BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, 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 : 4,857: 470 525 144 3,160 3,148 3,774 3,817: 1,083 1,040
Old : 4,857: 470 525 144 3,160 3,148 3,774 3,817: 1,083 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 95: 14 23 1 -17 31 -2 55: 97 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.8 3.0 65.1 64.8 77.7 78.6: 22.3 21.4
Old : 100.0: 9.7 10.8 3.0 65.1 64.8 77.7 78.6: 22.3 21.4
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 : 30: 3 8 5 12 15 19 24:
Old : 30: 3 8 5 12 15 19 24:
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 : 50.2 52.0 67.2 63.9 49.4 51.9 65.9 63.6
Old : 50.2 52.0 67.2 63.9 49.4 51.9 65.9 63.6
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 - Futures Only, 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 : 28,158: 13,506 7,455 381 11,760 12,581 25,647 20,417: 2,511 7,741
Old : 28,158: 13,506 7,455 381 11,760 12,581 25,647 20,417: 2,511 7,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,257: 1,532 725 42 490 611 2,064 1,378: 193 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 26.5 1.4 41.8 44.7 91.1 72.5: 8.9 27.5
Old : 100.0: 48.0 26.5 1.4 41.8 44.7 91.1 72.5: 8.9 27.5
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 : 79: 14 25 15 24 23 47 54:
Old : 79: 14 25 15 24 23 47 54:
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 : 45.7 29.1 65.3 43.2 45.7 29.1 64.8 43.1
Old : 45.7 29.1 65.3 43.2 45.7 29.1 64.8 43.1
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 - Futures Only, 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 : 6,844: 223 1,156 511 5,562 4,080 6,296 5,747: 548 1,097
Old : 6,844: 223 1,156 511 5,562 4,080 6,296 5,747: 548 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 647: 112 349 57 574 145 743 551: -96 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 16.9 7.5 81.3 59.6 92.0 84.0: 8.0 16.0
Old : 100.0: 3.3 16.9 7.5 81.3 59.6 92.0 84.0: 8.0 16.0
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 : 42: 7 9 12 20 15 33 30:
Old : 42: 7 9 12 20 15 33 30:
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 : 53.7 39.1 68.4 56.9 53.7 35.7 68.4 51.7
Old : 53.7 39.1 68.4 56.9 53.7 35.7 68.4 51.7
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 - Futures Only, 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 : 203,921: 74,045 75,958 35,245 75,873 67,161 185,163 178,364: 18,758 25,557
Old : 200,755: 72,339 76,200 34,050 75,761 65,338 182,150 175,588: 18,605 25,167
Other: 3,166: 2,901 953 0 112 1,823 3,013 2,776: 153 390
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,879: -896 3,891 -1,449 2,572 -2,880 227 -438: -2,106 -1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 37.2 17.3 37.2 32.9 90.8 87.5: 9.2 12.5
Old : 100.0: 36.0 38.0 17.0 37.7 32.5 90.7 87.5: 9.3 12.5
Other: 100.0: 91.6 30.1 0.0 3.5 57.6 95.2 87.7: 4.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 92 94 80 62 69 198 213:
Old : 286: 92 95 79 62 68 198 210:
Other: 43: 6 13 0 4 22 10 35:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 18.4 27.5 26.9 15.5 16.9 25.5 24.7
Old : 16.5 18.3 27.9 27.0 15.7 16.8 25.9 24.6
Other: 91.4 45.4 94.4 63.7 91.3 45.4 94.1 63.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, 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 : 272,654: 68,445 80,086 51,778 126,136 101,524 246,359 233,388: 26,295 39,266
Old : 272,654: 68,445 80,086 51,778 126,136 101,524 246,359 233,388: 26,295 39,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,229: -165 231 623 4,982 2,629 5,440 3,483: -211 1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 29.4 19.0 46.3 37.2 90.4 85.6: 9.6 14.4
Old : 100.0: 25.1 29.4 19.0 46.3 37.2 90.4 85.6: 9.6 14.4
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 : 381: 88 117 118 99 121 259 308:
Old : 381: 88 117 118 99 121 259 308:
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 : 18.4 15.5 26.9 23.1 16.5 14.8 24.6 22.0
Old : 18.4 15.5 26.9 23.1 16.5 14.8 24.6 22.0
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 - Futures Only, 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 : 3,976: 1,350 1,863 509 1,155 434 3,014 2,806: 962 1,170
Old : 3,976: 1,350 1,863 509 1,155 434 3,014 2,806: 962 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 154: -42 -42 6 272 92 236 56: -82 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 46.9 12.8 29.0 10.9 75.8 70.6: 24.2 29.4
Old : 100.0: 34.0 46.9 12.8 29.0 10.9 75.8 70.6: 24.2 29.4
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 : 62: 13 23 8 20 14 41 40:
Old : 62: 13 23 8 20 14 41 40:
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 : 25.2 31.1 41.6 42.8 21.7 26.3 36.5 35.3
Old : 25.2 31.1 41.6 42.8 21.7 26.3 36.5 35.3
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 - Futures Only, 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 : 35,149: 11,614 11,795 5,243 11,279 6,108 28,136 23,146: 7,013 12,003
Old : 35,149: 11,614 11,795 5,243 11,279 6,108 28,136 23,146: 7,013 12,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 421: 1,358 909 -66 -495 -352 797 491: -376 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 33.6 14.9 32.1 17.4 80.0 65.9: 20.0 34.1
Old : 100.0: 33.0 33.6 14.9 32.1 17.4 80.0 65.9: 20.0 34.1
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 : 177: 38 67 46 48 40 121 128:
Old : 177: 38 67 46 48 40 121 128:
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 : 17.5 10.6 27.5 17.9 16.3 9.9 24.6 15.4
Old : 17.5 10.6 27.5 17.9 16.3 9.9 24.6 15.4
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 - Futures Only, 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 : 3,784: 589 2,986 83 2,050 323 2,722 3,392: 1,062 392
Old : 3,784: 589 2,986 83 2,050 323 2,722 3,392: 1,062 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 285: 0 298 -2 246 -36 244 260: 41 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 78.9 2.2 54.2 8.5 71.9 89.6: 28.1 10.4
Old : 100.0: 15.6 78.9 2.2 54.2 8.5 71.9 89.6: 28.1 10.4
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: 4 8 5 9 3 17 12:
Old : 21: 4 8 5 9 3 17 12:
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 : 41.8 70.1 61.7 82.8 41.8 69.8 61.7 81.3
Old : 41.8 70.1 61.7 82.8 41.8 69.8 61.7 81.3
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 - Futures Only, 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 : 25,269: 2,271 12,907 772 21,823 9,105 24,866 22,784: 403 2,485
Old : 25,269: 2,271 12,907 772 21,823 9,105 24,866 22,784: 403 2,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,090: 360 1,089 50 1,640 844 2,050 1,983: 40 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 51.1 3.1 86.4 36.0 98.4 90.2: 1.6 9.8
Old : 100.0: 9.0 51.1 3.1 86.4 36.0 98.4 90.2: 1.6 9.8
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 : 67: 14 23 14 19 16 41 45:
Old : 67: 14 23 14 19 16 41 45:
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 : 51.1 41.0 74.2 60.1 50.8 40.8 73.9 59.8
Old : 51.1 41.0 74.2 60.1 50.8 40.8 73.9 59.8
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 - Futures Only, 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 - Futures Only, 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 : 141,785: 45,589 73,941 1,581 75,090 25,123 122,260 100,645: 19,525 41,140
Old : 141,785: 45,589 73,941 1,581 75,090 25,123 122,260 100,645: 19,525 41,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 7,425: -198 10,247 -13 7,820 -6,545 7,609 3,689: -184 3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 52.2 1.1 53.0 17.7 86.2 71.0: 13.8 29.0
Old : 100.0: 32.2 52.2 1.1 53.0 17.7 86.2 71.0: 13.8 29.0
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 : 83: 26 25 9 21 20 49 52:
Old : 83: 26 25 9 21 20 49 52:
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 : 45.0 47.2 57.8 53.1 44.1 47.1 56.8 53.0
Old : 45.0 47.2 57.8 53.1 44.1 47.1 56.8 53.0
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 - Futures Only, 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 : 67,119: 19,014 34,343 757 40,195 5,183 59,966 40,283: 7,153 26,836
Old : 67,119: 19,014 34,343 757 40,195 5,183 59,966 40,283: 7,153 26,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 7,088: 69 6,088 27 7,015 -114 7,111 6,001: -23 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 51.2 1.1 59.9 7.7 89.3 60.0: 10.7 40.0
Old : 100.0: 28.3 51.2 1.1 59.9 7.7 89.3 60.0: 10.7 40.0
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 : 44: 12 14 6 12 8 24 28:
Old : 44: 12 14 6 12 8 24 28:
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 : 49.6 39.2 69.3 48.5 49.6 39.2 69.3 48.5
Old : 49.6 39.2 69.3 48.5 49.6 39.2 69.3 48.5
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 - Futures Only, 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 : 181,499: 41,435 79,698 17,849 119,122 77,267 178,406 174,814: 3,093 6,685
Old : 181,499: 41,435 79,698 17,849 119,122 77,267 178,406 174,814: 3,093 6,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 22,956: -2,430 16,998 546 25,470 5,369 23,586 22,913: -630 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 43.9 9.8 65.6 42.6 98.3 96.3: 1.7 3.7
Old : 100.0: 22.8 43.9 9.8 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 55 12 15 25 51 84:
Old : 115: 25 55 12 15 25 51 84:
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 : 67.2 37.4 83.0 57.4 66.5 31.1 73.9 46.5
Old : 67.2 37.4 83.0 57.4 66.5 31.1 73.9 46.5
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 - Futures Only, 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 : 175,254: 35,107 60,367 2,529 120,464 75,232 158,100 138,128: 17,154 37,126
Old : 175,254: 35,107 60,367 2,529 120,464 75,232 158,100 138,128: 17,154 37,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,908: -4,262 5,228 296 8,331 0 4,365 5,524: -1,457 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 34.4 1.4 68.7 42.9 90.2 78.8: 9.8 21.2
Old : 100.0: 20.0 34.4 1.4 68.7 42.9 90.2 78.8: 9.8 21.2
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 : 108: 27 38 9 24 33 58 73:
Old : 108: 27 38 9 24 33 58 73:
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 : 53.5 26.3 62.7 36.1 53.3 26.2 62.5 35.1
Old : 53.5 26.3 62.7 36.1 53.3 26.2 62.5 35.1
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 - Futures Only, 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 : 250,346: 34,475 113,086 5,132 194,025 82,801 233,632 201,019: 16,714 49,327
Old : 250,346: 34,475 113,086 5,132 194,025 82,801 233,632 201,019: 16,714 49,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 16,144: -606 11,117 456 16,212 2,674 16,062 14,247: 82 1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 45.2 2.0 77.5 33.1 93.3 80.3: 6.7 19.7
Old : 100.0: 13.8 45.2 2.0 77.5 33.1 93.3 80.3: 6.7 19.7
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 : 131: 30 54 11 25 31 61 90:
Old : 131: 30 54 11 25 31 61 90:
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 : 64.4 31.8 74.7 42.1 64.4 31.7 73.6 41.8
Old : 64.4 31.8 74.7 42.1 64.4 31.7 73.6 41.8
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 - Futures Only, 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 : 436,801: 78,898 243,075 7,074 307,454 103,302 393,426 353,451: 43,375 83,350
Old : 436,801: 78,898 243,075 7,074 307,454 103,302 393,426 353,451: 43,375 83,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 14,834: -96 21,142 257 12,674 -6,923 12,835 14,476: 1,999 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 55.6 1.6 70.4 23.6 90.1 80.9: 9.9 19.1
Old : 100.0: 18.1 55.6 1.6 70.4 23.6 90.1 80.9: 9.9 19.1
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 : 255: 50 118 38 53 59 126 195:
Old : 255: 50 118 38 53 59 126 195:
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 : 29.8 25.7 45.4 32.4 29.7 25.7 45.0 32.4
Old : 29.8 25.7 45.4 32.4 29.7 25.7 45.0 32.4
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 :11,086,791: 1,605,880 1,803,640 1,898,119 6,928,082 6,322,399 10,432,081 10,024,158: 654,710 1,062,633
Old :11,086,791: 1,605,880 1,803,640 1,898,119 6,928,082 6,322,399 10,432,081 10,024,158: 654,710 1,062,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -53,356: 166,630 117,652 -99,292 -69,759 -40,923 -2,421 -22,563: -50,935 -30,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.3 17.1 62.5 57.0 94.1 90.4: 5.9 9.6
Old : 100.0: 14.5 16.3 17.1 62.5 57.0 94.1 90.4: 5.9 9.6
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 : 298: 55 81 101 125 147 241 277:
Old : 298: 55 81 101 125 147 241 277:
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 : 23.5 21.4 36.4 31.3 16.1 14.3 26.1 19.5
Old : 23.5 21.4 36.4 31.3 16.1 14.3 26.1 19.5
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 - Futures Only, 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 : 680,871: 71,529 88,053 26,986 485,089 467,123 583,605 582,162: 97,266 98,709
Old : 680,871: 71,529 88,053 26,986 485,089 467,123 583,605 582,162: 97,266 98,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -8,721: -2,262 -5,974 1,203 -12,817 -6,276 -13,876 -11,047: 5,154 2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.9 4.0 71.2 68.6 85.7 85.5: 14.3 14.5
Old : 100.0: 10.5 12.9 4.0 71.2 68.6 85.7 85.5: 14.3 14.5
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 : 584: 113 129 63 232 249 374 413:
Old : 584: 113 129 63 232 249 374 413:
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 : 18.3 10.6 28.8 17.4 15.4 9.9 24.4 16.3
Old : 18.3 10.6 28.8 17.4 15.4 9.9 24.4 16.3
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 - Futures Only, 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 : 105,789: 11,692 3,059 3,213 57,967 60,064 72,872 66,336: 32,917 39,453
Old : 105,789: 11,692 3,059 3,213 57,967 60,064 72,872 66,336: 32,917 39,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,485: 990 -2,324 1,153 -1,067 -1,960 1,076 -3,131: 409 4,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.9 3.0 54.8 56.8 68.9 62.7: 31.1 37.3
Old : 100.0: 11.1 2.9 3.0 54.8 56.8 68.9 62.7: 31.1 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 : 69: 14 6 5 32 27 49 36:
Old : 69: 14 6 5 32 27 49 36:
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 : 21.0 24.8 36.6 40.5 21.0 22.9 33.6 36.9
Old : 21.0 24.8 36.6 40.5 21.0 22.9 33.6 36.9
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 - Futures Only, 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 : 2,875,410: 312,786 438,568 105,267 2,135,610 2,035,293 2,553,663 2,579,128: 321,747 296,282
Old : 2,875,410: 312,786 438,568 105,267 2,135,610 2,035,293 2,553,663 2,579,128: 321,747 296,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -51,031: -23,628 -25,620 7,618 -58,748 -21,578 -74,758 -39,580: 23,727 -11,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.3 3.7 74.3 70.8 88.8 89.7: 11.2 10.3
Old : 100.0: 10.9 15.3 3.7 74.3 70.8 88.8 89.7: 11.2 10.3
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 : 572: 106 132 58 220 238 356 398:
Old : 572: 106 132 58 220 238 356 398:
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 : 20.5 12.4 31.9 20.0 18.0 12.1 28.3 19.4
Old : 20.5 12.4 31.9 20.0 18.0 12.1 28.3 19.4
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 - Futures Only, 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 : 86,486: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,557 4,393
Old : 86,486: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,557 4,393
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 - Futures Only, 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 : 69,955: 19,525 5,752 1,300 43,304 58,826 64,129 65,878: 5,826 4,077
Old : 69,955: 19,525 5,752 1,300 43,304 58,826 64,129 65,878: 5,826 4,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -3,028: -3,268 -728 336 374 -2,245 -2,558 -2,637: -470 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.2 1.9 61.9 84.1 91.7 94.2: 8.3 5.8
Old : 100.0: 27.9 8.2 1.9 61.9 84.1 91.7 94.2: 8.3 5.8
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 : 226: 64 38 14 71 71 142 118:
Old : 226: 64 38 14 71 71 142 118:
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 : 37.3 36.4 49.4 52.9 37.3 36.1 49.4 52.3
Old : 37.3 36.4 49.4 52.9 37.3 36.1 49.4 52.3
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 - Futures Only, 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 : 349,775: 97,627 28,760 6,499 216,521 294,130 320,647 329,389: 29,128 20,386
Old : 349,775: 97,627 28,760 6,499 216,521 294,130 320,647 329,389: 29,128 20,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -15,139: -16,338 -3,641 1,681 1,869 -11,223 -12,788 -13,183: -2,351 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.2 1.9 61.9 84.1 91.7 94.2: 8.3 5.8
Old : 100.0: 27.9 8.2 1.9 61.9 84.1 91.7 94.2: 8.3 5.8
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 : 226: 64 38 14 71 71 142 118:
Old : 226: 64 38 14 71 71 142 118:
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 : 37.3 36.4 49.4 52.9 37.3 36.1 49.4 52.3
Old : 37.3 36.4 49.4 52.9 37.3 36.1 49.4 52.3
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 - Futures Only, 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 : 162,083: 44,933 111,397 440 103,191 14,327 148,564 126,164: 13,519 35,919
Old : 162,083: 44,933 111,397 440 103,191 14,327 148,564 126,164: 13,519 35,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 8,493: -960 12,674 159 8,013 -665 7,212 12,168: 1,281 -3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 68.7 0.3 63.7 8.8 91.7 77.8: 8.3 22.2
Old : 100.0: 27.7 68.7 0.3 63.7 8.8 91.7 77.8: 8.3 22.2
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 : 97: 21 49 8 20 16 46 68:
Old : 97: 21 49 8 20 16 46 68:
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 : 57.1 44.7 73.5 52.9 57.1 44.7 73.5 52.9
Old : 57.1 44.7 73.5 52.9 57.1 44.7 73.5 52.9
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 - Futures Only, 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 - Futures Only, 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