BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,276 COMMITMENTS 553 398 711 3,745 3,890 5,009 4,999 1,267 1,276 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 100) 17 24 -5 -11 40 2 59 98 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 6.3 11.3 59.7 62.0 79.8 79.7 20.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 7 14 16 22 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,029 COMMITMENTS 14,088 4,625 8,648 17,581 17,362 40,317 30,634 4,712 14,395 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,707) 1,512 313 750 907 1,015 3,169 2,078 538 1,629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 10.3 19.2 39.0 38.6 89.5 68.0 10.5 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 20 30 39 31 72 69 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,357 COMMITMENTS 277 1,522 2,044 8,125 6,450 10,445 10,016 911 1,341 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,519) 141 519 368 1,082 546 1,591 1,433 -72 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 13.4 18.0 71.5 56.8 92.0 88.2 8.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 12 15 24 18 40 35 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,314 COMMITMENTS 248 131 654 1,921 1,156 2,823 1,941 491 1,373 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 150) 16 3 41 62 67 119 111 31 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 4.0 19.7 58.0 34.9 85.2 58.6 14.8 41.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 7 9 8 16 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,681 COMMITMENTS 68,496 63,059 101,612 91,431 86,623 261,539 251,294 24,142 34,386 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,677) -2,840 5,646 832 1,703 -6,774 -305 -297 -2,372 -2,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 22.1 35.6 32.0 30.3 91.5 88.0 8.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 109 99 113 82 77 245 241 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,771 COMMITMENTS 66,405 66,708 137,226 161,899 142,761 365,531 346,695 33,240 52,076 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,109) -1,158 725 4,854 4,949 809 8,646 6,389 -536 1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 16.7 34.4 40.6 35.8 91.7 86.9 8.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 104 113 145 142 143 327 339 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,269 COMMITMENTS 1,336 1,776 704 1,199 573 3,239 3,053 1,031 1,216 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 187) -60 -26 28 287 100 255 102 -67 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 41.6 16.5 28.1 13.4 75.9 71.5 24.1 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 21 11 22 14 45 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,375 COMMITMENTS 11,169 10,001 13,190 14,090 8,111 38,450 31,302 8,925 16,073 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 442) 1,141 766 223 -288 -327 1,076 663 -634 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 21.1 27.8 29.7 17.1 81.2 66.1 18.8 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 45 66 60 61 52 148 146 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,305 COMMITMENTS 603 2,939 231 2,382 657 3,216 3,827 1,090 478 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 297) 5 297 0 251 -32 255 265 41 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 68.3 5.4 55.3 15.3 74.7 88.9 25.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 7 5 9 4 17 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,286 COMMITMENTS 1,588 14,236 4,434 27,548 11,028 33,569 29,698 716 4,588 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,552) 329 1,575 396 2,751 1,287 3,477 3,259 75 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 41.5 12.9 80.3 32.2 97.9 86.6 2.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 34 29 23 19 57 57 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,344 COMMITMENTS 2,160 812 0 35,387 36,752 37,547 37,564 797 780 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,380) -1,374 -451 0 -3,046 -4,210 -4,420 -4,661 40 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.1 0.0 92.3 95.8 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 0 11 8 17 10 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,241 COMMITMENTS 43,064 73,843 7,446 82,067 29,565 132,577 110,853 21,665 43,388 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,858) -826 10,186 1,010 8,562 -6,180 8,746 5,017 112 3,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 47.9 4.8 53.2 19.2 86.0 71.9 14.0 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 25 29 18 22 26 55 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,351 COMMITMENTS 17,776 34,494 4,874 43,052 6,620 65,701 45,988 7,650 27,363 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,427) -491 6,200 996 7,870 130 8,375 7,325 53 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 47.0 6.6 58.7 9.0 89.6 62.7 10.4 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 17 11 12 10 27 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 181,795 COMMITMENTS 41,468 79,589 18,033 119,179 77,425 178,680 175,047 3,115 6,748 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 22,962) -2,414 16,987 571 25,480 5,364 23,637 22,921 -675 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 43.8 9.9 65.6 42.6 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 25 56 14 15 25 52 85 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,601 COMMITMENTS 34,295 60,403 15,639 129,220 83,019 179,155 159,061 18,446 38,540 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,978) -5,085 4,253 622 8,069 -423 3,605 4,452 -1,627 -2,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 30.6 7.9 65.4 42.0 90.7 80.5 9.3 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 29 39 23 27 38 71 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 281,420 COMMITMENTS 34,310 115,242 21,489 207,442 92,946 263,241 229,678 18,178 51,742 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 16,944) -944 10,613 1,345 16,512 2,946 16,913 14,904 31 2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 41.0 7.6 73.7 33.0 93.5 81.6 6.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 28 64 32 31 37 79 113 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 549,229 COMMITMENTS 81,112 237,693 65,891 351,414 151,970 498,418 455,554 50,812 93,676 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 24,174) -258 17,913 6,631 15,403 -863 21,777 23,681 2,397 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 43.3 12.0 64.0 27.7 90.7 82.9 9.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 60 122 70 58 64 158 218 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,585 COMMITMENTS 21,561 18,982 35 4,015 6,236 25,611 25,253 974 1,332 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,880) 3,607 3,461 -23 195 443 3,779 3,881 101 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.1 71.4 0.1 15.1 23.5 96.3 95.0 3.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 17 2 3 5 10 22 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,899 COMMITMENTS 22,219 16,971 478 10,212 11,113 32,909 28,562 1,990 6,337 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,180) 952 1,268 113 414 -900 1,479 481 -299 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.7 48.6 1.4 29.3 31.8 94.3 81.8 5.7 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 30 7 13 12 32 47 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,782 COMMITMENTS 2,463 5,398 23 4,859 672 7,345 6,093 437 1,689 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 28) -36 -289 0 65 81 29 -208 -1 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 69.4 0.3 62.4 8.6 94.4 78.3 5.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 13 1 7 3 10 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,874,193 COMMITMENTS 1318280 1471129 8014824 8840357 8273425 18173461 17759378 700,732 1114814 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -474,350) -49,288 -92,363 -252,877 -111,729 -87,530 -413,895 -432,770 -60,456 -41,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 7.8 42.5 46.8 43.8 96.3 94.1 3.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 66 88 120 142 161 278 305 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 893,934 COMMITMENTS 71,292 87,988 101,778 607,946 588,943 781,016 778,708 112,918 115,225 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,981) -1,596 -8,740 3,735 -7,237 4,074 -5,098 -931 7,079 2,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.8 11.4 68.0 65.9 87.4 87.1 12.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 144 147 157 251 268 475 493 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 176,931 COMMITMENTS 13,689 4,515 26,205 96,042 98,681 135,936 129,402 40,995 47,529 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,907) 2,091 -2,985 -1,137 -436 580 519 -3,541 1,388 5,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 2.6 14.8 54.3 55.8 76.8 73.1 23.2 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 11 27 44 39 76 66 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,585,011 COMMITMENTS 313,587 442,937 352,289 2559519 2451306 3225396 3246533 359,615 338,479 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 372) -20,066 -30,409 25,990 -34,009 17,466 -28,085 13,047 28,457 -12,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 12.4 9.8 71.4 68.4 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 137 143 147 242 259 453 475 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 86,488 COMMITMENTS 5,654 3,805 398 69,877 77,890 75,929 82,093 10,559 4,395 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 846) -323 -903 -697 1,536 2,221 516 621 330 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 4.4 0.5 80.8 90.1 87.8 94.9 12.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 10 6 1 49 39 59 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,758 COMMITMENTS 19,601 5,731 2,777 45,276 60,845 67,655 69,353 6,103 4,404 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,930) -3,436 -911 572 357 -2,222 -2,507 -2,561 -423 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 7.8 3.8 61.4 82.5 91.7 94.0 8.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 70 40 22 79 73 160 126 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,788 COMMITMENTS 98,005 28,656 13,886 226,382 304,225 338,274 346,766 30,514 22,022 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -14,650) -17,180 -4,557 2,859 1,787 -11,108 -12,534 -12,805 -2,116 -1,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 7.8 3.8 61.4 82.5 91.7 94.0 8.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 70 40 22 79 73 160 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,947 COMMITMENTS 46,037 112,568 6,277 107,507 18,808 159,821 137,653 16,126 38,293 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,781) -1,438 12,286 -991 6,730 -1,960 4,301 9,336 1,480 -3,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 64.0 3.6 61.1 10.7 90.8 78.2 9.2 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 26 50 19 20 20 53 82 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 52,575 COMMITMENTS 21,053 19,636 569 22,067 24,369 43,689 44,574 8,886 8,001 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -20) -613 -1,582 418 56 205 -139 -959 119 939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 37.3 1.1 42.0 46.4 83.1 84.8 16.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 15 5 22 10 45 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 98,084 COMMITMENTS 47,820 12,839 1,011 39,691 28,829 88,522 42,679 9,562 55,405 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,923) 1,576 1,156 305 4,681 -1,098 6,562 363 361 6,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.8 13.1 1.0 40.5 29.4 90.3 43.5 9.7 56.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 39 13 7 35 24 77 41
Updated November 20, 2015