Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 166,610
Positions
80,252 1,231 474 32,499 51,763 858 15,113 62,484 1,844 11,945 4,726 98 23,527 43,132
Changes from: December 29, 2015 Total Change is: -5,527
-1,600 -692 233 571 -6,937 25 -6,967 1,024 1,011 29 -1,081 -10 1,181 900
Percent of Open Interest Represented by Each Category of Trader
48.2 0.7 0.3 19.5 31.1 0.5 9.1 37.5 1.1 7.2 2.8 0.1 14.1 25.9
Number of Traders in Each Category Total Traders: 97
9 4 5 6 13 . 17 31 5 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,276
Positions
26,607 886 1 1,236 2,068 0 17,168 23,359 191 0 0 0 5,073 23,771
Changes from: December 29, 2015 Total Change is: 1,162
1,781 -1,545 -1 0 2 0 -616 -489 15 0 0 0 -17 3,180
Percent of Open Interest Represented by Each Category of Trader
52.9 1.8 0.0 2.5 4.1 0.0 34.1 46.5 0.4 0.0 0.0 0.0 10.1 47.3
Number of Traders in Each Category Total Traders: 37
6 . . . 4 0 12 12 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 221,993
Positions
135,234 2,742 535 9,361 73,806 1,348 51,433 81,273 2,958 4,353 18,655 198 16,573 40,478
Changes from: December 29, 2015 Total Change is: 17,955
15,684 244 7 1,771 5,406 -218 309 12,702 -53 1,651 -1,053 53 -1,249 867
Percent of Open Interest Represented by Each Category of Trader
60.9 1.2 0.2 4.2 33.2 0.6 23.2 36.6 1.3 2.0 8.4 0.1 7.5 18.2
Number of Traders in Each Category Total Traders: 107
10 5 . . 21 6 21 35 11 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 220,707
Positions
68,796 35,092 198 31,018 68,925 5,826 49,626 73,563 2,714 39,420 2,634 419 22,690 31,336
Changes from: December 29, 2015 Total Change is: 23,882
-4,849 24,153 175 5,608 4,898 -138 18,636 -2,155 280 -357 1,050 16 4,511 -4,397
Percent of Open Interest Represented by Each Category of Trader
31.2 15.9 0.1 14.1 31.2 2.6 22.5 33.3 1.2 17.9 1.2 0.2 10.3 14.2
Number of Traders in Each Category Total Traders: 120
7 6 . 15 21 10 32 30 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 407,105
Positions
145,548 11,758 1,091 94,309 112,776 13,716 38,376 161,853 2,512 50,946 24,063 1,672 58,935 77,664
Changes from: December 29, 2015 Total Change is: 6,608
2,943 1,618 -436 -579 8,875 18 3,361 -4,511 119 -2,479 -1,593 -427 4,088 2,945
Percent of Open Interest Represented by Each Category of Trader
35.8 2.9 0.3 23.2 27.7 3.4 9.4 39.8 0.6 12.5 5.9 0.4 14.5 19.1
Number of Traders in Each Category Total Traders: 235
17 12 6 28 39 28 24 62 11 23 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 99,001
Positions
59,686 1,969 176 2,630 13,600 1,901 16,809 22,150 298 627 29,738 97 16,777 29,072
Changes from: December 29, 2015 Total Change is: 827
-1,920 448 88 671 -2,096 -344 2,546 -1,053 146 -1,599 664 0 1,239 2,974
Percent of Open Interest Represented by Each Category of Trader
60.3 2.0 0.2 2.7 13.7 1.9 17.0 22.4 0.3 0.6 30.0 0.1 16.9 29.4
Number of Traders in Each Category Total Traders: 85
8 4 . 5 11 . 18 26 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,446
Positions
19,963 20,976 1,207 3,674 113 0 2,219 3,531 592 656 2,212 235 900 580
Changes from: December 29, 2015 Total Change is: 215
-45 390 0 55 0 0 12 -104 0 16 -123 0 177 52
Percent of Open Interest Represented by Each Category of Trader
67.8 71.2 4.1 12.5 0.4 0.0 7.5 12.0 2.0 2.2 7.5 0.8 3.1 2.0
Number of Traders in Each Category Total Traders: 26
. 7 . . . 0 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 143,374
Positions
55,656 63,327 1 48,114 6,488 464 32,767 60,333 288 3,019 5,127 30 3,035 7,316
Changes from: December 29, 2015 Total Change is: 3,618
607 -2,527 1 371 -319 0 3,317 7,212 -264 -355 -498 30 -89 -17
Percent of Open Interest Represented by Each Category of Trader
38.8 44.2 0.0 33.6 4.5 0.3 22.9 42.1 0.2 2.1 3.6 0.0 2.1 5.1
Number of Traders in Each Category Total Traders: 121
4 8 . 5 9 . 20 54 6 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,320
Positions
0 3,933 400 4,458 0 0 8,166 3,669 485 0 4,397 0 811 1,436
Changes from: December 29, 2015 Total Change is: -15,013
0 -12,931 -3,006 -188 0 0 -4,531 1,758 -249 -3,198 3,090 -3,768 -73 93
Percent of Open Interest Represented by Each Category of Trader
0.0 27.5 2.8 31.1 0.0 0.0 57.0 25.6 3.4 0.0 30.7 0.0 5.7 10.0
Number of Traders in Each Category Total Traders: 23
0 . . . 0 0 6 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,928
Positions
5,772 2,999 51 1,286 7,023 1 13,491 9,348 133 1,361 897 0 2,833 4,476
Changes from: December 29, 2015 Total Change is: 341
-1,084 -269 -1 102 -127 0 2,082 751 8 -90 -278 0 -676 257
Percent of Open Interest Represented by Each Category of Trader
23.2 12.0 0.2 5.2 28.2 0.0 54.1 37.5 0.5 5.5 3.6 0.0 11.4 18.0
Number of Traders in Each Category Total Traders: 58
4 . . 4 . . 21 17 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,445
Positions
9,868 21,627 120 3,644 2,778 467 14,744 5,487 568 2,073 575 0 5,963 5,825
Changes from: December 29, 2015 Total Change is: -3,727
132 -5,408 -28 -985 512 20 -3,550 1,855 149 1,009 -722 -78 -396 -27
Percent of Open Interest Represented by Each Category of Trader
26.4 57.8 0.3 9.7 7.4 1.2 39.4 14.7 1.5 5.5 1.5 0.0 15.9 15.6
Number of Traders in Each Category Total Traders: 92
19 12 . 9 4 4 25 13 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,890
Positions
19,735 43,253 239 7,288 5,556 934 29,487 10,974 1,135 4,146 1,150 0 11,926 11,649
Changes from: December 29, 2015 Total Change is: -7,453
264 -10,815 -56 -1,969 1,023 40 -7,100 3,710 298 2,018 -1,444 -156 -792 -53
Percent of Open Interest Represented by Each Category of Trader
26.4 57.8 0.3 9.7 7.4 1.2 39.4 14.7 1.5 5.5 1.5 0.0 15.9 15.6
Number of Traders in Each Category Total Traders: 92
19 12 . 9 4 4 25 13 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 612,018
Positions
61,170 55,686 24,510 234,753 169,171 60,898 65,287 125,499 21,713 21,811 36,880 9,174 112,703 108,488
Changes from: December 29, 2015 Total Change is: 27,542
9,754 -7,715 9,680 -12,175 13,832 784 -1,226 -711 2,269 4,902 -2,951 129 13,425 12,224
Percent of Open Interest Represented by Each Category of Trader
10.0 9.1 4.0 38.4 27.6 10.0 10.7 20.5 3.5 3.6 6.0 1.5 18.4 17.7
Number of Traders in Each Category Total Traders: 533
34 29 25 116 85 87 62 113 65 38 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,272
Positions
28,033 8,839 1,834 28,188 20,323 1,850 5,004 4,523 77 2,377 4,923 1,851 28,058 53,052
Changes from: December 29, 2015 Total Change is: 14,079
13,566 2,602 366 626 2,017 -980 2,669 -134 -25 42 241 -415 -1,770 10,407
Percent of Open Interest Represented by Each Category of Trader
28.8 9.1 1.9 29.0 20.9 1.9 5.1 4.6 0.1 2.4 5.1 1.9 28.8 54.5
Number of Traders in Each Category Total Traders: 69
10 5 5 15 6 7 14 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,573,728
Positions
243,284 311,833 35,781 1,050,217 761,632 277,844 327,433 630,899 82,158 118,862 181,477 14,922 423,227 277,182
Changes from: December 29, 2015 Total Change is: 67,314
18,982 -13,539 8,524 -58,053 65,027 2,867 -9,275 7,316 1,270 26,002 -14,258 1,021 75,976 9,086
Percent of Open Interest Represented by Each Category of Trader
9.5 12.1 1.4 40.8 29.6 10.8 12.7 24.5 3.2 4.6 7.1 0.6 16.4 10.8
Number of Traders in Each Category Total Traders: 521
31 32 18 110 83 84 62 112 55 36 55 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,550
Positions
17,061 9,125 142 39,721 66,356 1,810 17,640 3,229 834 0 225 0 9,342 4,829
Changes from: December 29, 2015 Total Change is: 3,219
5,588 -1,857 0 -3,970 4,989 -104 1,628 -275 30 0 0 0 47 436
Percent of Open Interest Represented by Each Category of Trader
19.7 10.5 0.2 45.9 76.7 2.1 20.4 3.7 1.0 0.0 0.3 0.0 10.8 5.6
Number of Traders in Each Category Total Traders: 84
9 5 . 32 17 15 14 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,436
Positions
2,504 33,856 135 30,856 10,342 1,216 17,575 8,370 873 2,263 1,836 6 5,008 3,802
Changes from: December 29, 2015 Total Change is: -2,778
294 -5,834 -17 -1,963 1,290 598 -1,048 454 415 -512 114 1 -547 200
Percent of Open Interest Represented by Each Category of Trader
4.1 56.0 0.2 51.1 17.1 2.0 29.1 13.8 1.4 3.7 3.0 0.0 8.3 6.3
Number of Traders in Each Category Total Traders: 211
14 19 . 39 21 7 52 32 12 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 302,181
Positions
12,519 169,282 675 154,280 51,710 6,080 87,874 41,851 4,367 11,316 9,180 28 25,042 19,008
Changes from: December 29, 2015 Total Change is: -13,889
1,472 -29,171 -85 -9,817 6,450 2,991 -5,240 2,272 2,076 -2,560 569 7 -2,733 1,002
Percent of Open Interest Represented by Each Category of Trader
4.1 56.0 0.2 51.1 17.1 2.0 29.1 13.8 1.4 3.7 3.0 0.0 8.3 6.3
Number of Traders in Each Category Total Traders: 211
14 19 . 39 21 7 52 32 12 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 376,074
Positions
150,540 31,561 2,567 104,834 171,185 23,093 67,061 114,286 5,559 6,407 10,230 16 15,997 17,577
Changes from: December 29, 2015 Total Change is: 11,007
17,411 -2,758 2,280 -5,228 5,186 -689 -1,162 3,726 -426 -655 785 2 -526 2,901
Percent of Open Interest Represented by Each Category of Trader
40.0 8.4 0.7 27.9 45.5 6.1 17.8 30.4 1.5 1.7 2.7 0.0 4.3 4.7
Number of Traders in Each Category Total Traders: 254
18 12 . 48 53 25 35 56 13 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,061
Positions
514 16,642 0 22,867 573 177 9,517 5,126 0 7,102 21,030 0 6,884 3,513
Changes from: December 29, 2015 Total Change is: -1,021
4 180 0 -772 0 15 273 -1,007 0 725 -437 0 -1,266 228
Percent of Open Interest Represented by Each Category of Trader
1.1 35.4 0.0 48.6 1.2 0.4 20.2 10.9 0.0 15.1 44.7 0.0 14.6 7.5
Number of Traders in Each Category Total Traders: 48
. 9 0 18 . . 8 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 73,704
Positions
16,285 4,866 3,179 17,851 3,895 652 17,962 6,543 1,159 5,415 0 0 11,201 53,410
Changes from: December 29, 2015 Total Change is: 3,137
-901 -2,585 1,323 1,266 106 146 -565 230 -214 -1,202 -359 0 3,284 4,490
Percent of Open Interest Represented by Each Category of Trader
22.1 6.6 4.3 24.2 5.3 0.9 24.4 8.9 1.6 7.3 0.0 0.0 15.2 72.5
Number of Traders in Each Category Total Traders: 79
16 9 4 11 4 . 22 13 5 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 172,956
Positions
9,415 92,424 276 109,224 58,575 7,327 34,264 4,456 3,451 3,544 3,168 0 5,455 3,279
Changes from: December 29, 2015 Total Change is: 5,412
784 2,076 18 3,839 4,405 -458 1,277 -510 329 324 27 0 -701 -475
Percent of Open Interest Represented by Each Category of Trader
5.4 53.4 0.2 63.2 33.9 4.2 19.8 2.6 2.0 2.0 1.8 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 118
10 9 . 39 25 16 17 4 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 479,172
Positions
26,185 159,835 1,110 234,197 135,254 77,668 87,000 70,955 11,303 20,507 8,778 1,802 19,400 12,467
Changes from: December 29, 2015 Total Change is: 27,933
-2,028 28,401 111 17,130 -10,203 5,513 5,245 5,572 923 -75 -5,030 159 955 2,487
Percent of Open Interest Represented by Each Category of Trader
5.5 33.4 0.2 48.9 28.2 16.2 18.2 14.8 2.4 4.3 1.8 0.4 4.0 2.6
Number of Traders in Each Category Total Traders: 257
16 24 5 67 41 39 30 34 16 26 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 491,104
Positions
3,081 53,142 779 222,508 117,028 70,920 46,568 58,685 8,963 4,329 58,892 1,131 132,825 121,564
Changes from: December 29, 2015 Total Change is: -20,630
-1,330 -7,036 296 -496 -5,491 -611 -11,438 3,462 -8,277 -1,723 4,564 13 2,936 -7,550
Percent of Open Interest Represented by Each Category of Trader
0.6 10.8 0.2 45.3 23.8 14.4 9.5 11.9 1.8 0.9 12.0 0.2 27.0 24.8
Number of Traders in Each Category Total Traders: 139
. 13 4 35 26 31 25 21 10 . 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 614,216
Positions
2,737 61,973 737 381,247 113,821 65,886 23,282 267,266 12,071 8,150 9,600 564 119,542 82,298
Changes from: December 29, 2015 Total Change is: 40
262 -2,061 35 -1,863 -2,714 1,847 -1,771 4,880 -2,169 -1,769 0 8 5,460 214
Percent of Open Interest Represented by Each Category of Trader
0.4 10.1 0.1 62.1 18.5 10.7 3.8 43.5 2.0 1.3 1.6 0.1 19.5 13.4
Number of Traders in Each Category Total Traders: 97
. 9 . 47 11 31 7 16 9 . . .
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,031,431
Positions
43,455 63,562 9,128 299,379 301,933 100,096 254,556 255,512 43,054 172,939 111,735 3,686 105,138 142,725
Changes from: December 29, 2015 Total Change is: 14,204
4,604 -28,980 5,995 -18,977 7,005 815 27,095 36,905 -2,003 -11,725 -6,731 2,003 6,397 -805
Percent of Open Interest Represented by Each Category of Trader
4.2 6.2 0.9 29.0 29.3 9.7 24.7 24.8 4.2 16.8 10.8 0.4 10.2 13.8
Number of Traders in Each Category Total Traders: 256
15 26 5 46 40 38 39 39 24 18 33 8
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,534,485
Positions
76,087 181,698 23,401 999,259 710,918 370,149 337,075 577,745 81,827 337,083 129,881 25,057 284,547 433,809
Changes from: December 29, 2015 Total Change is: 47,418
11,619 30,929 1,953 31,295 -41,698 18,153 -23,341 18,034 9,602 -6,098 6,978 3,868 367 -401
Percent of Open Interest Represented by Each Category of Trader
3.0 7.2 0.9 39.4 28.0 14.6 13.3 22.8 3.2 13.3 5.1 1.0 11.2 17.1
Number of Traders in Each Category Total Traders: 354
19 30 8 59 78 68 50 64 37 17 37 13
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,294,334
Positions
39,497 225,618 24,292 1,234,964 469,675 315,076 201,118 698,739 40,771 175,751 167,722 7,531 255,334 344,910
Changes from: December 29, 2015 Total Change is: -6,954
2,509 -19,751 -5,930 16,393 -8,661 1,793 -9,545 52,746 -18,698 -122 -10,400 3,224 3,422 -1,277
Percent of Open Interest Represented by Each Category of Trader
1.7 9.8 1.1 53.8 20.5 13.7 8.8 30.5 1.8 7.7 7.3 0.3 11.1 15.0
Number of Traders in Each Category Total Traders: 264
11 26 8 47 49 48 31 51 24 15 34 8
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 690,098
Positions
250,659 183,866 180,478 7,674 17,124 11,945 48,623 70,408 128,543 12,668 23,664 28,662 20,846 45,408
Changes from: December 29, 2015 Total Change is: -57,773
-44,078 -31,457 -10,457 -67 6,584 -750 -3,464 -20,556 11,998 -5,471 -11,795 -6,283 799 4,943
Percent of Open Interest Represented by Each Category of Trader
36.3 26.6 26.2 1.1 2.5 1.7 7.0 10.2 18.6 1.8 3.4 4.2 3.0 6.6
Number of Traders in Each Category Total Traders: 98
11 31 32 . 7 . 16 15 27 5 8 5
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,501,396
Positions
2,774,716 1,404,298 2,549,343 914,077 1,320,503 338,269 885,863 1,434,543 1,703,361 341,587 350,601 353,942 640,238 1,046,536
Changes from: December 29, 2015 Total Change is: 226,286
140,278 -9,905 71,840 -22,738 9,285 18,930 -66,358 49,253 76,566 19,475 12,514 -9,789 -1,918 7,592
Percent of Open Interest Represented by Each Category of Trader
26.4 13.4 24.3 8.7 12.6 3.2 8.4 13.7 16.2 3.3 3.3 3.4 6.1 10.0
Number of Traders in Each Category Total Traders: 273
33 49 77 12 25 24 31 75 85 11 23 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,309
Positions
4,917 607 0 410 15,775 0 20,261 9,422 0 4,315 4,140 287 119 78
Changes from: December 29, 2015 Total Change is: 894
-46 0 0 0 21 0 807 813 0 141 99 -40 32 1
Percent of Open Interest Represented by Each Category of Trader
16.2 2.0 0.0 1.4 52.0 0.0 66.8 31.1 0.0 14.2 13.7 0.9 0.4 0.3
Number of Traders in Each Category Total Traders: 42
. . 0 . 8 0 5 9 0 4 9 .
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Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,556
Positions
5,580 2,293 0 0 15,236 1 27,073 10,647 11 800 5,314 0 91 54
Changes from: December 29, 2015 Total Change is: 1,713
3,082 14 -48 0 -45 0 -910 1,618 0 -432 185 0 21 -11
Percent of Open Interest Represented by Each Category of Trader
16.6 6.8 0.0 0.0 45.4 0.0 80.7 31.7 0.0 2.4 15.8 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 37
. 4 0 0 8 . . 10 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,475
Positions
983 53,603 0 22,791 0 1,548 16,870 11,667 1,388 21,053 4,599 32 9,810 1,638
Changes from: December 29, 2015 Total Change is: 10,057
-951 9,234 0 4,318 0 -16 5,902 3,205 -139 208 -2,597 9 726 361
Percent of Open Interest Represented by Each Category of Trader
1.3 72.0 0.0 30.6 0.0 2.1 22.7 15.7 1.9 28.3 6.2 0.0 13.2 2.2
Number of Traders in Each Category Total Traders: 150
5 4 0 14 0 . 42 15 9 59 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 243,307
Positions
56,991 57,456 11,963 38,856 23,528 38,284 34,570 52,477 30,207 7,059 1,046 7,132 18,245 21,214
Changes from: December 29, 2015 Total Change is: -22,560
-7,231 -11,155 771 -10,184 -3,226 -3,478 -4,176 -2,921 -1,082 -1,649 -2,822 2,444 2,025 -1,091
Percent of Open Interest Represented by Each Category of Trader
23.4 23.6 4.9 16.0 9.7 15.7 14.2 21.6 12.4 2.9 0.4 2.9 7.5 8.7
Number of Traders in Each Category Total Traders: 154
14 13 14 13 9 8 40 33 39 15 5 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,220
Positions
65 3,124 0 1,727 609 2,263 8,624 7,660 509 855 0 0 177 55
Changes from: December 29, 2015 Total Change is: -5,403
-15 35 0 536 0 0 -5,313 -5,430 0 -500 0 0 -111 -8
Percent of Open Interest Represented by Each Category of Trader
0.5 22.0 0.0 12.1 4.3 15.9 60.6 53.9 3.6 6.0 0.0 0.0 1.2 0.4
Number of Traders in Each Category Total Traders: 28
. . 0 5 . . 5 9 . 5 0 0
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Updated January 8, 2016