BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 6,950: 266 1,320 752 5,285 4,470 6,303 6,541: 646 408
Old : 6,950: 266 1,320 752 5,285 4,470 6,303 6,541: 646 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 40: 48 106 -84 127 -69 91 -47: -51 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 19.0 10.8 76.1 64.3 90.7 94.1: 9.3 5.9
Old : 100.0: 3.8 19.0 10.8 76.1 64.3 90.7 94.1: 9.3 5.9
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 : 31: 3 5 4 21 11 26 18:
Old : 31: 3 5 4 21 11 26 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 : 48.9 49.4 67.0 71.5 46.6 40.4 56.7 62.1
Old : 48.9 49.4 67.0 71.5 46.6 40.4 56.7 62.1
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 24, 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 : 36,821: 5,253 3,665 7,888 19,577 16,142 32,718 27,695: 4,102 9,125
Old : 36,821: 5,253 3,665 7,888 19,577 16,142 32,718 27,695: 4,102 9,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -236: 123 236 -175 -125 -17 -177 44: -59 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.0 21.4 53.2 43.8 88.9 75.2: 11.1 24.8
Old : 100.0: 14.3 10.0 21.4 53.2 43.8 88.9 75.2: 11.1 24.8
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 : 75: 19 13 25 36 31 65 60:
Old : 75: 19 13 25 36 31 65 60:
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 20.1 46.9 34.1 30.9 19.1 42.7 31.3
Old : 31.6 20.1 46.9 34.1 30.9 19.1 42.7 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, September 24, 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 : 5,402: 3,019 125 564 1,275 2,716 4,858 3,405: 544 1,997
Old : 5,402: 3,019 125 564 1,275 2,716 4,858 3,405: 544 1,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 553: 281 46 14 156 219 451 278: 101 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 2.3 10.4 23.6 50.3 89.9 63.0: 10.1 37.0
Old : 100.0: 55.9 2.3 10.4 23.6 50.3 89.9 63.0: 10.1 37.0
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 : 24: 7 2 4 7 12 14 18:
Old : 24: 7 2 4 7 12 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 : 52.9 41.7 77.3 53.5 52.7 40.7 71.7 48.3
Old : 52.9 41.7 77.3 53.5 52.7 40.7 71.7 48.3
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 24, 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 : 370,130: 143,426 28,677 82,820 103,257 198,922 329,503 310,419: 40,627 59,711
Old : 61,262: 31,770 18,687 13,921 8,962 20,102 54,652 52,710: 6,609 8,552
Other: 308,868: 128,818 27,152 51,738 94,295 178,819 274,851 257,709: 34,017 51,159
: : :
: : Changes in Commitments from: September 17, 2013 :
: -2,949: 1,544 -1,113 -4,982 -518 3,674 -3,956 -2,421: 1,008 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 7.7 22.4 27.9 53.7 89.0 83.9: 11.0 16.1
Old : 100.0: 51.9 30.5 22.7 14.6 32.8 89.2 86.0: 10.8 14.0
Other: 100.0: 41.7 8.8 16.8 30.5 57.9 89.0 83.4: 11.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 150 72 133 108 140 339 291:
Old : 252: 71 62 38 34 102 127 180:
Other: 390: 145 79 118 101 137 317 276:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 13.3 16.7 21.9 9.2 13.2 16.1 20.9
Old : 18.3 23.1 31.6 31.9 18.3 23.0 31.6 30.7
Other: 11.0 15.0 19.3 24.7 11.0 14.9 19.1 23.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 374,553: 104,640 57,710 92,499 138,611 176,112 335,749 326,320: 38,804 48,233
Old : 374,553: 104,640 57,710 92,499 138,611 176,112 335,749 326,320: 38,804 48,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 22,797: 4,432 -4,695 12,204 3,139 12,818 19,775 20,327: 3,022 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.4 24.7 37.0 47.0 89.6 87.1: 10.4 12.9
Old : 100.0: 27.9 15.4 24.7 37.0 47.0 89.6 87.1: 10.4 12.9
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 : 426: 122 100 127 153 164 338 340:
Old : 426: 122 100 127 153 164 338 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 16.7 21.5 23.9 12.0 13.0 19.8 18.9
Old : 13.1 16.7 21.5 23.9 12.0 13.0 19.8 18.9
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 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,279: 1,943 1,222 1,275 1,672 2,414 4,890 4,911: 1,390 1,368
Old : 6,279: 1,943 1,222 1,275 1,672 2,414 4,890 4,911: 1,390 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 293: 55 -553 315 -82 457 287 218: 6 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.5 20.3 26.6 38.5 77.9 78.2: 22.1 21.8
Old : 100.0: 30.9 19.5 20.3 26.6 38.5 77.9 78.2: 22.1 21.8
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 : 75: 25 17 13 17 28 49 51:
Old : 75: 25 17 13 17 28 49 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 : 24.7 22.0 41.0 34.4 23.7 17.4 35.0 26.1
Old : 24.7 22.0 41.0 34.4 23.7 17.4 35.0 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 37,249: 11,009 3,196 8,137 9,420 7,336 28,566 18,669: 8,683 18,580
Old : 37,249: 11,009 3,196 8,137 9,420 7,336 28,566 18,669: 8,683 18,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 3,573: 1,956 -620 1,128 -213 548 2,871 1,056: 703 2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 8.6 21.8 25.3 19.7 76.7 50.1: 23.3 49.9
Old : 100.0: 29.6 8.6 21.8 25.3 19.7 76.7 50.1: 23.3 49.9
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 : 159: 50 23 40 52 60 123 109:
Old : 159: 50 23 40 52 60 123 109:
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 : 14.5 11.7 24.0 17.9 11.2 6.0 19.8 9.4
Old : 14.5 11.7 24.0 17.9 11.2 6.0 19.8 9.4
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 24, 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 : 11,530: 1,173 4,257 1,698 7,868 5,315 10,739 11,271: 790 259
Old : 11,530: 1,173 4,257 1,698 7,868 5,315 10,739 11,271: 790 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 212: 124 124 -25 168 61 267 159: -55 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.9 14.7 68.2 46.1 93.1 97.8: 6.9 2.2
Old : 100.0: 10.2 36.9 14.7 68.2 46.1 93.1 97.8: 6.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 6 11 17 14 31 27:
Old : 39: 10 6 11 17 14 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 : 53.4 46.9 68.2 69.2 52.0 45.2 62.7 66.3
Old : 53.4 46.9 68.2 69.2 52.0 45.2 62.7 66.3
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, September 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 43,846: 9,783 7,279 1,808 31,749 34,250 43,340 43,337: 506 509
Old : 43,846: 9,783 7,279 1,808 31,749 34,250 43,340 43,337: 506 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 1,921: 1,996 1,567 0 -132 238 1,864 1,805: 57 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 16.6 4.1 72.4 78.1 98.8 98.8: 1.2 1.2
Old : 100.0: 22.3 16.6 4.1 72.4 78.1 98.8 98.8: 1.2 1.2
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 : 23: 3 4 1 11 15 14 20:
Old : 23: 3 4 1 11 15 14 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 : 60.9 51.2 89.0 75.7 45.6 40.3 56.4 49.9
Old : 60.9 51.2 89.0 75.7 45.6 40.3 56.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 130,451: 39,681 45,628 5,631 56,961 51,549 102,273 102,808: 28,179 27,644
Old : 130,451: 39,681 45,628 5,631 56,961 51,549 102,273 102,808: 28,179 27,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -22,369: 14,723 1,660 -1,410 -38,932 -20,068 -25,619 -19,817: 3,250 -2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 35.0 4.3 43.7 39.5 78.4 78.8: 21.6 21.2
Old : 100.0: 30.4 35.0 4.3 43.7 39.5 78.4 78.8: 21.6 21.2
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 : 83: 27 24 18 22 26 57 60:
Old : 83: 27 24 18 22 26 57 60:
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 : 44.7 36.2 53.7 51.5 44.7 35.4 53.7 50.1
Old : 44.7 36.2 53.7 51.5 44.7 35.4 53.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 41,921: 15,095 9,321 848 6,980 22,409 22,923 32,578: 18,998 9,343
Old : 41,921: 15,095 9,321 848 6,980 22,409 22,923 32,578: 18,998 9,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 10,635: 5,117 -33 27 -3,087 12,594 2,057 12,588: 8,578 -1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 22.2 2.0 16.6 53.5 54.7 77.7: 45.3 22.3
Old : 100.0: 36.0 22.2 2.0 16.6 53.5 54.7 77.7: 45.3 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 10 3 8 16 26 27:
Old : 44: 16 10 3 8 16 26 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 : 20.3 41.8 30.7 55.4 20.3 40.0 30.6 53.6
Old : 20.3 41.8 30.7 55.4 20.3 40.0 30.6 53.6
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 24, 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 : 130,179: 47,887 33,864 642 75,250 93,507 123,779 128,013: 6,400 2,166
Old : 130,179: 47,887 33,864 642 75,250 93,507 123,779 128,013: 6,400 2,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 18,678: 19,408 -4,816 -137 -1,946 25,127 17,325 20,174: 1,353 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 26.0 0.5 57.8 71.8 95.1 98.3: 4.9 1.7
Old : 100.0: 36.8 26.0 0.5 57.8 71.8 95.1 98.3: 4.9 1.7
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 : 99: 47 22 5 14 18 64 42:
Old : 99: 47 22 5 14 18 64 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 49.9 78.5 74.1 63.7 49.9 78.5 73.9
Old : 63.7 49.9 78.5 74.1 63.7 49.9 78.5 73.9
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 24, 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 : 185,459: 49,141 47,303 14,312 82,355 92,802 145,809 154,418: 39,650 31,040
Old : 185,459: 49,141 47,303 14,312 82,355 92,802 145,809 154,418: 39,650 31,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 23,813: 5,745 -2,023 2,456 13,100 22,722 21,300 23,155: 2,513 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 25.5 7.7 44.4 50.0 78.6 83.3: 21.4 16.7
Old : 100.0: 26.5 25.5 7.7 44.4 50.0 78.6 83.3: 21.4 16.7
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 : 117: 35 34 19 26 42 71 85:
Old : 117: 35 34 19 26 42 71 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 28.5 45.2 40.4 37.0 26.7 44.1 38.6
Old : 37.2 28.5 45.2 40.4 37.0 26.7 44.1 38.6
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 24, 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 : 201,986: 17,794 110,078 15,599 154,155 26,197 187,548 151,874: 14,438 50,111
Old : 201,986: 17,794 110,078 15,599 154,155 26,197 187,548 151,874: 14,438 50,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -742: -8,187 -4,354 1,113 6,848 2,914 -226 -328: -516 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 54.5 7.7 76.3 13.0 92.9 75.2: 7.1 24.8
Old : 100.0: 8.8 54.5 7.7 76.3 13.0 92.9 75.2: 7.1 24.8
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 : 129: 26 61 27 29 31 72 102:
Old : 129: 26 61 27 29 31 72 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.8 57.3 40.9 33.8 33.6 56.3 40.7
Old : 34.2 33.8 57.3 40.9 33.8 33.6 56.3 40.7
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 24, 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 : 324,314: 127,295 60,936 51,560 93,287 157,051 272,142 269,547: 52,172 54,767
Old : 324,314: 127,295 60,936 51,560 93,287 157,051 272,142 269,547: 52,172 54,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 47,597: 28,305 -4,772 8,050 2,845 46,918 39,199 50,196: 8,398 -2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 18.8 15.9 28.8 48.4 83.9 83.1: 16.1 16.9
Old : 100.0: 39.3 18.8 15.9 28.8 48.4 83.9 83.1: 16.1 16.9
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 : 214: 56 74 50 53 66 142 157:
Old : 214: 56 74 50 53 66 142 157:
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 : 25.0 20.5 34.0 30.8 25.0 19.5 33.6 28.0
Old : 25.0 20.5 34.0 30.8 25.0 19.5 33.6 28.0
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 24, 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 : 19,744: 4,393 3,239 3,142 11,605 12,725 19,140 19,106: 604 638
Old : 19,744: 4,393 3,239 3,142 11,605 12,725 19,140 19,106: 604 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -395: -449 100 12 21 -499 -416 -387: 21 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.4 15.9 58.8 64.4 96.9 96.8: 3.1 3.2
Old : 100.0: 22.2 16.4 15.9 58.8 64.4 96.9 96.8: 3.1 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 : 21: 4 5 2 7 9 13 14:
Old : 21: 4 5 2 7 9 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 85.5 93.6 93.4 70.5 70.0 76.8 75.2
Old : 84.5 85.5 93.6 93.4 70.5 70.0 76.8 75.2
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 24, 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 : 19,621: 15,470 7,415 5 845 10,382 16,320 17,802: 3,301 1,819
Old : 19,621: 15,470 7,415 5 845 10,382 16,320 17,802: 3,301 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 3,779: 3,007 609 0 -68 3,340 2,939 3,949: 840 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 37.8 0.0 4.3 52.9 83.2 90.7: 16.8 9.3
Old : 100.0: 78.8 37.8 0.0 4.3 52.9 83.2 90.7: 16.8 9.3
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 : 50: 21 15 1 4 10 26 25:
Old : 50: 21 15 1 4 10 26 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 : 55.9 54.1 68.0 70.3 55.9 54.1 68.0 70.3
Old : 55.9 54.1 68.0 70.3 55.9 54.1 68.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,578,225: 926,536 1,017,355 6,455,161 7,308,009 7,010,324 14,689,706 14,482,839: 888,520 1,095,386
Old :15,578,225: 926,536 1,017,355 6,455,161 7,308,009 7,010,324 14,689,706 14,482,839: 888,520 1,095,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -521,324: -59,764 -40,018 -547,460 42,010 105,286 -565,215 -482,192: 43,891 -39,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.5 41.4 46.9 45.0 94.3 93.0: 5.7 7.0
Old : 100.0: 5.9 6.5 41.4 46.9 45.0 94.3 93.0: 5.7 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 : 267: 68 60 103 122 125 247 240:
Old : 267: 68 60 103 122 125 247 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.4 36.1 35.5 14.0 11.7 17.8 16.1
Old : 25.7 22.4 36.1 35.5 14.0 11.7 17.8 16.1
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 24, 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 : 840,810: 100,463 66,487 58,937 558,958 629,056 718,358 754,480: 122,452 86,329
Old : 840,810: 100,463 66,487 58,937 558,958 629,056 718,358 754,480: 122,452 86,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -298,480: -2,342 -15,173 -31,370 -214,826 -186,981 -248,538 -233,523: -49,942 -64,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.9 7.0 66.5 74.8 85.4 89.7: 14.6 10.3
Old : 100.0: 11.9 7.9 7.0 66.5 74.8 85.4 89.7: 14.6 10.3
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: 131 102 104 234 238 417 392:
Old : 561: 131 102 104 234 238 417 392:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 12.4 21.7 21.0 11.8 12.2 18.4 19.4
Old : 13.6 12.4 21.7 21.0 11.8 12.2 18.4 19.4
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 24, 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 : 205,336: 12,781 2,388 14,015 124,092 148,298 150,888 164,701: 54,449 40,636
Old : 205,336: 12,781 2,388 14,015 124,092 148,298 150,888 164,701: 54,449 40,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -119,286: -6,044 -2,468 -7,274 -98,559 -61,963 -111,877 -71,704: -7,410 -47,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.2 6.8 60.4 72.2 73.5 80.2: 26.5 19.8
Old : 100.0: 6.2 1.2 6.8 60.4 72.2 73.5 80.2: 26.5 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 : 94: 15 16 23 45 52 74 77:
Old : 94: 15 16 23 45 52 74 77:
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 : 19.0 23.2 32.5 37.5 18.7 22.9 29.4 35.5
Old : 19.0 23.2 32.5 37.5 18.7 22.9 29.4 35.5
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 24, 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 : 3,177,367: 449,841 331,927 213,181 2,174,329 2,403,792 2,837,351 2,948,899: 340,016 228,467
Old : 3,177,367: 449,841 331,927 213,181 2,174,329 2,403,792 2,837,351 2,948,899: 340,016 228,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -895,968: -14,355 -96,386 -87,617 -581,333 -625,091 -683,305 -809,094: -212,664 -86,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.4 6.7 68.4 75.7 89.3 92.8: 10.7 7.2
Old : 100.0: 14.2 10.4 6.7 68.4 75.7 89.3 92.8: 10.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 125 94 96 222 226 393 370:
Old : 536: 125 94 96 222 226 393 370:
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 : 15.8 12.1 25.1 20.1 14.2 11.9 21.2 19.1
Old : 15.8 12.1 25.1 20.1 14.2 11.9 21.2 19.1
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 24, 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 : 106,299: 21,119 1,965 1,205 71,197 100,503 93,521 103,673: 12,778 2,626
Old : 106,299: 21,119 1,965 1,205 71,197 100,503 93,521 103,673: 12,778 2,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -14,740: 1,217 -2,037 397 -16,091 -11,093 -14,477 -12,733: -263 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.8 1.1 67.0 94.5 88.0 97.5: 12.0 2.5
Old : 100.0: 19.9 1.8 1.1 67.0 94.5 88.0 97.5: 12.0 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 : 93: 18 3 4 45 43 64 49:
Old : 93: 18 3 4 45 43 64 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 : 31.9 42.6 48.3 61.2 31.2 42.6 47.0 61.2
Old : 31.9 42.6 48.3 61.2 31.2 42.6 47.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 80,067: 26,322 2,448 779 46,616 73,387 73,717 76,614: 6,350 3,453
Old : 80,067: 26,322 2,448 779 46,616 73,387 73,717 76,614: 6,350 3,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -28,879: -745 -960 -1,163 -21,820 -22,690 -23,728 -24,813: -5,151 -4,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.1 1.0 58.2 91.7 92.1 95.7: 7.9 4.3
Old : 100.0: 32.9 3.1 1.0 58.2 91.7 92.1 95.7: 7.9 4.3
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 : 206: 68 24 12 71 64 143 96:
Old : 206: 68 24 12 71 64 143 96:
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 44.6 47.3 69.2 35.2 44.6 47.1 69.1
Old : 35.2 44.6 47.3 69.2 35.2 44.6 47.1 69.1
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 24, 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 : 400,334: 131,609 12,239 3,897 233,079 366,933 368,586 383,069: 31,748 17,265
Old : 400,334: 131,609 12,239 3,897 233,079 366,933 368,586 383,069: 31,748 17,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -75,564: -1,492 -6,427 -4,188 -67,976 -52,254 -73,656 -62,870: -1,907 -12,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.1 1.0 58.2 91.7 92.1 95.7: 7.9 4.3
Old : 100.0: 32.9 3.1 1.0 58.2 91.7 92.1 95.7: 7.9 4.3
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 : 206: 68 24 12 71 64 143 96:
Old : 206: 68 24 12 71 64 143 96:
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 44.6 47.3 69.2 35.2 44.6 47.1 69.1
Old : 35.2 44.6 47.3 69.2 35.2 44.6 47.1 69.1
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, September 24, 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 : 146,506: 19,423 52,780 11,977 95,400 53,725 126,799 118,482: 19,706 28,024
Old : 146,506: 19,423 52,780 11,977 95,400 53,725 126,799 118,482: 19,706 28,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -40: -10,078 -2,814 2,305 6,339 3,002 -1,433 2,493: 1,393 -2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 36.0 8.2 65.1 36.7 86.5 80.9: 13.5 19.1
Old : 100.0: 13.3 36.0 8.2 65.1 36.7 86.5 80.9: 13.5 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 : 93: 26 33 21 24 27 61 70:
Old : 93: 26 33 21 24 27 61 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 44.4 57.1 51.1 36.9 43.3 54.3 49.8
Old : 39.5 44.4 57.1 51.1 36.9 43.3 54.3 49.8
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 24, 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 : 59,857: 17,872 11,043 83 32,217 42,995 50,172 54,121: 9,685 5,736
Old : 59,857: 17,872 11,043 83 32,217 42,995 50,172 54,121: 9,685 5,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 3,203: 2,602 1,395 -29 630 647 3,203 2,013: 0 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 18.4 0.1 53.8 71.8 83.8 90.4: 16.2 9.6
Old : 100.0: 29.9 18.4 0.1 53.8 71.8 83.8 90.4: 16.2 9.6
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 : 69: 25 8 1 25 13 51 21:
Old : 69: 25 8 1 25 13 51 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 67.7 46.5 80.2 32.7 67.7 46.5 80.2
Old : 32.7 67.7 46.5 80.2 32.7 67.7 46.5 80.2
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 24, 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 : 66,638: 26,873 2,106 757 30,718 10,053 58,348 12,916: 8,290 53,722
Old : 66,638: 26,873 2,106 757 30,718 10,053 58,348 12,916: 8,290 53,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 6,366: 3,527 202 191 2,091 3,008 5,809 3,401: 557 2,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 3.2 1.1 46.1 15.1 87.6 19.4: 12.4 80.6
Old : 100.0: 40.3 3.2 1.1 46.1 15.1 87.6 19.4: 12.4 80.6
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 : 82: 33 4 6 33 19 68 28:
Old : 82: 33 4 6 33 19 68 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 7.1 49.1 12.2 37.4 5.8 46.9 9.9
Old : 39.6 7.1 49.1 12.2 37.4 5.8 46.9 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013