Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 175,527
Positions
60,238 6,970 4,643 30,763 54,013 1,498 23,709 46,130 12,684 17,143 3,089 523 24,325 45,977
Changes from: December 1, 2015 Total Change is: 17,510
3,466 504 -881 1,975 4,976 -70 10,482 6,456 3,692 -1,603 643 -221 670 2,410
Percent of Open Interest Represented by Each Category of Trader
34.3 4.0 2.6 17.5 30.8 0.9 13.5 26.3 7.2 9.8 1.8 0.3 13.9 26.2
Number of Traders in Each Category Total Traders: 94
8 5 9 7 9 . 16 32 16 13 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 80,416
Positions
50,634 1,335 2,882 816 2,236 420 7,824 37,857 11,721 0 0 0 6,120 23,965
Changes from: December 1, 2015 Total Change is: -5,933
-5,985 -740 1,894 0 -3 0 -5,957 -5,671 5,139 0 -412 0 -1,023 -6,140
Percent of Open Interest Represented by Each Category of Trader
63.0 1.7 3.6 1.0 2.8 0.5 9.7 47.1 14.6 0.0 0.0 0.0 7.6 29.8
Number of Traders in Each Category Total Traders: 45
8 . 5 . 4 . 9 20 16 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 217,584
Positions
90,872 7,421 12,587 10,220 60,779 2,988 45,733 60,098 20,674 14,583 12,768 2,735 17,193 37,534
Changes from: December 1, 2015 Total Change is: 6,601
-130 -2,383 4,192 5,118 2,497 -2,117 -5,170 6,035 1,171 5,196 -895 -272 -1,388 -1,628
Percent of Open Interest Represented by Each Category of Trader
41.8 3.4 5.8 4.7 27.9 1.4 21.0 27.6 9.5 6.7 5.9 1.3 7.9 17.3
Number of Traders in Each Category Total Traders: 117
9 7 11 5 19 8 23 40 27 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 264,926
Positions
136,719 5,200 5,987 21,402 67,729 6,876 16,980 100,724 23,745 32,334 2,847 2,974 17,911 48,845
Changes from: December 1, 2015 Total Change is: -14,713
-8,038 1,428 -4,637 743 -9,862 -1,057 -4,690 -1,995 2,092 251 -1,452 148 476 622
Percent of Open Interest Represented by Each Category of Trader
51.6 2.0 2.3 8.1 25.6 2.6 6.4 38.0 9.0 12.2 1.1 1.1 6.8 18.4
Number of Traders in Each Category Total Traders: 128
12 4 8 11 24 13 22 46 30 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 541,941
Positions
147,843 20,716 24,924 93,812 102,250 15,757 43,853 175,611 62,786 77,231 36,714 11,838 63,898 91,344
Changes from: December 1, 2015 Total Change is: -40,312
-8,776 -5,374 -11,779 -4,941 11,563 -9,739 328 -11,154 -5,076 -6,575 2,788 -6,187 12,434 -5,355
Percent of Open Interest Represented by Each Category of Trader
27.3 3.8 4.6 17.3 18.9 2.9 8.1 32.4 11.6 14.3 6.8 2.2 11.8 16.9
Number of Traders in Each Category Total Traders: 255
21 12 18 25 33 28 24 63 42 31 43 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 172,006
Positions
104,782 29,230 6,810 3,587 32,512 1,929 20,701 25,681 12,449 1,300 32,181 634 19,814 30,580
Changes from: December 1, 2015 Total Change is: 171
-1,899 13,970 3,797 130 -7,573 -1,806 224 -7,741 3,535 -2,563 149 -328 -918 -3,831
Percent of Open Interest Represented by Each Category of Trader
60.9 17.0 4.0 2.1 18.9 1.1 12.0 14.9 7.2 0.8 18.7 0.4 11.5 17.8
Number of Traders in Each Category Total Traders: 99
9 9 9 4 11 4 20 28 23 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 43,941
Positions
28,675 31,103 6,019 3,360 0 0 2,034 3,876 592 771 113 1,608 882 630
Changes from: December 1, 2015 Total Change is: 2,249
-108 -734 484 623 0 0 -171 868 -1 -254 0 1,608 68 24
Percent of Open Interest Represented by Each Category of Trader
65.3 70.8 13.7 7.6 0.0 0.0 4.6 8.8 1.3 1.8 0.3 3.7 2.0 1.4
Number of Traders in Each Category Total Traders: 25
5 6 4 . 0 0 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 200,227
Positions
53,584 78,034 26,852 49,650 6,309 614 43,543 52,888 17,969 2,898 8,967 1,969 3,149 6,626
Changes from: December 1, 2015 Total Change is: 13,091
454 261 11,120 -1,797 1,078 4 -2,018 -6,400 4,338 72 -648 1,615 -698 1,722
Percent of Open Interest Represented by Each Category of Trader
26.8 39.0 13.4 24.8 3.2 0.3 21.7 26.4 9.0 1.4 4.5 1.0 1.6 3.3
Number of Traders in Each Category Total Traders: 121
. 10 5 . 9 . 19 49 19 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 21,369
Positions
1,806 12,416 404 4,635 0 0 13,346 6,061 5 318 1,071 0 855 1,412
Changes from: December 1, 2015 Total Change is: -22,896
-11,490 -1,816 -10,029 -453 0 0 3,618 -5,818 -4,556 318 -297 -6 -298 -374
Percent of Open Interest Represented by Each Category of Trader
8.5 58.1 1.9 21.7 0.0 0.0 62.5 28.4 0.0 1.5 5.0 0.0 4.0 6.6
Number of Traders in Each Category Total Traders: 24
. . . . 0 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 38,425
Positions
18,659 14,034 1,280 2,053 5,170 1 9,959 11,457 1,129 2,625 860 0 2,719 4,494
Changes from: December 1, 2015 Total Change is: 1,802
-1,667 3,440 1,262 -7 -813 0 736 -1,769 695 745 138 0 38 -1,151
Percent of Open Interest Represented by Each Category of Trader
48.6 36.5 3.3 5.3 13.5 0.0 25.9 29.8 2.9 6.8 2.2 0.0 7.1 11.7
Number of Traders in Each Category Total Traders: 64
5 6 4 . 4 . 16 21 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 8,473
Positions
3,794 0 3 1,690 3,260 74 1,867 2,473 605 0 380 0 440 1,678
Changes from: December 1, 2015 Total Change is: -492
-201 0 3 -5 -1,056 -17 -825 200 582 0 -7 0 -29 -197
Percent of Open Interest Represented by Each Category of Trader
44.8 0.0 0.0 19.9 38.5 0.9 22.0 29.2 7.1 0.0 4.5 0.0 5.2 19.8
Number of Traders in Each Category Total Traders: 22
4 0 . . 4 . . 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 53,264
Positions
11,867 27,415 5,655 5,239 2,326 528 17,847 6,068 2,245 2,643 1,336 625 6,616 7,067
Changes from: December 1, 2015 Total Change is: -1,995
-157 -1,547 2,459 -401 443 -214 -3,827 -839 710 -57 -2,045 65 -573 -1,027
Percent of Open Interest Represented by Each Category of Trader
22.3 51.5 10.6 9.8 4.4 1.0 33.5 11.4 4.2 5.0 2.5 1.2 12.4 13.3
Number of Traders in Each Category Total Traders: 107
18 17 9 9 4 5 30 14 8 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 106,528
Positions
23,734 54,830 11,310 10,477 4,651 1,055 35,695 12,136 4,489 5,286 2,672 1,249 13,232 14,135
Changes from: December 1, 2015 Total Change is: -3,989
-314 -3,094 4,917 -801 886 -428 -7,655 -1,677 1,420 -113 -4,091 131 -1,146 -2,053
Percent of Open Interest Represented by Each Category of Trader
22.3 51.5 10.6 9.8 4.4 1.0 33.5 11.4 4.2 5.0 2.5 1.2 12.4 13.3
Number of Traders in Each Category Total Traders: 107
18 17 9 9 4 5 30 14 8 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 863,566
Positions
73,625 88,075 82,710 235,430 145,947 77,545 86,820 138,850 151,442 19,305 47,907 41,552 95,138 89,539
Changes from: December 1, 2015 Total Change is: 9,641
-16,118 6,835 20,060 -6,632 -2,447 1,431 4,588 -8,050 8,806 1,163 -3,925 219 -3,875 -13,286
Percent of Open Interest Represented by Each Category of Trader
8.5 10.2 9.6 27.3 16.9 9.0 10.1 16.1 17.5 2.2 5.5 4.8 11.0 10.4
Number of Traders in Each Category Total Traders: 613
34 37 47 117 76 97 86 121 108 77 63 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 162,035
Positions
14,367 37,234 9,409 30,815 22,157 8,282 12,523 6,631 35,398 2,714 5,550 13,631 34,896 23,744
Changes from: December 1, 2015 Total Change is: -4,090
692 11,124 -568 -1,599 -244 1,835 -1,721 -6,565 -230 159 256 -273 -2,385 -9,426
Percent of Open Interest Represented by Each Category of Trader
8.9 23.0 5.8 19.0 13.7 5.1 7.7 4.1 21.8 1.7 3.4 8.4 21.5 14.7
Number of Traders in Each Category Total Traders: 83
5 10 8 14 6 9 18 14 32 10 4 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 3,507,655
Positions
445,315 403,228 217,480 1,051,650 647,525 317,739 446,079 735,693 505,623 85,536 214,368 137,024 301,209 328,976
Changes from: December 1, 2015 Total Change is: 68,656
-55,965 6,642 75,053 -25,900 -11,757 -1,284 3,583 -35,390 73,145 3,719 -22,208 3,757 -7,452 -19,301
Percent of Open Interest Represented by Each Category of Trader
12.7 11.5 6.2 30.0 18.5 9.1 12.7 21.0 14.4 2.4 6.1 3.9 8.6 9.4
Number of Traders in Each Category Total Traders: 590
32 39 45 113 73 91 84 117 99 70 62 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 87,492
Positions
11,912 20,544 849 42,433 55,064 1,698 19,184 5,059 460 266 263 0 10,690 3,555
Changes from: December 1, 2015 Total Change is: -2,822
-1,385 -5,952 -58 -496 4,426 -615 -61 -547 65 21 0 0 -293 -141
Percent of Open Interest Represented by Each Category of Trader
13.6 23.5 1.0 48.5 62.9 1.9 21.9 5.8 0.5 0.3 0.3 0.0 12.2 4.1
Number of Traders in Each Category Total Traders: 86
5 8 . 30 16 15 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 70,186
Positions
6,442 35,226 1,318 31,643 10,538 789 17,196 12,014 3,107 2,843 2,067 913 5,937 4,215
Changes from: December 1, 2015 Total Change is: -1,424
118 -2,848 415 -680 337 -245 -973 1,194 282 -148 -256 248 -442 -550
Percent of Open Interest Represented by Each Category of Trader
9.2 50.2 1.9 45.1 15.0 1.1 24.5 17.1 4.4 4.1 2.9 1.3 8.5 6.0
Number of Traders in Each Category Total Traders: 242
16 22 10 41 21 9 58 39 24 22 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 350,929
Positions
32,209 176,130 6,588 158,216 52,689 3,943 85,979 60,072 15,533 14,215 10,334 4,563 29,683 21,077
Changes from: December 1, 2015 Total Change is: -7,118
591 -14,242 2,077 -3,399 1,684 -1,223 -4,867 5,968 1,410 -738 -1,281 1,241 -2,211 -2,752
Percent of Open Interest Represented by Each Category of Trader
9.2 50.2 1.9 45.1 15.0 1.1 24.5 17.1 4.4 4.1 2.9 1.3 8.5 6.0
Number of Traders in Each Category Total Traders: 242
16 22 10 41 21 9 58 39 24 22 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 384,270
Positions
117,590 48,954 4,818 108,996 158,121 21,815 95,091 108,595 10,649 5,668 13,895 543 19,100 16,880
Changes from: December 1, 2015 Total Change is: -14,111
-13,316 -1,015 358 -1,865 -12,262 500 4,149 -3,422 -567 -2,299 250 -258 -814 2,305
Percent of Open Interest Represented by Each Category of Trader
30.6 12.7 1.3 28.4 41.1 5.7 24.7 28.3 2.8 1.5 3.6 0.1 5.0 4.4
Number of Traders in Each Category Total Traders: 270
19 14 6 52 51 24 43 57 19 14 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 65,715
Positions
1,192 10,617 7,295 21,523 573 241 10,150 17,480 2,047 6,355 14,762 4,210 12,702 8,490
Changes from: December 1, 2015 Total Change is: 13,774
-296 416 7,295 -3,071 0 80 315 -946 1,501 -232 68 4,210 3,972 1,150
Percent of Open Interest Represented by Each Category of Trader
1.8 16.2 11.1 32.8 0.9 0.4 15.4 26.6 3.1 9.7 22.5 6.4 19.3 12.9
Number of Traders in Each Category Total Traders: 70
4 8 4 18 . . 14 15 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 106,729
Positions
20,593 18,719 4,029 9,520 5,158 1,571 41,424 10,183 3,443 7,059 2,157 251 18,839 61,218
Changes from: December 1, 2015 Total Change is: 9,210
3,392 841 1,914 -2,474 71 485 -4,652 -257 1,882 -897 -282 200 9,360 4,356
Percent of Open Interest Represented by Each Category of Trader
19.3 17.5 3.8 8.9 4.8 1.5 38.8 9.5 3.2 6.6 2.0 0.2 17.7 57.4
Number of Traders in Each Category Total Traders: 97
20 11 9 9 . . 36 12 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 176,912
Positions
7,527 107,898 847 102,336 47,572 8,478 45,053 3,606 3,127 3,218 1,836 0 6,326 3,548
Changes from: December 1, 2015 Total Change is: 7,646
148 4,591 43 1,075 5,466 -387 6,768 -2,360 178 -42 17 0 -137 98
Percent of Open Interest Represented by Each Category of Trader
4.3 61.0 0.5 57.8 26.9 4.8 25.5 2.0 1.8 1.8 1.0 0.0 3.6 2.0
Number of Traders in Each Category Total Traders: 118
5 14 . 39 24 19 19 5 4 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 454,859
Positions
38,919 161,596 6,460 196,596 127,593 78,718 81,919 38,923 11,675 18,002 16,042 2,599 19,971 11,253
Changes from: December 1, 2015 Total Change is: 12,152
-854 -4,536 3,096 6,101 8,589 -2,666 2,803 4,642 1,746 -4,168 534 -17 6,111 764
Percent of Open Interest Represented by Each Category of Trader
8.6 35.5 1.4 43.2 28.1 17.3 18.0 8.6 2.6 4.0 3.5 0.6 4.4 2.5
Number of Traders in Each Category Total Traders: 252
21 22 8 61 45 38 30 32 18 22 17 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 623,919
Positions
5,995 45,890 25,000 244,791 123,513 85,846 41,252 70,561 63,111 4,602 48,031 11,148 142,174 150,819
Changes from: December 1, 2015 Total Change is: 12,818
1,827 -3,756 5,015 24,093 20,731 -3,600 5,973 53 -7,912 -591 775 3,607 -15,594 -2,096
Percent of Open Interest Represented by Each Category of Trader
1.0 7.4 4.0 39.2 19.8 13.8 6.6 11.3 10.1 0.7 7.7 1.8 22.8 24.2
Number of Traders in Each Category Total Traders: 140
5 12 14 35 24 32 25 23 31 5 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 636,072
Positions
5,530 77,319 1,999 369,942 112,627 69,422 31,479 235,810 35,441 10,129 13,557 594 111,537 89,303
Changes from: December 1, 2015 Total Change is: -17,136
-215 -8,651 1,601 10,245 568 -10,594 -4,048 12,735 -11,057 -347 31 -681 -2,041 -1,088
Percent of Open Interest Represented by Each Category of Trader
0.9 12.2 0.3 58.2 17.7 10.9 4.9 37.1 5.6 1.6 2.1 0.1 17.5 14.0
Number of Traders in Each Category Total Traders: 97
. 8 . 45 12 33 9 14 13 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 992,768
Positions
53,406 82,948 6,720 284,082 303,287 104,260 223,698 165,430 61,764 147,066 113,690 7,572 104,199 147,096
Changes from: December 1, 2015 Total Change is: -9,780
14,443 6,867 -5,636 7,116 -9,450 5,857 -7,864 -3,948 -1,332 -5,248 4,104 -909 -16,208 -5,335
Percent of Open Interest Represented by Each Category of Trader
5.4 8.4 0.7 28.6 30.5 10.5 22.5 16.7 6.2 14.8 11.5 0.8 10.5 14.8
Number of Traders in Each Category Total Traders: 256
11 31 9 48 37 39 44 31 34 18 36 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 3,083,916
Positions
58,098 149,554 132,835 1,043,993 792,644 414,858 389,207 603,208 341,564 359,455 138,695 44,168 299,739 466,390
Changes from: December 1, 2015 Total Change is: -88,347
-10,341 -24,172 17,470 -41,363 3,150 35,594 1,387 -57,821 -47,007 -12,745 2,731 -12,866 -18,476 -5,427
Percent of Open Interest Represented by Each Category of Trader
1.9 4.8 4.3 33.9 25.7 13.5 12.6 19.6 11.1 11.7 4.5 1.4 9.7 15.1
Number of Traders in Each Category Total Traders: 355
10 35 36 52 79 77 50 69 83 26 34 21
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 2,585,807
Positions
26,108 231,001 77,006 1,313,435 557,853 289,127 252,204 685,652 166,231 191,298 189,124 19,499 250,900 370,314
Changes from: December 1, 2015 Total Change is: -86,034
-16,630 10,727 6,754 43,281 -25,912 -5,894 -18,745 -848 -70,208 11,866 -5,045 -1,656 -34,802 6,048
Percent of Open Interest Represented by Each Category of Trader
1.0 8.9 3.0 50.8 21.6 11.2 9.8 26.5 6.4 7.4 7.3 0.8 9.7 14.3
Number of Traders in Each Category Total Traders: 288
8 34 27 44 50 53 31 64 54 16 41 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 712,038
Positions
260,516 161,057 170,955 0 30,162 9,751 47,966 83,287 141,330 31,688 42,323 25,461 24,371 47,713
Changes from: December 1, 2015 Total Change is: 19,098
53,263 33,708 -31,691 0 1,857 1 -17,732 -7,670 16,898 -2,686 5,325 -1,596 2,641 2,265
Percent of Open Interest Represented by Each Category of Trader
36.6 22.6 24.0 0.0 4.2 1.4 6.7 11.7 19.8 4.5 5.9 3.6 3.4 6.7
Number of Traders in Each Category Total Traders: 101
14 30 34 0 5 . 14 21 28 . 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 is19,829,580
Positions
2,821,308 1,542,419 4,156,008 721,329 1,787,601 575,861 1,366,463 1,103,922 7,801,869 380,872 419,412 1,314,960 690,909 1,127,527
Changes from: December 1, 2015 Total Change is: 290,737
-42,219 210,208 9,941 112,326 -23,619 69,697 165,244 39,128 65,616 9,881 -50,916 5,821 -105,570 -35,138
Percent of Open Interest Represented by Each Category of Trader
14.2 7.8 21.0 3.6 9.0 2.9 6.9 5.6 39.3 1.9 2.1 6.6 3.5 5.7
Number of Traders in Each Category Total Traders: 326
34 52 84 14 31 29 51 81 107 19 37 42
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 41,985
Positions
5,206 387 0 510 16,199 0 22,297 8,310 11,178 2,370 5,500 327 97 84
Changes from: December 1, 2015 Total Change is: 7,400
-1,453 -189 0 0 111 -30 -2,125 -2,984 11,178 -150 -677 -1 -19 -8
Percent of Open Interest Represented by Each Category of Trader
12.4 0.9 0.0 1.2 38.6 0.0 53.1 19.8 26.6 5.6 13.1 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 . 0 . 9 0 7 9 . . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 45,245
Positions
11,301 1,486 0 0 14,857 1 18,772 7,983 13,707 1,347 7,111 0 117 100
Changes from: December 1, 2015 Total Change is: 11,955
150 -15 0 0 752 0 -2,370 -987 13,707 503 -1,504 0 -35 2
Percent of Open Interest Represented by Each Category of Trader
25.0 3.3 0.0 0.0 32.8 0.0 41.5 17.6 30.3 3.0 15.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 35
. . 0 0 9 . 6 4 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 97,011
Positions
2,556 62,838 98 22,551 0 1,542 21,418 18,613 6,341 29,543 5,382 932 12,029 1,265
Changes from: December 1, 2015 Total Change is: 1,590
-288 755 -84 -1,221 -50 15 2,831 -799 2,144 72 405 718 -2,597 -1,514
Percent of Open Interest Represented by Each Category of Trader
2.6 64.8 0.1 23.2 0.0 1.6 22.1 19.2 6.5 30.5 5.5 1.0 12.4 1.3
Number of Traders in Each Category Total Traders: 173
7 4 . 13 0 . 39 15 18 80 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 295,272
Positions
62,634 56,335 17,231 60,866 34,737 37,095 40,888 77,306 38,993 10,669 3,509 6,511 20,385 23,555
Changes from: December 1, 2015 Total Change is: -16,884
107 -10,266 2,499 8,350 -1,039 -5,575 -10,467 9,491 -8,060 -1,220 -1,346 -163 -2,355 -2,425
Percent of Open Interest Represented by Each Category of Trader
21.2 19.1 5.8 20.6 11.8 12.6 13.8 26.2 13.2 3.6 1.2 2.2 6.9 8.0
Number of Traders in Each Category Total Traders: 163
14 14 16 15 11 10 29 47 46 14 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 20,936
Positions
108 3,130 0 1,548 981 1,969 15,576 13,625 543 763 406 236 193 46
Changes from: December 1, 2015 Total Change is: -6
-157 72 0 -837 -273 250 1,845 -179 59 -1,220 -189 236 -182 18
Percent of Open Interest Represented by Each Category of Trader
0.5 15.0 0.0 7.4 4.7 9.4 74.4 65.1 2.6 3.6 1.9 1.1 0.9 0.2
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 6 8 . 4 . .
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Updated December 11, 2015