Traders in Financial Futures - Options and Futures Combined 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 186,328 Positions 81,371 1,732 4,725 32,465 48,700 4,137 9,818 60,852 16,209 12,071 4,872 251 25,281 44,850 Changes from: December 29, 2015 Total Change is: -2,710 -3,003 -366 1,574 591 -8,126 1,258 -6,898 528 2,635 4 -1,145 83 1,045 849 Percent of Open Interest Represented by Each Category of Trader 43.7 0.9 2.5 17.4 26.1 2.2 5.3 32.7 8.7 6.5 2.6 0.1 13.6 24.1 Number of Traders in Each Category Total Traders: 103 8 5 9 6 13 4 16 34 14 15 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 52,887 Positions 27,008 732 372 1,236 2,068 0 16,774 23,362 2,143 0 0 0 5,354 24,210 Changes from: December 29, 2015 Total Change is: 1,600 1,804 -1,630 125 0 2 0 -753 -508 316 0 0 0 107 3,295 Percent of Open Interest Represented by Each Category of Trader 51.1 1.4 0.7 2.3 3.9 0.0 31.7 44.2 4.1 0.0 0.0 0.0 10.1 45.8 Number of Traders in Each Category Total Traders: 38 6 . . . 4 0 10 15 11 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 256,752 Positions 131,905 3,307 7,797 9,629 68,443 6,988 46,494 80,113 26,303 4,309 17,956 4,421 18,907 41,424 Changes from: December 29, 2015 Total Change is: 27,017 14,079 311 2,737 1,809 3,759 1,518 -3,550 8,216 8,750 1,579 97 651 -555 979 Percent of Open Interest Represented by Each Category of Trader 51.4 1.3 3.0 3.8 26.7 2.7 18.1 31.2 10.2 1.7 7.0 1.7 7.4 16.1 Number of Traders in Each Category Total Traders: 113 11 5 11 4 20 8 21 36 18 6 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 251,021 Positions 72,877 35,354 3,356 28,539 70,104 10,520 49,114 73,559 17,737 40,610 3,302 3,789 24,480 33,301 Changes from: December 29, 2015 Total Change is: 30,151 -2,850 24,456 -127 4,510 5,005 1,426 17,483 -2,077 3,940 910 1,349 206 4,653 -4,026 Percent of Open Interest Represented by Each Category of Trader 29.0 14.1 1.3 11.4 27.9 4.2 19.6 29.3 7.1 16.2 1.3 1.5 9.8 13.3 Number of Traders in Each Category Total Traders: 126 7 6 8 15 22 13 29 36 22 . 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 477,926 Positions 142,029 13,496 17,339 93,556 107,938 21,991 38,033 157,097 42,366 48,232 23,852 10,001 64,378 83,846 Changes from: December 29, 2015 Total Change is: 11,111 2,668 4,021 -50 -1,278 1,588 4,626 3,636 -277 -763 -3,363 -2,365 865 4,771 3,467 Percent of Open Interest Represented by Each Category of Trader 29.7 2.8 3.6 19.6 22.6 4.6 8.0 32.9 8.9 10.1 5.0 2.1 13.5 17.5 Number of Traders in Each Category Total Traders: 245 18 12 15 28 39 31 21 67 34 27 33 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 111,502 Positions 60,071 1,868 2,314 2,469 12,527 3,400 17,402 22,755 5,772 769 31,112 784 18,520 30,969 Changes from: December 29, 2015 Total Change is: 3,560 -1,725 448 1,109 783 -3,793 553 2,101 -95 749 -1,483 1,828 -106 1,580 2,867 Percent of Open Interest Represented by Each Category of Trader 53.9 1.7 2.1 2.2 11.2 3.0 15.6 20.4 5.2 0.7 27.9 0.7 16.6 27.8 Number of Traders in Each Category Total Traders: 91 9 . 5 5 11 4 20 28 15 . 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 29,562 Positions 19,963 21,092 1,207 3,674 113 0 2,219 3,531 592 772 2,212 235 900 580 Changes from: December 29, 2015 Total Change is: 203 -45 378 0 55 0 0 12 -104 0 4 -123 0 177 52 Percent of Open Interest Represented by Each Category of Trader 67.5 71.3 4.1 12.4 0.4 0.0 7.5 11.9 2.0 2.6 7.5 0.8 3.0 2.0 Number of Traders in Each Category Total Traders: 28 . 8 . . . 0 5 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 143,844 Positions 55,656 63,327 1 48,114 6,488 464 32,749 60,327 669 3,053 5,127 68 3,070 7,372 Changes from: December 29, 2015 Total Change is: 3,655 607 -2,527 1 371 -319 0 3,319 7,203 -228 -372 -498 34 -77 -11 Percent of Open Interest Represented by Each Category of Trader 38.7 44.0 0.0 33.4 4.5 0.3 22.8 41.9 0.5 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 7 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 39,518 Positions 9,804 21,760 269 3,644 2,778 467 14,777 5,476 1,605 2,221 575 667 6,064 5,921 Changes from: December 29, 2015 Total Change is: -3,229 207 -5,292 -116 -985 512 20 -3,295 1,848 343 841 -635 122 -366 -30 Percent of Open Interest Represented by Each Category of Trader 24.8 55.1 0.7 9.2 7.0 1.2 37.4 13.9 4.1 5.6 1.5 1.7 15.3 15.0 Number of Traders in Each Category Total Traders: 95 18 13 . 9 4 4 25 13 8 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 79,035 Positions 19,607 43,520 538 7,288 5,556 934 29,555 10,952 3,210 4,441 1,150 1,333 12,128 11,841 Changes from: December 29, 2015 Total Change is: -6,457 414 -10,584 -233 -1,969 1,023 40 -6,590 3,695 687 1,682 -1,269 244 -731 -60 Percent of Open Interest Represented by Each Category of Trader 24.8 55.1 0.7 9.2 7.0 1.2 37.4 13.9 4.1 5.6 1.5 1.7 15.3 15.0 Number of Traders in Each Category Total Traders: 95 18 13 . 9 4 4 25 13 8 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 744,885 Positions 59,415 55,946 33,091 234,264 168,647 66,819 62,701 121,984 109,441 20,403 35,823 35,690 123,061 117,444 Changes from: December 29, 2015 Total Change is: 25,873 8,265 -7,599 11,248 -13,199 13,050 -533 -2,331 -1,992 1,872 3,419 -4,176 1,784 15,349 12,220 Percent of Open Interest Represented by Each Category of Trader 8.0 7.5 4.4 31.4 22.6 9.0 8.4 16.4 14.7 2.7 4.8 4.8 16.5 15.8 Number of Traders in Each Category Total Traders: 588 33 30 33 116 87 99 71 116 102 67 66 71 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 137,707 Positions 26,985 8,692 4,984 27,697 20,515 3,226 6,605 4,783 25,033 2,575 5,237 9,073 31,529 56,165 Changes from: December 29, 2015 Total Change is: 14,955 12,790 2,844 804 489 2,092 -1,853 3,099 -977 1,310 208 530 -332 -1,560 10,538 Percent of Open Interest Represented by Each Category of Trader 19.6 6.3 3.6 20.1 14.9 2.3 4.8 3.5 18.2 1.9 3.8 6.6 22.9 40.8 Number of Traders in Each Category Total Traders: 88 11 5 9 15 7 10 18 16 31 7 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 3,035,892 Positions 239,483 313,607 63,200 1,050,230 758,056 300,572 307,510 613,034 395,010 111,534 175,321 110,693 457,659 306,398 Changes from: December 29, 2015 Total Change is: 54,591 17,669 -11,922 11,925 -62,487 60,746 648 -19,754 2,321 -4,586 21,631 -17,951 5,000 84,544 8,410 Percent of Open Interest Represented by Each Category of Trader 7.9 10.3 2.1 34.6 25.0 9.9 10.1 20.2 13.0 3.7 5.8 3.6 15.1 10.1 Number of Traders in Each Category Total Traders: 563 31 32 29 110 84 95 67 112 93 64 63 64 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 63,124 Positions 2,504 33,836 261 30,856 10,342 1,216 17,424 8,391 2,808 2,385 1,828 458 5,211 3,983 Changes from: December 29, 2015 Total Change is: -1,978 294 -5,811 -80 -1,963 1,290 598 -1,157 402 1,131 -548 69 200 -453 223 Percent of Open Interest Represented by Each Category of Trader 4.0 53.6 0.4 48.9 16.4 1.9 27.6 13.3 4.4 3.8 2.9 0.7 8.3 6.3 Number of Traders in Each Category Total Traders: 216 14 19 . 39 21 7 51 33 21 21 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 315,619 Positions 12,519 169,182 1,307 154,280 51,710 6,080 87,121 41,954 14,039 11,927 9,140 2,290 26,056 19,917 Changes from: December 29, 2015 Total Change is: -9,890 1,472 -29,054 -398 -9,817 6,450 2,991 -5,785 2,008 5,653 -2,742 345 1,000 -2,263 1,115 Percent of Open Interest Represented by Each Category of Trader 4.0 53.6 0.4 48.9 16.4 1.9 27.6 13.3 4.4 3.8 2.9 0.7 8.3 6.3 Number of Traders in Each Category Total Traders: 216 14 19 . 39 21 7 51 33 21 21 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 376,246 Positions 150,540 31,561 2,567 104,834 171,185 23,093 67,073 114,286 5,561 6,407 10,226 58 16,113 17,708 Changes from: December 29, 2015 Total Change is: 10,907 17,411 -2,758 2,280 -5,228 5,186 -689 -1,184 3,726 -425 -655 790 -19 -584 2,816 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 15 14 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 584,449 Positions 2,974 49,209 15,238 214,736 120,916 95,654 41,451 52,348 54,880 7,244 55,485 11,414 140,858 129,305 Changes from: December 29, 2015 Total Change is: 874 -204 -7,317 1,906 -1,778 -276 8,835 -7,704 1,670 -2,765 -1,506 4,966 1,173 2,919 -7,318 Percent of Open Interest Represented by Each Category of Trader 0.5 8.4 2.6 36.7 20.7 16.4 7.1 9.0 9.4 1.2 9.5 2.0 24.1 22.1 Number of Traders in Each Category Total Traders: 144 4 13 14 35 27 33 24 23 30 7 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 614,522 Positions 2,737 61,973 737 381,247 113,821 65,886 23,298 267,266 12,104 8,150 9,600 564 119,799 82,571 Changes from: December 29, 2015 Total Change is: 34 262 -2,061 35 -1,863 -2,714 1,847 -1,750 4,880 -2,174 -1,769 0 8 5,438 213 Percent of Open Interest Represented by Each Category of Trader 0.4 10.1 0.1 62.0 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 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,048,763 Positions 44,007 63,417 11,690 299,372 304,383 100,112 254,751 254,081 53,902 172,528 111,366 5,352 107,049 144,461 Changes from: December 29, 2015 Total Change is: 16,628 3,953 -28,892 5,856 -18,984 7,148 831 27,525 37,096 -91 -12,136 -6,928 2,457 7,216 -851 Percent of Open Interest Represented by Each Category of Trader 4.2 6.0 1.1 28.5 29.0 9.5 24.3 24.2 5.1 16.5 10.6 0.5 10.2 13.8 Number of Traders in Each Category Total Traders: 257 14 27 8 46 40 38 40 39 31 19 32 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,830,007 Positions 76,557 186,943 100,939 1,008,215 720,231 390,527 316,258 553,430 248,200 338,545 127,670 51,628 299,137 450,439 Changes from: December 29, 2015 Total Change is: 51,521 5,009 34,537 7,693 29,298 -30,062 18,867 -15,255 11,983 7,313 -2,221 2,181 1,201 -384 -2,191 Percent of Open Interest Represented by Each Category of Trader 2.7 6.6 3.6 35.6 25.4 13.8 11.2 19.6 8.8 12.0 4.5 1.8 10.6 15.9 Number of Traders in Each Category Total Traders: 356 16 33 29 59 78 75 58 56 73 22 34 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,478,981 Positions 30,824 227,320 59,020 1,253,871 470,044 342,259 201,822 701,667 133,963 174,675 170,406 17,490 265,058 356,811 Changes from: December 29, 2015 Total Change is: 21,383 -666 -21,265 -3,540 22,656 -9,439 14,030 -11,764 52,923 -3,597 -3,111 -9,714 2,136 5,239 -150 Percent of Open Interest Represented by Each Category of Trader 1.2 9.2 2.4 50.6 19.0 13.8 8.1 28.3 5.4 7.0 6.9 0.7 10.7 14.4 Number of Traders in Each Category Total Traders: 271 9 29 18 47 49 54 32 54 48 15 36 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 728,793 Positions 250,659 184,416 182,693 7,674 17,124 11,945 48,099 69,632 161,707 12,944 23,664 32,170 20,901 45,442 Changes from: December 29, 2015 Total Change is: -61,255 -43,940 -31,052 -11,198 -67 6,584 -750 -3,063 -19,787 9,224 -5,817 -12,766 -6,417 773 4,908 Percent of Open Interest Represented by Each Category of Trader 34.4 25.3 25.1 1.1 2.3 1.6 6.6 9.6 22.2 1.8 3.2 4.4 2.9 6.2 Number of Traders in Each Category Total Traders: 98 11 31 32 . 7 . 15 16 27 5 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is17,184,435 Positions 2,857,323 1,495,641 3,549,412 978,999 1,416,037 653,643 521,870 976,188 6,548,867 373,792 423,212 1,009,160 691,370 1,112,275 Changes from: December 29, 2015 Total Change is: -35,039 153,758 -24,953 41,282 -30,719 3,919 -18,432 -110,190 64,424 -64,939 22,029 -10,482 -22,599 -5,229 -3,260 Percent of Open Interest Represented by Each Category of Trader 16.6 8.7 20.7 5.7 8.2 3.8 3.0 5.7 38.1 2.2 2.5 5.9 4.0 6.5 Number of Traders in Each Category Total Traders: 299 33 50 79 14 28 30 44 79 102 15 29 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 - Options and Futures Combined 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 74,834 Positions 983 53,665 27 22,791 0 1,548 16,870 11,578 1,568 21,051 4,623 94 9,903 1,731 Changes from: December 29, 2015 Total Change is: 10,139 -951 9,272 -26 4,318 0 -16 5,902 3,164 -109 212 -2,600 52 757 404 Percent of Open Interest Represented by Each Category of Trader 1.3 71.7 0.0 30.5 0.0 2.1 22.5 15.5 2.1 28.1 6.2 0.1 13.2 2.3 Number of Traders in Each Category Total Traders: 151 5 4 . 14 0 . 42 15 10 59 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 - Options and Futures Combined 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 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 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 8, 2016