BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,303 COMMITMENTS 564 957 180 3,506 3,313 4,250 4,450 1,053 853 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 176) -9 148 -12 192 30 171 166 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 18.0 3.4 66.1 62.5 80.1 83.9 19.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 10 6 13 15 22 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,668 COMMITMENTS 15,002 8,736 515 12,548 13,400 28,065 22,651 2,603 8,017 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 661) 263 159 187 258 232 708 578 -47 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 28.5 1.7 40.9 43.7 91.5 73.9 8.5 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 29 16 25 23 51 61 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,222 COMMITMENTS 295 1,452 514 5,867 4,053 6,676 6,019 546 1,203 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 125) 47 -98 20 40 12 107 -66 18 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 20.1 7.1 81.2 56.1 92.4 83.3 7.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 11 12 21 16 35 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,714 COMMITMENTS 69,367 75,131 34,466 74,178 61,490 178,011 171,087 17,703 24,627 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -8,086) -3,803 -2,705 -1,623 -1,752 -3,280 -7,178 -7,608 -908 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 38.4 17.6 37.9 31.4 91.0 87.4 9.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 96 89 93 61 66 211 211 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,364 COMMITMENTS 71,090 85,096 52,429 124,133 97,787 247,652 235,312 26,712 39,052 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,485) -610 2,385 -1,809 -2,007 -4,768 -4,426 -4,192 -59 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 31.0 19.1 45.2 35.6 90.3 85.8 9.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 97 122 123 108 123 278 315 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,222 COMMITMENTS 1,317 1,959 688 1,118 541 3,123 3,188 1,099 1,034 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 240) -27 43 215 -27 -10 161 248 79 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 46.4 16.3 26.5 12.8 74.0 75.5 26.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 25 13 17 14 44 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,973 COMMITMENTS 11,891 11,597 4,992 11,055 6,348 27,938 22,937 7,035 12,036 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,309) 628 376 486 422 376 1,536 1,238 -227 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 33.2 14.3 31.6 18.2 79.9 65.6 20.1 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 29 60 41 46 40 108 119 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,263 COMMITMENTS 590 3,470 79 2,534 298 3,203 3,847 1,060 416 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 105) 1 109 -4 190 0 187 105 -82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 81.4 1.9 59.4 7.0 75.1 90.2 24.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 8 5 11 3 19 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,664 COMMITMENTS 2,371 14,989 1,037 23,903 9,256 27,311 25,282 353 2,382 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 944) 154 693 129 637 358 920 1,180 24 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 54.2 3.7 86.4 33.5 98.7 91.4 1.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 26 16 19 19 43 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,692 COMMITMENTS 2,276 1,446 1 38,601 39,639 40,878 41,086 814 606 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -97) -693 93 1 621 -332 -71 -238 -26 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.5 0.0 92.6 95.1 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 1 13 8 20 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,547 COMMITMENTS 38,349 77,329 2,241 83,205 24,352 123,795 103,922 21,752 41,625 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,805) -2,955 -2,592 207 3,023 1,318 275 -1,067 1,530 2,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 53.1 1.5 57.2 16.7 85.1 71.4 14.9 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 29 7 22 21 47 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,546 COMMITMENTS 18,313 43,102 343 53,419 5,672 72,075 49,117 6,471 29,429 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 5,601) -1 2,579 179 5,258 216 5,436 2,974 165 2,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 54.9 0.4 68.0 7.2 91.8 62.5 8.2 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 18 5 12 11 25 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 186,826 COMMITMENTS 48,974 74,439 17,760 116,275 89,744 183,009 181,943 3,817 4,883 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,237) -1,349 -5,145 427 -766 2,885 -1,688 -1,833 -549 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 39.8 9.5 62.2 48.0 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 38 50 11 17 26 63 80 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 187,628 COMMITMENTS 38,403 66,661 3,522 128,714 79,674 170,639 149,857 16,989 37,771 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 15,238) 6,081 2,083 274 9,282 11,621 15,637 13,978 -399 1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 35.5 1.9 68.6 42.5 90.9 79.9 9.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 29 42 13 24 34 62 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 253,505 COMMITMENTS 31,228 106,129 8,597 197,457 92,536 237,282 207,262 16,223 46,243 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 5,992) 951 -1,484 2,485 2,828 5,840 6,264 6,841 -272 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 41.9 3.4 77.9 36.5 93.6 81.8 6.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 35 52 17 28 37 69 100 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 462,447 COMMITMENTS 78,782 261,627 8,929 330,854 106,332 418,565 376,888 43,882 85,559 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 17,821) 2,486 9,847 1,479 12,413 3,813 16,378 15,139 1,443 2,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 56.6 1.9 71.5 23.0 90.5 81.5 9.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 61 113 38 53 63 131 198 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 44,265 COMMITMENTS 24,414 20,753 3,093 15,605 18,633 43,112 42,479 1,153 1,786 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 13,722) 1,014 498 3,044 9,430 9,691 13,488 13,233 234 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 46.9 7.0 35.3 42.1 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 15 4 4 5 12 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,623 COMMITMENTS 22,881 18,124 403 10,658 12,451 33,942 30,978 2,681 5,645 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,524) 278 -469 139 366 1,711 783 1,381 741 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.5 49.5 1.1 29.1 34.0 92.7 84.6 7.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 19 29 7 11 12 34 44 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,965 COMMITMENTS 2,724 6,356 23 5,749 711 8,496 7,090 469 1,875 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,083) 506 1,173 0 679 24 1,185 1,197 -102 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 70.9 0.3 64.1 7.9 94.8 79.1 5.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 12 1 9 3 12 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,377,628 COMMITMENTS 1777217 2003233 1870796 6989930 6400549 10637943 10274578 739,685 1103050 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 195,106) 81,212 114,546 -27,474 67,072 61,786 120,810 148,858 74,296 46,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 17.6 16.4 61.4 56.3 93.5 90.3 6.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 49 90 107 128 149 248 285 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 685,208 COMMITMENTS 71,967 82,199 28,503 496,431 484,580 596,901 595,282 88,307 89,926 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 6,931) -366 -1,735 3,151 8,023 10,115 10,808 11,530 -3,877 -4,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 12.0 4.2 72.4 70.7 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564) 105 118 58 240 248 371 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 103,937 COMMITMENTS 12,640 3,596 2,788 55,892 69,871 71,320 76,255 32,617 27,682 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,051) 1,465 431 289 1,090 4,490 2,844 5,210 -1,793 -4,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.5 2.7 53.8 67.2 68.6 73.4 31.4 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 5 5 33 32 49 40 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,906,354 COMMITMENTS 316,333 412,712 108,878 2202695 2073544 2627906 2595134 278,448 311,220 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 29,399) -1,447 -3,123 6,602 34,665 28,123 39,820 31,602 -10,421 -2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 14.2 3.7 75.8 71.3 90.4 89.3 9.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 98 121 52 229 237 353 384 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,314 COMMITMENTS 11,340 3,151 394 67,597 83,073 79,331 86,618 10,983 3,696 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 454) 2,713 204 -94 -2,583 1,098 36 1,208 418 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 3.5 0.4 74.8 92.0 87.8 95.9 12.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 15 5 2 48 39 63 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,314 COMMITMENTS 18,966 7,614 1,678 42,510 55,509 63,154 64,801 6,161 4,513 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,865) 768 460 -228 895 1,208 1,435 1,439 430 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 11.0 2.4 61.3 80.1 91.1 93.5 8.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 60 41 15 82 74 149 124 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,572 COMMITMENTS 94,829 38,068 8,391 212,548 277,547 315,768 324,006 30,804 22,566 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 9,324) 3,842 2,301 -1,142 4,475 6,038 7,175 7,197 2,149 2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 11.0 2.4 61.3 80.1 91.1 93.5 8.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 60 41 15 82 74 149 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,800 COMMITMENTS 48,063 94,711 1,962 86,462 26,968 136,487 123,641 18,313 31,159 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,215) 2,026 -8,471 695 -4,165 11,368 -1,444 3,592 3,659 -1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 61.2 1.3 55.9 17.4 88.2 79.9 11.8 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 43 12 21 18 48 67 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 51,941 COMMITMENTS 22,889 19,515 681 19,641 24,405 43,211 44,601 8,730 7,340 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,581) 730 -1,550 -10 -2,195 -193 -1,475 -1,753 -106 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 37.6 1.3 37.8 47.0 83.2 85.9 16.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 18 4 18 9 43 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 97,519 COMMITMENTS 44,603 11,119 1,437 42,000 28,101 88,040 40,657 9,479 56,862 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,647) -50 2,048 249 2,558 1,300 2,757 3,597 -110 -950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 11.4 1.5 43.1 28.8 90.3 41.7 9.7 58.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 40 11 7 36 19 77 36
Updated December 4, 2015