BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,370: 670 1,885 329 4,600 3,561 5,599 5,775: 771 595
Old : 6,370: 670 1,885 329 4,600 3,561 5,599 5,775: 771 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 107: 66 122 -16 25 2 75 108: 32 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 29.6 5.2 72.2 55.9 87.9 90.7: 12.1 9.3
Old : 100.0: 10.5 29.6 5.2 72.2 55.9 87.9 90.7: 12.1 9.3
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 : 40: 3 11 6 21 20 30 31:
Old : 40: 3 11 6 21 20 30 31:
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 : 47.6 29.3 64.5 52.4 47.6 25.0 62.7 44.7
Old : 47.6 29.3 64.5 52.4 47.6 25.0 62.7 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,322: 19,095 9,602 1,132 10,434 15,243 30,661 25,977: 2,661 7,345
Old : 33,322: 19,095 9,602 1,132 10,434 15,243 30,661 25,977: 2,661 7,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,444: 1,399 319 75 -528 812 946 1,206: 498 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 28.8 3.4 31.3 45.7 92.0 78.0: 8.0 22.0
Old : 100.0: 57.3 28.8 3.4 31.3 45.7 92.0 78.0: 8.0 22.0
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 : 85: 24 25 22 21 23 57 58:
Old : 85: 24 25 22 21 23 57 58:
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 : 55.0 27.8 67.1 41.4 54.8 27.8 66.4 41.3
Old : 55.0 27.8 67.1 41.4 54.8 27.8 66.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,323: 481 717 1,686 3,621 3,141 5,788 5,544: 535 779
Old : 6,323: 481 717 1,686 3,621 3,141 5,788 5,544: 535 779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 149: -43 77 85 92 -17 134 145: 15 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.3 26.7 57.3 49.7 91.5 87.7: 8.5 12.3
Old : 100.0: 7.6 11.3 26.7 57.3 49.7 91.5 87.7: 8.5 12.3
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 : 41: 5 10 10 17 17 29 30:
Old : 41: 5 10 10 17 17 29 30:
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 : 38.4 45.4 58.0 61.9 26.3 26.8 42.4 35.5
Old : 38.4 45.4 58.0 61.9 26.3 26.8 42.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,845: 82,112 72,213 47,628 78,790 73,117 208,530 192,958: 17,315 32,887
Old : 224,634: 82,042 72,582 47,187 78,380 72,514 207,609 192,283: 17,025 32,351
Other: 1,211: 506 67 5 410 603 921 675: 290 536
: : :
: : Changes in Commitments from: November 15, 2016 :
: -4,524: -1,970 -3,567 -2,817 155 2,272 -4,632 -4,112: 108 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 32.0 21.1 34.9 32.4 92.3 85.4: 7.7 14.6
Old : 100.0: 36.5 32.3 21.0 34.9 32.3 92.4 85.6: 7.6 14.4
Other: 100.0: 41.8 5.5 0.4 33.9 49.8 76.1 55.7: 23.9 44.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 91 92 105 53 88 202 249:
Old : 306: 90 94 105 52 88 201 249:
Other: 25: 5 5 1 4 14 9 20:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 9.0 27.9 16.0 14.8 8.8 25.8 15.0
Old : 15.6 9.0 27.9 16.0 14.9 8.8 25.9 15.1
Other: 68.7 32.9 75.8 46.2 68.3 32.9 72.8 46.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 282,892: 106,898 60,406 44,127 106,914 135,303 257,939 239,836: 24,953 43,056
Old : 282,892: 106,898 60,406 44,127 106,914 135,303 257,939 239,836: 24,953 43,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 9,193: 7,596 -10,314 -1,229 1,901 15,709 8,268 4,166: 925 5,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 21.4 15.6 37.8 47.8 91.2 84.8: 8.8 15.2
Old : 100.0: 37.8 21.4 15.6 37.8 47.8 91.2 84.8: 8.8 15.2
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 : 386: 113 97 104 102 136 267 297:
Old : 386: 113 97 104 102 136 267 297:
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 14.2 23.8 21.8 15.4 13.0 23.4 19.9
Old : 15.4 14.2 23.8 21.8 15.4 13.0 23.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,772: 1,558 1,363 135 960 1,445 2,653 2,943: 1,119 829
Old : 3,772: 1,558 1,363 135 960 1,445 2,653 2,943: 1,119 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -101: -25 -211 70 -167 -44 -122 -185: 21 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 36.1 3.6 25.5 38.3 70.3 78.0: 29.7 22.0
Old : 100.0: 41.3 36.1 3.6 25.5 38.3 70.3 78.0: 29.7 22.0
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 : 50: 17 10 6 10 15 32 28:
Old : 50: 17 10 6 10 15 32 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 : 38.4 33.2 48.7 49.7 38.4 33.2 48.7 49.2
Old : 38.4 33.2 48.7 49.7 38.4 33.2 48.7 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,410: 18,749 15,505 6,237 11,706 8,967 36,692 30,709: 6,718 12,701
Old : 43,410: 18,749 15,505 6,237 11,706 8,967 36,692 30,709: 6,718 12,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 73: 173 -1,383 145 250 514 568 -724: -495 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 35.7 14.4 27.0 20.7 84.5 70.7: 15.5 29.3
Old : 100.0: 43.2 35.7 14.4 27.0 20.7 84.5 70.7: 15.5 29.3
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 : 183: 42 57 49 38 50 115 135:
Old : 183: 42 57 49 38 50 115 135:
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 : 25.2 12.8 37.0 22.1 23.7 10.9 33.4 19.1
Old : 25.2 12.8 37.0 22.1 23.7 10.9 33.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,971: 413 3,995 179 3,386 576 3,978 4,750: 993 221
Old : 4,971: 413 3,995 179 3,386 576 3,978 4,750: 993 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 128: -4 120 -5 -16 -37 -25 78: 153 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 80.4 3.6 68.1 11.6 80.0 95.6: 20.0 4.4
Old : 100.0: 8.3 80.4 3.6 68.1 11.6 80.0 95.6: 20.0 4.4
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 : 21: 4 5 3 12 4 17 11:
Old : 21: 4 5 3 12 4 17 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 : 47.3 83.2 63.6 93.4 47.3 82.8 63.6 88.8
Old : 47.3 83.2 63.6 93.4 47.3 82.8 63.6 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,880: 3,643 15,399 358 19,184 7,267 23,185 23,024: 695 856
Old : 23,880: 3,643 15,399 358 19,184 7,267 23,185 23,024: 695 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 766: 117 452 20 480 301 617 773: 149 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 64.5 1.5 80.3 30.4 97.1 96.4: 2.9 3.6
Old : 100.0: 15.3 64.5 1.5 80.3 30.4 97.1 96.4: 2.9 3.6
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 : 60: 19 9 9 22 17 42 34:
Old : 60: 19 9 9 22 17 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 65.6 68.6 82.6 51.1 65.3 68.4 82.3
Old : 51.3 65.6 68.6 82.6 51.1 65.3 68.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,154: 21,926 0 2 9,888 32,359 31,816 32,361: 1,338 793
Old : 33,154: 21,926 0 2 9,888 32,359 31,816 32,361: 1,338 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -7,055: -4,777 -140 2 -2,694 -7,078 -7,469 -7,216: 414 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 0.0 0.0 29.8 97.6 96.0 97.6: 4.0 2.4
Old : 100.0: 66.1 0.0 0.0 29.8 97.6 96.0 97.6: 4.0 2.4
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: 10 0 1 9 7 19 8:
Old : 25: 10 0 1 9 7 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 90.2 85.3 97.6 76.0 90.2 85.3 97.5
Old : 76.0 90.2 85.3 97.6 76.0 90.2 85.3 97.5
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 - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,667: 28,260 45,722 1,668 64,108 34,537 94,036 81,927: 24,631 36,740
Old : 118,667: 28,260 45,722 1,668 64,108 34,537 94,036 81,927: 24,631 36,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -6,865: -6,033 -7,170 -234 -605 2,358 -6,872 -5,046: 7 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 38.5 1.4 54.0 29.1 79.2 69.0: 20.8 31.0
Old : 100.0: 23.8 38.5 1.4 54.0 29.1 79.2 69.0: 20.8 31.0
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 : 93: 21 34 12 20 28 47 68:
Old : 93: 21 34 12 20 28 47 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 18.6 54.4 31.7 41.8 18.6 53.7 31.7
Old : 42.5 18.6 54.4 31.7 41.8 18.6 53.7 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,191: 9,515 32,415 361 45,018 3,111 54,894 35,887: 5,297 24,304
Old : 60,191: 9,515 32,415 361 45,018 3,111 54,894 35,887: 5,297 24,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,658: 2,510 3,216 -103 5,450 64 7,857 3,177: -2,199 2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 53.9 0.6 74.8 5.2 91.2 59.6: 8.8 40.4
Old : 100.0: 15.8 53.9 0.6 74.8 5.2 91.2 59.6: 8.8 40.4
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 : 45: 11 16 5 14 7 26 27:
Old : 45: 11 16 5 14 7 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 34.1 72.9 46.8 62.7 34.1 72.7 46.8
Old : 62.7 34.1 72.9 46.8 62.7 34.1 72.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,976: 19,884 68,198 12,520 116,348 67,460 148,752 148,178: 6,224 6,798
Old : 154,976: 19,884 68,198 12,520 116,348 67,460 148,752 148,178: 6,224 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,205: -2,240 921 -456 4,408 409 1,712 874: -507 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 44.0 8.1 75.1 43.5 96.0 95.6: 4.0 4.4
Old : 100.0: 12.8 44.0 8.1 75.1 43.5 96.0 95.6: 4.0 4.4
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 : 135: 31 67 11 20 21 60 93:
Old : 135: 31 67 11 20 21 60 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 : 49.7 32.5 68.8 48.8 49.7 31.6 66.1 43.9
Old : 49.7 32.5 68.8 48.8 49.7 31.6 66.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,916: 54,209 128,527 6,428 159,627 70,784 220,264 205,739: 22,652 37,177
Old : 242,916: 54,209 128,527 6,428 159,627 70,784 220,264 205,739: 22,652 37,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -5,187: -32 -6,027 -262 -5,018 466 -5,312 -5,823: 125 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 52.9 2.6 65.7 29.1 90.7 84.7: 9.3 15.3
Old : 100.0: 22.3 52.9 2.6 65.7 29.1 90.7 84.7: 9.3 15.3
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 : 136: 36 55 18 24 39 67 105:
Old : 136: 36 55 18 24 39 67 105:
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 : 60.0 32.6 67.3 42.5 59.5 31.7 66.8 41.5
Old : 60.0 32.6 67.3 42.5 59.5 31.7 66.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,684: 71,183 60,283 2,345 95,166 86,202 168,694 148,830: 18,990 38,854
Old : 187,684: 71,183 60,283 2,345 95,166 86,202 168,694 148,830: 18,990 38,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 16,717: 4,098 13,874 428 13,663 -2,206 18,189 12,096: -1,472 4,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 32.1 1.2 50.7 45.9 89.9 79.3: 10.1 20.7
Old : 100.0: 37.9 32.1 1.2 50.7 45.9 89.9 79.3: 10.1 20.7
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 : 124: 28 46 11 31 34 66 85:
Old : 124: 28 46 11 31 34 66 85:
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 : 39.0 32.3 52.3 45.2 37.9 31.9 51.2 44.7
Old : 39.0 32.3 52.3 45.2 37.9 31.9 51.2 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 434,768: 127,122 246,470 10,142 243,796 111,726 381,060 368,338: 53,708 66,430
Old : 434,768: 127,122 246,470 10,142 243,796 111,726 381,060 368,338: 53,708 66,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 19,016: 5,547 5,713 2,014 8,200 7,102 15,761 14,829: 3,255 4,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 56.7 2.3 56.1 25.7 87.6 84.7: 12.4 15.3
Old : 100.0: 29.2 56.7 2.3 56.1 25.7 87.6 84.7: 12.4 15.3
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 : 251: 69 97 40 60 59 143 183:
Old : 251: 69 97 40 60 59 143 183:
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 : 34.6 27.9 46.2 36.5 32.6 27.9 43.9 35.8
Old : 34.6 27.9 46.2 36.5 32.6 27.9 43.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,699: 17,653 3,956 2 6,398 21,007 24,053 24,965: 1,646 734
Old : 25,699: 17,653 3,956 2 6,398 21,007 24,053 24,965: 1,646 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,170: -1,710 135 -259 802 -1,008 -1,167 -1,132: -3 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 15.4 0.0 24.9 81.7 93.6 97.1: 6.4 2.9
Old : 100.0: 68.7 15.4 0.0 24.9 81.7 93.6 97.1: 6.4 2.9
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 : 32: 15 9 2 4 6 19 17:
Old : 32: 15 9 2 4 6 19 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 : 80.3 81.5 87.9 92.6 80.3 81.5 87.2 92.5
Old : 80.3 81.5 87.9 92.6 80.3 81.5 87.2 92.5
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 - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,007: 31,779 32,312 543 13,359 13,882 45,681 46,737: 4,326 3,270
Old : 50,007: 31,779 32,312 543 13,359 13,882 45,681 46,737: 4,326 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,444: -1,768 808 49 3,514 300 1,795 1,157: -351 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 64.6 1.1 26.7 27.8 91.3 93.5: 8.7 6.5
Old : 100.0: 63.5 64.6 1.1 26.7 27.8 91.3 93.5: 8.7 6.5
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 : 71: 29 22 7 12 12 43 39:
Old : 71: 29 22 7 12 12 43 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 : 36.6 69.0 55.9 78.6 36.6 69.0 54.7 78.6
Old : 36.6 69.0 55.9 78.6 36.6 69.0 54.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 :12,477,248: 580,648 2,683,785 2,980,773 8,323,785 5,602,744 11,885,206 11,267,302: 592,042 1,209,946
Old :12,477,248: 580,648 2,683,785 2,980,773 8,323,785 5,602,744 11,885,206 11,267,302: 592,042 1,209,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 372,029: 179,649 178,484 122,163 128,122 -3,278 429,934 297,369: -57,905 74,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.5 23.9 66.7 44.9 95.3 90.3: 4.7 9.7
Old : 100.0: 4.7 21.5 23.9 66.7 44.9 95.3 90.3: 4.7 9.7
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 : 267: 25 101 93 111 130 216 250:
Old : 267: 25 101 93 111 130 216 250:
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 : 36.4 17.5 48.8 29.9 32.3 12.2 38.2 16.4
Old : 36.4 17.5 48.8 29.9 32.3 12.2 38.2 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 697,761: 97,136 105,689 22,793 473,416 457,630 593,345 586,112: 104,416 111,649
Old : 697,761: 97,136 105,689 22,793 473,416 457,630 593,345 586,112: 104,416 111,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 30,717: -408 12,063 1,538 26,302 11,628 27,433 25,229: 3,285 5,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 3.3 67.8 65.6 85.0 84.0: 15.0 16.0
Old : 100.0: 13.9 15.1 3.3 67.8 65.6 85.0 84.0: 15.0 16.0
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 : 610: 123 155 79 235 235 405 423:
Old : 610: 123 155 79 235 235 405 423:
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 : 14.1 18.4 22.3 25.3 12.1 15.6 19.6 21.6
Old : 14.1 18.4 22.3 25.3 12.1 15.6 19.6 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,433: 9,165 3,628 75 50,940 39,197 60,180 42,900: 30,253 47,533
Old : 90,433: 9,165 3,628 75 50,940 39,197 60,180 42,900: 30,253 47,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 6,143: -80 1,086 50 4,794 -581 4,764 555: 1,379 5,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.0 0.1 56.3 43.3 66.5 47.4: 33.5 52.6
Old : 100.0: 10.1 4.0 0.1 56.3 43.3 66.5 47.4: 33.5 52.6
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 : 59: 11 7 1 28 20 40 27:
Old : 59: 11 7 1 28 20 40 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 28.6 39.2 37.1 25.3 27.7 38.3 35.5
Old : 25.9 28.6 39.2 37.1 25.3 27.7 38.3 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,036,641: 463,719 534,167 89,729 2,112,378 2,092,163 2,665,826 2,716,059: 370,815 320,582
Old : 3,036,641: 463,719 534,167 89,729 2,112,378 2,092,163 2,665,826 2,716,059: 370,815 320,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 122,872: 2,586 59,110 3,216 107,542 61,045 113,344 123,371: 9,528 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.6 3.0 69.6 68.9 87.8 89.4: 12.2 10.6
Old : 100.0: 15.3 17.6 3.0 69.6 68.9 87.8 89.4: 12.2 10.6
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 : 602: 124 152 74 226 226 391 412:
Old : 602: 124 152 74 226 226 391 412:
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 : 15.8 20.3 24.4 28.2 13.5 17.1 21.1 24.7
Old : 15.8 20.3 24.4 28.2 13.5 17.1 21.1 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 83,102: 25,413 5,101 126 46,535 74,136 72,074 79,363: 11,028 3,739
Old : 83,102: 25,413 5,101 126 46,535 74,136 72,074 79,363: 11,028 3,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 7,954: 4,355 2,215 1 3,862 5,764 8,218 7,980: -264 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.1 0.2 56.0 89.2 86.7 95.5: 13.3 4.5
Old : 100.0: 30.6 6.1 0.2 56.0 89.2 86.7 95.5: 13.3 4.5
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 : 87: 19 9 3 41 36 61 47:
Old : 87: 19 9 3 41 36 61 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 : 36.1 40.4 48.3 63.2 35.8 40.4 47.3 63.1
Old : 36.1 40.4 48.3 63.2 35.8 40.4 47.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,117: 23,690 6,837 448 20,220 37,743 44,357 45,028: 5,760 5,089
Old : 50,117: 23,690 6,837 448 20,220 37,743 44,357 45,028: 5,760 5,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -984: 1,839 -732 -527 -2,674 -138 -1,362 -1,397: 379 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 13.6 0.9 40.3 75.3 88.5 89.8: 11.5 10.2
Old : 100.0: 47.3 13.6 0.9 40.3 75.3 88.5 89.8: 11.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 70 52 14 70 74 145 135:
Old : 243: 70 52 14 70 74 145 135:
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 : 22.8 34.1 33.3 48.4 22.8 34.0 33.3 48.1
Old : 22.8 34.1 33.3 48.4 22.8 34.0 33.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 250,586: 118,448 34,185 2,239 101,100 188,715 221,787 225,139: 28,799 25,447
Old : 250,586: 118,448 34,185 2,239 101,100 188,715 221,787 225,139: 28,799 25,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -4,918: 9,193 -3,658 -2,637 -13,368 -692 -6,812 -6,987: 1,894 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 13.6 0.9 40.3 75.3 88.5 89.8: 11.5 10.2
Old : 100.0: 47.3 13.6 0.9 40.3 75.3 88.5 89.8: 11.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 70 52 14 70 74 145 135:
Old : 243: 70 52 14 70 74 145 135:
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 : 22.8 34.1 33.3 48.4 22.8 34.0 33.3 48.1
Old : 22.8 34.1 33.3 48.4 22.8 34.0 33.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,989: 63,488 32,783 1,946 12,131 39,400 77,565 74,129: 23,424 26,860
Old : 100,989: 63,488 32,783 1,946 12,131 39,400 77,565 74,129: 23,424 26,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -12,135: -14,326 -3,513 -910 3,317 -14,977 -11,919 -19,400: -216 7,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 32.5 1.9 12.0 39.0 76.8 73.4: 23.2 26.6
Old : 100.0: 62.9 32.5 1.9 12.0 39.0 76.8 73.4: 23.2 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 35 26 7 17 20 56 49:
Old : 88: 35 26 7 17 20 56 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 35.7 43.0 46.8 29.0 34.6 43.0 45.4
Old : 29.0 35.7 43.0 46.8 29.0 34.6 43.0 45.4
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 - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,836: 12,178 2,752 3 15,056 28,702 27,237 31,457: 8,599 4,379
Old : 35,836: 12,178 2,752 3 15,056 28,702 27,237 31,457: 8,599 4,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 347: 1,228 -199 -2 -803 241 423 40: -76 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.7 0.0 42.0 80.1 76.0 87.8: 24.0 12.2
Old : 100.0: 34.0 7.7 0.0 42.0 80.1 76.0 87.8: 24.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 5 1 15 14 34 20:
Old : 50: 19 5 1 15 14 34 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 72.8 49.0 81.5 36.8 72.8 49.0 81.5
Old : 36.8 72.8 49.0 81.5 36.8 72.8 49.0 81.5
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 - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,201: 9,738 16,494 2,606 45,369 43,478 57,713 62,578: 11,488 6,623
Old : 69,201: 9,738 16,494 2,606 45,369 43,478 57,713 62,578: 11,488 6,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 2,663: -3,157 6,371 441 3,331 638 615 7,450: 2,048 -4,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.8 3.8 65.6 62.8 83.4 90.4: 16.6 9.6
Old : 100.0: 14.1 23.8 3.8 65.6 62.8 83.4 90.4: 16.6 9.6
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: 24 16 8 30 36 57 57:
Old : 95: 24 16 8 30 36 57 57:
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 : 31.4 36.8 47.5 52.4 31.3 36.3 45.9 50.4
Old : 31.4 36.8 47.5 52.4 31.3 36.3 45.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016