BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,568: 612 740 651 3,128 3,088 4,392 4,479: 1,176 1,089
Old : 5,568: 612 740 651 3,128 3,088 4,392 4,479: 1,176 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,246: -82 -96 -104 -993 -1,019 -1,178 -1,218: -68 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.3 11.7 56.2 55.5 78.9 80.4: 21.1 19.6
Old : 100.0: 11.0 13.3 11.7 56.2 55.5 78.9 80.4: 21.1 19.6
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 : 29: 7 5 8 13 12 23 22:
Old : 29: 7 5 8 13 12 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 47.4 60.1 62.4 35.4 47.1 50.2 57.6
Old : 39.5 47.4 60.1 62.4 35.4 47.1 50.2 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 44,626: 14,513 5,054 9,291 15,885 15,766 39,689 30,112: 4,937 14,514
Old : 44,626: 14,513 5,054 9,291 15,885 15,766 39,689 30,112: 4,937 14,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,085: -1,469 -512 -620 -2,923 -3,252 -5,012 -4,384: -73 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.3 20.8 35.6 35.3 88.9 67.5: 11.1 32.5
Old : 100.0: 32.5 11.3 20.8 35.6 35.3 88.9 67.5: 11.1 32.5
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 : 89: 28 20 33 36 27 74 70:
Old : 89: 28 20 33 36 27 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 24.7 47.5 36.8 31.3 21.6 43.0 28.4
Old : 32.3 24.7 47.5 36.8 31.3 21.6 43.0 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 10,857: 112 2,018 1,864 7,814 5,727 9,790 9,609: 1,067 1,248
Old : 10,857: 112 2,018 1,864 7,814 5,727 9,790 9,609: 1,067 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,048: -251 246 -246 -723 -874 -1,220 -874: 171 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 18.6 17.2 72.0 52.7 90.2 88.5: 9.8 11.5
Old : 100.0: 1.0 18.6 17.2 72.0 52.7 90.2 88.5: 9.8 11.5
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 : 47: 4 16 17 24 19 41 39:
Old : 47: 4 16 17 24 19 41 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 : 40.9 30.2 61.4 51.7 37.3 20.4 44.9 29.8
Old : 40.9 30.2 61.4 51.7 37.3 20.4 44.9 29.8
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 08, 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 : 3,159: 650 7 546 1,322 1,287 2,518 1,840: 641 1,319
Old : 3,159: 650 7 546 1,322 1,287 2,518 1,840: 641 1,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -398: 158 -93 -42 -550 -42 -434 -177: 36 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 0.2 17.3 41.9 40.7 79.7 58.2: 20.3 41.8
Old : 100.0: 20.6 0.2 17.3 41.9 40.7 79.7 58.2: 20.3 41.8
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 : 21: 4 2 5 9 10 15 15:
Old : 21: 4 2 5 9 10 15 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 : 53.0 37.9 71.6 49.8 45.4 31.5 56.7 37.2
Old : 53.0 37.9 71.6 49.8 45.4 31.5 56.7 37.2
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 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 262,121: 55,764 55,461 99,527 85,821 75,182 241,112 230,170: 21,009 31,951
Old : 257,511: 53,713 55,919 97,788 85,297 72,427 236,798 226,134: 20,713 31,377
Other: 4,610: 3,094 586 696 523 2,755 4,314 4,037: 297 574
: : :
: : Changes in Commitments from: December 1, 2015 :
: -11,590: -7,296 -5,358 -305 -2,682 -5,799 -10,283 -11,463: -1,308 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.2 38.0 32.7 28.7 92.0 87.8: 8.0 12.2
Old : 100.0: 20.9 21.7 38.0 33.1 28.1 92.0 87.8: 8.0 12.2
Other: 100.0: 67.1 12.7 15.1 11.4 59.8 93.6 87.6: 6.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 102 88 109 82 73 240 223:
Old : 290: 101 91 109 81 73 239 223:
Other: 43: 9 9 7 8 22 22 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 : 13.2 13.8 23.3 23.7 11.4 11.6 19.0 17.0
Old : 13.4 14.1 23.6 23.3 11.7 11.7 19.3 16.7
Other: 70.2 45.1 84.4 61.3 65.1 38.8 68.9 52.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 342,067: 67,180 63,514 102,407 143,089 126,444 312,676 292,365: 29,391 49,702
Old : 342,067: 67,180 63,514 102,407 143,089 126,444 312,676 292,365: 29,391 49,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -52,538: -1,314 -5,674 -35,205 -12,920 -10,032 -49,439 -50,911: -3,100 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.6 29.9 41.8 37.0 91.4 85.5: 8.6 14.5
Old : 100.0: 19.6 18.6 29.9 41.8 37.0 91.4 85.5: 8.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 95 108 129 134 135 305 312:
Old : 380: 95 108 129 134 135 305 312:
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 : 15.3 14.1 22.0 20.4 14.5 11.7 20.7 17.2
Old : 15.3 14.1 22.0 20.4 14.5 11.7 20.7 17.2
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 08, 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 : 4,641: 1,230 1,683 1,091 987 814 3,309 3,589: 1,332 1,052
Old : 4,641: 1,230 1,683 1,091 987 814 3,309 3,589: 1,332 1,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 153: -79 -191 215 -166 141 -30 166: 183 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.3 23.5 21.3 17.5 71.3 77.3: 28.7 22.7
Old : 100.0: 26.5 36.3 23.5 21.3 17.5 71.3 77.3: 28.7 22.7
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 : 63: 18 18 15 17 17 44 45:
Old : 63: 18 18 15 17 17 44 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 : 17.1 28.1 28.8 39.4 13.9 24.2 24.1 31.9
Old : 17.1 28.1 28.8 39.4 13.9 24.2 24.1 31.9
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 08, 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 : 46,009: 12,943 9,626 11,298 12,448 8,355 36,689 29,279: 9,320 16,730
Old : 46,009: 12,943 9,626 11,298 12,448 8,355 36,689 29,279: 9,320 16,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 1,947: 931 -922 1,177 -861 332 1,247 587: 701 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.9 24.6 27.1 18.2 79.7 63.6: 20.3 36.4
Old : 100.0: 28.1 20.9 24.6 27.1 18.2 79.7 63.6: 20.3 36.4
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 : 183: 44 54 52 58 54 135 140:
Old : 183: 44 54 52 58 54 135 140:
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 : 17.0 11.5 26.4 18.9 14.9 7.8 21.7 11.8
Old : 17.0 11.5 26.4 18.9 14.9 7.8 21.7 11.8
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 08, 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 : 4,248: 467 3,249 196 2,623 425 3,285 3,870: 963 378
Old : 4,248: 467 3,249 196 2,623 425 3,285 3,870: 963 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -549: -130 -174 -39 -256 -203 -424 -416: -125 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 76.5 4.6 61.7 10.0 77.3 91.1: 22.7 8.9
Old : 100.0: 11.0 76.5 4.6 61.7 10.0 77.3 91.1: 22.7 8.9
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: 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 : 47.8 73.0 64.2 84.1 47.8 72.8 61.4 78.1
Old : 47.8 73.0 64.2 84.1 47.8 72.8 61.4 78.1
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 08, 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 : 36,342: 1,762 16,755 4,382 29,559 10,912 35,703 32,048: 639 4,294
Old : 36,342: 1,762 16,755 4,382 29,559 10,912 35,703 32,048: 639 4,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,199: 20 -518 -342 -1,853 -1,040 -2,175 -1,900: -24 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 46.1 12.1 81.3 30.0 98.2 88.2: 1.8 11.8
Old : 100.0: 4.8 46.1 12.1 81.3 30.0 98.2 88.2: 1.8 11.8
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 : 87: 11 40 28 23 23 56 69:
Old : 87: 11 40 28 23 23 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 : 51.7 34.7 69.4 51.3 51.7 34.6 69.0 47.4
Old : 51.7 34.7 69.4 51.3 51.7 34.6 69.0 47.4
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 08, 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 : 43,941: 2,464 2,341 0 40,595 40,970 43,059 43,311: 882 630
Old : 43,941: 2,464 2,341 0 40,595 40,970 43,059 43,311: 882 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 2,249: 188 895 -1 1,994 1,331 2,181 2,225: 68 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.3 0.0 92.4 93.2 98.0 98.6: 2.0 1.4
Old : 100.0: 5.6 5.3 0.0 92.4 93.2 98.0 98.6: 2.0 1.4
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 : 25: 7 3 0 12 9 19 12:
Old : 25: 7 3 0 12 9 19 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 79.2 89.1 93.2 66.9 69.9 77.2 78.9
Old : 72.3 79.2 89.1 93.2 66.9 69.9 77.2 78.9
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 08, 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 : 175,527: 46,837 89,504 10,057 94,308 29,990 151,202 129,550: 24,325 45,976
Old : 175,527: 46,837 89,504 10,057 94,308 29,990 151,202 129,550: 24,325 45,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 17,510: 10,098 12,471 2,468 4,275 161 16,840 15,100: 669 2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 51.0 5.7 53.7 17.1 86.1 73.8: 13.9 26.2
Old : 100.0: 26.7 51.0 5.7 53.7 17.1 86.1 73.8: 13.9 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 : 94: 26 36 19 23 24 58 70:
Old : 94: 26 36 19 23 24 58 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 38.4 51.8 46.1 37.1 37.4 50.5 44.8
Old : 37.8 38.4 51.8 46.1 37.1 37.4 50.5 44.8
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, December 08, 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 : 80,416: 10,722 37,294 9,416 54,158 9,741 74,296 56,451: 6,120 23,965
Old : 80,416: 10,722 37,294 9,416 54,158 9,741 74,296 56,451: 6,120 23,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,933: -6,671 -6,038 4,321 -2,560 1,924 -4,910 207: -1,023 -6,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 46.4 11.7 67.3 12.1 92.4 70.2: 7.6 29.8
Old : 100.0: 13.3 46.4 11.7 67.3 12.1 92.4 70.2: 7.6 29.8
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 : 45: 7 19 14 13 13 29 38:
Old : 45: 7 19 14 13 13 29 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 40.2 72.1 49.5 50.0 34.8 64.5 40.8
Old : 53.2 40.2 72.1 49.5 50.0 34.8 64.5 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 200,227: 45,241 69,390 33,000 118,837 91,211 197,078 193,601: 3,149 6,626
Old : 200,227: 45,241 69,390 33,000 118,837 91,211 197,078 193,601: 3,149 6,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 13,092: -3,712 -4,954 15,004 2,496 1,319 13,789 11,369: -697 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 34.7 16.5 59.4 45.6 98.4 96.7: 1.6 3.3
Old : 100.0: 22.6 34.7 16.5 59.4 45.6 98.4 96.7: 1.6 3.3
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 : 121: 29 56 19 18 24 63 87:
Old : 121: 29 56 19 18 24 63 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 40.8 79.5 61.4 60.6 30.7 67.1 46.7
Old : 64.6 40.8 79.5 61.4 60.6 30.7 67.1 46.7
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 08, 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 : 217,584: 41,689 66,471 17,537 141,166 96,042 200,391 180,050: 17,192 37,534
Old : 217,584: 41,689 66,471 17,537 141,166 96,042 200,391 180,050: 17,192 37,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 6,601: 3,277 208 680 4,032 7,341 7,989 8,229: -1,388 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.5 8.1 64.9 44.1 92.1 82.7: 7.9 17.3
Old : 100.0: 19.2 30.5 8.1 64.9 44.1 92.1 82.7: 7.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 27 44 25 29 41 73 93:
Old : 117: 27 44 25 29 41 73 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 : 41.4 25.7 55.0 35.1 40.7 25.1 53.4 33.1
Old : 41.4 25.7 55.0 35.1 40.7 25.1 53.4 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 264,926: 26,284 96,545 22,442 198,289 97,094 247,015 216,081: 17,911 48,845
Old : 264,926: 26,284 96,545 22,442 198,289 97,094 247,015 216,081: 17,911 48,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -14,713: -4,930 -11,678 484 -10,742 -4,141 -15,189 -15,335: 476 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 36.4 8.5 74.8 36.6 93.2 81.6: 6.8 18.4
Old : 100.0: 9.9 36.4 8.5 74.8 36.6 93.2 81.6: 6.8 18.4
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 : 128: 24 53 32 31 42 74 109:
Old : 128: 24 53 32 31 42 74 109:
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 : 60.3 25.7 67.7 34.4 59.9 25.6 66.8 34.2
Old : 60.3 25.7 67.7 34.4 59.9 25.6 66.8 34.2
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 08, 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 : 541,941: 80,515 246,950 65,505 332,023 138,141 478,043 450,597: 63,898 91,344
Old : 541,941: 80,515 246,950 65,505 332,023 138,141 478,043 450,597: 63,898 91,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -40,313: 1,172 -4,423 -10,120 -43,797 -20,415 -52,746 -34,957: 12,433 -5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 45.6 12.1 61.3 25.5 88.2 83.1: 11.8 16.9
Old : 100.0: 14.9 45.6 12.1 61.3 25.5 88.2 83.1: 11.8 16.9
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 : 255: 55 113 70 59 67 158 209:
Old : 255: 55 113 70 59 67 158 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.1 40.6 30.2 24.3 21.9 38.7 28.6
Old : 25.2 22.1 40.6 30.2 24.3 21.9 38.7 28.6
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 08, 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 : 21,369: 12,490 7,106 404 7,620 12,447 20,514 19,957: 855 1,412
Old : 21,369: 12,490 7,106 404 7,620 12,447 20,514 19,957: 855 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -22,896: -11,924 -13,647 -2,689 -7,985 -6,186 -22,598 -22,522: -298 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 33.3 1.9 35.7 58.2 96.0 93.4: 4.0 6.6
Old : 100.0: 58.4 33.3 1.9 35.7 58.2 96.0 93.4: 4.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 11 2 4 3 11 16:
Old : 24: 6 11 2 4 3 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 80.0 93.4 88.8 78.6 80.0 92.9 88.3
Old : 78.7 80.0 93.4 88.8 78.6 80.0 92.9 88.3
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 08, 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 : 38,425: 24,452 15,571 1,003 10,251 17,357 35,706 33,931: 2,719 4,494
Old : 38,425: 24,452 15,571 1,003 10,251 17,357 35,706 33,931: 2,719 4,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 1,802: 1,571 -2,553 600 -407 4,906 1,764 2,953: 38 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 40.5 2.6 26.7 45.2 92.9 88.3: 7.1 11.7
Old : 100.0: 63.6 40.5 2.6 26.7 45.2 92.9 88.3: 7.1 11.7
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 : 64: 18 24 8 11 16 34 44:
Old : 64: 18 24 8 11 16 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 : 53.5 47.4 66.4 59.9 51.6 47.4 64.3 59.9
Old : 53.5 47.4 66.4 59.9 51.6 47.4 64.3 59.9
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 08, 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 : 8,473: 2,220 5,530 605 5,208 660 8,033 6,795: 440 1,678
Old : 8,473: 2,220 5,530 605 5,208 660 8,033 6,795: 440 1,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -492: -504 -826 582 -541 -51 -463 -295: -29 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 65.3 7.1 61.5 7.8 94.8 80.2: 5.2 19.8
Old : 100.0: 26.2 65.3 7.1 61.5 7.8 94.8 80.2: 5.2 19.8
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 : 22: 2 12 3 8 4 12 17:
Old : 22: 2 12 3 8 4 12 17:
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 : 68.7 44.3 91.9 64.0 68.1 44.1 86.8 60.0
Old : 68.7 44.3 91.9 64.0 68.1 44.1 86.8 60.0
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 08, 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 :19,829,580: 1,528,720 1,527,890 8,478,484 9,131,467 8,695,679 19,138,671 18,702,053: 690,908 1,127,526
Old :19,829,580: 1,528,720 1,527,890 8,478,484 9,131,467 8,695,679 19,138,671 18,702,053: 690,908 1,127,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 290,736: 155,339 15,106 61,618 179,350 249,151 396,307 325,875: -105,570 -35,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.7 42.8 46.0 43.9 96.5 94.3: 3.5 5.7
Old : 100.0: 7.7 7.7 42.8 46.0 43.9 96.5 94.3: 3.5 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 : 326: 66 90 124 142 160 279 309:
Old : 326: 66 90 124 142 160 279 309:
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 : 21.3 20.5 34.2 32.3 10.4 8.1 15.9 11.5
Old : 21.3 20.5 34.2 32.3 10.4 8.1 15.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 863,566: 72,464 79,048 97,088 598,877 597,891 768,428 774,027: 95,138 89,538
Old : 863,566: 72,464 79,048 97,088 598,877 597,891 768,428 774,027: 95,138 89,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 9,641: 1,050 -2,898 6,269 6,198 19,556 13,517 22,928: -3,876 -13,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.2 11.2 69.3 69.2 89.0 89.6: 11.0 10.4
Old : 100.0: 8.4 9.2 11.2 69.3 69.2 89.0 89.6: 11.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 146 129 148 252 261 466 472:
Old : 613: 146 129 148 252 261 466 472:
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 : 15.0 12.6 24.9 19.7 10.3 8.2 16.1 13.4
Old : 15.0 12.6 24.9 19.7 10.3 8.2 16.1 13.4
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 08, 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 : 162,035: 12,158 4,239 24,023 90,957 110,030 127,139 138,291: 34,896 23,743
Old : 162,035: 12,158 4,239 24,023 90,957 110,030 127,139 138,291: 34,896 23,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,090: -1,762 -910 -1,316 1,373 7,562 -1,705 5,336: -2,386 -9,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.6 14.8 56.1 67.9 78.5 85.3: 21.5 14.7
Old : 100.0: 7.5 2.6 14.8 56.1 67.9 78.5 85.3: 21.5 14.7
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 : 83: 20 9 25 45 41 76 66:
Old : 83: 20 9 25 45 41 76 66:
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 29.1 32.3 48.8 13.4 22.2 21.2 33.3
Old : 20.4 29.1 32.3 48.8 13.4 22.2 21.2 33.3
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 08, 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 : 3,507,655: 322,569 395,093 344,280 2,539,597 2,439,306 3,206,446 3,178,679: 301,209 328,976
Old : 3,507,655: 322,569 395,093 344,280 2,539,597 2,439,306 3,206,446 3,178,679: 301,209 328,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 68,656: 9,610 -14,390 42,375 24,123 59,972 76,108 87,957: -7,451 -19,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.3 9.8 72.4 69.5 91.4 90.6: 8.6 9.4
Old : 100.0: 9.2 11.3 9.8 72.4 69.5 91.4 90.6: 8.6 9.4
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 : 590: 136 126 136 241 253 439 453:
Old : 590: 136 126 136 241 253 439 453:
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 : 16.4 11.5 26.8 18.8 13.2 9.7 21.5 15.0
Old : 16.4 11.5 26.8 18.8 13.2 9.7 21.5 15.0
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 08, 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 : 87,492: 11,196 2,934 460 65,146 80,543 76,802 83,937: 10,690 3,555
Old : 87,492: 11,196 2,934 460 65,146 80,543 76,802 83,937: 10,690 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,822: -144 -217 66 -2,451 -2,530 -2,529 -2,681: -293 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.4 0.5 74.5 92.1 87.8 95.9: 12.2 4.1
Old : 100.0: 12.8 3.4 0.5 74.5 92.1 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 : 86: 14 5 2 46 37 61 43:
Old : 86: 14 5 2 46 37 61 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 40.6 56.6 66.5 39.7 40.5 56.2 66.4
Old : 39.9 40.6 56.6 66.5 39.7 40.5 56.2 66.4
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, December 08, 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 : 70,186: 19,154 8,073 2,533 42,562 55,364 64,249 65,970: 5,937 4,215
Old : 70,186: 19,154 8,073 2,533 42,562 55,364 64,249 65,970: 5,937 4,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,423: 168 493 110 -1,259 -1,475 -981 -873: -442 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.5 3.6 60.6 78.9 91.5 94.0: 8.5 6.0
Old : 100.0: 27.3 11.5 3.6 60.6 78.9 91.5 94.0: 8.5 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 : 242: 69 41 20 82 78 162 129:
Old : 242: 69 41 20 82 78 162 129:
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 : 37.0 29.1 47.2 42.8 37.0 28.2 46.7 41.5
Old : 37.0 29.1 47.2 42.8 37.0 28.2 46.7 41.5
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 08, 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 : 350,929: 95,769 40,365 12,666 212,812 276,822 321,246 329,852: 29,683 21,077
Old : 350,929: 95,769 40,365 12,666 212,812 276,822 321,246 329,852: 29,683 21,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -7,117: 838 2,464 548 -6,293 -7,377 -4,907 -4,366: -2,210 -2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.5 3.6 60.6 78.9 91.5 94.0: 8.5 6.0
Old : 100.0: 27.3 11.5 3.6 60.6 78.9 91.5 94.0: 8.5 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 : 242: 69 41 20 82 78 162 129:
Old : 242: 69 41 20 82 78 162 129:
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 : 37.0 29.1 47.2 42.8 37.0 28.2 46.7 41.5
Old : 37.0 29.1 47.2 42.8 37.0 28.2 46.7 41.5
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 08, 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 : 172,006: 48,387 82,364 12,237 91,568 46,825 152,192 141,426: 19,813 30,579
Old : 172,006: 48,387 82,364 12,237 91,568 46,825 152,192 141,426: 19,813 30,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 170: -823 -13,658 3,164 -1,252 14,496 1,089 4,002: -919 -3,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 47.9 7.1 53.2 27.2 88.5 82.2: 11.5 17.8
Old : 100.0: 28.1 47.9 7.1 53.2 27.2 88.5 82.2: 11.5 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 : 99: 22 44 23 22 23 58 79:
Old : 99: 22 44 23 22 23 58 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 41.3 65.6 50.2 53.9 38.6 63.3 47.4
Old : 54.0 41.3 65.6 50.2 53.9 38.6 63.3 47.4
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 08, 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 : 65,715: 20,640 18,451 1,857 30,516 36,917 53,013 57,225: 12,702 8,490
Old : 65,715: 20,640 18,451 1,857 30,516 36,917 53,013 57,225: 12,702 8,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 13,774: -2,249 -1,064 1,176 10,875 12,512 9,802 12,624: 3,972 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.1 2.8 46.4 56.2 80.7 87.1: 19.3 12.9
Old : 100.0: 31.4 28.1 2.8 46.4 56.2 80.7 87.1: 19.3 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 : 70: 23 18 8 22 12 51 34:
Old : 70: 23 18 8 22 12 51 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 : 34.4 54.5 48.6 70.9 30.4 44.1 39.7 56.5
Old : 34.4 54.5 48.6 70.9 30.4 44.1 39.7 56.5
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 08, 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 : 106,729: 42,799 11,468 2,814 42,277 31,229 87,890 45,511: 18,839 61,218
Old : 106,729: 42,799 11,468 2,814 42,277 31,229 87,890 45,511: 18,839 61,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 9,210: -1,804 349 1,377 277 3,128 -150 4,854: 9,360 4,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 10.7 2.6 39.6 29.3 82.3 42.6: 17.7 57.4
Old : 100.0: 40.1 10.7 2.6 39.6 29.3 82.3 42.6: 17.7 57.4
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 : 97: 38 14 10 37 24 78 46:
Old : 97: 38 14 10 37 24 78 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 : 23.1 20.2 35.2 25.3 22.9 19.4 35.0 24.3
Old : 23.1 20.2 35.2 25.3 22.9 19.4 35.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015