Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 155,964
Positions
55,099 6,779 4,362 28,904 51,673 1,500 15,878 39,489 8,583 18,658 2,026 734 22,247 40,818
Changes from: November 17, 2015 Total Change is: 1,723
4,554 -2,857 443 354 3,088 -191 -5,602 3,788 189 1,318 -244 76 582 -2,570
Percent of Open Interest Represented by Each Category of Trader
35.3 4.3 2.8 18.5 33.1 1.0 10.2 25.3 5.5 12.0 1.3 0.5 14.3 26.2
Number of Traders in Each Category Total Traders: 92
8 . 9 6 10 4 17 29 15 14 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 79,972
Positions
50,303 1,948 817 816 2,108 420 14,790 40,862 5,962 0 401 0 6,863 27,454
Changes from: November 17, 2015 Total Change is: 6,621
7,533 58 243 0 431 0 -464 5,301 95 0 401 0 -787 91
Percent of Open Interest Represented by Each Category of Trader
62.9 2.4 1.0 1.0 2.6 0.5 18.5 51.1 7.5 0.0 0.5 0.0 8.6 34.3
Number of Traders in Each Category Total Traders: 50
9 . . . 4 . 13 21 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 198,063
Positions
83,531 8,312 8,343 4,855 60,147 5,031 45,321 42,522 19,786 9,277 13,028 2,966 18,952 37,927
Changes from: November 17, 2015 Total Change is: 462
-227 1,962 644 -45 -8,593 1,553 -3,396 2,769 1,400 -922 391 948 506 -613
Percent of Open Interest Represented by Each Category of Trader
42.2 4.2 4.2 2.5 30.4 2.5 22.9 21.5 10.0 4.7 6.6 1.5 9.6 19.1
Number of Traders in Each Category Total Traders: 115
11 7 13 4 18 8 23 38 21 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 275,522
Positions
149,370 3,341 8,670 19,059 78,657 7,711 19,302 104,165 17,612 32,717 3,052 3,242 17,839 49,073
Changes from: November 17, 2015 Total Change is: -5,898
-981 -586 -860 -916 2,715 891 -4,169 -4,491 183 265 -1,109 28 -339 -2,670
Percent of Open Interest Represented by Each Category of Trader
54.2 1.2 3.1 6.9 28.5 2.8 7.0 37.8 6.4 11.9 1.1 1.2 6.5 17.8
Number of Traders in Each Category Total Traders: 143
13 4 9 10 27 14 26 49 26 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 557,979
Positions
156,167 25,698 34,686 88,500 85,949 23,870 44,399 184,992 60,633 83,458 32,147 16,416 49,850 93,588
Changes from: November 17, 2015 Total Change is: 8,750
11,237 -1,106 1,948 1,018 -1,123 523 -2,501 5,972 1,017 -4,945 191 1,415 -961 -87
Percent of Open Interest Represented by Each Category of Trader
28.0 4.6 6.2 15.9 15.4 4.3 8.0 33.2 10.9 15.0 5.8 2.9 8.9 16.8
Number of Traders in Each Category Total Traders: 271
19 12 14 29 33 28 28 71 42 31 48 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 167,926
Positions
111,034 3,227 2,744 3,051 39,862 2,832 19,831 43,854 7,667 2,618 31,401 980 17,170 35,359
Changes from: November 17, 2015 Total Change is: -8,021
-12,177 725 594 -689 -3,380 1,481 1,205 -4,945 756 -120 -203 -115 1,044 -2,935
Percent of Open Interest Represented by Each Category of Trader
66.1 1.9 1.6 1.8 23.7 1.7 11.8 26.1 4.6 1.6 18.7 0.6 10.2 21.1
Number of Traders in Each Category Total Traders: 97
9 . 6 . 12 4 19 33 19 5 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 41,789
Positions
28,790 32,223 5,149 2,664 0 0 2,833 3,073 592 921 287 0 840 465
Changes from: November 17, 2015 Total Change is: 3,445
-52 277 2,494 151 0 0 809 815 0 0 174 0 43 -315
Percent of Open Interest Represented by Each Category of Trader
68.9 77.1 12.3 6.4 0.0 0.0 6.8 7.4 1.4 2.2 0.7 0.0 2.0 1.1
Number of Traders in Each Category Total Traders: 25
4 6 4 . 0 0 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 189,370
Positions
52,930 74,252 15,731 51,297 5,225 610 47,315 63,751 14,044 2,721 10,091 337 4,385 5,328
Changes from: November 17, 2015 Total Change is: 7,575
-439 10,914 61 776 740 -201 7,050 -1,053 -1,282 116 -409 225 1,270 -1,419
Percent of Open Interest Represented by Each Category of Trader
28.0 39.2 8.3 27.1 2.8 0.3 25.0 33.7 7.4 1.4 5.3 0.2 2.3 2.8
Number of Traders in Each Category Total Traders: 119
. 10 4 6 8 . 23 44 12 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 30,543
Positions
13,696 15,147 2,312 4,292 0 0 9,095 10,321 229 0 1,237 0 919 1,297
Changes from: November 17, 2015 Total Change is: 3,958
-883 1,349 2,307 499 0 0 1,923 516 167 0 -346 0 -55 -35
Percent of Open Interest Represented by Each Category of Trader
44.8 49.6 7.6 14.1 0.0 0.0 29.8 33.8 0.7 0.0 4.1 0.0 3.0 4.2
Number of Traders in Each Category Total Traders: 26
. 4 . . 0 0 . 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 35,099
Positions
19,982 8,702 18 1,819 5,997 1 9,280 13,792 295 1,764 792 0 1,940 5,502
Changes from: November 17, 2015 Total Change is: 200
-24 -504 9 330 -120 0 -545 2,205 -214 694 -341 0 -50 -835
Percent of Open Interest Represented by Each Category of Trader
56.9 24.8 0.1 5.2 17.1 0.0 26.4 39.3 0.8 5.0 2.3 0.0 5.5 15.7
Number of Traders in Each Category Total Traders: 70
5 5 . . 5 . 17 28 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 7,882
Positions
3,496 0 0 1,752 3,315 102 1,960 2,088 1 0 387 0 571 1,989
Changes from: November 17, 2015 Total Change is: 100
295 0 0 -24 -28 8 -291 -214 -22 0 56 0 134 300
Percent of Open Interest Represented by Each Category of Trader
44.4 0.0 0.0 22.2 42.1 1.3 24.9 26.5 0.0 0.0 4.9 0.0 7.2 25.2
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 53,328
Positions
11,857 27,074 3,221 5,240 1,966 740 21,036 6,666 1,430 2,481 3,201 547 6,777 8,483
Changes from: November 17, 2015 Total Change is: 203
354 188 -236 -193 -129 359 1,835 113 -1,147 159 201 -120 -806 975
Percent of Open Interest Represented by Each Category of Trader
22.2 50.8 6.0 9.8 3.7 1.4 39.4 12.5 2.7 4.7 6.0 1.0 12.7 15.9
Number of Traders in Each Category Total Traders: 107
17 15 7 9 . 5 30 12 6 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 106,655
Positions
23,713 54,149 6,442 10,480 3,931 1,480 42,071 13,333 2,860 4,962 6,402 1,093 13,553 16,965
Changes from: November 17, 2015 Total Change is: 406
707 376 -471 -386 -257 717 3,669 226 -2,295 318 401 -241 -1,612 1,949
Percent of Open Interest Represented by Each Category of Trader
22.2 50.8 6.0 9.8 3.7 1.4 39.4 12.5 2.7 4.7 6.0 1.0 12.7 15.9
Number of Traders in Each Category Total Traders: 107
17 15 7 9 . 5 30 12 6 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 853,368
Positions
95,187 75,676 58,085 244,448 154,059 72,561 77,479 149,126 141,741 18,319 52,506 41,933 103,615 107,681
Changes from: November 17, 2015 Total Change is: -40,565
-10,223 7,053 1,417 40 -954 1,874 8,223 -12,560 -28,498 -96 2,646 -3,999 -9,302 -7,544
Percent of Open Interest Represented by Each Category of Trader
11.2 8.9 6.8 28.6 18.1 8.5 9.1 17.5 16.6 2.1 6.2 4.9 12.1 12.6
Number of Traders in Each Category Total Traders: 630
33 35 44 119 76 99 84 134 113 64 83 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 166,095
Positions
15,731 22,913 10,181 29,390 22,348 6,268 11,808 11,388 36,253 2,617 4,910 14,277 39,570 37,557
Changes from: November 17, 2015 Total Change is: -10,836
-4,565 4,321 -766 500 -662 298 228 1,441 -4,758 6 -383 -355 -1,424 -9,972
Percent of Open Interest Represented by Each Category of Trader
9.5 13.8 6.1 17.7 13.5 3.8 7.1 6.9 21.8 1.6 3.0 8.6 23.8 22.6
Number of Traders in Each Category Total Traders: 80
6 10 5 13 6 7 16 15 31 7 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 3,436,366
Positions
510,505 377,035 126,294 1,092,213 675,476 314,544 424,296 784,633 431,498 82,502 241,974 134,289 320,225 350,622
Changes from: November 17, 2015 Total Change is: -148,645
-19,748 22,200 2,370 -1,763 -921 7,344 48,022 -61,956 -126,750 -41 15,613 -18,688 -39,390 12,144
Percent of Open Interest Represented by Each Category of Trader
14.9 11.0 3.7 31.8 19.7 9.2 12.3 22.8 12.6 2.4 7.0 3.9 9.3 10.2
Number of Traders in Each Category Total Traders: 610
32 36 42 115 73 94 81 132 105 61 80 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 89,860
Positions
15,228 23,752 891 42,808 52,909 2,230 15,373 4,877 488 2,277 263 0 10,565 4,450
Changes from: November 17, 2015 Total Change is: 3,372
-4,712 10,154 5 5,174 -6,106 463 321 -1,282 83 2,032 0 0 6 55
Percent of Open Interest Represented by Each Category of Trader
16.9 26.4 1.0 47.6 58.9 2.5 17.1 5.4 0.5 2.5 0.3 0.0 11.8 5.0
Number of Traders in Each Category Total Traders: 89
7 8 . 33 16 17 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 69,943
Positions
5,842 38,837 917 31,745 8,312 1,127 17,859 10,471 2,671 2,935 2,372 913 5,933 4,322
Changes from: November 17, 2015 Total Change is: -3,815
178 -4,715 147 -234 -352 305 -3,238 1,604 -921 261 344 -144 -170 -82
Percent of Open Interest Represented by Each Category of Trader
8.4 55.5 1.3 45.4 11.9 1.6 25.5 15.0 3.8 4.2 3.4 1.3 8.5 6.2
Number of Traders in Each Category Total Traders: 243
15 24 12 40 20 10 53 40 27 24 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 349,714
Positions
29,208 194,187 4,585 158,726 41,561 5,633 89,297 52,353 13,356 14,677 11,861 4,565 29,666 21,612
Changes from: November 17, 2015 Total Change is: -19,074
891 -23,577 733 -1,169 -1,759 1,527 -16,190 8,018 -4,604 1,306 1,718 -721 -848 -410
Percent of Open Interest Represented by Each Category of Trader
8.4 55.5 1.3 45.4 11.9 1.6 25.5 15.0 3.8 4.2 3.4 1.3 8.5 6.2
Number of Traders in Each Category Total Traders: 243
15 24 12 40 20 10 53 40 27 24 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 396,465
Positions
138,174 46,753 3,280 112,883 172,669 18,889 85,663 114,829 9,336 7,367 14,609 992 19,881 15,109
Changes from: November 17, 2015 Total Change is: 7,534
-1,790 7,215 657 2,406 -4,606 1,407 3,752 5,425 426 -661 -908 187 1,150 -2,270
Percent of Open Interest Represented by Each Category of Trader
34.9 11.8 0.8 28.5 43.6 4.8 21.6 29.0 2.4 1.9 3.7 0.3 5.0 3.8
Number of Traders in Each Category Total Traders: 276
18 16 5 52 49 23 43 62 20 15 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 53,522
Positions
1,323 9,855 0 25,329 0 1,314 10,329 19,501 555 5,836 15,129 0 8,836 7,168
Changes from: November 17, 2015 Total Change is: 947
-1,628 553 0 638 -1,234 903 1,414 1,092 129 -459 337 0 -50 -833
Percent of Open Interest Represented by Each Category of Trader
2.5 18.4 0.0 47.3 0.0 2.5 19.3 36.4 1.0 10.9 28.3 0.0 16.5 13.4
Number of Traders in Each Category Total Traders: 71
4 7 0 20 0 5 14 16 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 94,872
Positions
14,746 16,630 2,188 12,259 4,760 1,106 45,659 7,263 1,358 7,916 3,704 51 9,589 57,812
Changes from: November 17, 2015 Total Change is: -3,212
-132 -1,201 211 -871 -461 -51 -2,319 -3,481 60 -111 -670 -26 27 2,407
Percent of Open Interest Represented by Each Category of Trader
15.5 17.5 2.3 12.9 5.0 1.2 48.1 7.7 1.4 8.3 3.9 0.1 10.1 60.9
Number of Traders in Each Category Total Traders: 99
18 8 4 11 . . 41 10 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 167,917
Positions
7,198 99,744 931 100,222 42,939 8,618 38,329 7,046 2,901 3,214 1,997 0 6,504 3,741
Changes from: November 17, 2015 Total Change is: 2,924
-230 2,355 414 2,211 -1,483 277 35 1,325 -180 297 -46 0 100 262
Percent of Open Interest Represented by Each Category of Trader
4.3 59.4 0.6 59.7 25.6 5.1 22.8 4.2 1.7 1.9 1.2 0.0 3.9 2.2
Number of Traders in Each Category Total Traders: 115
5 15 . 41 22 19 14 5 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 448,159
Positions
40,297 172,345 920 196,999 123,728 69,734 86,245 40,602 9,274 26,839 20,062 2,157 15,694 9,337
Changes from: November 17, 2015 Total Change is: 2,821
2,009 9,676 -62 -2,683 -5,433 506 -2,940 -95 -16 5,158 410 -407 1,256 -1,758
Percent of Open Interest Represented by Each Category of Trader
9.0 38.5 0.2 44.0 27.6 15.6 19.2 9.1 2.1 6.0 4.5 0.5 3.5 2.1
Number of Traders in Each Category Total Traders: 256
20 20 4 64 42 38 32 33 15 28 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 608,220
Positions
3,027 44,377 12,411 206,422 94,088 75,319 38,634 66,410 99,103 5,559 39,803 10,599 157,146 166,109
Changes from: November 17, 2015 Total Change is: 31,840
-598 3,648 -10,027 -12,710 -21,164 21,190 8,120 15,228 30,964 -982 601 -14,957 10,841 6,358
Percent of Open Interest Represented by Each Category of Trader
0.5 7.3 2.0 33.9 15.5 12.4 6.4 10.9 16.3 0.9 6.5 1.7 25.8 27.3
Number of Traders in Each Category Total Traders: 132
. 12 11 31 24 29 27 20 35 5 9 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 689,500
Positions
8,477 72,579 2,304 342,851 113,619 79,028 31,931 233,147 81,026 9,536 7,423 1,843 132,504 98,531
Changes from: November 17, 2015 Total Change is: 65,111
683 7,217 1,460 -6,070 8,765 804 667 -13,508 59,654 -64 -2,444 1,248 6,730 1,915
Percent of Open Interest Represented by Each Category of Trader
1.2 10.5 0.3 49.7 16.5 11.5 4.6 33.8 11.8 1.4 1.1 0.3 19.2 14.3
Number of Traders in Each Category Total Traders: 92
. 6 4 39 12 31 10 16 16 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,071,654
Positions
51,836 95,907 14,626 277,755 315,789 99,294 224,613 175,471 77,791 174,439 105,837 14,575 136,725 172,363
Changes from: November 17, 2015 Total Change is: -38,262
-13,659 -6,303 4,622 24,991 -278 -16,862 -40,328 -13,293 -17,648 4,212 -7,325 3,136 13,274 15,688
Percent of Open Interest Represented by Each Category of Trader
4.8 8.9 1.4 25.9 29.5 9.3 21.0 16.4 7.3 16.3 9.9 1.4 12.8 16.1
Number of Traders in Each Category Total Traders: 272
11 34 14 48 42 41 44 36 38 20 34 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 3,121,927
Positions
81,940 132,040 135,250 1,014,798 785,364 445,110 350,538 616,447 347,962 385,718 118,928 42,179 318,431 498,647
Changes from: November 17, 2015 Total Change is: -101,815
-7,551 -11,699 -61,956 50,015 -30,958 14,447 24,312 77,293 -51,248 -21,224 -11,318 -37,158 -11,451 10,782
Percent of Open Interest Represented by Each Category of Trader
2.6 4.2 4.3 32.5 25.2 14.3 11.2 19.7 11.1 12.4 3.8 1.4 10.2 16.0
Number of Traders in Each Category Total Traders: 332
19 21 33 51 74 80 43 70 76 23 31 20
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 2,938,556
Positions
47,954 202,279 92,006 1,208,851 574,963 310,980 289,962 643,797 445,421 160,965 177,909 24,936 357,481 466,265
Changes from: November 17, 2015 Total Change is: 299,318
-2,692 27,019 -14,563 95,912 23,732 20,410 -27,180 5,027 159,572 -3,758 12,546 -11,602 83,218 77,177
Percent of Open Interest Represented by Each Category of Trader
1.6 6.9 3.1 41.1 19.6 10.6 9.9 21.9 15.2 5.5 6.1 0.8 12.2 15.9
Number of Traders in Each Category Total Traders: 275
9 30 22 41 51 52 33 59 56 15 37 17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 862,318
Positions
252,753 233,762 235,847 900 33,549 5,750 129,851 78,173 145,317 27,110 36,634 43,028 21,761 50,258
Changes from: November 17, 2015 Total Change is: 51,560
-3,402 -9,978 979 0 -1,036 5,000 -5,696 16,695 36,218 10,668 -4,164 7,291 501 553
Percent of Open Interest Represented by Each Category of Trader
29.3 27.1 27.4 0.1 3.9 0.7 15.1 9.1 16.9 3.1 4.2 5.0 2.5 5.8
Number of Traders in Each Category Total Traders: 114
11 40 40 . 5 . 14 22 25 6 11 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 is19,354,777
Positions
2,859,884 1,290,869 4,148,370 577,968 1,806,029 517,327 1,202,611 1,087,330 7,671,781 368,990 426,679 1,294,400 713,445 1,111,992
Changes from: November 17, 2015 Total Change is: 480,584
-47,028 17,482 86,041 12,150 -3,944 48,474 -59,858 -56,127 356,932 9,172 -27,439 61,988 12,713 -2,823
Percent of Open Interest Represented by Each Category of Trader
14.8 6.7 21.4 3.0 9.3 2.7 6.2 5.6 39.6 1.9 2.2 6.7 3.7 5.7
Number of Traders in Each Category Total Traders: 324
32 55 85 14 29 30 55 77 110 16 39 37
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 35,066
Positions
6,869 676 0 510 16,159 30 24,577 11,236 0 2,670 6,553 323 87 89
Changes from: November 17, 2015 Total Change is: -2,523
-1,533 -177 0 0 436 0 -1,032 -2,705 0 71 -70 -7 -22 0
Percent of Open Interest Represented by Each Category of Trader
19.6 1.9 0.0 1.5 46.1 0.1 70.1 32.0 0.0 7.6 18.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 46
4 . 0 . 9 . 6 9 0 4 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 35,334
Positions
11,413 2,198 0 0 14,196 1 22,777 9,692 0 974 9,170 0 169 77
Changes from: November 17, 2015 Total Change is: 742
-383 1,565 -1 0 -853 0 1,062 78 0 47 -73 0 17 26
Percent of Open Interest Represented by Each Category of Trader
32.3 6.2 0.0 0.0 40.2 0.0 64.5 27.4 0.0 2.8 26.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 42
. 5 0 0 9 . 7 6 0 . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 91,490
Positions
2,896 61,745 169 23,402 50 1,487 18,293 17,680 2,827 28,475 5,593 216 13,724 1,723
Changes from: November 17, 2015 Total Change is: 1,184
-77 129 -9 1,414 50 0 -1,218 -1,623 1,381 -237 1,831 8 -79 -583
Percent of Open Interest Represented by Each Category of Trader
3.2 67.5 0.2 25.6 0.1 1.6 20.0 19.3 3.1 31.1 6.1 0.2 15.0 1.9
Number of Traders in Each Category Total Traders: 185
7 5 . 14 . . 42 17 14 85 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 286,132
Positions
53,114 63,998 13,435 53,702 33,635 37,563 49,773 57,405 44,043 8,703 5,009 6,374 19,425 24,670
Changes from: November 17, 2015 Total Change is: -10,893
-7,748 -2,564 -4,122 2,665 1,477 3,601 1,570 -11,656 -1,666 -18 2,034 -3,828 -1,347 5,831
Percent of Open Interest Represented by Each Category of Trader
18.6 22.4 4.7 18.8 11.8 13.1 17.4 20.1 15.4 3.0 1.8 2.2 6.8 8.6
Number of Traders in Each Category Total Traders: 163
16 13 16 14 13 8 29 42 39 12 17 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 18,776
Positions
190 3,058 0 3,218 845 695 12,100 13,065 484 1,733 595 0 356 34
Changes from: November 17, 2015 Total Change is: 290
-63 0 0 1,537 -944 -985 -1,201 3,319 0 1,000 -1,097 0 2 -3
Percent of Open Interest Represented by Each Category of Trader
1.0 16.3 0.0 17.1 4.5 3.7 64.4 69.6 2.6 9.2 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 6 . . 6 8 . 5 . 0
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Updated November 30, 2015