BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 29, 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 : 5,086: 593 1,365 245 3,149 2,582 3,987 4,192: 1,099 894
Old : 5,086: 593 1,365 245 3,149 2,582 3,987 4,192: 1,099 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 113: 33 157 -37 63 -1 59 119: 54 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 26.8 4.8 61.9 50.8 78.4 82.4: 21.6 17.6
Old : 100.0: 11.7 26.8 4.8 61.9 50.8 78.4 82.4: 21.6 17.6
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 : 35: 6 11 9 13 13 27 25:
Old : 35: 6 11 9 13 13 27 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 : 40.9 53.1 59.8 65.8 40.2 53.0 57.8 64.7
Old : 40.9 53.1 59.8 65.8 40.2 53.0 57.8 64.7
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 29, 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 : 33,752: 18,578 10,633 653 12,197 12,828 31,428 24,114: 2,324 9,638
Old : 33,752: 18,578 10,633 653 12,197 12,828 31,428 24,114: 2,324 9,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,270: 1,133 712 -31 235 675 1,337 1,356: -67 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 31.5 1.9 36.1 38.0 93.1 71.4: 6.9 28.6
Old : 100.0: 55.0 31.5 1.9 36.1 38.0 93.1 71.4: 6.9 28.6
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 : 83: 16 29 21 25 20 51 60:
Old : 83: 16 29 21 25 20 51 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 : 54.2 25.1 71.8 38.3 54.1 25.0 71.2 38.1
Old : 54.2 25.1 71.8 38.3 54.1 25.0 71.2 38.1
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, December 29, 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 : 7,514: 371 2,008 496 6,230 4,022 7,097 6,526: 417 988
Old : 7,514: 371 2,008 496 6,230 4,022 7,097 6,526: 417 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 183: 37 -94 1 193 182 231 89: -48 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 26.7 6.6 82.9 53.5 94.5 86.9: 5.5 13.1
Old : 100.0: 4.9 26.7 6.6 82.9 53.5 94.5 86.9: 5.5 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 18 14 21 16 36 38:
Old : 51: 5 18 14 21 16 36 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 : 54.3 32.3 67.4 50.0 54.3 28.3 66.6 41.9
Old : 54.3 32.3 67.4 50.0 54.3 28.3 66.6 41.9
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 29, 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 : 2,750: 490 227 361 1,714 1,488 2,565 2,076: 185 674
Old : 2,750: 490 227 361 1,714 1,488 2,565 2,076: 185 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 98: -52 0 59 91 35 98 94: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.3 13.1 62.3 54.1 93.3 75.5: 6.7 24.5
Old : 100.0: 17.8 8.3 13.1 62.3 54.1 93.3 75.5: 6.7 24.5
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 : 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 : 54.7 49.4 79.5 67.4 49.0 48.1 72.3 59.7
Old : 54.7 49.4 79.5 67.4 49.0 48.1 72.3 59.7
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, December 29, 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 : 166,456: 55,445 64,251 27,300 69,195 52,628 151,940 144,179: 14,516 22,277
Old : 162,436: 53,771 63,859 26,259 68,509 50,617 148,539 140,735: 13,897 21,701
Other: 4,020: 2,711 1,429 4 686 2,011 3,401 3,444: 619 576
: : :
: : Changes in Commitments from: December 22, 2015 :
: 883: -1,248 -2,789 10 3,071 3,937 1,833 1,158: -950 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 38.6 16.4 41.6 31.6 91.3 86.6: 8.7 13.4
Old : 100.0: 33.1 39.3 16.2 42.2 31.2 91.4 86.6: 8.6 13.4
Other: 100.0: 67.4 35.5 0.1 17.1 50.0 84.6 85.7: 15.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 76 81 74 55 65 171 194:
Old : 256: 75 84 74 53 64 169 193:
Other: 50: 7 11 1 12 23 19 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 : 18.2 13.5 31.0 22.0 16.6 13.1 28.6 20.2
Old : 18.7 13.3 31.7 21.9 17.0 13.0 29.3 19.8
Other: 71.6 42.8 79.6 61.4 71.6 42.8 79.3 61.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 29, 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 : 262,818: 61,554 73,435 45,482 131,539 103,020 238,575 221,937: 24,243 40,881
Old : 262,818: 61,554 73,435 45,482 131,539 103,020 238,575 221,937: 24,243 40,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 11,958: -3,567 -595 4,199 11,693 6,307 12,325 9,911: -367 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 27.9 17.3 50.0 39.2 90.8 84.4: 9.2 15.6
Old : 100.0: 23.4 27.9 17.3 50.0 39.2 90.8 84.4: 9.2 15.6
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 : 376: 83 113 107 105 124 258 293:
Old : 376: 83 113 107 105 124 258 293:
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 : 25.4 15.6 33.6 22.3 24.9 15.5 32.6 21.1
Old : 25.4 15.6 33.6 22.3 24.9 15.5 32.6 21.1
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 29, 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 : 3,845: 1,276 1,650 517 877 817 2,670 2,984: 1,175 861
Old : 3,845: 1,276 1,650 517 877 817 2,670 2,984: 1,175 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -200: -90 49 -51 98 -59 -43 -61: -157 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 42.9 13.4 22.8 21.2 69.4 77.6: 30.6 22.4
Old : 100.0: 33.2 42.9 13.4 22.8 21.2 69.4 77.6: 30.6 22.4
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 : 58: 17 20 7 14 13 37 36:
Old : 58: 17 20 7 14 13 37 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 : 20.5 30.5 34.9 45.9 16.8 27.2 29.4 39.1
Old : 20.5 30.5 34.9 45.9 16.8 27.2 29.4 39.1
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 29, 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 : 34,560: 12,489 10,283 4,612 10,112 5,548 27,213 20,443: 7,347 14,117
Old : 34,560: 12,489 10,283 4,612 10,112 5,548 27,213 20,443: 7,347 14,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -121: -356 -421 99 109 -153 -148 -475: 27 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 29.8 13.3 29.3 16.1 78.7 59.2: 21.3 40.8
Old : 100.0: 36.1 29.8 13.3 29.3 16.1 78.7 59.2: 21.3 40.8
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 : 159: 33 53 34 45 43 103 116:
Old : 159: 33 53 34 45 43 103 116:
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 : 18.7 11.0 28.3 18.3 18.6 11.0 28.0 17.4
Old : 18.7 11.0 28.3 18.3 18.6 11.0 28.0 17.4
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, December 29, 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 : 5,236: 775 4,745 77 3,359 120 4,211 4,942: 1,025 294
Old : 5,236: 775 4,745 77 3,359 120 4,211 4,942: 1,025 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 307: 76 299 18 171 -6 265 311: 42 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 90.6 1.5 64.2 2.3 80.4 94.4: 19.6 5.6
Old : 100.0: 14.8 90.6 1.5 64.2 2.3 80.4 94.4: 19.6 5.6
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 : 24: 7 6 5 11 4 20 13:
Old : 24: 7 6 5 11 4 20 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 : 41.4 87.1 60.7 92.8 41.4 87.1 60.0 90.6
Old : 41.4 87.1 60.7 92.8 41.4 87.1 60.0 90.6
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 29, 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 : 32,308: 3,623 20,140 612 27,547 9,026 31,782 29,778: 526 2,530
Old : 32,308: 3,623 20,140 612 27,547 9,026 31,782 29,778: 526 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 985: 307 990 -58 727 106 976 1,038: 9 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 62.3 1.9 85.3 27.9 98.4 92.2: 1.6 7.8
Old : 100.0: 11.2 62.3 1.9 85.3 27.9 98.4 92.2: 1.6 7.8
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 : 81: 18 29 17 22 19 45 60:
Old : 81: 18 29 17 22 19 45 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 : 54.0 50.6 75.0 67.1 54.0 50.6 74.8 66.9
Old : 54.0 50.6 75.0 67.1 54.0 50.6 74.8 66.9
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 29, 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 : 29,231: 2,809 3,593 0 25,699 25,110 28,508 28,703: 723 528
Old : 29,231: 2,809 3,593 0 25,699 25,110 28,508 28,703: 723 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 49: 317 266 0 -161 -294 156 -28: -107 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.3 0.0 87.9 85.9 97.5 98.2: 2.5 1.8
Old : 100.0: 9.6 12.3 0.0 87.9 85.9 97.5 98.2: 2.5 1.8
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 : 26: 8 4 0 10 9 18 13:
Old : 26: 8 4 0 10 9 18 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 : 81.8 80.9 90.4 93.8 81.8 78.0 88.1 88.3
Old : 81.8 80.9 90.4 93.8 81.8 78.0 88.1 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 29, 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 : 172,137: 47,598 108,385 372 101,821 21,148 149,791 129,905: 22,346 42,232
Old : 172,137: 47,598 108,385 372 101,821 21,148 149,791 129,905: 22,346 42,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,556: 4,143 8,903 -11 4,632 708 8,764 9,600: -208 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 63.0 0.2 59.2 12.3 87.0 75.5: 13.0 24.5
Old : 100.0: 27.7 63.0 0.2 59.2 12.3 87.0 75.5: 13.0 24.5
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: 26 35 4 22 25 48 64:
Old : 99: 26 35 4 22 25 48 64:
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 : 50.6 44.7 60.9 52.4 50.1 44.6 60.3 52.3
Old : 50.6 44.7 60.9 52.4 50.1 44.6 60.3 52.3
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 29, 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 : 49,114: 26,836 23,272 160 17,028 5,091 44,024 28,523: 5,090 20,591
Old : 49,114: 26,836 23,272 160 17,028 5,091 44,024 28,523: 5,090 20,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,151: -810 -1,622 2 39 -95 -769 -1,715: -382 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 47.4 0.3 34.7 10.4 89.6 58.1: 10.4 41.9
Old : 100.0: 54.6 47.4 0.3 34.7 10.4 89.6 58.1: 10.4 41.9
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 : 38: 10 10 4 10 10 20 24:
Old : 38: 10 10 4 10 10 20 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 : 56.9 40.6 72.9 47.6 56.9 40.6 72.8 47.6
Old : 56.9 40.6 72.9 47.6 56.9 40.6 72.8 47.6
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 29, 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 : 139,756: 30,566 87,953 925 105,141 43,545 136,632 132,423: 3,124 7,333
Old : 139,756: 30,566 87,953 925 105,141 43,545 136,632 132,423: 3,124 7,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,902: 1,830 2,498 -723 870 -49 1,977 1,726: -75 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 62.9 0.7 75.2 31.2 97.8 94.8: 2.2 5.2
Old : 100.0: 21.9 62.9 0.7 75.2 31.2 97.8 94.8: 2.2 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 : 119: 24 67 9 14 18 46 86:
Old : 119: 24 67 9 14 18 46 86:
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 : 76.5 45.9 85.8 61.5 76.5 45.9 85.8 61.5
Old : 76.5 45.9 85.8 61.5 76.5 45.9 85.8 61.5
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, December 29, 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 : 204,038: 40,476 71,498 1,901 143,839 91,028 186,216 164,427: 17,822 39,611
Old : 204,038: 40,476 71,498 1,901 143,839 91,028 186,216 164,427: 17,822 39,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 9,725: -1,599 2,762 394 9,623 6,484 8,418 9,640: 1,307 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 35.0 0.9 70.5 44.6 91.3 80.6: 8.7 19.4
Old : 100.0: 19.8 35.0 0.9 70.5 44.6 91.3 80.6: 8.7 19.4
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 : 104: 22 39 7 23 32 48 75:
Old : 104: 22 39 7 23 32 48 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 : 56.0 32.3 68.9 41.0 56.0 31.7 68.8 40.3
Old : 56.0 32.3 68.9 41.0 56.0 31.7 68.8 40.3
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 29, 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 : 196,825: 45,008 62,234 2,527 131,111 96,331 178,646 161,092: 18,179 35,733
Old : 196,825: 45,008 62,234 2,527 131,111 96,331 178,646 161,092: 18,179 35,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -550: 7,331 -5,810 -128 -10,800 5,358 -3,597 -580: 3,047 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 31.6 1.3 66.6 48.9 90.8 81.8: 9.2 18.2
Old : 100.0: 22.9 31.6 1.3 66.6 48.9 90.8 81.8: 9.2 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 : 108: 27 39 15 24 30 55 80:
Old : 108: 27 39 15 24 30 55 80:
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 : 57.7 33.5 68.2 44.4 57.7 33.3 68.2 43.8
Old : 57.7 33.5 68.2 44.4 57.7 33.3 68.2 43.8
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, December 29, 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 : 400,497: 66,973 227,523 4,976 273,701 93,279 345,650 325,778: 54,847 74,719
Old : 400,497: 66,973 227,523 4,976 273,701 93,279 345,650 325,778: 54,847 74,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -6,036: -3,536 -4,033 -314 -1,653 -4 -5,503 -4,351: -533 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 56.8 1.2 68.3 23.3 86.3 81.3: 13.7 18.7
Old : 100.0: 16.7 56.8 1.2 68.3 23.3 86.3 81.3: 13.7 18.7
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 : 234: 47 103 31 53 57 113 178:
Old : 234: 47 103 31 53 57 113 178:
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 : 32.7 28.9 51.6 37.7 32.7 28.9 50.8 37.7
Old : 32.7 28.9 51.6 37.7 32.7 28.9 50.8 37.7
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 29, 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 : 29,333: 9,858 7,307 3,479 15,112 17,204 28,449 27,990: 884 1,343
Old : 29,333: 9,858 7,307 3,479 15,112 17,204 28,449 27,990: 884 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,791: 890 1,399 3,058 4,689 4,415 8,637 8,872: 154 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 24.9 11.9 51.5 58.7 97.0 95.4: 3.0 4.6
Old : 100.0: 33.6 24.9 11.9 51.5 58.7 97.0 95.4: 3.0 4.6
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 : 24: 8 11 2 3 4 12 16:
Old : 24: 8 11 2 3 4 12 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 : 63.1 83.8 91.8 91.2 46.9 61.2 67.7 66.2
Old : 63.1 83.8 91.8 91.2 46.9 61.2 67.7 66.2
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 29, 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 : 24,587: 14,971 15,117 103 6,004 5,148 21,078 20,368: 3,509 4,219
Old : 24,587: 14,971 15,117 103 6,004 5,148 21,078 20,368: 3,509 4,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 530: 25 -50 -108 -203 634 -286 476: 816 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.5 0.4 24.4 20.9 85.7 82.8: 14.3 17.2
Old : 100.0: 60.9 61.5 0.4 24.4 20.9 85.7 82.8: 14.3 17.2
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 : 59: 21 20 3 10 11 33 32:
Old : 59: 21 20 3 10 11 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 : 29.3 39.2 47.5 54.4 29.3 39.0 47.5 54.2
Old : 29.3 39.2 47.5 54.4 29.3 39.0 47.5 54.2
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 29, 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 :10,275,110: 1,396,935 1,808,938 1,724,258 6,511,761 5,702,970 9,632,954 9,236,166: 642,156 1,038,944
Old :10,275,110: 1,396,935 1,808,938 1,724,258 6,511,761 5,702,970 9,632,954 9,236,166: 642,156 1,038,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 70,836: 14,840 112,426 513 81,228 -22,537 96,581 90,402: -25,745 -19,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.6 16.8 63.4 55.5 93.8 89.9: 6.2 10.1
Old : 100.0: 13.6 17.6 16.8 63.4 55.5 93.8 89.9: 6.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 40 83 98 113 133 223 254:
Old : 269: 40 83 98 113 133 223 254:
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 : 25.9 19.6 40.8 29.6 20.6 13.0 32.0 18.8
Old : 25.9 19.6 40.8 29.6 20.6 13.0 32.0 18.8
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 29, 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 : 584,476: 65,543 78,229 24,265 395,390 385,718 485,198 488,212: 99,278 96,264
Old : 584,476: 65,543 78,229 24,265 395,390 385,718 485,198 488,212: 99,278 96,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -9,178: -2,419 -1,097 554 -1,520 -3,124 -3,386 -3,668: -5,792 -5,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.4 4.2 67.6 66.0 83.0 83.5: 17.0 16.5
Old : 100.0: 11.2 13.4 4.2 67.6 66.0 83.0 83.5: 17.0 16.5
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 : 536: 96 116 54 218 231 340 376:
Old : 536: 96 116 54 218 231 340 376:
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 : 17.1 11.8 25.4 19.4 15.0 11.1 22.6 17.2
Old : 17.1 11.8 25.4 19.4 15.0 11.1 22.6 17.2
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 29, 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 : 83,193: 10,075 3,329 2,368 40,922 34,851 53,365 40,548: 29,828 42,645
Old : 83,193: 10,075 3,329 2,368 40,922 34,851 53,365 40,548: 29,828 42,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -394: 136 1,069 -316 -1,686 5,913 -1,866 6,666: 1,472 -7,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.0 2.8 49.2 41.9 64.1 48.7: 35.9 51.3
Old : 100.0: 12.1 4.0 2.8 49.2 41.9 64.1 48.7: 35.9 51.3
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 : 63: 9 7 3 31 25 42 34:
Old : 63: 9 7 3 31 25 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 24.2 36.4 35.6 25.6 22.8 36.1 32.9
Old : 25.6 24.2 36.4 35.6 25.6 22.8 36.1 32.9
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, December 29, 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 : 2,506,414: 298,004 395,166 88,819 1,772,340 1,754,333 2,159,163 2,238,318: 347,251 268,096
Old : 2,506,414: 298,004 395,166 88,819 1,772,340 1,754,333 2,159,163 2,238,318: 347,251 268,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -43,919: -9,563 -7,620 1,136 829 -45,185 -7,598 -51,669: -36,321 7,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.8 3.5 70.7 70.0 86.1 89.3: 13.9 10.7
Old : 100.0: 11.9 15.8 3.5 70.7 70.0 86.1 89.3: 13.9 10.7
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 : 524: 92 117 48 207 222 323 363:
Old : 524: 92 117 48 207 222 323 363:
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 13.7 28.2 22.0 16.1 12.5 25.0 19.6
Old : 18.4 13.7 28.2 22.0 16.1 12.5 25.0 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 29, 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 : 83,331: 8,698 3,814 756 64,582 74,368 74,036 78,938: 9,295 4,393
Old : 83,331: 8,698 3,814 756 64,582 74,368 74,036 78,938: 9,295 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -3,053: -1,337 106 -34 -1,107 -3,439 -2,478 -3,367: -575 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.6 0.9 77.5 89.2 88.8 94.7: 11.2 5.3
Old : 100.0: 10.4 4.6 0.9 77.5 89.2 88.8 94.7: 11.2 5.3
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 : 84: 10 5 2 52 35 63 41:
Old : 84: 10 5 2 52 35 63 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 : 38.7 45.2 51.1 67.2 38.4 45.1 50.1 66.8
Old : 38.7 45.2 51.1 67.2 38.4 45.1 50.1 66.8
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 29, 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 : 63,214: 19,138 6,954 519 38,002 52,140 57,659 59,613: 5,555 3,601
Old : 63,214: 19,138 6,954 519 38,002 52,140 57,659 59,613: 5,555 3,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,615: 2,345 -261 -273 -290 1,845 1,782 1,311: -167 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.0 0.8 60.1 82.5 91.2 94.3: 8.8 5.7
Old : 100.0: 30.3 11.0 0.8 60.1 82.5 91.2 94.3: 8.8 5.7
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 : 213: 67 36 10 65 55 136 97:
Old : 213: 67 36 10 65 55 136 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 : 42.9 30.9 51.8 49.6 42.9 30.7 51.6 49.4
Old : 42.9 30.9 51.8 49.6 42.9 30.7 51.6 49.4
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 29, 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 : 316,070: 95,688 34,769 2,597 190,010 260,698 288,295 298,064: 27,775 18,006
Old : 316,070: 95,688 34,769 2,597 190,010 260,698 288,295 298,064: 27,775 18,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,077: 11,724 -1,306 -1,366 -1,448 9,225 8,910 6,553: -833 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.0 0.8 60.1 82.5 91.2 94.3: 8.8 5.7
Old : 100.0: 30.3 11.0 0.8 60.1 82.5 91.2 94.3: 8.8 5.7
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 : 213: 67 36 10 65 55 136 97:
Old : 213: 67 36 10 65 55 136 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 : 42.9 30.9 51.8 49.6 42.9 30.7 51.6 49.4
Old : 42.9 30.9 51.8 49.6 42.9 30.7 51.6 49.4
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 29, 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 : 98,174: 44,766 62,311 381 37,489 9,384 82,636 72,076: 15,538 26,098
Old : 98,174: 44,766 62,311 381 37,489 9,384 82,636 72,076: 15,538 26,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -8,127: -4,356 -7,665 142 -5,554 -91 -9,768 -7,614: 1,641 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 63.5 0.4 38.2 9.6 84.2 73.4: 15.8 26.6
Old : 100.0: 45.6 63.5 0.4 38.2 9.6 84.2 73.4: 15.8 26.6
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 : 84: 18 41 5 20 13 42 55:
Old : 84: 18 41 5 20 13 42 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 : 59.4 35.2 66.8 43.6 59.3 35.1 65.9 43.3
Old : 59.4 35.2 66.8 43.6 59.3 35.1 65.9 43.3
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 29, 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 : 48,082: 19,867 7,162 133 19,932 37,502 39,932 44,797: 8,150 3,285
Old : 48,082: 19,867 7,162 133 19,932 37,502 39,932 44,797: 8,150 3,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -473: 1,509 -563 0 198 154 1,707 -409: -2,180 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 14.9 0.3 41.5 78.0 83.0 93.2: 17.0 6.8
Old : 100.0: 41.3 14.9 0.3 41.5 78.0 83.0 93.2: 17.0 6.8
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 : 53: 19 8 1 15 12 34 21:
Old : 53: 19 8 1 15 12 34 21:
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 : 43.1 71.3 61.1 83.9 43.1 71.3 61.1 83.9
Old : 43.1 71.3 61.1 83.9 43.1 71.3 61.1 83.9
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 29, 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 : 70,567: 20,960 7,345 978 40,712 13,324 62,650 21,647: 7,917 48,920
Old : 70,567: 20,960 7,345 978 40,712 13,324 62,650 21,647: 7,917 48,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,461: 583 -475 -430 2,964 909 3,117 4: -656 2,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.4 1.4 57.7 18.9 88.8 30.7: 11.2 69.3
Old : 100.0: 29.7 10.4 1.4 57.7 18.9 88.8 30.7: 11.2 69.3
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 : 78: 30 9 3 29 19 61 29:
Old : 78: 30 9 3 29 19 61 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 : 27.9 13.3 41.7 19.6 26.6 12.7 40.0 18.4
Old : 27.9 13.3 41.7 19.6 26.6 12.7 40.0 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016