 -11,001 11,426 -41,896 114,778 50,846 37,327 -35,107 4,126 -25,745 -19,566
Percent of Open Interest Represented by Each Category of Trader
25.6 13.8 24.1 9.1 12.8 3.1 9.3 13.5 15.8 3.1 3.3 3.5 6.2 10.1
Number of Traders in Each Category Total Traders: 269
33 46 74 12 26 24 31 74 86 10 25 24
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Traders in Financial Futures - Futures Only Positions as of December 29, 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 29,415
Positions
4,963 607 0 410 15,754 0 19,454 8,609 0 4,174 4,041 327 87 77
Changes from: December 22, 2015 Total Change is: -78
-267 0 0 0 121 0 69 24 0 122 -219 0 -2 -4
Percent of Open Interest Represented by Each Category of Trader
16.9 2.1 0.0 1.4 53.6 0.0 66.1 29.3 0.0 14.2 13.7 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 41
4 . 0 . 8 0 5 7 0 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 31,843
Positions
2,498 2,279 48 0 15,281 1 27,983 9,029 11 1,232 5,129 0 70 65
Changes from: December 22, 2015 Total Change is: 732
219 407 32 0 0 0 342 289 11 127 0 0 1 -7
Percent of Open Interest Represented by Each Category of Trader
7.8 7.2 0.2 0.0 48.0 0.0 87.9 28.4 0.0 3.9 16.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 37
. . . 0 9 . 5 6 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 64,418
Positions
1,934 44,369 0 18,473 0 1,564 10,968 8,462 1,527 20,845 7,196 23 9,084 1,277
Changes from: December 22, 2015 Total Change is: -653
0 -34 0 -523 -305 -222 69 276 221 83 -279 23 -304 -333
Percent of Open Interest Represented by Each Category of Trader
3.0 68.9 0.0 28.7 0.0 2.4 17.0 13.1 2.4 32.4 11.2 0.0 14.1 2.0
Number of Traders in Each Category Total Traders: 150
6 4 0 14 0 4 37 15 8 61 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 265,867
Positions
64,222 68,611 11,192 49,040 26,754 41,762 38,746 55,398 31,289 8,708 3,868 4,688 16,220 22,305
Changes from: December 22, 2015 Total Change is: 16,074
-2,367 -428 3,961 28,165 1,592 -4,900 -7,469 13,946 -1,169 381 1,324 296 -824 1,452
Percent of Open Interest Represented by Each Category of Trader
24.2 25.8 4.2 18.4 10.1 15.7 14.6 20.8 11.8 3.3 1.5 1.8 6.1 8.4
Number of Traders in Each Category Total Traders: 161
15 11 16 14 9 8 40 37 44 15 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 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 19,623
Positions
80 3,089 0 1,191 609 2,263 13,937 13,090 509 1,355 0 0 288 63
Changes from: December 22, 2015 Total Change is: 67
-121 0 0 -78 0 -5 -740 496 32 905 -500 0 74 44
Percent of Open Interest Represented by Each Category of Trader
0.4 15.7 0.0 6.1 3.1 11.5 71.0 66.7 2.6 6.9 0.0 0.0 1.5 0.3
Number of Traders in Each Category Total Traders: 27
. . 0 6 . . 6 7 . 5 0 0
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Updated January 1, 2016