Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 132,176 Positions 43,334 17,907 3,357 27,360 30,401 1,791 9,239 31,759 8,862 15,152 1,559 634 22,448 35,905 Changes from: October 27, 2015 Total Change is: -3,945 2,610 -653 -509 -841 -4,990 -954 -1,990 3,231 -92 -1,241 522 -26 -903 -474 Percent of Open Interest Represented by Each Category of Trader 32.8 13.5 2.5 20.7 23.0 1.4 7.0 24.0 6.7 11.5 1.2 0.5 17.0 27.2 Number of Traders in Each Category Total Traders: 81 5 6 9 6 9 4 17 21 13 13 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 56,281 Positions 27,040 1,654 546 816 2,185 420 14,976 25,465 3,459 1,928 0 0 7,096 22,552 Changes from: October 27, 2015 Total Change is: 14,539 8,960 84 285 0 -27 0 4,453 13,016 851 1,283 0 0 -1,294 330 Percent of Open Interest Represented by Each Category of Trader 48.0 2.9 1.0 1.4 3.9 0.7 26.6 45.2 6.1 3.4 0.0 0.0 12.6 40.1 Number of Traders in Each Category Total Traders: 48 8 . . . 4 . 14 19 13 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 172,069 Positions 57,461 15,955 5,175 14,431 65,161 2,838 48,184 23,721 15,316 4,368 11,314 3,147 21,149 29,442 Changes from: October 27, 2015 Total Change is: -2,177 1,514 -3,313 1,296 -6,126 -946 -110 -1,793 2,191 588 993 48 215 1,247 -2,145 Percent of Open Interest Represented by Each Category of Trader 33.4 9.3 3.0 8.4 37.9 1.6 28.0 13.8 8.9 2.5 6.6 1.8 12.3 17.1 Number of Traders in Each Category Total Traders: 100 7 6 9 4 19 7 32 20 23 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 231,228 Positions 96,000 1,835 10,923 19,680 70,229 6,367 28,894 79,250 15,168 32,563 3,763 3,329 18,305 40,365 Changes from: October 27, 2015 Total Change is: 9,700 6,933 -53 -1,412 -933 6,790 -1,060 5,558 10,621 -3,413 6,018 -248 -262 -1,730 -1,264 Percent of Open Interest Represented by Each Category of Trader 41.5 0.8 4.7 8.5 30.4 2.8 12.5 34.3 6.6 14.1 1.6 1.4 7.9 17.5 Number of Traders in Each Category Total Traders: 147 12 . 9 12 25 11 26 48 25 8 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 508,356 Positions 127,923 48,120 23,001 87,911 83,551 25,555 42,438 149,265 52,180 88,383 29,160 14,629 46,336 82,895 Changes from: October 27, 2015 Total Change is: 40,694 15,134 -7,124 3,689 6,412 -652 3,555 -4,309 26,858 7,471 8,318 294 1,703 -1,278 4,901 Percent of Open Interest Represented by Each Category of Trader 25.2 9.5 4.5 17.3 16.4 5.0 8.3 29.4 10.3 17.4 5.7 2.9 9.1 16.3 Number of Traders in Each Category Total Traders: 260 19 13 12 28 32 28 24 67 43 33 43 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 164,552 Positions 106,963 11,831 3,434 4,100 26,326 1,434 20,836 43,703 9,749 1,755 30,559 3,131 13,150 34,385 Changes from: October 27, 2015 Total Change is: 7,311 3,741 -7,517 98 213 656 -242 3,731 4,525 1,970 533 2,286 1,987 -4,719 3,548 Percent of Open Interest Represented by Each Category of Trader 65.0 7.2 2.1 2.5 16.0 0.9 12.7 26.6 5.9 1.1 18.6 1.9 8.0 20.9 Number of Traders in Each Category Total Traders: 100 11 5 5 4 12 5 20 27 15 7 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 38,861 Positions 26,262 29,081 5,482 1,117 0 246 3,218 2,735 592 1,142 235 0 802 490 Changes from: October 27, 2015 Total Change is: 5,421 -4 0 5,257 -246 0 246 62 173 0 0 -63 0 106 -192 Percent of Open Interest Represented by Each Category of Trader 67.6 74.8 14.1 2.9 0.0 0.6 8.3 7.0 1.5 2.9 0.6 0.0 2.1 1.3 Number of Traders in Each Category Total Traders: 24 5 6 4 . 0 . . . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 149,215 Positions 54,305 59,800 15,113 8,473 4,093 596 47,329 37,502 15,982 2,709 10,133 102 4,606 5,894 Changes from: October 27, 2015 Total Change is: 12,316 -113 -161 13,422 -2,927 -156 372 3,095 4,237 -2,361 221 -2,723 -134 741 -180 Percent of Open Interest Represented by Each Category of Trader 36.4 40.1 10.1 5.7 2.7 0.4 31.7 25.1 10.7 1.8 6.8 0.1 3.1 3.9 Number of Traders in Each Category Total Traders: 111 4 9 5 5 6 . 22 41 12 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 20,277 Positions 15,534 7,709 5 3,133 0 0 786 9,895 9 0 1,071 0 810 1,588 Changes from: October 27, 2015 Total Change is: -3,005 1,327 -529 -59 450 -177 0 -4,062 387 -604 0 -2,225 0 -57 202 Percent of Open Interest Represented by Each Category of Trader 76.6 38.0 0.0 15.5 0.0 0.0 3.9 48.8 0.0 0.0 5.3 0.0 4.0 7.8 Number of Traders in Each Category Total Traders: 22 . 4 . . 0 0 . 11 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 32,539 Positions 19,123 10,972 22 1,908 6,282 1 8,370 9,090 139 818 1,323 0 2,158 4,710 Changes from: October 27, 2015 Total Change is: 796 663 374 20 -401 580 0 664 -402 7 -136 246 0 -21 -29 Percent of Open Interest Represented by Each Category of Trader 58.8 33.7 0.1 5.9 19.3 0.0 25.7 27.9 0.4 2.5 4.1 0.0 6.6 14.5 Number of Traders in Each Category Total Traders: 62 5 6 . . 5 . 15 21 4 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 7,353 Positions 2,929 0 0 1,843 3,345 69 2,105 2,289 23 0 331 0 384 1,296 Changes from: October 27, 2015 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.8 0.0 0.0 25.1 45.5 0.9 28.6 31.1 0.3 0.0 4.5 0.0 5.2 17.6 Number of Traders in Each Category Total Traders: 21 . 0 0 . 4 . . 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 51,674 Positions 10,407 20,054 4,155 6,101 1,870 454 18,696 9,954 1,947 2,135 3,385 739 7,039 9,117 Changes from: October 27, 2015 Total Change is: 9,932 -699 6,729 1,744 255 15 -92 7,422 1,392 345 -244 -79 33 1,167 -156 Percent of Open Interest Represented by Each Category of Trader 20.1 38.8 8.0 11.8 3.6 0.9 36.2 19.3 3.8 4.1 6.6 1.4 13.6 17.6 Number of Traders in Each Category Total Traders: 107 16 14 5 10 . 4 27 20 8 7 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 103,348 Positions 20,814 40,107 8,311 12,202 3,739 908 37,393 19,908 3,895 4,271 6,769 1,477 14,077 18,233 Changes from: October 27, 2015 Total Change is: 19,863 -1,398 13,459 3,488 509 30 -184 14,845 2,784 691 -487 -158 66 2,335 -312 Percent of Open Interest Represented by Each Category of Trader 20.1 38.8 8.0 11.8 3.6 0.9 36.2 19.3 3.8 4.1 6.6 1.4 13.6 17.6 Number of Traders in Each Category Total Traders: 107 16 14 5 10 . 4 27 20 8 7 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 892,585 Positions 91,397 77,062 57,798 279,786 152,256 65,562 64,347 163,892 174,103 19,473 46,752 42,739 97,380 112,421 Changes from: October 27, 2015 Total Change is: 35,731 1,981 -1,278 9,217 2,397 -555 2,301 -312 -3,430 26,036 -5,369 2,515 4,325 -4,845 -3,400 Percent of Open Interest Represented by Each Category of Trader 10.2 8.6 6.5 31.3 17.1 7.3 7.2 18.4 19.5 2.2 5.2 4.8 10.9 12.6 Number of Traders in Each Category Total Traders: 643 36 43 45 119 73 92 84 136 108 61 90 77 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 183,327 Positions 13,656 20,771 11,323 32,282 23,587 7,620 14,516 15,090 46,628 2,669 6,288 14,037 40,595 37,983 Changes from: October 27, 2015 Total Change is: 19,280 2,578 2,441 2,236 -4,572 803 2,286 765 4,724 10,871 -66 53 2,142 3,040 -6,276 Percent of Open Interest Represented by Each Category of Trader 7.4 11.3 6.2 17.6 12.9 4.2 7.9 8.2 25.4 1.5 3.4 7.7 22.1 20.7 Number of Traders in Each Category Total Traders: 84 6 7 7 16 6 10 13 21 33 7 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 3,546,291 Positions 489,517 382,267 131,562 1,255,883 661,710 271,341 361,250 856,103 525,286 87,325 205,627 140,205 283,921 372,189 Changes from: October 27, 2015 Total Change is: 82,256 15,782 171 16,139 28,271 -13,365 6,653 14,126 -21,259 56,316 -26,759 12,068 11,157 -39,429 14,377 Percent of Open Interest Represented by Each Category of Trader 13.8 10.8 3.7 35.4 18.7 7.7 10.2 24.1 14.8 2.5 5.8 4.0 8.0 10.5 Number of Traders in Each Category Total Traders: 620 34 44 44 113 71 86 79 136 99 57 86 71 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 85,299 Positions 18,763 15,852 890 37,149 53,742 2,010 14,323 6,158 1,742 245 263 0 10,177 4,642 Changes from: October 27, 2015 Total Change is: 1,283 -1,164 5,553 61 441 -2,344 98 1,921 -3,698 994 0 -220 0 -1,068 839 Percent of Open Interest Represented by Each Category of Trader 22.0 18.6 1.0 43.6 63.0 2.4 16.8 7.2 2.0 0.3 0.3 0.0 11.9 5.4 Number of Traders in Each Category Total Traders: 81 6 9 . 28 15 15 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 71,868 Positions 5,081 39,054 592 32,731 8,818 741 19,689 10,878 3,300 3,383 2,345 640 5,713 5,501 Changes from: October 27, 2015 Total Change is: 4,027 -225 1,799 173 1,131 -468 -43 2,001 2,009 490 138 23 43 320 1 Percent of Open Interest Represented by Each Category of Trader 7.1 54.3 0.8 45.5 12.3 1.0 27.4 15.1 4.6 4.7 3.3 0.9 7.9 7.7 Number of Traders in Each Category Total Traders: 238 14 24 9 39 20 8 53 38 22 22 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 359,342 Positions 25,403 195,268 2,959 163,653 44,092 3,706 98,446 54,391 16,498 16,916 11,727 3,198 28,564 27,504 Changes from: October 27, 2015 Total Change is: 20,133 -1,127 8,994 864 5,653 -2,342 -214 10,004 10,046 2,451 688 116 214 1,599 4 Percent of Open Interest Represented by Each Category of Trader 7.1 54.3 0.8 45.5 12.3 1.0 27.4 15.1 4.6 4.7 3.3 0.9 7.9 7.7 Number of Traders in Each Category Total Traders: 238 14 24 9 39 20 8 53 38 22 22 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 376,084 Positions 135,866 42,611 1,114 110,119 181,108 18,115 72,818 100,056 7,425 9,724 9,442 149 20,754 16,065 Changes from: October 27, 2015 Total Change is: -3,154 -925 6,614 566 -1,951 -4,698 152 -6,118 -9,125 1,623 -1,867 -436 -28 5,394 2,179 Percent of Open Interest Represented by Each Category of Trader 36.1 11.3 0.3 29.3 48.2 4.8 19.4 26.6 2.0 2.6 2.5 0.0 5.5 4.3 Number of Traders in Each Category Total Traders: 262 17 14 . 51 49 24 37 57 18 16 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 51,565 Positions 3,256 8,079 0 24,084 0 255 8,204 21,041 459 7,010 14,597 8 8,289 7,126 Changes from: October 27, 2015 Total Change is: -981 15 2,186 0 -2,269 0 -33 50 -2,043 233 625 -197 0 398 -1,127 Percent of Open Interest Represented by Each Category of Trader 6.3 15.7 0.0 46.7 0.0 0.5 15.9 40.8 0.9 13.6 28.3 0.0 16.1 13.8 Number of Traders in Each Category Total Traders: 61 4 7 0 19 0 4 10 11 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 94,069 Positions 13,027 16,305 3,461 13,020 4,321 978 43,809 16,111 1,337 7,663 1,330 75 10,699 50,151 Changes from: October 27, 2015 Total Change is: 800 393 -4,587 1,942 146 3,488 -89 -1,882 2,070 515 -68 205 0 -157 -2,744 Percent of Open Interest Represented by Each Category of Trader 13.8 17.3 3.7 13.8 4.6 1.0 46.6 17.1 1.4 8.1 1.4 0.1 11.4 53.3 Number of Traders in Each Category Total Traders: 92 18 7 5 11 . . 35 11 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 154,545 Positions 6,328 91,898 296 90,878 39,177 8,408 34,663 5,942 3,402 2,917 2,023 0 7,653 3,399 Changes from: October 27, 2015 Total Change is: -1,568 1,250 1,057 -5 -2,497 -2,282 -97 -520 -721 441 -535 176 0 395 -137 Percent of Open Interest Represented by Each Category of Trader 4.1 59.5 0.2 58.8 25.3 5.4 22.4 3.8 2.2 1.9 1.3 0.0 5.0 2.2 Number of Traders in Each Category Total Traders: 109 5 14 . 39 21 19 13 6 4 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 489,792 Positions 51,490 195,449 1,038 209,056 127,261 74,911 104,681 52,544 8,009 21,493 18,662 1,893 17,221 10,025 Changes from: October 27, 2015 Total Change is: -12,973 -16,026 2,089 -822 5,906 -4,424 710 -5,989 -8,968 1,059 1,229 -1,052 -146 1,106 -1,419 Percent of Open Interest Represented by Each Category of Trader 10.5 39.9 0.2 42.7 26.0 15.3 21.4 10.7 1.6 4.4 3.8 0.4 3.5 2.0 Number of Traders in Each Category Total Traders: 252 21 23 5 62 39 33 34 31 15 27 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 578,994 Positions 4,703 32,858 22,540 199,961 129,344 67,016 53,220 66,036 51,673 5,243 39,381 18,751 155,888 151,394 Changes from: October 27, 2015 Total Change is: 22,129 777 -12,230 4,342 160 -524 367 9,910 6,001 5,457 1,392 2,872 5,345 -5,619 10,499 Percent of Open Interest Represented by Each Category of Trader 0.8 5.7 3.9 34.5 22.3 11.6 9.2 11.4 8.9 0.9 6.8 3.2 26.9 26.1 Number of Traders in Each Category Total Traders: 139 . 12 9 37 18 32 19 31 29 5 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 630,069 Positions 10,834 65,508 120 348,673 101,811 86,194 29,596 251,892 18,645 17,136 10,512 595 118,276 94,792 Changes from: October 27, 2015 Total Change is: -7,051 -1,051 -13,080 -111 -9,378 1,330 2,297 4,938 -1,252 -625 1,894 210 0 -5,015 4,181 Percent of Open Interest Represented by Each Category of Trader 1.7 10.4 0.0 55.3 16.2 13.7 4.7 40.0 3.0 2.7 1.7 0.1 18.8 15.0 Number of Traders in Each Category Total Traders: 95 . 7 . 40 12 32 10 15 12 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,147,881 Positions 53,748 88,945 12,286 260,396 351,913 113,650 313,523 208,923 93,388 163,201 122,593 8,899 128,790 147,285 Changes from: October 27, 2015 Total Change is: -45,087 19,441 -12,352 2,431 1,221 -16,433 -770 -59,487 -26,265 -686 -7,575 -867 -222 559 10,075 Percent of Open Interest Represented by Each Category of Trader 4.7 7.7 1.1 22.7 30.7 9.9 27.3 18.2 8.1 14.2 10.7 0.8 11.2 12.8 Number of Traders in Each Category Total Traders: 264 13 25 10 43 47 40 44 35 36 18 39 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,196,075 Positions 113,866 168,779 173,983 1,017,639 814,442 422,815 381,615 586,830 291,313 334,611 191,345 91,300 368,933 455,269 Changes from: October 27, 2015 Total Change is: 70,363 12,274 -44,389 40,254 -63,115 -19,311 67,247 -78,720 -49,286 47,178 51,696 -2,034 8,169 -14,620 22,535 Percent of Open Interest Represented by Each Category of Trader 3.6 5.3 5.4 31.8 25.5 13.2 11.9 18.4 9.1 10.5 6.0 2.9 11.5 14.2 Number of Traders in Each Category Total Traders: 371 20 29 40 52 77 74 56 65 79 33 39 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,577,423 Positions 75,154 185,179 59,863 1,072,817 493,724 297,888 395,312 769,239 203,732 161,282 180,874 32,663 278,712 354,261 Changes from: October 27, 2015 Total Change is: -10,500 33,483 -57,123 591 -74,921 31,831 5,271 -39,840 -33,509 59,704 35,055 -33,759 870 -30,715 15,623 Percent of Open Interest Represented by Each Category of Trader 2.9 7.2 2.3 41.6 19.2 11.6 15.3 29.8 7.9 6.3 7.0 1.3 10.8 13.7 Number of Traders in Each Category Total Traders: 285 12 29 27 42 46 52 49 49 57 19 39 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 745,070 Positions 246,265 212,821 219,867 7,611 8,175 14,625 114,484 69,762 92,050 1,587 48,595 27,658 20,923 51,516 Changes from: October 27, 2015 Total Change is: -190,738 10,178 -76,808 -33,415 -49,126 -1,425 -7,686 -92,011 -35,504 -13,716 -648 -8,054 -415 -3,899 -13,714 Percent of Open Interest Represented by Each Category of Trader 33.1 28.6 29.5 1.0 1.1 2.0 15.4 9.4 12.4 0.2 6.5 3.7 2.8 6.9 Number of Traders in Each Category Total Traders: 116 12 37 37 . 4 . 13 31 26 . 14 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is19,237,525 Positions 2,630,605 1,316,629 4,259,702 421,333 1,808,038 489,911 1,517,072 1,000,467 7,372,680 434,108 529,027 1,282,749 829,365 1,178,322 Changes from: October 27, 2015 Total Change is: 466,656 353,436 -77,429 45,805 1,852 -17,100 -23,506 -33,315 210,582 309,538 -58,983 111,837 -77,028 -51,143 -16,043 Percent of Open Interest Represented by Each Category of Trader 13.7 6.8 22.1 2.2 9.4 2.5 7.9 5.2 38.3 2.3 2.7 6.7 4.3 6.1 Number of Traders in Each Category Total Traders: 327 35 55 88 10 29 28 52 81 109 19 41 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 41,647 Positions 12,030 878 0 560 16,588 30 26,056 16,688 0 2,592 7,081 284 95 98 Changes from: October 27, 2015 Total Change is: -1,328 -354 0 0 0 -831 0 -1,047 -630 0 8 29 74 -9 30 Percent of Open Interest Represented by Each Category of Trader 28.9 2.1 0.0 1.3 39.8 0.1 62.6 40.1 0.0 6.2 17.0 0.7 0.2 0.2 Number of Traders in Each Category Total Traders: 48 4 . 0 . 8 . 6 10 0 4 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 39,357 Positions 13,109 80 20 0 18,172 1 24,794 10,555 0 1,290 10,478 0 143 51 Changes from: October 27, 2015 Total Change is: -13 -2,965 -85 20 0 192 0 2,755 -107 0 207 -42 0 -30 9 Percent of Open Interest Represented by Each Category of Trader 33.3 0.2 0.1 0.0 46.2 0.0 63.0 26.8 0.0 3.3 26.6 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 41 5 . . 0 10 . 9 5 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 77,133 Positions 3,474 56,282 203 17,819 0 1,120 18,914 10,351 2,892 22,866 3,602 204 9,641 2,479 Changes from: October 27, 2015 Total Change is: 1,429 128 1,599 32 414 0 -65 488 -2,665 685 -84 1,171 19 -188 653 Percent of Open Interest Represented by Each Category of Trader 4.5 73.0 0.3 23.1 0.0 1.5 24.5 13.4 3.7 29.6 4.7 0.3 12.5 3.2 Number of Traders in Each Category Total Traders: 158 7 . . 12 0 . 44 14 13 67 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 321,131 Positions 46,692 75,319 16,992 47,637 35,865 44,546 74,002 55,436 46,773 8,589 6,362 12,528 23,372 27,310 Changes from: October 27, 2015 Total Change is: 8,791 2,908 -6,058 -31 7,016 2,361 -91 2,901 11,021 228 -2,204 2,250 530 -2,466 -1,419 Percent of Open Interest Represented by Each Category of Trader 14.5 23.5 5.3 14.8 11.2 13.9 23.0 17.3 14.6 2.7 2.0 3.9 7.3 8.5 Number of Traders in Each Category Total Traders: 176 15 11 21 12 16 6 40 41 50 16 17 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 18,592 Positions 224 3,058 0 3,789 1,755 1,353 10,978 11,405 386 1,508 590 0 354 45 Changes from: October 27, 2015 Total Change is: 481 -87 0 0 -331 634 34 213 -191 0 641 2 0 11 2 Percent of Open Interest Represented by Each Category of Trader 1.2 16.4 0.0 20.4 9.4 7.3 59.0 61.3 2.1 8.1 3.2 0.0 1.9 0.2 Number of Traders in Each Category Total Traders: 34 . . 0 5 . . 10 7 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 6, 2015