BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 6,276: 553 398 711 3,745 3,890 5,009 4,999: 1,267 1,276 Old : 6,276: 553 398 711 3,745 3,890 5,009 4,999: 1,267 1,276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 100: 17 24 -5 -11 40 2 59: 98 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 6.3 11.3 59.7 62.0 79.8 79.7: 20.2 20.3 Old : 100.0: 8.8 6.3 11.3 59.7 62.0 79.8 79.7: 20.2 20.3 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 : 31: 4 7 7 14 16 22 26: Old : 31: 4 7 7 14 16 22 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 : 42.2 44.6 64.4 58.8 39.3 43.7 56.7 53.6 Old : 42.2 44.6 64.4 58.8 39.3 43.7 56.7 53.6 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 45,029: 14,088 4,625 8,648 17,581 17,362 40,317 30,634: 4,712 14,395 Old : 45,029: 14,088 4,625 8,648 17,581 17,362 40,317 30,634: 4,712 14,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 3,707: 1,512 313 750 907 1,015 3,169 2,078: 538 1,629 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 10.3 19.2 39.0 38.6 89.5 68.0: 10.5 32.0 Old : 100.0: 31.3 10.3 19.2 39.0 38.6 89.5 68.0: 10.5 32.0 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 : 86: 21 20 30 39 31 72 69: Old : 86: 21 20 30 39 31 72 69: 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 : 29.2 25.7 45.5 38.0 28.5 23.8 42.7 30.9 Old : 29.2 25.7 45.5 38.0 28.5 23.8 42.7 30.9 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 11,357: 277 1,522 2,044 8,125 6,450 10,445 10,016: 911 1,341 Old : 11,357: 277 1,522 2,044 8,125 6,450 10,445 10,016: 911 1,341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 1,519: 141 519 368 1,082 546 1,591 1,433: -72 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 13.4 18.0 71.5 56.8 92.0 88.2: 8.0 11.8 Old : 100.0: 2.4 13.4 18.0 71.5 56.8 92.0 88.2: 8.0 11.8 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 : 44: 6 12 15 24 18 40 35: Old : 44: 6 12 15 24 18 40 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 : 39.4 32.1 60.5 54.8 34.5 22.4 43.4 32.2 Old : 39.4 32.1 60.5 54.8 34.5 22.4 43.4 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 3,314: 248 131 654 1,921 1,156 2,823 1,941: 491 1,373 Old : 3,314: 248 131 654 1,921 1,156 2,823 1,941: 491 1,373 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 150: 16 3 41 62 67 119 111: 31 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 4.0 19.7 58.0 34.9 85.2 58.6: 14.8 41.4 Old : 100.0: 7.5 4.0 19.7 58.0 34.9 85.2 58.6: 14.8 41.4 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 : 21: 3 4 7 9 8 16 15: Old : 21: 3 4 7 9 8 16 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 : 49.1 36.6 71.4 48.8 42.5 28.5 58.1 35.1 Old : 49.1 36.6 71.4 48.8 42.5 28.5 58.1 35.1 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 285,681: 68,496 63,059 101,612 91,431 86,623 261,539 251,294: 24,142 34,386 Old : 281,795: 66,719 63,565 99,989 91,118 84,257 257,825 247,811: 23,970 33,985 Other: 3,885: 3,009 726 392 313 2,366 3,713 3,484: 172 402 : : : : : Changes in Commitments from: November 10, 2015 : : -2,677: -2,840 5,646 832 1,703 -6,774 -305 -297: -2,372 -2,380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 22.1 35.6 32.0 30.3 91.5 88.0: 8.5 12.0 Old : 100.0: 23.7 22.6 35.5 32.3 29.9 91.5 87.9: 8.5 12.1 Other: 100.0: 77.4 18.7 10.1 8.1 60.9 95.6 89.7: 4.4 10.3 : : : :# Traders : Number of Traders in Each Category : All : 307: 109 99 113 82 77 245 241: Old : 307: 107 101 112 81 77 244 240: Other: 45: 9 11 7 8 23 21 37: :---------------------------------------------------------------------------------------------------- : 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 : 12.5 13.7 21.7 22.7 11.1 11.9 18.1 17.4 Old : 12.7 13.6 21.9 22.6 11.3 11.8 18.4 17.3 Other: 79.8 43.0 88.4 61.3 74.4 40.4 78.2 55.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 398,771: 66,405 66,708 137,226 161,899 142,761 365,531 346,695: 33,240 52,076 Old : 398,771: 66,405 66,708 137,226 161,899 142,761 365,531 346,695: 33,240 52,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 8,109: -1,158 725 4,854 4,949 809 8,646 6,389: -536 1,720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 16.7 34.4 40.6 35.8 91.7 86.9: 8.3 13.1 Old : 100.0: 16.7 16.7 34.4 40.6 35.8 91.7 86.9: 8.3 13.1 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 : 404: 104 113 145 142 143 327 339: Old : 404: 104 113 145 142 143 327 339: 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 : 13.9 13.0 21.0 20.0 12.1 10.1 17.5 14.9 Old : 13.9 13.0 21.0 20.0 12.1 10.1 17.5 14.9 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 4,269: 1,336 1,776 704 1,199 573 3,239 3,053: 1,031 1,216 Old : 4,269: 1,336 1,776 704 1,199 573 3,239 3,053: 1,031 1,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 187: -60 -26 28 287 100 255 102: -67 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 41.6 16.5 28.1 13.4 75.9 71.5: 24.1 28.5 Old : 100.0: 31.3 41.6 16.5 28.1 13.4 75.9 71.5: 24.1 28.5 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 : 63: 15 21 11 22 14 45 41: Old : 63: 15 21 11 22 14 45 41: 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 : 23.4 28.9 38.8 40.9 20.2 24.5 34.0 33.8 Old : 23.4 28.9 38.8 40.9 20.2 24.5 34.0 33.8 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 47,375: 11,169 10,001 13,190 14,090 8,111 38,450 31,302: 8,925 16,073 Old : 47,375: 11,169 10,001 13,190 14,090 8,111 38,450 31,302: 8,925 16,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 442: 1,141 766 223 -288 -327 1,076 663: -634 -221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 21.1 27.8 29.7 17.1 81.2 66.1: 18.8 33.9 Old : 100.0: 23.6 21.1 27.8 29.7 17.1 81.2 66.1: 18.8 33.9 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 : 193: 45 66 60 61 52 148 146: Old : 193: 45 66 60 61 52 148 146: 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 : 14.0 11.2 24.5 19.5 12.1 7.2 18.3 10.6 Old : 14.0 11.2 24.5 19.5 12.1 7.2 18.3 10.6 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 4,305: 603 2,939 231 2,382 657 3,216 3,827: 1,090 478 Old : 4,305: 603 2,939 231 2,382 657 3,216 3,827: 1,090 478 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 297: 5 297 0 251 -32 255 265: 41 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 68.3 5.4 55.3 15.3 74.7 88.9: 25.3 11.1 Old : 100.0: 14.0 68.3 5.4 55.3 15.3 74.7 88.9: 25.3 11.1 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 : 21: 5 7 5 9 4 17 13: Old : 21: 5 7 5 9 4 17 13: 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 : 43.9 63.0 61.9 79.1 43.3 61.3 57.6 71.3 Old : 43.9 63.0 61.9 79.1 43.3 61.3 57.6 71.3 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 34,286: 1,588 14,236 4,434 27,548 11,028 33,569 29,698: 716 4,588 Old : 34,286: 1,588 14,236 4,434 27,548 11,028 33,569 29,698: 716 4,588 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 3,552: 329 1,575 396 2,751 1,287 3,477 3,259: 75 293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 41.5 12.9 80.3 32.2 97.9 86.6: 2.1 13.4 Old : 100.0: 4.6 41.5 12.9 80.3 32.2 97.9 86.6: 2.1 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 : 75: 9 34 29 23 19 57 57: Old : 75: 9 34 29 23 19 57 57: 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 : 47.1 31.8 66.6 49.4 47.1 31.7 66.2 46.3 Old : 47.1 31.8 66.6 49.4 47.1 31.7 66.2 46.3 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 38,344: 2,160 812 0 35,387 36,752 37,547 37,564: 797 780 Old : 38,344: 2,160 812 0 35,387 36,752 37,547 37,564: 797 780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : -4,380: -1,374 -451 0 -3,046 -4,210 -4,420 -4,661: 40 281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 2.1 0.0 92.3 95.8 97.9 98.0: 2.1 2.0 Old : 100.0: 5.6 2.1 0.0 92.3 95.8 97.9 98.0: 2.1 2.0 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 : 23: 6 2 0 11 8 17 10: Old : 23: 6 2 0 11 8 17 10: 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 : 75.6 85.1 92.1 96.6 75.6 79.8 87.2 88.8 Old : 75.6 85.1 92.1 96.6 75.6 79.8 87.2 88.8 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 154,241: 43,064 73,843 7,446 82,067 29,565 132,577 110,853: 21,665 43,388 Old : 154,241: 43,064 73,843 7,446 82,067 29,565 132,577 110,853: 21,665 43,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 8,858: -826 10,186 1,010 8,562 -6,180 8,746 5,017: 112 3,842 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 47.9 4.8 53.2 19.2 86.0 71.9: 14.0 28.1 Old : 100.0: 27.9 47.9 4.8 53.2 19.2 86.0 71.9: 14.0 28.1 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 : 86: 25 29 18 22 26 55 65: Old : 86: 25 29 18 22 26 55 65: 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 : 41.3 43.6 53.4 49.7 40.5 43.4 52.5 48.8 Old : 41.3 43.6 53.4 49.7 40.5 43.4 52.5 48.8 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 73,351: 17,776 34,494 4,874 43,052 6,620 65,701 45,988: 7,650 27,363 Old : 73,351: 17,776 34,494 4,874 43,052 6,620 65,701 45,988: 7,650 27,363 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 8,427: -491 6,200 996 7,870 130 8,375 7,325: 53 1,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 47.0 6.6 58.7 9.0 89.6 62.7: 10.4 37.3 Old : 100.0: 24.2 47.0 6.6 58.7 9.0 89.6 62.7: 10.4 37.3 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 : 46: 11 17 11 12 10 27 34: Old : 46: 11 17 11 12 10 27 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 : 47.1 35.8 65.2 46.0 46.8 35.8 64.9 44.4 Old : 47.1 35.8 65.2 46.0 46.8 35.8 64.9 44.4 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 181,795: 41,468 79,589 18,033 119,179 77,425 178,680 175,047: 3,115 6,748 Old : 181,795: 41,468 79,589 18,033 119,179 77,425 178,680 175,047: 3,115 6,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 22,962: -2,414 16,987 571 25,480 5,364 23,637 22,921: -675 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 43.8 9.9 65.6 42.6 98.3 96.3: 1.7 3.7 Old : 100.0: 22.8 43.8 9.9 65.6 42.6 98.3 96.3: 1.7 3.7 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 : 115: 25 56 14 15 25 52 85: Old : 115: 25 56 14 15 25 52 85: 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 : 67.1 37.3 82.8 57.3 66.4 31.1 73.8 46.4 Old : 67.1 37.3 82.8 57.3 66.4 31.1 73.8 46.4 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 197,601: 34,295 60,403 15,639 129,220 83,019 179,155 159,061: 18,446 38,540 Old : 197,601: 34,295 60,403 15,639 129,220 83,019 179,155 159,061: 18,446 38,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 1,978: -5,085 4,253 622 8,069 -423 3,605 4,452: -1,627 -2,474 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 30.6 7.9 65.4 42.0 90.7 80.5: 9.3 19.5 Old : 100.0: 17.4 30.6 7.9 65.4 42.0 90.7 80.5: 9.3 19.5 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 : 111: 29 39 23 27 38 71 85: Old : 111: 29 39 23 27 38 71 85: 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 : 47.6 23.3 55.9 32.6 47.4 23.2 55.5 31.2 Old : 47.6 23.3 55.9 32.6 47.4 23.2 55.5 31.2 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 281,420: 34,310 115,242 21,489 207,442 92,946 263,241 229,678: 18,178 51,742 Old : 281,420: 34,310 115,242 21,489 207,442 92,946 263,241 229,678: 18,178 51,742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 16,944: -944 10,613 1,345 16,512 2,946 16,913 14,904: 31 2,040 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 41.0 7.6 73.7 33.0 93.5 81.6: 6.5 18.4 Old : 100.0: 12.2 41.0 7.6 73.7 33.0 93.5 81.6: 6.5 18.4 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 : 143: 28 64 32 31 37 79 113: Old : 143: 28 64 32 31 37 79 113: 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 : 59.2 28.3 68.4 37.4 58.7 28.2 67.0 37.2 Old : 59.2 28.3 68.4 37.4 58.7 28.2 67.0 37.2 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 549,229: 81,112 237,693 65,891 351,414 151,970 498,418 455,554: 50,812 93,676 Old : 549,229: 81,112 237,693 65,891 351,414 151,970 498,418 455,554: 50,812 93,676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 24,174: -258 17,913 6,631 15,403 -863 21,777 23,681: 2,397 493 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 43.3 12.0 64.0 27.7 90.7 82.9: 9.3 17.1 Old : 100.0: 14.8 43.3 12.0 64.0 27.7 90.7 82.9: 9.3 17.1 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 : 269: 60 122 70 58 64 158 218: Old : 269: 60 122 70 58 64 158 218: 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 : 24.6 20.8 38.8 28.8 23.2 20.5 34.7 25.9 Old : 24.6 20.8 38.8 28.8 23.2 20.5 34.7 25.9 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 26,585: 21,561 18,982 35 4,015 6,236 25,611 25,253: 974 1,332 Old : 26,585: 21,561 18,982 35 4,015 6,236 25,611 25,253: 974 1,332 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 3,880: 3,607 3,461 -23 195 443 3,779 3,881: 101 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 71.4 0.1 15.1 23.5 96.3 95.0: 3.7 5.0 Old : 100.0: 81.1 71.4 0.1 15.1 23.5 96.3 95.0: 3.7 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 : 29: 5 17 2 3 5 10 22: Old : 29: 5 17 2 3 5 10 22: 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 : 91.9 61.2 96.2 80.5 91.9 61.2 96.1 80.4 Old : 91.9 61.2 96.2 80.5 91.9 61.2 96.1 80.4 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 34,899: 22,219 16,971 478 10,212 11,113 32,909 28,562: 1,990 6,337 Old : 34,899: 22,219 16,971 478 10,212 11,113 32,909 28,562: 1,990 6,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 1,180: 952 1,268 113 414 -900 1,479 481: -299 699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 48.6 1.4 29.3 31.8 94.3 81.8: 5.7 18.2 Old : 100.0: 63.7 48.6 1.4 29.3 31.8 94.3 81.8: 5.7 18.2 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 : 69: 17 30 7 13 12 32 47: Old : 69: 17 30 7 13 12 32 47: 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 : 60.5 40.0 73.4 53.0 60.5 40.0 73.4 53.0 Old : 60.5 40.0 73.4 53.0 60.5 40.0 73.4 53.0 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 7,782: 2,463 5,398 23 4,859 672 7,345 6,093: 437 1,689 Old : 7,782: 2,463 5,398 23 4,859 672 7,345 6,093: 437 1,689 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 28: -36 -289 0 65 81 29 -208: -1 236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 69.4 0.3 62.4 8.6 94.4 78.3: 5.6 21.7 Old : 100.0: 31.6 69.4 0.3 62.4 8.6 94.4 78.3: 5.6 21.7 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 : 22: 2 13 1 7 3 10 16: Old : 22: 2 13 1 7 3 10 16: 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 : 78.0 47.2 94.1 62.1 77.1 46.9 92.9 61.5 Old : 78.0 47.2 94.1 62.1 77.1 46.9 92.9 61.5 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 with Delta-adjusted Options and Futures Combined, November 17, 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 :18,874,193: 1,318,280 1,471,129 8,014,824 8,840,357 8,273,425 18,173,461 17,759,378: 700,732 1,114,814 Old :18,874,193: 1,318,280 1,471,129 8,014,824 8,840,357 8,273,425 18,173,461 17,759,378: 700,732 1,114,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : -474,350: -49,288 -92,363 -252,877 -111,729 -87,530 -413,895 -432,770: -60,456 -41,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 7.8 42.5 46.8 43.8 96.3 94.1: 3.7 5.9 Old : 100.0: 7.0 7.8 42.5 46.8 43.8 96.3 94.1: 3.7 5.9 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 : 325: 66 88 120 142 161 278 305: Old : 325: 66 88 120 142 161 278 305: 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 : 21.2 20.9 34.3 33.2 9.8 8.5 15.1 11.3 Old : 21.2 20.9 34.3 33.2 9.8 8.5 15.1 11.3 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 893,934: 71,292 87,988 101,778 607,946 588,943 781,016 778,708: 112,918 115,225 Old : 893,934: 71,292 87,988 101,778 607,946 588,943 781,016 778,708: 112,918 115,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 1,981: -1,596 -8,740 3,735 -7,237 4,074 -5,098 -931: 7,079 2,912 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 9.8 11.4 68.0 65.9 87.4 87.1: 12.6 12.9 Old : 100.0: 8.0 9.8 11.4 68.0 65.9 87.4 87.1: 12.6 12.9 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 : 638: 144 147 157 251 268 475 493: Old : 638: 144 147 157 251 268 475 493: 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 : 15.3 12.0 25.6 18.5 11.6 7.6 18.4 12.5 Old : 15.3 12.0 25.6 18.5 11.6 7.6 18.4 12.5 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 176,931: 13,689 4,515 26,205 96,042 98,681 135,936 129,402: 40,995 47,529 Old : 176,931: 13,689 4,515 26,205 96,042 98,681 135,936 129,402: 40,995 47,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 1,907: 2,091 -2,985 -1,137 -436 580 519 -3,541: 1,388 5,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 2.6 14.8 54.3 55.8 76.8 73.1: 23.2 26.9 Old : 100.0: 7.7 2.6 14.8 54.3 55.8 76.8 73.1: 23.2 26.9 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 : 83: 20 11 27 44 39 76 66: Old : 83: 20 11 27 44 39 76 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 : 19.1 21.4 30.7 35.1 12.5 13.7 20.2 22.2 Old : 19.1 21.4 30.7 35.1 12.5 13.7 20.2 22.2 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 3,585,011: 313,587 442,937 352,289 2,559,519 2,451,306 3,225,396 3,246,533: 359,615 338,479 Old : 3,585,011: 313,587 442,937 352,289 2,559,519 2,451,306 3,225,396 3,246,533: 359,615 338,479 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 372: -20,066 -30,409 25,990 -34,009 17,466 -28,085 13,047: 28,457 -12,676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 12.4 9.8 71.4 68.4 90.0 90.6: 10.0 9.4 Old : 100.0: 8.7 12.4 9.8 71.4 68.4 90.0 90.6: 10.0 9.4 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 : 617: 137 143 147 242 259 453 475: Old : 617: 137 143 147 242 259 453 475: 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 : 16.8 11.5 27.2 18.7 14.2 9.8 22.5 15.6 Old : 16.8 11.5 27.2 18.7 14.2 9.8 22.5 15.6 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 86,488: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,559 4,395 Old : 86,488: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,559 4,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 846: -323 -903 -697 1,536 2,221 516 621: 330 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 4.4 0.5 80.8 90.1 87.8 94.9: 12.2 5.1 Old : 100.0: 6.5 4.4 0.5 80.8 90.1 87.8 94.9: 12.2 5.1 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 : 85: 10 6 1 49 39 59 46: Old : 85: 10 6 1 49 39 59 46: 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 : 37.4 42.1 55.8 65.1 37.2 42.0 55.5 65.1 Old : 37.4 42.1 55.8 65.1 37.2 42.0 55.5 65.1 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 73,758: 19,601 5,731 2,777 45,276 60,845 67,655 69,353: 6,103 4,404 Old : 73,758: 19,601 5,731 2,777 45,276 60,845 67,655 69,353: 6,103 4,404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : -2,930: -3,436 -911 572 357 -2,222 -2,507 -2,561: -423 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0 Old : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0 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 : 235: 70 40 22 79 73 160 126: Old : 235: 70 40 22 79 73 160 126: 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 : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6 Old : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 368,788: 98,005 28,656 13,886 226,382 304,225 338,274 346,766: 30,514 22,022 Old : 368,788: 98,005 28,656 13,886 226,382 304,225 338,274 346,766: 30,514 22,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : -14,650: -17,180 -4,557 2,859 1,787 -11,108 -12,534 -12,805: -2,116 -1,845 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0 Old : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0 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 : 235: 70 40 22 79 73 160 126: Old : 235: 70 40 22 79 73 160 126: 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 : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6 Old : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 175,947: 46,037 112,568 6,277 107,507 18,808 159,821 137,653: 16,126 38,293 Old : 175,947: 46,037 112,568 6,277 107,507 18,808 159,821 137,653: 16,126 38,293 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 5,781: -1,438 12,286 -991 6,730 -1,960 4,301 9,336: 1,480 -3,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 64.0 3.6 61.1 10.7 90.8 78.2: 9.2 21.8 Old : 100.0: 26.2 64.0 3.6 61.1 10.7 90.8 78.2: 9.2 21.8 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 : 103: 26 50 19 20 20 53 82: Old : 103: 26 50 19 20 20 53 82: 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 : 52.9 41.2 68.9 48.8 52.7 41.1 67.9 48.7 Old : 52.9 41.2 68.9 48.8 52.7 41.1 67.9 48.7 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 52,575: 21,053 19,636 569 22,067 24,369 43,689 44,574: 8,886 8,001 Old : 52,575: 21,053 19,636 569 22,067 24,369 43,689 44,574: 8,886 8,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : -20: -613 -1,582 418 56 205 -139 -959: 119 939 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 37.3 1.1 42.0 46.4 83.1 84.8: 16.9 15.2 Old : 100.0: 40.0 37.3 1.1 42.0 46.4 83.1 84.8: 16.9 15.2 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 : 66: 22 15 5 22 10 45 29: Old : 66: 22 15 5 22 10 45 29: 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 : 36.8 55.2 50.7 70.3 36.8 55.2 50.7 70.3 Old : 36.8 55.2 50.7 70.3 36.8 55.2 50.7 70.3 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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 98,084: 47,820 12,839 1,011 39,691 28,829 88,522 42,679: 9,562 55,405 Old : 98,084: 47,820 12,839 1,011 39,691 28,829 88,522 42,679: 9,562 55,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 10, 2015 : : 6,923: 1,576 1,156 305 4,681 -1,098 6,562 363: 361 6,560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 13.1 1.0 40.5 29.4 90.3 43.5: 9.7 56.5 Old : 100.0: 48.8 13.1 1.0 40.5 29.4 90.3 43.5: 9.7 56.5 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 : 99: 39 13 7 35 24 77 41: Old : 99: 39 13 7 35 24 77 41: 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 : 27.0 24.5 40.3 29.8 26.3 23.8 39.4 29.0 Old : 27.0 24.5 40.3 29.8 26.3 23.8 39.4 29.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015