Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 181,006
Positions
79,539 2,734 3,230 31,570 52,280 3,334 13,197 55,298 13,505 11,590 5,397 182 24,859 45,046
Changes from: December 15, 2015 Total Change is: -24,407
12,924 555 -30,262 458 228 948 -5,011 584 1,469 -5,472 2,233 -174 715 13
Percent of Open Interest Represented by Each Category of Trader
43.9 1.5 1.8 17.4 28.9 1.8 7.3 30.6 7.5 6.4 3.0 0.1 13.7 24.9
Number of Traders in Each Category Total Traders: 98
8 6 8 6 10 . 16 32 16 13 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 52,454
Positions
25,192 2,382 254 1,236 2,060 0 18,320 25,577 1,829 0 0 0 5,624 20,352
Changes from: December 15, 2015 Total Change is: -2,525
3,684 408 -33 0 -464 0 -5,243 -2,374 -384 0 0 0 -549 322
Percent of Open Interest Represented by Each Category of Trader
48.0 4.5 0.5 2.4 3.9 0.0 34.9 48.8 3.5 0.0 0.0 0.0 10.7 38.8
Number of Traders in Each Category Total Traders: 40
5 4 . . 4 0 11 15 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 219,773
Positions
109,674 2,634 4,711 7,379 66,344 5,200 52,621 63,569 16,665 1,830 16,726 3,548 18,145 40,376
Changes from: December 15, 2015 Total Change is: 34,915
22,480 -307 1,759 -3,147 -871 1,994 5,344 16,303 3,404 944 4,993 1,126 1,012 6,515
Percent of Open Interest Represented by Each Category of Trader
49.9 1.2 2.1 3.4 30.2 2.4 23.9 28.9 7.6 0.8 7.6 1.6 8.3 18.4
Number of Traders in Each Category Total Traders: 110
12 5 10 5 18 8 24 33 17 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 220,581
Positions
87,272 4,945 3,491 23,784 63,179 8,451 25,436 83,287 13,637 38,384 2,810 3,469 16,657 37,312
Changes from: December 15, 2015 Total Change is: 1,987
7,516 -1,349 -1,355 1,002 3,104 355 -1,216 264 -545 -205 725 228 -3,795 560
Percent of Open Interest Represented by Each Category of Trader
39.6 2.2 1.6 10.8 28.6 3.8 11.5 37.8 6.2 17.4 1.3 1.6 7.6 16.9
Number of Traders in Each Category Total Traders: 125
9 5 7 13 25 13 20 43 22 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 476,418
Positions
141,439 8,653 17,761 91,825 109,200 16,407 38,383 158,671 45,752 54,982 27,874 9,347 60,521 82,753
Changes from: December 15, 2015 Total Change is: 2,379
-1,500 1,656 758 371 -300 -1,287 -682 1,765 3,770 140 -694 -121 930 -3,168
Percent of Open Interest Represented by Each Category of Trader
29.7 1.8 3.7 19.3 22.9 3.4 8.1 33.3 9.6 11.5 5.9 2.0 12.7 17.4
Number of Traders in Each Category Total Traders: 249
18 13 13 27 37 29 27 60 36 27 40 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 116,448
Positions
66,995 1,424 1,311 1,843 22,693 2,840 21,180 24,350 5,183 767 29,198 818 15,512 28,631
Changes from: December 15, 2015 Total Change is: -5,872
11,097 -435 -529 -105 -4,852 -152 -12,696 1,766 -386 -250 -323 -33 -2,818 -927
Percent of Open Interest Represented by Each Category of Trader
57.5 1.2 1.1 1.6 19.5 2.4 18.2 20.9 4.5 0.7 25.1 0.7 13.3 24.6
Number of Traders in Each Category Total Traders: 88
10 . 5 4 11 4 21 26 12 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 29,182
Positions
20,129 20,586 1,207 3,413 113 0 2,240 3,649 592 536 2,349 235 830 451
Changes from: December 15, 2015 Total Change is: -15,930
-6,606 -10,014 -4,233 0 113 0 -766 221 -1,949 -235 2,236 -2,212 71 -92
Percent of Open Interest Represented by Each Category of Trader
69.0 70.5 4.1 11.7 0.4 0.0 7.7 12.5 2.0 1.8 8.0 0.8 2.8 1.5
Number of Traders in Each Category Total Traders: 24
. 6 . . . 0 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 138,247
Positions
54,332 66,450 0 47,744 6,675 464 27,691 49,915 1,607 3,154 5,898 34 3,222 7,205
Changes from: December 15, 2015 Total Change is: -6,625
-70 3,368 -27 -50 27 0 -7,180 -10,410 950 -80 -252 29 -198 -311
Percent of Open Interest Represented by Each Category of Trader
39.3 48.1 0.0 34.5 4.8 0.3 20.0 36.1 1.2 2.3 4.3 0.0 2.3 5.2
Number of Traders in Each Category Total Traders: 118
. 7 0 4 10 . 15 55 11 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 20,542
Positions
0 13,287 400 4,217 0 0 11,865 3,859 35 3,295 1,537 0 730 1,424
Changes from: December 15, 2015 Total Change is: 835
0 749 0 -288 0 0 -409 -243 15 1,625 346 0 -108 -32
Percent of Open Interest Represented by Each Category of Trader
0.0 64.7 1.9 20.5 0.0 0.0 57.8 18.8 0.2 16.0 7.5 0.0 3.6 6.9
Number of Traders in Each Category Total Traders: 28
0 4 . . 0 0 7 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 24,057
Positions
6,930 2,743 5 1,292 7,150 1 11,408 8,834 233 1,495 926 0 2,693 4,165
Changes from: December 15, 2015 Total Change is: 431
1,591 433 5 -600 244 0 -799 -706 109 -103 223 0 228 123
Percent of Open Interest Represented by Each Category of Trader
28.8 11.4 0.0 5.4 29.7 0.0 47.4 36.7 1.0 6.2 3.8 0.0 11.2 17.3
Number of Traders in Each Category Total Traders: 59
6 . . . 4 . 20 15 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 40,547
Positions
9,167 26,540 260 3,998 2,346 509 16,965 3,000 1,124 1,457 725 371 6,697 5,672
Changes from: December 15, 2015 Total Change is: -23,825
-537 -2,843 -15,649 -837 275 -245 -2,847 -641 -1,286 -1,149 -1,674 -575 -700 -1,186
Percent of Open Interest Represented by Each Category of Trader
22.6 65.5 0.6 9.9 5.8 1.3 41.8 7.4 2.8 3.6 1.8 0.9 16.5 14.0
Number of Traders in Each Category Total Traders: 88
15 15 . 9 5 5 26 6 4 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 81,094
Positions
18,334 53,079 521 7,995 4,692 1,018 33,930 5,999 2,249 2,913 1,450 741 13,393 11,345
Changes from: December 15, 2015 Total Change is: -47,649
-1,074 -5,687 -31,297 -1,673 549 -490 -5,694 -1,281 -2,573 -2,298 -3,348 -1,150 -1,401 -2,372
Percent of Open Interest Represented by Each Category of Trader
22.6 65.5 0.6 9.9 5.8 1.3 41.8 7.4 2.8 3.6 1.8 0.9 16.5 14.0
Number of Traders in Each Category Total Traders: 88
15 15 . 9 5 5 26 6 4 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 727,611
Positions
52,440 59,843 23,278 237,059 160,303 68,263 73,693 125,721 106,476 18,597 40,172 33,583 114,222 109,971
Changes from: December 15, 2015 Total Change is: -232,210
-7,879 -27,948 -77,713 6,778 8,778 -22,289 -20,172 1,731 -73,037 -4,057 -10,697 -16,654 -17,187 -14,381
Percent of Open Interest Represented by Each Category of Trader
7.2 8.2 3.2 32.6 22.0 9.4 10.1 17.3 14.6 2.6 5.5 4.6 15.7 15.1
Number of Traders in Each Category Total Traders: 604
33 34 31 117 83 99 79 116 104 67 73 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 121,960
Positions
15,468 3,478 3,989 26,635 18,111 4,223 4,918 2,878 23,695 2,481 4,061 8,946 31,605 52,579
Changes from: December 15, 2015 Total Change is: -77,395
82 -39,243 -7,650 -5,879 -2,973 -775 -15,479 -4,483 -20,052 -216 -1,781 -7,928 -19,497 7,490
Percent of Open Interest Represented by Each Category of Trader
12.7 2.9 3.3 21.8 14.8 3.5 4.0 2.4 19.4 2.0 3.3 7.3 25.9 43.1
Number of Traders in Each Category Total Traders: 79
8 . 6 15 6 10 17 15 32 6 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 3,028,253
Positions
226,078 323,041 55,224 1,066,357 725,193 305,970 360,514 630,859 397,265 96,184 196,165 107,576 413,085 286,960
Changes from: December 15, 2015 Total Change is: -774,074
-163,748 -67,463 -226,375 37,030 32,496 -81,315 -98,855 -44,317 -189,533 -8,113 -33,493 -54,717 11,552 -109,357
Percent of Open Interest Represented by Each Category of Trader
7.5 10.7 1.8 35.2 23.9 10.1 11.9 20.8 13.1 3.2 6.5 3.6 13.6 9.5
Number of Traders in Each Category Total Traders: 578
31 36 28 112 80 95 75 112 96 64 68 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 86,384
Positions
12,291 10,775 141 43,158 65,126 1,726 18,452 3,528 746 0 263 0 9,870 4,079
Changes from: December 15, 2015 Total Change is: -6,680
100 -5,375 -5,231 -1,028 3,939 47 -456 844 292 -230 -1,039 0 -174 -157
Percent of Open Interest Represented by Each Category of Trader
14.2 12.5 0.2 50.0 75.4 2.0 21.4 4.1 0.9 0.0 0.3 0.0 11.4 4.7
Number of Traders in Each Category Total Traders: 86
9 5 . 34 17 16 14 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 62,944
Positions
1,676 37,456 194 32,266 9,570 828 17,397 8,331 1,415 3,069 1,498 254 5,845 3,398
Changes from: December 15, 2015 Total Change is: -17,128
-3,511 -1,291 -7,363 716 -72 -3,533 -1,174 -1,586 -3,007 201 -324 -879 1,422 928
Percent of Open Interest Represented by Each Category of Trader
2.7 59.5 0.3 51.3 15.2 1.3 27.6 13.2 2.2 4.9 2.4 0.4 9.3 5.4
Number of Traders in Each Category Total Traders: 208
12 20 . 40 20 7 48 33 17 21 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 314,720
Positions
8,378 187,279 971 161,330 47,850 4,142 86,983 41,654 7,074 15,345 7,489 1,272 29,225 16,990
Changes from: December 15, 2015 Total Change is: -85,640
-17,555 -6,457 -36,816 3,581 -362 -17,664 -5,870 -7,930 -15,035 1,005 -1,620 -4,396 7,111 4,641
Percent of Open Interest Represented by Each Category of Trader
2.7 59.5 0.3 51.3 15.2 1.3 27.6 13.2 2.2 4.9 2.4 0.4 9.3 5.4
Number of Traders in Each Category Total Traders: 208
12 20 . 40 20 7 48 33 17 21 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 373,026
Positions
132,381 36,828 774 110,371 169,183 24,344 75,267 110,682 6,224 7,319 9,814 89 16,258 15,088
Changes from: December 15, 2015 Total Change is: -38,733
12,997 -11,887 -18,714 -152 1,825 1,431 -26,294 963 -4,625 1,611 -2,153 -894 -4,092 -4,679
Percent of Open Interest Represented by Each Category of Trader
35.5 9.9 0.2 29.6 45.4 6.5 20.2 29.7 1.7 2.0 2.6 0.0 4.4 4.0
Number of Traders in Each Category Total Traders: 257
17 11 . 52 51 26 38 54 13 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 48,555
Positions
510 16,251 0 21,348 573 199 9,791 6,738 0 6,377 21,445 0 10,330 3,349
Changes from: December 15, 2015 Total Change is: -273
-511 774 0 -543 0 -13 983 -815 0 -918 -40 0 729 -179
Percent of Open Interest Represented by Each Category of Trader
1.1 33.5 0.0 44.0 1.2 0.4 20.2 13.9 0.0 13.1 44.2 0.0 21.3 6.9
Number of Traders in Each Category Total Traders: 55
. 9 0 18 . . 10 8 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 68,106
Positions
16,790 7,379 1,325 14,506 3,779 363 18,518 6,451 1,805 6,226 541 0 8,573 46,463
Changes from: December 15, 2015 Total Change is: 513
1,492 -742 -37 526 -503 214 -1,318 -34 1,484 -1,075 -197 0 -773 328
Percent of Open Interest Represented by Each Category of Trader
24.7 10.8 1.9 21.3 5.5 0.5 27.2 9.5 2.7 9.1 0.8 0.0 12.6 68.2
Number of Traders in Each Category Total Traders: 76
16 6 . 11 . . 25 10 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 169,499
Positions
8,247 90,104 260 104,891 57,588 7,656 36,466 4,055 3,002 3,124 3,350 0 5,853 3,484
Changes from: December 15, 2015 Total Change is: -24,951
-2,173 -14,434 -5,974 11,910 -1,843 -683 -12,521 31 -1,195 -331 1,183 -48 -13,936 -1,988
Percent of Open Interest Represented by Each Category of Trader
4.9 53.2 0.2 61.9 34.0 4.5 21.5 2.4 1.8 1.8 2.0 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 114
8 9 . 38 25 16 15 5 4 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 447,568
Positions
28,790 136,319 975 212,417 150,327 72,812 82,982 52,274 10,290 20,062 13,375 1,652 17,588 9,544
Changes from: December 15, 2015 Total Change is: -36,570
-7,637 -7,408 -9,654 2,741 -5,190 -6,211 -5,422 8,229 -3,536 2,552 -4,888 -2,146 -7,257 -5,766
Percent of Open Interest Represented by Each Category of Trader
6.4 30.5 0.2 47.5 33.6 16.3 18.5 11.7 2.3 4.5 3.0 0.4 3.9 2.1
Number of Traders in Each Category Total Traders: 246
15 23 5 61 44 38 29 32 15 25 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 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 618,437
Positions
3,013 59,795 20,546 227,957 126,578 90,608 48,093 57,023 63,665 6,101 50,493 15,157 143,297 134,572
Changes from: December 15, 2015 Total Change is: -13,925
371 1,760 -4,136 -19,082 -5,955 3,892 6,256 2,206 -7,981 1,536 288 1,528 3,691 -5,528
Percent of Open Interest Represented by Each Category of Trader
0.5 9.7 3.3 36.9 20.5 14.7 7.8 9.2 10.3 1.0 8.2 2.5 23.2 21.8
Number of Traders in Each Category Total Traders: 150
. 16 13 37 26 33 24 26 31 9 10 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 616,918
Positions
2,648 71,570 137 380,333 117,068 65,761 24,639 258,318 14,113 9,878 9,600 556 118,853 79,795
Changes from: December 15, 2015 Total Change is: -21,281
-1,353 -13,991 -396 -6,219 415 955 1,308 13,785 -15,817 -6 370 -38 284 -6,564
Percent of Open Interest Represented by Each Category of Trader
0.4 11.6 0.0 61.7 19.0 10.7 4.0 41.9 2.3 1.6 1.6 0.1 19.3 12.9
Number of Traders in Each Category Total Traders: 98
. 9 . 47 13 32 7 14 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,014,104
Positions
51,360 95,198 5,678 284,720 289,340 101,311 223,793 202,794 57,787 178,871 117,393 5,519 105,066 139,083
Changes from: December 15, 2015 Total Change is: -10,242
-160 -1,873 -535 -2,650 1,065 -13,537 -17,827 16,020 4,030 20,176 -12,802 -435 697 -2,175
Percent of Open Interest Represented by Each Category of Trader
5.1 9.4 0.6 28.1 28.5 10.0 22.1 20.0 5.7 17.6 11.6 0.5 10.4 13.7
Number of Traders in Each Category Total Traders: 254
12 28 7 45 40 42 38 35 34 19 37 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,874,346
Positions
76,789 135,142 133,679 973,082 782,134 380,459 322,951 533,616 279,996 344,191 131,617 58,022 305,177 439,682
Changes from: December 15, 2015 Total Change is: -165,043
13,143 -8,483 -14,146 -71,198 -26,576 -20,055 -16,247 -37,688 -50,959 7,781 4,967 -429 -12,934 -11,674
Percent of Open Interest Represented by Each Category of Trader
2.7 4.7 4.7 33.9 27.2 13.2 11.2 18.6 9.7 12.0 4.6 2.0 10.6 15.3
Number of Traders in Each Category Total Traders: 355
18 31 32 56 75 74 58 56 75 27 34 25
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,500,572
Positions
40,675 238,200 68,515 1,220,252 489,551 328,145 217,956 645,620 169,109 185,090 188,113 21,848 248,983 351,471
Changes from: December 15, 2015 Total Change is: -151,807
13,025 -18,502 -13,716 -48,478 -2,349 -21,723 -19,931 -38,040 -49,393 -12,579 7,153 -1,682 2,669 -13,557
Percent of Open Interest Represented by Each Category of Trader
1.6 9.5 2.7 48.8 19.6 13.1 8.7 25.8 6.8 7.4 7.5 0.9 10.0 14.1
Number of Traders in Each Category Total Traders: 280
10 32 26 45 46 54 36 55 61 17 39 14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 770,931
Positions
290,130 215,998 194,544 7,802 9,751 12,695 46,356 77,464 139,187 19,660 37,766 38,765 21,793 44,760
Changes from: December 15, 2015 Total Change is: -32,639
7,652 33,467 -18,072 6,185 -10,119 -2,067 -24,666 -29,657 3,798 -5,905 -10,799 2,035 -1,600 -1,225
Percent of Open Interest Represented by Each Category of Trader
37.6 28.0 25.2 1.0 1.3 1.6 6.0 10.0 18.1 2.6 4.9 5.0 2.8 5.8
Number of Traders in Each Category Total Traders: 107
13 33 36 . 5 . 14 20 29 4 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,698,338
Positions
2,638,342 1,534,398 3,477,488 1,014,296 1,422,984 619,751 657,739 814,455 6,214,725 322,417 450,752 1,037,128 716,452 1,126,659
Changes from: December 15, 2015 Total Change is: 288,411
-50,035 17,474 118,343 129,344 -200,794 74,121 -142,407 -5,954 177,872 -15,870 36,282 24,100 -27,057 46,967
Percent of Open Interest Represented by Each Category of Trader
15.8 9.2 20.8 6.1 8.5 3.7 3.9 4.9 37.2 1.9 2.7 6.2 4.3 6.7
Number of Traders in Each Category Total Traders: 294
30 50 77 14 28 29 48 73 100 14 30 33
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,493
Positions
5,230 607 0 410 15,633 0 19,385 8,585 0 4,052 4,260 327 89 81
Changes from: December 15, 2015 Total Change is: -329
-494 170 0 0 253 0 139 312 0 35 -787 0 -9 -277
Percent of Open Interest Represented by Each Category of Trader
17.7 2.1 0.0 1.4 53.0 0.0 65.7 29.1 0.0 13.7 14.4 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 43
4 . 0 . 8 0 5 9 0 4 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 31,111
Positions
2,279 1,872 16 0 15,281 1 27,641 8,740 0 1,105 5,129 0 69 72
Changes from: December 15, 2015 Total Change is: 353
1,380 1,762 16 0 -645 0 -982 -106 0 -81 -641 0 20 -33
Percent of Open Interest Represented by Each Category of Trader
7.3 6.0 0.1 0.0 49.1 0.0 88.8 28.1 0.0 3.6 16.5 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 35
. . . 0 9 . 5 4 0 4 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 65,354
Positions
1,934 44,429 54 18,996 305 1,786 10,899 8,129 1,463 20,755 7,504 20 9,448 1,665
Changes from: December 15, 2015 Total Change is: -6,397
-124 306 -1 -1,003 305 266 -166 -9,253 384 -5,002 1,298 1 -751 298
Percent of Open Interest Represented by Each Category of Trader
3.0 68.0 0.1 29.1 0.5 2.7 16.7 12.4 2.2 31.8 11.5 0.0 14.5 2.5
Number of Traders in Each Category Total Traders: 149
6 4 . 14 . . 36 13 10 63 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 249,793
Positions
66,589 69,039 7,231 20,875 25,162 46,662 46,215 41,452 32,458 8,327 2,544 4,392 17,044 20,853
Changes from: December 15, 2015 Total Change is: -31,393
2 6,372 -8,480 -12,646 -9,081 6,783 -621 -12,795 -9,214 -2,150 -3,173 -3,293 -1,774 1,488
Percent of Open Interest Represented by Each Category of Trader
26.7 27.6 2.9 8.4 10.1 18.7 18.5 16.6 13.0 3.3 1.0 1.8 6.8 8.3
Number of Traders in Each Category Total Traders: 145
14 12 11 15 9 11 36 31 38 10 8 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 22, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,556
Positions
201 3,089 0 1,269 609 2,268 14,677 12,594 477 450 500 0 214 19
Changes from: December 15, 2015 Total Change is: -2,465
47 0 -99 -89 -99 89 -935 -1,371 -1,198 -134 500 -153 7 -134
Percent of Open Interest Represented by Each Category of Trader
1.0 15.8 0.0 6.5 3.1 11.6 75.1 64.4 2.4 2.3 2.6 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 29
. . 0 7 . 4 8 6 . . . 0
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Updated December 25, 2015