BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 8,119: 131 1,042 1,250 6,211 5,390 7,592 7,682: 527 437
Old : 8,119: 131 1,042 1,250 6,211 5,390 7,592 7,682: 527 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 216: 0 -57 96 130 160 226 199: -10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.8 15.4 76.5 66.4 93.5 94.6: 6.5 5.4
Old : 100.0: 1.6 12.8 15.4 76.5 66.4 93.5 94.6: 6.5 5.4
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 : 33: 2 7 6 20 11 27 19:
Old : 33: 2 7 6 20 11 27 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 : 49.0 51.2 67.4 72.2 46.6 44.0 58.5 62.0
Old : 49.0 51.2 67.4 72.2 46.6 44.0 58.5 62.0
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, August 20, 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 : 39,596: 5,551 4,892 8,577 21,851 16,574 35,979 30,044: 3,617 9,552
Old : 39,596: 5,551 4,892 8,577 21,851 16,574 35,979 30,044: 3,617 9,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,524: -63 439 825 1,572 1,040 2,334 2,304: 191 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.4 21.7 55.2 41.9 90.9 75.9: 9.1 24.1
Old : 100.0: 14.0 12.4 21.7 55.2 41.9 90.9 75.9: 9.1 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 : 82: 22 16 26 37 29 70 61:
Old : 82: 22 16 26 37 29 70 61:
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 : 31.1 20.2 45.4 34.5 30.1 19.7 41.1 31.3
Old : 31.1 20.2 45.4 34.5 30.1 19.7 41.1 31.3
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, August 20, 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 : 4,319: 2,193 93 538 1,181 2,353 3,911 2,984: 408 1,335
Old : 4,319: 2,193 93 538 1,181 2,353 3,911 2,984: 408 1,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 378: 203 -8 94 72 162 369 247: 8 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 2.2 12.4 27.3 54.5 90.6 69.1: 9.4 30.9
Old : 100.0: 50.8 2.2 12.4 27.3 54.5 90.6 69.1: 9.4 30.9
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 : 21: 7 1 4 5 10 12 15:
Old : 21: 7 1 4 5 10 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 50.0 77.7 63.2 54.6 48.9 74.3 55.8
Old : 55.1 50.0 77.7 63.2 54.6 48.9 74.3 55.8
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, August 20, 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 : 343,736: 123,484 27,868 84,566 98,370 178,086 306,420 290,520: 37,316 53,216
Old : 142,615: 81,516 58,403 13,834 35,828 55,645 131,179 127,883: 11,436 14,732
Other: 201,121: 82,143 9,640 30,557 62,542 122,441 175,241 162,637: 25,880 38,484
: : :
: : Changes in Commitments from: August 13, 2013 :
: -18,703: 1,721 -600 -14,258 -7,411 -3,702 -19,948 -18,561: 1,245 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 8.1 24.6 28.6 51.8 89.1 84.5: 10.9 15.5
Old : 100.0: 57.2 41.0 9.7 25.1 39.0 92.0 89.7: 8.0 10.3
Other: 100.0: 40.8 4.8 15.2 31.1 60.9 87.1 80.9: 12.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 135 80 129 89 122 306 278:
Old : 345: 110 104 48 36 109 170 237:
Other: 302: 111 42 82 87 113 237 216:
:----------------------------------------------------------------------------------------------------
: 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 12.5 18.0 21.0 10.0 12.5 17.4 19.3
Old : 12.7 17.9 23.6 29.5 12.7 17.9 23.4 29.4
Other: 12.3 15.9 21.5 24.6 11.5 15.3 20.7 23.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 348,107: 102,647 37,302 76,200 134,098 186,922 312,945 300,425: 35,163 47,683
Old : 348,107: 102,647 37,302 76,200 134,098 186,922 312,945 300,425: 35,163 47,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,867: 6,425 -8,469 -1,511 -1,420 10,990 3,493 1,010: 373 2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.7 21.9 38.5 53.7 89.9 86.3: 10.1 13.7
Old : 100.0: 29.5 10.7 21.9 38.5 53.7 89.9 86.3: 10.1 13.7
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 : 401: 115 84 115 134 162 312 310:
Old : 401: 115 84 115 134 162 312 310:
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 : 15.2 18.3 24.0 26.1 13.1 14.7 21.2 20.4
Old : 15.2 18.3 24.0 26.1 13.1 14.7 21.2 20.4
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, August 20, 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 : 5,578: 1,954 2,007 369 2,256 1,585 4,580 3,961: 999 1,617
Old : 5,578: 1,954 2,007 369 2,256 1,585 4,580 3,961: 999 1,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -500: -65 -125 -371 -92 -136 -527 -631: 28 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 36.0 6.6 40.4 28.4 82.1 71.0: 17.9 29.0
Old : 100.0: 35.0 36.0 6.6 40.4 28.4 82.1 71.0: 17.9 29.0
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 : 75: 22 24 13 17 22 49 50:
Old : 75: 22 24 13 17 22 49 50:
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 : 30.9 20.5 45.9 30.9 30.9 20.5 44.7 30.8
Old : 30.9 20.5 45.9 30.9 30.9 20.5 44.7 30.8
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, August 20, 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 : 43,782: 9,300 4,057 12,636 12,382 9,222 34,317 25,915: 9,465 17,867
Old : 43,782: 9,300 4,057 12,636 12,382 9,222 34,317 25,915: 9,465 17,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 737: -73 -346 770 552 -26 1,249 399: -511 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.3 28.9 28.3 21.1 78.4 59.2: 21.6 40.8
Old : 100.0: 21.2 9.3 28.9 28.3 21.1 78.4 59.2: 21.6 40.8
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 : 186: 49 34 50 71 73 147 139:
Old : 186: 49 34 50 71 73 147 139:
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 14.0 24.4 20.8 9.7 4.8 16.4 8.2
Old : 14.4 14.0 24.4 20.8 9.7 4.8 16.4 8.2
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, August 20, 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 : 11,498: 883 3,689 2,169 7,468 5,385 10,520 11,243: 978 255
Old : 11,498: 883 3,689 2,169 7,468 5,385 10,520 11,243: 978 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 704: 46 217 42 1,058 493 1,145 752: -441 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 32.1 18.9 64.9 46.8 91.5 97.8: 8.5 2.2
Old : 100.0: 7.7 32.1 18.9 64.9 46.8 91.5 97.8: 8.5 2.2
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 : 38: 5 11 10 16 15 30 27:
Old : 38: 5 11 10 16 15 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 41.7 67.5 61.9 49.7 38.7 61.9 55.3
Old : 50.8 41.7 67.5 61.9 49.7 38.7 61.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 43,623: 7,726 6,863 2,230 33,434 33,926 43,390 43,019: 233 604
Old : 43,623: 7,726 6,863 2,230 33,434 33,926 43,390 43,019: 233 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,526: 1,664 950 -22 3 536 1,645 1,464: -119 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.7 5.1 76.6 77.8 99.5 98.6: 0.5 1.4
Old : 100.0: 17.7 15.7 5.1 76.6 77.8 99.5 98.6: 0.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 2 12 18 17 22:
Old : 25: 4 3 2 12 18 17 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 : 58.7 51.8 88.8 75.3 40.6 37.7 54.8 50.8
Old : 58.7 51.8 88.8 75.3 40.6 37.7 54.8 50.8
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, August 20, 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 : 121,608: 25,237 36,027 6,672 66,712 44,938 98,620 87,637: 22,988 33,971
Old : 121,608: 25,237 36,027 6,672 66,712 44,938 98,620 87,637: 22,988 33,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 4,718: 4,696 5,180 378 267 -1,659 5,341 3,900: -623 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.6 5.5 54.9 37.0 81.1 72.1: 18.9 27.9
Old : 100.0: 20.8 29.6 5.5 54.9 37.0 81.1 72.1: 18.9 27.9
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 : 86: 27 23 16 28 24 60 58:
Old : 86: 27 23 16 28 24 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 36.3 47.8 45.5 35.4 36.1 46.0 42.4
Old : 35.9 36.3 47.8 45.5 35.4 36.1 46.0 42.4
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, August 20, 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 : 43,771: 12,072 11,674 1,186 15,111 18,857 28,369 31,717: 15,402 12,054
Old : 43,771: 12,072 11,674 1,186 15,111 18,857 28,369 31,717: 15,402 12,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,814: 1,445 3,019 333 -491 948 1,287 4,301: 2,527 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 26.7 2.7 34.5 43.1 64.8 72.5: 35.2 27.5
Old : 100.0: 27.6 26.7 2.7 34.5 43.1 64.8 72.5: 35.2 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 : 44: 16 13 7 9 11 26 30:
Old : 44: 16 13 7 9 11 26 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 : 31.1 42.6 42.5 51.4 31.1 42.1 42.4 50.7
Old : 31.1 42.6 42.5 51.4 31.1 42.1 42.4 50.7
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, August 20, 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 : 94,513: 61,235 25,104 934 26,380 65,659 88,549 91,697: 5,964 2,816
Old : 94,513: 61,235 25,104 934 26,380 65,659 88,549 91,697: 5,964 2,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -5,353: -5,664 -5,475 251 662 -993 -4,751 -6,217: -602 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 26.6 1.0 27.9 69.5 93.7 97.0: 6.3 3.0
Old : 100.0: 64.8 26.6 1.0 27.9 69.5 93.7 97.0: 6.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 23 4 14 16 57 42:
Old : 93: 41 23 4 14 16 57 42:
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 : 61.1 47.5 75.4 65.1 61.1 47.5 75.4 65.1
Old : 61.1 47.5 75.4 65.1 61.1 47.5 75.4 65.1
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, August 20, 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 : 160,090: 25,563 65,275 13,419 93,676 49,968 132,658 128,661: 27,432 31,428
Old : 160,090: 25,563 65,275 13,419 93,676 49,968 132,658 128,661: 27,432 31,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -3,476: 3,832 -2,751 1,810 -15,115 -1,785 -9,474 -2,726: 5,997 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 40.8 8.4 58.5 31.2 82.9 80.4: 17.1 19.6
Old : 100.0: 16.0 40.8 8.4 58.5 31.2 82.9 80.4: 17.1 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 24 41 19 29 37 64 86:
Old : 112: 24 41 19 29 37 64 86:
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 : 37.7 23.1 49.5 33.5 37.7 23.1 47.5 33.5
Old : 37.7 23.1 49.5 33.5 37.7 23.1 47.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 195,234: 19,400 90,268 19,774 135,172 40,138 174,345 150,180: 20,889 45,054
Old : 195,234: 19,400 90,268 19,774 135,172 40,138 174,345 150,180: 20,889 45,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 4,912: 2,670 -633 1,868 -93 5,672 4,444 6,907: 468 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 46.2 10.1 69.2 20.6 89.3 76.9: 10.7 23.1
Old : 100.0: 9.9 46.2 10.1 69.2 20.6 89.3 76.9: 10.7 23.1
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 : 130: 25 59 32 28 33 74 103:
Old : 130: 25 59 32 28 33 74 103:
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 : 32.6 30.8 50.5 38.2 32.0 30.8 49.4 37.2
Old : 32.6 30.8 50.5 38.2 32.0 30.8 49.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 321,707: 112,001 74,893 52,238 100,437 129,075 264,676 256,206: 57,032 65,501
Old : 321,707: 112,001 74,893 52,238 100,437 129,075 264,676 256,206: 57,032 65,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 33,183: 23,623 1,814 5,474 -3,514 26,070 25,582 33,357: 7,600 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.3 16.2 31.2 40.1 82.3 79.6: 17.7 20.4
Old : 100.0: 34.8 23.3 16.2 31.2 40.1 82.3 79.6: 17.7 20.4
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 : 199: 54 76 56 49 53 138 150:
Old : 199: 54 76 56 49 53 138 150:
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 : 25.7 20.2 33.5 29.6 25.2 18.7 31.1 25.6
Old : 25.7 20.2 33.5 29.6 25.2 18.7 31.1 25.6
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, August 20, 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 : 24,506: 5,416 5,207 3,101 15,120 15,233 23,637 23,541: 869 965
Old : 24,506: 5,416 5,207 3,101 15,120 15,233 23,637 23,541: 869 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,616: 1,160 1,292 -20 392 484 1,532 1,756: 84 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 21.2 12.7 61.7 62.2 96.5 96.1: 3.5 3.9
Old : 100.0: 22.1 21.2 12.7 61.7 62.2 96.5 96.1: 3.5 3.9
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 : 24: 5 6 2 7 7 13 14:
Old : 24: 5 6 2 7 7 13 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 : 73.0 76.2 92.7 93.2 67.4 63.6 82.1 80.6
Old : 73.0 76.2 92.7 93.2 67.4 63.6 82.1 80.6
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, August 20, 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 : 13,500: 9,760 7,370 285 1,066 3,612 11,111 11,267: 2,389 2,233
Old : 13,500: 9,760 7,370 285 1,066 3,612 11,111 11,267: 2,389 2,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,524: 3,128 935 102 -1,659 1,005 1,571 2,042: -47 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 54.6 2.1 7.9 26.8 82.3 83.5: 17.7 16.5
Old : 100.0: 72.3 54.6 2.1 7.9 26.8 82.3 83.5: 17.7 16.5
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 : 53: 15 21 1 6 13 21 35:
Old : 53: 15 21 1 6 13 21 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 : 52.5 30.1 66.7 45.3 52.5 30.1 66.7 45.3
Old : 52.5 30.1 66.7 45.3 52.5 30.1 66.7 45.3
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, August 20, 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 :16,496,332: 822,164 910,767 7,409,638 7,410,593 6,997,014 15,642,395 15,317,419: 853,937 1,178,914
Old :16,496,332: 822,164 910,767 7,409,638 7,410,593 6,997,014 15,642,395 15,317,419: 853,937 1,178,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 445,179: -56,763 15,744 250,770 263,104 172,143 457,111 438,657: -11,932 6,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.5 44.9 44.9 42.4 94.8 92.9: 5.2 7.1
Old : 100.0: 5.0 5.5 44.9 44.9 42.4 94.8 92.9: 5.2 7.1
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 : 256: 63 53 102 123 128 239 239:
Old : 256: 63 53 102 123 128 239 239:
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 : 25.8 24.9 36.8 37.1 12.6 12.2 17.8 15.5
Old : 25.8 24.9 36.8 37.1 12.6 12.2 17.8 15.5
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, August 20, 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 : 921,464: 101,241 72,596 73,370 606,839 664,434 781,450 810,400: 140,014 111,064
Old : 921,464: 101,241 72,596 73,370 606,839 664,434 781,450 810,400: 140,014 111,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -1,743: -6,382 -807 323 -3,504 -8,548 -9,563 -9,032: 7,820 7,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.9 8.0 65.9 72.1 84.8 87.9: 15.2 12.1
Old : 100.0: 11.0 7.9 8.0 65.9 72.1 84.8 87.9: 15.2 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 : 578: 136 103 111 241 249 428 412:
Old : 578: 136 103 111 241 249 428 412:
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 : 12.6 11.3 20.5 18.5 10.9 8.4 17.8 14.2
Old : 12.6 11.3 20.5 18.5 10.9 8.4 17.8 14.2
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, August 20, 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 : 223,780: 12,400 5,538 16,165 135,236 141,317 163,801 163,020: 59,979 60,760
Old : 223,780: 12,400 5,538 16,165 135,236 141,317 163,801 163,020: 59,979 60,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -165: 182 578 -498 -730 -9,373 -1,046 -9,293: 881 9,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.5 7.2 60.4 63.1 73.2 72.8: 26.8 27.2
Old : 100.0: 5.5 2.5 7.2 60.4 63.1 73.2 72.8: 26.8 27.2
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 : 98: 17 12 21 54 52 81 75:
Old : 98: 17 12 21 54 52 81 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 18.1 30.1 30.5 16.5 16.7 27.3 25.4
Old : 16.7 18.1 30.1 30.5 16.5 16.7 27.3 25.4
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, August 20, 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 : 3,488,421: 469,467 360,551 260,766 2,358,013 2,615,583 3,088,246 3,236,901: 400,174 251,520
Old : 3,488,421: 469,467 360,551 260,766 2,358,013 2,615,583 3,088,246 3,236,901: 400,174 251,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -7,887: -34,123 -8,231 5,410 -13,871 4,124 -42,584 1,304: 34,697 -9,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.3 7.5 67.6 75.0 88.5 92.8: 11.5 7.2
Old : 100.0: 13.5 10.3 7.5 67.6 75.0 88.5 92.8: 11.5 7.2
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 : 552: 130 98 103 226 237 403 391:
Old : 552: 130 98 103 226 237 403 391:
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 : 14.4 11.0 23.3 18.6 13.7 10.5 19.7 16.5
Old : 14.4 11.0 23.3 18.6 13.7 10.5 19.7 16.5
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, August 20, 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 : 120,007: 23,558 2,572 783 85,049 113,113 109,390 116,468: 10,618 3,540
Old : 120,007: 23,558 2,572 783 85,049 113,113 109,390 116,468: 10,618 3,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -2,059: 1,261 -264 -4 -2,947 -2,118 -1,690 -2,386: -369 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.1 0.7 70.9 94.3 91.2 97.1: 8.8 2.9
Old : 100.0: 19.6 2.1 0.7 70.9 94.3 91.2 97.1: 8.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 20 3 4 49 43 70 49:
Old : 100: 20 3 4 49 43 70 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 42.9 51.4 66.3 33.5 42.9 50.3 66.3
Old : 34.2 42.9 51.4 66.3 33.5 42.9 50.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 79,366: 24,999 4,331 1,457 46,730 69,492 73,186 75,280: 6,180 4,086
Old : 79,366: 24,999 4,331 1,457 46,730 69,492 73,186 75,280: 6,180 4,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -6,758: -4,112 679 189 -2,503 -7,058 -6,425 -6,189: -332 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.5 1.8 58.9 87.6 92.2 94.9: 7.8 5.1
Old : 100.0: 31.5 5.5 1.8 58.9 87.6 92.2 94.9: 7.8 5.1
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 : 225: 78 26 20 72 68 158 106:
Old : 225: 78 26 20 72 68 158 106:
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 : 32.5 42.8 45.6 58.3 32.4 42.8 45.5 57.4
Old : 32.5 42.8 45.6 58.3 32.4 42.8 45.5 57.4
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, August 20, 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 : 396,829: 124,995 21,655 7,284 233,651 347,462 365,931 376,401: 30,899 20,429
Old : 396,829: 124,995 21,655 7,284 233,651 347,462 365,931 376,401: 30,899 20,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -33,788: -20,560 3,397 947 -12,514 -35,288 -32,127 -30,944: -1,660 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.5 1.8 58.9 87.6 92.2 94.9: 7.8 5.1
Old : 100.0: 31.5 5.5 1.8 58.9 87.6 92.2 94.9: 7.8 5.1
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 : 225: 78 26 20 72 68 158 106:
Old : 225: 78 26 20 72 68 158 106:
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 : 32.5 42.8 45.6 58.3 32.4 42.8 45.5 57.4
Old : 32.5 42.8 45.6 58.3 32.4 42.8 45.5 57.4
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, August 20, 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 : 209,353: 11,032 76,130 15,499 165,815 81,062 192,346 172,692: 17,007 36,661
Old : 209,353: 11,032 76,130 15,499 165,815 81,062 192,346 172,692: 17,007 36,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 709: 1,161 1,673 641 476 517 2,278 2,831: -1,569 -2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 36.4 7.4 79.2 38.7 91.9 82.5: 8.1 17.5
Old : 100.0: 5.3 36.4 7.4 79.2 38.7 91.9 82.5: 8.1 17.5
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 : 100: 26 41 28 20 26 57 84:
Old : 100: 26 41 28 20 26 57 84:
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 : 52.7 40.8 72.7 51.1 51.9 40.2 70.5 50.2
Old : 52.7 40.8 72.7 51.1 51.9 40.2 70.5 50.2
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, August 20, 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 : 54,753: 13,929 7,864 5 28,064 43,477 41,998 51,346: 12,755 3,407
Old : 54,753: 13,929 7,864 5 28,064 43,477 41,998 51,346: 12,755 3,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -4,427: -3,340 -1,495 5 -890 -1,192 -4,225 -2,682: -202 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.4 0.0 51.3 79.4 76.7 93.8: 23.3 6.2
Old : 100.0: 25.4 14.4 0.0 51.3 79.4 76.7 93.8: 23.3 6.2
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 : 57: 19 4 1 24 12 43 17:
Old : 57: 19 4 1 24 12 43 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 : 33.7 76.7 45.2 89.1 33.7 76.7 45.2 89.1
Old : 33.7 76.7 45.2 89.1 33.7 76.7 45.2 89.1
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, August 20, 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 : 63,223: 28,298 3,708 590 23,602 24,206 52,490 28,504: 10,733 34,719
Old : 63,223: 28,298 3,708 590 23,602 24,206 52,490 28,504: 10,733 34,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -5,241: -1,217 1,748 -381 -1,740 -2,683 -3,338 -1,316: -1,903 -3,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 5.9 0.9 37.3 38.3 83.0 45.1: 17.0 54.9
Old : 100.0: 44.8 5.9 0.9 37.3 38.3 83.0 45.1: 17.0 54.9
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 : 78: 22 9 3 30 23 53 34:
Old : 78: 22 9 3 30 23 53 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 : 37.9 24.6 47.3 30.6 37.5 23.6 46.9 29.4
Old : 37.9 24.6 47.3 30.6 37.5 23.6 46.9 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 9,862: 5,802 1,894 38 3,199 7,567 9,039 9,499: 823 363
Old : 9,862: 5,802 1,894 38 3,199 7,567 9,039 9,499: 823 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -192: 263 824 -595 130 -316 -202 -87: 10 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 19.2 0.4 32.4 76.7 91.7 96.3: 8.3 3.7
Old : 100.0: 58.8 19.2 0.4 32.4 76.7 91.7 96.3: 8.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 2 1 10 2 21 4:
Old : 23: 10 2 1 10 2 21 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 96.3 74.5 96.3 59.8 94.6 74.5 94.6
Old : 59.8 96.3 74.5 96.3 59.8 94.6 74.5 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013