BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,127: 573 809 192 3,314 3,283 4,079 4,284: 1,048 843
Old : 5,127: 573 809 192 3,314 3,283 4,079 4,284: 1,048 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 270: 103 284 48 154 135 305 467: -35 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.8 3.7 64.6 64.0 79.6 83.6: 20.4 16.4
Old : 100.0: 11.2 15.8 3.7 64.6 64.0 79.6 83.6: 20.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 10 6 13 15 23 26:
Old : 34: 5 10 6 13 15 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 50.1 64.5 64.4 47.6 50.1 62.9 64.1
Old : 48.4 50.1 64.5 64.4 47.6 50.1 62.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,007: 14,739 8,577 328 12,290 13,168 27,357 22,073: 2,650 7,934
Old : 30,007: 14,739 8,577 328 12,290 13,168 27,357 22,073: 2,650 7,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,849: 1,233 1,122 -53 530 587 1,710 1,656: 139 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 28.6 1.1 41.0 43.9 91.2 73.6: 8.8 26.4
Old : 100.0: 49.1 28.6 1.1 41.0 43.9 91.2 73.6: 8.8 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 17 28 15 25 22 49 58:
Old : 85: 17 28 15 25 22 49 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 27.8 64.5 41.4 46.5 27.8 64.0 41.3
Old : 46.6 27.8 64.5 41.4 46.5 27.8 64.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,097: 248 1,550 494 5,827 4,041 6,569 6,085: 528 1,012
Old : 7,097: 248 1,550 494 5,827 4,041 6,569 6,085: 528 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 253: 25 394 -17 265 -39 273 338: -20 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 21.8 7.0 82.1 56.9 92.6 85.7: 7.4 14.3
Old : 100.0: 3.5 21.8 7.0 82.1 56.9 92.6 85.7: 7.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 13 13 21 16 35 35:
Old : 47: 7 13 13 21 16 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 36.6 68.1 53.7 53.7 32.3 68.1 48.1
Old : 53.7 36.6 68.1 53.7 53.7 32.3 68.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 203,800: 73,170 77,836 36,089 75,930 64,770 185,189 178,695: 18,611 25,105
Old : 200,549: 70,787 77,381 35,578 75,801 62,898 182,166 175,857: 18,383 24,692
Other: 3,251: 2,894 966 0 129 1,872 3,023 2,838: 228 413
: : :
: : Changes in Commitments from: November 17, 2015 :
: -121: -875 1,878 844 57 -2,391 26 331: -147 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 38.2 17.7 37.3 31.8 90.9 87.7: 9.1 12.3
Old : 100.0: 35.3 38.6 17.7 37.8 31.4 90.8 87.7: 9.2 12.3
Other: 100.0: 89.0 29.7 0.0 4.0 57.6 93.0 87.3: 7.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 98 89 80 61 66 207 202:
Old : 288: 99 89 80 61 65 207 201:
Other: 41: 6 12 0 4 20 10 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 18.8 27.5 27.3 15.7 17.3 26.3 25.3
Old : 16.1 18.7 28.0 27.3 16.0 17.2 26.7 25.2
Other: 89.0 43.9 92.1 63.0 88.9 43.9 92.0 63.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 278,849: 71,700 82,711 54,238 126,140 102,555 252,078 239,504: 26,771 39,345
Old : 278,849: 71,700 82,711 54,238 126,140 102,555 252,078 239,504: 26,771 39,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,195: 3,255 2,625 2,460 4 1,031 5,719 6,116: 476 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 29.7 19.5 45.2 36.8 90.4 85.9: 9.6 14.1
Old : 100.0: 25.7 29.7 19.5 45.2 36.8 90.4 85.9: 9.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 95 120 120 104 119 269 306:
Old : 388: 95 120 120 104 119 269 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 15.6 27.0 23.5 16.5 15.1 24.4 22.6
Old : 18.3 15.6 27.0 23.5 16.5 15.1 24.4 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,982: 1,344 1,916 473 1,145 551 2,962 2,940: 1,020 1,042
Old : 3,982: 1,344 1,916 473 1,145 551 2,962 2,940: 1,020 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6: -6 53 -36 -10 117 -52 134: 58 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 48.1 11.9 28.8 13.8 74.4 73.8: 25.6 26.2
Old : 100.0: 33.8 48.1 11.9 28.8 13.8 74.4 73.8: 25.6 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 23 7 18 14 39 39:
Old : 62: 15 23 7 18 14 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 30.1 39.3 43.6 20.1 25.3 34.0 35.5
Old : 23.7 30.1 39.3 43.6 20.1 25.3 34.0 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,664: 11,263 11,221 4,506 10,633 5,972 26,402 21,699: 7,262 11,965
Old : 33,664: 11,263 11,221 4,506 10,633 5,972 26,402 21,699: 7,262 11,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,485: -351 -574 -737 -646 -136 -1,734 -1,447: 249 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 33.3 13.4 31.6 17.7 78.4 64.5: 21.6 35.5
Old : 100.0: 33.5 33.3 13.4 31.6 17.7 78.4 64.5: 21.6 35.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 61 38 40 40 102 116:
Old : 159: 29 61 38 40 40 102 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 11.4 31.1 18.9 18.6 10.4 27.6 16.6
Old : 20.3 11.4 31.1 18.9 18.6 10.4 27.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,158: 589 3,361 83 2,344 298 3,016 3,742: 1,142 416
Old : 4,158: 589 3,361 83 2,344 298 3,016 3,742: 1,142 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 374: 0 375 0 294 -25 294 350: 80 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 80.8 2.0 56.4 7.2 72.5 90.0: 27.5 10.0
Old : 100.0: 14.2 80.8 2.0 56.4 7.2 72.5 90.0: 27.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 8 5 10 3 18 12:
Old : 22: 4 8 5 10 3 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 72.8 62.2 83.9 44.1 72.5 62.2 82.8
Old : 44.1 72.8 62.2 83.9 44.1 72.5 62.2 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 26,720: 2,217 14,296 908 23,266 8,898 26,391 24,102: 329 2,618
Old : 26,720: 2,217 14,296 908 23,266 8,898 26,391 24,102: 329 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,451: -54 1,389 136 1,443 -207 1,525 1,318: -74 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 53.5 3.4 87.1 33.3 98.8 90.2: 1.2 9.8
Old : 100.0: 8.3 53.5 3.4 87.1 33.3 98.8 90.2: 1.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 25 15 19 18 43 49:
Old : 72: 15 25 15 19 18 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 42.7 75.2 60.3 51.6 42.6 74.9 60.0
Old : 51.8 42.7 75.2 60.3 51.6 42.6 74.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 41,789: 2,969 1,353 0 37,980 39,971 40,949 41,324: 840 465
Old : 41,789: 2,969 1,353 0 37,980 39,971 40,949 41,324: 840 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,445: 809 541 0 2,593 3,219 3,402 3,760: 43 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.2 0.0 90.9 95.6 98.0 98.9: 2.0 1.1
Old : 100.0: 7.1 3.2 0.0 90.9 95.6 98.0 98.9: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 3 0 12 9 18 12:
Old : 25: 6 3 0 12 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.9 88.3 96.4 69.6 73.5 81.4 83.3
Old : 72.3 83.9 88.3 96.4 69.6 73.5 81.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 143,742: 41,304 79,921 2,034 80,182 23,034 123,520 104,989: 20,222 38,753
Old : 143,742: 41,304 79,921 2,034 80,182 23,034 123,520 104,989: 20,222 38,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,957: -4,285 5,980 453 5,092 -2,089 1,260 4,344: 697 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 55.6 1.4 55.8 16.0 85.9 73.0: 14.1 27.0
Old : 100.0: 28.7 55.6 1.4 55.8 16.0 85.9 73.0: 14.1 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 26 29 10 23 21 51 58:
Old : 88: 26 29 10 23 21 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 44.4 56.7 51.9 42.8 44.3 55.3 51.8
Old : 44.0 44.4 56.7 51.9 42.8 44.3 55.3 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 72,945: 18,314 40,523 164 48,161 5,456 66,639 46,143: 6,306 26,802
Old : 72,945: 18,314 40,523 164 48,161 5,456 66,639 46,143: 6,306 26,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,826: -700 6,180 -593 7,966 273 6,673 5,860: -847 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 55.6 0.2 66.0 7.5 91.4 63.3: 8.6 36.7
Old : 100.0: 25.1 55.6 0.2 66.0 7.5 91.4 63.3: 8.6 36.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 18 5 13 10 24 33:
Old : 48: 11 18 5 13 10 24 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 41.4 72.6 50.6 53.5 41.4 72.6 50.6
Old : 53.5 41.4 72.6 50.6 53.5 41.4 72.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,063: 50,323 79,584 17,333 117,041 86,859 184,697 183,776: 4,366 5,287
Old : 189,063: 50,323 79,584 17,333 117,041 86,859 184,697 183,776: 4,366 5,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,564: 8,888 -114 -516 -2,081 9,592 6,291 8,962: 1,273 -1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 42.1 9.2 61.9 45.9 97.7 97.2: 2.3 2.8
Old : 100.0: 26.6 42.1 9.2 61.9 45.9 97.7 97.2: 2.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 33 51 10 17 25 59 79:
Old : 119: 33 51 10 17 25 59 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 40.3 79.2 61.2 63.9 34.6 72.0 52.2
Old : 63.9 40.3 79.2 61.2 63.9 34.6 72.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 172,390: 32,322 64,578 3,248 119,432 68,053 155,002 135,879: 17,388 36,511
Old : 172,390: 32,322 64,578 3,248 119,432 68,053 155,002 135,879: 17,388 36,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,864: -2,785 4,211 719 -1,032 -7,179 -3,098 -2,249: 234 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 37.5 1.9 69.3 39.5 89.9 78.8: 10.1 21.2
Old : 100.0: 18.7 37.5 1.9 69.3 39.5 89.9 78.8: 10.1 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 26 43 11 24 33 57 80:
Old : 111: 26 43 11 24 33 57 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 26.0 62.1 34.3 52.0 25.8 61.7 34.1
Old : 52.2 26.0 62.1 34.3 52.0 25.8 61.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 247,513: 30,277 107,613 6,112 194,629 86,696 231,018 200,421: 16,495 47,092
Old : 247,513: 30,277 107,613 6,112 194,629 86,696 231,018 200,421: 16,495 47,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,833: -4,198 -5,473 980 604 3,895 -2,614 -598: -219 -2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 43.5 2.5 78.6 35.0 93.3 81.0: 6.7 19.0
Old : 100.0: 12.2 43.5 2.5 78.6 35.0 93.3 81.0: 6.7 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 32 52 15 26 34 66 93:
Old : 132: 32 52 15 26 34 66 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 31.7 75.4 42.5 65.1 31.7 74.3 42.2
Old : 65.4 31.7 75.4 42.5 65.1 31.7 74.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 444,626: 76,296 251,780 7,450 318,441 102,519 402,187 361,749: 42,439 82,877
Old : 444,626: 76,296 251,780 7,450 318,441 102,519 402,187 361,749: 42,439 82,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,825: -2,602 8,705 376 10,987 -783 8,761 8,298: -936 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 56.6 1.7 71.6 23.1 90.5 81.4: 9.5 18.6
Old : 100.0: 17.2 56.6 1.7 71.6 23.1 90.5 81.4: 9.5 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 59 114 36 53 62 129 195:
Old : 257: 59 114 36 53 62 129 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.3 46.9 33.2 30.1 26.3 46.3 33.2
Old : 30.3 26.3 46.9 33.2 30.1 26.3 46.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 30,543: 23,400 20,255 49 6,175 8,942 29,624 29,246: 919 1,297
Old : 30,543: 23,400 20,255 49 6,175 8,942 29,624 29,246: 919 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,958: 1,839 1,273 14 2,160 2,706 4,013 3,993: -55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 66.3 0.2 20.2 29.3 97.0 95.8: 3.0 4.2
Old : 100.0: 76.6 66.3 0.2 20.2 29.3 97.0 95.8: 3.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 15 3 3 5 11 20:
Old : 26: 5 15 3 3 5 11 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 67.2 96.8 86.6 84.3 59.6 88.7 78.4
Old : 84.3 67.2 96.8 86.6 84.3 59.6 88.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 35,099: 22,603 18,593 264 10,292 10,740 33,159 29,597: 1,940 5,502
Old : 35,099: 22,603 18,593 264 10,292 10,740 33,159 29,597: 1,940 5,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 200: 384 1,622 -214 80 -373 250 1,035: -50 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 53.0 0.8 29.3 30.6 94.5 84.3: 5.5 15.7
Old : 100.0: 64.4 53.0 0.8 29.3 30.6 94.5 84.3: 5.5 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 31 4 12 12 32 45:
Old : 70: 18 31 4 12 12 32 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 39.8 70.8 54.4 58.9 39.8 70.8 54.4
Old : 58.9 39.8 70.8 54.4 58.9 39.8 70.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,882: 2,218 5,183 23 5,070 687 7,311 5,893: 571 1,989
Old : 7,882: 2,218 5,183 23 5,070 687 7,311 5,893: 571 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 100: -245 -215 0 211 15 -34 -200: 134 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 65.8 0.3 64.3 8.7 92.8 74.8: 7.2 25.2
Old : 100.0: 28.1 65.8 0.3 64.3 8.7 92.8 74.8: 7.2 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 12 1 6 3 8 15:
Old : 20: 1 12 1 6 3 8 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 46.5 92.8 60.6 75.2 46.2 91.4 60.3
Old : 76.2 46.5 92.8 60.6 75.2 46.2 91.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,182,522: 1,696,005 1,888,687 1,898,270 6,922,858 6,338,763 10,517,133 10,125,720: 665,389 1,056,802
Old :11,182,522: 1,696,005 1,888,687 1,898,270 6,922,858 6,338,763 10,517,133 10,125,720: 665,389 1,056,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 95,731: 90,125 85,047 151 -5,224 16,364 85,052 101,562: 10,679 -5,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.9 17.0 61.9 56.7 94.0 90.5: 6.0 9.5
Old : 100.0: 15.2 16.9 17.0 61.9 56.7 94.0 90.5: 6.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 55 79 104 128 150 245 281:
Old : 298: 55 79 104 128 150 245 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 20.8 36.5 30.7 16.3 13.7 26.5 19.0
Old : 23.3 20.8 36.5 30.7 16.3 13.7 26.5 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 678,277: 72,334 83,935 25,352 488,408 474,465 586,093 583,751: 92,184 94,526
Old : 678,277: 72,334 83,935 25,352 488,408 474,465 586,093 583,751: 92,184 94,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,594: 804 -4,118 -1,635 3,319 7,343 2,489 1,590: -5,083 -4,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.4 3.7 72.0 70.0 86.4 86.1: 13.6 13.9
Old : 100.0: 10.7 12.4 3.7 72.0 70.0 86.4 86.1: 13.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 99 133 64 239 256 369 424:
Old : 579: 99 133 64 239 256 369 424:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 11.1 28.4 18.2 14.9 10.1 23.3 16.4
Old : 17.9 11.1 28.4 18.2 14.9 10.1 23.3 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 102,886: 11,175 3,165 2,499 54,802 65,381 68,476 71,045: 34,410 31,841
Old : 102,886: 11,175 3,165 2,499 54,802 65,381 68,476 71,045: 34,410 31,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,903: -517 106 -714 -3,165 5,317 -4,396 4,709: 1,493 -7,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.1 2.4 53.3 63.5 66.6 69.1: 33.4 30.9
Old : 100.0: 10.9 3.1 2.4 53.3 63.5 66.6 69.1: 33.4 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 5 4 30 28 46 35:
Old : 65: 13 5 4 30 28 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 26.6 33.1 43.9 19.3 25.5 31.4 40.2
Old : 19.8 26.6 33.1 43.9 19.3 25.5 31.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,876,955: 317,780 415,835 102,276 2,168,030 2,045,421 2,588,086 2,563,532: 288,869 313,423
Old : 2,876,955: 317,780 415,835 102,276 2,168,030 2,045,421 2,588,086 2,563,532: 288,869 313,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,545: 4,994 -22,733 -2,991 32,420 10,128 34,423 -15,596: -32,878 17,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.5 3.6 75.4 71.1 90.0 89.1: 10.0 10.9
Old : 100.0: 11.0 14.5 3.6 75.4 71.1 90.0 89.1: 10.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 93 135 59 230 245 353 410:
Old : 569: 93 135 59 230 245 353 410:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 13.0 31.1 20.9 17.2 12.1 27.6 19.0
Old : 19.8 13.0 31.1 20.9 17.2 12.1 27.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,860: 8,627 2,947 488 70,180 81,975 79,295 85,410: 10,565 4,450
Old : 89,860: 8,627 2,947 488 70,180 81,975 79,295 85,410: 10,565 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,374: 2,973 -858 90 303 4,085 3,366 3,317: 8 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.3 0.5 78.1 91.2 88.2 95.0: 11.8 5.0
Old : 100.0: 9.6 3.3 0.5 78.1 91.2 88.2 95.0: 11.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 13 5 2 51 38 64 45:
Old : 89: 13 5 2 51 38 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 39.2 50.9 67.5 35.9 39.2 50.7 67.4
Old : 36.1 39.2 50.9 67.5 35.9 39.2 50.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,450: 18,197 7,153 1,907 41,615 54,302 61,719 63,362: 5,731 4,088
Old : 67,450: 18,197 7,153 1,907 41,615 54,302 61,719 63,362: 5,731 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,505: -1,328 1,401 607 -1,690 -4,524 -2,411 -2,516: -95 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.6 2.8 61.7 80.5 91.5 93.9: 8.5 6.1
Old : 100.0: 27.0 10.6 2.8 61.7 80.5 91.5 93.9: 8.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 64 42 16 75 78 146 131:
Old : 238: 64 42 16 75 78 146 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.0 47.8 48.9 38.4 33.6 47.7 48.0
Old : 38.5 34.0 47.8 48.9 38.4 33.6 47.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 337,248: 90,987 35,767 9,533 208,073 271,509 308,593 316,809: 28,655 20,439
Old : 337,248: 90,987 35,767 9,533 208,073 271,509 308,593 316,809: 28,655 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -12,527: -6,640 7,007 3,034 -8,448 -22,621 -12,054 -12,580: -473 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.6 2.8 61.7 80.5 91.5 93.9: 8.5 6.1
Old : 100.0: 27.0 10.6 2.8 61.7 80.5 91.5 93.9: 8.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 64 42 16 75 78 146 131:
Old : 238: 64 42 16 75 78 146 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.0 47.8 48.9 38.4 33.6 47.7 48.0
Old : 38.5 34.0 47.8 48.9 38.4 33.6 47.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 152,585: 46,037 103,182 1,267 90,627 15,600 137,931 120,049: 14,654 32,536
Old : 152,585: 46,037 103,182 1,267 90,627 15,600 137,931 120,049: 14,654 32,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -9,498: 1,104 -8,215 827 -12,564 1,273 -10,633 -6,115: 1,135 -3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 67.6 0.8 59.4 10.2 90.4 78.7: 9.6 21.3
Old : 100.0: 30.2 67.6 0.8 59.4 10.2 90.4 78.7: 9.6 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 21 44 11 19 16 45 66:
Old : 91: 21 44 11 19 16 45 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 43.0 73.5 51.0 60.2 42.9 73.4 50.9
Old : 60.3 43.0 73.5 51.0 60.2 42.9 73.4 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 53,522: 22,159 21,065 691 21,836 24,598 44,686 46,354: 8,836 7,168
Old : 53,522: 22,159 21,065 691 21,836 24,598 44,686 46,354: 8,836 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 947: 1,106 1,429 122 -231 229 997 1,780: -50 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 39.4 1.3 40.8 46.0 83.5 86.6: 16.5 13.4
Old : 100.0: 41.4 39.4 1.3 40.8 46.0 83.5 86.6: 16.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 21 5 21 11 46 34:
Old : 71: 22 21 5 21 11 46 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 54.2 49.8 69.1 37.2 54.2 49.8 68.6
Old : 37.2 54.2 49.8 69.1 37.2 54.2 49.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 94,872: 44,653 9,071 1,188 39,442 26,801 85,283 37,060: 9,589 57,812
Old : 94,872: 44,653 9,071 1,188 39,442 26,801 85,283 37,060: 9,589 57,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -3,212: -3,167 -3,768 177 -249 -2,028 -3,239 -5,619: 27 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 9.6 1.3 41.6 28.2 89.9 39.1: 10.1 60.9
Old : 100.0: 47.1 9.6 1.3 41.6 28.2 89.9 39.1: 10.1 60.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 43 9 8 37 19 82 34:
Old : 99: 43 9 8 37 19 82 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 22.3 37.9 27.6 25.3 21.3 37.0 26.5
Old : 25.5 22.3 37.9 27.6 25.3 21.3 37.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015