Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 154,241
Positions
50,545 9,636 3,919 28,550 48,584 1,691 21,480 35,702 8,394 17,341 2,270 658 21,664 43,388
Changes from: November 10, 2015 Total Change is: 8,858
7,080 -4,990 -319 162 7,211 300 601 977 843 57 971 22 112 3,841
Percent of Open Interest Represented by Each Category of Trader
32.8 6.2 2.5 18.5 31.5 1.1 13.9 23.1 5.4 11.2 1.5 0.4 14.0 28.1
Number of Traders in Each Category Total Traders: 86
8 . 9 6 10 4 17 25 13 13 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 73,351
Positions
42,770 1,890 574 816 1,677 420 15,254 35,560 5,867 0 0 0 7,650 27,363
Changes from: November 10, 2015 Total Change is: 8,427
7,731 3 -33 0 -32 0 -481 6,230 1,157 0 0 0 52 1,102
Percent of Open Interest Represented by Each Category of Trader
58.3 2.6 0.8 1.1 2.3 0.6 20.8 48.5 8.0 0.0 0.0 0.0 10.4 37.3
Number of Traders in Each Category Total Traders: 46
8 . . . . . 14 19 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 197,601
Positions
83,758 6,350 7,699 4,900 68,740 3,477 48,717 39,753 18,386 10,199 12,637 2,018 18,446 38,540
Changes from: November 10, 2015 Total Change is: 1,978
7,105 197 -354 -3,699 5,180 609 -507 -1,718 723 361 447 -633 -1,627 -2,474
Percent of Open Interest Represented by Each Category of Trader
42.4 3.2 3.9 2.5 34.8 1.8 24.7 20.1 9.3 5.2 6.4 1.0 9.3 19.5
Number of Traders in Each Category Total Traders: 111
10 7 13 . 20 7 30 28 20 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 281,420
Positions
150,350 3,927 9,530 19,975 75,941 6,820 23,471 108,656 17,429 32,452 4,161 3,213 18,179 51,742
Changes from: November 10, 2015 Total Change is: 16,944
15,262 -2,325 2,284 462 6,579 245 -2,031 7,378 778 -86 -34 -1 31 2,040
Percent of Open Interest Represented by Each Category of Trader
53.4 1.4 3.4 7.1 27.0 2.4 8.3 38.6 6.2 11.5 1.5 1.1 6.5 18.4
Number of Traders in Each Category Total Traders: 143
12 5 8 12 25 12 21 48 22 6 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 549,229
Positions
144,930 26,804 32,738 87,482 87,071 23,347 46,900 179,020 59,616 88,403 31,956 15,001 50,811 93,675
Changes from: November 10, 2015 Total Change is: 24,174
17,550 -3,512 3,102 1,418 6,748 -859 -1 7,162 7,006 -7,411 3,063 971 2,397 493
Percent of Open Interest Represented by Each Category of Trader
26.4 4.9 6.0 15.9 15.9 4.3 8.5 32.6 10.9 16.1 5.8 2.7 9.3 17.1
Number of Traders in Each Category Total Traders: 269
20 12 13 30 32 29 25 70 39 32 46 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 175,947
Positions
123,211 2,502 2,150 3,739 43,242 1,351 18,625 48,798 6,912 2,738 31,604 1,095 16,126 38,294
Changes from: November 10, 2015 Total Change is: 5,782
7,723 -434 -903 -64 8,865 280 -2,220 1,257 -1,835 1,269 2,056 51 1,481 -3,554
Percent of Open Interest Represented by Each Category of Trader
70.0 1.4 1.2 2.1 24.6 0.8 10.6 27.7 3.9 1.6 18.0 0.6 9.2 21.8
Number of Traders in Each Category Total Traders: 103
13 . 7 . 12 4 21 34 16 8 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 38,344
Positions
28,842 31,946 2,655 2,513 0 0 2,024 2,258 592 921 113 0 797 780
Changes from: November 10, 2015 Total Change is: -4,380
2,911 2,265 -6,327 450 0 0 -1,244 -330 0 -210 -269 0 40 281
Percent of Open Interest Represented by Each Category of Trader
75.2 83.3 6.9 6.6 0.0 0.0 5.3 5.9 1.5 2.4 0.3 0.0 2.1 2.0
Number of Traders in Each Category Total Traders: 23
4 6 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 181,795
Positions
53,369 63,338 15,670 50,521 4,485 811 40,265 64,804 15,326 2,605 10,500 112 3,115 6,748
Changes from: November 10, 2015 Total Change is: 22,962
-101 5,142 -430 25,767 -24 0 -1,723 18,337 -290 395 167 19 -675 41
Percent of Open Interest Represented by Each Category of Trader
29.4 34.8 8.6 27.8 2.5 0.4 22.1 35.6 8.4 1.4 5.8 0.1 1.7 3.7
Number of Traders in Each Category Total Traders: 115
. 9 4 . 7 . 16 51 14 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 26,585
Positions
14,579 13,798 5 3,793 0 0 7,172 9,805 62 0 1,583 0 974 1,332
Changes from: November 10, 2015 Total Change is: 3,880
-826 2,909 0 50 0 0 4,681 1,117 -18 -108 -127 0 101 -1
Percent of Open Interest Represented by Each Category of Trader
54.8 51.9 0.0 14.3 0.0 0.0 27.0 36.9 0.2 0.0 6.0 0.0 3.7 5.0
Number of Traders in Each Category Total Traders: 29
. 4 . . 0 0 . 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 34,899
Positions
20,006 9,206 9 1,489 6,117 1 9,825 11,587 509 1,070 1,133 0 1,990 6,337
Changes from: November 10, 2015 Total Change is: 1,180
717 -853 -13 -77 -503 0 612 1,545 113 127 192 0 -299 699
Percent of Open Interest Represented by Each Category of Trader
57.3 26.4 0.0 4.3 17.5 0.0 28.2 33.2 1.5 3.1 3.2 0.0 5.7 18.2
Number of Traders in Each Category Total Traders: 69
6 5 . . 6 . 17 25 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 7,782
Positions
3,201 0 0 1,776 3,343 94 2,251 2,302 23 0 331 0 437 1,689
Changes from: November 10, 2015 Total Change is: 28
272 0 0 -47 -2 5 -161 -70 -40 0 -101 0 -1 236
Percent of Open Interest Represented by Each Category of Trader
41.1 0.0 0.0 22.8 43.0 1.2 28.9 29.6 0.3 0.0 4.3 0.0 5.6 21.7
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 . . 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 53,125
Positions
11,503 26,886 3,457 5,433 2,094 382 19,201 6,553 2,577 2,322 3,001 667 7,583 7,508
Changes from: November 10, 2015 Total Change is: -2,309
1,227 -783 -345 -110 183 -27 -3,896 530 -26 32 -30 21 815 -1,832
Percent of Open Interest Represented by Each Category of Trader
21.7 50.6 6.5 10.2 3.9 0.7 36.1 12.3 4.9 4.4 5.6 1.3 14.3 14.1
Number of Traders in Each Category Total Traders: 105
17 14 6 9 . 4 28 15 9 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 106,249
Positions
23,006 53,773 6,913 10,866 4,188 763 38,402 13,106 5,155 4,644 6,001 1,334 15,165 15,016
Changes from: November 10, 2015 Total Change is: -4,617
2,454 -1,565 -690 -219 366 -54 -7,792 1,059 -51 64 -60 42 1,630 -3,663
Percent of Open Interest Represented by Each Category of Trader
21.7 50.6 6.5 10.2 3.9 0.7 36.1 12.3 4.9 4.4 5.6 1.3 14.3 14.1
Number of Traders in Each Category Total Traders: 105
17 14 6 9 . 4 28 15 9 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 893,933
Positions
105,410 68,623 56,668 244,408 155,013 70,687 69,256 161,687 170,239 18,415 49,860 45,932 112,918 115,225
Changes from: November 10, 2015 Total Change is: 1,980
1,852 -5,139 -545 -19,790 1,480 6,641 -3,581 -11,803 6,799 1,166 -724 2,359 7,079 2,912
Percent of Open Interest Represented by Each Category of Trader
11.8 7.7 6.3 27.3 17.3 7.9 7.7 18.1 19.0 2.1 5.6 5.1 12.6 12.9
Number of Traders in Each Category Total Traders: 638
36 37 42 120 75 95 81 134 107 75 79 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 176,931
Positions
20,295 18,592 10,947 28,890 23,010 5,970 11,580 9,948 41,011 2,611 5,292 14,632 40,995 47,529
Changes from: November 10, 2015 Total Change is: 1,906
1,708 -467 -429 -33 428 -619 -1,065 -3,368 550 80 36 328 1,387 5,447
Percent of Open Interest Represented by Each Category of Trader
11.5 10.5 6.2 16.3 13.0 3.4 6.5 5.6 23.2 1.5 3.0 8.3 23.2 26.9
Number of Traders in Each Category Total Traders: 83
8 7 6 14 6 8 19 14 33 7 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,585,011
Positions
530,253 354,835 123,924 1,093,976 676,397 307,200 376,274 846,589 558,249 82,543 226,361 152,977 359,615 338,478
Changes from: November 10, 2015 Total Change is: 372
939 -23,143 -796 -94,365 9,678 31,876 -35,081 -64,676 53,749 5,852 -3,382 9,741 28,457 -12,675
Percent of Open Interest Represented by Each Category of Trader
14.8 9.9 3.5 30.5 18.9 8.6 10.5 23.6 15.6 2.3 6.3 4.3 10.0 9.4
Number of Traders in Each Category Total Traders: 617
34 38 41 115 73 90 78 132 101 72 75 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 86,488
Positions
19,940 13,598 886 37,634 59,015 1,767 15,052 6,159 405 245 263 0 10,559 4,395
Changes from: November 10, 2015 Total Change is: 846
1,534 -2,260 -54 -579 4,927 -156 461 -1,146 -690 0 0 0 330 225
Percent of Open Interest Represented by Each Category of Trader
23.1 15.7 1.0 43.5 68.2 2.0 17.4 7.1 0.5 0.3 0.3 0.0 12.2 5.1
Number of Traders in Each Category Total Traders: 85
7 8 . 31 16 17 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 73,758
Positions
5,663 43,553 770 31,979 8,664 821 21,097 8,867 3,592 2,674 2,029 1,057 6,103 4,404
Changes from: November 10, 2015 Total Change is: -2,930
433 -458 3 -180 143 -83 -2,883 -2,672 426 -511 -208 287 -423 -369
Percent of Open Interest Represented by Each Category of Trader
7.7 59.0 1.0 43.4 11.7 1.1 28.6 12.0 4.9 3.6 2.8 1.4 8.3 6.0
Number of Traders in Each Category Total Traders: 235
15 22 10 39 20 8 57 34 26 21 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 368,788
Positions
28,317 217,765 3,852 159,895 43,319 4,106 105,487 44,335 17,960 13,370 10,143 5,287 30,514 22,022
Changes from: November 10, 2015 Total Change is: -14,650
2,165 -2,290 17 -899 716 -414 -14,415 -13,359 2,132 -2,553 -1,039 1,433 -2,116 -1,845
Percent of Open Interest Represented by Each Category of Trader
7.7 59.0 1.0 43.4 11.7 1.1 28.6 12.0 4.9 3.6 2.8 1.4 8.3 6.0
Number of Traders in Each Category Total Traders: 235
15 22 10 39 20 8 57 34 26 21 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 388,931
Positions
139,964 39,538 2,623 110,477 177,275 17,482 81,911 109,403 8,910 8,028 15,516 805 18,731 17,378
Changes from: November 10, 2015 Total Change is: 10,126
4,009 -6,321 339 -621 4,475 -391 9,271 11,561 -1,832 -681 887 20 12 1,388
Percent of Open Interest Represented by Each Category of Trader
36.0 10.2 0.7 28.4 45.6 4.5 21.1 28.1 2.3 2.1 4.0 0.2 4.8 4.5
Number of Traders in Each Category Total Traders: 271
21 11 . 52 51 23 36 64 19 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 52,575
Positions
2,951 9,302 0 24,691 1,234 411 8,915 18,409 426 6,295 14,792 0 8,886 8,001
Changes from: November 10, 2015 Total Change is: -20
445 159 0 487 0 4 109 -1,495 408 -1,584 -27 -8 119 939
Percent of Open Interest Represented by Each Category of Trader
5.6 17.7 0.0 47.0 2.3 0.8 17.0 35.0 0.8 12.0 28.1 0.0 16.9 15.2
Number of Traders in Each Category Total Traders: 66
5 7 0 20 . 5 14 11 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 98,084
Positions
14,878 17,831 1,977 13,130 5,221 1,157 47,978 10,744 1,298 8,027 4,374 77 9,562 55,405
Changes from: November 10, 2015 Total Change is: 6,923
4,704 -3,180 643 -29 667 -184 864 -743 389 175 2,771 0 361 6,560
Percent of Open Interest Represented by Each Category of Trader
15.2 18.2 2.0 13.4 5.3 1.2 48.9 11.0 1.3 8.2 4.5 0.1 9.7 56.5
Number of Traders in Each Category Total Traders: 99
18 7 4 11 4 4 37 12 10 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 164,993
Positions
7,428 97,389 517 98,011 44,422 8,341 38,294 5,721 3,081 2,917 2,043 0 6,404 3,479
Changes from: November 10, 2015 Total Change is: 3,842
-269 102 156 2,354 4,062 44 1,895 -541 49 0 20 0 -387 -50
Percent of Open Interest Represented by Each Category of Trader
4.5 59.0 0.3 59.4 26.9 5.1 23.2 3.5 1.9 1.8 1.2 0.0 3.9 2.1
Number of Traders in Each Category Total Traders: 111
5 15 . 42 21 19 13 4 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 445,338
Positions
38,288 162,669 982 199,682 129,161 69,228 89,185 40,697 9,290 21,681 19,652 2,564 14,438 11,095
Changes from: November 10, 2015 Total Change is: -16,658
-10,455 -22,738 -224 5,906 5,751 -1,843 -1,926 2,959 -561 -6,671 4,192 295 -1,179 -4,489
Percent of Open Interest Represented by Each Category of Trader
8.6 36.5 0.2 44.8 29.0 15.5 20.0 9.1 2.1 4.9 4.4 0.6 3.2 2.5
Number of Traders in Each Category Total Traders: 251
22 20 4 63 40 33 34 31 15 25 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 576,380
Positions
3,625 40,729 22,439 219,131 115,252 54,129 30,514 51,182 68,139 6,541 39,203 25,556 146,305 159,751
Changes from: November 10, 2015 Total Change is: -6,848
544 5,991 -3,132 10,630 -8,024 -12,807 -13,154 -5,461 6,263 873 -2,497 -1,541 5,477 14,360
Percent of Open Interest Represented by Each Category of Trader
0.6 7.1 3.9 38.0 20.0 9.4 5.3 8.9 11.8 1.1 6.8 4.4 25.4 27.7
Number of Traders in Each Category Total Traders: 138
5 12 11 36 23 33 17 27 29 6 12 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 624,389
Positions
7,794 65,362 844 348,921 104,854 78,224 31,264 246,655 21,372 9,600 9,867 595 125,774 96,616
Changes from: November 10, 2015 Total Change is: 3,998
-1,482 10,088 113 4,455 -5,891 -6,455 1,032 7,652 908 -123 75 0 5,549 -2,492
Percent of Open Interest Represented by Each Category of Trader
1.2 10.5 0.1 55.9 16.8 12.5 5.0 39.5 3.4 1.5 1.6 0.1 20.1 15.5
Number of Traders in Each Category Total Traders: 95
. 7 4 41 13 32 9 16 14 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,109,916
Positions
65,495 102,210 10,004 252,763 316,067 116,155 264,941 188,764 95,440 170,227 113,162 11,440 123,451 156,675
Changes from: November 10, 2015 Total Change is: -41,592
2,911 -3,840 -539 12,405 -6,269 -4,931 -54,348 -33,568 2,158 -4,347 429 2,509 2,590 2,459
Percent of Open Interest Represented by Each Category of Trader
5.9 9.2 0.9 22.8 28.5 10.5 23.9 17.0 8.6 15.3 10.2 1.0 11.1 14.1
Number of Traders in Each Category Total Traders: 268
11 31 14 47 42 39 40 39 40 20 38 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,223,742
Positions
89,491 143,739 197,206 964,783 816,322 430,663 326,226 539,154 399,210 406,942 130,246 79,337 329,882 487,865
Changes from: November 10, 2015 Total Change is: 18,622
12,092 -23,352 -9,181 66,774 29,486 -15,787 -36,522 36,709 823 22,665 -2,868 -3,133 -19,110 5,923
Percent of Open Interest Represented by Each Category of Trader
2.8 4.5 6.1 29.9 25.3 13.4 10.1 16.7 12.4 12.6 4.0 2.5 10.2 15.1
Number of Traders in Each Category Total Traders: 362
20 28 35 50 76 76 52 69 79 33 34 25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,639,238
Positions
50,646 175,260 106,569 1,112,940 551,231 290,569 317,142 638,771 285,849 164,723 165,363 36,538 274,263 389,088
Changes from: November 10, 2015 Total Change is: 10,445
3,467 -58,006 20,191 40,004 51,177 -14,233 -22,733 -27,406 13,989 -26,473 -5,421 4,781 -8,547 25,373
Percent of Open Interest Represented by Each Category of Trader
1.9 6.6 4.0 42.2 20.9 11.0 12.0 24.2 10.8 6.2 6.3 1.4 10.4 14.7
Number of Traders in Each Category Total Traders: 286
12 29 28 42 50 53 32 67 58 14 40 17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 810,758
Positions
256,155 243,739 234,868 900 34,585 750 135,546 61,478 109,099 16,442 40,798 35,737 21,261 49,705
Changes from: November 10, 2015 Total Change is: 19,732
-7,672 15,202 -2,139 0 1,685 0 9,081 1,137 5,266 13,474 -3,430 -14 1,735 2,024
Percent of Open Interest Represented by Each Category of Trader
31.6 30.1 29.0 0.1 4.3 0.1 16.7 7.6 13.5 2.0 5.0 4.4 2.6 6.1
Number of Traders in Each Category Total Traders: 115
11 38 39 . 5 . 16 23 27 . 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,874,193
Positions
2,906,913 1,273,387 4,062,329 565,818 1,809,973 468,853 1,262,468 1,143,457 7,314,850 359,818 454,118 1,232,412 700,732 1,114,815
Changes from: November 10, 2015 Total Change is: -474,350
29,289 36,976 -134,163 110,349 63,081 -7,378 -61,115 -105,323 -257,224 -75,145 -10,231 -18,508 -60,455 -41,580
Percent of Open Interest Represented by Each Category of Trader
15.4 6.7 21.5 3.0 9.6 2.5 6.7 6.1 38.8 1.9 2.4 6.5 3.7 5.9
Number of Traders in Each Category Total Traders: 325
32 54 84 11 30 28 52 84 109 19 37 37
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 37,589
Positions
8,402 853 0 510 15,723 30 25,609 13,941 0 2,599 6,623 330 109 89
Changes from: November 10, 2015 Total Change is: -503
27 -25 0 0 -128 0 -514 -22 0 -9 -341 0 -7 13
Percent of Open Interest Represented by Each Category of Trader
22.4 2.3 0.0 1.4 41.8 0.1 68.1 37.1 0.0 6.9 17.6 0.9 0.3 0.2
Number of Traders in Each Category Total Traders: 46
4 . 0 . 8 . 7 9 0 . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,592
Positions
11,796 633 1 0 15,049 1 21,715 9,614 0 927 9,243 0 152 51
Changes from: November 10, 2015 Total Change is: -133
294 141 1 0 -502 0 -391 270 0 -32 -13 0 -5 -30
Percent of Open Interest Represented by Each Category of Trader
34.1 1.8 0.0 0.0 43.5 0.0 62.8 27.8 0.0 2.7 26.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 45
. 4 . 0 10 . 8 6 0 . 11 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 90,306
Positions
2,973 61,616 178 21,988 0 1,487 19,511 19,303 1,446 28,712 3,762 208 13,802 2,305
Changes from: November 10, 2015 Total Change is: 5,525
-199 3,154 -77 2,719 0 -105 -362 2,599 -9 1,631 -57 13 1,914 7
Percent of Open Interest Represented by Each Category of Trader
3.3 68.2 0.2 24.3 0.0 1.6 21.6 21.4 1.6 31.8 4.2 0.2 15.3 2.6
Number of Traders in Each Category Total Traders: 186
7 5 . 14 0 . 45 19 10 85 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 297,025
Positions
60,862 66,562 17,557 51,037 32,158 33,962 48,203 69,061 45,709 8,721 2,975 10,202 20,772 18,839
Changes from: November 10, 2015 Total Change is: -27,517
2,205 -9,996 3,114 53 -3,525 -6,964 -21,388 1,844 -786 -2,248 -3,918 575 -2,078 -7,861
Percent of Open Interest Represented by Each Category of Trader
20.5 22.4 5.9 17.2 10.8 11.4 16.2 23.3 15.4 2.9 1.0 3.4 7.0 6.3
Number of Traders in Each Category Total Traders: 175
17 14 20 13 14 8 35 44 50 17 10 20
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,486
Positions
253 3,058 0 1,681 1,789 1,680 13,301 9,746 484 733 1,692 0 354 37
Changes from: November 10, 2015 Total Change is: 904
41 0 0 -1,501 -446 367 1,885 623 98 15 252 0 -1 10
Percent of Open Interest Represented by Each Category of Trader
1.4 16.5 0.0 9.1 9.7 9.1 72.0 52.7 2.6 4.0 9.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 6 7 . 4 . 0
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Updated November 20, 2015