Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 189,038
Positions
84,374 2,097 3,150 31,873 56,826 2,879 16,716 60,325 13,573 12,067 6,017 169 24,236 44,001
Changes from: December 22, 2015 Total Change is: 8,032
4,835 -637 -79 303 4,546 -455 3,519 5,027 69 477 620 -13 -624 -1,046
Percent of Open Interest Represented by Each Category of Trader
44.6 1.1 1.7 16.9 30.1 1.5 8.8 31.9 7.2 6.4 3.2 0.1 12.8 23.3
Number of Traders in Each Category Total Traders: 105
9 5 9 6 12 5 16 35 15 15 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 51,287
Positions
25,203 2,362 247 1,236 2,066 0 17,527 23,870 1,827 0 0 0 5,246 20,914
Changes from: December 22, 2015 Total Change is: -1,167
11 -20 -7 0 6 0 -793 -1,707 -1 0 0 0 -377 562
Percent of Open Interest Represented by Each Category of Trader
49.1 4.6 0.5 2.4 4.0 0.0 34.2 46.5 3.6 0.0 0.0 0.0 10.2 40.8
Number of Traders in Each Category Total Traders: 39
5 4 . . 4 0 12 13 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 229,735
Positions
117,826 2,997 5,060 7,820 64,684 5,470 50,043 71,897 17,554 2,730 17,859 3,770 19,462 40,445
Changes from: December 22, 2015 Total Change is: 9,962
8,151 362 348 441 -1,660 271 -2,578 8,328 889 900 1,133 222 1,317 69
Percent of Open Interest Represented by Each Category of Trader
51.3 1.3 2.2 3.4 28.2 2.4 21.8 31.3 7.6 1.2 7.8 1.6 8.5 17.6
Number of Traders in Each Category Total Traders: 109
13 4 10 4 19 8 22 33 17 5 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 220,870
Positions
75,726 10,898 3,483 24,029 65,099 9,094 31,632 75,636 13,797 39,700 1,953 3,583 19,826 37,327
Changes from: December 22, 2015 Total Change is: 289
-11,546 5,953 -8 246 1,920 643 6,195 -7,652 159 1,316 -856 114 3,169 16
Percent of Open Interest Represented by Each Category of Trader
34.3 4.9 1.6 10.9 29.5 4.1 14.3 34.2 6.2 18.0 0.9 1.6 9.0 16.9
Number of Traders in Each Category Total Traders: 114
8 4 9 13 23 13 18 39 20 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 466,815
Positions
139,361 9,475 17,390 94,834 106,350 17,365 34,398 157,374 43,129 51,595 26,217 9,136 59,607 80,379
Changes from: December 22, 2015 Total Change is: -9,603
-2,078 821 -371 3,009 -2,850 959 -3,985 -1,297 -2,623 -3,388 -1,657 -211 -914 -2,374
Percent of Open Interest Represented by Each Category of Trader
29.9 2.0 3.7 20.3 22.8 3.7 7.4 33.7 9.2 11.1 5.6 2.0 12.8 17.2
Number of Traders in Each Category Total Traders: 246
19 12 12 28 37 30 25 59 36 28 38 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 107,942
Positions
61,797 1,420 1,206 1,686 16,321 2,847 15,301 22,850 5,023 2,252 29,284 890 16,940 28,102
Changes from: December 22, 2015 Total Change is: -8,506
-5,198 -4 -106 -157 -6,373 7 -5,879 -1,501 -159 1,485 86 72 1,428 -529
Percent of Open Interest Represented by Each Category of Trader
57.2 1.3 1.1 1.6 15.1 2.6 14.2 21.2 4.7 2.1 27.1 0.8 15.7 26.0
Number of Traders in Each Category Total Traders: 89
10 . 5 4 11 4 19 27 14 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 29,359
Positions
20,008 20,714 1,207 3,619 113 0 2,207 3,635 592 768 2,335 235 723 528
Changes from: December 22, 2015 Total Change is: 177
-121 128 0 206 0 0 -33 -14 0 232 -14 0 -107 77
Percent of Open Interest Represented by Each Category of Trader
68.1 70.6 4.1 12.3 0.4 0.0 7.5 12.4 2.0 2.6 8.0 0.8 2.5 1.8
Number of Traders in Each Category Total Traders: 28
. 7 . . . 0 5 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 140,189
Positions
55,049 65,854 0 47,743 6,807 464 29,430 53,124 897 3,425 5,625 35 3,146 7,383
Changes from: December 22, 2015 Total Change is: 1,942
717 -596 0 -1 132 0 1,739 3,209 -710 271 -273 1 -76 178
Percent of Open Interest Represented by Each Category of Trader
39.3 47.0 0.0 34.1 4.9 0.3 21.0 37.9 0.6 2.4 4.0 0.0 2.2 5.3
Number of Traders in Each Category Total Traders: 119
. 7 0 4 10 . 16 54 12 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 29,333
Positions
0 16,864 3,406 4,646 0 0 12,697 1,911 734 3,198 1,307 3,768 884 1,343
Changes from: December 22, 2015 Total Change is: 8,791
0 3,577 3,006 429 0 0 832 -1,948 699 -97 -230 3,768 154 -81
Percent of Open Interest Represented by Each Category of Trader
0.0 57.5 11.6 15.8 0.0 0.0 43.3 6.5 2.5 10.9 4.5 12.8 3.0 4.6
Number of Traders in Each Category Total Traders: 24
0 . . . 0 0 8 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 24,587
Positions
6,856 3,268 52 1,184 7,150 1 11,409 8,597 125 1,451 1,175 0 3,509 4,219
Changes from: December 22, 2015 Total Change is: 530
-74 525 47 -108 0 0 1 -237 -108 -44 249 0 816 54
Percent of Open Interest Represented by Each Category of Trader
27.9 13.3 0.2 4.8 29.1 0.0 46.4 35.0 0.5 5.9 4.8 0.0 14.3 17.2
Number of Traders in Each Category Total Traders: 59
5 4 . . 4 . 19 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 42,746
Positions
9,597 27,052 386 4,629 2,267 447 18,072 3,629 1,262 1,380 1,210 545 6,430 5,951
Changes from: December 22, 2015 Total Change is: 2,199
430 512 125 631 -80 -62 1,107 629 137 -77 485 174 -267 278
Percent of Open Interest Represented by Each Category of Trader
22.5 63.3 0.9 10.8 5.3 1.0 42.3 8.5 3.0 3.2 2.8 1.3 15.0 13.9
Number of Traders in Each Category Total Traders: 94
15 16 4 10 . 5 28 9 6 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 85,492
Positions
19,193 54,104 771 9,257 4,533 894 36,145 7,257 2,524 2,760 2,419 1,089 12,859 11,901
Changes from: December 22, 2015 Total Change is: 4,398
859 1,024 251 1,262 -159 -124 2,215 1,258 275 -153 969 348 -534 556
Percent of Open Interest Represented by Each Category of Trader
22.5 63.3 0.9 10.8 5.3 1.0 42.3 8.5 3.0 3.2 2.8 1.3 15.0 13.9
Number of Traders in Each Category Total Traders: 94
15 16 4 10 . 5 28 9 6 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 719,012
Positions
51,149 63,545 21,844 247,463 155,597 67,352 65,032 123,976 107,569 16,984 39,999 33,907 107,712 105,224
Changes from: December 22, 2015 Total Change is: -8,598
-1,291 3,702 -1,434 10,403 -4,706 -911 -8,661 -1,745 1,093 -1,613 -173 324 -6,509 -4,747
Percent of Open Interest Represented by Each Category of Trader
7.1 8.8 3.0 34.4 21.6 9.4 9.0 17.2 15.0 2.4 5.6 4.7 15.0 14.6
Number of Traders in Each Category Total Traders: 597
32 34 30 121 78 98 69 122 101 62 77 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 122,752
Positions
14,196 5,848 4,180 27,207 18,423 5,079 3,506 5,760 23,723 2,366 4,707 9,405 33,089 45,626
Changes from: December 22, 2015 Total Change is: 792
-1,273 2,369 191 573 312 857 -1,412 2,882 28 -115 646 459 1,485 -6,953
Percent of Open Interest Represented by Each Category of Trader
11.6 4.8 3.4 22.2 15.0 4.1 2.9 4.7 19.3 1.9 3.8 7.7 27.0 37.2
Number of Traders in Each Category Total Traders: 83
7 5 7 15 6 10 13 21 31 5 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 2,981,301
Positions
221,813 325,529 51,276 1,112,717 697,310 299,924 327,264 610,713 399,596 89,903 193,272 105,693 373,115 297,988
Changes from: December 22, 2015 Total Change is: -46,952
-4,265 2,488 -3,948 46,361 -27,882 -6,046 -33,250 -20,146 2,330 -6,281 -2,893 -1,883 -39,970 11,028
Percent of Open Interest Represented by Each Category of Trader
7.4 10.9 1.7 37.3 23.4 10.1 11.0 20.5 13.4 3.0 6.5 3.5 12.5 10.0
Number of Traders in Each Category Total Traders: 570
31 35 28 115 76 94 67 116 93 61 69 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 83,331
Positions
11,473 10,982 142 43,691 61,367 1,914 16,012 3,504 804 0 225 0 9,295 4,393
Changes from: December 22, 2015 Total Change is: -3,053
-818 207 1 533 -3,759 188 -2,440 -24 58 0 -38 0 -575 314
Percent of Open Interest Represented by Each Category of Trader
13.8 13.2 0.2 52.4 73.6 2.3 19.2 4.2 1.0 0.0 0.3 0.0 11.2 5.3
Number of Traders in Each Category Total Traders: 84
8 5 . 34 17 16 14 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 65,102
Positions
2,209 39,647 341 32,819 9,052 618 18,581 7,989 1,677 2,934 1,759 258 5,664 3,760
Changes from: December 22, 2015 Total Change is: 2,158
534 2,191 147 553 -518 -211 1,185 -342 262 -135 261 4 -181 362
Percent of Open Interest Represented by Each Category of Trader
3.4 60.9 0.5 50.4 13.9 0.9 28.5 12.3 2.6 4.5 2.7 0.4 8.7 5.8
Number of Traders in Each Category Total Traders: 218
13 21 5 40 18 5 52 34 18 23 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 325,509
Positions
11,047 198,236 1,705 164,097 45,260 3,089 92,907 39,946 8,386 14,670 8,795 1,290 28,319 18,802
Changes from: December 22, 2015 Total Change is: 10,789
2,669 10,957 734 2,767 -2,590 -1,053 5,923 -1,708 1,312 -675 1,307 18 -906 1,812
Percent of Open Interest Represented by Each Category of Trader
3.4 60.9 0.5 50.4 13.9 0.9 28.5 12.3 2.6 4.5 2.7 0.4 8.7 5.8
Number of Traders in Each Category Total Traders: 218
13 21 5 40 18 5 52 34 18 23 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 365,339
Positions
133,129 34,319 287 110,062 165,999 23,782 68,257 110,560 5,986 7,062 9,436 77 16,696 14,892
Changes from: December 22, 2015 Total Change is: -7,687
748 -2,509 -487 -309 -3,184 -562 -7,009 -122 -237 -257 -378 -12 438 -196
Percent of Open Interest Represented by Each Category of Trader
36.4 9.4 0.1 30.1 45.4 6.5 18.7 30.3 1.6 1.9 2.6 0.0 4.6 4.1
Number of Traders in Each Category Total Traders: 256
17 12 . 51 51 26 36 56 14 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 48,082
Positions
510 16,462 0 23,639 573 162 9,244 6,133 0 6,377 21,467 0 8,150 3,285
Changes from: December 22, 2015 Total Change is: -473
0 211 0 2,291 0 -37 -547 -605 0 0 22 0 -2,180 -64
Percent of Open Interest Represented by Each Category of Trader
1.1 34.2 0.0 49.2 1.2 0.3 19.2 12.8 0.0 13.3 44.6 0.0 17.0 6.8
Number of Traders in Each Category Total Traders: 53
. 9 0 20 . . 8 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 70,567
Positions
17,186 7,451 1,856 16,585 3,789 506 18,527 6,313 1,373 6,617 359 0 7,917 48,920
Changes from: December 22, 2015 Total Change is: 2,461
396 72 531 2,079 10 143 9 -138 -432 391 -182 0 -656 2,457
Percent of Open Interest Represented by Each Category of Trader
24.4 10.6 2.6 23.5 5.4 0.7 26.3 8.9 1.9 9.4 0.5 0.0 11.2 69.3
Number of Traders in Each Category Total Traders: 78
14 7 . 12 . . 24 12 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 167,544
Positions
8,631 90,348 258 105,385 54,170 7,785 32,987 4,966 3,122 3,220 3,141 0 6,156 3,754
Changes from: December 22, 2015 Total Change is: -1,955
384 244 -2 494 -3,418 129 -3,479 911 120 96 -209 0 303 270
Percent of Open Interest Represented by Each Category of Trader
5.2 53.9 0.2 62.9 32.3 4.6 19.7 3.0 1.9 1.9 1.9 0.0 3.7 2.2
Number of Traders in Each Category Total Traders: 117
8 10 . 39 25 16 13 9 4 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 451,239
Positions
28,213 131,434 999 217,067 145,457 72,155 81,755 65,383 10,380 20,582 13,808 1,643 18,445 9,980
Changes from: December 22, 2015 Total Change is: 3,671
-577 -4,885 24 4,650 -4,870 -657 -1,227 13,109 90 520 433 -9 857 436
Percent of Open Interest Represented by Each Category of Trader
6.3 29.1 0.2 48.1 32.2 16.0 18.1 14.5 2.3 4.6 3.1 0.4 4.1 2.2
Number of Traders in Each Category Total Traders: 254
18 19 4 61 45 40 28 38 15 27 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 583,575
Positions
3,178 56,526 13,332 216,515 121,192 86,820 49,154 50,677 57,645 8,751 50,519 10,241 137,939 136,623
Changes from: December 22, 2015 Total Change is: -34,862
165 -3,270 -7,214 -11,442 -5,386 -3,788 1,061 -6,346 -6,020 2,650 26 -4,916 -5,358 2,051
Percent of Open Interest Represented by Each Category of Trader
0.5 9.7 2.3 37.1 20.8 14.9 8.4 8.7 9.9 1.5 8.7 1.8 23.6 23.4
Number of Traders in Each Category Total Traders: 144
. 15 12 35 24 31 21 28 29 9 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 614,488
Positions
2,475 64,034 702 383,110 116,535 64,039 25,048 262,386 14,278 9,919 9,600 556 114,361 82,358
Changes from: December 22, 2015 Total Change is: -2,430
-173 -7,536 565 2,777 -533 -1,722 409 4,068 165 41 0 0 -4,492 2,563
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 0.1 62.3 19.0 10.4 4.1 42.7 2.3 1.6 1.6 0.1 18.6 13.4
Number of Traders in Each Category Total Traders: 99
. 8 . 49 13 33 7 14 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,032,135
Positions
40,054 92,308 5,834 318,356 297,235 99,281 227,225 216,985 53,992 184,664 118,293 2,895 99,833 145,312
Changes from: December 22, 2015 Total Change is: 18,031
-11,305 -2,890 156 33,636 7,894 -2,030 3,433 14,191 -3,794 5,793 900 -2,625 -5,233 6,228
Percent of Open Interest Represented by Each Category of Trader
3.9 8.9 0.6 30.8 28.8 9.6 22.0 21.0 5.2 17.9 11.5 0.3 9.7 14.1
Number of Traders in Each Category Total Traders: 255
10 29 7 44 41 40 38 37 30 20 36 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 2,778,486
Positions
71,548 152,405 93,246 978,917 750,294 371,660 331,513 541,447 240,887 340,766 125,489 50,427 299,520 452,631
Changes from: December 22, 2015 Total Change is: -95,860
-5,241 17,263 -40,433 5,835 -31,841 -8,798 8,562 7,831 -39,108 -3,425 -6,128 -7,594 -5,657 12,949
Percent of Open Interest Represented by Each Category of Trader
2.6 5.5 3.4 35.2 27.0 13.4 11.9 19.5 8.7 12.3 4.5 1.8 10.8 16.3
Number of Traders in Each Category Total Traders: 336
12 30 27 54 75 71 53 59 71 21 32 22
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 2,457,598
Positions
31,490 248,585 62,559 1,231,215 479,483 328,230 213,585 648,744 137,560 177,786 180,121 15,354 259,819 356,961
Changes from: December 22, 2015 Total Change is: -42,974
-9,185 10,385 -5,956 10,963 -10,068 85 -4,371 3,124 -31,549 -7,304 -7,993 -6,494 10,836 5,491
Percent of Open Interest Represented by Each Category of Trader
1.3 10.1 2.5 50.1 19.5 13.4 8.7 26.4 5.6 7.2 7.3 0.6 10.6 14.5
Number of Traders in Each Category Total Traders: 262
7 31 19 47 45 54 30 50 48 14 38 11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 790,048
Positions
294,599 215,468 193,891 7,741 10,540 12,695 51,162 89,419 152,483 18,761 36,430 38,587 20,129 40,534
Changes from: December 22, 2015 Total Change is: 19,117
4,469 -530 -652 -61 789 0 4,806 11,955 13,296 -899 -1,337 -178 -1,664 -4,226
Percent of Open Interest Represented by Each Category of Trader
37.3 27.3 24.5 1.0 1.3 1.6 6.5 11.3 19.3 2.4 4.6 4.9 2.5 5.1
Number of Traders in Each Category Total Traders: 106
12 33 35 . 5 . 14 21 29 4 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 is17,219,474
Positions
2,703,565 1,520,594 3,508,130 1,009,718 1,412,118 672,074 632,061 911,765 6,613,805 351,763 433,694 1,031,759 696,599 1,115,535
Changes from: December 22, 2015 Total Change is: 521,136
65,223 -13,804 30,642 -4,578 -10,866 52,324 -25,678 97,309 399,080 29,346 -17,057 -5,369 -19,853 -11,123
Percent of Open Interest Represented by Each Category of Trader
15.7 8.8 20.4 5.9 8.2 3.9 3.7 5.3 38.4 2.0 2.5 6.0 4.0 6.5
Number of Traders in Each Category Total Traders: 293
31 49 77 14 28 30 47 75 100 13 30 31
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 29,415
Positions
4,963 607 0 410 15,754 0 19,454 8,609 0 4,174 4,041 327 87 77
Changes from: December 22, 2015 Total Change is: -78
-267 0 0 0 121 0 69 24 0 122 -219 0 -2 -4
Percent of Open Interest Represented by Each Category of Trader
16.9 2.1 0.0 1.4 53.6 0.0 66.1 29.3 0.0 14.2 13.7 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 41
4 . 0 . 8 0 5 7 0 4 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 31,843
Positions
2,498 2,279 48 0 15,281 1 27,983 9,029 11 1,232 5,129 0 70 65
Changes from: December 22, 2015 Total Change is: 732
219 407 32 0 0 0 342 289 11 127 0 0 1 -7
Percent of Open Interest Represented by Each Category of Trader
7.8 7.2 0.2 0.0 48.0 0.0 87.9 28.4 0.0 3.9 16.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 37
. . . 0 9 . 5 6 . 4 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 64,695
Positions
1,934 44,393 53 18,473 0 1,564 10,968 8,415 1,677 20,838 7,224 42 9,145 1,327
Changes from: December 22, 2015 Total Change is: -659
0 -36 -1 -523 -305 -222 69 285 215 83 -280 22 -302 -338
Percent of Open Interest Represented by Each Category of Trader
3.0 68.6 0.1 28.6 0.0 2.4 17.0 13.0 2.6 32.2 11.2 0.1 14.1 2.1
Number of Traders in Each Category Total Traders: 150
6 4 . 14 0 4 37 15 9 61 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 265,867
Positions
64,222 68,611 11,192 49,040 26,754 41,762 38,746 55,398 31,289 8,708 3,868 4,688 16,220 22,305
Changes from: December 22, 2015 Total Change is: 16,074
-2,367 -428 3,961 28,165 1,592 -4,900 -7,469 13,946 -1,169 381 1,324 296 -824 1,452
Percent of Open Interest Represented by Each Category of Trader
24.2 25.8 4.2 18.4 10.1 15.7 14.6 20.8 11.8 3.3 1.5 1.8 6.1 8.4
Number of Traders in Each Category Total Traders: 161
15 11 16 14 9 8 40 37 44 15 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 19,623
Positions
80 3,089 0 1,191 609 2,263 13,937 13,090 509 1,355 0 0 288 63
Changes from: December 22, 2015 Total Change is: 67
-121 0 0 -78 0 -5 -740 496 32 905 -500 0 74 44
Percent of Open Interest Represented by Each Category of Trader
0.4 15.7 0.0 6.1 3.1 11.5 71.0 66.7 2.6 6.9 0.0 0.0 1.5 0.3
Number of Traders in Each Category Total Traders: 27
. . 0 6 . . 6 7 . 5 0 0
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Updated January 1, 2016