BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,127 COMMITMENTS 573 809 192 3,314 3,283 4,079 4,284 1,048 843 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 270) 103 284 48 154 135 305 467 -35 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 15.8 3.7 64.6 64.0 79.6 83.6 20.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 10 6 13 15 23 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,007 COMMITMENTS 14,739 8,577 328 12,290 13,168 27,357 22,073 2,650 7,934 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,849) 1,233 1,122 -53 530 587 1,710 1,656 139 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 28.6 1.1 41.0 43.9 91.2 73.6 8.8 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 17 28 15 25 22 49 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,097 COMMITMENTS 248 1,550 494 5,827 4,041 6,569 6,085 528 1,012 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 253) 25 394 -17 265 -39 273 338 -20 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 21.8 7.0 82.1 56.9 92.6 85.7 7.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 13 13 21 16 35 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,800 COMMITMENTS 73,170 77,836 36,089 75,930 64,770 185,189 178,695 18,611 25,105 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -121) -875 1,878 844 57 -2,391 26 331 -147 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 38.2 17.7 37.3 31.8 90.9 87.7 9.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 98 89 80 61 66 207 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,849 COMMITMENTS 71,700 82,711 54,238 126,140 102,555 252,078 239,504 26,771 39,345 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,195) 3,255 2,625 2,460 4 1,031 5,719 6,116 476 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 29.7 19.5 45.2 36.8 90.4 85.9 9.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 95 120 120 104 119 269 306 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,982 COMMITMENTS 1,344 1,916 473 1,145 551 2,962 2,940 1,020 1,042 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6) -6 53 -36 -10 117 -52 134 58 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 48.1 11.9 28.8 13.8 74.4 73.8 25.6 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 23 7 18 14 39 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,664 COMMITMENTS 11,263 11,221 4,506 10,633 5,972 26,402 21,699 7,262 11,965 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,485) -351 -574 -737 -646 -136 -1,734 -1,447 249 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 33.3 13.4 31.6 17.7 78.4 64.5 21.6 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 29 61 38 40 40 102 116 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,158 COMMITMENTS 589 3,361 83 2,344 298 3,016 3,742 1,142 416 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 374) 0 375 0 294 -25 294 350 80 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 80.8 2.0 56.4 7.2 72.5 90.0 27.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 8 5 10 3 18 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,720 COMMITMENTS 2,217 14,296 908 23,266 8,898 26,391 24,102 329 2,618 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,451) -54 1,389 136 1,443 -207 1,525 1,318 -74 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 53.5 3.4 87.1 33.3 98.8 90.2 1.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 25 15 19 18 43 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,789 COMMITMENTS 2,969 1,353 0 37,980 39,971 40,949 41,324 840 465 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,445) 809 541 0 2,593 3,219 3,402 3,760 43 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 3.2 0.0 90.9 95.6 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 0 12 9 18 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,742 COMMITMENTS 41,304 79,921 2,034 80,182 23,034 123,520 104,989 20,222 38,753 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,957) -4,285 5,980 453 5,092 -2,089 1,260 4,344 697 -2,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 55.6 1.4 55.8 16.0 85.9 73.0 14.1 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 26 29 10 23 21 51 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,945 COMMITMENTS 18,314 40,523 164 48,161 5,456 66,639 46,143 6,306 26,802 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,826) -700 6,180 -593 7,966 273 6,673 5,860 -847 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 55.6 0.2 66.0 7.5 91.4 63.3 8.6 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 18 5 13 10 24 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,063 COMMITMENTS 50,323 79,584 17,333 117,041 86,859 184,697 183,776 4,366 5,287 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,564) 8,888 -114 -516 -2,081 9,592 6,291 8,962 1,273 -1,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 42.1 9.2 61.9 45.9 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 51 10 17 25 59 79 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,390 COMMITMENTS 32,322 64,578 3,248 119,432 68,053 155,002 135,879 17,388 36,511 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,864) -2,785 4,211 719 -1,032 -7,179 -3,098 -2,249 234 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 37.5 1.9 69.3 39.5 89.9 78.8 10.1 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 26 43 11 24 33 57 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,513 COMMITMENTS 30,277 107,613 6,112 194,629 86,696 231,018 200,421 16,495 47,092 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,833) -4,198 -5,473 980 604 3,895 -2,614 -598 -219 -2,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 43.5 2.5 78.6 35.0 93.3 81.0 6.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 32 52 15 26 34 66 93 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 444,626 COMMITMENTS 76,296 251,780 7,450 318,441 102,519 402,187 361,749 42,439 82,877 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,825) -2,602 8,705 376 10,987 -783 8,761 8,298 -936 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 56.6 1.7 71.6 23.1 90.5 81.4 9.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 59 114 36 53 62 129 195 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,543 COMMITMENTS 23,400 20,255 49 6,175 8,942 29,624 29,246 919 1,297 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,958) 1,839 1,273 14 2,160 2,706 4,013 3,993 -55 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.6 66.3 0.2 20.2 29.3 97.0 95.8 3.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 15 3 3 5 11 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,099 COMMITMENTS 22,603 18,593 264 10,292 10,740 33,159 29,597 1,940 5,502 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 200) 384 1,622 -214 80 -373 250 1,035 -50 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 53.0 0.8 29.3 30.6 94.5 84.3 5.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 31 4 12 12 32 45 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,882 COMMITMENTS 2,218 5,183 23 5,070 687 7,311 5,893 571 1,989 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 100) -245 -215 0 211 15 -34 -200 134 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 65.8 0.3 64.3 8.7 92.8 74.8 7.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 12 1 6 3 8 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,182,522 COMMITMENTS 1696005 1888687 1898270 6922858 6338763 10517133 10125720 665,389 1056802 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 95,731) 90,125 85,047 151 -5,224 16,364 85,052 101,562 10,679 -5,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 16.9 17.0 61.9 56.7 94.0 90.5 6.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 55 79 104 128 150 245 281 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 678,277 COMMITMENTS 72,334 83,935 25,352 488,408 474,465 586,093 583,751 92,184 94,526 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,594) 804 -4,118 -1,635 3,319 7,343 2,489 1,590 -5,083 -4,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 12.4 3.7 72.0 70.0 86.4 86.1 13.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 99 133 64 239 256 369 424 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 102,886 COMMITMENTS 11,175 3,165 2,499 54,802 65,381 68,476 71,045 34,410 31,841 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,903) -517 106 -714 -3,165 5,317 -4,396 4,709 1,493 -7,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 3.1 2.4 53.3 63.5 66.6 69.1 33.4 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 5 4 30 28 46 35 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,876,955 COMMITMENTS 317,780 415,835 102,276 2168030 2045421 2588086 2563532 288,869 313,423 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,545) 4,994 -22,733 -2,991 32,420 10,128 34,423 -15,596 -32,878 17,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 14.5 3.6 75.4 71.1 90.0 89.1 10.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 93 135 59 230 245 353 410 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 89,860 COMMITMENTS 8,627 2,947 488 70,180 81,975 79,295 85,410 10,565 4,450 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,374) 2,973 -858 90 303 4,085 3,366 3,317 8 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 3.3 0.5 78.1 91.2 88.2 95.0 11.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 5 2 51 38 64 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,450 COMMITMENTS 18,197 7,153 1,907 41,615 54,302 61,719 63,362 5,731 4,088 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,505) -1,328 1,401 607 -1,690 -4,524 -2,411 -2,516 -95 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 10.6 2.8 61.7 80.5 91.5 93.9 8.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 64 42 16 75 78 146 131 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,248 COMMITMENTS 90,987 35,767 9,533 208,073 271,509 308,593 316,809 28,655 20,439 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -12,527) -6,640 7,007 3,034 -8,448 -22,621 -12,054 -12,580 -473 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 10.6 2.8 61.7 80.5 91.5 93.9 8.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 64 42 16 75 78 146 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 152,585 COMMITMENTS 46,037 103,182 1,267 90,627 15,600 137,931 120,049 14,654 32,536 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -9,498) 1,104 -8,215 827 -12,564 1,273 -10,633 -6,115 1,135 -3,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 67.6 0.8 59.4 10.2 90.4 78.7 9.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 44 11 19 16 45 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,522 COMMITMENTS 22,159 21,065 691 21,836 24,598 44,686 46,354 8,836 7,168 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 947) 1,106 1,429 122 -231 229 997 1,780 -50 -833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 39.4 1.3 40.8 46.0 83.5 86.6 16.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 22 21 5 21 11 46 34 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,872 COMMITMENTS 44,653 9,071 1,188 39,442 26,801 85,283 37,060 9,589 57,812 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -3,212) -3,167 -3,768 177 -249 -2,028 -3,239 -5,619 27 2,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 9.6 1.3 41.6 28.2 89.9 39.1 10.1 60.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 43 9 8 37 19 82 34
Updated November 30, 2015