BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 22, 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 : 4,973: 560 1,208 282 3,086 2,583 3,928 4,073: 1,045 900
Old : 4,973: 560 1,208 282 3,086 2,583 3,928 4,073: 1,045 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 175: -1 90 2 49 72 50 164: 125 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 24.3 5.7 62.1 51.9 79.0 81.9: 21.0 18.1
Old : 100.0: 11.3 24.3 5.7 62.1 51.9 79.0 81.9: 21.0 18.1
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 : 35: 6 10 10 14 13 27 26:
Old : 35: 6 10 10 14 13 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 53.6 60.1 66.7 40.8 53.6 58.2 65.4
Old : 41.4 53.6 60.1 66.7 40.8 53.6 58.2 65.4
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, December 22, 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 : 32,482: 17,445 9,921 684 11,962 12,153 30,091 22,758: 2,391 9,724
Old : 32,482: 17,445 9,921 684 11,962 12,153 30,091 22,758: 2,391 9,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,974: 2,036 984 196 995 1,005 3,227 2,185: -253 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 30.5 2.1 36.8 37.4 92.6 70.1: 7.4 29.9
Old : 100.0: 53.7 30.5 2.1 36.8 37.4 92.6 70.1: 7.4 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 16 29 19 25 20 48 61:
Old : 83: 16 29 19 25 20 48 61:
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 : 53.6 24.6 70.7 37.4 53.5 24.6 70.2 37.4
Old : 53.6 24.6 70.7 37.4 53.5 24.6 70.2 37.4
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, December 22, 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 : 7,331: 334 2,102 495 6,037 3,840 6,866 6,437: 465 894
Old : 7,331: 334 2,102 495 6,037 3,840 6,866 6,437: 465 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 279: 128 318 -19 185 209 294 508: -15 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 28.7 6.8 82.3 52.4 93.7 87.8: 6.3 12.2
Old : 100.0: 4.6 28.7 6.8 82.3 52.4 93.7 87.8: 6.3 12.2
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 : 52: 5 19 14 21 16 36 39:
Old : 52: 5 19 14 21 16 36 39:
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 : 55.3 33.9 68.0 51.5 55.3 29.6 67.6 44.4
Old : 55.3 33.9 68.0 51.5 55.3 29.6 67.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, December 22, 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 : 2,652: 542 227 302 1,623 1,453 2,467 1,982: 185 670
Old : 2,652: 542 227 302 1,623 1,453 2,467 1,982: 185 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 319: 55 31 73 253 223 381 327: -62 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.6 11.4 61.2 54.8 93.0 74.7: 7.0 25.3
Old : 100.0: 20.4 8.6 11.4 61.2 54.8 93.0 74.7: 7.0 25.3
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 : 22: 6 2 5 7 8 15 13:
Old : 22: 6 2 5 7 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 49.2 78.7 66.7 49.3 48.9 73.5 60.6
Old : 53.1 49.2 78.7 66.7 49.3 48.9 73.5 60.6
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, December 22, 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 : 165,573: 56,693 67,040 27,290 66,124 48,691 150,107 143,021: 15,466 22,552
Old : 161,944: 55,050 67,066 26,067 65,812 46,719 146,929 139,852: 15,015 22,092
Other: 3,629: 2,862 1,193 4 312 1,972 3,178 3,169: 451 460
: : :
: : Changes in Commitments from: December 15, 2015 :
: -11,540: -5,970 -3,888 -2,699 -2,416 -5,307 -11,085 -11,894: -455 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 40.5 16.5 39.9 29.4 90.7 86.4: 9.3 13.6
Old : 100.0: 34.0 41.4 16.1 40.6 28.8 90.7 86.4: 9.3 13.6
Other: 100.0: 78.9 32.9 0.1 8.6 54.3 87.6 87.3: 12.4 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 86 80 75 57 64 181 197:
Old : 263: 86 82 75 56 63 180 196:
Other: 48: 6 13 1 7 23 14 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.5 30.7 24.0 16.3 15.3 28.5 22.3
Old : 18.1 15.4 31.3 23.9 16.7 15.2 29.1 22.1
Other: 79.1 42.9 85.4 60.7 79.1 42.9 85.2 60.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 22, 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 : 250,860: 65,121 74,030 41,283 119,846 96,713 226,250 212,026: 24,610 38,834
Old : 250,860: 65,121 74,030 41,283 119,846 96,713 226,250 212,026: 24,610 38,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,924: -4,230 -4,111 1,472 4,939 3,132 2,181 493: -257 1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.5 16.5 47.8 38.6 90.2 84.5: 9.8 15.5
Old : 100.0: 26.0 29.5 16.5 47.8 38.6 90.2 84.5: 9.8 15.5
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 : 361: 81 111 103 94 115 243 280:
Old : 361: 81 111 103 94 115 243 280:
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 : 22.9 16.1 31.5 23.4 22.4 15.8 30.6 22.7
Old : 22.9 16.1 31.5 23.4 22.4 15.8 30.6 22.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,045: 1,366 1,601 568 779 876 2,713 3,045: 1,332 1,000
Old : 4,045: 1,366 1,601 568 779 876 2,713 3,045: 1,332 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -42: 132 -34 -208 -117 132 -193 -110: 151 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 39.6 14.0 19.3 21.7 67.1 75.3: 32.9 24.7
Old : 100.0: 33.8 39.6 14.0 19.3 21.7 67.1 75.3: 32.9 24.7
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 : 59: 18 20 10 12 15 39 38:
Old : 59: 18 20 10 12 15 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 28.1 32.4 43.2 15.6 25.3 27.1 36.4
Old : 19.4 28.1 32.4 43.2 15.6 25.3 27.1 36.4
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, December 22, 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 : 34,681: 12,845 10,704 4,513 10,003 5,701 27,361 20,918: 7,320 13,763
Old : 34,681: 12,845 10,704 4,513 10,003 5,701 27,361 20,918: 7,320 13,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -959: -919 -803 -150 654 -914 -415 -1,867: -544 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 30.9 13.0 28.8 16.4 78.9 60.3: 21.1 39.7
Old : 100.0: 37.0 30.9 13.0 28.8 16.4 78.9 60.3: 21.1 39.7
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 : 157: 33 52 35 43 41 102 114:
Old : 157: 33 52 35 43 41 102 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 10.8 28.9 18.2 19.1 10.8 28.6 17.7
Old : 19.3 10.8 28.9 18.2 19.1 10.8 28.6 17.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,929: 699 4,446 59 3,188 126 3,946 4,631: 983 298
Old : 4,929: 699 4,446 59 3,188 126 3,946 4,631: 983 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 647: 79 709 -41 526 -34 564 634: 83 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 90.2 1.2 64.7 2.6 80.1 94.0: 19.9 6.0
Old : 100.0: 14.2 90.2 1.2 64.7 2.6 80.1 94.0: 19.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 6 4 11 3 19 11:
Old : 23: 6 6 4 11 3 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 87.0 63.9 92.7 43.9 87.0 62.6 90.2
Old : 43.9 87.0 63.9 92.7 43.9 87.0 62.6 90.2
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, December 22, 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 : 31,323: 3,316 19,150 670 26,820 8,920 30,806 28,740: 517 2,583
Old : 31,323: 3,316 19,150 670 26,820 8,920 30,806 28,740: 517 2,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,163: 305 2,710 56 2,618 253 2,979 3,019: 184 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 61.1 2.1 85.6 28.5 98.3 91.8: 1.7 8.2
Old : 100.0: 10.6 61.1 2.1 85.6 28.5 98.3 91.8: 1.7 8.2
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 : 81: 16 30 16 21 19 44 59:
Old : 81: 16 30 16 21 19 44 59:
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 : 54.1 48.7 75.3 65.4 54.1 48.6 75.1 65.1
Old : 54.1 48.7 75.3 65.4 54.1 48.6 75.1 65.1
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, December 22, 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 : 29,182: 2,492 3,327 0 25,860 25,404 28,352 28,731: 830 451
Old : 29,182: 2,492 3,327 0 25,860 25,404 28,352 28,731: 830 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -15,930: -760 911 -1,949 -13,292 -14,800 -16,001 -15,838: 71 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.4 0.0 88.6 87.1 97.2 98.5: 2.8 1.5
Old : 100.0: 8.5 11.4 0.0 88.6 87.1 97.2 98.5: 2.8 1.5
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 : 24: 6 4 0 10 9 16 13:
Old : 24: 6 4 0 10 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 79.5 90.9 92.4 82.3 76.6 88.8 88.3
Old : 82.3 79.5 90.9 92.4 82.3 76.6 88.8 88.3
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, December 22, 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 : 163,581: 43,455 99,482 383 97,189 20,440 141,027 120,305: 22,554 43,276
Old : 163,581: 43,455 99,482 383 97,189 20,440 141,027 120,305: 22,554 43,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -26,194: -807 4,211 -4,396 -21,190 -25,967 -26,393 -26,152: 199 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 60.8 0.2 59.4 12.5 86.2 73.5: 13.8 26.5
Old : 100.0: 26.6 60.8 0.2 59.4 12.5 86.2 73.5: 13.8 26.5
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 : 93: 25 32 5 21 24 47 60:
Old : 93: 25 32 5 21 24 47 60:
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 : 53.0 43.7 62.9 51.1 52.5 43.7 62.4 51.1
Old : 53.0 43.7 62.9 51.1 52.5 43.7 62.4 51.1
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, December 22, 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 : 50,265: 27,646 24,894 158 16,989 5,186 44,793 30,238: 5,472 20,027
Old : 50,265: 27,646 24,894 158 16,989 5,186 44,793 30,238: 5,472 20,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -2,203: -2,064 -2,865 -28 393 374 -1,699 -2,519: -504 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 49.5 0.3 33.8 10.3 89.1 60.2: 10.9 39.8
Old : 100.0: 55.0 49.5 0.3 33.8 10.3 89.1 60.2: 10.9 39.8
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 : 39: 10 11 3 10 11 20 25:
Old : 39: 10 11 3 10 11 20 25:
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 : 56.8 41.2 72.8 47.8 56.8 41.2 72.6 47.8
Old : 56.8 41.2 72.8 47.8 56.8 41.2 72.6 47.8
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, December 22, 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 : 137,854: 28,736 85,455 1,648 104,271 43,594 134,655 130,697: 3,199 7,157
Old : 137,854: 28,736 85,455 1,648 104,271 43,594 134,655 130,697: 3,199 7,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,597: -6,043 -9,696 1,007 -1,405 2,373 -6,441 -6,316: -156 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 62.0 1.2 75.6 31.6 97.7 94.8: 2.3 5.2
Old : 100.0: 20.8 62.0 1.2 75.6 31.6 97.7 94.8: 2.3 5.2
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 : 118: 22 68 8 14 18 43 87:
Old : 118: 22 68 8 14 18 43 87:
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 : 77.7 45.9 85.8 59.3 77.7 45.9 85.2 59.3
Old : 77.7 45.9 85.8 59.3 77.7 45.9 85.2 59.3
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, December 22, 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 : 194,313: 42,075 68,736 1,507 134,216 84,544 177,798 154,787: 16,515 39,526
Old : 194,313: 42,075 68,736 1,507 134,216 84,544 177,798 154,787: 16,515 39,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 28,468: 2,954 12,695 543 24,209 8,544 27,706 21,782: 762 6,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.4 0.8 69.1 43.5 91.5 79.7: 8.5 20.3
Old : 100.0: 21.7 35.4 0.8 69.1 43.5 91.5 79.7: 8.5 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 27 37 8 23 32 52 75:
Old : 106: 27 37 8 23 32 52 75:
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 : 56.4 30.4 68.9 39.2 56.4 29.8 68.9 38.5
Old : 56.4 30.4 68.9 39.2 56.4 29.8 68.9 38.5
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, December 22, 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 : 197,375: 37,677 68,044 2,655 141,911 90,973 182,243 161,672: 15,132 35,703
Old : 197,375: 37,677 68,044 2,655 141,911 90,973 182,243 161,672: 15,132 35,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,179: 376 4,163 -656 7,289 -1,063 7,009 2,444: -3,830 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 34.5 1.3 71.9 46.1 92.3 81.9: 7.7 18.1
Old : 100.0: 19.1 34.5 1.3 71.9 46.1 92.3 81.9: 7.7 18.1
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 : 120: 29 44 15 25 34 59 88:
Old : 120: 29 44 15 25 34 59 88:
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 : 60.2 31.2 70.8 40.6 60.2 31.0 70.8 39.6
Old : 60.2 31.2 70.8 40.6 60.2 31.0 70.8 39.6
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, December 22, 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 : 406,533: 70,509 231,556 5,290 275,354 93,283 351,153 330,129: 55,380 76,404
Old : 406,533: 70,509 231,556 5,290 275,354 93,283 351,153 330,129: 55,380 76,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,696: -786 300 595 302 3,542 111 4,437: 1,585 -2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 57.0 1.3 67.7 22.9 86.4 81.2: 13.6 18.8
Old : 100.0: 17.3 57.0 1.3 67.7 22.9 86.4 81.2: 13.6 18.8
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 : 239: 50 105 30 52 59 115 181:
Old : 239: 50 105 30 52 59 115 181:
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 : 32.4 28.7 51.0 37.6 32.4 28.7 50.2 37.5
Old : 32.4 28.7 51.0 37.6 32.4 28.7 50.2 37.5
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, December 22, 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 : 20,542: 8,968 5,908 421 10,423 12,789 19,812 19,118: 730 1,424
Old : 20,542: 8,968 5,908 421 10,423 12,789 19,812 19,118: 730 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 835: -569 519 2 1,510 346 943 867: -108 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 28.8 2.0 50.7 62.3 96.4 93.1: 3.6 6.9
Old : 100.0: 43.7 28.8 2.0 50.7 62.3 96.4 93.1: 3.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 15 2 3 3 12 19:
Old : 28: 8 15 2 3 3 12 19:
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 : 69.9 77.4 92.5 86.1 69.8 76.4 92.3 84.1
Old : 69.9 77.4 92.5 86.1 69.8 76.4 92.3 84.1
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, December 22, 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 : 24,057: 14,946 15,167 211 6,207 4,514 21,364 19,892: 2,693 4,165
Old : 24,057: 14,946 15,167 211 6,207 4,514 21,364 19,892: 2,693 4,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 431: -1,400 -60 109 1,494 259 203 308: 228 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 63.0 0.9 25.8 18.8 88.8 82.7: 11.2 17.3
Old : 100.0: 62.1 63.0 0.9 25.8 18.8 88.8 82.7: 11.2 17.3
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 : 59: 21 20 4 11 9 33 32:
Old : 59: 21 20 4 11 9 33 32:
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 : 33.2 41.2 51.9 55.8 33.2 41.2 51.9 55.8
Old : 33.2 41.2 51.9 55.8 33.2 41.2 51.9 55.8
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, December 22, 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 :10,204,274: 1,382,095 1,696,512 1,723,745 6,430,533 5,725,507 9,536,373 9,145,764: 667,901 1,058,510
Old :10,204,274: 1,382,095 1,696,512 1,723,745 6,430,533 5,725,507 9,536,373 9,145,764: 667,901 1,058,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -28,637: -114,057 82,356 55,411 56,907 -200,787 -1,739 -63,020: -26,898 34,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 16.6 16.9 63.0 56.1 93.5 89.6: 6.5 10.4
Old : 100.0: 13.5 16.6 16.9 63.0 56.1 93.5 89.6: 6.5 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 : 269: 37 84 95 113 133 222 252:
Old : 269: 37 84 95 113 133 222 252:
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 : 25.8 19.5 40.8 29.6 20.2 13.0 31.0 18.6
Old : 25.8 19.5 40.8 29.6 20.2 13.0 31.0 18.6
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, December 22, 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 : 593,654: 67,962 79,327 23,711 396,910 388,842 488,583 491,879: 105,070 101,774
Old : 593,654: 67,962 79,327 23,711 396,910 388,842 488,583 491,879: 105,070 101,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -163,771: -7,091 -756 -16,818 -126,445 -135,881 -150,355 -153,455: -13,416 -10,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.4 4.0 66.9 65.5 82.3 82.9: 17.7 17.1
Old : 100.0: 11.4 13.4 4.0 66.9 65.5 82.3 82.9: 17.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 544: 100 117 60 220 231 355 374:
Old : 544: 100 117 60 220 231 355 374:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 11.8 25.2 19.5 14.2 11.0 22.4 17.5
Old : 16.4 11.8 25.2 19.5 14.2 11.0 22.4 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 22, 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 : 83,587: 9,939 2,260 2,684 42,608 28,938 55,231 33,882: 28,356 49,705
Old : 83,587: 9,939 2,260 2,684 42,608 28,938 55,231 33,882: 28,356 49,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -44,870: -5,096 -2,735 -789 -21,145 -50,716 -27,030 -54,240: -17,840 9,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.7 3.2 51.0 34.6 66.1 40.5: 33.9 59.5
Old : 100.0: 11.9 2.7 3.2 51.0 34.6 66.1 40.5: 33.9 59.5
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 : 58: 9 5 4 32 19 43 27:
Old : 58: 9 5 4 32 19 43 27:
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 : 25.1 23.5 35.6 33.5 25.1 22.7 35.5 30.6
Old : 25.1 23.5 35.6 33.5 25.1 22.7 35.5 30.6
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, December 22, 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 : 2,550,333: 307,567 402,786 87,683 1,771,511 1,799,518 2,166,761 2,289,987: 383,572 260,346
Old : 2,550,333: 307,567 402,786 87,683 1,771,511 1,799,518 2,166,761 2,289,987: 383,572 260,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -594,506: -32,078 -12,207 -58,044 -526,502 -425,823 -616,624 -496,074: 22,118 -98,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.8 3.4 69.5 70.6 85.0 89.8: 15.0 10.2
Old : 100.0: 12.1 15.8 3.4 69.5 70.6 85.0 89.8: 15.0 10.2
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 : 533: 95 118 55 211 223 340 362:
Old : 533: 95 118 55 211 223 340 362:
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 : 17.6 13.7 27.7 22.1 15.3 12.3 24.8 19.9
Old : 17.6 13.7 27.7 22.1 15.3 12.3 24.8 19.9
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, December 22, 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 : 86,384: 10,035 3,708 790 65,689 77,807 76,514 82,305: 9,870 4,079
Old : 86,384: 10,035 3,708 790 65,689 77,807 76,514 82,305: 9,870 4,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,680: 551 903 380 -7,437 -7,806 -6,506 -6,523: -174 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.3 0.9 76.0 90.1 88.6 95.3: 11.4 4.7
Old : 100.0: 11.6 4.3 0.9 76.0 90.1 88.6 95.3: 11.4 4.7
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 : 86: 11 5 3 51 36 63 43:
Old : 86: 11 5 3 51 36 63 43:
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 : 37.8 44.3 49.9 66.4 37.5 44.3 49.0 66.0
Old : 37.8 44.3 49.9 66.4 37.5 44.3 49.0 66.0
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, December 22, 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 : 61,599: 16,793 7,215 793 38,292 50,295 55,877 58,302: 5,722 3,296
Old : 61,599: 16,793 7,215 793 38,292 50,295 55,877 58,302: 5,722 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -15,445: -2,747 -21 -787 -13,385 -15,670 -16,919 -16,478: 1,473 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.7 1.3 62.2 81.6 90.7 94.6: 9.3 5.4
Old : 100.0: 27.3 11.7 1.3 62.2 81.6 90.7 94.6: 9.3 5.4
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 : 204: 59 35 11 63 57 128 97:
Old : 204: 59 35 11 63 57 128 97:
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 : 44.8 29.6 53.2 47.0 44.8 29.5 53.1 46.8
Old : 44.8 29.6 53.2 47.0 44.8 29.5 53.1 46.8
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, December 22, 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 : 307,993: 83,964 36,075 3,963 191,458 251,473 279,385 291,511: 28,608 16,482
Old : 307,993: 83,964 36,075 3,963 191,458 251,473 279,385 291,511: 28,608 16,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -77,227: -13,735 -107 -3,933 -66,925 -78,350 -84,593 -82,390: 7,366 5,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.7 1.3 62.2 81.6 90.7 94.6: 9.3 5.4
Old : 100.0: 27.3 11.7 1.3 62.2 81.6 90.7 94.6: 9.3 5.4
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 : 204: 59 35 11 63 57 128 97:
Old : 204: 59 35 11 63 57 128 97:
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 : 44.8 29.6 53.2 47.0 44.8 29.5 53.1 46.8
Old : 44.8 29.6 53.2 47.0 44.8 29.5 53.1 46.8
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, December 22, 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 : 106,301: 49,122 69,976 239 43,043 9,475 92,404 79,690: 13,897 26,611
Old : 106,301: 49,122 69,976 239 43,043 9,475 92,404 79,690: 13,897 26,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -4,237: -12,834 -2,432 -83 11,310 -877 -1,607 -3,392: -2,630 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 65.8 0.2 40.5 8.9 86.9 75.0: 13.1 25.0
Old : 100.0: 46.2 65.8 0.2 40.5 8.9 86.9 75.0: 13.1 25.0
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: 17 41 3 20 13 39 55:
Old : 83: 17 41 3 20 13 39 55:
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 40.2 68.6 47.9 57.0 40.1 67.9 47.8
Old : 57.1 40.2 68.6 47.9 57.0 40.1 67.9 47.8
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, December 22, 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 : 48,555: 18,358 7,725 133 19,734 37,348 38,225 45,206: 10,330 3,349
Old : 48,555: 18,358 7,725 133 19,734 37,348 38,225 45,206: 10,330 3,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -273: -666 -78 -6 -330 -10 -1,002 -94: 729 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 15.9 0.3 40.6 76.9 78.7 93.1: 21.3 6.9
Old : 100.0: 37.8 15.9 0.3 40.6 76.9 78.7 93.1: 21.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 10 1 14 12 34 23:
Old : 55: 20 10 1 14 12 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 70.3 58.4 82.3 42.6 70.3 58.2 82.3
Old : 42.6 70.3 58.4 82.3 42.6 70.3 58.2 82.3
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, December 22, 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 : 68,106: 20,377 7,820 1,408 37,748 12,415 59,533 21,643: 8,573 46,463
Old : 68,106: 20,377 7,820 1,408 37,748 12,415 59,533 21,643: 8,573 46,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 513: -625 -1,550 1,253 658 482 1,286 185: -773 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.5 2.1 55.4 18.2 87.4 31.8: 12.6 68.2
Old : 100.0: 29.9 11.5 2.1 55.4 18.2 87.4 31.8: 12.6 68.2
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 : 76: 29 8 3 31 17 62 26:
Old : 76: 29 8 3 31 17 62 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 14.9 40.2 21.8 24.2 14.9 38.1 20.8
Old : 25.8 14.9 40.2 21.8 24.2 14.9 38.1 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015