BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 6,614 COMMITMENTS 677 687 774 3,920 4,059 5,371 5,520 1,243 1,094 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 338) 124 289 63 175 169 362 521 -24 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 10.4 11.7 59.3 61.4 81.2 83.5 18.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 7 9 14 16 25 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 48,970 COMMITMENTS 15,428 5,347 9,820 18,592 18,716 43,839 33,882 5,131 15,087 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,941) 1,339 722 1,172 1,010 1,354 3,522 3,248 419 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 10.9 20.1 38.0 38.2 89.5 69.2 10.5 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 26 21 32 39 31 74 75 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 12,195 COMMITMENTS 282 1,961 2,242 8,771 6,750 11,295 10,954 900 1,242 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 838) 5 440 198 646 300 850 938 -11 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 16.1 18.4 71.9 55.4 92.6 89.8 7.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 16 16 25 19 42 40 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 3,338 COMMITMENTS 312 112 577 1,897 1,158 2,786 1,846 552 1,492 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 24) 64 -20 -77 -24 2 -37 -95 61 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 3.3 17.3 56.8 34.7 83.5 55.3 16.5 44.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 6 9 8 15 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 284,245 COMMITMENTS 66,017 64,226 102,721 91,914 84,121 260,652 251,068 23,593 33,176 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,436) -2,479 1,167 1,109 483 -2,502 -887 -226 -549 -1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 22.6 36.1 32.3 29.6 91.7 88.3 8.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 118 90 108 84 76 252 232 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 402,344 COMMITMENTS 68,784 68,738 139,109 161,306 142,641 369,198 350,487 33,146 51,857 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,573) 2,378 2,029 1,883 -594 -120 3,667 3,792 -94 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 17.1 34.6 40.1 35.5 91.8 87.1 8.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 110 115 149 148 145 337 344 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 4,269 COMMITMENTS 1,327 1,826 680 1,183 683 3,190 3,189 1,079 1,080 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1) -9 50 -24 -15 110 -49 136 48 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 42.8 15.9 27.7 16.0 74.7 74.7 25.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 21 10 22 14 45 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 42,340 COMMITMENTS 11,382 10,204 9,405 12,744 7,626 33,532 27,235 8,808 15,105 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -5,035) 213 203 -3,785 -1,346 -485 -4,918 -4,067 -117 -968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 24.1 22.2 30.1 18.0 79.2 64.3 20.8 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 38 57 47 57 51 130 130 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED 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: 4,683 COMMITMENTS 594 3,315 239 2,680 628 3,513 4,181 1,169 501 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 377) -8 376 7 298 -29 297 354 80 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 70.8 5.1 57.2 13.4 75.0 89.3 25.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 7 5 10 4 18 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 36,942 COMMITMENTS 1,596 16,252 4,510 30,263 11,384 36,369 32,146 573 4,796 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,656) 8 2,016 76 2,716 356 2,799 2,448 -143 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 44.0 12.2 81.9 30.8 98.4 87.0 1.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 9 37 30 23 21 58 62 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 155,964 COMMITMENTS 39,184 79,990 7,513 87,020 27,643 133,717 115,146 22,247 40,818 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,723) -3,881 6,147 67 4,954 -1,922 1,141 4,293 582 -2,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 51.3 4.8 55.8 17.7 85.7 73.8 14.3 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 25 34 19 23 27 57 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 79,972 COMMITMENTS 17,021 40,560 4,790 51,298 7,169 73,109 52,518 6,862 27,453 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,620) -754 6,065 -84 8,246 549 7,408 6,530 -788 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 50.7 6.0 64.1 9.0 91.4 65.7 8.6 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 21 10 13 12 27 39 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 189,370 COMMITMENTS 50,299 79,463 17,583 117,104 86,996 184,985 184,042 4,385 5,328 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,575) 8,831 -126 -450 -2,075 9,571 6,305 8,994 1,270 -1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 42.0 9.3 61.8 45.9 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 51 12 17 25 60 80 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 198,063 COMMITMENTS 32,404 64,783 17,649 129,058 77,704 179,111 160,136 18,952 37,927 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 462) -1,892 4,380 2,009 -162 -5,315 -44 1,075 506 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 32.7 8.9 65.2 39.2 90.4 80.9 9.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 28 45 25 27 38 70 93 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 275,522 COMMITMENTS 29,412 109,113 21,388 206,883 95,948 257,683 226,449 17,840 49,073 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -5,897) -4,899 -6,129 -101 -559 3,002 -5,559 -3,228 -339 -2,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 39.6 7.8 75.1 34.8 93.5 82.2 6.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 28 63 34 32 41 83 115 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 557,979 COMMITMENTS 78,344 244,663 66,411 363,374 153,317 508,129 464,391 49,850 93,588 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,750) -2,769 6,970 520 11,960 1,347 9,711 8,837 -962 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 43.8 11.9 65.1 27.5 91.1 83.2 8.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 62 125 73 58 65 164 219 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 19,354,777 COMMITMENTS 1338642 1443018 8383712 8918978 8416055 18641332 18242785 713,445 1111992 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 480,584) 20,363 -28,111 368,887 78,621 142,630 467,871 483,407 12,713 -2,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 7.5 43.3 46.1 43.5 96.3 94.3 3.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 65 87 123 143 161 280 306 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 853,369 COMMITMENTS 72,140 84,186 89,865 587,749 571,636 749,753 745,687 103,616 107,681 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -40,565) 848 -3,802 -11,913 -20,197 -17,306 -31,263 -33,021 -9,302 -7,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 9.9 10.5 68.9 67.0 87.9 87.4 12.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630) 132 147 155 257 274 473 494 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 166,095 COMMITMENTS 12,385 4,239 25,151 88,989 99,148 126,525 128,538 39,571 37,557 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -10,836) -1,304 -276 -1,054 -7,053 467 -9,412 -864 -1,424 -9,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.6 15.1 53.6 59.7 76.2 77.4 23.8 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 10 22 41 39 70 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,436,366 COMMITMENTS 316,724 417,683 305,619 2493798 2362442 3116141 3085744 320,225 350,622 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -148,645) 3,137 -25,255 -46,670 -65,722 -88,864 -109,255 -160,789 -39,390 12,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 12.2 8.9 72.6 68.7 90.7 89.8 9.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 125 143 145 248 266 450 477 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 3,372) 2,973 -858 90 303 4,085 3,366 3,317 6 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 69,943 COMMITMENTS 18,249 7,110 2,892 42,870 55,619 64,010 65,620 5,933 4,322 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -3,815) -1,353 1,379 114 -2,407 -5,226 -3,645 -3,733 -170 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 10.2 4.1 61.3 79.5 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 66 44 22 84 80 162 136 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 349,714 COMMITMENTS 91,243 35,549 14,458 214,348 278,096 320,048 328,102 29,667 21,612 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -19,073) -6,763 6,893 572 -12,035 -26,129 -18,226 -18,664 -848 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 10.2 4.1 61.3 79.5 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 66 44 22 84 80 162 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 167,926 COMMITMENTS 47,137 104,601 7,560 96,060 20,406 150,756 132,567 17,170 35,359 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -8,021) 1,100 -7,966 1,282 -11,447 1,598 -9,065 -5,086 1,044 -2,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 62.3 4.5 57.2 12.2 89.8 78.9 10.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 19 52 23 19 19 52 80 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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