BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 6,910: 218 1,214 836 5,158 4,539 6,212 6,589: 698 321
Old : 6,910: 218 1,214 836 5,158 4,539 6,212 6,589: 698 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 156: 35 109 -76 223 94 182 127: -27 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 17.6 12.1 74.6 65.7 89.9 95.4: 10.1 4.6
Old : 100.0: 3.2 17.6 12.1 74.6 65.7 89.9 95.4: 10.1 4.6
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 : 29: 3 5 4 19 10 24 17:
Old : 29: 3 5 4 19 10 24 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 : 48.8 51.9 67.4 73.6 46.3 42.8 57.2 63.6
Old : 48.8 51.9 67.4 73.6 46.3 42.8 57.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 37,056: 5,130 3,429 8,063 19,702 16,160 32,895 27,652: 4,162 9,405
Old : 37,056: 5,130 3,429 8,063 19,702 16,160 32,895 27,652: 4,162 9,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,375: -60 409 416 744 299 1,099 1,124: 275 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.3 21.8 53.2 43.6 88.8 74.6: 11.2 25.4
Old : 100.0: 13.8 9.3 21.8 53.2 43.6 88.8 74.6: 11.2 25.4
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 : 75: 20 12 25 36 30 65 59:
Old : 75: 20 12 25 36 30 65 59:
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 : 31.9 20.4 47.0 34.1 31.2 19.8 42.3 31.4
Old : 31.9 20.4 47.0 34.1 31.2 19.8 42.3 31.4
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, September 17, 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 : 4,849: 2,737 79 550 1,119 2,497 4,406 3,126: 443 1,723
Old : 4,849: 2,737 79 550 1,119 2,497 4,406 3,126: 443 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 411: 409 -1 8 15 175 431 181: -20 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 1.6 11.3 23.1 51.5 90.9 64.5: 9.1 35.5
Old : 100.0: 56.4 1.6 11.3 23.1 51.5 90.9 64.5: 9.1 35.5
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 : 23: 8 1 5 5 11 13 17:
Old : 23: 8 1 5 5 11 13 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 : 52.7 45.7 77.8 57.4 52.4 44.1 72.0 51.5
Old : 52.7 45.7 77.8 57.4 52.4 44.1 72.0 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 373,079: 141,883 29,790 87,802 103,776 195,248 333,460 312,840: 39,619 60,239
Old : 80,796: 47,217 29,789 14,358 9,568 26,141 71,143 70,288: 9,654 10,509
Other: 292,283: 117,085 22,421 51,024 94,208 169,107 262,317 242,552: 29,965 49,730
: : :
: : Changes in Commitments from: September 10, 2013 :
: 10,363: 8,552 2,949 -3,262 4,275 7,003 9,566 6,691: 797 3,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 8.0 23.5 27.8 52.3 89.4 83.9: 10.6 16.1
Old : 100.0: 58.4 36.9 17.8 11.8 32.4 88.1 87.0: 11.9 13.0
Other: 100.0: 40.1 7.7 17.5 32.2 57.9 89.7 83.0: 10.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 156 70 141 106 137 341 299:
Old : 295: 101 66 45 36 111 158 201:
Other: 376: 128 83 116 102 131 306 272:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 13.2 16.6 22.2 9.2 12.8 16.2 20.5
Old : 15.9 25.6 25.8 34.5 15.9 25.6 25.8 34.4
Other: 11.3 15.3 20.0 25.3 11.3 15.2 19.6 24.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 351,756: 100,208 62,404 80,294 135,472 163,294 315,974 305,993: 35,782 45,764
Old : 351,756: 100,208 62,404 80,294 135,472 163,294 315,974 305,993: 35,782 45,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 6,891: 5,165 14,877 -3,152 2,896 -3,645 4,909 8,080: 1,982 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.7 22.8 38.5 46.4 89.8 87.0: 10.2 13.0
Old : 100.0: 28.5 17.7 22.8 38.5 46.4 89.8 87.0: 10.2 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 : 418: 120 100 121 147 159 321 338:
Old : 418: 120 100 121 147 159 321 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 15.8 23.1 22.4 12.9 12.7 21.2 18.1
Old : 14.2 15.8 23.1 22.4 12.9 12.7 21.2 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 5,986: 1,888 1,776 960 1,754 1,957 4,602 4,693: 1,383 1,293
Old : 5,986: 1,888 1,776 960 1,754 1,957 4,602 4,693: 1,383 1,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 296: -86 -234 439 -402 231 -49 437: 344 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 29.7 16.0 29.3 32.7 76.9 78.4: 23.1 21.6
Old : 100.0: 31.5 29.7 16.0 29.3 32.7 76.9 78.4: 23.1 21.6
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 : 73: 23 18 10 13 26 41 49:
Old : 73: 23 18 10 13 26 41 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 : 26.7 23.0 42.9 35.8 25.0 19.6 37.5 29.3
Old : 26.7 23.0 42.9 35.8 25.0 19.6 37.5 29.3
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, September 17, 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 : 33,676: 9,053 3,816 7,010 9,632 6,788 25,695 17,614: 7,981 16,062
Old : 33,676: 9,053 3,816 7,010 9,632 6,788 25,695 17,614: 7,981 16,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -755: 270 -67 -1,110 -13 80 -854 -1,097: 99 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.3 20.8 28.6 20.2 76.3 52.3: 23.7 47.7
Old : 100.0: 26.9 11.3 20.8 28.6 20.2 76.3 52.3: 23.7 47.7
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 : 148: 38 28 34 48 55 106 105:
Old : 148: 38 28 34 48 55 106 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 12.4 25.3 18.4 12.4 7.8 21.2 11.4
Old : 15.0 12.4 25.3 18.4 12.4 7.8 21.2 11.4
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, September 17, 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 : 11,318: 1,049 4,133 1,723 7,700 5,255 10,473 11,111: 845 207
Old : 11,318: 1,049 4,133 1,723 7,700 5,255 10,473 11,111: 845 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 143: 99 149 -30 154 31 223 150: -81 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 36.5 15.2 68.0 46.4 92.5 98.2: 7.5 1.8
Old : 100.0: 9.3 36.5 15.2 68.0 46.4 92.5 98.2: 7.5 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 : 39: 9 7 11 18 14 32 27:
Old : 39: 9 7 11 18 14 32 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 : 54.0 46.2 69.1 67.9 52.3 44.4 62.9 64.7
Old : 54.0 46.2 69.1 67.9 52.3 44.4 62.9 64.7
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, September 17, 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 : 41,925: 7,787 5,712 1,808 31,881 34,012 41,476 41,532: 449 393
Old : 41,925: 7,787 5,712 1,808 31,881 34,012 41,476 41,532: 449 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -1,288: 2,304 571 -1,503 -2,320 -147 -1,519 -1,079: 231 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.6 4.3 76.0 81.1 98.9 99.1: 1.1 0.9
Old : 100.0: 18.6 13.6 4.3 76.0 81.1 98.9 99.1: 1.1 0.9
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: 2 2 1 12 15 14 18:
Old : 21: 2 2 1 12 15 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 53.5 88.6 79.1 43.2 42.2 54.6 49.5
Old : 59.2 53.5 88.6 79.1 43.2 42.2 54.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 152,821: 24,959 43,968 7,040 95,893 71,617 127,892 122,625: 24,929 30,195
Old : 152,821: 24,959 43,968 7,040 95,893 71,617 127,892 122,625: 24,929 30,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 6,248: 653 -11,163 1,627 1,693 20,597 3,974 11,061: 2,274 -4,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 28.8 4.6 62.7 46.9 83.7 80.2: 16.3 19.8
Old : 100.0: 16.3 28.8 4.6 62.7 46.9 83.7 80.2: 16.3 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 : 87: 27 24 20 29 31 64 67:
Old : 87: 27 24 20 29 31 64 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 41.6 51.2 52.1 27.8 29.1 35.4 35.8
Old : 42.7 41.6 51.2 52.1 27.8 29.1 35.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 31,286: 9,978 9,354 821 10,066 9,815 20,865 19,990: 10,421 11,296
Old : 31,286: 9,978 9,354 821 10,066 9,815 20,865 19,990: 10,421 11,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -9,537: -683 -755 -536 -6,919 -5,415 -8,138 -6,706: -1,399 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 29.9 2.6 32.2 31.4 66.7 63.9: 33.3 36.1
Old : 100.0: 31.9 29.9 2.6 32.2 31.4 66.7 63.9: 33.3 36.1
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 : 33: 6 11 3 11 10 19 22:
Old : 33: 6 11 3 11 10 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 : 35.4 36.4 49.2 46.7 35.4 36.4 48.6 46.7
Old : 35.4 36.4 49.2 46.7 35.4 36.4 48.6 46.7
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, September 17, 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 : 111,501: 28,479 38,680 779 77,196 68,380 106,454 107,839: 5,047 3,662
Old : 111,501: 28,479 38,680 779 77,196 68,380 106,454 107,839: 5,047 3,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -33,658: -4,274 14,206 -25,398 -3,457 -21,612 -33,129 -32,804: -529 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 34.7 0.7 69.2 61.3 95.5 96.7: 4.5 3.3
Old : 100.0: 25.5 34.7 0.7 69.2 61.3 95.5 96.7: 4.5 3.3
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 : 102: 37 32 4 17 18 57 51:
Old : 102: 37 32 4 17 18 57 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 : 69.5 47.2 81.6 66.8 69.5 47.2 81.6 66.5
Old : 69.5 47.2 81.6 66.8 69.5 47.2 81.6 66.5
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, September 17, 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 : 161,645: 43,397 49,326 11,857 69,255 70,081 124,508 131,263: 37,137 30,382
Old : 161,645: 43,397 49,326 11,857 69,255 70,081 124,508 131,263: 37,137 30,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -39,210: 10,332 -19,921 -3,482 -49,743 -13,524 -42,893 -36,927: 3,683 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 30.5 7.3 42.8 43.4 77.0 81.2: 23.0 18.8
Old : 100.0: 26.8 30.5 7.3 42.8 43.4 77.0 81.2: 23.0 18.8
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 : 117: 29 42 20 24 39 66 88:
Old : 117: 29 42 20 24 39 66 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 23.3 44.5 34.0 35.8 21.2 43.3 31.9
Old : 35.8 23.3 44.5 34.0 35.8 21.2 43.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 202,727: 25,981 114,432 14,486 147,306 23,284 187,774 152,202: 14,954 50,525
Old : 202,727: 25,981 114,432 14,486 147,306 23,284 187,774 152,202: 14,954 50,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -19,325: 7,655 1,522 -9,590 -12,937 -6,340 -14,872 -14,409: -4,452 -4,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 56.4 7.1 72.7 11.5 92.6 75.1: 7.4 24.9
Old : 100.0: 12.8 56.4 7.1 72.7 11.5 92.6 75.1: 7.4 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 24 59 27 29 29 71 97:
Old : 124: 24 59 27 29 29 71 97:
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 : 33.0 35.2 54.7 41.6 32.5 35.2 53.8 41.6
Old : 33.0 35.2 54.7 41.6 32.5 35.2 53.8 41.6
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, September 17, 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 : 276,717: 98,991 65,708 43,510 90,443 110,133 232,943 219,351: 43,774 57,366
Old : 276,717: 98,991 65,708 43,510 90,443 110,133 232,943 219,351: 43,774 57,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -34,970: 18,781 -435 -2,443 -48,118 -28,207 -31,779 -31,084: -3,190 -3,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 23.7 15.7 32.7 39.8 84.2 79.3: 15.8 20.7
Old : 100.0: 35.8 23.7 15.7 32.7 39.8 84.2 79.3: 15.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 36 68 45 51 55 120 135:
Old : 177: 36 68 45 51 55 120 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 19.4 38.0 29.5 27.1 18.8 36.3 26.5
Old : 27.3 19.4 38.0 29.5 27.1 18.8 36.3 26.5
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, September 17, 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 : 20,139: 4,842 3,139 3,130 11,584 13,224 19,556 19,493: 583 646
Old : 20,139: 4,842 3,139 3,130 11,584 13,224 19,556 19,493: 583 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -1,538: -1,026 -1,086 24 -446 -355 -1,448 -1,417: -90 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 15.6 15.5 57.5 65.7 97.1 96.8: 2.9 3.2
Old : 100.0: 24.0 15.6 15.5 57.5 65.7 97.1 96.8: 2.9 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 : 20: 4 4 2 6 9 12 13:
Old : 20: 4 4 2 6 9 12 13:
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 : 82.8 83.6 93.4 94.1 68.7 68.1 74.9 73.7
Old : 82.8 83.6 93.4 94.1 68.7 68.1 74.9 73.7
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, September 17, 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 : 15,842: 12,463 6,806 5 913 7,042 13,381 13,853: 2,461 1,989
Old : 15,842: 12,463 6,806 5 913 7,042 13,381 13,853: 2,461 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 745: 4,395 -1,863 -144 -3,588 3,386 663 1,379: 82 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 43.0 0.0 5.8 44.5 84.5 87.4: 15.5 12.6
Old : 100.0: 78.7 43.0 0.0 5.8 44.5 84.5 87.4: 15.5 12.6
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 : 45: 16 14 1 5 10 22 24:
Old : 45: 16 14 1 5 10 22 24:
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 : 61.0 48.4 72.9 66.6 61.0 48.4 72.9 66.6
Old : 61.0 48.4 72.9 66.6 61.0 48.4 72.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 :16,099,549: 986,300 1,057,372 7,002,621 7,265,999 6,905,038 15,254,920 14,965,031: 844,629 1,134,518
Old :16,099,549: 986,300 1,057,372 7,002,621 7,265,999 6,905,038 15,254,920 14,965,031: 844,629 1,134,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
:-2,235,993: 86,073 59,482 -1,650,613 -685,361 -586,175 -2,249,901 -2,177,307: 13,908 -58,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.6 43.5 45.1 42.9 94.8 93.0: 5.2 7.0
Old : 100.0: 6.1 6.6 43.5 45.1 42.9 94.8 93.0: 5.2 7.0
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 : 264: 69 62 105 117 120 245 235:
Old : 264: 69 62 105 117 120 245 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 23.1 36.2 35.9 12.7 11.2 17.2 14.8
Old : 25.6 23.1 36.2 35.9 12.7 11.2 17.2 14.8
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, September 17, 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 : 1,139,290: 102,806 81,660 90,306 773,784 816,037 966,896 988,004: 172,394 151,286
Old : 1,139,290: 102,806 81,660 90,306 773,784 816,037 966,896 988,004: 172,394 151,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 140,181: 6,994 -7,277 21,987 106,640 128,375 135,621 143,085: 4,560 -2,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.2 7.9 67.9 71.6 84.9 86.7: 15.1 13.3
Old : 100.0: 9.0 7.2 7.9 67.9 71.6 84.9 86.7: 15.1 13.3
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 : 596: 121 122 122 261 269 447 449:
Old : 596: 121 122 122 261 269 447 449:
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 : 11.3 11.2 18.4 20.2 8.7 7.1 13.6 11.8
Old : 11.3 11.2 18.4 20.2 8.7 7.1 13.6 11.8
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, September 17, 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 : 324,623: 18,825 4,856 21,288 222,652 210,261 262,765 236,405: 61,858 88,218
Old : 324,623: 18,825 4,856 21,288 222,652 210,261 262,765 236,405: 61,858 88,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 60,523: 6,010 2,269 2,711 53,401 60,945 62,122 65,925: -1,599 -5,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.5 6.6 68.6 64.8 80.9 72.8: 19.1 27.2
Old : 100.0: 5.8 1.5 6.6 68.6 64.8 80.9 72.8: 19.1 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 : 106: 13 20 26 59 62 91 89:
Old : 106: 13 20 26 59 62 91 89:
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 : 19.7 18.1 30.1 29.8 14.7 16.6 24.1 23.2
Old : 19.7 18.1 30.1 29.8 14.7 16.6 24.1 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 4,073,335: 464,196 428,314 300,798 2,755,662 3,028,882 3,520,656 3,757,994: 552,680 315,341
Old : 4,073,335: 464,196 428,314 300,798 2,755,662 3,028,882 3,520,656 3,757,994: 552,680 315,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 398,291: 40,777 -11,872 60,524 266,199 337,149 367,499 385,801: 30,793 12,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.5 7.4 67.7 74.4 86.4 92.3: 13.6 7.7
Old : 100.0: 11.4 10.5 7.4 67.7 74.4 86.4 92.3: 13.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 116 114 114 245 258 419 429:
Old : 568: 116 114 114 245 258 419 429:
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 : 12.8 11.2 20.9 20.0 11.7 9.1 17.2 14.7
Old : 12.8 11.2 20.9 20.0 11.7 9.1 17.2 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 121,039: 19,902 4,002 808 87,288 111,596 107,998 116,406: 13,041 4,633
Old : 121,039: 19,902 4,002 808 87,288 111,596 107,998 116,406: 13,041 4,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 18,175: -380 308 40 16,211 16,284 15,871 16,632: 2,305 1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.3 0.7 72.1 92.2 89.2 96.2: 10.8 3.8
Old : 100.0: 16.4 3.3 0.7 72.1 92.2 89.2 96.2: 10.8 3.8
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 : 97: 16 5 6 54 46 73 54:
Old : 97: 16 5 6 54 46 73 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 36.8 46.2 59.6 29.0 36.3 43.4 54.4
Old : 29.9 36.8 46.2 59.6 29.0 36.3 43.4 54.4
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, September 17, 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 : 108,946: 27,067 3,408 1,942 68,436 96,076 97,445 101,427: 11,501 7,519
Old : 108,946: 27,067 3,408 1,942 68,436 96,076 97,445 101,427: 11,501 7,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 23,028: 3,704 -933 605 17,324 22,778 21,634 22,450: 1,394 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.1 1.8 62.8 88.2 89.4 93.1: 10.6 6.9
Old : 100.0: 24.8 3.1 1.8 62.8 88.2 89.4 93.1: 10.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 79 26 16 98 75 184 111:
Old : 233: 79 26 16 98 75 184 111:
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 : 24.1 37.7 34.1 56.0 24.0 33.4 31.8 46.5
Old : 24.1 37.7 34.1 56.0 24.0 33.4 31.8 46.5
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, September 17, 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 : 13,767: 772 0 0 8,225 12,239 8,997 12,239: 4,770 1,528
Old : 13,767: 772 0 0 8,225 12,239 8,997 12,239: 4,770 1,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,178: 368 0 0 671 1,962 1,039 1,962: 1,139 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 59.7 88.9 65.4 88.9: 34.6 11.1
Old : 100.0: 5.6 0.0 0.0 59.7 88.9 65.4 88.9: 34.6 11.1
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 : 24: 2 0 0 15 9 17 9:
Old : 24: 2 0 0 15 9 17 9:
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 : 30.4 66.7 44.7 86.0 27.5 64.6 41.8 83.8
Old : 30.4 66.7 44.7 86.0 27.5 64.6 41.8 83.8
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, September 17, 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 : 475,897: 133,101 18,667 8,085 301,055 419,187 442,242 445,939: 33,655 29,958
Old : 475,897: 133,101 18,667 8,085 301,055 419,187 442,242 445,939: 33,655 29,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 104,251: 18,307 -3,039 1,401 83,266 104,080 102,974 102,442: 1,277 1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.9 1.7 63.3 88.1 92.9 93.7: 7.1 6.3
Old : 100.0: 28.0 3.9 1.7 63.3 88.1 92.9 93.7: 7.1 6.3
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 : 230: 77 27 16 91 74 176 110:
Old : 230: 77 27 16 91 74 176 110:
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 : 26.6 36.7 37.7 54.6 26.6 32.7 35.5 44.7
Old : 26.6 36.7 37.7 54.6 26.6 32.7 35.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 146,545: 29,500 55,594 9,672 89,061 50,723 128,232 115,988: 18,313 30,557
Old : 146,545: 29,500 55,594 9,672 89,061 50,723 128,232 115,988: 18,313 30,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -51,456: 21,033 -11,547 -10,431 -60,864 -25,315 -50,262 -47,294: -1,194 -4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 37.9 6.6 60.8 34.6 87.5 79.1: 12.5 20.9
Old : 100.0: 20.1 37.9 6.6 60.8 34.6 87.5 79.1: 12.5 20.9
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 : 88: 28 29 21 23 22 59 64:
Old : 88: 28 29 21 23 22 59 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 48.5 62.4 55.0 40.8 47.4 59.6 53.4
Old : 42.3 48.5 62.4 55.0 40.8 47.4 59.6 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 56,654: 15,270 9,648 112 31,587 42,348 46,969 52,108: 9,685 4,546
Old : 56,654: 15,270 9,648 112 31,587 42,348 46,969 52,108: 9,685 4,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -19,926: -2,131 3,102 -6,456 -9,730 -12,601 -18,317 -15,955: -1,609 -3,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.0 0.2 55.8 74.7 82.9 92.0: 17.1 8.0
Old : 100.0: 27.0 17.0 0.2 55.8 74.7 82.9 92.0: 17.1 8.0
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 : 70: 23 8 1 27 14 50 23:
Old : 70: 23 8 1 27 14 50 23:
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 : 32.8 67.5 44.2 81.2 32.8 67.5 44.2 81.2
Old : 32.8 67.5 44.2 81.2 32.8 67.5 44.2 81.2
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, September 17, 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 : 60,272: 23,346 1,904 566 28,627 7,045 52,539 9,515: 7,733 50,757
Old : 60,272: 23,346 1,904 566 28,627 7,045 52,539 9,515: 7,733 50,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -10,632: -1,821 -3,164 -4,612 2,393 -18,209 -4,040 -25,985: -6,592 15,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 3.2 0.9 47.5 11.7 87.2 15.8: 12.8 84.2
Old : 100.0: 38.7 3.2 0.9 47.5 11.7 87.2 15.8: 12.8 84.2
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 : 80: 31 6 5 32 17 65 27:
Old : 80: 31 6 5 32 17 65 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 : 40.6 6.1 48.2 9.2 40.4 5.8 47.9 8.2
Old : 40.6 6.1 48.2 9.2 40.4 5.8 47.9 8.2
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, September 17, 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 : 9,572: 5,831 1,771 40 2,722 7,524 8,593 9,335: 979 237
Old : 9,572: 5,831 1,771 40 2,722 7,524 8,593 9,335: 979 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -871: -779 -521 -12 -265 -250 -1,056 -783: 185 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 18.5 0.4 28.4 78.6 89.8 97.5: 10.2 2.5
Old : 100.0: 60.9 18.5 0.4 28.4 78.6 89.8 97.5: 10.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 2 8 2 18 4:
Old : 20: 8 2 2 8 2 18 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 : 60.1 97.5 77.9 97.5 60.1 97.1 77.9 97.1
Old : 60.1 97.5 77.9 97.5 60.1 97.1 77.9 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013