Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 145,383 Positions 43,465 14,625 4,237 28,387 41,373 1,391 20,879 34,724 7,550 17,284 1,299 637 21,553 39,547 Changes from: November 3, 2015 Total Change is: 13,207 132 -3,282 880 1,027 10,972 -400 11,641 2,965 -1,312 2,132 -260 2 -895 3,641 Percent of Open Interest Represented by Each Category of Trader 29.9 10.1 2.9 19.5 28.5 1.0 14.4 23.9 5.2 11.9 0.9 0.4 14.8 27.2 Number of Traders in Each Category Total Traders: 82 7 4 8 6 10 4 17 22 12 12 4 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 64,924 Positions 35,039 1,887 607 816 1,709 420 15,735 29,330 4,710 0 0 0 7,597 26,261 Changes from: November 3, 2015 Total Change is: 8,643 7,999 233 61 0 -476 0 759 3,865 1,251 -1,928 0 0 501 3,709 Percent of Open Interest Represented by Each Category of Trader 54.0 2.9 0.9 1.3 2.6 0.6 24.2 45.2 7.3 0.0 0.0 0.0 11.7 40.4 Number of Traders in Each Category Total Traders: 45 8 . . . . . 14 18 12 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 195,623 Positions 76,653 6,153 8,052 8,599 63,560 2,868 49,224 41,471 17,664 9,838 12,190 2,651 20,074 41,014 Changes from: November 3, 2015 Total Change is: 23,554 19,192 -9,801 2,877 -5,832 -1,601 30 1,040 17,750 2,348 5,471 876 -496 -1,076 11,572 Percent of Open Interest Represented by Each Category of Trader 39.2 3.1 4.1 4.4 32.5 1.5 25.2 21.2 9.0 5.0 6.2 1.4 10.3 21.0 Number of Traders in Each Category Total Traders: 110 9 7 13 4 20 8 27 29 22 6 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 264,476 Positions 135,089 6,252 7,246 19,513 69,362 6,576 25,502 101,278 16,651 32,539 4,195 3,214 18,147 49,702 Changes from: November 3, 2015 Total Change is: 33,248 39,089 4,417 -3,677 -167 -866 209 -3,392 22,028 1,484 -24 432 -115 -158 9,337 Percent of Open Interest Represented by Each Category of Trader 51.1 2.4 2.7 7.4 26.2 2.5 9.6 38.3 6.3 12.3 1.6 1.2 6.9 18.8 Number of Traders in Each Category Total Traders: 138 9 5 8 10 26 11 21 49 23 4 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 525,055 Positions 127,380 30,316 29,636 86,065 80,323 24,206 46,901 171,859 52,610 95,814 28,893 14,030 48,414 93,182 Changes from: November 3, 2015 Total Change is: 16,699 -543 -17,804 6,635 -1,846 -3,228 -1,350 4,463 22,593 430 7,431 -267 -598 2,078 10,287 Percent of Open Interest Represented by Each Category of Trader 24.3 5.8 5.6 16.4 15.3 4.6 8.9 32.7 10.0 18.2 5.5 2.7 9.2 17.7 Number of Traders in Each Category Total Traders: 269 19 13 13 30 33 30 27 74 42 31 41 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 170,165 Positions 115,488 2,936 3,053 3,803 34,377 1,071 20,845 47,542 8,746 1,469 29,548 1,044 14,645 41,848 Changes from: November 3, 2015 Total Change is: 5,613 8,524 -8,895 -381 -296 8,051 -363 9 3,839 -1,003 -286 -1,012 -2,086 1,496 7,463 Percent of Open Interest Represented by Each Category of Trader 67.9 1.7 1.8 2.2 20.2 0.6 12.2 27.9 5.1 0.9 17.4 0.6 8.6 24.6 Number of Traders in Each Category Total Traders: 99 12 . 7 . 12 4 22 28 15 5 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 42,724 Positions 25,931 29,681 8,982 2,063 0 0 3,268 2,588 592 1,131 382 0 757 499 Changes from: November 3, 2015 Total Change is: 3,863 -331 600 3,500 946 0 -246 50 -147 0 -11 147 0 -45 9 Percent of Open Interest Represented by Each Category of Trader 60.7 69.5 21.0 4.8 0.0 0.0 7.6 6.1 1.4 2.6 0.9 0.0 1.8 1.2 Number of Traders in Each Category Total Traders: 25 5 6 5 . 0 0 . 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 158,833 Positions 53,470 58,196 16,100 24,754 4,509 811 41,988 46,467 15,617 2,210 10,333 93 3,790 6,707 Changes from: November 3, 2015 Total Change is: 9,618 -835 -1,604 987 16,281 416 215 -5,341 8,965 -365 -499 200 -9 -816 813 Percent of Open Interest Represented by Each Category of Trader 33.7 36.6 10.1 15.6 2.8 0.5 26.4 29.3 9.8 1.4 6.5 0.1 2.4 4.2 Number of Traders in Each Category Total Traders: 111 . 10 6 . 7 . 15 50 11 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 22,705 Positions 15,405 10,889 5 3,743 0 0 2,491 8,688 80 108 1,710 0 873 1,333 Changes from: November 3, 2015 Total Change is: 2,428 -129 3,180 0 610 0 0 1,705 -1,207 71 108 639 0 63 -255 Percent of Open Interest Represented by Each Category of Trader 67.8 48.0 0.0 16.5 0.0 0.0 11.0 38.3 0.4 0.5 7.5 0.0 3.8 5.9 Number of Traders in Each Category Total Traders: 28 . 4 . . 0 0 . 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 33,719 Positions 19,289 10,059 22 1,566 6,620 1 9,213 10,042 396 943 941 0 2,289 5,638 Changes from: November 3, 2015 Total Change is: 1,180 166 -913 0 -342 338 0 843 952 257 125 -382 0 131 928 Percent of Open Interest Represented by Each Category of Trader 57.2 29.8 0.1 4.6 19.6 0.0 27.3 29.8 1.2 2.8 2.8 0.0 6.8 16.7 Number of Traders in Each Category Total Traders: 63 6 5 . . 6 . 15 21 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 7,754 Positions 2,929 0 0 1,823 3,345 89 2,412 2,372 63 0 432 0 438 1,453 Changes from: November 3, 2015 Total Change is: 401 0 0 0 -20 0 20 307 83 40 0 101 0 54 157 Percent of Open Interest Represented by Each Category of Trader 37.8 0.0 0.0 23.5 43.1 1.1 31.1 30.6 0.8 0.0 5.6 0.0 5.6 18.7 Number of Traders in Each Category Total Traders: 23 . 0 0 . 4 . 4 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 55,433 Positions 10,276 27,669 3,802 5,543 1,911 409 23,097 6,023 2,603 2,290 3,031 646 6,768 9,340 Changes from: November 3, 2015 Total Change is: 3,759 -131 7,615 -354 -559 42 -46 4,401 -3,931 656 155 -354 -93 -271 223 Percent of Open Interest Represented by Each Category of Trader 18.5 49.9 6.9 10.0 3.4 0.7 41.7 10.9 4.7 4.1 5.5 1.2 12.2 16.8 Number of Traders in Each Category Total Traders: 110 16 15 5 9 . 4 33 14 10 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 110,866 Positions 20,552 55,338 7,604 11,085 3,822 817 46,194 12,047 5,206 4,580 6,061 1,292 13,535 18,679 Changes from: November 3, 2015 Total Change is: 7,518 -262 15,231 -707 -1,117 83 -91 8,802 -7,862 1,311 309 -708 -185 -542 446 Percent of Open Interest Represented by Each Category of Trader 18.5 49.9 6.9 10.0 3.4 0.7 41.7 10.9 4.7 4.1 5.5 1.2 12.2 16.8 Number of Traders in Each Category Total Traders: 110 16 15 5 9 . 4 33 14 10 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 891,953 Positions 103,557 73,762 57,212 264,199 153,533 64,047 72,837 173,490 163,440 17,249 50,584 43,573 105,839 112,313 Changes from: November 3, 2015 Total Change is: -632 12,160 -3,300 -586 -15,587 1,277 -1,515 8,490 9,597 -10,663 -2,224 3,832 834 8,459 -108 Percent of Open Interest Represented by Each Category of Trader 11.6 8.3 6.4 29.6 17.2 7.2 8.2 19.5 18.3 1.9 5.7 4.9 11.9 12.6 Number of Traders in Each Category Total Traders: 656 36 41 43 118 75 94 86 137 110 69 92 90 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 175,025 Positions 18,587 19,059 11,375 28,923 22,582 6,589 12,645 13,316 40,461 2,532 5,256 14,305 39,607 42,082 Changes from: November 3, 2015 Total Change is: -8,302 4,931 -1,712 52 -3,360 -1,005 -1,031 -1,870 -1,774 -6,167 -137 -1,032 268 -988 4,099 Percent of Open Interest Represented by Each Category of Trader 10.6 10.9 6.5 16.5 12.9 3.8 7.2 7.6 23.1 1.4 3.0 8.2 22.6 24.0 Number of Traders in Each Category Total Traders: 83 6 8 7 14 6 8 15 19 33 6 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 3,584,639 Positions 529,314 377,979 124,720 1,188,342 666,719 275,324 411,355 911,265 504,500 76,691 229,743 143,236 331,158 351,154 Changes from: November 3, 2015 Total Change is: 38,348 39,797 -4,288 -6,843 -67,541 5,009 3,983 50,105 55,162 -20,786 -10,634 24,116 3,030 47,237 -21,035 Percent of Open Interest Represented by Each Category of Trader 14.8 10.5 3.5 33.2 18.6 7.7 11.5 25.4 14.1 2.1 6.4 4.0 9.2 9.8 Number of Traders in Each Category Total Traders: 634 35 41 42 113 73 90 86 132 102 67 87 83 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 85,642 Positions 18,406 15,858 940 38,213 54,088 1,923 14,591 7,305 1,095 245 263 0 10,229 4,170 Changes from: November 3, 2015 Total Change is: 343 -357 6 50 1,064 346 -87 268 1,147 -647 0 0 0 52 -472 Percent of Open Interest Represented by Each Category of Trader 21.5 18.5 1.1 44.6 63.2 2.2 17.0 8.5 1.3 0.3 0.3 0.0 11.9 4.9 Number of Traders in Each Category Total Traders: 85 6 8 . 30 15 15 12 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 76,688 Positions 5,230 44,011 767 32,159 8,521 904 23,980 11,539 3,166 3,185 2,236 771 6,526 4,773 Changes from: November 3, 2015 Total Change is: 4,819 150 4,957 175 -572 -298 163 4,291 661 -134 -199 -109 131 813 -727 Percent of Open Interest Represented by Each Category of Trader 6.8 57.4 1.0 41.9 11.1 1.2 31.3 15.0 4.1 4.2 2.9 1.0 8.5 6.2 Number of Traders in Each Category Total Traders: 244 13 23 10 37 20 9 62 39 22 22 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 383,438 Positions 26,152 220,054 3,835 160,794 42,604 4,520 119,902 57,695 15,828 15,923 11,182 3,853 32,630 23,867 Changes from: November 3, 2015 Total Change is: 24,096 749 24,787 876 -2,859 -1,489 814 21,456 3,303 -669 -993 -545 655 4,066 -3,637 Percent of Open Interest Represented by Each Category of Trader 6.8 57.4 1.0 41.9 11.1 1.2 31.3 15.0 4.1 4.2 2.9 1.0 8.5 6.2 Number of Traders in Each Category Total Traders: 244 13 23 10 37 20 9 62 39 22 22 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 378,805 Positions 135,955 45,859 2,284 111,098 172,800 17,873 72,640 97,842 10,742 8,709 14,629 785 18,719 15,990 Changes from: November 3, 2015 Total Change is: 2,721 89 3,248 1,170 979 -8,308 -242 -177 -2,213 3,317 -1,015 5,188 636 -2,035 -74 Percent of Open Interest Represented by Each Category of Trader 35.9 12.1 0.6 29.3 45.6 4.7 19.2 25.8 2.8 2.3 3.9 0.2 4.9 4.2 Number of Traders in Each Category Total Traders: 266 19 15 . 52 50 24 37 55 18 15 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 52,595 Positions 2,506 9,143 0 24,204 1,234 407 8,806 19,904 18 7,879 14,819 8 8,767 7,062 Changes from: November 3, 2015 Total Change is: 1,030 -750 1,064 0 120 1,234 152 602 -1,137 -441 869 222 0 478 -64 Percent of Open Interest Represented by Each Category of Trader 4.8 17.4 0.0 46.0 2.3 0.8 16.7 37.8 0.0 15.0 28.2 0.0 16.7 13.4 Number of Traders in Each Category Total Traders: 64 4 7 0 19 . 4 12 11 . 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 91,161 Positions 10,174 21,011 1,334 13,159 4,554 1,341 47,114 11,487 909 7,852 1,603 77 9,201 48,845 Changes from: November 3, 2015 Total Change is: -2,908 -2,853 4,706 -2,127 139 233 363 3,305 -4,624 -428 189 273 2 -1,498 -1,306 Percent of Open Interest Represented by Each Category of Trader 11.2 23.0 1.5 14.4 5.0 1.5 51.7 12.6 1.0 8.6 1.8 0.1 10.1 53.6 Number of Traders in Each Category Total Traders: 89 14 9 . 11 . 4 34 12 8 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 161,151 Positions 7,697 97,287 361 95,657 40,360 8,297 36,399 6,262 3,032 2,917 2,023 0 6,791 3,529 Changes from: November 3, 2015 Total Change is: 6,606 1,369 5,389 65 4,779 1,183 -111 1,736 320 -370 0 0 0 -862 130 Percent of Open Interest Represented by Each Category of Trader 4.8 60.4 0.2 59.4 25.0 5.1 22.6 3.9 1.9 1.8 1.3 0.0 4.2 2.2 Number of Traders in Each Category Total Traders: 109 5 14 . 40 21 19 13 5 4 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 461,996 Positions 48,743 185,407 1,206 193,776 123,410 71,071 91,111 37,738 9,851 28,352 15,460 2,269 15,617 15,584 Changes from: November 3, 2015 Total Change is: -27,796 -2,747 -10,042 168 -15,280 -3,851 -3,840 -13,570 -14,806 1,842 6,859 -3,202 376 -1,604 5,559 Percent of Open Interest Represented by Each Category of Trader 10.6 40.1 0.3 41.9 26.7 15.4 19.7 8.2 2.1 6.1 3.3 0.5 3.4 3.4 Number of Traders in Each Category Total Traders: 255 23 21 4 61 41 36 33 32 14 29 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 583,228 Positions 3,082 34,738 25,571 208,501 123,276 66,936 43,668 56,643 61,877 5,668 41,699 27,097 140,828 145,392 Changes from: November 3, 2015 Total Change is: 4,234 -1,621 1,880 3,031 8,540 -6,069 -80 -9,551 -9,394 10,204 426 2,319 8,345 -15,059 -6,002 Percent of Open Interest Represented by Each Category of Trader 0.5 6.0 4.4 35.7 21.1 11.5 7.5 9.7 10.6 1.0 7.1 4.6 24.1 24.9 Number of Traders in Each Category Total Traders: 147 4 14 11 35 23 34 25 26 34 7 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 620,391 Positions 9,276 55,274 731 344,466 110,745 84,679 30,232 239,003 20,464 9,723 9,792 595 120,225 99,108 Changes from: November 3, 2015 Total Change is: -9,678 -1,558 -10,234 611 -4,207 8,934 -1,515 636 -12,889 1,819 -7,413 -720 0 1,949 4,316 Percent of Open Interest Represented by Each Category of Trader 1.5 8.9 0.1 55.5 17.9 13.6 4.9 38.5 3.3 1.6 1.6 0.1 19.4 16.0 Number of Traders in Each Category Total Traders: 91 . 7 4 39 14 32 8 14 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 1,151,508 Positions 62,584 106,050 10,542 240,359 322,336 121,086 319,289 222,332 93,282 174,574 112,733 8,931 120,861 154,216 Changes from: November 3, 2015 Total Change is: 3,627 8,836 17,105 -1,744 -20,037 -29,577 7,436 5,766 13,410 -106 11,372 -9,860 32 -7,928 6,931 Percent of Open Interest Represented by Each Category of Trader 5.4 9.2 0.9 20.9 28.0 10.5 27.7 19.3 8.1 15.2 9.8 0.8 10.5 13.4 Number of Traders in Each Category Total Traders: 271 11 32 12 45 42 39 44 40 41 22 35 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 3,205,120 Positions 77,399 167,090 206,387 898,009 786,836 446,450 362,748 502,444 398,387 384,278 133,114 82,469 348,992 481,942 Changes from: November 3, 2015 Total Change is: 9,045 -36,467 -1,689 32,404 -119,630 -27,606 23,635 -18,866 -84,385 107,074 49,666 -58,231 -8,831 -19,941 26,673 Percent of Open Interest Represented by Each Category of Trader 2.4 5.2 6.4 28.0 24.5 13.9 11.3 15.7 12.4 12.0 4.2 2.6 10.9 15.0 Number of Traders in Each Category Total Traders: 364 17 33 38 51 74 73 51 68 78 34 36 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 2,628,793 Positions 47,179 233,266 86,379 1,072,936 500,054 304,803 339,875 666,176 271,859 191,195 170,784 31,757 282,810 363,715 Changes from: November 3, 2015 Total Change is: 51,370 -27,975 48,087 26,516 119 6,330 6,915 -55,437 -103,063 68,127 29,913 -10,090 -906 4,098 9,454 Percent of Open Interest Represented by Each Category of Trader 1.8 8.9 3.3 40.8 19.0 11.6 12.9 25.3 10.3 7.3 6.5 1.2 10.8 13.8 Number of Traders in Each Category Total Traders: 288 11 32 29 43 50 55 38 59 56 18 37 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 791,026 Positions 263,827 228,537 237,007 900 32,900 750 126,465 60,341 103,833 2,968 44,227 35,751 19,525 47,681 Changes from: November 3, 2015 Total Change is: 45,956 17,562 15,716 17,140 -6,711 24,725 -13,875 11,981 -9,422 11,783 1,381 -4,367 8,093 -1,398 -3,835 Percent of Open Interest Represented by Each Category of Trader 33.4 28.9 30.0 0.1 4.2 0.1 16.0 7.6 13.1 0.4 5.6 4.5 2.5 6.0 Number of Traders in Each Category Total Traders: 120 13 36 39 . 5 . 17 24 27 . 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 is19,348,543 Positions 2,877,624 1,236,411 4,196,492 455,468 1,746,892 476,231 1,323,583 1,248,780 7,572,073 434,963 464,349 1,250,920 761,188 1,156,395 Changes from: November 3, 2015 Total Change is: 111,018 247,019 -80,218 -63,209 34,135 -61,147 -13,680 -193,489 248,312 199,394 854 -64,678 -31,828 -68,177 -21,928 Percent of Open Interest Represented by Each Category of Trader 14.9 6.4 21.7 2.4 9.0 2.5 6.8 6.5 39.1 2.2 2.4 6.5 3.9 6.0 Number of Traders in Each Category Total Traders: 321 35 51 84 10 30 28 56 77 106 19 37 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 38,092 Positions 8,375 878 0 510 15,851 30 26,123 13,963 0 2,608 6,964 330 116 76 Changes from: November 3, 2015 Total Change is: -3,555 -3,655 0 0 -50 -737 0 67 -2,725 0 16 -117 46 21 -22 Percent of Open Interest Represented by Each Category of Trader 22.0 2.3 0.0 1.3 41.6 0.1 68.6 36.7 0.0 6.8 18.3 0.9 0.3 0.2 Number of Traders in Each Category Total Traders: 47 4 . 0 . 8 . 7 9 0 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 34,725 Positions 11,502 492 0 0 15,551 1 22,106 9,344 0 959 9,256 0 157 81 Changes from: November 3, 2015 Total Change is: -4,632 -1,607 412 -20 0 -2,621 0 -2,688 -1,211 0 -331 -1,222 0 14 30 Percent of Open Interest Represented by Each Category of Trader 33.1 1.4 0.0 0.0 44.8 0.0 63.7 26.9 0.0 2.8 26.7 0.0 0.5 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 0 10 . 7 6 0 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 84,781 Positions 3,172 58,462 255 19,269 0 1,592 19,873 16,704 1,455 27,081 3,819 196 11,888 2,298 Changes from: November 3, 2015 Total Change is: 7,648 -302 2,180 52 1,450 0 472 959 6,354 -1,437 4,215 217 -8 2,248 -181 Percent of Open Interest Represented by Each Category of Trader 3.7 69.0 0.3 22.7 0.0 1.9 23.4 19.7 1.7 31.9 4.5 0.2 14.0 2.7 Number of Traders in Each Category Total Traders: 177 8 . . 15 0 . 48 15 11 76 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 324,542 Positions 58,657 76,558 14,443 50,984 35,683 40,926 69,591 67,217 46,495 10,969 6,893 9,627 22,850 26,700 Changes from: November 3, 2015 Total Change is: 3,411 11,965 1,239 -2,549 3,347 -182 -3,620 -4,411 11,781 -278 2,380 531 -2,901 -522 -610 Percent of Open Interest Represented by Each Category of Trader 18.1 23.6 4.5 15.7 11.0 12.6 21.4 20.7 14.3 3.4 2.1 3.0 7.0 8.2 Number of Traders in Each Category Total Traders: 177 15 12 17 13 17 8 36 39 44 14 22 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 17,582 Positions 212 3,058 0 3,182 2,235 1,313 11,416 9,123 386 718 1,440 0 355 27 Changes from: November 3, 2015 Total Change is: -1,010 -12 0 0 -607 480 -40 438 -2,282 0 -790 850 0 1 -18 Percent of Open Interest Represented by Each Category of Trader 1.2 17.4 0.0 18.1 12.7 7.5 64.9 51.9 2.2 4.1 8.2 0.0 2.0 0.2 Number of Traders in Each Category Total Traders: 32 . . 0 5 . . 9 6 . 4 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 13, 2015