BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 8,274: 196 1,200 1,226 6,244 5,522 7,666 7,947: 608 327
Old : 8,274: 196 1,200 1,226 6,244 5,522 7,666 7,947: 608 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 155: 64 158 -24 33 131 73 265: 81 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 14.5 14.8 75.5 66.7 92.6 96.1: 7.4 3.9
Old : 100.0: 2.4 14.5 14.8 75.5 66.7 92.6 96.1: 7.4 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 : 35: 4 6 7 21 11 29 20:
Old : 35: 4 6 7 21 11 29 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 : 47.8 50.8 66.1 71.9 44.8 43.2 55.9 62.9
Old : 47.8 50.8 66.1 71.9 44.8 43.2 55.9 62.9
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 27, 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 : 40,306: 5,840 3,488 9,020 21,557 18,339 36,417 30,847: 3,888 9,458
Old : 40,306: 5,840 3,488 9,020 21,557 18,339 36,417 30,847: 3,888 9,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 710: 289 -1,405 443 -294 1,766 438 804: 272 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.7 22.4 53.5 45.5 90.4 76.5: 9.6 23.5
Old : 100.0: 14.5 8.7 22.4 53.5 45.5 90.4 76.5: 9.6 23.5
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 : 80: 23 13 26 37 30 68 62:
Old : 80: 23 13 26 37 30 68 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 : 30.5 19.8 46.0 34.3 29.5 19.0 41.6 31.3
Old : 30.5 19.8 46.0 34.3 29.5 19.0 41.6 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 27, 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 : 4,554: 2,353 88 569 1,184 2,432 4,107 3,090: 447 1,464
Old : 4,554: 2,353 88 569 1,184 2,432 4,107 3,090: 447 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 235: 160 -6 32 3 79 195 105: 39 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 1.9 12.5 26.0 53.4 90.2 67.8: 9.8 32.2
Old : 100.0: 51.7 1.9 12.5 26.0 53.4 90.2 67.8: 9.8 32.2
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 : 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 : 54.9 49.3 77.5 61.8 54.5 47.5 74.5 54.7
Old : 54.9 49.3 77.5 61.8 54.5 47.5 74.5 54.7
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 27, 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 : 337,672: 116,432 24,268 84,653 99,883 175,576 300,968 284,497: 36,704 53,175
Old : 130,789: 73,653 54,337 14,005 33,081 48,506 120,739 116,848: 10,050 13,941
Other: 206,883: 82,607 9,759 30,820 66,802 127,069 180,229 167,649: 26,653 39,234
: : :
: : Changes in Commitments from: August 20, 2013 :
: -6,065: -7,052 -3,600 86 1,513 -2,510 -5,453 -6,024: -612 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 7.2 25.1 29.6 52.0 89.1 84.3: 10.9 15.7
Old : 100.0: 56.3 41.5 10.7 25.3 37.1 92.3 89.3: 7.7 10.7
Other: 100.0: 39.9 4.7 14.9 32.3 61.4 87.1 81.0: 12.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 125 71 127 91 121 294 272:
Old : 325: 97 99 51 34 109 158 232:
Other: 304: 113 43 79 89 114 240 214:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 12.4 18.5 21.2 10.2 12.3 17.7 19.3
Old : 13.5 17.8 24.7 29.7 13.5 17.8 24.5 29.4
Other: 12.1 15.6 21.0 24.0 11.2 15.1 20.0 22.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 351,718: 103,231 37,163 78,072 134,230 189,160 315,533 304,394: 36,185 47,324
Old : 351,718: 103,231 37,163 78,072 134,230 189,160 315,533 304,394: 36,185 47,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 3,610: 584 -140 1,872 132 2,237 2,588 3,969: 1,022 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.6 22.2 38.2 53.8 89.7 86.5: 10.3 13.5
Old : 100.0: 29.4 10.6 22.2 38.2 53.8 89.7 86.5: 10.3 13.5
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 : 395: 115 80 118 139 159 312 312:
Old : 395: 115 80 118 139 159 312 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 18.8 23.8 26.7 13.1 14.8 21.0 20.4
Old : 15.1 18.8 23.8 26.7 13.1 14.8 21.0 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 27, 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 : 5,386: 1,865 2,225 300 2,217 1,329 4,381 3,854: 1,005 1,533
Old : 5,386: 1,865 2,225 300 2,217 1,329 4,381 3,854: 1,005 1,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -192: -90 218 -69 -39 -256 -198 -107: 6 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 41.3 5.6 41.2 24.7 81.3 71.5: 18.7 28.5
Old : 100.0: 34.6 41.3 5.6 41.2 24.7 81.3 71.5: 18.7 28.5
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 : 72: 22 23 12 15 19 44 47:
Old : 72: 22 23 12 15 19 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 24.0 48.3 34.8 32.9 24.0 47.1 34.5
Old : 32.9 24.0 48.3 34.8 32.9 24.0 47.1 34.5
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 27, 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 : 42,246: 7,924 4,323 12,779 12,207 8,053 32,910 25,155: 9,336 17,092
Old : 42,246: 7,924 4,323 12,779 12,207 8,053 32,910 25,155: 9,336 17,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,536: -1,375 265 143 -174 -1,169 -1,406 -760: -129 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.2 30.2 28.9 19.1 77.9 59.5: 22.1 40.5
Old : 100.0: 18.8 10.2 30.2 28.9 19.1 77.9 59.5: 22.1 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 : 175: 42 37 49 67 67 139 131:
Old : 175: 42 37 49 67 67 139 131:
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 14.7 25.6 22.5 10.2 5.7 16.3 9.2
Old : 15.2 14.7 25.6 22.5 10.2 5.7 16.3 9.2
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 27, 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 : 12,139: 1,059 4,207 2,132 8,007 5,559 11,199 11,899: 941 241
Old : 12,139: 1,059 4,207 2,132 8,007 5,559 11,199 11,899: 941 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 641: 176 518 -36 539 174 679 655: -38 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 34.7 17.6 66.0 45.8 92.3 98.0: 7.7 2.0
Old : 100.0: 8.7 34.7 17.6 66.0 45.8 92.3 98.0: 7.7 2.0
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 : 39: 8 8 10 17 15 31 27:
Old : 39: 8 8 10 17 15 31 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 : 51.8 42.8 67.8 63.3 50.4 40.1 62.1 58.3
Old : 51.8 42.8 67.8 63.3 50.4 40.1 62.1 58.3
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 27, 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 : 44,198: 8,233 6,390 2,232 33,509 34,775 43,974 43,397: 224 801
Old : 44,198: 8,233 6,390 2,232 33,509 34,775 43,974 43,397: 224 801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 575: 507 -473 2 75 849 584 378: -9 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.5 5.1 75.8 78.7 99.5 98.2: 0.5 1.8
Old : 100.0: 18.6 14.5 5.1 75.8 78.7 99.5 98.2: 0.5 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 : 25: 4 3 3 13 18 19 22:
Old : 25: 4 3 3 13 18 19 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 : 58.6 52.1 88.8 75.2 41.2 38.1 55.1 51.4
Old : 58.6 52.1 88.8 75.2 41.2 38.1 55.1 51.4
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 27, 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 : 149,650: 34,378 59,284 8,271 83,013 42,561 125,661 110,116: 23,989 39,534
Old : 149,650: 34,378 59,284 8,271 83,013 42,561 125,661 110,116: 23,989 39,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 28,042: 9,141 23,257 1,599 16,301 -2,377 27,041 22,479: 1,001 5,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 39.6 5.5 55.5 28.4 84.0 73.6: 16.0 26.4
Old : 100.0: 23.0 39.6 5.5 55.5 28.4 84.0 73.6: 16.0 26.4
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 : 99: 29 32 18 29 27 63 72:
Old : 99: 29 32 18 29 27 63 72:
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 : 33.8 32.8 45.4 40.9 32.2 32.5 43.3 38.7
Old : 33.8 32.8 45.4 40.9 32.2 32.5 43.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 44,709: 11,600 11,087 943 16,019 20,917 28,563 32,947: 16,146 11,762
Old : 44,709: 11,600 11,087 943 16,019 20,917 28,563 32,947: 16,146 11,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 938: -472 -586 -242 909 2,059 194 1,230: 744 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.8 2.1 35.8 46.8 63.9 73.7: 36.1 26.3
Old : 100.0: 25.9 24.8 2.1 35.8 46.8 63.9 73.7: 36.1 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 11 5 10 11 24 27:
Old : 40: 14 11 5 10 11 24 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 : 31.2 45.3 43.2 55.2 31.2 44.6 43.2 54.3
Old : 31.2 45.3 43.2 55.2 31.2 44.6 43.2 54.3
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 27, 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 : 109,499: 41,776 34,578 2,317 59,854 69,382 103,947 106,277: 5,552 3,222
Old : 109,499: 41,776 34,578 2,317 59,854 69,382 103,947 106,277: 5,552 3,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 14,986: -19,459 9,474 1,383 33,474 3,723 15,398 14,580: -412 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 31.6 2.1 54.7 63.4 94.9 97.1: 5.1 2.9
Old : 100.0: 38.2 31.6 2.1 54.7 63.4 94.9 97.1: 5.1 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 : 91: 32 29 7 14 18 50 51:
Old : 91: 32 29 7 14 18 50 51:
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 : 66.2 49.1 83.4 63.0 66.2 49.1 83.4 63.0
Old : 66.2 49.1 83.4 63.0 66.2 49.1 83.4 63.0
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 27, 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 : 172,221: 29,212 67,965 14,005 101,528 56,067 144,745 138,037: 27,475 34,183
Old : 172,221: 29,212 67,965 14,005 101,528 56,067 144,745 138,037: 27,475 34,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 12,131: 3,649 2,690 586 7,852 6,100 12,088 9,376: 43 2,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 39.5 8.1 59.0 32.6 84.0 80.2: 16.0 19.8
Old : 100.0: 17.0 39.5 8.1 59.0 32.6 84.0 80.2: 16.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 29 37 21 27 34 66 82:
Old : 109: 29 37 21 27 34 66 82:
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 : 35.2 22.6 49.4 34.7 35.1 21.2 48.1 32.8
Old : 35.2 22.6 49.4 34.7 35.1 21.2 48.1 32.8
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 27, 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 : 211,848: 23,049 100,363 21,022 141,085 41,554 185,155 162,939: 26,693 48,909
Old : 211,848: 23,049 100,363 21,022 141,085 41,554 185,155 162,939: 26,693 48,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 16,614: 3,649 10,095 1,248 5,913 1,416 10,810 12,758: 5,804 3,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 47.4 9.9 66.6 19.6 87.4 76.9: 12.6 23.1
Old : 100.0: 10.9 47.4 9.9 66.6 19.6 87.4 76.9: 12.6 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 : 138: 31 60 30 30 34 78 107:
Old : 138: 31 60 30 30 34 78 107:
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 : 30.0 30.2 48.6 37.5 29.4 30.2 47.5 36.5
Old : 30.0 30.2 48.6 37.5 29.4 30.2 47.5 36.5
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 27, 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 : 324,037: 112,183 70,669 55,786 101,008 135,603 268,977 262,058: 55,059 61,979
Old : 324,037: 112,183 70,669 55,786 101,008 135,603 268,977 262,058: 55,059 61,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 2,329: 182 -4,224 3,548 571 6,528 4,302 5,852: -1,972 -3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 21.8 17.2 31.2 41.8 83.0 80.9: 17.0 19.1
Old : 100.0: 34.6 21.8 17.2 31.2 41.8 83.0 80.9: 17.0 19.1
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 : 190: 54 70 52 47 50 129 144:
Old : 190: 54 70 52 47 50 129 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 21.4 34.7 31.1 25.7 19.2 31.8 26.7
Old : 26.5 21.4 34.7 31.1 25.7 19.2 31.8 26.7
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 27, 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 : 26,942: 5,411 4,506 3,178 17,290 18,395 25,879 26,079: 1,063 863
Old : 26,942: 5,411 4,506 3,178 17,290 18,395 25,879 26,079: 1,063 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 2,436: -5 -701 77 2,170 3,162 2,242 2,538: 194 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.7 11.8 64.2 68.3 96.1 96.8: 3.9 3.2
Old : 100.0: 20.1 16.7 11.8 64.2 68.3 96.1 96.8: 3.9 3.2
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 : 24: 5 5 4 8 9 14 17:
Old : 24: 5 5 4 8 9 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 70.8 90.3 91.9 64.3 58.3 77.2 76.9
Old : 68.9 70.8 90.3 91.9 64.3 58.3 77.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 12,193: 7,463 7,211 339 2,092 2,292 9,894 9,842: 2,299 2,351
Old : 12,193: 7,463 7,211 339 2,092 2,292 9,894 9,842: 2,299 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,307: -2,297 -159 54 1,026 -1,320 -1,217 -1,425: -90 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 59.1 2.8 17.2 18.8 81.1 80.7: 18.9 19.3
Old : 100.0: 61.2 59.1 2.8 17.2 18.8 81.1 80.7: 18.9 19.3
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 : 54: 14 23 2 8 11 23 35:
Old : 54: 14 23 2 8 11 23 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 : 43.4 30.4 58.3 44.4 43.4 30.4 58.1 44.4
Old : 43.4 30.4 58.3 44.4 43.4 30.4 58.1 44.4
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, August 27, 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 :17,211,168: 881,290 888,272 7,935,106 7,552,769 7,172,369 16,369,166 15,995,747: 842,003 1,215,421
Old :17,211,168: 881,290 888,272 7,935,106 7,552,769 7,172,369 16,369,166 15,995,747: 842,003 1,215,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 714,836: 59,126 -22,495 525,468 142,176 175,356 726,770 678,328: -11,934 36,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 46.1 43.9 41.7 95.1 92.9: 4.9 7.1
Old : 100.0: 5.1 5.2 46.1 43.9 41.7 95.1 92.9: 4.9 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 : 259: 67 51 104 124 129 243 241:
Old : 259: 67 51 104 124 129 243 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 24.3 36.5 36.5 11.7 11.3 16.6 14.5
Old : 25.2 24.3 36.5 36.5 11.7 11.3 16.6 14.5
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 27, 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 : 972,203: 93,629 80,828 81,688 644,396 683,610 819,713 846,126: 152,490 126,077
Old : 972,203: 93,629 80,828 81,688 644,396 683,610 819,713 846,126: 152,490 126,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 50,739: -7,613 8,231 8,318 37,557 19,176 38,263 35,725: 12,476 15,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.3 8.4 66.3 70.3 84.3 87.0: 15.7 13.0
Old : 100.0: 9.6 8.3 8.4 66.3 70.3 84.3 87.0: 15.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 133 113 120 243 253 433 429:
Old : 587: 133 113 120 243 253 433 429:
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 : 12.1 10.9 19.9 17.9 10.4 7.6 16.8 12.9
Old : 12.1 10.9 19.9 17.9 10.4 7.6 16.8 12.9
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 27, 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 : 244,204: 12,159 8,891 18,076 152,966 144,591 183,201 171,558: 61,003 72,646
Old : 244,204: 12,159 8,891 18,076 152,966 144,591 183,201 171,558: 61,003 72,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 20,424: -241 3,353 1,911 17,729 3,274 19,400 8,538: 1,025 11,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.6 7.4 62.6 59.2 75.0 70.3: 25.0 29.7
Old : 100.0: 5.0 3.6 7.4 62.6 59.2 75.0 70.3: 25.0 29.7
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 : 97: 16 12 22 54 52 81 75:
Old : 97: 16 12 22 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 : 17.5 19.0 30.0 29.8 17.2 17.6 27.2 24.3
Old : 17.5 19.0 30.0 29.8 17.2 17.6 27.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 3,639,993: 449,633 401,967 275,778 2,457,151 2,695,093 3,182,561 3,372,837: 457,432 267,156
Old : 3,639,993: 449,633 401,967 275,778 2,457,151 2,695,093 3,182,561 3,372,837: 457,432 267,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 151,573: -19,835 41,415 15,012 99,137 79,509 94,315 135,937: 57,258 15,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.0 7.6 67.5 74.0 87.4 92.7: 12.6 7.3
Old : 100.0: 12.4 11.0 7.6 67.5 74.0 87.4 92.7: 12.6 7.3
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 : 561: 129 107 113 227 242 407 411:
Old : 561: 129 107 113 227 242 407 411:
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 : 14.0 10.8 23.0 18.2 13.2 10.2 19.2 16.0
Old : 14.0 10.8 23.0 18.2 13.2 10.2 19.2 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 116,781: 24,387 2,551 788 80,586 109,951 105,761 113,290: 11,020 3,491
Old : 116,781: 24,387 2,551 788 80,586 109,951 105,761 113,290: 11,020 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -3,226: 829 -21 5 -4,463 -3,162 -3,629 -3,178: 402 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 2.2 0.7 69.0 94.2 90.6 97.0: 9.4 3.0
Old : 100.0: 20.9 2.2 0.7 69.0 94.2 90.6 97.0: 9.4 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 : 98: 19 3 3 47 43 67 48:
Old : 98: 19 3 3 47 43 67 48:
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 : 33.6 41.1 50.1 65.1 33.0 41.1 49.0 65.1
Old : 33.6 41.1 50.1 65.1 33.0 41.1 49.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 85,776: 23,041 6,311 1,427 52,101 72,225 76,569 79,963: 9,206 5,813
Old : 85,776: 23,041 6,311 1,427 52,101 72,225 76,569 79,963: 9,206 5,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 6,410: -1,958 1,980 -30 5,371 2,732 3,383 4,683: 3,027 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.4 1.7 60.7 84.2 89.3 93.2: 10.7 6.8
Old : 100.0: 26.9 7.4 1.7 60.7 84.2 89.3 93.2: 10.7 6.8
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 : 231: 70 36 20 85 65 165 111:
Old : 231: 70 36 20 85 65 165 111:
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 38.3 43.7 55.6 31.5 37.9 43.5 54.2
Old : 31.6 38.3 43.7 55.6 31.5 37.9 43.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 10,207: 404 283 0 5,964 8,929 6,368 9,212: 3,839 995
Old : 10,207: 404 283 0 5,964 8,929 6,368 9,212: 3,839 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.8 0.0 58.4 87.5 62.4 90.3: 37.6 9.7
Old : 100.0: 4.0 2.8 0.0 58.4 87.5 62.4 90.3: 37.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 11 7 12 8:
Old : 20: 1 1 0 11 7 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 74.4 50.8 90.3 32.4 74.4 50.8 90.3
Old : 32.4 74.4 50.8 90.3 32.4 74.4 50.8 90.3
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 27, 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 : 377,845: 114,266 31,221 6,056 230,685 316,478 351,007 353,755: 26,838 24,090
Old : 377,845: 114,266 31,221 6,056 230,685 316,478 351,007 353,755: 26,838 24,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -18,984: -10,730 9,566 -1,228 -2,966 -30,983 -14,924 -22,646: -4,060 3,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.3 1.6 61.1 83.8 92.9 93.6: 7.1 6.4
Old : 100.0: 30.2 8.3 1.6 61.1 83.8 92.9 93.6: 7.1 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 : 228: 70 35 20 77 64 156 110:
Old : 228: 70 35 20 77 64 156 110:
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 39.1 47.9 55.0 34.1 39.1 47.7 54.1
Old : 34.2 39.1 47.9 55.0 34.1 39.1 47.7 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 215,667: 13,111 85,217 17,124 167,619 76,183 197,855 178,524: 17,812 37,143
Old : 215,667: 13,111 85,217 17,124 167,619 76,183 197,855 178,524: 17,812 37,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 6,314: 2,080 9,087 1,624 1,805 -4,879 5,509 5,832: 805 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 39.5 7.9 77.7 35.3 91.7 82.8: 8.3 17.2
Old : 100.0: 6.1 39.5 7.9 77.7 35.3 91.7 82.8: 8.3 17.2
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 : 105: 27 45 27 21 26 62 84:
Old : 105: 27 45 27 21 26 62 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 : 53.1 40.5 71.0 49.8 52.5 39.9 68.8 48.3
Old : 53.1 40.5 71.0 49.8 52.5 39.9 68.8 48.3
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 27, 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 : 53,779: 12,606 5,241 970 27,752 43,947 41,328 50,158: 12,451 3,621
Old : 53,779: 12,606 5,241 970 27,752 43,947 41,328 50,158: 12,451 3,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -974: -1,323 -2,623 965 -312 470 -670 -1,188: -304 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 9.7 1.8 51.6 81.7 76.8 93.3: 23.2 6.7
Old : 100.0: 23.4 9.7 1.8 51.6 81.7 76.8 93.3: 23.2 6.7
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 : 59: 17 6 5 22 15 41 25:
Old : 59: 17 6 5 22 15 41 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 : 33.1 70.8 44.9 82.4 33.1 70.8 44.9 82.4
Old : 33.1 70.8 44.9 82.4 33.1 70.8 44.9 82.4
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 27, 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 : 59,673: 23,148 2,164 1,336 23,721 27,348 48,205 30,848: 11,468 28,825
Old : 59,673: 23,148 2,164 1,336 23,721 27,348 48,205 30,848: 11,468 28,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -3,550: -5,150 -1,544 746 119 3,142 -4,285 2,344: 735 -5,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.6 2.2 39.8 45.8 80.8 51.7: 19.2 48.3
Old : 100.0: 38.8 3.6 2.2 39.8 45.8 80.8 51.7: 19.2 48.3
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 : 74: 21 6 6 29 25 52 35:
Old : 74: 21 6 6 29 25 52 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 : 34.4 28.5 45.5 35.3 34.1 27.5 44.4 34.4
Old : 34.4 28.5 45.5 35.3 34.1 27.5 44.4 34.4
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 27, 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 : 10,045: 5,967 2,063 38 3,156 7,583 9,161 9,684: 884 361
Old : 10,045: 5,967 2,063 38 3,156 7,583 9,161 9,684: 884 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 183: 165 169 0 -43 16 122 185: 61 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 20.5 0.4 31.4 75.5 91.2 96.4: 8.8 3.6
Old : 100.0: 59.4 20.5 0.4 31.4 75.5 91.2 96.4: 8.8 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 : 22: 9 2 1 10 2 20 4:
Old : 22: 9 2 1 10 2 20 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 : 58.8 96.4 75.0 96.4 58.8 95.1 75.0 95.1
Old : 58.8 96.4 75.0 96.4 58.8 95.1 75.0 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013