Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 143,742
Positions
52,589 6,690 2,263 28,971 51,607 810 18,063 39,442 1,753 18,662 2,015 409 20,222 38,753
Changes from: November 17, 2015 Total Change is: 1,957
4,843 -2,831 375 333 2,911 12 -6,088 3,611 374 1,275 -244 136 697 -2,387
Percent of Open Interest Represented by Each Category of Trader
36.6 4.7 1.6 20.2 35.9 0.6 12.6 27.4 1.2 13.0 1.4 0.3 14.1 27.0
Number of Traders in Each Category Total Traders: 88
8 . 5 6 10 . 18 26 10 14 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 72,945
Positions
48,840 1,948 254 816 2,108 420 16,122 40,825 187 0 401 0 6,306 26,802
Changes from: November 17, 2015 Total Change is: 5,826
7,446 58 123 0 431 0 -327 5,416 -569 0 401 0 -847 -34
Percent of Open Interest Represented by Each Category of Trader
67.0 2.7 0.3 1.1 2.9 0.6 22.1 56.0 0.3 0.0 0.5 0.0 8.6 36.7
Number of Traders in Each Category Total Traders: 48
9 . . . 4 . 14 18 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 172,390
Positions
83,571 6,271 3,818 4,708 62,529 2,064 45,642 41,308 5,711 9,255 13,945 233 17,388 36,511
Changes from: November 17, 2015 Total Change is: -2,864
23 1,035 -100 -520 -6,756 791 -3,512 331 1,180 -960 1,270 0 234 -615
Percent of Open Interest Represented by Each Category of Trader
48.5 3.6 2.2 2.7 36.3 1.2 26.5 24.0 3.3 5.4 8.1 0.1 10.1 21.2
Number of Traders in Each Category Total Traders: 111
12 5 . . 19 6 24 37 15 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 247,513
Positions
147,906 3,209 2,801 18,396 78,812 6,011 19,745 103,870 3,375 32,462 2,021 322 16,495 47,092
Changes from: November 17, 2015 Total Change is: -2,833
-377 -456 31 -901 1,944 1,177 -4,454 -3,535 1,109 594 -1,075 207 -219 -2,235
Percent of Open Interest Represented by Each Category of Trader
59.8 1.3 1.1 7.4 31.8 2.4 8.0 42.0 1.4 13.1 0.8 0.1 6.7 19.0
Number of Traders in Each Category Total Traders: 132
14 . . 10 25 10 24 47 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 444,626
Positions
160,535 19,250 3,274 88,118 91,928 12,715 41,300 193,182 6,155 85,834 30,989 4,256 42,439 82,877
Changes from: November 17, 2015 Total Change is: 7,825
11,433 -1,465 1,707 1,472 -1,595 322 -2,806 8,014 622 -4,554 128 565 -936 -473
Percent of Open Interest Represented by Each Category of Trader
36.1 4.3 0.7 19.8 20.7 2.9 9.3 43.4 1.4 19.3 7.0 1.0 9.5 18.6
Number of Traders in Each Category Total Traders: 257
19 12 8 28 33 24 23 71 22 32 39 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 152,585
Positions
109,891 2,732 781 4,106 38,993 1,629 19,180 43,751 818 1,483 31,302 43 14,654 32,536
Changes from: November 17, 2015 Total Change is: -9,498
-12,800 466 639 235 -3,898 1,027 717 -4,459 434 -885 -324 0 1,135 -3,383
Percent of Open Interest Represented by Each Category of Trader
72.0 1.8 0.5 2.7 25.6 1.1 12.6 28.7 0.5 1.0 20.5 0.0 9.6 21.3
Number of Traders in Each Category Total Traders: 91
10 . . 4 11 4 20 29 11 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 41,789
Positions
28,790 32,223 5,149 2,664 0 0 2,833 3,073 592 921 287 0 840 465
Changes from: November 17, 2015 Total Change is: 3,445
-52 277 2,494 151 0 0 809 815 0 0 174 0 43 -315
Percent of Open Interest Represented by Each Category of Trader
68.9 77.1 12.3 6.4 0.0 0.0 6.8 7.4 1.4 2.2 0.7 0.0 2.0 1.1
Number of Traders in Each Category Total Traders: 25
4 6 4 . 0 0 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 189,063
Positions
52,930 74,252 15,731 51,297 5,225 610 47,315 63,798 13,804 2,745 10,091 265 4,366 5,287
Changes from: November 17, 2015 Total Change is: 7,564
-439 10,914 61 776 740 -201 7,050 -1,014 -1,301 173 -409 172 1,273 -1,398
Percent of Open Interest Represented by Each Category of Trader
28.0 39.3 8.3 27.1 2.8 0.3 25.0 33.7 7.3 1.5 5.3 0.1 2.3 2.8
Number of Traders in Each Category Total Traders: 119
. 10 4 6 8 . 23 44 11 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,543
Positions
13,696 15,147 2,312 4,292 0 0 9,095 10,321 229 0 1,237 0 919 1,297
Changes from: November 17, 2015 Total Change is: 3,958
-883 1,349 2,307 499 0 0 1,923 516 167 0 -346 0 -55 -35
Percent of Open Interest Represented by Each Category of Trader
44.8 49.6 7.6 14.1 0.0 0.0 29.8 33.8 0.7 0.0 4.1 0.0 3.0 4.2
Number of Traders in Each Category Total Traders: 26
. 4 . . 0 0 . 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 35,099
Positions
19,982 8,702 18 1,819 5,997 1 9,280 13,792 295 1,764 792 0 1,940 5,502
Changes from: November 17, 2015 Total Change is: 200
-24 -504 9 330 -120 0 -545 2,205 -214 694 -341 0 -50 -835
Percent of Open Interest Represented by Each Category of Trader
56.9 24.8 0.1 5.2 17.1 0.0 26.4 39.3 0.8 5.0 2.3 0.0 5.5 15.7
Number of Traders in Each Category Total Traders: 70
5 5 . . 5 . 17 28 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 7,882
Positions
3,496 0 0 1,752 3,315 102 1,960 2,088 1 0 387 0 571 1,989
Changes from: November 17, 2015 Total Change is: 100
295 0 0 -24 -28 8 -291 -214 -22 0 56 0 134 300
Percent of Open Interest Represented by Each Category of Trader
44.4 0.0 0.0 22.2 42.1 1.3 24.9 26.5 0.0 0.0 4.9 0.0 7.2 25.2
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,507
Positions
11,965 27,078 2,949 5,240 1,966 740 21,267 6,781 478 2,174 3,221 0 6,694 8,295
Changes from: November 17, 2015 Total Change is: 1,776
-59 188 192 -193 -129 359 2,055 55 -81 259 221 0 -756 972
Percent of Open Interest Represented by Each Category of Trader
23.2 52.6 5.7 10.2 3.8 1.4 41.3 13.2 0.9 4.2 6.3 0.0 13.0 16.1
Number of Traders in Each Category Total Traders: 104
17 15 5 9 . 5 30 12 . 5 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 103,013
Positions
23,930 54,155 5,898 10,480 3,931 1,480 42,533 13,562 956 4,348 6,442 0 13,388 16,589
Changes from: November 17, 2015 Total Change is: 3,551
-117 376 383 -386 -257 717 4,109 109 -161 517 441 0 -1,511 1,943
Percent of Open Interest Represented by Each Category of Trader
23.2 52.6 5.7 10.2 3.8 1.4 41.3 13.2 0.9 4.2 6.3 0.0 13.0 16.1
Number of Traders in Each Category Total Traders: 104
17 15 5 9 . 5 30 12 . 5 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 678,277
Positions
96,837 75,617 45,593 244,521 152,601 63,715 72,263 147,687 38,045 17,844 53,218 7,274 92,184 94,526
Changes from: November 17, 2015 Total Change is: -2,594
-11,093 7,759 5,252 -1,112 -420 2,929 6,248 -18,358 735 -339 3,822 -130 -5,083 -4,184
Percent of Open Interest Represented by Each Category of Trader
14.3 11.1 6.7 36.1 22.5 9.4 10.7 21.8 5.6 2.6 7.8 1.1 13.6 13.9
Number of Traders in Each Category Total Traders: 579
33 35 36 120 71 84 82 127 79 35 74 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 102,886
Positions
15,896 22,963 5,440 29,385 21,415 2,968 9,578 10,439 267 2,572 5,183 2,370 34,410 31,841
Changes from: November 17, 2015 Total Change is: -2,903
-4,970 4,621 200 295 -820 -321 1,161 1,598 -674 -87 105 0 1,493 -7,612
Percent of Open Interest Represented by Each Category of Trader
15.5 22.3 5.3 28.6 20.8 2.9 9.3 10.1 0.3 2.5 5.0 2.3 33.4 30.9
Number of Traders in Each Category Total Traders: 65
6 8 . 13 5 6 14 12 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,876,955
Positions
513,605 372,170 91,868 1,092,601 672,850 286,815 396,855 769,672 105,459 80,475 244,290 20,408 288,869 313,423
Changes from: November 17, 2015 Total Change is: 1,545
-26,447 19,860 21,088 -6,501 2,537 15,715 40,978 -84,233 -8,499 -783 19,064 -1,128 -32,878 17,141
Percent of Open Interest Represented by Each Category of Trader
17.9 12.9 3.2 38.0 23.4 10.0 13.8 26.8 3.7 2.8 8.5 0.7 10.0 10.9
Number of Traders in Each Category Total Traders: 569
31 37 31 116 69 80 80 127 71 34 74 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,860
Positions
15,228 23,752 891 42,808 52,909 2,230 15,373 4,877 488 2,277 263 0 10,565 4,450
Changes from: November 17, 2015 Total Change is: 3,374
-4,712 10,154 5 5,174 -6,106 463 321 -1,282 83 2,032 0 0 8 57
Percent of Open Interest Represented by Each Category of Trader
16.9 26.4 1.0 47.6 58.9 2.5 17.1 5.4 0.5 2.5 0.3 0.0 11.8 5.0
Number of Traders in Each Category Total Traders: 89
7 8 . 33 16 17 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 67,450
Positions
5,833 38,750 710 31,745 8,305 1,125 17,716 10,294 1,381 2,926 2,516 282 5,731 4,088
Changes from: November 17, 2015 Total Change is: -2,505
170 -4,703 143 -234 -347 308 -3,261 1,566 138 326 380 -1 -95 11
Percent of Open Interest Represented by Each Category of Trader
8.6 57.5 1.1 47.1 12.3 1.7 26.3 15.3 2.0 4.3 3.7 0.4 8.5 6.1
Number of Traders in Each Category Total Traders: 238
14 25 9 40 19 9 53 40 19 22 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 337,248
Positions
29,167 193,749 3,550 158,726 41,524 5,624 88,582 51,472 6,903 14,632 12,578 1,409 28,655 20,439
Changes from: November 17, 2015 Total Change is: -12,527
850 -23,513 715 -1,169 -1,735 1,541 -16,303 7,828 690 1,629 1,901 -7 -473 53
Percent of Open Interest Represented by Each Category of Trader
8.6 57.5 1.1 47.1 12.3 1.7 26.3 15.3 2.0 4.3 3.7 0.4 8.5 6.1
Number of Traders in Each Category Total Traders: 238
14 25 9 40 19 9 53 40 19 22 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 396,081
Positions
138,174 46,753 3,280 112,883 172,669 18,889 85,659 114,906 9,245 7,367 14,617 891 19,693 14,831
Changes from: November 17, 2015 Total Change is: 7,636
-1,790 7,215 657 2,406 -4,606 1,407 3,740 5,440 580 -661 -839 166 1,131 -2,384
Percent of Open Interest Represented by Each Category of Trader
34.9 11.8 0.8 28.5 43.6 4.8 21.6 29.0 2.3 1.9 3.7 0.2 5.0 3.7
Number of Traders in Each Category Total Traders: 276
18 16 5 52 49 23 43 62 20 15 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 53,522
Positions
1,323 9,855 0 25,329 0 1,314 10,329 19,501 555 5,836 15,129 0 8,836 7,168
Changes from: November 17, 2015 Total Change is: 947
-1,628 553 0 638 -1,234 903 1,414 1,092 129 -459 337 0 -50 -833
Percent of Open Interest Represented by Each Category of Trader
2.5 18.4 0.0 47.3 0.0 2.5 19.3 36.4 1.0 10.9 28.3 0.0 16.5 13.4
Number of Traders in Each Category Total Traders: 71
4 7 0 20 0 5 14 16 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 94,872
Positions
14,746 16,630 2,188 12,259 4,760 1,106 45,659 7,263 1,358 7,916 3,704 51 9,589 57,812
Changes from: November 17, 2015 Total Change is: -3,212
-132 -1,201 211 -871 -461 -51 -2,319 -3,481 60 -111 -670 -26 27 2,407
Percent of Open Interest Represented by Each Category of Trader
15.5 17.5 2.3 12.9 5.0 1.2 48.1 7.7 1.4 8.3 3.9 0.1 10.1 60.9
Number of Traders in Each Category Total Traders: 99
18 8 4 11 . . 41 10 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 167,917
Positions
7,198 99,744 931 100,222 42,939 8,618 38,329 7,046 2,901 3,214 1,997 0 6,504 3,741
Changes from: November 17, 2015 Total Change is: 2,924
-230 2,355 414 2,211 -1,483 277 35 1,325 -180 297 -46 0 100 262
Percent of Open Interest Represented by Each Category of Trader
4.3 59.4 0.6 59.7 25.6 5.1 22.8 4.2 1.7 1.9 1.2 0.0 3.9 2.2
Number of Traders in Each Category Total Traders: 115
5 15 . 41 22 19 14 5 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 448,159
Positions
40,297 172,345 920 196,999 123,728 69,734 86,245 40,602 9,274 26,839 20,062 2,157 15,694 9,337
Changes from: November 17, 2015 Total Change is: 2,821
2,009 9,676 -62 -2,683 -5,433 506 -2,940 -95 -16 5,158 410 -407 1,256 -1,758
Percent of Open Interest Represented by Each Category of Trader
9.0 38.5 0.2 44.0 27.6 15.6 19.2 9.1 2.1 6.0 4.5 0.5 3.5 2.1
Number of Traders in Each Category Total Traders: 256
20 20 4 64 42 38 32 33 15 28 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 540,362
Positions
2,734 46,879 1,190 214,490 93,255 59,981 38,633 68,389 66,745 4,415 43,490 3,339 148,835 157,094
Changes from: November 17, 2015 Total Change is: 68,406
-5,391 5,065 -476 4,107 -22,266 13,379 -6,244 15,979 48,271 -2,002 -2,196 2,008 14,754 8,642
Percent of Open Interest Represented by Each Category of Trader
0.5 8.7 0.2 39.7 17.3 11.1 7.1 12.7 12.4 0.8 8.0 0.6 27.5 29.1
Number of Traders in Each Category Total Traders: 128
. 12 6 33 21 27 18 27 26 . 10 4
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Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 689,379
Positions
8,477 72,579 2,304 342,851 113,619 79,028 31,931 233,147 81,024 9,536 7,423 1,843 132,385 98,412
Changes from: November 17, 2015 Total Change is: 66,004
683 7,217 1,460 -6,028 8,765 804 493 -13,508 59,878 -64 -2,444 1,248 7,530 2,584
Percent of Open Interest Represented by Each Category of Trader
1.2 10.5 0.3 49.7 16.5 11.5 4.6 33.8 11.8 1.4 1.1 0.3 19.2 14.3
Number of Traders in Each Category Total Traders: 92
. 6 4 39 12 31 10 16 15 4 . .
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Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,054,858
Positions
51,836 94,029 13,190 276,304 313,516 98,273 224,403 177,564 68,793 175,298 106,613 11,690 135,071 171,190
Changes from: November 17, 2015 Total Change is: -22,095
-13,201 -10,295 9,464 23,543 113 -17,873 -46,518 -15,915 -1,022 3,603 -8,566 4,657 15,252 17,342
Percent of Open Interest Represented by Each Category of Trader
4.9 8.9 1.3 26.2 29.7 9.3 21.3 16.8 6.5 16.6 10.1 1.1 12.8 16.2
Number of Traders in Each Category Total Traders: 271
11 33 12 48 42 41 42 38 36 20 34 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,762,356
Positions
90,871 124,178 41,194 995,270 784,957 413,986 366,451 634,003 155,089 384,712 113,423 15,344 299,439 480,182
Changes from: November 17, 2015 Total Change is: 107,766
-32,653 -21,340 12,071 38,191 -30,993 78,877 22,755 42,532 30,065 -31,839 -16,945 -8,141 -1,560 21,640
Percent of Open Interest Represented by Each Category of Trader
3.3 4.5 1.5 36.0 28.4 15.0 13.3 23.0 5.6 13.9 4.1 0.6 10.8 17.4
Number of Traders in Each Category Total Traders: 330
18 22 21 52 73 74 43 68 52 22 31 15
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Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,782,951
Positions
54,333 196,679 56,588 1,195,381 575,301 286,690 294,991 643,380 379,202 156,575 178,969 11,505 347,686 454,637
Changes from: November 17, 2015 Total Change is: 412,312
19,936 12,064 10,920 99,859 24,772 26,799 -47,594 18,918 224,283 -5,797 13,326 -3,902 87,808 85,132
Percent of Open Interest Represented by Each Category of Trader
2.0 7.1 2.0 43.0 20.7 10.3 10.6 23.1 13.6 5.6 6.4 0.4 12.5 16.3
Number of Traders in Each Category Total Traders: 271
10 29 14 40 51 47 33 59 39 14 35 11
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Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 829,394
Positions
252,753 233,541 233,757 900 33,549 5,750 127,521 76,776 119,564 27,136 35,964 40,262 21,751 50,231
Changes from: November 17, 2015 Total Change is: 46,534
-3,402 -10,083 607 0 -1,036 5,000 -6,983 15,629 33,327 10,686 -4,259 6,796 503 553
Percent of Open Interest Represented by Each Category of Trader
30.5 28.2 28.2 0.1 4.0 0.7 15.4 9.3 14.4 3.3 4.3 4.9 2.6 6.1
Number of Traders in Each Category Total Traders: 113
11 40 40 . 5 . 14 22 25 6 10 9
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Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,182,522
Positions
2,597,387 1,226,117 2,928,279 569,938 1,695,914 299,206 1,698,668 1,423,073 1,695,941 321,645 451,121 406,069 665,389 1,056,802
Changes from: November 17, 2015 Total Change is: 95,731
-58,330 -33,835 68,542 38,636 -12,061 24,806 -15,184 45,639 13,836 5,760 -12,351 6,986 10,679 -5,831
Percent of Open Interest Represented by Each Category of Trader
23.2 11.0 26.2 5.1 15.2 2.7 15.2 12.7 15.2 2.9 4.0 3.6 6.0 9.5
Number of Traders in Each Category Total Traders: 298
33 52 82 11 28 25 48 70 95 12 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 35,066
Positions
6,869 676 0 510 16,159 30 24,577 11,236 0 2,670 6,553 323 87 89
Changes from: November 17, 2015 Total Change is: -2,523
-1,533 -177 0 0 436 0 -1,032 -2,705 0 71 -70 -7 -22 0
Percent of Open Interest Represented by Each Category of Trader
19.6 1.9 0.0 1.5 46.1 0.1 70.1 32.0 0.0 7.6 18.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 46
4 . 0 . 9 . 6 9 0 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,334
Positions
11,413 2,198 0 0 14,196 1 22,777 9,692 0 974 9,170 0 169 77
Changes from: November 17, 2015 Total Change is: 742
-383 1,565 -1 0 -853 0 1,062 78 0 47 -73 0 17 26
Percent of Open Interest Represented by Each Category of Trader
32.3 6.2 0.0 0.0 40.2 0.0 64.5 27.4 0.0 2.8 26.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 42
. 5 0 0 9 . 7 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 91,193
Positions
2,896 61,697 135 23,402 50 1,487 18,293 17,693 2,666 28,474 5,584 186 13,654 1,695
Changes from: November 17, 2015 Total Change is: 1,201
-77 141 -9 1,414 50 0 -1,218 -1,624 1,383 -238 1,834 15 -69 -589
Percent of Open Interest Represented by Each Category of Trader
3.2 67.7 0.1 25.7 0.1 1.6 20.1 19.4 2.9 31.2 6.1 0.2 15.0 1.9
Number of Traders in Each Category Total Traders: 184
7 5 . 14 . . 42 17 13 84 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 286,132
Positions
53,114 63,998 13,435 53,702 33,635 37,563 49,773 57,405 44,043 8,703 5,009 6,374 19,425 24,670
Changes from: November 17, 2015 Total Change is: -10,893
-7,748 -2,564 -4,122 2,665 1,477 3,601 1,570 -11,656 -1,666 -18 2,034 -3,828 -1,347 5,831
Percent of Open Interest Represented by Each Category of Trader
18.6 22.4 4.7 18.8 11.8 13.1 17.4 20.1 15.4 3.0 1.8 2.2 6.8 8.6
Number of Traders in Each Category Total Traders: 163
16 13 16 14 13 8 29 42 39 12 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,776
Positions
190 3,058 0 3,218 845 695 12,100 13,065 484 1,733 595 0 356 34
Changes from: November 17, 2015 Total Change is: 290
-63 0 0 1,537 -944 -985 -1,201 3,319 0 1,000 -1,097 0 2 -3
Percent of Open Interest Represented by Each Category of Trader
1.0 16.3 0.0 17.1 4.5 3.7 64.4 69.6 2.6 9.2 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 6 . . 6 8 . 5 . 0
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Updated November 30, 2015