BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 29, 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 : 6,543: 768 1,794 395 4,609 3,771 5,772 5,960: 771 583
Old : 6,543: 768 1,794 395 4,609 3,771 5,772 5,960: 771 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 173: 98 -91 66 9 210 173 185: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 27.4 6.0 70.4 57.6 88.2 91.1: 11.8 8.9
Old : 100.0: 11.7 27.4 6.0 70.4 57.6 88.2 91.1: 11.8 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 : 40: 4 10 6 20 20 29 31:
Old : 40: 4 10 6 20 20 29 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 : 47.8 30.1 65.1 55.0 47.8 26.5 62.7 46.4
Old : 47.8 30.1 65.1 55.0 47.8 26.5 62.7 46.4
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 29, 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 : 34,325: 20,236 9,595 1,068 10,376 15,752 31,680 26,415: 2,645 7,910
Old : 34,325: 20,236 9,595 1,068 10,376 15,752 31,680 26,415: 2,645 7,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,003: 1,141 -7 -64 -58 509 1,019 438: -16 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 28.0 3.1 30.2 45.9 92.3 77.0: 7.7 23.0
Old : 100.0: 59.0 28.0 3.1 30.2 45.9 92.3 77.0: 7.7 23.0
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 : 87: 28 22 20 21 24 58 57:
Old : 87: 28 22 20 21 24 58 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 : 54.2 27.6 67.3 41.2 54.1 27.6 66.6 41.1
Old : 54.2 27.6 67.3 41.2 54.1 27.6 66.6 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 29, 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 : 6,386: 511 738 1,710 3,614 3,168 5,835 5,616: 551 770
Old : 6,386: 511 738 1,710 3,614 3,168 5,835 5,616: 551 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 63: 30 21 24 -7 27 47 72: 16 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.6 26.8 56.6 49.6 91.4 87.9: 8.6 12.1
Old : 100.0: 8.0 11.6 26.8 56.6 49.6 91.4 87.9: 8.6 12.1
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 : 41: 4 11 10 18 17 30 30:
Old : 41: 4 11 10 18 17 30 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 : 37.8 45.8 57.5 61.8 26.4 27.5 42.7 36.1
Old : 37.8 45.8 57.5 61.8 26.4 27.5 42.7 36.1
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 29, 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 : 218,089: 85,483 71,559 41,270 75,535 73,047 202,288 185,876: 15,801 32,213
Old : 216,846: 85,357 71,859 40,845 75,117 72,416 201,319 185,120: 15,527 31,726
Other: 1,243: 513 87 38 418 631 969 756: 274 487
: : :
: : Changes in Commitments from: November 22, 2016 :
: -7,756: 3,371 -654 -6,358 -3,255 -70 -6,242 -7,082: -1,514 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 32.8 18.9 34.6 33.5 92.8 85.2: 7.2 14.8
Old : 100.0: 39.4 33.1 18.8 34.6 33.4 92.8 85.4: 7.2 14.6
Other: 100.0: 41.3 7.0 3.1 33.6 50.8 78.0 60.8: 22.0 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 106 91 99 51 83 209 233:
Old : 308: 104 93 99 50 83 208 233:
Other: 26: 5 6 2 4 14 10 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 8.3 27.3 15.0 15.1 7.9 25.9 14.0
Old : 15.7 8.4 27.4 15.1 15.2 7.9 26.0 14.1
Other: 68.5 32.0 76.4 48.6 68.1 32.0 72.2 47.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 29, 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 : 288,547: 111,137 53,789 43,984 105,954 144,366 261,075 242,139: 27,472 46,408
Old : 288,547: 111,137 53,789 43,984 105,954 144,366 261,075 242,139: 27,472 46,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,655: 4,239 -6,617 -143 -960 9,063 3,136 2,303: 2,519 3,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.6 15.2 36.7 50.0 90.5 83.9: 9.5 16.1
Old : 100.0: 38.5 18.6 15.2 36.7 50.0 90.5 83.9: 9.5 16.1
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 : 390: 121 87 109 105 138 279 297:
Old : 390: 121 87 109 105 138 279 297:
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 : 14.6 14.9 22.9 22.9 14.6 13.6 22.4 20.1
Old : 14.6 14.9 22.9 22.9 14.6 13.6 22.4 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 29, 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 : 3,786: 1,575 1,010 218 789 1,615 2,582 2,843: 1,204 943
Old : 3,786: 1,575 1,010 218 789 1,615 2,582 2,843: 1,204 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 14: 17 -353 83 -171 170 -71 -100: 85 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 26.7 5.8 20.8 42.7 68.2 75.1: 31.8 24.9
Old : 100.0: 41.6 26.7 5.8 20.8 42.7 68.2 75.1: 31.8 24.9
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 : 52: 16 12 7 9 18 30 33:
Old : 52: 16 12 7 9 18 30 33:
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 : 34.0 30.5 44.6 47.2 34.0 30.5 44.1 46.0
Old : 34.0 30.5 44.6 47.2 34.0 30.5 44.1 46.0
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 29, 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 : 44,967: 19,060 15,612 6,011 12,523 9,380 37,594 31,003: 7,373 13,964
Old : 44,967: 19,060 15,612 6,011 12,523 9,380 37,594 31,003: 7,373 13,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,557: 311 107 -226 817 413 902 294: 655 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 34.7 13.4 27.8 20.9 83.6 68.9: 16.4 31.1
Old : 100.0: 42.4 34.7 13.4 27.8 20.9 83.6 68.9: 16.4 31.1
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 : 182: 43 56 49 39 52 115 135:
Old : 182: 43 56 49 39 52 115 135:
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 : 25.4 13.3 37.7 22.7 22.8 11.2 34.2 19.5
Old : 25.4 13.3 37.7 22.7 22.8 11.2 34.2 19.5
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 29, 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 : 5,019: 475 4,080 177 3,408 535 4,060 4,792: 959 227
Old : 5,019: 475 4,080 177 3,408 535 4,060 4,792: 959 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 48: 62 85 -2 22 -41 82 42: -34 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 81.3 3.5 67.9 10.7 80.9 95.5: 19.1 4.5
Old : 100.0: 9.5 81.3 3.5 67.9 10.7 80.9 95.5: 19.1 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 : 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 : 46.9 83.7 64.1 93.5 46.9 83.4 64.0 88.7
Old : 46.9 83.7 64.1 93.5 46.9 83.4 64.0 88.7
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 29, 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 : 24,382: 3,918 15,852 323 19,548 7,382 23,789 23,557: 593 825
Old : 24,382: 3,918 15,852 323 19,548 7,382 23,789 23,557: 593 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 502: 275 453 -35 364 115 604 533: -102 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 65.0 1.3 80.2 30.3 97.6 96.6: 2.4 3.4
Old : 100.0: 16.1 65.0 1.3 80.2 30.3 97.6 96.6: 2.4 3.4
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 : 63: 20 10 10 23 19 45 37:
Old : 63: 20 10 10 23 19 45 37:
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 : 51.2 66.1 69.1 82.9 51.2 66.0 69.0 82.6
Old : 51.2 66.1 69.1 82.9 51.2 66.0 69.0 82.6
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 29, 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 : 33,151: 21,996 0 19 9,886 32,533 31,901 32,552: 1,250 599
Old : 33,151: 21,996 0 19 9,886 32,533 31,901 32,552: 1,250 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -3: 70 0 17 -2 174 85 191: -88 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 0.0 0.1 29.8 98.1 96.2 98.2: 3.8 1.8
Old : 100.0: 66.4 0.0 0.1 29.8 98.1 96.2 98.2: 3.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 0 1 11 9 22 10:
Old : 28: 11 0 1 11 9 22 10:
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 : 77.1 90.2 85.2 97.9 77.1 90.2 85.2 97.9
Old : 77.1 90.2 85.2 97.9 77.1 90.2 85.2 97.9
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 - Futures Only, November 29, 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 : 114,416: 25,010 43,586 1,845 61,735 34,553 88,590 79,984: 25,826 34,432
Old : 114,416: 25,010 43,586 1,845 61,735 34,553 88,590 79,984: 25,826 34,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -4,251: -3,250 -2,136 177 -2,373 16 -5,446 -1,943: 1,195 -2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 38.1 1.6 54.0 30.2 77.4 69.9: 22.6 30.1
Old : 100.0: 21.9 38.1 1.6 54.0 30.2 77.4 69.9: 22.6 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 20 34 12 18 27 44 67:
Old : 90: 20 34 12 18 27 44 67:
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 : 42.4 19.0 53.9 32.1 41.7 19.0 53.2 32.1
Old : 42.4 19.0 53.9 32.1 41.7 19.0 53.2 32.1
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 29, 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 : 67,062: 13,027 37,361 360 47,715 3,384 61,102 41,105: 5,960 25,957
Old : 67,062: 13,027 37,361 360 47,715 3,384 61,102 41,105: 5,960 25,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 6,871: 3,512 4,946 -1 2,697 273 6,208 5,218: 663 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 55.7 0.5 71.2 5.0 91.1 61.3: 8.9 38.7
Old : 100.0: 19.4 55.7 0.5 71.2 5.0 91.1 61.3: 8.9 38.7
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 : 49: 12 17 5 15 8 28 29:
Old : 49: 12 17 5 15 8 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 34.0 71.1 47.0 58.5 34.0 70.9 47.0
Old : 58.5 34.0 71.1 47.0 58.5 34.0 70.9 47.0
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 29, 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 : 155,401: 19,314 73,814 11,898 117,839 62,354 149,051 148,066: 6,350 7,335
Old : 155,401: 19,314 73,814 11,898 117,839 62,354 149,051 148,066: 6,350 7,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 425: -570 5,616 -622 1,491 -5,106 299 -112: 126 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 47.5 7.7 75.8 40.1 95.9 95.3: 4.1 4.7
Old : 100.0: 12.4 47.5 7.7 75.8 40.1 95.9 95.3: 4.1 4.7
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 : 138: 32 69 14 21 22 63 98:
Old : 138: 32 69 14 21 22 63 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 31.8 66.3 46.0 46.8 31.7 64.2 43.8
Old : 48.7 31.8 66.3 46.0 46.8 31.7 64.2 43.8
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 29, 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 : 244,257: 50,806 128,941 7,243 162,924 71,541 220,973 207,725: 23,284 36,532
Old : 244,257: 50,806 128,941 7,243 162,924 71,541 220,973 207,725: 23,284 36,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,341: -3,403 414 815 3,297 757 709 1,986: 632 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 52.8 3.0 66.7 29.3 90.5 85.0: 9.5 15.0
Old : 100.0: 20.8 52.8 3.0 66.7 29.3 90.5 85.0: 9.5 15.0
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 : 135: 32 58 20 24 39 67 106:
Old : 135: 32 58 20 24 39 67 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 32.9 67.5 42.9 59.8 32.1 66.9 41.9
Old : 60.2 32.9 67.5 42.9 59.8 32.1 66.9 41.9
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 29, 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 : 202,171: 72,124 72,393 2,691 108,163 83,995 182,978 159,079: 19,193 43,092
Old : 202,171: 72,124 72,393 2,691 108,163 83,995 182,978 159,079: 19,193 43,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 14,487: 941 12,110 346 12,997 -2,207 14,284 10,249: 203 4,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 35.8 1.3 53.5 41.5 90.5 78.7: 9.5 21.3
Old : 100.0: 35.7 35.8 1.3 53.5 41.5 90.5 78.7: 9.5 21.3
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 : 120: 23 48 11 29 35 59 88:
Old : 120: 23 48 11 29 35 59 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 31.2 57.0 43.7 43.0 30.8 56.3 43.1
Old : 43.8 31.2 57.0 43.7 43.0 30.8 56.3 43.1
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 29, 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 : 447,190: 136,108 255,348 11,046 245,355 116,561 392,509 382,955: 54,681 64,235
Old : 447,190: 136,108 255,348 11,046 245,355 116,561 392,509 382,955: 54,681 64,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 12,422: 8,986 8,878 904 1,559 4,835 11,449 14,617: 973 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 57.1 2.5 54.9 26.1 87.8 85.6: 12.2 14.4
Old : 100.0: 30.4 57.1 2.5 54.9 26.1 87.8 85.6: 12.2 14.4
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 : 250: 71 98 42 56 58 143 183:
Old : 250: 71 98 42 56 58 143 183:
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 : 34.0 30.3 45.3 39.5 32.0 30.2 43.1 38.1
Old : 34.0 30.3 45.3 39.5 32.0 30.2 43.1 38.1
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 29, 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 : 32,314: 17,655 3,655 841 12,274 27,008 30,770 31,504: 1,544 810
Old : 32,314: 17,655 3,655 841 12,274 27,008 30,770 31,504: 1,544 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 6,615: 2 -301 839 5,876 6,001 6,717 6,539: -102 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 11.3 2.6 38.0 83.6 95.2 97.5: 4.8 2.5
Old : 100.0: 54.6 11.3 2.6 38.0 83.6 95.2 97.5: 4.8 2.5
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 : 32: 16 9 2 4 6 20 17:
Old : 32: 16 9 2 4 6 20 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 : 69.4 81.2 87.2 91.0 62.0 64.8 68.2 71.9
Old : 69.4 81.2 87.2 91.0 62.0 64.8 68.2 71.9
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 29, 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 : 49,885: 30,231 32,103 345 15,554 13,979 46,130 46,427: 3,755 3,458
Old : 49,885: 30,231 32,103 345 15,554 13,979 46,130 46,427: 3,755 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -122: -1,548 -209 -198 2,195 97 449 -310: -571 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 64.4 0.7 31.2 28.0 92.5 93.1: 7.5 6.9
Old : 100.0: 60.6 64.4 0.7 31.2 28.0 92.5 93.1: 7.5 6.9
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 : 71: 32 20 5 11 12 45 35:
Old : 71: 32 20 5 11 12 45 35:
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 : 41.2 69.1 58.6 78.6 41.2 69.1 58.1 78.6
Old : 41.2 69.1 58.6 78.6 41.2 69.1 58.1 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 29, 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 :12,500,249: 586,567 2,727,027 2,894,302 8,476,576 5,703,915 11,957,445 11,325,244: 542,804 1,175,005
Old :12,500,249: 586,567 2,727,027 2,894,302 8,476,576 5,703,915 11,957,445 11,325,244: 542,804 1,175,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 23,001: 5,919 43,242 -86,471 152,791 101,171 72,239 57,942: -49,238 -34,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.8 23.2 67.8 45.6 95.7 90.6: 4.3 9.4
Old : 100.0: 4.7 21.8 23.2 67.8 45.6 95.7 90.6: 4.3 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 : 280: 35 101 103 114 134 226 267:
Old : 280: 35 101 103 114 134 226 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 16.4 48.1 27.7 32.8 12.5 38.4 17.2
Old : 36.3 16.4 48.1 27.7 32.8 12.5 38.4 17.2
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 29, 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 : 707,887: 96,958 115,816 21,671 488,817 465,908 607,447 603,395: 100,440 104,492
Old : 707,887: 96,958 115,816 21,671 488,817 465,908 607,447 603,395: 100,440 104,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 10,126: -178 10,127 -1,122 15,401 8,279 14,102 17,284: -3,976 -7,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.4 3.1 69.1 65.8 85.8 85.2: 14.2 14.8
Old : 100.0: 13.7 16.4 3.1 69.1 65.8 85.8 85.2: 14.2 14.8
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 : 609: 123 150 78 238 238 400 428:
Old : 609: 123 150 78 238 238 400 428:
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 : 14.2 18.9 22.8 25.5 12.2 15.6 19.5 21.7
Old : 14.2 18.9 22.8 25.5 12.2 15.6 19.5 21.7
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 29, 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 : 91,633: 11,555 2,558 89 50,822 44,297 62,466 46,944: 29,167 44,689
Old : 91,633: 11,555 2,558 89 50,822 44,297 62,466 46,944: 29,167 44,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,200: 2,390 -1,070 14 -118 5,100 2,286 4,044: -1,086 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.8 0.1 55.5 48.3 68.2 51.2: 31.8 48.8
Old : 100.0: 12.6 2.8 0.1 55.5 48.3 68.2 51.2: 31.8 48.8
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 : 61: 13 7 1 27 22 41 29:
Old : 61: 13 7 1 27 22 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 29.7 40.2 39.4 26.0 29.0 39.6 38.2
Old : 26.6 29.7 40.2 39.4 26.0 29.0 39.6 38.2
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 29, 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 : 3,081,271: 459,497 598,768 75,432 2,189,975 2,108,057 2,724,904 2,782,257: 356,367 299,014
Old : 3,081,271: 459,497 598,768 75,432 2,189,975 2,108,057 2,724,904 2,782,257: 356,367 299,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 44,630: -4,222 64,601 -14,297 77,597 15,894 59,078 66,198: -14,448 -21,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.4 2.4 71.1 68.4 88.4 90.3: 11.6 9.7
Old : 100.0: 14.9 19.4 2.4 71.1 68.4 88.4 90.3: 11.6 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 : 601: 122 149 71 229 229 384 417:
Old : 601: 122 149 71 229 229 384 417:
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 : 15.9 20.8 24.9 28.3 13.6 17.1 21.3 24.4
Old : 15.9 20.8 24.9 28.3 13.6 17.1 21.3 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 29, 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 : 88,480: 27,240 4,395 111 48,840 79,653 76,191 84,159: 12,289 4,321
Old : 88,480: 27,240 4,395 111 48,840 79,653 76,191 84,159: 12,289 4,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,378: 1,827 -706 -15 2,305 5,517 4,117 4,796: 1,261 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 5.0 0.1 55.2 90.0 86.1 95.1: 13.9 4.9
Old : 100.0: 30.8 5.0 0.1 55.2 90.0 86.1 95.1: 13.9 4.9
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 : 82: 16 8 1 40 36 56 45:
Old : 82: 16 8 1 40 36 56 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 : 38.3 40.1 49.7 62.7 38.1 40.0 48.9 62.6
Old : 38.3 40.1 49.7 62.7 38.1 40.0 48.9 62.6
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 29, 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 : 51,057: 24,991 7,137 395 19,550 38,405 44,937 45,937: 6,120 5,119
Old : 51,057: 24,991 7,137 395 19,550 38,405 44,937 45,937: 6,120 5,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 940: 1,302 300 -53 -670 662 579 910: 360 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 14.0 0.8 38.3 75.2 88.0 90.0: 12.0 10.0
Old : 100.0: 48.9 14.0 0.8 38.3 75.2 88.0 90.0: 12.0 10.0
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 : 249: 77 54 17 67 73 151 137:
Old : 249: 77 54 17 67 73 151 137:
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 : 25.1 33.8 34.7 47.9 25.1 33.7 34.6 47.7
Old : 25.1 33.8 34.7 47.9 25.1 33.7 34.6 47.7
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 29, 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 : 255,284: 124,957 35,685 1,976 97,751 192,026 224,684 229,687: 30,600 25,597
Old : 255,284: 124,957 35,685 1,976 97,751 192,026 224,684 229,687: 30,600 25,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,698: 6,509 1,500 -263 -3,349 3,311 2,897 4,548: 1,801 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 14.0 0.8 38.3 75.2 88.0 90.0: 12.0 10.0
Old : 100.0: 48.9 14.0 0.8 38.3 75.2 88.0 90.0: 12.0 10.0
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 : 249: 77 54 17 67 73 151 137:
Old : 249: 77 54 17 67 73 151 137:
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 : 25.1 33.8 34.7 47.9 25.1 33.7 34.6 47.7
Old : 25.1 33.8 34.7 47.9 25.1 33.7 34.6 47.7
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 29, 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 : 92,699: 54,791 33,834 2,470 13,591 30,888 70,852 67,192: 21,847 25,507
Old : 92,699: 54,791 33,834 2,470 13,591 30,888 70,852 67,192: 21,847 25,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -8,290: -8,697 1,051 524 1,460 -8,512 -6,713 -6,937: -1,577 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 36.5 2.7 14.7 33.3 76.4 72.5: 23.6 27.5
Old : 100.0: 59.1 36.5 2.7 14.7 33.3 76.4 72.5: 23.6 27.5
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 : 91: 36 29 9 17 19 57 53:
Old : 91: 36 29 9 17 19 57 53:
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 : 28.7 30.7 40.7 41.6 28.7 29.5 40.6 40.4
Old : 28.7 30.7 40.7 41.6 28.7 29.5 40.6 40.4
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 29, 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 : 36,014: 11,958 2,797 136 15,396 28,411 27,490 31,344: 8,524 4,670
Old : 36,014: 11,958 2,797 136 15,396 28,411 27,490 31,344: 8,524 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 178: -220 45 133 340 -291 253 -113: -75 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.8 0.4 42.8 78.9 76.3 87.0: 23.7 13.0
Old : 100.0: 33.2 7.8 0.4 42.8 78.9 76.3 87.0: 23.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 5 1 16 13 35 18:
Old : 49: 18 5 1 16 13 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 73.1 48.1 81.7 36.3 72.7 48.0 81.3
Old : 36.3 73.1 48.1 81.7 36.3 72.7 48.0 81.3
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 29, 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 : 73,354: 9,453 17,750 3,659 48,250 37,860 61,362 59,269: 11,992 14,085
Old : 73,354: 9,453 17,750 3,659 48,250 37,860 61,362 59,269: 11,992 14,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,153: -285 1,256 1,053 2,881 -5,618 3,649 -3,309: 504 7,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.2 5.0 65.8 51.6 83.7 80.8: 16.3 19.2
Old : 100.0: 12.9 24.2 5.0 65.8 51.6 83.7 80.8: 16.3 19.2
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 : 88: 20 16 8 29 33 54 52:
Old : 88: 20 16 8 29 33 54 52:
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 : 32.0 30.4 48.5 42.9 31.3 28.9 47.2 40.1
Old : 32.0 30.4 48.5 42.9 31.3 28.9 47.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016