BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 6,614: 677 687 774 3,920 4,059 5,371 5,520: 1,243 1,094
Old : 6,614: 677 687 774 3,920 4,059 5,371 5,520: 1,243 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 338: 124 289 63 175 169 362 521: -24 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.4 11.7 59.3 61.4 81.2 83.5: 18.8 16.5
Old : 100.0: 10.2 10.4 11.7 59.3 61.4 81.2 83.5: 18.8 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 : 35: 8 7 9 14 16 25 29:
Old : 35: 8 7 9 14 16 25 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 : 40.8 43.4 62.0 57.8 37.8 42.6 53.3 53.8
Old : 40.8 43.4 62.0 57.8 37.8 42.6 53.3 53.8
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 48,970: 15,428 5,347 9,820 18,592 18,716 43,839 33,882: 5,131 15,087
Old : 48,970: 15,428 5,347 9,820 18,592 18,716 43,839 33,882: 5,131 15,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,941: 1,339 722 1,172 1,010 1,354 3,522 3,248: 419 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.9 20.1 38.0 38.2 89.5 69.2: 10.5 30.8
Old : 100.0: 31.5 10.9 20.1 38.0 38.2 89.5 69.2: 10.5 30.8
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 : 92: 26 21 32 39 31 74 75:
Old : 92: 26 21 32 39 31 74 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 : 30.0 24.8 44.1 36.7 28.5 22.3 40.9 29.0
Old : 30.0 24.8 44.1 36.7 28.5 22.3 40.9 29.0
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 12,195: 282 1,961 2,242 8,771 6,750 11,295 10,954: 900 1,242
Old : 12,195: 282 1,961 2,242 8,771 6,750 11,295 10,954: 900 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 838: 5 440 198 646 300 850 938: -11 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 16.1 18.4 71.9 55.4 92.6 89.8: 7.4 10.2
Old : 100.0: 2.3 16.1 18.4 71.9 55.4 92.6 89.8: 7.4 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 : 49: 6 16 16 25 19 42 40:
Old : 49: 6 16 16 25 19 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 31.1 59.7 53.4 33.3 18.6 41.7 27.9
Old : 38.2 31.1 59.7 53.4 33.3 18.6 41.7 27.9
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 3,338: 312 112 577 1,897 1,158 2,786 1,846: 552 1,492
Old : 3,338: 312 112 577 1,897 1,158 2,786 1,846: 552 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 24: 64 -20 -77 -24 2 -37 -95: 61 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.3 17.3 56.8 34.7 83.5 55.3: 16.5 44.7
Old : 100.0: 9.4 3.3 17.3 56.8 34.7 83.5 55.3: 16.5 44.7
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 : 20: 2 4 6 9 8 15 14:
Old : 20: 2 4 6 9 8 15 14:
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 : 48.5 37.0 72.6 48.8 42.4 28.2 59.8 34.3
Old : 48.5 37.0 72.6 48.8 42.4 28.2 59.8 34.3
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 284,245: 66,017 64,226 102,721 91,914 84,121 260,652 251,068: 23,593 33,176
Old : 280,020: 63,642 64,188 101,555 91,486 81,525 256,683 247,268: 23,337 32,752
Other: 4,225: 2,987 650 554 428 2,596 3,969 3,800: 256 424
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,436: -2,479 1,167 1,109 483 -2,502 -887 -226: -549 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.6 36.1 32.3 29.6 91.7 88.3: 8.3 11.7
Old : 100.0: 22.7 22.9 36.3 32.7 29.1 91.7 88.3: 8.3 11.7
Other: 100.0: 70.7 15.4 13.1 10.1 61.4 93.9 90.0: 6.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 118 90 108 84 76 252 232:
Old : 309: 119 89 108 83 76 251 232:
Other: 42: 9 9 7 8 21 21 33:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 14.2 21.4 23.2 10.8 12.3 17.9 17.8
Old : 12.6 14.4 21.5 23.2 11.0 12.2 18.2 17.8
Other: 74.5 45.3 85.4 62.3 68.4 39.1 71.8 53.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 402,344: 68,784 68,738 139,109 161,306 142,641 369,198 350,487: 33,146 51,857
Old : 402,344: 68,784 68,738 139,109 161,306 142,641 369,198 350,487: 33,146 51,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,573: 2,378 2,029 1,883 -594 -120 3,667 3,792: -94 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.1 34.6 40.1 35.5 91.8 87.1: 8.2 12.9
Old : 100.0: 17.1 17.1 34.6 40.1 35.5 91.8 87.1: 8.2 12.9
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 : 412: 110 115 149 148 145 337 344:
Old : 412: 110 115 149 148 145 337 344:
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 : 14.0 13.1 21.0 20.0 12.1 10.4 17.6 15.4
Old : 14.0 13.1 21.0 20.0 12.1 10.4 17.6 15.4
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 4,269: 1,327 1,826 680 1,183 683 3,190 3,189: 1,079 1,080
Old : 4,269: 1,327 1,826 680 1,183 683 3,190 3,189: 1,079 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1: -9 50 -24 -15 110 -49 136: 48 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 42.8 15.9 27.7 16.0 74.7 74.7: 25.3 25.3
Old : 100.0: 31.1 42.8 15.9 27.7 16.0 74.7 74.7: 25.3 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 : 63: 17 21 10 22 14 45 40:
Old : 63: 17 21 10 22 14 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.1 36.6 41.2 18.7 23.6 31.7 33.8
Old : 22.1 28.1 36.6 41.2 18.7 23.6 31.7 33.8
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 42,340: 11,382 10,204 9,405 12,744 7,626 33,532 27,235: 8,808 15,105
Old : 42,340: 11,382 10,204 9,405 12,744 7,626 33,532 27,235: 8,808 15,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -5,035: 213 203 -3,785 -1,346 -485 -4,918 -4,067: -117 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 24.1 22.2 30.1 18.0 79.2 64.3: 20.8 35.7
Old : 100.0: 26.9 24.1 22.2 30.1 18.0 79.2 64.3: 20.8 35.7
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 : 173: 38 57 47 57 51 130 130:
Old : 173: 38 57 47 57 51 130 130:
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 : 16.2 10.9 26.8 18.3 14.8 8.3 21.9 13.1
Old : 16.2 10.9 26.8 18.3 14.8 8.3 21.9 13.1
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 4,683: 594 3,315 239 2,680 628 3,513 4,181: 1,169 501
Old : 4,683: 594 3,315 239 2,680 628 3,513 4,181: 1,169 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 377: -8 376 7 298 -29 297 354: 80 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 70.8 5.1 57.2 13.4 75.0 89.3: 25.0 10.7
Old : 100.0: 12.7 70.8 5.1 57.2 13.4 75.0 89.3: 25.0 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 : 22: 5 7 5 10 4 18 13:
Old : 22: 5 7 5 10 4 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 : 45.8 64.9 62.4 80.9 45.3 64.4 58.4 73.6
Old : 45.8 64.9 62.4 80.9 45.3 64.4 58.4 73.6
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 36,942: 1,596 16,252 4,510 30,263 11,384 36,369 32,146: 573 4,796
Old : 36,942: 1,596 16,252 4,510 30,263 11,384 36,369 32,146: 573 4,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,656: 8 2,016 76 2,716 356 2,799 2,448: -143 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 44.0 12.2 81.9 30.8 98.4 87.0: 1.6 13.0
Old : 100.0: 4.3 44.0 12.2 81.9 30.8 98.4 87.0: 1.6 13.0
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 : 80: 9 37 30 23 21 58 62:
Old : 80: 9 37 30 23 21 58 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 33.1 68.9 50.3 49.7 33.0 68.7 46.8
Old : 49.7 33.1 68.9 50.3 49.7 33.0 68.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 41,789: 2,969 1,353 0 37,980 39,971 40,949 41,324: 840 465
Old : 41,789: 2,969 1,353 0 37,980 39,971 40,949 41,324: 840 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,445: 809 541 0 2,593 3,219 3,402 3,760: 43 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.2 0.0 90.9 95.6 98.0 98.9: 2.0 1.1
Old : 100.0: 7.1 3.2 0.0 90.9 95.6 98.0 98.9: 2.0 1.1
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 : 25: 6 3 0 12 9 18 12:
Old : 25: 6 3 0 12 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.9 88.3 96.4 69.6 73.5 81.4 83.3
Old : 72.3 83.9 88.3 96.4 69.6 73.5 81.4 83.3
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 155,964: 39,184 79,990 7,513 87,020 27,643 133,717 115,146: 22,247 40,818
Old : 155,964: 39,184 79,990 7,513 87,020 27,643 133,717 115,146: 22,247 40,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,723: -3,881 6,147 67 4,954 -1,922 1,141 4,293: 582 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 51.3 4.8 55.8 17.7 85.7 73.8: 14.3 26.2
Old : 100.0: 25.1 51.3 4.8 55.8 17.7 85.7 73.8: 14.3 26.2
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 : 92: 25 34 19 23 27 57 71:
Old : 92: 25 34 19 23 27 57 71:
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 : 40.8 41.1 53.3 48.5 39.7 40.9 51.4 47.8
Old : 40.8 41.1 53.3 48.5 39.7 40.9 51.4 47.8
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 79,972: 17,021 40,560 4,790 51,298 7,169 73,109 52,518: 6,862 27,453
Old : 79,972: 17,021 40,560 4,790 51,298 7,169 73,109 52,518: 6,862 27,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,620: -754 6,065 -84 8,246 549 7,408 6,530: -788 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 50.7 6.0 64.1 9.0 91.4 65.7: 8.6 34.3
Old : 100.0: 21.3 50.7 6.0 64.1 9.0 91.4 65.7: 8.6 34.3
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 : 50: 10 21 10 13 12 27 39:
Old : 50: 10 21 10 13 12 27 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 : 50.7 37.8 68.4 47.7 50.1 37.8 67.4 46.2
Old : 50.7 37.8 68.4 47.7 50.1 37.8 67.4 46.2
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 189,370: 50,299 79,463 17,583 117,104 86,996 184,985 184,042: 4,385 5,328
Old : 189,370: 50,299 79,463 17,583 117,104 86,996 184,985 184,042: 4,385 5,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 7,575: 8,831 -126 -450 -2,075 9,571 6,305 8,994: 1,270 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 42.0 9.3 61.8 45.9 97.7 97.2: 2.3 2.8
Old : 100.0: 26.6 42.0 9.3 61.8 45.9 97.7 97.2: 2.3 2.8
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 : 119: 33 51 12 17 25 60 80:
Old : 119: 33 51 12 17 25 60 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 : 63.8 40.2 79.1 61.1 63.8 34.5 71.9 52.1
Old : 63.8 40.2 79.1 61.1 63.8 34.5 71.9 52.1
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 198,063: 32,404 64,783 17,649 129,058 77,704 179,111 160,136: 18,952 37,927
Old : 198,063: 32,404 64,783 17,649 129,058 77,704 179,111 160,136: 18,952 37,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 462: -1,892 4,380 2,009 -162 -5,315 -44 1,075: 506 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 32.7 8.9 65.2 39.2 90.4 80.9: 9.6 19.1
Old : 100.0: 16.4 32.7 8.9 65.2 39.2 90.4 80.9: 9.6 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 28 45 25 27 38 70 93:
Old : 115: 28 45 25 27 38 70 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 23.2 54.7 31.8 45.6 22.5 54.0 30.4
Old : 45.8 23.2 54.7 31.8 45.6 22.5 54.0 30.4
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 275,522: 29,412 109,113 21,388 206,883 95,948 257,683 226,449: 17,840 49,073
Old : 275,522: 29,412 109,113 21,388 206,883 95,948 257,683 226,449: 17,840 49,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -5,897: -4,899 -6,129 -101 -559 3,002 -5,559 -3,228: -339 -2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 39.6 7.8 75.1 34.8 93.5 82.2: 6.5 17.8
Old : 100.0: 10.7 39.6 7.8 75.1 34.8 93.5 82.2: 6.5 17.8
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 : 143: 28 63 34 32 41 83 115:
Old : 143: 28 63 34 32 41 83 115:
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 28.5 69.2 38.2 59.2 28.5 67.5 37.9
Old : 60.2 28.5 69.2 38.2 59.2 28.5 67.5 37.9
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 557,979: 78,344 244,663 66,411 363,374 153,317 508,129 464,391: 49,850 93,588
Old : 557,979: 78,344 244,663 66,411 363,374 153,317 508,129 464,391: 49,850 93,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 8,750: -2,769 6,970 520 11,960 1,347 9,711 8,837: -962 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 43.8 11.9 65.1 27.5 91.1 83.2: 8.9 16.8
Old : 100.0: 14.0 43.8 11.9 65.1 27.5 91.1 83.2: 8.9 16.8
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 : 271: 62 125 73 58 65 164 219:
Old : 271: 62 125 73 58 65 164 219:
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 : 24.9 21.1 39.8 29.1 23.0 20.9 35.3 26.4
Old : 24.9 21.1 39.8 29.1 23.0 20.9 35.3 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 30,543: 23,400 20,255 49 6,175 8,942 29,624 29,246: 919 1,297
Old : 30,543: 23,400 20,255 49 6,175 8,942 29,624 29,246: 919 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,958: 1,839 1,273 14 2,160 2,706 4,013 3,993: -55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 66.3 0.2 20.2 29.3 97.0 95.8: 3.0 4.2
Old : 100.0: 76.6 66.3 0.2 20.2 29.3 97.0 95.8: 3.0 4.2
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 : 26: 5 15 3 3 5 11 20:
Old : 26: 5 15 3 3 5 11 20:
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 : 84.3 67.2 96.8 86.6 84.3 59.6 88.7 78.4
Old : 84.3 67.2 96.8 86.6 84.3 59.6 88.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 35,099: 22,603 18,593 264 10,292 10,740 33,159 29,597: 1,940 5,502
Old : 35,099: 22,603 18,593 264 10,292 10,740 33,159 29,597: 1,940 5,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 200: 384 1,622 -214 80 -373 250 1,035: -50 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 53.0 0.8 29.3 30.6 94.5 84.3: 5.5 15.7
Old : 100.0: 64.4 53.0 0.8 29.3 30.6 94.5 84.3: 5.5 15.7
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 : 70: 18 31 4 12 12 32 45:
Old : 70: 18 31 4 12 12 32 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 39.8 70.8 54.4 58.9 39.8 70.8 54.4
Old : 58.9 39.8 70.8 54.4 58.9 39.8 70.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,882: 2,218 5,183 23 5,070 687 7,311 5,893: 571 1,989
Old : 7,882: 2,218 5,183 23 5,070 687 7,311 5,893: 571 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 100: -245 -215 0 211 15 -34 -200: 134 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 65.8 0.3 64.3 8.7 92.8 74.8: 7.2 25.2
Old : 100.0: 28.1 65.8 0.3 64.3 8.7 92.8 74.8: 7.2 25.2
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 : 20: 1 12 1 6 3 8 15:
Old : 20: 1 12 1 6 3 8 15:
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 : 76.2 46.5 92.8 60.6 75.2 46.2 91.4 60.3
Old : 76.2 46.5 92.8 60.6 75.2 46.2 91.4 60.3
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 with Delta-adjusted Options and Futures Combined, November 24, 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 :19,354,777: 1,338,642 1,443,018 8,383,712 8,918,978 8,416,055 18,641,332 18,242,785: 713,445 1,111,992
Old :19,354,777: 1,338,642 1,443,018 8,383,712 8,918,978 8,416,055 18,641,332 18,242,785: 713,445 1,111,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 480,584: 20,363 -28,111 368,887 78,621 142,630 467,871 483,407: 12,713 -2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.5 43.3 46.1 43.5 96.3 94.3: 3.7 5.7
Old : 100.0: 6.9 7.5 43.3 46.1 43.5 96.3 94.3: 3.7 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 : 324: 65 87 123 143 161 280 306:
Old : 324: 65 87 123 143 161 280 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 20.9 34.2 32.9 9.8 7.9 15.0 10.6
Old : 21.6 20.9 34.2 32.9 9.8 7.9 15.0 10.6
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 853,369: 72,140 84,186 89,865 587,749 571,636 749,753 745,687: 103,616 107,681
Old : 853,369: 72,140 84,186 89,865 587,749 571,636 749,753 745,687: 103,616 107,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -40,565: 848 -3,802 -11,913 -20,197 -17,306 -31,263 -33,021: -9,302 -7,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.9 10.5 68.9 67.0 87.9 87.4: 12.1 12.6
Old : 100.0: 8.5 9.9 10.5 68.9 67.0 87.9 87.4: 12.1 12.6
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 : 630: 132 147 155 257 274 473 494:
Old : 630: 132 147 155 257 274 473 494:
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 : 15.6 12.4 25.4 18.8 11.8 8.1 18.5 13.0
Old : 15.6 12.4 25.4 18.8 11.8 8.1 18.5 13.0
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 166,095: 12,385 4,239 25,151 88,989 99,148 126,525 128,538: 39,571 37,557
Old : 166,095: 12,385 4,239 25,151 88,989 99,148 126,525 128,538: 39,571 37,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -10,836: -1,304 -276 -1,054 -7,053 467 -9,412 -864: -1,424 -9,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.6 15.1 53.6 59.7 76.2 77.4: 23.8 22.6
Old : 100.0: 7.5 2.6 15.1 53.6 59.7 76.2 77.4: 23.8 22.6
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 : 80: 17 10 22 41 39 70 61:
Old : 80: 17 10 22 41 39 70 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 : 20.7 24.6 31.8 39.0 12.0 15.8 19.3 24.7
Old : 20.7 24.6 31.8 39.0 12.0 15.8 19.3 24.7
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 3,436,366: 316,724 417,683 305,619 2,493,798 2,362,442 3,116,141 3,085,744: 320,225 350,622
Old : 3,436,366: 316,724 417,683 305,619 2,493,798 2,362,442 3,116,141 3,085,744: 320,225 350,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -148,645: 3,137 -25,255 -46,670 -65,722 -88,864 -109,255 -160,789: -39,390 12,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.2 8.9 72.6 68.7 90.7 89.8: 9.3 10.2
Old : 100.0: 9.2 12.2 8.9 72.6 68.7 90.7 89.8: 9.3 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 : 610: 125 143 145 248 266 450 477:
Old : 610: 125 143 145 248 266 450 477:
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 : 16.9 12.1 27.4 19.5 14.3 10.2 23.0 15.9
Old : 16.9 12.1 27.4 19.5 14.3 10.2 23.0 15.9
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 89,860: 8,627 2,947 488 70,180 81,975 79,295 85,410: 10,565 4,450
Old : 89,860: 8,627 2,947 488 70,180 81,975 79,295 85,410: 10,565 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,372: 2,973 -858 90 303 4,085 3,366 3,317: 6 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.3 0.5 78.1 91.2 88.2 95.0: 11.8 5.0
Old : 100.0: 9.6 3.3 0.5 78.1 91.2 88.2 95.0: 11.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 13 5 2 51 38 64 45:
Old : 89: 13 5 2 51 38 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 39.2 50.9 67.5 35.9 39.2 50.7 67.4
Old : 36.1 39.2 50.9 67.5 35.9 39.2 50.7 67.4
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 with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 69,943: 18,249 7,110 2,892 42,870 55,619 64,010 65,620: 5,933 4,322
Old : 69,943: 18,249 7,110 2,892 42,870 55,619 64,010 65,620: 5,933 4,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -3,815: -1,353 1,379 114 -2,407 -5,226 -3,645 -3,733: -170 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.2 4.1 61.3 79.5 91.5 93.8: 8.5 6.2
Old : 100.0: 26.1 10.2 4.1 61.3 79.5 91.5 93.8: 8.5 6.2
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 : 243: 66 44 22 84 80 162 136:
Old : 243: 66 44 22 84 80 162 136:
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 : 37.1 32.8 46.1 47.1 37.1 32.4 46.1 46.3
Old : 37.1 32.8 46.1 47.1 37.1 32.4 46.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 349,714: 91,243 35,549 14,458 214,348 278,096 320,048 328,102: 29,667 21,612
Old : 349,714: 91,243 35,549 14,458 214,348 278,096 320,048 328,102: 29,667 21,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -19,073: -6,763 6,893 572 -12,035 -26,129 -18,226 -18,664: -848 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.2 4.1 61.3 79.5 91.5 93.8: 8.5 6.2
Old : 100.0: 26.1 10.2 4.1 61.3 79.5 91.5 93.8: 8.5 6.2
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 : 243: 66 44 22 84 80 162 136:
Old : 243: 66 44 22 84 80 162 136:
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 : 37.1 32.8 46.1 47.1 37.1 32.4 46.1 46.3
Old : 37.1 32.8 46.1 47.1 37.1 32.4 46.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 167,926: 47,137 104,601 7,560 96,060 20,406 150,756 132,567: 17,170 35,359
Old : 167,926: 47,137 104,601 7,560 96,060 20,406 150,756 132,567: 17,170 35,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -8,021: 1,100 -7,966 1,282 -11,447 1,598 -9,065 -5,086: 1,044 -2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 62.3 4.5 57.2 12.2 89.8 78.9: 10.2 21.1
Old : 100.0: 28.1 62.3 4.5 57.2 12.2 89.8 78.9: 10.2 21.1
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 : 97: 19 52 23 19 19 52 80:
Old : 97: 19 52 23 19 19 52 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 : 55.5 39.0 68.3 46.8 55.2 39.0 67.3 46.3
Old : 55.5 39.0 68.3 46.8 55.2 39.0 67.3 46.3
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 53,522: 22,159 21,065 691 21,836 24,598 44,686 46,354: 8,836 7,168
Old : 53,522: 22,159 21,065 691 21,836 24,598 44,686 46,354: 8,836 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 947: 1,106 1,429 122 -231 229 997 1,780: -50 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 39.4 1.3 40.8 46.0 83.5 86.6: 16.5 13.4
Old : 100.0: 41.4 39.4 1.3 40.8 46.0 83.5 86.6: 16.5 13.4
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 : 71: 22 21 5 21 11 46 34:
Old : 71: 22 21 5 21 11 46 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 : 37.2 54.2 49.8 69.1 37.2 54.2 49.8 68.6
Old : 37.2 54.2 49.8 69.1 37.2 54.2 49.8 68.6
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 with Delta-adjusted Options and Futures Combined, November 24, 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 : 94,872: 44,653 9,071 1,188 39,442 26,801 85,283 37,060: 9,589 57,812
Old : 94,872: 44,653 9,071 1,188 39,442 26,801 85,283 37,060: 9,589 57,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -3,212: -3,167 -3,768 177 -249 -2,028 -3,239 -5,619: 27 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 9.6 1.3 41.6 28.2 89.9 39.1: 10.1 60.9
Old : 100.0: 47.1 9.6 1.3 41.6 28.2 89.9 39.1: 10.1 60.9
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 : 99: 43 9 8 37 19 82 34:
Old : 99: 43 9 8 37 19 82 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 : 25.5 22.3 37.9 27.6 25.3 21.3 37.0 26.5
Old : 25.5 22.3 37.9 27.6 25.3 21.3 37.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015