Traders in Financial Futures - Futures Only Positions as of November 3, 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 119,629
Positions
41,392 17,837 1,019 27,810 30,610 774 11,112 32,359 1,554 15,195 1,550 209 20,564 33,717
Changes from: October 27, 2015 Total Change is: -3,256
1,029 -489 286 -585 -6,427 0 -2,077 3,687 -435 -1,030 487 98 -542 -463
Percent of Open Interest Represented by Each Category of Trader
34.6 14.9 0.9 23.2 25.6 0.6 9.3 27.0 1.3 12.7 1.3 0.2 17.2 28.2
Number of Traders in Each Category Total Traders: 78
6 5 4 6 9 . 16 21 6 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,953
Positions
26,686 1,757 4 816 2,185 420 15,235 25,310 269 1,928 0 0 6,595 22,008
Changes from: October 27, 2015 Total Change is: 13,500
8,606 32 4 0 -27 0 4,478 12,860 85 1,283 0 0 -956 546
Percent of Open Interest Represented by Each Category of Trader
51.4 3.4 0.0 1.6 4.2 0.8 29.3 48.7 0.5 3.7 0.0 0.0 12.7 42.4
Number of Traders in Each Category Total Traders: 46
7 . . . 4 . 15 16 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 151,194
Positions
57,772 16,588 513 15,196 64,969 1,382 47,850 25,304 2,633 5,510 11,549 310 20,028 27,946
Changes from: October 27, 2015 Total Change is: -2,259
1,329 -1,581 265 -4,916 -1,629 10 -2,559 3,355 287 2,004 -376 83 1,238 -2,673
Percent of Open Interest Represented by Each Category of Trader
38.2 11.0 0.3 10.1 43.0 0.9 31.6 16.7 1.7 3.6 7.6 0.2 13.2 18.5
Number of Traders in Each Category Total Traders: 98
7 6 . 6 17 5 28 24 16 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 204,271
Positions
96,019 1,149 3,685 19,404 71,257 4,682 29,004 78,997 2,310 32,123 3,807 39 17,005 38,345
Changes from: October 27, 2015 Total Change is: 14,799
6,223 -1,022 84 -217 7,414 -624 5,309 9,255 -694 5,812 1,433 39 -1,133 -1,086
Percent of Open Interest Represented by Each Category of Trader
47.0 0.6 1.8 9.5 34.9 2.3 14.2 38.7 1.1 15.7 1.9 0.0 8.3 18.8
Number of Traders in Each Category Total Traders: 131
13 . 4 9 26 8 27 43 13 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 405,462
Positions
130,312 34,374 830 86,732 91,595 13,793 38,820 157,029 2,670 90,725 28,981 1,758 39,822 74,432
Changes from: October 27, 2015 Total Change is: 24,898
15,802 -9,531 203 5,814 1,224 1,018 -4,523 30,640 434 9,745 -1,589 -1,236 -2,359 3,735
Percent of Open Interest Represented by Each Category of Trader
32.1 8.5 0.2 21.4 22.6 3.4 9.6 38.7 0.7 22.4 7.1 0.4 9.8 18.4
Number of Traders in Each Category Total Traders: 240
21 11 5 24 32 22 20 67 16 30 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 145,861
Positions
104,065 11,074 382 4,491 26,699 493 21,716 43,407 746 2,653 30,875 87 11,228 32,098
Changes from: October 27, 2015 Total Change is: 4,853
3,359 -7,236 -62 171 677 0 3,792 4,236 181 1,551 3,119 87 -4,226 3,851
Percent of Open Interest Represented by Each Category of Trader
71.3 7.6 0.3 3.1 18.3 0.3 14.9 29.8 0.5 1.8 21.2 0.1 7.7 22.0
Number of Traders in Each Category Total Traders: 93
10 6 . 4 11 . 19 24 9 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 38,861
Positions
26,262 29,081 5,482 1,117 0 246 3,218 2,735 592 1,142 235 0 802 490
Changes from: October 27, 2015 Total Change is: 5,421
-4 0 5,257 -246 0 246 62 173 0 0 -63 0 106 -192
Percent of Open Interest Represented by Each Category of Trader
67.6 74.8 14.1 2.9 0.0 0.6 8.3 7.0 1.5 2.9 0.6 0.0 2.1 1.3
Number of Traders in Each Category Total Traders: 24
5 6 4 . 0 . . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 148,844
Positions
54,305 59,800 15,113 8,473 4,093 596 47,329 37,419 15,769 2,627 10,133 93 4,539 5,828
Changes from: October 27, 2015 Total Change is: 12,215
-113 -161 13,422 -2,927 -156 372 3,095 4,076 -2,323 111 -2,723 -115 693 -177
Percent of Open Interest Represented by Each Category of Trader
36.5 40.2 10.2 5.7 2.7 0.4 31.8 25.1 10.6 1.8 6.8 0.1 3.0 3.9
Number of Traders in Each Category Total Traders: 111
4 9 5 5 6 . 22 41 11 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,277
Positions
15,534 7,709 5 3,133 0 0 786 9,895 9 0 1,071 0 810 1,588
Changes from: October 27, 2015 Total Change is: -3,005
1,327 -529 -59 450 -177 0 -4,062 387 -604 0 -2,225 0 -57 202
Percent of Open Interest Represented by Each Category of Trader
76.6 38.0 0.0 15.5 0.0 0.0 3.9 48.8 0.0 0.0 5.3 0.0 4.0 7.8
Number of Traders in Each Category Total Traders: 22
. 4 . . 0 0 . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 32,539
Positions
19,123 10,972 22 1,908 6,282 1 8,370 9,090 139 818 1,323 0 2,158 4,710
Changes from: October 27, 2015 Total Change is: 796
663 374 20 -401 580 0 664 -402 7 -136 246 0 -21 -29
Percent of Open Interest Represented by Each Category of Trader
58.8 33.7 0.1 5.9 19.3 0.0 25.7 27.9 0.4 2.5 4.1 0.0 6.6 14.5
Number of Traders in Each Category Total Traders: 62
5 6 . . 5 . 15 21 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 7,353
Positions
2,929 0 0 1,843 3,345 69 2,105 2,289 23 0 331 0 384 1,296
Changes from: October 27, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.8 0.0 0.0 25.1 45.5 0.9 28.6 31.1 0.3 0.0 4.5 0.0 5.2 17.6
Number of Traders in Each Category Total Traders: 21
. 0 0 . 4 . . 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 47,790
Positions
11,185 20,053 2,905 6,101 1,870 454 18,127 10,002 180 1,880 3,417 0 6,959 8,911
Changes from: October 27, 2015 Total Change is: 9,087
-683 6,730 1,404 255 15 -92 7,356 1,377 -101 -272 -77 0 1,221 -169
Percent of Open Interest Represented by Each Category of Trader
23.4 42.0 6.1 12.8 3.9 0.9 37.9 20.9 0.4 3.9 7.2 0.0 14.6 18.6
Number of Traders in Each Category Total Traders: 104
16 14 . 10 . 4 26 21 4 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 95,580
Positions
22,370 40,105 5,810 12,202 3,739 908 36,253 20,003 360 3,760 6,834 0 13,917 17,821
Changes from: October 27, 2015 Total Change is: 18,174
-1,366 13,459 2,808 509 30 -184 14,711 2,754 -202 -543 -153 0 2,441 -338
Percent of Open Interest Represented by Each Category of Trader
23.4 42.0 6.1 12.8 3.9 0.9 37.9 20.9 0.4 3.9 7.2 0.0 14.6 18.6
Number of Traders in Each Category Total Traders: 104
16 14 . 10 . 4 26 21 4 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 671,878
Positions
91,795 77,994 41,520 281,332 150,982 54,570 60,347 166,740 36,477 19,190 46,248 4,257 82,390 93,090
Changes from: October 27, 2015 Total Change is: 3,726
1,900 -1,567 6,319 3,547 -752 -1,829 -1,999 -1,773 4,007 -5,197 2,323 1,505 -4,528 -4,507
Percent of Open Interest Represented by Each Category of Trader
13.7 11.6 6.2 41.9 22.5 8.1 9.0 24.8 5.4 2.9 6.9 0.6 12.3 13.9
Number of Traders in Each Category Total Traders: 585
37 42 32 119 71 78 77 133 72 42 64 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 99,822
Positions
12,656 21,452 5,139 32,406 22,089 3,846 10,354 11,256 142 2,617 6,396 209 32,453 29,293
Changes from: October 27, 2015 Total Change is: 848
3,047 2,923 300 -4,522 -259 33 -1,482 3,200 52 -117 608 101 3,436 -6,110
Percent of Open Interest Represented by Each Category of Trader
12.7 21.5 5.1 32.5 22.1 3.9 10.4 11.3 0.1 2.6 6.4 0.2 32.5 29.3
Number of Traders in Each Category Total Traders: 68
6 6 4 16 5 8 11 16 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 2,860,279
Positions
494,706 381,722 82,896 1,262,995 662,829 235,256 331,533 858,985 100,109 86,047 202,444 17,054 249,683 318,984
Changes from: October 27, 2015 Total Change is: 14,391
17,992 1,279 6,370 33,773 -9,038 -2,736 4,991 -17,292 12,201 -26,058 7,915 7,676 -39,818 8,016
Percent of Open Interest Represented by Each Category of Trader
17.3 13.3 2.9 44.2 23.2 8.2 11.6 30.0 3.5 3.0 7.1 0.6 8.7 11.2
Number of Traders in Each Category Total Traders: 573
35 43 27 113 70 73 77 132 61 39 64 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 85,298
Positions
18,763 15,852 890 37,149 53,742 2,010 14,323 6,158 1,742 245 263 0 10,176 4,641
Changes from: October 27, 2015 Total Change is: 1,282
-1,164 5,553 61 441 -2,344 98 1,921 -3,698 994 0 -220 0 -1,069 838
Percent of Open Interest Represented by Each Category of Trader
22.0 18.6 1.0 43.6 63.0 2.4 16.8 7.2 2.0 0.3 0.3 0.0 11.9 5.4
Number of Traders in Each Category Total Traders: 81
6 9 . 28 15 15 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 68,337
Positions
5,081 38,977 332 32,731 8,812 741 19,711 10,999 875 3,240 2,330 124 5,503 5,148
Changes from: October 27, 2015 Total Change is: 3,467
-225 1,774 58 1,131 -465 -43 2,014 2,034 84 50 -34 118 279 -60
Percent of Open Interest Represented by Each Category of Trader
7.4 57.0 0.5 47.9 12.9 1.1 28.8 16.1 1.3 4.7 3.4 0.2 8.1 7.5
Number of Traders in Each Category Total Traders: 231
14 24 8 39 19 8 53 38 11 21 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 341,687
Positions
25,403 194,883 1,661 163,653 44,059 3,706 98,553 54,995 4,375 16,202 11,649 620 27,514 25,739
Changes from: October 27, 2015 Total Change is: 17,333
-1,127 8,869 292 5,653 -2,325 -214 10,070 10,169 422 251 -169 589 1,397 -300
Percent of Open Interest Represented by Each Category of Trader
7.4 57.0 0.5 47.9 12.9 1.1 28.8 16.1 1.3 4.7 3.4 0.2 8.1 7.5
Number of Traders in Each Category Total Traders: 231
14 24 8 39 19 8 53 38 11 21 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 375,670
Positions
135,866 42,611 1,114 110,119 181,108 18,115 72,816 100,158 7,191 9,724 9,348 107 20,618 15,918
Changes from: October 27, 2015 Total Change is: -3,179
-925 6,614 566 -1,951 -4,698 152 -6,119 -9,123 1,623 -1,979 -530 86 5,368 2,131
Percent of Open Interest Represented by Each Category of Trader
36.2 11.3 0.3 29.3 48.2 4.8 19.4 26.7 1.9 2.6 2.5 0.0 5.5 4.2
Number of Traders in Each Category Total Traders: 262
17 14 . 51 49 24 37 57 16 16 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 51,565
Positions
3,256 8,079 0 24,084 0 255 8,204 21,041 459 7,010 14,597 8 8,289 7,126
Changes from: October 27, 2015 Total Change is: -981
15 2,186 0 -2,269 0 -33 50 -2,043 233 625 -197 0 398 -1,127
Percent of Open Interest Represented by Each Category of Trader
6.3 15.7 0.0 46.7 0.0 0.5 15.9 40.8 0.9 13.6 28.3 0.0 16.1 13.8
Number of Traders in Each Category Total Traders: 61
4 7 0 19 0 4 10 11 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 94,069
Positions
13,027 16,305 3,461 13,020 4,321 978 43,809 16,111 1,337 7,663 1,330 75 10,699 50,151
Changes from: October 27, 2015 Total Change is: 800
393 -4,587 1,942 146 3,488 -89 -1,882 2,070 515 -68 205 0 -157 -2,744
Percent of Open Interest Represented by Each Category of Trader
13.8 17.3 3.7 13.8 4.6 1.0 46.6 17.1 1.4 8.1 1.4 0.1 11.4 53.3
Number of Traders in Each Category Total Traders: 92
18 7 5 11 . . 35 11 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 154,545
Positions
6,328 91,898 296 90,878 39,177 8,408 34,663 5,942 3,402 2,917 2,023 0 7,653 3,399
Changes from: October 27, 2015 Total Change is: -1,568
1,250 1,057 -5 -2,497 -2,282 -97 -520 -721 441 -535 176 0 395 -137
Percent of Open Interest Represented by Each Category of Trader
4.1 59.5 0.2 58.8 25.3 5.4 22.4 3.8 2.2 1.9 1.3 0.0 5.0 2.2
Number of Traders in Each Category Total Traders: 109
5 14 . 39 21 19 13 6 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 489,792
Positions
51,490 195,449 1,038 209,056 127,261 74,911 104,681 52,544 8,009 21,493 18,662 1,893 17,221 10,025
Changes from: October 27, 2015 Total Change is: -12,973
-16,026 2,089 -822 5,906 -4,424 710 -5,989 -8,968 1,059 1,229 -1,052 -146 1,106 -1,419
Percent of Open Interest Represented by Each Category of Trader
10.5 39.9 0.2 42.7 26.0 15.3 21.4 10.7 1.6 4.4 3.8 0.4 3.5 2.0
Number of Traders in Each Category Total Traders: 252
21 23 5 62 39 33 34 31 15 27 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 493,079
Positions
9,420 31,785 4,497 197,845 131,748 57,377 59,105 65,877 14,251 4,657 45,912 1,374 144,553 140,258
Changes from: October 27, 2015 Total Change is: 8,721
3,101 -17,090 3,809 -1,724 1,978 775 10,349 4,250 2,048 -87 5,346 -2,976 -6,574 10,581
Percent of Open Interest Represented by Each Category of Trader
1.9 6.4 0.9 40.1 26.7 11.6 12.0 13.4 2.9 0.9 9.3 0.3 29.3 28.4
Number of Traders in Each Category Total Traders: 133
6 9 . 34 20 30 26 21 20 4 13 6
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Traders in Financial Futures - Futures Only Positions as of November 3, 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 629,188
Positions
10,834 65,507 120 348,645 101,811 86,194 29,767 251,892 18,446 17,136 10,512 595 117,451 94,111
Changes from: October 27, 2015 Total Change is: -6,889
-1,051 -13,080 -111 -9,395 1,330 2,297 5,069 -1,252 -713 1,894 210 0 -4,879 4,430
Percent of Open Interest Represented by Each Category of Trader
1.7 10.4 0.0 55.4 16.2 13.7 4.7 40.0 2.9 2.7 1.7 0.1 18.7 15.0
Number of Traders in Each Category Total Traders: 94
. 6 . 40 12 32 10 15 11 5 . .
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Traders in Financial Futures - Futures Only Positions as of November 3, 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 1,119,439
Positions
52,689 91,906 7,601 260,417 347,182 113,438 317,026 213,183 73,544 163,811 123,707 5,694 125,219 143,184
Changes from: October 27, 2015 Total Change is: -50,914
18,812 -10,774 1,210 1,235 -15,360 -631 -60,579 -28,874 -1,984 -7,289 -1,865 -420 -1,268 7,784
Percent of Open Interest Represented by Each Category of Trader
4.7 8.2 0.7 23.3 31.0 10.1 28.3 19.0 6.6 14.6 11.1 0.5 11.2 12.8
Number of Traders in Each Category Total Traders: 263
11 27 6 43 47 40 45 33 31 17 40 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 2,697,923
Positions
150,896 173,055 17,719 1,032,053 823,029 326,861 392,619 643,904 66,990 337,621 191,545 29,780 343,384 425,040
Changes from: October 27, 2015 Total Change is: -58,837
28,334 -30,426 -6,340 -58,063 -23,795 25,427 -77,334 -25,593 -4,620 48,698 -7,395 -1,193 -13,746 15,098
Percent of Open Interest Represented by Each Category of Trader
5.6 6.4 0.7 38.3 30.5 12.1 14.6 23.9 2.5 12.5 7.1 1.1 12.7 15.8
Number of Traders in Each Category Total Traders: 362
23 26 16 51 78 67 44 74 54 26 40 17
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Traders in Financial Futures - Futures Only Positions as of November 3, 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 2,384,266
Positions
59,605 188,114 26,521 1,067,727 489,914 284,938 408,872 769,187 92,329 162,824 183,114 14,727 266,723 335,422
Changes from: October 27, 2015 Total Change is: -79,429
17,982 -57,222 -4,905 -81,112 30,957 -880 -31,681 -42,795 27,803 38,309 -31,100 -9,030 -35,915 7,743
Percent of Open Interest Represented by Each Category of Trader
2.5 7.9 1.1 44.8 20.5 12.0 17.1 32.3 3.9 6.8 7.7 0.6 11.2 14.1
Number of Traders in Each Category Total Traders: 277
10 31 10 41 46 45 43 51 36 17 38 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 726,822
Positions
246,278 212,817 218,760 7,611 8,175 14,625 113,173 68,984 78,178 2,015 48,522 25,279 20,903 51,482
Changes from: October 27, 2015 Total Change is: -199,857
11,250 -76,673 -34,143 -49,126 -1,387 -7,686 -93,035 -35,424 -20,536 -520 -8,084 -2,298 -3,763 -13,626
Percent of Open Interest Represented by Each Category of Trader
33.9 29.3 30.1 1.0 1.1 2.0 15.6 9.5 10.8 0.3 6.7 3.5 2.9 7.1
Number of Traders in Each Category Total Traders: 116
12 37 36 . 4 . 13 30 26 . 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 is11,295,409
Positions
2,447,923 1,358,885 3,007,059 381,563 1,694,896 305,844 1,755,729 1,041,954 1,801,574 387,031 537,747 431,541 777,145 1,115,909
Changes from: October 27, 2015 Total Change is: 148,057
393,536 -166,140 18,695 -30,332 642 -44,085 -143,123 252,790 68,344 -32,949 68,940 -36,384 -45,645 -14,745
Percent of Open Interest Represented by Each Category of Trader
21.7 12.0 26.6 3.4 15.0 2.7 15.5 9.2 15.9 3.4 4.8 3.8 6.9 9.9
Number of Traders in Each Category Total Traders: 297
32 56 82 9 28 25 43 72 89 10 37 27
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Traders in Financial Futures - Futures Only Positions as of November 3, 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 41,647
Positions
12,030 878 0 560 16,588 30 26,056 16,688 0 2,592 7,081 284 95 98
Changes from: October 27, 2015 Total Change is: -1,328
-354 0 0 0 -831 0 -1,047 -630 0 8 29 74 -9 30
Percent of Open Interest Represented by Each Category of Trader
28.9 2.1 0.0 1.3 39.8 0.1 62.6 40.1 0.0 6.2 17.0 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 48
4 . 0 . 8 . 6 10 0 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 39,357
Positions
13,109 80 20 0 18,172 1 24,794 10,555 0 1,290 10,478 0 143 51
Changes from: October 27, 2015 Total Change is: -13
-2,965 -85 20 0 192 0 2,755 -107 0 207 -42 0 -30 9
Percent of Open Interest Represented by Each Category of Trader
33.3 0.2 0.1 0.0 46.2 0.0 63.0 26.8 0.0 3.3 26.6 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
5 . . 0 10 . 9 5 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 76,816
Positions
3,519 56,282 122 17,819 0 1,120 18,914 10,381 2,740 22,866 3,591 164 9,552 2,416
Changes from: October 27, 2015 Total Change is: 1,427
125 1,599 35 414 0 -65 488 -2,670 684 -84 1,178 15 -185 651
Percent of Open Interest Represented by Each Category of Trader
4.6 73.3 0.2 23.2 0.0 1.5 24.6 13.5 3.6 29.8 4.7 0.2 12.4 3.1
Number of Traders in Each Category Total Traders: 157
7 . . 12 0 . 44 14 13 66 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 321,131
Positions
46,692 75,319 16,992 47,637 35,865 44,546 74,002 55,436 46,773 8,589 6,362 12,528 23,372 27,310
Changes from: October 27, 2015 Total Change is: 8,791
2,908 -6,058 -31 7,016 2,361 -91 2,901 11,021 228 -2,204 2,250 530 -2,466 -1,419
Percent of Open Interest Represented by Each Category of Trader
14.5 23.5 5.3 14.8 11.2 13.9 23.0 17.3 14.6 2.7 2.0 3.9 7.3 8.5
Number of Traders in Each Category Total Traders: 176
15 11 21 12 16 6 40 41 50 16 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 18,592
Positions
224 3,058 0 3,789 1,755 1,353 10,978 11,405 386 1,508 590 0 354 45
Changes from: October 27, 2015 Total Change is: 481
-87 0 0 -331 634 34 213 -191 0 641 2 0 11 2
Percent of Open Interest Represented by Each Category of Trader
1.2 16.4 0.0 20.4 9.4 7.3 59.0 61.3 2.1 8.1 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 5 . . 10 7 . 5 . 0
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Updated November 6, 2015