Traders in Financial Futures - Futures Only Positions as of December 22, 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 163,581
Positions
77,625 2,475 244 31,570 54,707 829 18,297 56,133 774 11,554 5,009 134 22,554 43,276
Changes from: December 15, 2015 Total Change is: -26,194
13,080 519 -29,551 458 1,388 8 -3,679 984 -1,134 -5,364 1,845 -211 199 -42
Percent of Open Interest Represented by Each Category of Trader
47.5 1.5 0.1 19.3 33.4 0.5 11.2 34.3 0.5 7.1 3.1 0.1 13.8 26.5
Number of Traders in Each Category Total Traders: 93
9 5 4 6 10 . 18 29 4 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 50,265
Positions
24,813 2,443 12 1,236 2,060 0 18,558 25,549 174 0 0 0 5,472 20,027
Changes from: December 15, 2015 Total Change is: -2,203
3,861 398 -1 0 -464 0 -5,532 -2,425 -27 0 0 0 -504 316
Percent of Open Interest Represented by Each Category of Trader
49.4 4.9 0.0 2.5 4.1 0.0 36.9 50.8 0.3 0.0 0.0 0.0 10.9 39.8
Number of Traders in Each Category Total Traders: 39
5 4 . . 4 0 13 12 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 194,313
Positions
111,498 2,095 530 6,953 69,851 1,397 52,889 59,818 2,574 1,812 18,377 145 16,515 39,526
Changes from: December 15, 2015 Total Change is: 28,468
24,044 -863 2 -3,321 2,527 -6 5,303 13,361 583 960 6,037 141 762 6,686
Percent of Open Interest Represented by Each Category of Trader
57.4 1.1 0.3 3.6 35.9 0.7 27.2 30.8 1.3 0.9 9.5 0.1 8.5 20.3
Number of Traders in Each Category Total Traders: 106
12 4 . . 20 6 25 31 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 197,375
Positions
85,285 4,985 16 24,590 62,355 5,923 25,084 83,156 2,356 38,593 2,485 396 15,132 35,703
Changes from: December 15, 2015 Total Change is: 3,179
6,825 -2,042 12 1,806 3,158 19 -1,020 1,209 -768 26 747 109 -3,830 735
Percent of Open Interest Represented by Each Category of Trader
43.2 2.5 0.0 12.5 31.6 3.0 12.7 42.1 1.2 19.6 1.3 0.2 7.7 18.1
Number of Traders in Each Category Total Traders: 120
9 5 . 13 24 11 20 40 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 406,533
Positions
144,981 9,437 1,451 91,825 106,047 13,171 38,680 168,264 2,533 56,426 27,140 2,086 55,380 76,404
Changes from: December 15, 2015 Total Change is: 1,696
-1,253 1,983 500 121 -1,689 -398 971 4,160 -267 327 38 110 1,585 -2,741
Percent of Open Interest Represented by Each Category of Trader
35.7 2.3 0.4 22.6 26.1 3.2 9.5 41.4 0.6 13.9 6.7 0.5 13.6 18.8
Number of Traders in Each Category Total Traders: 239
17 13 6 28 36 28 25 60 12 26 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 106,301
Positions
66,943 1,498 88 1,973 22,939 1,900 20,248 24,325 402 753 28,441 97 13,897 26,611
Changes from: December 15, 2015 Total Change is: -4,237
11,069 -511 -2 -7 -5,074 3 -12,648 2,418 32 -134 -338 80 -2,630 -845
Percent of Open Interest Represented by Each Category of Trader
63.0 1.4 0.1 1.9 21.6 1.8 19.0 22.9 0.4 0.7 26.8 0.1 13.1 25.0
Number of Traders in Each Category Total Traders: 83
10 . . 4 11 . 19 24 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 29,182
Positions
20,129 20,586 1,207 3,413 113 0 2,240 3,649 592 536 2,349 235 830 451
Changes from: December 15, 2015 Total Change is: -15,930
-6,606 -10,014 -4,233 0 113 0 -766 221 -1,949 -235 2,236 -2,212 71 -92
Percent of Open Interest Represented by Each Category of Trader
69.0 70.5 4.1 11.7 0.4 0.0 7.7 12.5 2.0 1.8 8.0 0.8 2.8 1.5
Number of Traders in Each Category Total Traders: 24
. 6 . . . 0 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 137,854
Positions
54,332 66,450 0 47,744 6,675 464 27,721 49,935 1,275 3,119 5,898 0 3,199 7,157
Changes from: December 15, 2015 Total Change is: -6,597
-70 3,368 -27 -50 27 0 -7,180 -10,419 987 -101 -252 0 -156 -281
Percent of Open Interest Represented by Each Category of Trader
39.4 48.2 0.0 34.6 4.8 0.3 20.1 36.2 0.9 2.3 4.3 0.0 2.3 5.2
Number of Traders in Each Category Total Traders: 118
. 7 0 4 10 . 16 54 10 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 20,542
Positions
0 13,287 400 4,217 0 0 11,865 3,859 35 3,295 1,537 0 730 1,424
Changes from: December 15, 2015 Total Change is: 835
0 749 0 -288 0 0 -409 -243 15 1,625 346 0 -108 -32
Percent of Open Interest Represented by Each Category of Trader
0.0 64.7 1.9 20.5 0.0 0.0 57.8 18.8 0.2 16.0 7.5 0.0 3.6 6.9
Number of Traders in Each Category Total Traders: 28
0 4 . . 0 0 7 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 24,057
Positions
6,930 2,743 5 1,292 7,150 1 11,408 8,834 233 1,495 926 0 2,693 4,165
Changes from: December 15, 2015 Total Change is: 431
1,591 433 5 -600 244 0 -799 -706 109 -103 223 0 228 123
Percent of Open Interest Represented by Each Category of Trader
28.8 11.4 0.0 5.4 29.7 0.0 47.4 36.7 1.0 6.2 3.8 0.0 11.2 17.3
Number of Traders in Each Category Total Traders: 59
6 . . . 4 . 20 15 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 39,066
Positions
9,206 26,434 135 3,998 2,346 509 17,216 3,000 350 1,026 725 0 6,627 5,568
Changes from: December 15, 2015 Total Change is: -23,165
-498 -2,854 -15,611 -837 275 -245 -2,931 -791 -862 -1,293 -1,686 -263 -627 -1,129
Percent of Open Interest Represented by Each Category of Trader
23.6 67.7 0.3 10.2 6.0 1.3 44.1 7.7 0.9 2.6 1.9 0.0 17.0 14.3
Number of Traders in Each Category Total Traders: 84
16 14 . 9 5 5 25 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 78,131
Positions
18,412 52,868 270 7,995 4,692 1,018 34,431 5,999 699 2,052 1,450 0 13,254 11,135
Changes from: December 15, 2015 Total Change is: -46,329
-996 -5,708 -31,221 -1,673 549 -490 -5,861 -1,581 -1,723 -2,586 -3,372 -525 -1,254 -2,258
Percent of Open Interest Represented by Each Category of Trader
23.6 67.7 0.3 10.2 6.0 1.3 44.1 7.7 0.9 2.6 1.9 0.0 17.0 14.3
Number of Traders in Each Category Total Traders: 84
16 14 . 9 5 5 25 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 593,654
Positions
53,659 59,895 15,905 237,327 160,769 60,939 73,739 126,241 19,457 19,422 40,538 8,135 105,070 101,774
Changes from: December 15, 2015 Total Change is: -163,771
-11,060 -28,446 -70,084 6,918 9,553 -20,822 -17,541 2,391 -32,921 -2,640 -10,922 -2,204 -13,416 -10,316
Percent of Open Interest Represented by Each Category of Trader
9.0 10.1 2.7 40.0 27.1 10.3 12.4 21.3 3.3 3.3 6.8 1.4 17.7 17.1
Number of Traders in Each Category Total Traders: 544
33 34 21 117 80 88 72 109 64 39 59 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 83,587
Positions
16,258 3,695 972 27,000 18,044 2,427 3,498 2,224 418 2,392 3,836 2,266 28,356 49,705
Changes from: December 15, 2015 Total Change is: -44,870
-848 -38,676 -4,807 -5,847 -2,692 -38 -14,146 -5,153 -1,077 -212 -1,742 -55 -17,840 9,370
Percent of Open Interest Represented by Each Category of Trader
19.5 4.4 1.2 32.3 21.6 2.9 4.2 2.7 0.5 2.9 4.6 2.7 33.9 59.5
Number of Traders in Each Category Total Traders: 58
8 . . 15 5 7 12 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 2,550,333
Positions
229,348 323,340 32,322 1,065,870 727,860 278,326 368,001 636,884 78,400 100,513 198,874 13,981 383,572 260,346
Changes from: December 15, 2015 Total Change is: -594,506
-170,033 -67,821 -207,414 37,647 35,049 -77,741 -97,307 -42,613 -78,889 -1,198 -34,956 -21,689 22,118 -98,432
Percent of Open Interest Represented by Each Category of Trader
9.0 12.7 1.3 41.8 28.5 10.9 14.4 25.0 3.1 3.9 7.8 0.5 15.0 10.2
Number of Traders in Each Category Total Traders: 533
31 36 19 112 78 85 71 109 56 38 58 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 86,384
Positions
12,291 10,775 141 43,158 65,126 1,726 18,452 3,528 746 0 263 0 9,870 4,079
Changes from: December 15, 2015 Total Change is: -6,680
100 -5,375 -5,231 -1,028 3,939 47 -456 844 292 -230 -1,039 0 -174 -157
Percent of Open Interest Represented by Each Category of Trader
14.2 12.5 0.2 50.0 75.4 2.0 21.4 4.1 0.9 0.0 0.3 0.0 11.4 4.7
Number of Traders in Each Category Total Traders: 86
9 5 . 34 17 16 14 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 61,599
Positions
1,676 37,440 109 32,266 9,570 828 17,429 8,272 579 2,986 1,500 5 5,722 3,296
Changes from: December 15, 2015 Total Change is: -15,445
-3,511 -1,161 -7,256 716 -65 -3,533 -1,230 -1,697 -1,833 172 -488 -444 1,473 1,033
Percent of Open Interest Represented by Each Category of Trader
2.7 60.8 0.2 52.4 15.5 1.3 28.3 13.4 0.9 4.8 2.4 0.0 9.3 5.4
Number of Traders in Each Category Total Traders: 204
12 20 . 40 20 7 49 31 10 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 307,993
Positions
8,378 187,201 543 161,330 47,850 4,142 87,143 41,358 2,893 14,931 7,499 25 28,608 16,482
Changes from: December 15, 2015 Total Change is: -77,227
-17,555 -5,806 -36,281 3,581 -326 -17,663 -6,148 -8,487 -9,164 859 -2,441 -2,222 7,366 5,163
Percent of Open Interest Represented by Each Category of Trader
2.7 60.8 0.2 52.4 15.5 1.3 28.3 13.4 0.9 4.8 2.4 0.0 9.3 5.4
Number of Traders in Each Category Total Traders: 204
12 20 . 40 20 7 49 31 10 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 372,819
Positions
132,381 36,828 774 110,371 169,183 24,344 75,241 110,683 6,178 7,319 9,827 36 16,175 14,966
Changes from: December 15, 2015 Total Change is: -38,217
12,997 -11,887 -18,714 -152 1,825 1,431 -26,366 958 -4,340 1,611 -2,065 -828 -3,856 -4,597
Percent of Open Interest Represented by Each Category of Trader
35.5 9.9 0.2 29.6 45.4 6.5 20.2 29.7 1.7 2.0 2.6 0.0 4.3 4.0
Number of Traders in Each Category Total Traders: 257
17 11 . 52 51 26 38 54 11 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 48,555
Positions
510 16,251 0 21,348 573 199 9,791 6,738 0 6,377 21,445 0 10,330 3,349
Changes from: December 15, 2015 Total Change is: -273
-511 774 0 -543 0 -13 983 -815 0 -918 -40 0 729 -179
Percent of Open Interest Represented by Each Category of Trader
1.1 33.5 0.0 44.0 1.2 0.4 20.2 13.9 0.0 13.1 44.2 0.0 21.3 6.9
Number of Traders in Each Category Total Traders: 55
. 9 0 18 . . 10 8 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 68,106
Positions
16,790 7,379 1,325 14,506 3,779 363 18,518 6,451 1,805 6,226 541 0 8,573 46,463
Changes from: December 15, 2015 Total Change is: 513
1,492 -742 -37 526 -503 214 -1,318 -34 1,484 -1,075 -197 0 -773 328
Percent of Open Interest Represented by Each Category of Trader
24.7 10.8 1.9 21.3 5.5 0.5 27.2 9.5 2.7 9.1 0.8 0.0 12.6 68.2
Number of Traders in Each Category Total Traders: 76
16 6 . 11 . . 25 10 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 169,499
Positions
8,247 90,104 260 104,891 57,588 7,656 36,466 4,055 3,002 3,124 3,350 0 5,853 3,484
Changes from: December 15, 2015 Total Change is: -24,951
-2,173 -14,434 -5,974 11,910 -1,843 -683 -12,521 31 -1,195 -331 1,183 -48 -13,936 -1,988
Percent of Open Interest Represented by Each Category of Trader
4.9 53.2 0.2 61.9 34.0 4.5 21.5 2.4 1.8 1.8 2.0 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 114
8 9 . 38 25 16 15 5 4 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 447,568
Positions
28,790 136,319 975 212,417 150,327 72,812 82,982 52,274 10,290 20,062 13,375 1,652 17,588 9,544
Changes from: December 15, 2015 Total Change is: -36,570
-7,637 -7,408 -9,654 2,741 -5,190 -6,211 -5,422 8,229 -3,536 2,552 -4,888 -2,146 -7,257 -5,766
Percent of Open Interest Represented by Each Category of Trader
6.4 30.5 0.2 47.5 33.6 16.3 18.5 11.7 2.3 4.5 3.0 0.4 3.9 2.1
Number of Traders in Each Category Total Traders: 246
15 23 5 61 44 38 29 32 15 25 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 521,144
Positions
4,803 61,308 1,843 240,290 127,119 70,643 48,920 59,047 16,173 3,218 57,554 1,608 133,646 125,849
Changes from: December 15, 2015 Total Change is: -3,260
2,161 -2,371 1,087 -16,040 -5,414 1,071 5,649 6,853 -3,234 136 -401 677 5,233 -1,528
Percent of Open Interest Represented by Each Category of Trader
0.9 11.8 0.4 46.1 24.4 13.6 9.4 11.3 3.1 0.6 11.0 0.3 25.6 24.1
Number of Traders in Each Category Total Traders: 143
. 15 5 37 25 30 21 26 12 4 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 616,380
Positions
2,648 71,570 137 380,333 117,068 65,761 24,577 258,318 14,098 9,878 9,600 556 118,392 79,272
Changes from: December 15, 2015 Total Change is: -21,068
-1,353 -13,991 -396 -6,219 415 955 1,322 13,785 -15,761 -6 370 -38 428 -6,407
Percent of Open Interest Represented by Each Category of Trader
0.4 11.6 0.0 61.7 19.0 10.7 4.0 41.9 2.3 1.6 1.6 0.1 19.2 12.9
Number of Traders in Each Category Total Traders: 98
. 9 . 47 13 32 7 14 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of December 22, 2015
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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 988,551
Positions
49,917 93,322 2,082 284,371 286,634 101,310 223,176 206,188 42,127 180,273 118,388 1,830 103,465 136,670
Changes from: December 15, 2015 Total Change is: -10,862
-1,982 -3,207 372 -2,068 1,099 -13,094 -18,941 15,458 3,909 20,469 -12,734 -367 840 -2,298
Percent of Open Interest Represented by Each Category of Trader
5.0 9.4 0.2 28.8 29.0 10.2 22.6 20.9 4.3 18.2 12.0 0.2 10.5 13.8
Number of Traders in Each Category Total Traders: 253
12 28 4 45 40 42 38 35 28 19 36 8
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Traders in Financial Futures - Futures Only Positions as of December 22, 2015
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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 2,496,673
Positions
80,517 143,027 22,294 960,379 782,171 351,634 357,059 552,333 66,272 344,466 132,999 22,947 291,105 422,996
Changes from: December 15, 2015 Total Change is: -98,929
4,354 -10,550 729 -65,430 -22,105 -9,974 -8,186 -40,575 -25,810 9,253 11,883 1,506 -5,371 -4,033
Percent of Open Interest Represented by Each Category of Trader
3.2 5.7 0.9 38.5 31.3 14.1 14.3 22.1 2.7 13.8 5.3 0.9 11.7 16.9
Number of Traders in Each Category Total Traders: 348
15 33 9 53 78 64 52 59 37 23 35 14
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Traders in Financial Futures - Futures Only Positions as of December 22, 2015
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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 2,303,159
Positions
46,005 234,021 29,241 1,205,687 486,549 307,572 222,900 644,655 64,839 180,014 187,724 5,914 240,987 342,644
Changes from: December 15, 2015 Total Change is: -85,868
17,887 -3,990 -9,736 -49,958 -13,152 2,625 -21,998 -41,558 -19,560 -13,229 7,528 726 7,375 -8,751
Percent of Open Interest Represented by Each Category of Trader
2.0 10.2 1.3 52.3 21.1 13.4 9.7 28.0 2.8 7.8 8.2 0.3 10.5 14.9
Number of Traders in Each Category Total Traders: 269
9 31 7 45 46 48 34 51 34 14 39 7
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 729,687
Positions
290,272 215,877 191,684 7,802 9,751 12,695 47,228 79,072 104,004 19,146 36,768 35,146 21,710 44,690
Changes from: December 15, 2015 Total Change is: -40,104
7,682 33,369 -18,695 6,185 -10,119 -2,067 -23,494 -28,626 -2,966 -6,365 -11,008 1,227 -1,611 -1,219
Percent of Open Interest Represented by Each Category of Trader
39.8 29.6 26.3 1.1 1.3 1.7 6.5 10.8 14.3 2.6 5.0 4.8 3.0 6.1
Number of Traders in Each Category Total Traders: 106
13 33 36 . 5 . 16 18 29 4 10 6
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 is10,204,274
Positions
2,552,148 1,434,814 2,501,558 960,298 1,322,219 307,913 994,117 1,270,512 1,575,949 284,785 373,194 359,605 667,901 1,058,510
Changes from: December 15, 2015 Total Change is: -28,637
-19,859 -23,119 81,535 91,100 -214,457 27,590 -206,157 42,629 42,139 -11,776 -13,026 -6,311 -26,898 34,383
Percent of Open Interest Represented by Each Category of Trader
25.0 14.1 24.5 9.4 13.0 3.0 9.7 12.5 15.4 2.8 3.7 3.5 6.5 10.4
Number of Traders in Each Category Total Traders: 269
31 46 72 12 27 23 32 71 84 7 28 26
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 29,493
Positions
5,230 607 0 410 15,633 0 19,385 8,585 0 4,052 4,260 327 89 81
Changes from: December 15, 2015 Total Change is: -329
-494 170 0 0 253 0 139 312 0 35 -787 0 -9 -277
Percent of Open Interest Represented by Each Category of Trader
17.7 2.1 0.0 1.4 53.0 0.0 65.7 29.1 0.0 13.7 14.4 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 43
4 . 0 . 8 0 5 9 0 4 9 .
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 31,111
Positions
2,279 1,872 16 0 15,281 1 27,641 8,740 0 1,105 5,129 0 69 72
Changes from: December 15, 2015 Total Change is: 353
1,380 1,762 16 0 -645 0 -982 -106 0 -81 -641 0 20 -33
Percent of Open Interest Represented by Each Category of Trader
7.3 6.0 0.1 0.0 49.1 0.0 88.8 28.1 0.0 3.6 16.5 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 35
. . . 0 9 . 5 4 0 4 7 0
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 65,071
Positions
1,934 44,403 0 18,996 305 1,786 10,899 8,186 1,306 20,762 7,475 0 9,388 1,610
Changes from: December 15, 2015 Total Change is: -6,424
-124 294 0 -1,003 305 266 -166 -9,226 355 -5,001 1,286 0 -751 296
Percent of Open Interest Represented by Each Category of Trader
3.0 68.2 0.0 29.2 0.5 2.7 16.7 12.6 2.0 31.9 11.5 0.0 14.4 2.5
Number of Traders in Each Category Total Traders: 149
6 4 0 14 . . 36 13 8 63 10 0
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 249,793
Positions
66,589 69,039 7,231 20,875 25,162 46,662 46,215 41,452 32,458 8,327 2,544 4,392 17,044 20,853
Changes from: December 15, 2015 Total Change is: -31,393
2 6,372 -8,480 -12,646 -9,081 6,783 -621 -12,795 -9,214 -2,150 -3,173 -3,293 -1,774 1,488
Percent of Open Interest Represented by Each Category of Trader
26.7 27.6 2.9 8.4 10.1 18.7 18.5 16.6 13.0 3.3 1.0 1.8 6.8 8.3
Number of Traders in Each Category Total Traders: 145
14 12 11 15 9 11 36 31 38 10 8 9
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Traders in Financial Futures - Futures Only Positions as of December 22, 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 19,556
Positions
201 3,089 0 1,269 609 2,268 14,677 12,594 477 450 500 0 214 19
Changes from: December 15, 2015 Total Change is: -2,465
47 0 -99 -89 -99 89 -935 -1,371 -1,198 -134 500 -153 7 -134
Percent of Open Interest Represented by Each Category of Trader
1.0 15.8 0.0 6.5 3.1 11.6 75.1 64.4 2.4 2.3 2.6 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 29
. . 0 7 . 4 8 6 . . . 0
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Updated December 25, 2015