Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 205,413
Positions
66,615 2,179 33,492 31,112 52,052 2,387 18,208 54,714 12,036 17,063 3,164 356 24,144 45,033
Changes from: December 8, 2015 Total Change is: 29,886
6,378 -4,790 28,849 349 -1,961 888 -5,501 8,583 -648 -81 75 -167 -181 -944
Percent of Open Interest Represented by Each Category of Trader
32.4 1.1 16.3 15.1 25.3 1.2 8.9 26.6 5.9 8.3 1.5 0.2 11.8 21.9
Number of Traders in Each Category Total Traders: 98
9 5 11 6 10 . 16 35 14 13 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 54,979
Positions
21,508 1,974 287 1,236 2,524 0 23,563 27,952 2,213 0 0 0 6,173 20,031
Changes from: December 8, 2015 Total Change is: -25,437
-29,126 639 -2,595 420 288 -420 15,739 -9,906 -9,508 0 0 0 53 -3,934
Percent of Open Interest Represented by Each Category of Trader
39.1 3.6 0.5 2.2 4.6 0.0 42.9 50.8 4.0 0.0 0.0 0.0 11.2 36.4
Number of Traders in Each Category Total Traders: 38
4 . . . 5 0 11 14 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 184,858
Positions
87,194 2,942 2,952 10,526 67,215 3,206 47,278 47,266 13,261 886 11,733 2,422 17,133 33,861
Changes from: December 8, 2015 Total Change is: -32,726
-3,677 -4,480 -9,636 306 6,436 218 1,545 -12,832 -7,412 -13,697 -1,035 -312 -60 -3,673
Percent of Open Interest Represented by Each Category of Trader
47.2 1.6 1.6 5.7 36.4 1.7 25.6 25.6 7.2 0.5 6.3 1.3 9.3 18.3
Number of Traders in Each Category Total Traders: 99
8 7 8 5 18 8 22 31 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 218,594
Positions
79,755 6,294 4,846 22,782 60,075 8,095 26,652 83,024 14,182 38,589 2,084 3,241 20,452 36,752
Changes from: December 8, 2015 Total Change is: -46,332
-56,963 1,094 -1,141 1,380 -7,654 1,220 9,672 -17,700 -9,563 6,255 -762 267 2,541 -12,093
Percent of Open Interest Represented by Each Category of Trader
36.5 2.9 2.2 10.4 27.5 3.7 12.2 38.0 6.5 17.7 1.0 1.5 9.4 16.8
Number of Traders in Each Category Total Traders: 119
7 5 6 13 24 13 21 41 21 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 474,039
Positions
142,939 6,997 17,004 91,454 109,500 17,694 39,066 156,906 41,981 54,842 28,568 9,468 59,591 85,921
Changes from: December 8, 2015 Total Change is: -67,902
-4,904 -13,719 -7,921 -2,357 7,250 1,937 -4,787 -18,705 -20,804 -22,389 -8,146 -2,370 -4,307 -5,424
Percent of Open Interest Represented by Each Category of Trader
30.2 1.5 3.6 19.3 23.1 3.7 8.2 33.1 8.9 11.6 6.0 2.0 12.6 18.1
Number of Traders in Each Category Total Traders: 242
17 12 12 27 36 30 25 58 35 32 35 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 122,320
Positions
55,898 1,859 1,841 1,948 27,545 2,992 33,876 22,584 5,569 1,017 29,521 850 18,329 29,559
Changes from: December 8, 2015 Total Change is: -49,686
-48,884 -27,371 -4,969 -1,639 -4,967 1,062 13,175 -3,096 -6,880 -283 -2,660 216 -1,484 -1,021
Percent of Open Interest Represented by Each Category of Trader
45.7 1.5 1.5 1.6 22.5 2.4 27.7 18.5 4.6 0.8 24.1 0.7 15.0 24.2
Number of Traders in Each Category Total Traders: 86
9 . 7 4 11 4 19 26 14 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 45,112
Positions
26,735 30,600 5,440 3,413 0 0 3,006 3,428 2,541 771 113 2,447 759 543
Changes from: December 8, 2015 Total Change is: 1,171
-1,940 -503 -579 53 0 0 972 -448 1,949 0 0 839 -123 -87
Percent of Open Interest Represented by Each Category of Trader
59.3 67.8 12.1 7.6 0.0 0.0 6.7 7.6 5.6 1.7 0.3 5.4 1.7 1.2
Number of Traders in Each Category Total Traders: 24
5 5 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 144,872
Positions
54,402 63,082 27 47,794 6,648 464 34,871 60,325 656 3,234 6,150 4 3,419 7,515
Changes from: December 8, 2015 Total Change is: -55,355
818 -14,952 -26,825 -1,856 339 -150 -8,672 7,437 -17,312 336 -2,817 -1,964 271 889
Percent of Open Interest Represented by Each Category of Trader
37.6 43.5 0.0 33.0 4.6 0.3 24.1 41.6 0.5 2.2 4.2 0.0 2.4 5.2
Number of Traders in Each Category Total Traders: 116
4 8 . . 10 . 19 49 8 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 19,707
Positions
0 12,538 400 4,505 0 0 12,274 4,102 20 1,670 1,191 0 838 1,456
Changes from: December 8, 2015 Total Change is: -1,662
-1,806 122 -4 -130 0 0 -1,072 -1,959 15 1,352 120 0 -17 44
Percent of Open Interest Represented by Each Category of Trader
0.0 63.6 2.0 22.9 0.0 0.0 62.3 20.8 0.1 8.5 6.0 0.0 4.3 7.4
Number of Traders in Each Category Total Traders: 21
0 . . . 0 0 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 23,626
Positions
5,339 2,310 0 1,892 6,906 1 12,207 9,540 124 1,598 703 0 2,465 4,042
Changes from: December 8, 2015 Total Change is: -14,799
-13,320 -11,724 -1,280 -161 1,736 0 2,248 -1,917 -1,005 -1,027 -157 0 -254 -452
Percent of Open Interest Represented by Each Category of Trader
22.6 9.8 0.0 8.0 29.2 0.0 51.7 40.4 0.5 6.8 3.0 0.0 10.4 17.1
Number of Traders in Each Category Total Traders: 56
4 . 0 . 4 . 18 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 64,372
Positions
9,704 29,383 15,909 4,834 2,072 754 19,812 3,640 2,411 2,605 2,399 946 7,397 6,859
Changes from: December 8, 2015 Total Change is: 11,108
-2,163 1,968 10,254 -405 -254 227 1,964 -2,428 166 -38 1,063 321 781 -209
Percent of Open Interest Represented by Each Category of Trader
15.1 45.6 24.7 7.5 3.2 1.2 30.8 5.7 3.7 4.0 3.7 1.5 11.5 10.7
Number of Traders in Each Category Total Traders: 107
17 16 15 11 . 7 29 10 9 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 128,743
Positions
19,408 58,766 31,818 9,668 4,143 1,508 39,624 7,280 4,821 5,211 4,798 1,891 14,794 13,717
Changes from: December 8, 2015 Total Change is: 22,215
-4,326 3,936 20,508 -809 -508 453 3,929 -4,856 332 -75 2,126 642 1,562 -417
Percent of Open Interest Represented by Each Category of Trader
15.1 45.6 24.7 7.5 3.2 1.2 30.8 5.7 3.7 4.0 3.7 1.5 11.5 10.7
Number of Traders in Each Category Total Traders: 107
17 16 15 11 . 7 29 10 9 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 959,820
Positions
60,319 87,791 100,991 230,281 151,525 90,553 93,864 123,990 179,513 22,654 50,870 50,236 131,408 124,352
Changes from: December 8, 2015 Total Change is: 96,254
-13,305 -284 18,282 -5,149 5,577 13,008 7,044 -14,860 28,072 3,349 2,963 8,684 36,270 34,813
Percent of Open Interest Represented by Each Category of Trader
6.3 9.1 10.5 24.0 15.8 9.4 9.8 12.9 18.7 2.4 5.3 5.2 13.7 13.0
Number of Traders in Each Category Total Traders: 623
32 37 51 120 83 109 80 122 119 73 73 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 199,355
Positions
15,386 42,722 11,639 32,514 21,084 4,997 20,397 7,361 43,747 2,698 5,841 16,875 51,102 45,089
Changes from: December 8, 2015 Total Change is: 37,320
1,020 5,488 2,230 1,699 -1,074 -3,285 7,874 731 8,349 -16 292 3,243 16,205 21,345
Percent of Open Interest Represented by Each Category of Trader
7.7 21.4 5.8 16.3 10.6 2.5 10.2 3.7 21.9 1.4 2.9 8.5 25.6 22.6
Number of Traders in Each Category Total Traders: 81
5 9 9 14 7 9 18 14 32 6 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 3,802,327
Positions
389,826 390,504 281,599 1,029,327 692,697 387,285 459,369 675,176 586,798 104,297 229,658 162,293 401,533 396,317
Changes from: December 8, 2015 Total Change is: 294,672
-55,489 -12,724 64,119 -22,324 45,172 69,546 13,290 -60,517 81,175 18,761 15,290 25,269 100,323 67,341
Percent of Open Interest Represented by Each Category of Trader
10.3 10.3 7.4 27.1 18.2 10.2 12.1 17.8 15.4 2.7 6.0 4.3 10.6 10.4
Number of Traders in Each Category Total Traders: 603
29 40 49 116 80 104 80 117 113 69 71 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 93,064
Positions
12,191 16,150 5,372 44,186 61,187 1,679 18,908 2,684 454 230 1,302 0 10,044 4,236
Changes from: December 8, 2015 Total Change is: 5,572
279 -4,394 4,523 1,753 6,123 -19 -276 -2,375 -6 -36 1,039 0 -646 681
Percent of Open Interest Represented by Each Category of Trader
13.1 17.4 5.8 47.5 65.7 1.8 20.3 2.9 0.5 0.2 1.4 0.0 10.8 4.6
Number of Traders in Each Category Total Traders: 84
6 8 4 31 16 16 15 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 80,072
Positions
5,187 38,747 7,557 31,550 9,642 4,361 18,571 9,917 4,422 2,868 1,822 1,134 4,423 2,470
Changes from: December 8, 2015 Total Change is: 9,886
-1,255 3,521 6,240 -93 -895 3,573 1,375 -2,098 1,315 25 -245 221 -1,514 -1,745
Percent of Open Interest Represented by Each Category of Trader
6.5 48.4 9.4 39.4 12.0 5.4 23.2 12.4 5.5 3.6 2.3 1.4 5.5 3.1
Number of Traders in Each Category Total Traders: 231
16 21 15 43 19 11 55 36 31 24 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 400,360
Positions
25,933 193,736 37,786 157,749 48,212 21,806 92,854 49,584 22,109 14,340 9,108 5,669 22,114 12,349
Changes from: December 8, 2015 Total Change is: 49,431
-6,276 17,606 31,198 -467 -4,477 17,863 6,875 -10,488 6,577 125 -1,226 1,105 -7,568 -8,727
Percent of Open Interest Represented by Each Category of Trader
6.5 48.4 9.4 39.4 12.0 5.4 23.2 12.4 5.5 3.6 2.3 1.4 5.5 3.1
Number of Traders in Each Category Total Traders: 231
16 21 15 43 19 11 55 36 31 24 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 411,759
Positions
119,384 48,715 19,488 110,523 167,358 22,913 101,561 109,719 10,849 5,708 11,967 983 20,350 19,768
Changes from: December 8, 2015 Total Change is: 27,489
1,794 -239 14,670 1,527 9,237 1,098 6,470 1,124 200 40 -1,928 440 1,250 2,888
Percent of Open Interest Represented by Each Category of Trader
29.0 11.8 4.7 26.8 40.6 5.6 24.7 26.6 2.6 1.4 2.9 0.2 4.9 4.8
Number of Traders in Each Category Total Traders: 268
16 16 19 51 51 24 43 56 20 14 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 48,828
Positions
1,021 15,477 0 21,891 573 212 8,808 7,553 0 7,295 21,485 0 9,601 3,528
Changes from: December 8, 2015 Total Change is: -16,887
-171 4,860 -7,295 368 0 -29 -1,342 -9,927 -2,047 940 6,723 -4,210 -3,101 -4,962
Percent of Open Interest Represented by Each Category of Trader
2.1 31.7 0.0 44.8 1.2 0.4 18.0 15.5 0.0 14.9 44.0 0.0 19.7 7.2
Number of Traders in Each Category Total Traders: 56
. 8 0 18 . . 9 9 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 67,593
Positions
15,298 8,121 1,362 13,980 4,282 149 19,836 6,485 321 7,301 738 0 9,346 46,135
Changes from: December 8, 2015 Total Change is: -39,136
-5,295 -10,598 -2,667 4,460 -876 -1,422 -21,588 -3,698 -3,122 242 -1,419 -251 -9,493 -15,083
Percent of Open Interest Represented by Each Category of Trader
22.6 12.0 2.0 20.7 6.3 0.2 29.3 9.6 0.5 10.8 1.1 0.0 13.8 68.3
Number of Traders in Each Category Total Traders: 69
17 7 5 10 . . 22 5 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 194,450
Positions
10,420 104,538 6,234 92,981 59,431 8,339 48,987 4,024 4,197 3,455 2,167 48 19,789 5,472
Changes from: December 8, 2015 Total Change is: 17,538
2,893 -3,360 5,387 -9,355 11,859 -139 3,934 418 1,070 237 331 48 13,463 1,924
Percent of Open Interest Represented by Each Category of Trader
5.4 53.8 3.2 47.8 30.6 4.3 25.2 2.1 2.2 1.8 1.1 0.0 10.2 2.8
Number of Traders in Each Category Total Traders: 120
7 12 10 39 25 20 19 4 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 484,138
Positions
36,427 143,727 10,629 209,676 155,517 79,023 88,404 44,045 13,826 17,510 18,263 3,798 24,845 15,310
Changes from: December 8, 2015 Total Change is: 29,279
-2,492 -17,869 4,169 13,080 27,924 305 6,485 5,122 2,151 -492 2,221 1,199 4,874 4,057
Percent of Open Interest Represented by Each Category of Trader
7.5 29.7 2.2 43.3 32.1 16.3 18.3 9.1 2.9 3.6 3.8 0.8 5.1 3.2
Number of Traders in Each Category Total Traders: 246
19 20 16 63 46 38 29 29 21 21 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 632,362
Positions
2,642 58,035 24,682 247,039 132,533 86,716 41,837 54,817 71,646 4,565 50,205 13,629 139,606 140,100
Changes from: December 8, 2015 Total Change is: 8,443
-3,353 12,145 -318 2,248 9,019 870 585 -15,744 8,535 -37 2,174 2,481 -2,569 -10,720
Percent of Open Interest Represented by Each Category of Trader
0.4 9.2 3.9 39.1 21.0 13.7 6.6 8.7 11.3 0.7 7.9 2.2 22.1 22.2
Number of Traders in Each Category Total Traders: 145
. 16 14 38 24 33 23 26 30 5 12 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 638,199
Positions
4,001 85,561 533 386,552 116,653 64,806 23,330 244,533 29,930 9,884 9,230 594 118,569 86,359
Changes from: December 8, 2015 Total Change is: 2,127
-1,529 8,242 -1,466 16,610 4,026 -4,616 -8,149 8,723 -5,511 -245 -4,327 0 7,033 -2,944
Percent of Open Interest Represented by Each Category of Trader
0.6 13.4 0.1 60.6 18.3 10.2 3.7 38.3 4.7 1.5 1.4 0.1 18.6 13.5
Number of Traders in Each Category Total Traders: 97
. 8 . 46 13 32 7 15 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,024,346
Positions
51,520 97,072 6,213 287,370 288,276 114,848 241,620 186,774 53,757 158,695 130,194 5,955 104,369 141,258
Changes from: December 8, 2015 Total Change is: 31,578
-1,886 14,124 -507 3,288 -15,012 10,587 17,922 21,344 -8,007 11,629 16,505 -1,618 171 -5,838
Percent of Open Interest Represented by Each Category of Trader
5.0 9.5 0.6 28.1 28.1 11.2 23.6 18.2 5.2 15.5 12.7 0.6 10.2 13.8
Number of Traders in Each Category Total Traders: 259
9 33 8 53 37 43 41 31 32 19 36 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 3,039,389
Positions
63,647 143,625 147,825 1,044,280 808,710 400,514 339,198 571,305 330,955 336,410 126,650 58,451 318,110 451,356
Changes from: December 8, 2015 Total Change is: -44,527
5,549 -5,929 14,990 287 16,067 -14,344 -50,008 -31,904 -10,610 -23,045 -12,045 14,283 18,372 -15,034
Percent of Open Interest Represented by Each Category of Trader
2.1 4.7 4.9 34.4 26.6 13.2 11.2 18.8 10.9 11.1 4.2 1.9 10.5 14.9
Number of Traders in Each Category Total Traders: 349
14 32 38 56 78 77 52 61 78 23 33 25
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 2,652,379
Positions
27,650 256,702 82,231 1,268,730 491,900 349,868 237,887 683,660 218,501 197,668 180,960 23,529 246,314 365,028
Changes from: December 8, 2015 Total Change is: 66,572
1,542 25,701 5,225 -44,705 -65,953 60,741 -14,316 -1,993 52,270 6,371 -8,164 4,030 -4,586 -5,286
Percent of Open Interest Represented by Each Category of Trader
1.0 9.7 3.1 47.8 18.5 13.2 9.0 25.8 8.2 7.5 6.8 0.9 9.3 13.8
Number of Traders in Each Category Total Traders: 286
9 35 28 46 48 56 38 55 59 18 37 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 803,570
Positions
282,478 182,531 212,616 1,617 19,870 14,762 71,022 107,121 135,389 25,564 48,565 36,730 23,392 45,985
Changes from: December 8, 2015 Total Change is: 91,532
21,962 21,474 41,661 1,617 -10,292 5,011 23,056 23,835 -5,941 -6,124 6,243 11,269 -979 -1,728
Percent of Open Interest Represented by Each Category of Trader
35.2 22.7 26.5 0.2 2.5 1.8 8.8 13.3 16.8 3.2 6.0 4.6 2.9 5.7
Number of Traders in Each Category Total Traders: 114
13 35 40 . 5 . 10 30 32 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 is16,409,927
Positions
2,688,377 1,516,924 3,359,145 884,952 1,623,778 545,629 800,147 820,410 6,036,853 338,287 414,469 1,013,028 743,509 1,079,692
Changes from: December 8, 2015 Total Change is:-3,419,653
-132,931 -25,495 -796,864 163,623 -163,823 -30,232 -566,317 -283,513 -1,765,016 -42,585 -4,943 -301,932 52,601 -47,835
Percent of Open Interest Represented by Each Category of Trader
16.4 9.2 20.5 5.4 9.9 3.3 4.9 5.0 36.8 2.1 2.5 6.2 4.5 6.6
Number of Traders in Each Category Total Traders: 295
29 52 78 15 28 29 44 74 97 18 32 35
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 29,822
Positions
5,724 437 0 410 15,380 0 19,246 8,273 0 4,017 5,047 327 98 358
Changes from: December 8, 2015 Total Change is: -12,163
518 50 0 -100 -819 0 -3,051 -37 -11,178 1,647 -453 0 1 274
Percent of Open Interest Represented by Each Category of Trader
19.2 1.5 0.0 1.4 51.6 0.0 64.5 27.7 0.0 13.5 16.9 1.1 0.3 1.2
Number of Traders in Each Category Total Traders: 41
4 . 0 . 8 0 5 8 0 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 30,758
Positions
899 110 0 0 15,926 1 28,623 8,846 0 1,186 5,770 0 49 105
Changes from: December 8, 2015 Total Change is: -14,487
-10,402 -1,376 0 0 1,069 0 9,851 863 -13,707 -161 -1,341 0 -68 5
Percent of Open Interest Represented by Each Category of Trader
2.9 0.4 0.0 0.0 51.8 0.0 93.1 28.8 0.0 3.9 18.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 0 9 . 4 5 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 71,751
Positions
2,058 44,123 55 19,999 0 1,520 11,065 17,382 1,079 25,757 6,206 19 10,199 1,367
Changes from: December 8, 2015 Total Change is: -25,260
-498 -18,714 -42 -2,552 0 -22 -10,353 -1,231 -5,262 -3,786 824 -914 -1,831 102
Percent of Open Interest Represented by Each Category of Trader
2.9 61.5 0.1 27.9 0.0 2.1 15.4 24.2 1.5 35.9 8.6 0.0 14.2 1.9
Number of Traders in Each Category Total Traders: 161
7 5 . 13 0 . 34 16 9 74 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 281,186
Positions
66,587 62,667 15,711 33,521 34,243 39,879 46,836 54,247 41,672 10,477 5,717 7,685 18,818 19,365
Changes from: December 8, 2015 Total Change is: -14,086
3,953 6,332 -1,520 -27,345 -494 2,784 5,948 -23,059 2,679 -192 2,208 1,174 -1,567 -4,190
Percent of Open Interest Represented by Each Category of Trader
23.7 22.3 5.6 11.9 12.2 14.2 16.7 19.3 14.8 3.7 2.0 2.7 6.7 6.9
Number of Traders in Each Category Total Traders: 169
14 15 19 16 9 10 39 39 51 14 12 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 22,021
Positions
154 3,089 99 1,358 708 2,179 15,612 13,965 1,675 584 0 153 207 153
Changes from: December 8, 2015 Total Change is: 1,085
46 -41 99 -190 -273 210 36 340 1,132 -179 -406 -83 14 107
Percent of Open Interest Represented by Each Category of Trader
0.7 14.0 0.4 6.2 3.2 9.9 70.9 63.4 7.6 2.7 0.0 0.7 0.9 0.7
Number of Traders in Each Category Total Traders: 26
. . . 5 . . 5 8 . . 0 .
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Updated December 18, 2015