BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,449: 222 983 1,333 6,294 5,829 7,849 8,144: 600 304
Old : 8,449: 222 983 1,333 6,294 5,829 7,849 8,144: 600 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 134: -0 32 -3 58 90 56 119: 78 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.6 15.8 74.5 69.0 92.9 96.4: 7.1 3.6
Old : 100.0: 2.6 11.6 15.8 74.5 69.0 92.9 96.4: 7.1 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 : 34: 3 6 7 21 13 30 20:
Old : 34: 3 6 7 21 13 30 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 : 46.7 52.4 64.9 73.5 44.8 45.0 56.0 61.6
Old : 46.7 52.4 64.9 73.5 44.8 45.0 56.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,027: 4,947 4,567 8,964 20,946 16,248 34,857 29,779: 4,170 9,248
Old : 39,027: 4,947 4,567 8,964 20,946 16,248 34,857 29,779: 4,170 9,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,238: 582 530 242 1,315 840 2,138 1,611: 99 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.7 23.0 53.7 41.6 89.3 76.3: 10.7 23.7
Old : 100.0: 12.7 11.7 23.0 53.7 41.6 89.3 76.3: 10.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 22 32 38 29 75 69:
Old : 88: 22 22 32 38 29 75 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 20.7 46.0 35.9 29.9 19.7 40.9 32.2
Old : 31.7 20.7 46.0 35.9 29.9 19.7 40.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,017: 1,843 135 432 1,349 2,366 3,624 2,933: 394 1,084
Old : 4,017: 1,843 135 432 1,349 2,366 3,624 2,933: 394 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 122: -24 -4 14 100 76 91 86: 32 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 3.4 10.7 33.6 58.9 90.2 73.0: 9.8 27.0
Old : 100.0: 45.9 3.4 10.7 33.6 58.9 90.2 73.0: 9.8 27.0
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 : 20: 4 3 4 6 9 12 14:
Old : 20: 4 3 4 6 9 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 55.4 78.5 68.8 55.9 55.4 76.2 61.5
Old : 56.6 55.4 78.5 68.8 55.9 55.4 76.2 61.5
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 with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 343,481: 114,587 32,234 87,074 107,704 171,798 309,364 291,106: 34,117 52,375
Old : 168,821: 79,073 56,101 27,076 49,317 66,038 155,465 149,215: 13,356 19,607
Other: 174,660: 69,310 9,929 26,202 58,387 105,760 153,899 141,891: 20,761 32,769
: : :
: : Changes in Commitments from: July 23, 2013 :
: 7,324: -253 -5,257 5,702 2,092 4,250 7,540 4,695: -216 2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.4 25.4 31.4 50.0 90.1 84.8: 9.9 15.2
Old : 100.0: 46.8 33.2 16.0 29.2 39.1 92.1 88.4: 7.9 11.6
Other: 100.0: 39.7 5.7 15.0 33.4 60.6 88.1 81.2: 11.9 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 126 78 127 96 116 296 272:
Old : 341: 112 101 74 49 109 200 245:
Other: 282: 104 41 67 90 107 224 195:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 11.0 18.1 19.3 9.6 10.6 17.1 17.4
Old : 11.4 14.9 20.8 25.3 11.4 14.3 20.7 23.9
Other: 13.1 15.3 23.1 25.0 12.3 14.6 22.3 23.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,862: 89,259 49,801 90,234 138,738 168,866 318,232 308,901: 35,630 44,961
Old : 353,862: 89,259 49,801 90,234 138,738 168,866 318,232 308,901: 35,630 44,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,893: -2,427 2,864 1,932 1,135 -1,658 640 3,138: 1,254 -1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.1 25.5 39.2 47.7 89.9 87.3: 10.1 12.7
Old : 100.0: 25.2 14.1 25.5 39.2 47.7 89.9 87.3: 10.1 12.7
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 : 410: 101 103 115 144 166 305 335:
Old : 410: 101 103 115 144 166 305 335:
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 : 14.4 15.3 22.8 22.2 12.6 11.9 20.3 17.3
Old : 14.4 15.3 22.8 22.2 12.6 11.9 20.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,008: 2,169 1,829 701 2,046 2,032 4,916 4,562: 1,092 1,446
Old : 6,008: 2,169 1,829 701 2,046 2,032 4,916 4,562: 1,092 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 134: -77 91 82 172 46 177 218: -43 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.4 11.7 34.1 33.8 81.8 75.9: 18.2 24.1
Old : 100.0: 36.1 30.4 11.7 34.1 33.8 81.8 75.9: 18.2 24.1
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 : 79: 21 25 15 22 26 54 55:
Old : 79: 21 25 15 22 26 54 55:
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 : 29.7 23.2 45.8 34.9 26.3 21.2 40.2 31.1
Old : 29.7 23.2 45.8 34.9 26.3 21.2 40.2 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,589: 8,825 5,184 10,284 12,165 8,701 31,273 24,168: 9,316 16,421
Old : 40,589: 8,825 5,184 10,284 12,165 8,701 31,273 24,168: 9,316 16,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 763: 42 -1,028 175 180 889 397 35: 366 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.8 25.3 30.0 21.4 77.0 59.5: 23.0 40.5
Old : 100.0: 21.7 12.8 25.3 30.0 21.4 77.0 59.5: 23.0 40.5
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 : 183: 42 43 46 66 69 135 137:
Old : 183: 42 43 46 66 69 135 137:
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 : 14.2 13.8 23.3 19.9 10.0 5.9 17.3 9.3
Old : 14.2 13.8 23.3 19.9 10.0 5.9 17.3 9.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,739: 787 3,060 2,398 6,217 4,832 9,401 10,289: 1,338 450
Old : 10,739: 787 3,060 2,398 6,217 4,832 9,401 10,289: 1,338 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,264: 90 453 282 671 238 1,043 973: 220 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.5 22.3 57.9 45.0 87.5 95.8: 12.5 4.2
Old : 100.0: 7.3 28.5 22.3 57.9 45.0 87.5 95.8: 12.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 12 10 14 13 28 25:
Old : 35: 4 12 10 14 13 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 38.0 63.2 61.3 44.6 33.9 56.3 52.2
Old : 45.9 38.0 63.2 61.3 44.6 33.9 56.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,899: 7,023 6,426 2,252 33,306 33,641 42,581 42,319: 318 580
Old : 42,899: 7,023 6,426 2,252 33,306 33,641 42,581 42,319: 318 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 294: 370 -64 0 37 344 407 280: -113 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.0 5.2 77.6 78.4 99.3 98.6: 0.7 1.4
Old : 100.0: 16.4 15.0 5.2 77.6 78.4 99.3 98.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 2 12 18 16 22:
Old : 24: 4 2 2 12 18 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 52.7 88.9 76.5 39.8 38.3 54.0 50.7
Old : 58.3 52.7 88.9 76.5 39.8 38.3 54.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,206: 19,239 31,982 9,615 73,870 49,859 102,724 91,456: 23,482 34,750
Old : 126,206: 19,239 31,982 9,615 73,870 49,859 102,724 91,456: 23,482 34,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -8,042: -1,812 -6,982 1,704 -7,322 -1,489 -7,430 -6,768: -612 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.3 7.6 58.5 39.5 81.4 72.5: 18.6 27.5
Old : 100.0: 15.2 25.3 7.6 58.5 39.5 81.4 72.5: 18.6 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 : 84: 21 27 20 27 25 58 62:
Old : 84: 21 27 20 27 25 58 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 30.1 50.0 40.1 37.9 28.8 47.9 36.8
Old : 38.6 30.1 50.0 40.1 37.9 28.8 47.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,973: 9,342 10,633 1,090 16,291 12,355 26,723 24,077: 10,250 12,895
Old : 36,973: 9,342 10,633 1,090 16,291 12,355 26,723 24,077: 10,250 12,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -625: 3,254 -1,070 46 -4,056 1,058 -757 34: 131 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 28.8 2.9 44.1 33.4 72.3 65.1: 27.7 34.9
Old : 100.0: 25.3 28.8 2.9 44.1 33.4 72.3 65.1: 27.7 34.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 7 5 10 11 21 21:
Old : 32: 9 7 5 10 11 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 32.9 54.2 48.3 39.4 32.8 54.1 48.2
Old : 39.4 32.9 54.2 48.3 39.4 32.8 54.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,209: 61,049 36,161 495 28,281 58,797 89,825 95,453: 7,384 1,757
Old : 97,209: 61,049 36,161 495 28,281 58,797 89,825 95,453: 7,384 1,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,388: 5,548 459 118 -2,036 2,884 3,630 3,461: -242 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 37.2 0.5 29.1 60.5 92.4 98.2: 7.6 1.8
Old : 100.0: 62.8 37.2 0.5 29.1 60.5 92.4 98.2: 7.6 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 : 101: 49 18 4 17 20 67 41:
Old : 101: 49 18 4 17 20 67 41:
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 : 56.0 61.0 66.1 74.7 56.0 61.0 66.1 74.6
Old : 56.0 61.0 66.1 74.7 56.0 61.0 66.1 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,181: 20,034 70,026 15,770 118,413 54,487 154,217 140,283: 18,964 32,898
Old : 173,181: 20,034 70,026 15,770 118,413 54,487 154,217 140,283: 18,964 32,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 328: 1,393 850 1,156 -2,198 2,649 351 4,655: -22 -4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 40.4 9.1 68.4 31.5 89.0 81.0: 11.0 19.0
Old : 100.0: 11.6 40.4 9.1 68.4 31.5 89.0 81.0: 11.0 19.0
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 : 114: 25 41 26 32 34 71 87:
Old : 114: 25 41 26 32 34 71 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 24.7 57.1 33.8 39.0 24.0 55.0 33.1
Old : 40.3 24.7 57.1 33.8 39.0 24.0 55.0 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 212,781: 17,164 99,237 22,138 152,623 41,963 191,926 163,338: 20,856 49,443
Old : 212,781: 17,164 99,237 22,138 152,623 41,963 191,926 163,338: 20,856 49,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -11,408: -4,285 -10,311 1,021 -10,165 2,530 -13,429 -6,760: 2,021 -4,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 46.6 10.4 71.7 19.7 90.2 76.8: 9.8 23.2
Old : 100.0: 8.1 46.6 10.4 71.7 19.7 90.2 76.8: 9.8 23.2
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 : 133: 22 61 29 29 37 70 108:
Old : 133: 22 61 29 29 37 70 108:
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 : 36.9 31.1 55.0 38.6 35.9 30.7 53.7 37.3
Old : 36.9 31.1 55.0 38.6 35.9 30.7 53.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 297,260: 76,508 88,115 52,897 120,372 89,888 249,776 230,900: 47,483 66,360
Old : 297,260: 76,508 88,115 52,897 120,372 89,888 249,776 230,900: 47,483 66,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 11,489: 13,536 -6,281 6,679 -10,410 7,143 9,805 7,541: 1,683 3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 29.6 17.8 40.5 30.2 84.0 77.7: 16.0 22.3
Old : 100.0: 25.7 29.6 17.8 40.5 30.2 84.0 77.7: 16.0 22.3
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 : 185: 48 71 55 51 48 132 141:
Old : 185: 48 71 55 51 48 132 141:
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 : 27.2 17.3 35.9 26.1 25.7 16.1 32.0 22.6
Old : 27.2 17.3 35.9 26.1 25.7 16.1 32.0 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,510: 6,661 4,389 3,174 15,872 17,887 25,707 25,450: 803 1,060
Old : 26,510: 6,661 4,389 3,174 15,872 17,887 25,707 25,450: 803 1,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -728: 143 -236 -88 -831 -395 -776 -719: 48 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.6 12.0 59.9 67.5 97.0 96.0: 3.0 4.0
Old : 100.0: 25.1 16.6 12.0 59.9 67.5 97.0 96.0: 3.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 6 3 8 8 15 16:
Old : 25: 6 6 3 8 8 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 70.1 90.0 90.3 64.1 57.8 80.0 78.0
Old : 67.5 70.1 90.0 90.3 64.1 57.8 80.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,153: 5,593 6,113 183 3,916 2,747 9,692 9,043: 2,461 3,110
Old : 12,153: 5,593 6,113 183 3,916 2,747 9,692 9,043: 2,461 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -460: 1,076 -250 183 -2,209 504 -950 437: 490 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 50.3 1.5 32.2 22.6 79.7 74.4: 20.3 25.6
Old : 100.0: 46.0 50.3 1.5 32.2 22.6 79.7 74.4: 20.3 25.6
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 : 42: 12 14 1 7 11 19 26:
Old : 42: 12 14 1 7 11 19 26:
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 : 46.7 32.4 64.4 47.4 46.7 32.4 64.4 47.4
Old : 46.7 32.4 64.4 47.4 46.7 32.4 64.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 :15,153,165: 844,213 864,084 6,545,835 6,893,366 6,575,508 14,283,414 13,985,427: 869,751 1,167,738
Old :15,153,165: 844,213 864,084 6,545,835 6,893,366 6,575,508 14,283,414 13,985,427: 869,751 1,167,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 469,697: -12,220 -42,061 252,290 221,676 251,109 461,746 461,338: 7,950 8,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.7 43.2 45.5 43.4 94.3 92.3: 5.7 7.7
Old : 100.0: 5.6 5.7 43.2 45.5 43.4 94.3 92.3: 5.7 7.7
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 : 243: 64 40 98 120 121 229 226:
Old : 243: 64 40 98 120 121 229 226:
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 : 25.6 24.3 36.7 36.6 13.4 13.5 18.7 16.5
Old : 25.6 24.3 36.7 36.6 13.4 13.5 18.7 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 905,941: 115,560 63,655 63,655 600,657 676,856 779,871 804,165: 126,070 101,776
Old : 905,941: 115,560 63,655 63,655 600,657 676,856 779,871 804,165: 126,070 101,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 8,306: 4,728 -2,283 2,434 4,096 9,501 11,258 9,652: -2,951 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 7.0 66.3 74.7 86.1 88.8: 13.9 11.2
Old : 100.0: 12.8 7.0 7.0 66.3 74.7 86.1 88.8: 13.9 11.2
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 : 579: 127 108 117 245 252 437 412:
Old : 579: 127 108 117 245 252 437 412:
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 : 13.5 11.6 21.8 19.5 11.8 9.6 19.5 16.0
Old : 13.5 11.6 21.8 19.5 11.8 9.6 19.5 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 222,093: 12,254 2,701 18,025 131,521 153,277 161,799 174,003: 60,294 48,090
Old : 222,093: 12,254 2,701 18,025 131,521 153,277 161,799 174,003: 60,294 48,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,120: -800 1,040 1,372 -1,983 -244 -1,412 2,168: 291 -3,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.2 8.1 59.2 69.0 72.9 78.3: 27.1 21.7
Old : 100.0: 5.5 1.2 8.1 59.2 69.0 72.9 78.3: 27.1 21.7
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 : 101: 17 15 26 53 55 85 81:
Old : 101: 17 15 26 53 55 85 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 19.5 30.7 32.9 17.0 18.8 26.3 28.6
Old : 17.8 19.5 30.7 32.9 17.0 18.8 26.3 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,419,241: 533,139 321,381 211,539 2,345,682 2,617,893 3,090,360 3,150,813: 328,880 268,428
Old : 3,419,241: 533,139 321,381 211,539 2,345,682 2,617,893 3,090,360 3,150,813: 328,880 268,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 47,132: 24,896 -19,358 8,054 30,395 48,726 63,345 37,421: -16,214 9,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.4 6.2 68.6 76.6 90.4 92.1: 9.6 7.9
Old : 100.0: 15.6 9.4 6.2 68.6 76.6 90.4 92.1: 9.6 7.9
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 : 552: 123 100 109 231 239 411 391:
Old : 552: 123 100 109 231 239 411 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 11.4 24.5 19.4 14.3 10.6 21.8 17.2
Old : 15.3 11.4 24.5 19.4 14.3 10.6 21.8 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,480: 24,374 2,360 567 86,150 114,275 111,091 117,202: 10,389 4,278
Old : 121,480: 24,374 2,360 567 86,150 114,275 111,091 117,202: 10,389 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,175: 1,426 -724 -1,296 590 2,937 720 917: 454 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.9 0.5 70.9 94.1 91.4 96.5: 8.6 3.5
Old : 100.0: 20.1 1.9 0.5 70.9 94.1 91.4 96.5: 8.6 3.5
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 : 101: 21 3 2 49 42 71 46:
Old : 101: 21 3 2 49 42 71 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 43.9 49.9 66.2 31.6 43.9 49.3 66.2
Old : 32.2 43.9 49.9 66.2 31.6 43.9 49.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,725: 27,820 3,628 1,375 46,583 71,989 75,778 76,993: 5,947 4,733
Old : 81,725: 27,820 3,628 1,375 46,583 71,989 75,778 76,993: 5,947 4,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 714: -13 -529 -21 912 314 878 -235: -164 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.4 1.7 57.0 88.1 92.7 94.2: 7.3 5.8
Old : 100.0: 34.0 4.4 1.7 57.0 88.1 92.7 94.2: 7.3 5.8
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 : 223: 77 24 17 72 69 157 102:
Old : 223: 77 24 17 72 69 157 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 42.9 42.9 58.3 30.2 42.9 42.5 57.5
Old : 30.2 42.9 42.9 58.3 30.2 42.9 42.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 408,626: 139,102 18,141 6,875 232,913 359,947 378,890 384,963: 29,736 23,663
Old : 408,626: 139,102 18,141 6,875 232,913 359,947 378,890 384,963: 29,736 23,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,572: -64 -2,643 -104 4,561 1,572 4,392 -1,176: -820 4,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.4 1.7 57.0 88.1 92.7 94.2: 7.3 5.8
Old : 100.0: 34.0 4.4 1.7 57.0 88.1 92.7 94.2: 7.3 5.8
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 : 223: 77 24 17 72 69 157 102:
Old : 223: 77 24 17 72 69 157 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 42.9 42.9 58.3 30.2 42.9 42.5 57.5
Old : 30.2 42.9 42.9 58.3 30.2 42.9 42.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,184: 17,895 92,133 16,813 171,637 76,470 206,345 185,417: 21,839 42,767
Old : 228,184: 17,895 92,133 16,813 171,637 76,470 206,345 185,417: 21,839 42,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 19,262: 2,292 12,627 2,784 14,066 630 19,141 16,040: 120 3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 40.4 7.4 75.2 33.5 90.4 81.3: 9.6 18.7
Old : 100.0: 7.8 40.4 7.4 75.2 33.5 90.4 81.3: 9.6 18.7
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 : 115: 31 49 30 23 29 67 95:
Old : 115: 31 49 30 23 29 67 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 39.0 67.5 49.4 49.7 38.6 65.8 49.0
Old : 50.4 39.0 67.5 49.4 49.7 38.6 65.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,093: 16,287 8,665 107 30,376 45,605 46,770 54,377: 11,323 3,716
Old : 58,093: 16,287 8,665 107 30,376 45,605 46,770 54,377: 11,323 3,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -7,216: -4,373 -3,628 35 -3,029 -2,012 -7,367 -5,605: 151 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 14.9 0.2 52.3 78.5 80.5 93.6: 19.5 6.4
Old : 100.0: 28.0 14.9 0.2 52.3 78.5 80.5 93.6: 19.5 6.4
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 : 64: 25 4 3 24 13 50 19:
Old : 64: 25 4 3 24 13 50 19:
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 : 31.6 75.2 43.3 88.1 31.6 74.9 43.3 87.7
Old : 31.6 75.2 43.3 88.1 31.6 74.9 43.3 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,518: 28,194 2,958 1,815 28,274 16,339 58,283 21,112: 10,235 47,406
Old : 68,518: 28,194 2,958 1,815 28,274 16,339 58,283 21,112: 10,235 47,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -2,881: -2,611 1,170 846 -1,934 -5,139 -3,699 -3,123: 818 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 4.3 2.6 41.3 23.8 85.1 30.8: 14.9 69.2
Old : 100.0: 41.1 4.3 2.6 41.3 23.8 85.1 30.8: 14.9 69.2
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 : 81: 27 7 6 31 24 61 34:
Old : 81: 27 7 6 31 24 61 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 13.9 47.0 19.3 33.7 13.0 45.8 17.5
Old : 34.9 13.9 47.0 19.3 33.7 13.0 45.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013