Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 158,017
Positions
56,772 6,465 5,523 28,788 49,037 1,568 13,227 39,674 8,993 18,747 2,446 744 23,656 43,567
Changes from: November 24, 2015 Total Change is: 2,053
1,673 -314 1,162 -116 -2,636 68 -2,651 184 410 88 420 10 1,409 2,748
Percent of Open Interest Represented by Each Category of Trader
35.9 4.1 3.5 18.2 31.0 1.0 8.4 25.1 5.7 11.9 1.5 0.5 15.0 27.6
Number of Traders in Each Category Total Traders: 90
8 . 9 7 9 4 14 30 14 15 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 86,349
Positions
56,619 2,075 988 816 2,239 420 13,781 43,528 6,582 0 412 0 7,143 30,105
Changes from: November 24, 2015 Total Change is: 6,377
6,316 127 171 0 131 0 -1,010 2,666 620 0 11 0 280 2,651
Percent of Open Interest Represented by Each Category of Trader
65.6 2.4 1.1 0.9 2.6 0.5 16.0 50.4 7.6 0.0 0.5 0.0 8.3 34.9
Number of Traders in Each Category Total Traders: 50
10 . . . 4 . 11 22 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 210,983
Positions
91,001 9,804 8,395 5,102 58,281 5,104 50,903 54,063 19,503 9,387 13,663 3,007 18,580 39,162
Changes from: November 24, 2015 Total Change is: 12,920
7,470 1,492 52 247 -1,865 74 5,582 11,541 -283 110 634 41 -372 1,235
Percent of Open Interest Represented by Each Category of Trader
43.1 4.6 4.0 2.4 27.6 2.4 24.1 25.6 9.2 4.4 6.5 1.4 8.8 18.6
Number of Traders in Each Category Total Traders: 118
10 8 14 4 19 8 25 38 21 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 279,639
Positions
144,757 3,772 10,624 20,659 77,591 7,933 21,670 102,719 21,653 32,082 4,298 2,827 17,434 48,223
Changes from: November 24, 2015 Total Change is: 4,117
-4,612 431 1,953 1,600 -1,066 222 2,368 -1,446 4,041 -635 1,246 -415 -405 -850
Percent of Open Interest Represented by Each Category of Trader
51.8 1.3 3.8 7.4 27.7 2.8 7.7 36.7 7.7 11.5 1.5 1.0 6.2 17.2
Number of Traders in Each Category Total Traders: 148
12 5 11 11 26 14 28 51 26 . 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 582,253
Positions
156,619 26,090 36,703 98,753 90,688 25,495 43,525 186,764 67,862 83,806 33,926 18,025 51,465 96,699
Changes from: November 24, 2015 Total Change is: 24,274
452 392 2,017 10,253 4,739 1,625 -874 1,772 7,230 347 1,779 1,609 1,614 3,111
Percent of Open Interest Represented by Each Category of Trader
26.9 4.5 6.3 17.0 15.6 4.4 7.5 32.1 11.7 14.4 5.8 3.1 8.8 16.6
Number of Traders in Each Category Total Traders: 275
19 12 15 30 33 30 26 67 44 36 50 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 171,835
Positions
106,681 15,259 3,014 3,457 40,086 3,736 20,477 33,421 8,915 3,863 32,032 962 20,732 34,411
Changes from: November 24, 2015 Total Change is: 3,909
-4,353 12,032 269 407 224 904 646 -10,433 1,247 1,245 631 -18 3,562 -948
Percent of Open Interest Represented by Each Category of Trader
62.1 8.9 1.8 2.0 23.3 2.2 11.9 19.4 5.2 2.2 18.6 0.6 12.1 20.0
Number of Traders in Each Category Total Traders: 97
9 5 8 4 12 4 23 26 19 7 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 41,692
Positions
28,783 31,837 5,535 2,737 0 0 2,205 3,008 593 1,025 113 0 814 606
Changes from: November 24, 2015 Total Change is: -97
-7 -386 386 73 0 0 -628 -65 1 104 -174 0 -26 141
Percent of Open Interest Represented by Each Category of Trader
69.0 76.4 13.3 6.6 0.0 0.0 5.3 7.2 1.4 2.5 0.3 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 25
4 6 4 . 0 0 5 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 187,136
Positions
53,130 77,773 15,732 51,447 5,231 610 45,561 59,288 13,630 2,826 9,615 354 3,846 4,904
Changes from: November 24, 2015 Total Change is: -2,234
200 3,521 1 150 6 0 -1,754 -4,464 -414 105 -476 16 -539 -425
Percent of Open Interest Represented by Each Category of Trader
28.4 41.6 8.4 27.5 2.8 0.3 24.3 31.7 7.3 1.5 5.1 0.2 2.1 2.6
Number of Traders in Each Category Total Traders: 122
. 10 4 6 8 . 25 46 14 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 44,265
Positions
13,296 14,232 10,433 5,088 0 0 9,728 11,879 4,561 0 1,368 6 1,153 1,786
Changes from: November 24, 2015 Total Change is: 13,722
-400 -915 8,121 796 0 0 633 1,558 4,332 0 131 6 234 489
Percent of Open Interest Represented by Each Category of Trader
30.0 32.2 23.6 11.5 0.0 0.0 22.0 26.8 10.3 0.0 3.1 0.0 2.6 4.0
Number of Traders in Each Category Total Traders: 26
. 4 . . 0 0 . 12 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 36,623
Positions
20,326 10,594 18 2,060 5,983 1 9,223 13,226 434 1,880 722 0 2,681 5,645
Changes from: November 24, 2015 Total Change is: 1,524
344 1,892 0 241 -14 0 -57 -566 139 116 -70 0 741 143
Percent of Open Interest Represented by Each Category of Trader
55.5 28.9 0.0 5.6 16.3 0.0 25.2 36.1 1.2 5.1 2.0 0.0 7.3 15.4
Number of Traders in Each Category Total Traders: 68
5 6 . . 5 . 18 24 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 8,965
Positions
3,995 0 0 1,695 4,316 91 2,692 2,273 23 0 387 0 469 1,875
Changes from: November 24, 2015 Total Change is: 1,083
499 0 0 -57 1,001 -11 732 185 22 0 0 0 -102 -114
Percent of Open Interest Represented by Each Category of Trader
44.6 0.0 0.0 18.9 48.1 1.0 30.0 25.4 0.3 0.0 4.3 0.0 5.2 20.9
Number of Traders in Each Category Total Traders: 23
4 0 0 . 5 . 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,259
Positions
12,024 28,962 3,196 5,639 1,883 742 21,675 6,907 1,535 2,700 3,381 559 7,189 8,094
Changes from: November 24, 2015 Total Change is: 1,931
167 1,888 -25 399 -83 2 639 240 105 219 180 13 412 -389
Percent of Open Interest Represented by Each Category of Trader
21.8 52.4 5.8 10.2 3.4 1.3 39.2 12.5 2.8 4.9 6.1 1.0 13.0 14.6
Number of Traders in Each Category Total Traders: 113
17 16 7 10 . 5 32 13 6 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 110,517
Positions
24,048 57,924 6,393 11,278 3,765 1,483 43,350 13,813 3,070 5,399 6,763 1,119 14,377 16,188
Changes from: November 24, 2015 Total Change is: 3,862
335 3,775 -49 798 -166 3 1,279 481 209 437 361 25 824 -777
Percent of Open Interest Represented by Each Category of Trader
21.8 52.4 5.8 10.2 3.4 1.3 39.2 12.5 2.8 4.9 6.1 1.0 13.0 14.6
Number of Traders in Each Category Total Traders: 113
17 16 7 10 . 5 32 13 6 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 853,925
Positions
89,743 81,239 62,650 242,062 148,395 76,114 82,232 146,901 142,636 18,142 51,833 41,333 99,014 102,825
Changes from: November 24, 2015 Total Change is: 557
-5,444 5,564 4,565 -2,387 -5,664 3,553 4,753 -2,226 895 -177 -674 -600 -4,602 -4,856
Percent of Open Interest Represented by Each Category of Trader
10.5 9.5 7.3 28.3 17.4 8.9 9.6 17.2 16.7 2.1 6.1 4.8 11.6 12.0
Number of Traders in Each Category Total Traders: 614
31 37 44 119 74 96 85 131 106 58 77 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 166,125
Positions
13,675 26,110 9,977 32,414 22,401 6,447 14,244 13,196 35,628 2,555 5,293 13,904 37,282 33,170
Changes from: November 24, 2015 Total Change is: 30
-2,056 3,196 -204 3,025 53 178 2,436 1,808 -625 -62 384 -373 -2,289 -4,387
Percent of Open Interest Represented by Each Category of Trader
8.2 15.7 6.0 19.5 13.5 3.9 8.6 7.9 21.4 1.5 3.2 8.4 22.4 20.0
Number of Traders in Each Category Total Traders: 83
6 9 6 14 6 8 17 16 32 7 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 3,438,999
Positions
501,280 396,587 142,427 1,077,551 659,282 319,022 442,496 771,083 432,478 81,817 236,576 133,267 308,661 348,277
Changes from: November 24, 2015 Total Change is: 2,633
-9,225 19,551 16,133 -14,663 -16,194 4,478 18,201 -13,550 979 -685 -5,398 -1,021 -11,564 -2,345
Percent of Open Interest Represented by Each Category of Trader
14.6 11.5 4.1 31.3 19.2 9.3 12.9 22.4 12.6 2.4 6.9 3.9 9.0 10.1
Number of Traders in Each Category Total Traders: 592
29 39 42 113 73 91 84 127 98 54 73 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 90,314
Positions
13,297 26,496 907 42,929 50,638 2,313 19,245 5,606 395 245 263 0 10,983 3,696
Changes from: November 24, 2015 Total Change is: 454
-1,931 2,744 16 121 -2,271 83 3,872 729 -93 -2,032 0 0 418 -754
Percent of Open Interest Represented by Each Category of Trader
14.7 29.3 1.0 47.5 56.1 2.6 21.3 6.2 0.4 0.3 0.3 0.0 12.2 4.1
Number of Traders in Each Category Total Traders: 90
6 9 . 32 14 15 18 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 71,609
Positions
6,324 38,074 902 32,323 10,201 1,033 18,169 10,821 2,825 2,991 2,323 664 6,379 4,766
Changes from: November 24, 2015 Total Change is: 1,667
482 -763 -15 578 1,889 -93 310 350 153 55 -49 -249 445 443
Percent of Open Interest Represented by Each Category of Trader
8.8 53.2 1.3 45.1 14.2 1.4 25.4 15.1 3.9 4.2 3.2 0.9 8.9 6.7
Number of Traders in Each Category Total Traders: 239
15 25 11 40 20 9 53 38 26 24 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 358,047
Positions
31,618 190,372 4,511 161,615 51,006 5,166 90,846 54,104 14,123 14,953 11,615 3,322 31,893 23,829
Changes from: November 24, 2015 Total Change is: 8,333
2,410 -3,816 -74 2,889 9,445 -467 1,549 1,750 766 276 -246 -1,243 2,227 2,217
Percent of Open Interest Represented by Each Category of Trader
8.8 53.2 1.3 45.1 14.2 1.4 25.4 15.1 3.9 4.2 3.2 0.9 8.9 6.7
Number of Traders in Each Category Total Traders: 239
15 25 11 40 20 9 53 38 26 24 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 398,381
Positions
130,906 49,969 4,460 110,861 170,383 21,315 90,941 112,017 11,215 7,967 13,645 801 19,915 14,575
Changes from: November 24, 2015 Total Change is: 1,916
-7,268 3,216 1,180 -2,022 -2,286 2,426 5,279 -2,811 1,879 600 -963 -191 33 -533
Percent of Open Interest Represented by Each Category of Trader
32.9 12.5 1.1 27.8 42.8 5.4 22.8 28.1 2.8 2.0 3.4 0.2 5.0 3.7
Number of Traders in Each Category Total Traders: 278
17 16 6 53 50 24 46 60 19 18 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 51,941
Positions
1,488 10,201 0 24,594 573 161 9,835 18,426 546 6,587 14,694 0 8,730 7,340
Changes from: November 24, 2015 Total Change is: -1,581
165 346 0 -735 573 -1,153 -494 -1,075 -9 751 -435 0 -106 172
Percent of Open Interest Represented by Each Category of Trader
2.9 19.6 0.0 47.3 1.1 0.3 18.9 35.5 1.1 12.7 28.3 0.0 16.8 14.1
Number of Traders in Each Category Total Traders: 66
4 7 0 19 . . 12 14 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 97,519
Positions
17,201 17,878 2,115 11,994 5,087 1,086 46,076 10,440 1,561 7,956 2,439 51 9,479 56,862
Changes from: November 24, 2015 Total Change is: 2,647
2,455 1,248 -73 -265 327 -20 417 3,177 203 40 -1,265 0 -110 -950
Percent of Open Interest Represented by Each Category of Trader
17.6 18.3 2.2 12.3 5.2 1.1 47.2 10.7 1.6 8.2 2.5 0.1 9.7 58.3
Number of Traders in Each Category Total Traders: 97
19 9 4 10 . . 38 11 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 169,266
Positions
7,379 103,307 804 101,261 42,106 8,865 38,285 5,966 2,949 3,260 1,819 0 6,463 3,450
Changes from: November 24, 2015 Total Change is: 1,349
181 3,563 -127 1,039 -833 247 -44 -1,080 48 46 -178 0 -41 -291
Percent of Open Interest Represented by Each Category of Trader
4.4 61.0 0.5 59.8 24.9 5.2 22.6 3.5 1.7 1.9 1.1 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 114
5 15 . 41 22 19 14 5 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 442,707
Positions
39,773 166,132 3,364 190,495 119,004 81,384 79,116 34,281 9,929 22,170 15,508 2,616 13,860 10,489
Changes from: November 24, 2015 Total Change is: -5,452
-524 -6,213 2,444 -6,504 -4,724 11,650 -7,129 -6,321 655 -4,669 -4,554 459 -1,834 1,152
Percent of Open Interest Represented by Each Category of Trader
9.0 37.5 0.8 43.0 26.9 18.4 17.9 7.7 2.2 5.0 3.5 0.6 3.1 2.4
Number of Traders in Each Category Total Traders: 247
22 20 5 60 45 39 29 29 15 25 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 611,101
Positions
4,168 49,646 19,985 220,698 102,782 89,445 35,279 70,508 71,023 5,193 47,256 7,541 157,768 152,915
Changes from: November 24, 2015 Total Change is: 2,881
1,141 5,270 7,574 14,276 8,694 14,127 -3,355 4,097 -28,080 -365 7,452 -3,058 622 -13,194
Percent of Open Interest Represented by Each Category of Trader
0.7 8.1 3.3 36.1 16.8 14.6 5.8 11.5 11.6 0.8 7.7 1.2 25.8 25.0
Number of Traders in Each Category Total Traders: 142
. 15 14 35 23 31 22 28 33 4 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 653,208
Positions
5,745 85,970 398 359,697 112,059 80,016 35,526 223,075 46,497 10,476 13,526 1,275 113,577 90,392
Changes from: November 24, 2015 Total Change is: -36,292
-2,732 13,391 -1,906 16,846 -1,560 988 3,596 -10,072 -34,529 940 6,103 -568 -18,927 -8,139
Percent of Open Interest Represented by Each Category of Trader
0.9 13.2 0.1 55.1 17.2 12.2 5.4 34.2 7.1 1.6 2.1 0.2 17.4 13.8
Number of Traders in Each Category Total Traders: 96
. 7 . 41 13 32 10 15 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,002,548
Positions
38,963 76,081 12,356 276,966 312,737 98,403 231,561 169,378 63,096 152,315 109,586 8,481 120,407 152,430
Changes from: November 24, 2015 Total Change is: -69,106
-12,873 -19,826 -2,270 -789 -3,052 -891 6,949 -6,093 -14,695 -22,125 3,748 -6,095 -16,318 -19,933
Percent of Open Interest Represented by Each Category of Trader
3.9 7.6 1.2 27.6 31.2 9.8 23.1 16.9 6.3 15.2 10.9 0.8 12.0 15.2
Number of Traders in Each Category Total Traders: 254
11 26 15 48 39 38 43 34 35 17 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,172,263
Positions
68,438 173,726 115,365 1,085,356 789,494 379,265 387,820 661,029 388,571 372,200 135,963 57,034 318,215 471,817
Changes from: November 24, 2015 Total Change is: 50,336
-13,502 41,686 -19,886 70,558 4,129 -65,846 37,282 44,583 40,609 -13,518 17,035 14,855 -216 -26,829
Percent of Open Interest Represented by Each Category of Trader
2.2 5.5 3.6 34.2 24.9 12.0 12.2 20.8 12.2 11.7 4.3 1.8 10.0 14.9
Number of Traders in Each Category Total Traders: 347
14 28 33 53 75 73 51 66 79 24 36 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,671,841
Positions
42,738 220,274 70,252 1,270,155 583,765 295,020 270,948 686,501 236,439 179,432 194,169 21,155 285,702 364,266
Changes from: November 24, 2015 Total Change is: -266,715
-5,216 17,995 -21,754 61,303 8,802 -15,960 -19,014 42,703 -208,982 18,468 16,260 -3,781 -71,779 -101,999
Percent of Open Interest Represented by Each Category of Trader
1.6 8.2 2.6 47.5 21.8 11.0 10.1 25.7 8.8 6.7 7.3 0.8 10.7 13.6
Number of Traders in Each Category Total Traders: 285
10 34 22 42 52 50 33 59 52 14 41 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 692,940
Positions
207,253 127,349 202,646 0 28,305 9,750 65,698 90,957 124,432 34,374 36,998 27,057 21,730 45,448
Changes from: November 24, 2015 Total Change is: -169,378
-45,500 -106,413 -33,201 -900 -5,244 4,000 -64,152 12,784 -20,885 7,264 364 -15,972 -31 -4,810
Percent of Open Interest Represented by Each Category of Trader
29.9 18.4 29.2 0.0 4.1 1.4 9.5 13.1 18.0 5.0 5.3 3.9 3.1 6.6
Number of Traders in Each Category Total Traders: 99
11 31 35 0 4 . 16 21 30 4 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,538,843
Positions
2,863,528 1,332,212 4,146,068 609,003 1,811,220 506,164 1,201,219 1,064,794 7,736,253 370,990 470,329 1,309,139 796,478 1,162,665
Changes from: November 24, 2015 Total Change is: 184,066
3,643 41,343 -2,302 31,035 5,191 -11,163 -1,392 -22,535 64,472 2,000 43,649 14,738 83,033 50,673
Percent of Open Interest Represented by Each Category of Trader
14.7 6.8 21.2 3.1 9.3 2.6 6.1 5.4 39.6 1.9 2.4 6.7 4.1 6.0
Number of Traders in Each Category Total Traders: 325
32 54 84 10 34 31 52 80 108 14 43 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 34,585
Positions
6,659 576 0 510 16,088 30 24,422 11,294 0 2,520 6,177 328 116 92
Changes from: November 24, 2015 Total Change is: -481
-210 -100 0 0 -71 0 -155 58 0 -150 -376 5 29 3
Percent of Open Interest Represented by Each Category of Trader
19.3 1.7 0.0 1.5 46.5 0.1 70.6 32.7 0.0 7.3 17.9 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 45
4 . 0 . 9 . 6 9 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 33,290
Positions
11,151 1,501 0 0 14,105 1 21,142 8,970 0 844 8,615 0 152 98
Changes from: November 24, 2015 Total Change is: -2,044
-262 -697 0 0 -91 0 -1,635 -722 0 -130 -555 0 -17 21
Percent of Open Interest Represented by Each Category of Trader
33.5 4.5 0.0 0.0 42.4 0.0 63.5 26.9 0.0 2.5 25.9 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 38
. . 0 0 9 . 6 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 95,421
Positions
2,844 62,083 181 23,772 50 1,527 18,587 19,412 4,198 29,471 4,976 214 14,627 2,779
Changes from: November 24, 2015 Total Change is: 3,931
-52 338 12 370 0 40 294 1,732 1,370 995 -617 -2 903 1,057
Percent of Open Interest Represented by Each Category of Trader
3.0 65.1 0.2 24.9 0.1 1.6 19.5 20.3 4.4 30.9 5.2 0.2 15.3 2.9
Number of Traders in Each Category Total Traders: 200
7 6 . 14 . . 46 18 18 95 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 312,156
Positions
62,527 66,601 14,732 52,516 35,776 42,670 51,355 67,815 47,053 11,889 4,855 6,674 22,740 25,980
Changes from: November 24, 2015 Total Change is: 26,024
9,413 2,603 1,297 -1,186 2,141 5,107 1,582 10,410 3,010 3,186 -154 300 3,315 1,310
Percent of Open Interest Represented by Each Category of Trader
20.0 21.3 4.7 16.8 11.5 13.7 16.5 21.7 15.1 3.8 1.6 2.1 7.3 8.3
Number of Traders in Each Category Total Traders: 176
16 10 13 14 15 9 34 42 45 18 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,942
Positions
265 3,058 0 2,385 1,254 1,719 13,731 13,804 484 1,983 595 0 375 28
Changes from: November 24, 2015 Total Change is: 2,166
75 0 0 -833 409 1,024 1,631 739 0 250 0 0 19 -6
Percent of Open Interest Represented by Each Category of Trader
1.3 14.6 0.0 11.4 6.0 8.2 65.6 65.9 2.3 9.5 2.8 0.0 1.8 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 5 . . 7 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 4, 2015