Traders in Financial Futures - Futures Only Positions as of December 1, 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 145,547
Positions
55,054 6,312 2,693 28,701 49,547 809 15,207 39,503 2,215 18,707 2,434 409 21,752 41,625
Changes from: November 24, 2015 Total Change is: 1,805
2,465 -378 430 -270 -2,060 -1 -2,856 61 462 45 419 0 1,530 2,872
Percent of Open Interest Represented by Each Category of Trader
37.8 4.3 1.9 19.7 34.0 0.6 10.4 27.1 1.5 12.9 1.7 0.3 14.9 28.6
Number of Traders in Each Category Total Traders: 86
8 . 4 6 10 . 15 27 7 14 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 78,546
Positions
55,049 2,124 256 816 2,239 420 15,166 43,298 368 0 412 0 6,471 29,429
Changes from: November 24, 2015 Total Change is: 5,601
6,209 176 2 0 131 0 -956 2,473 181 0 11 0 165 2,627
Percent of Open Interest Represented by Each Category of Trader
70.1 2.7 0.3 1.0 2.9 0.5 19.3 55.1 0.5 0.0 0.5 0.0 8.2 37.5
Number of Traders in Each Category Total Traders: 48
9 . . . 4 . 13 18 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 187,628
Positions
91,853 7,578 4,342 5,102 60,565 2,483 50,925 53,629 6,327 9,374 14,700 233 16,989 37,771
Changes from: November 24, 2015 Total Change is: 15,238
8,282 1,307 524 394 -1,964 419 5,283 12,321 616 119 755 0 -399 1,260
Percent of Open Interest Represented by Each Category of Trader
49.0 4.0 2.3 2.7 32.3 1.3 27.1 28.6 3.4 5.0 7.8 0.1 9.1 20.1
Number of Traders in Each Category Total Traders: 114
12 5 4 4 19 6 25 38 16 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 253,505
Positions
142,906 3,270 5,445 20,485 78,195 6,492 21,448 101,731 8,665 31,546 3,169 295 16,223 46,243
Changes from: November 24, 2015 Total Change is: 5,992
-5,000 61 2,644 2,089 -617 481 1,703 -2,139 5,290 -916 1,148 -27 -272 -849
Percent of Open Interest Represented by Each Category of Trader
56.4 1.3 2.1 8.1 30.8 2.6 8.5 40.1 3.4 12.4 1.3 0.1 6.4 18.2
Number of Traders in Each Category Total Traders: 136
14 . 5 11 24 10 27 48 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 462,447
Positions
162,540 19,082 4,045 98,687 97,276 13,598 40,995 197,721 7,525 86,830 33,296 4,345 43,882 85,559
Changes from: November 24, 2015 Total Change is: 17,821
2,005 -168 771 10,569 5,348 883 -305 4,539 1,370 996 2,307 89 1,443 2,682
Percent of Open Interest Represented by Each Category of Trader
35.1 4.1 0.9 21.3 21.0 2.9 8.9 42.8 1.6 18.8 7.2 0.9 9.5 18.5
Number of Traders in Each Category Total Traders: 259
19 12 9 29 33 27 21 70 20 35 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 154,800
Positions
104,567 14,882 1,166 5,555 39,212 1,629 20,082 32,980 1,500 1,945 32,229 43 18,313 31,159
Changes from: November 24, 2015 Total Change is: 2,215
-5,324 12,150 385 1,449 219 0 902 -10,771 682 462 927 0 3,659 -1,377
Percent of Open Interest Represented by Each Category of Trader
67.5 9.6 0.8 3.6 25.3 1.1 13.0 21.3 1.0 1.3 20.8 0.0 11.8 20.1
Number of Traders in Each Category Total Traders: 92
9 5 4 5 11 4 22 24 13 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 41,692
Positions
28,783 31,837 5,535 2,737 0 0 2,205 3,008 593 1,025 113 0 814 606
Changes from: November 24, 2015 Total Change is: -97
-7 -386 386 73 0 0 -628 -65 1 104 -174 0 -26 141
Percent of Open Interest Represented by Each Category of Trader
69.0 76.4 13.3 6.6 0.0 0.0 5.3 7.2 1.4 2.5 0.3 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 25
4 6 4 . 0 0 5 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 186,826
Positions
53,130 77,773 15,732 51,447 5,231 610 45,561 59,300 13,391 2,847 9,615 291 3,817 4,883
Changes from: November 24, 2015 Total Change is: -2,237
200 3,521 1 150 6 0 -1,754 -4,498 -413 102 -476 26 -549 -404
Percent of Open Interest Represented by Each Category of Trader
28.4 41.6 8.4 27.5 2.8 0.3 24.4 31.7 7.2 1.5 5.1 0.2 2.0 2.6
Number of Traders in Each Category Total Traders: 122
. 10 4 6 8 . 25 46 13 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 44,265
Positions
13,296 14,232 10,433 5,088 0 0 9,728 11,879 4,561 0 1,368 6 1,153 1,786
Changes from: November 24, 2015 Total Change is: 13,722
-400 -915 8,121 796 0 0 633 1,558 4,332 0 131 6 234 489
Percent of Open Interest Represented by Each Category of Trader
30.0 32.2 23.6 11.5 0.0 0.0 22.0 26.8 10.3 0.0 3.1 0.0 2.6 4.0
Number of Traders in Each Category Total Traders: 26
. 4 . . 0 0 . 12 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 36,623
Positions
20,326 10,594 18 2,060 5,983 1 9,223 13,226 434 1,880 722 0 2,681 5,645
Changes from: November 24, 2015 Total Change is: 1,524
344 1,892 0 241 -14 0 -57 -566 139 116 -70 0 741 143
Percent of Open Interest Represented by Each Category of Trader
55.5 28.9 0.0 5.6 16.3 0.0 25.2 36.1 1.2 5.1 2.0 0.0 7.3 15.4
Number of Traders in Each Category Total Traders: 68
5 6 . . 5 . 18 24 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 8,965
Positions
3,995 0 0 1,695 4,316 91 2,692 2,273 23 0 387 0 469 1,875
Changes from: November 24, 2015 Total Change is: 1,083
499 0 0 -57 1,001 -11 732 185 22 0 0 0 -102 -114
Percent of Open Interest Represented by Each Category of Trader
44.6 0.0 0.0 18.9 48.1 1.0 30.0 25.4 0.3 0.0 4.3 0.0 5.2 20.9
Number of Traders in Each Category Total Traders: 23
4 0 0 . 5 . 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 53,404
Positions
12,122 28,965 2,931 5,639 1,883 742 21,911 7,020 562 2,398 3,401 0 7,100 7,901
Changes from: November 24, 2015 Total Change is: 1,897
157 1,888 -19 399 -83 2 645 239 84 224 180 0 406 -394
Percent of Open Interest Represented by Each Category of Trader
22.7 54.2 5.5 10.6 3.5 1.4 41.0 13.1 1.1 4.5 6.4 0.0 13.3 14.8
Number of Traders in Each Category Total Traders: 110
17 16 5 10 . 5 32 13 . 6 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 106,807
Positions
24,244 57,930 5,861 11,278 3,765 1,483 43,822 14,040 1,124 4,796 6,802 0 14,199 15,802
Changes from: November 24, 2015 Total Change is: 3,794
314 3,775 -37 798 -166 3 1,289 478 168 448 360 0 811 -787
Percent of Open Interest Represented by Each Category of Trader
22.7 54.2 5.5 10.6 3.5 1.4 41.0 13.1 1.1 4.5 6.4 0.0 13.3 14.8
Number of Traders in Each Category Total Traders: 110
17 16 5 10 . 5 32 13 . 6 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 685,208
Positions
90,454 80,957 51,000 242,649 147,479 66,153 76,721 144,596 43,504 17,840 53,014 8,580 88,307 89,926
Changes from: November 24, 2015 Total Change is: 6,931
-6,383 5,339 5,406 -1,872 -5,122 2,439 4,458 -3,091 5,459 -4 -205 1,306 -3,877 -4,600
Percent of Open Interest Represented by Each Category of Trader
13.2 11.8 7.4 35.4 21.5 9.7 11.2 21.1 6.3 2.6 7.7 1.3 12.9 13.1
Number of Traders in Each Category Total Traders: 564
32 36 36 120 69 83 88 118 73 37 63 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 103,937
Positions
13,294 26,263 5,645 32,410 21,693 2,910 11,497 11,345 608 2,586 5,421 2,370 32,617 27,682
Changes from: November 24, 2015 Total Change is: 1,051
-2,602 3,300 205 3,025 278 -58 1,919 906 341 14 238 0 -1,793 -4,159
Percent of Open Interest Represented by Each Category of Trader
12.8 25.3 5.4 31.2 20.9 2.8 11.1 10.9 0.6 2.5 5.2 2.3 31.4 26.6
Number of Traders in Each Category Total Traders: 70
6 9 4 14 5 7 16 13 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,906,354
Positions
503,778 391,444 108,797 1,080,511 658,243 286,903 417,509 757,646 123,088 80,325 242,018 26,995 278,448 311,220
Changes from: November 24, 2015 Total Change is: 29,399
-9,827 19,274 16,929 -12,090 -14,607 88 20,654 -12,026 17,629 -150 -2,272 6,587 -10,421 -2,203
Percent of Open Interest Represented by Each Category of Trader
17.3 13.5 3.7 37.2 22.6 9.9 14.4 26.1 4.2 2.8 8.3 0.9 9.6 10.7
Number of Traders in Each Category Total Traders: 553
29 39 31 114 69 79 84 120 62 35 63 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 90,314
Positions
13,297 26,496 907 42,929 50,638 2,313 19,245 5,606 395 245 263 0 10,983 3,696
Changes from: November 24, 2015 Total Change is: 454
-1,931 2,744 16 121 -2,271 83 3,872 729 -93 -2,032 0 0 418 -754
Percent of Open Interest Represented by Each Category of Trader
14.7 29.3 1.0 47.5 56.1 2.6 21.3 6.2 0.4 0.3 0.3 0.0 12.2 4.1
Number of Traders in Each Category Total Traders: 90
6 9 . 32 14 15 18 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 69,314
Positions
6,324 38,033 697 32,323 10,197 1,032 18,169 10,922 1,355 2,982 2,293 271 6,161 4,513
Changes from: November 24, 2015 Total Change is: 1,865
490 -717 -13 578 1,892 -92 453 628 -25 56 -223 -11 430 425
Percent of Open Interest Represented by Each Category of Trader
9.1 54.9 1.0 46.6 14.7 1.5 26.2 15.8 2.0 4.3 3.3 0.4 8.9 6.5
Number of Traders in Each Category Total Traders: 234
15 25 9 40 19 8 53 38 20 23 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 346,572
Positions
31,618 190,166 3,487 161,615 50,984 5,162 90,845 54,612 6,777 14,911 11,465 1,353 30,804 22,566
Changes from: November 24, 2015 Total Change is: 9,324
2,451 -3,583 -63 2,889 9,460 -462 2,263 3,140 -126 279 -1,113 -56 2,149 2,127
Percent of Open Interest Represented by Each Category of Trader
9.1 54.9 1.0 46.6 14.7 1.5 26.2 15.8 2.0 4.3 3.3 0.4 8.9 6.5
Number of Traders in Each Category Total Traders: 234
15 25 9 40 19 8 53 38 20 23 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 397,933
Positions
130,906 49,969 4,460 110,861 170,383 21,315 90,920 112,030 11,056 7,967 13,679 695 19,753 14,346
Changes from: November 24, 2015 Total Change is: 1,852
-7,268 3,216 1,180 -2,022 -2,286 2,426 5,261 -2,876 1,811 600 -938 -196 60 -485
Percent of Open Interest Represented by Each Category of Trader
32.9 12.6 1.1 27.9 42.8 5.4 22.8 28.2 2.8 2.0 3.4 0.2 5.0 3.6
Number of Traders in Each Category Total Traders: 278
17 16 6 53 50 24 46 60 18 18 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 51,941
Positions
1,488 10,201 0 24,594 573 161 9,835 18,426 546 6,587 14,694 0 8,730 7,340
Changes from: November 24, 2015 Total Change is: -1,581
165 346 0 -735 573 -1,153 -494 -1,075 -9 751 -435 0 -106 172
Percent of Open Interest Represented by Each Category of Trader
2.9 19.6 0.0 47.3 1.1 0.3 18.9 35.5 1.1 12.7 28.3 0.0 16.8 14.1
Number of Traders in Each Category Total Traders: 66
4 7 0 19 . . 12 14 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 97,519
Positions
17,201 17,878 2,115 11,994 5,087 1,086 46,076 10,440 1,561 7,956 2,439 51 9,479 56,862
Changes from: November 24, 2015 Total Change is: 2,647
2,455 1,248 -73 -265 327 -20 417 3,177 203 40 -1,265 0 -110 -950
Percent of Open Interest Represented by Each Category of Trader
17.6 18.3 2.2 12.3 5.2 1.1 47.2 10.7 1.6 8.2 2.5 0.1 9.7 58.3
Number of Traders in Each Category Total Traders: 97
19 9 4 10 . . 38 11 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 169,266
Positions
7,379 103,307 804 101,261 42,106 8,865 38,285 5,966 2,949 3,260 1,819 0 6,463 3,450
Changes from: November 24, 2015 Total Change is: 1,349
181 3,563 -127 1,039 -833 247 -44 -1,080 48 46 -178 0 -41 -291
Percent of Open Interest Represented by Each Category of Trader
4.4 61.0 0.5 59.8 24.9 5.2 22.6 3.5 1.7 1.9 1.1 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 114
5 15 . 41 22 19 14 5 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 442,707
Positions
39,773 166,132 3,364 190,495 119,004 81,384 79,116 34,281 9,929 22,170 15,508 2,616 13,860 10,489
Changes from: November 24, 2015 Total Change is: -5,452
-524 -6,213 2,444 -6,504 -4,724 11,650 -7,129 -6,321 655 -4,669 -4,554 459 -1,834 1,152
Percent of Open Interest Represented by Each Category of Trader
9.0 37.5 0.8 43.0 26.9 18.4 17.9 7.7 2.2 5.0 3.5 0.6 3.1 2.4
Number of Traders in Each Category Total Traders: 247
22 20 5 60 45 39 29 29 15 25 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 524,811
Positions
4,375 55,273 2,105 235,135 102,566 68,234 34,029 74,089 28,498 3,113 51,128 336 148,986 142,582
Changes from: November 24, 2015 Total Change is: -15,551
1,641 8,394 915 20,645 9,311 8,253 -4,604 5,700 -38,247 -1,302 7,638 -3,003 151 -14,512
Percent of Open Interest Represented by Each Category of Trader
0.8 10.5 0.4 44.8 19.5 13.0 6.5 14.1 5.4 0.6 9.7 0.1 28.4 27.2
Number of Traders in Each Category Total Traders: 135
. 16 6 36 21 28 13 33 15 . 12 4
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 653,061
Positions
5,745 85,970 398 359,697 112,059 80,016 35,521 223,075 46,495 10,476 13,526 1,275 113,438 90,247
Changes from: November 24, 2015 Total Change is: -36,318
-2,732 13,391 -1,906 16,846 -1,560 988 3,590 -10,072 -34,529 940 6,103 -568 -18,947 -8,165
Percent of Open Interest Represented by Each Category of Trader
0.9 13.2 0.1 55.1 17.2 12.3 5.4 34.2 7.1 1.6 2.1 0.2 17.4 13.8
Number of Traders in Each Category Total Traders: 96
. 7 . 41 13 32 10 15 13 4 4 .
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 983,589
Positions
39,991 75,317 8,781 275,479 310,412 97,495 231,114 171,420 53,828 153,135 110,508 5,474 118,292 150,354
Changes from: November 24, 2015 Total Change is: -71,269
-11,845 -18,712 -4,409 -825 -3,104 -778 6,711 -6,144 -14,965 -22,163 3,895 -6,216 -16,779 -20,836
Percent of Open Interest Represented by Each Category of Trader
4.1 7.7 0.9 28.0 31.6 9.9 23.5 17.4 5.5 15.6 11.2 0.6 12.0 15.3
Number of Traders in Each Category Total Traders: 253
12 24 12 48 39 38 42 35 33 17 35 9
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,780,808
Positions
72,678 155,150 23,283 1,066,464 781,739 344,876 405,788 686,121 178,027 372,009 138,462 19,714 297,969 453,436
Changes from: November 24, 2015 Total Change is: 18,452
-18,193 30,972 -17,911 71,194 -3,218 -69,110 39,337 52,118 22,938 -12,703 25,039 4,370 -1,470 -26,746
Percent of Open Interest Represented by Each Category of Trader
2.6 5.6 0.8 38.4 28.1 12.4 14.6 24.7 6.4 13.4 5.0 0.7 10.7 16.3
Number of Traders in Each Category Total Traders: 344
15 27 17 53 75 66 48 67 43 22 37 14
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,508,295
Positions
46,603 213,993 35,114 1,261,039 583,331 263,761 275,006 688,645 170,130 173,941 193,924 6,808 275,893 352,589
Changes from: November 24, 2015 Total Change is: -274,656
-7,730 17,314 -21,474 65,658 8,030 -22,929 -19,985 45,265 -209,072 17,366 14,955 -4,697 -71,793 -102,048
Percent of Open Interest Represented by Each Category of Trader
1.9 8.5 1.4 50.3 23.3 10.5 11.0 27.5 6.8 6.9 7.7 0.3 11.0 14.1
Number of Traders in Each Category Total Traders: 281
9 34 13 41 52 45 31 61 32 14 39 7
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 662,350
Positions
207,253 127,364 200,661 0 28,305 9,750 64,795 90,889 99,228 34,387 36,283 24,547 21,729 45,323
Changes from: November 24, 2015 Total Change is: -167,044
-45,500 -106,177 -33,096 -900 -5,244 4,000 -62,726 14,113 -20,336 7,251 319 -15,715 -22 -4,908
Percent of Open Interest Represented by Each Category of Trader
31.3 19.2 30.3 0.0 4.3 1.5 9.8 13.7 15.0 5.2 5.5 3.7 3.3 6.8
Number of Traders in Each Category Total Traders: 98
11 31 35 0 4 . 16 21 29 4 6 6
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 is11,377,628
Positions
2,625,506 1,288,965 2,907,090 601,024 1,699,984 305,418 1,770,753 1,490,850 1,667,533 317,956 472,075 442,663 739,685 1,103,050
Changes from: November 24, 2015 Total Change is: 195,106
28,119 62,848 -21,189 31,086 4,070 6,212 72,085 67,777 -28,408 -3,689 20,954 36,594 74,296 46,248
Percent of Open Interest Represented by Each Category of Trader
23.1 11.3 25.6 5.3 14.9 2.7 15.6 13.1 14.7 2.8 4.1 3.9 6.5 9.7
Number of Traders in Each Category Total Traders: 302
30 55 80 10 29 26 42 77 95 10 34 30
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 34,585
Positions
6,659 576 0 510 16,088 30 24,422 11,294 0 2,520 6,177 328 116 92
Changes from: November 24, 2015 Total Change is: -481
-210 -100 0 0 -71 0 -155 58 0 -150 -376 5 29 3
Percent of Open Interest Represented by Each Category of Trader
19.3 1.7 0.0 1.5 46.5 0.1 70.6 32.7 0.0 7.3 17.9 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 45
4 . 0 . 9 . 6 9 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 33,290
Positions
11,151 1,501 0 0 14,105 1 21,142 8,970 0 844 8,615 0 152 98
Changes from: November 24, 2015 Total Change is: -2,044
-262 -697 0 0 -91 0 -1,635 -722 0 -130 -555 0 -17 21
Percent of Open Interest Represented by Each Category of Trader
33.5 4.5 0.0 0.0 42.4 0.0 63.5 26.9 0.0 2.5 25.9 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 38
. . 0 0 9 . 6 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 95,037
Positions
2,844 62,011 145 23,772 50 1,527 18,612 19,496 3,930 29,470 4,941 177 14,560 2,760
Changes from: November 24, 2015 Total Change is: 3,844
-52 314 10 370 0 40 319 1,803 1,264 996 -643 -9 906 1,065
Percent of Open Interest Represented by Each Category of Trader
3.0 65.2 0.2 25.0 0.1 1.6 19.6 20.5 4.1 31.0 5.2 0.2 15.3 2.9
Number of Traders in Each Category Total Traders: 200
7 6 . 14 . . 46 18 16 94 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 312,156
Positions
62,527 66,601 14,732 52,516 35,776 42,670 51,355 67,815 47,053 11,889 4,855 6,674 22,740 25,980
Changes from: November 24, 2015 Total Change is: 26,024
9,413 2,603 1,297 -1,186 2,141 5,107 1,582 10,410 3,010 3,186 -154 300 3,315 1,310
Percent of Open Interest Represented by Each Category of Trader
20.0 21.3 4.7 16.8 11.5 13.7 16.5 21.7 15.1 3.8 1.6 2.1 7.3 8.3
Number of Traders in Each Category Total Traders: 176
16 10 13 14 15 9 34 42 45 18 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 20,942
Positions
265 3,058 0 2,385 1,254 1,719 13,731 13,804 484 1,983 595 0 375 28
Changes from: November 24, 2015 Total Change is: 2,166
75 0 0 -833 409 1,024 1,631 739 0 250 0 0 19 -6
Percent of Open Interest Represented by Each Category of Trader
1.3 14.6 0.0 11.4 6.0 8.2 65.6 65.9 2.3 9.5 2.8 0.0 1.8 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 5 . . 7 8 . 5 . 0
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Updated December 4, 2015