BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 6,814: 694 836 755 4,121 4,107 5,570 5,697: 1,244 1,116
Old : 6,814: 694 836 755 4,121 4,107 5,570 5,697: 1,244 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 200: 17 149 -19 201 47 199 177: 1 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.3 11.1 60.5 60.3 81.7 83.6: 18.3 16.4
Old : 100.0: 10.2 12.3 11.1 60.5 60.3 81.7 83.6: 18.3 16.4
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 : 34: 7 7 8 14 16 24 28:
Old : 34: 7 7 8 14 16 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 42.6 62.5 58.3 38.5 41.7 53.9 54.5
Old : 41.4 42.6 62.5 58.3 38.5 41.7 53.9 54.5
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, December 01, 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 : 49,711: 15,982 5,567 9,911 18,808 19,018 44,701 34,496: 5,010 15,215
Old : 49,711: 15,982 5,567 9,911 18,808 19,018 44,701 34,496: 5,010 15,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 741: 555 220 91 216 303 862 613: -120 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 11.2 19.9 37.8 38.3 89.9 69.4: 10.1 30.6
Old : 100.0: 32.1 11.2 19.9 37.8 38.3 89.9 69.4: 10.1 30.6
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 : 95: 28 22 34 39 31 76 78:
Old : 95: 28 22 34 39 31 76 78:
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 : 30.4 24.5 44.8 36.3 29.1 22.4 41.1 29.0
Old : 30.4 24.5 44.8 36.3 29.1 22.4 41.1 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, December 01, 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 : 11,906: 363 1,772 2,110 8,537 6,601 11,010 10,483: 896 1,423
Old : 11,906: 363 1,772 2,110 8,537 6,601 11,010 10,483: 896 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -289: 80 -189 -132 -234 -150 -285 -471: -4 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.9 17.7 71.7 55.4 92.5 88.0: 7.5 12.0
Old : 100.0: 3.0 14.9 17.7 71.7 55.4 92.5 88.0: 7.5 12.0
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 : 47: 7 13 16 25 19 42 38:
Old : 47: 7 13 16 25 19 42 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 : 37.4 30.3 59.1 52.7 34.4 19.3 43.0 29.7
Old : 37.4 30.3 59.1 52.7 34.4 19.3 43.0 29.7
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, December 01, 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 : 3,557: 492 100 588 1,872 1,329 2,953 2,017: 605 1,541
Old : 3,557: 492 100 588 1,872 1,329 2,953 2,017: 605 1,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 219: 180 -12 11 -24 171 167 171: 52 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.8 16.5 52.6 37.4 83.0 56.7: 17.0 43.3
Old : 100.0: 13.8 2.8 16.5 52.6 37.4 83.0 56.7: 17.0 43.3
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 : 20: 3 3 5 9 9 15 14:
Old : 20: 3 3 5 9 9 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 : 48.0 39.1 72.4 49.7 43.9 29.7 59.8 35.4
Old : 48.0 39.1 72.4 49.7 43.9 29.7 59.8 35.4
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, December 01, 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 : 273,711: 63,060 60,820 99,832 88,502 80,981 251,394 241,633: 22,317 32,079
Old : 269,490: 60,625 60,708 98,725 88,093 78,392 247,442 237,825: 22,048 31,665
Other: 4,221: 2,975 652 567 410 2,589 3,952 3,808: 269 414
: : :
: : Changes in Commitments from: November 24, 2015 :
: -10,533: -2,957 -3,407 -2,889 -3,412 -3,140 -9,258 -9,436: -1,276 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 22.2 36.5 32.3 29.6 91.8 88.3: 8.2 11.7
Old : 100.0: 22.5 22.5 36.6 32.7 29.1 91.8 88.3: 8.2 11.7
Other: 100.0: 70.5 15.4 13.4 9.7 61.3 93.6 90.2: 6.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 122 84 123 84 77 257 242:
Old : 308: 123 83 123 83 77 256 242:
Other: 42: 10 8 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 : 12.6 13.9 22.1 23.1 10.8 12.3 18.1 17.6
Old : 12.8 14.1 22.3 23.0 11.0 12.2 18.4 17.4
Other: 74.5 45.4 84.9 62.6 68.9 40.0 72.3 54.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 394,605: 68,494 69,189 137,612 156,009 136,476 362,115 343,276: 32,490 51,329
Old : 394,605: 68,494 69,189 137,612 156,009 136,476 362,115 343,276: 32,490 51,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -7,739: -290 451 -1,497 -5,296 -6,165 -7,083 -7,211: -656 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.5 34.9 39.5 34.6 91.8 87.0: 8.2 13.0
Old : 100.0: 17.4 17.5 34.9 39.5 34.6 91.8 87.0: 8.2 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 : 418: 109 120 152 147 147 341 351:
Old : 418: 109 120 152 147 147 341 351:
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 : 14.5 13.1 21.9 19.8 12.4 10.1 18.1 15.3
Old : 14.5 13.1 21.9 19.8 12.4 10.1 18.1 15.3
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, December 01, 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 : 4,488: 1,309 1,874 876 1,154 673 3,339 3,423: 1,150 1,066
Old : 4,488: 1,309 1,874 876 1,154 673 3,339 3,423: 1,150 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 219: -18 48 196 -29 -9 149 234: 71 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 41.8 19.5 25.7 15.0 74.4 76.3: 25.6 23.7
Old : 100.0: 29.2 41.8 19.5 25.7 15.0 74.4 76.3: 25.6 23.7
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 : 68: 18 23 15 20 15 48 47:
Old : 68: 18 23 15 20 15 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.7 32.9 38.2 17.1 23.2 28.7 32.7
Old : 18.8 25.7 32.9 38.2 17.1 23.2 28.7 32.7
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, December 01, 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 : 44,062: 12,012 10,548 10,121 13,309 8,023 35,442 28,692: 8,619 15,370
Old : 44,062: 12,012 10,548 10,121 13,309 8,023 35,442 28,692: 8,619 15,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,722: 630 344 716 565 397 1,911 1,457: -189 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 23.9 23.0 30.2 18.2 80.4 65.1: 19.6 34.9
Old : 100.0: 27.3 23.9 23.0 30.2 18.2 80.4 65.1: 19.6 34.9
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 : 176: 37 58 50 62 52 135 135:
Old : 176: 37 58 50 62 52 135 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 10.9 27.6 18.1 15.5 8.3 22.7 13.4
Old : 17.6 10.9 27.6 18.1 15.5 8.3 22.7 13.4
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 4,797: 596 3,423 234 2,879 628 3,710 4,286: 1,087 511
Old : 4,797: 596 3,423 234 2,879 628 3,710 4,286: 1,087 511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 114: 2 108 -4 199 0 196 104: -82 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 71.4 4.9 60.0 13.1 77.3 89.3: 22.7 10.7
Old : 100.0: 12.4 71.4 4.9 60.0 13.1 77.3 89.3: 22.7 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 : 23: 5 7 5 11 4 19 13:
Old : 23: 5 7 5 11 4 19 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 : 45.0 65.6 62.8 81.3 44.8 65.3 59.8 74.1
Old : 45.0 65.6 62.8 81.3 44.8 65.3 59.8 74.1
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, December 01, 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 : 38,541: 1,742 17,273 4,724 31,412 11,952 37,878 33,948: 663 4,592
Old : 38,541: 1,742 17,273 4,724 31,412 11,952 37,878 33,948: 663 4,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,599: 147 1,021 214 1,148 568 1,510 1,802: 89 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 44.8 12.3 81.5 31.0 98.3 88.1: 1.7 11.9
Old : 100.0: 4.5 44.8 12.3 81.5 31.0 98.3 88.1: 1.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 10 38 31 23 22 59 65:
Old : 83: 10 38 31 23 22 59 65:
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 : 49.4 33.0 68.8 50.3 49.4 33.0 68.7 46.8
Old : 49.4 33.0 68.8 50.3 49.4 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, December 01, 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 : 41,692: 2,276 1,446 1 38,601 39,639 40,878 41,086: 814 606
Old : 41,692: 2,276 1,446 1 38,601 39,639 40,878 41,086: 814 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -97: -693 93 1 621 -332 -71 -238: -26 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.5 0.0 92.6 95.1 98.0 98.5: 2.0 1.5
Old : 100.0: 5.5 3.5 0.0 92.6 95.1 98.0 98.5: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 3 1 13 8 20 11:
Old : 25: 6 3 1 13 8 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 84.1 89.6 96.5 70.0 73.7 81.1 82.5
Old : 73.5 84.1 89.6 96.5 70.0 73.7 81.1 82.5
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, December 01, 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 : 158,017: 36,739 77,032 7,589 90,033 29,829 134,361 114,450: 23,656 43,567
Old : 158,017: 36,739 77,032 7,589 90,033 29,829 134,361 114,450: 23,656 43,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,053: -2,445 -2,957 76 3,013 2,186 644 -695: 1,409 2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 48.7 4.8 57.0 18.9 85.0 72.4: 15.0 27.6
Old : 100.0: 23.2 48.7 4.8 57.0 18.9 85.0 72.4: 15.0 27.6
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 : 90: 26 31 17 24 27 56 69:
Old : 90: 26 31 17 24 27 56 69:
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 : 41.3 37.6 54.3 45.4 39.7 37.4 52.1 45.2
Old : 41.3 37.6 54.3 45.4 39.7 37.4 52.1 45.2
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, December 01, 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 : 86,349: 17,393 43,332 5,096 56,718 7,817 79,206 56,244: 7,143 30,105
Old : 86,349: 17,393 43,332 5,096 56,718 7,817 79,206 56,244: 7,143 30,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 6,377: 372 2,772 305 5,420 648 6,097 3,726: 280 2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 50.2 5.9 65.7 9.1 91.7 65.1: 8.3 34.9
Old : 100.0: 20.1 50.2 5.9 65.7 9.1 91.7 65.1: 8.3 34.9
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 : 50: 10 22 10 12 12 28 38:
Old : 50: 10 22 10 12 12 28 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 : 53.2 38.1 69.7 47.3 52.4 38.0 68.8 45.5
Old : 53.2 38.1 69.7 47.3 52.4 38.0 68.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 187,136: 48,953 74,345 17,996 116,341 89,892 183,290 182,232: 3,846 4,903
Old : 187,136: 48,953 74,345 17,996 116,341 89,892 183,290 182,232: 3,846 4,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -2,234: -1,346 -5,118 413 -763 2,896 -1,695 -1,809: -539 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 39.7 9.6 62.2 48.0 97.9 97.4: 2.1 2.6
Old : 100.0: 26.2 39.7 9.6 62.2 48.0 97.9 97.4: 2.1 2.6
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 : 122: 38 50 13 17 26 64 81:
Old : 122: 38 50 13 17 26 64 81:
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 : 65.3 42.0 80.5 63.0 65.3 36.3 72.6 53.4
Old : 65.3 42.0 80.5 63.0 65.3 36.3 72.6 53.4
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, December 01, 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 : 210,983: 38,412 66,263 16,857 137,134 88,700 192,403 171,821: 18,580 39,162
Old : 210,983: 38,412 66,263 16,857 137,134 88,700 192,403 171,821: 18,580 39,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 12,920: 6,008 1,480 -792 8,075 10,997 13,292 11,685: -372 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 31.4 8.0 65.0 42.0 91.2 81.4: 8.8 18.6
Old : 100.0: 18.2 31.4 8.0 65.0 42.0 91.2 81.4: 8.8 18.6
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 : 118: 28 47 25 28 39 74 93:
Old : 118: 28 47 25 28 39 74 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 : 43.7 24.8 55.0 34.0 43.2 24.2 53.9 32.4
Old : 43.7 24.8 55.0 34.0 43.2 24.2 53.9 32.4
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, December 01, 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 : 279,639: 31,214 108,223 21,959 209,032 101,234 262,205 231,416: 17,435 48,223
Old : 279,639: 31,214 108,223 21,959 209,032 101,234 262,205 231,416: 17,435 48,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 4,117: 1,802 -890 571 2,148 5,286 4,522 4,967: -405 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 38.7 7.9 74.8 36.2 93.8 82.8: 6.2 17.2
Old : 100.0: 11.2 38.7 7.9 74.8 36.2 93.8 82.8: 6.2 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 : 148: 31 64 34 32 44 81 124:
Old : 148: 31 64 34 32 44 81 124:
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 : 59.1 27.7 67.1 35.7 58.3 27.6 65.1 35.6
Old : 59.1 27.7 67.1 35.7 58.3 27.6 65.1 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 582,253: 79,343 251,373 75,625 375,821 158,556 530,788 485,554: 51,465 96,699
Old : 582,253: 79,343 251,373 75,625 375,821 158,556 530,788 485,554: 51,465 96,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 24,274: 999 6,711 9,214 12,446 5,239 22,660 21,163: 1,615 3,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 43.2 13.0 64.5 27.2 91.2 83.4: 8.8 16.6
Old : 100.0: 13.6 43.2 13.0 64.5 27.2 91.2 83.4: 8.8 16.6
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 : 275: 65 124 79 58 67 168 227:
Old : 275: 65 124 79 58 67 168 227:
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 : 24.5 21.3 39.2 29.4 21.8 21.1 35.4 27.0
Old : 24.5 21.3 39.2 29.4 21.8 21.1 35.4 27.0
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, December 01, 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 : 44,265: 24,414 20,753 3,093 15,605 18,633 43,112 42,479: 1,153 1,786
Old : 44,265: 24,414 20,753 3,093 15,605 18,633 43,112 42,479: 1,153 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 13,722: 1,014 498 3,044 9,430 9,691 13,488 13,233: 234 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 46.9 7.0 35.3 42.1 97.4 96.0: 2.6 4.0
Old : 100.0: 55.2 46.9 7.0 35.3 42.1 97.4 96.0: 2.6 4.0
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 : 26: 5 15 4 4 5 12 21:
Old : 26: 5 15 4 4 5 12 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 : 71.0 68.8 93.5 87.4 58.8 40.6 63.5 54.5
Old : 71.0 68.8 93.5 87.4 58.8 40.6 63.5 54.5
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, December 01, 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 : 36,623: 22,881 18,124 403 10,658 12,451 33,942 30,978: 2,681 5,645
Old : 36,623: 22,881 18,124 403 10,658 12,451 33,942 30,978: 2,681 5,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,524: 278 -469 139 366 1,711 783 1,381: 741 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 49.5 1.1 29.1 34.0 92.7 84.6: 7.3 15.4
Old : 100.0: 62.5 49.5 1.1 29.1 34.0 92.7 84.6: 7.3 15.4
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 : 68: 19 29 7 11 12 34 44:
Old : 68: 19 29 7 11 12 34 44:
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 : 55.7 43.1 68.7 56.6 55.7 43.1 68.7 56.6
Old : 55.7 43.1 68.7 56.6 55.7 43.1 68.7 56.6
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, December 01, 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 : 8,965: 2,724 6,356 23 5,749 711 8,496 7,090: 469 1,875
Old : 8,965: 2,724 6,356 23 5,749 711 8,496 7,090: 469 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,083: 506 1,173 0 679 24 1,185 1,197: -102 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 70.9 0.3 64.1 7.9 94.8 79.1: 5.2 20.9
Old : 100.0: 30.4 70.9 0.3 64.1 7.9 94.8 79.1: 5.2 20.9
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 : 23: 2 12 1 9 3 12 15:
Old : 23: 2 12 1 9 3 12 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 : 66.6 50.0 92.0 66.0 65.8 49.7 91.3 65.5
Old : 66.6 50.0 92.0 66.0 65.8 49.7 91.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 :19,538,843: 1,373,381 1,512,784 8,416,866 8,952,118 8,446,528 18,742,365 18,376,178: 796,479 1,162,665
Old :19,538,843: 1,373,381 1,512,784 8,416,866 8,952,118 8,446,528 18,742,365 18,376,178: 796,479 1,162,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 184,067: 34,738 69,766 33,155 33,140 30,473 101,033 133,393: 83,034 50,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.7 43.1 45.8 43.2 95.9 94.0: 4.1 6.0
Old : 100.0: 7.0 7.7 43.1 45.8 43.2 95.9 94.0: 4.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 60 97 124 143 159 281 307:
Old : 325: 60 97 124 143 159 281 307:
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 : 21.7 21.0 34.4 33.2 10.0 7.8 15.5 10.6
Old : 21.7 21.0 34.4 33.2 10.0 7.8 15.5 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, December 01, 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 : 853,925: 71,414 81,946 90,819 592,679 578,335 754,911 751,100: 99,014 102,825
Old : 853,925: 71,414 81,946 90,819 592,679 578,335 754,911 751,100: 99,014 102,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 556: -726 -2,240 954 4,930 6,698 5,158 5,413: -4,602 -4,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.6 10.6 69.4 67.7 88.4 88.0: 11.6 12.0
Old : 100.0: 8.4 9.6 10.6 69.4 67.7 88.4 88.0: 11.6 12.0
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 : 614: 125 142 142 255 268 462 472:
Old : 614: 125 142 142 255 268 462 472:
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 : 15.4 12.4 25.1 18.8 11.4 8.0 17.9 12.8
Old : 15.4 12.4 25.1 18.8 11.4 8.0 17.9 12.8
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, December 01, 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 : 166,125: 13,921 5,148 25,339 89,584 102,468 128,843 132,955: 37,282 33,170
Old : 166,125: 13,921 5,148 25,339 89,584 102,468 128,843 132,955: 37,282 33,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 30: 1,536 909 188 595 3,320 2,319 4,417: -2,289 -4,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.1 15.3 53.9 61.7 77.6 80.0: 22.4 20.0
Old : 100.0: 8.4 3.1 15.3 53.9 61.7 77.6 80.0: 22.4 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 15 13 23 43 42 73 65:
Old : 83: 15 13 23 43 42 73 65:
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 : 20.4 25.5 31.4 40.0 11.8 16.6 19.3 26.9
Old : 20.4 25.5 31.4 40.0 11.8 16.6 19.3 26.9
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 3,438,999: 312,959 409,482 301,905 2,515,474 2,379,334 3,130,338 3,090,722: 308,661 348,277
Old : 3,438,999: 312,959 409,482 301,905 2,515,474 2,379,334 3,130,338 3,090,722: 308,661 348,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,633: -3,765 -8,200 -3,714 21,676 16,892 14,197 4,978: -11,564 -2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.9 8.8 73.1 69.2 91.0 89.9: 9.0 10.1
Old : 100.0: 9.1 11.9 8.8 73.1 69.2 91.0 89.9: 9.0 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 : 592: 120 135 131 245 259 437 453:
Old : 592: 120 135 131 245 259 437 453:
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 : 16.8 12.3 27.2 19.6 14.0 9.9 22.8 15.4
Old : 16.8 12.3 27.2 19.6 14.0 9.9 22.8 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 90,314: 11,340 3,151 394 67,597 83,073 79,331 86,618: 10,983 3,696
Old : 90,314: 11,340 3,151 394 67,597 83,073 79,331 86,618: 10,983 3,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 454: 2,713 204 -94 -2,583 1,098 36 1,208: 418 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.5 0.4 74.8 92.0 87.8 95.9: 12.2 4.1
Old : 100.0: 12.6 3.5 0.4 74.8 92.0 87.8 95.9: 12.2 4.1
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 : 90: 15 5 2 48 39 63 46:
Old : 90: 15 5 2 48 39 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 40.2 50.9 69.3 36.1 40.2 50.6 69.3
Old : 36.3 40.2 50.9 69.3 36.1 40.2 50.6 69.3
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, December 01, 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 : 71,609: 18,986 7,580 2,424 43,821 56,840 65,231 66,844: 6,379 4,766
Old : 71,609: 18,986 7,580 2,424 43,821 56,840 65,231 66,844: 6,379 4,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,667: 738 470 -468 951 1,221 1,221 1,223: 445 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.6 3.4 61.2 79.4 91.1 93.3: 8.9 6.7
Old : 100.0: 26.5 10.6 3.4 61.2 79.4 91.1 93.3: 8.9 6.7
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 : 239: 61 44 20 87 77 159 131:
Old : 239: 61 44 20 87 77 159 131:
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 : 36.6 31.0 46.4 44.7 36.5 30.6 46.3 43.9
Old : 36.6 31.0 46.4 44.7 36.5 30.6 46.3 43.9
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, December 01, 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 : 358,047: 94,931 37,901 12,118 219,104 284,199 326,154 334,218: 31,893 23,829
Old : 358,047: 94,931 37,901 12,118 219,104 284,199 326,154 334,218: 31,893 23,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 8,333: 3,689 2,352 -2,339 4,756 6,103 6,106 6,116: 2,227 2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.6 3.4 61.2 79.4 91.1 93.3: 8.9 6.7
Old : 100.0: 26.5 10.6 3.4 61.2 79.4 91.1 93.3: 8.9 6.7
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 : 239: 61 44 20 87 77 159 131:
Old : 239: 61 44 20 87 77 159 131:
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 : 36.6 31.0 46.4 44.7 36.5 30.6 46.3 43.9
Old : 36.6 31.0 46.4 44.7 36.5 30.6 46.3 43.9
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, December 01, 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 : 171,835: 49,209 96,022 9,073 92,821 32,329 151,103 137,424: 20,732 34,411
Old : 171,835: 49,209 96,022 9,073 92,821 32,329 151,103 137,424: 20,732 34,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 3,909: 2,073 -8,580 1,513 -3,239 11,923 347 4,857: 3,562 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 55.9 5.3 54.0 18.8 87.9 80.0: 12.1 20.0
Old : 100.0: 28.6 55.9 5.3 54.0 18.8 87.9 80.0: 12.1 20.0
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 : 97: 25 44 23 21 21 58 76:
Old : 97: 25 44 23 21 21 58 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 39.9 65.3 49.5 54.0 39.2 63.6 48.6
Old : 54.1 39.9 65.3 49.5 54.0 39.2 63.6 48.6
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, December 01, 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 : 51,941: 22,889 19,515 681 19,641 24,405 43,211 44,601: 8,730 7,340
Old : 51,941: 22,889 19,515 681 19,641 24,405 43,211 44,601: 8,730 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -1,581: 730 -1,550 -10 -2,195 -193 -1,475 -1,753: -106 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 37.6 1.3 37.8 47.0 83.2 85.9: 16.8 14.1
Old : 100.0: 44.1 37.6 1.3 37.8 47.0 83.2 85.9: 16.8 14.1
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 : 66: 22 18 4 18 9 43 28:
Old : 66: 22 18 4 18 9 43 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 55.7 52.3 72.0 38.3 55.7 52.3 71.5
Old : 38.3 55.7 52.3 72.0 38.3 55.7 52.3 71.5
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, December 01, 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 : 97,519: 44,603 11,119 1,437 42,000 28,101 88,040 40,657: 9,479 56,862
Old : 97,519: 44,603 11,119 1,437 42,000 28,101 88,040 40,657: 9,479 56,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,647: -50 2,048 249 2,558 1,300 2,757 3,597: -110 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 11.4 1.5 43.1 28.8 90.3 41.7: 9.7 58.3
Old : 100.0: 45.7 11.4 1.5 43.1 28.8 90.3 41.7: 9.7 58.3
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 : 97: 40 11 7 36 19 77 36:
Old : 97: 40 11 7 36 19 77 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 : 25.3 24.1 37.9 29.8 25.0 23.2 36.7 28.9
Old : 25.3 24.1 37.9 29.8 25.0 23.2 36.7 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015