BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 6,654: 163 1,622 671 5,256 3,721 6,090 6,014: 564 640
Old : 6,654: 163 1,622 671 5,256 3,721 6,090 6,014: 564 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 408: 12 135 83 392 192 487 410: -80 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 24.4 10.1 79.0 55.9 91.5 90.4: 8.5 9.6
Old : 100.0: 2.4 24.4 10.1 79.0 55.9 91.5 90.4: 8.5 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 : 32: 1 8 5 21 11 27 19:
Old : 32: 1 8 5 21 11 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 49.5 71.8 67.4 53.5 42.2 63.9 58.1
Old : 55.6 49.5 71.8 67.4 53.5 42.2 63.9 58.1
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, October 22, 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 : 35,039: 5,593 3,202 6,656 18,308 15,809 30,557 25,667: 4,482 9,372
Old : 35,039: 5,593 3,202 6,656 18,308 15,809 30,557 25,667: 4,482 9,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,208: 70 -70 308 582 692 960 930: 248 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.1 19.0 52.2 45.1 87.2 73.3: 12.8 26.7
Old : 100.0: 16.0 9.1 19.0 52.2 45.1 87.2 73.3: 12.8 26.7
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 : 73: 21 13 24 34 28 63 57:
Old : 73: 21 13 24 34 28 63 57:
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 : 29.1 19.0 43.7 32.8 29.0 18.4 41.4 31.0
Old : 29.1 19.0 43.7 32.8 29.0 18.4 41.4 31.0
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, October 22, 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 : 7,175: 3,410 108 752 2,321 3,820 6,483 4,680: 692 2,495
Old : 7,175: 3,410 108 752 2,321 3,820 6,483 4,680: 692 2,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 597: 77 -2 82 378 394 537 474: 59 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.5 10.5 32.3 53.2 90.4 65.2: 9.6 34.8
Old : 100.0: 47.5 1.5 10.5 32.3 53.2 90.4 65.2: 9.6 34.8
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 : 29: 7 2 5 9 17 17 23:
Old : 29: 7 2 5 9 17 17 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 : 51.8 38.8 77.9 51.8 50.9 38.7 72.1 46.7
Old : 51.8 38.8 77.9 51.8 50.9 38.7 72.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 332,643: 126,271 24,564 71,339 96,034 178,734 293,644 274,637: 38,998 58,006
Old : 332,053: 126,364 24,459 71,187 95,872 178,672 293,423 274,318: 38,630 57,735
Other: 590: 42 240 17 162 62 221 319: 369 271
: : :
: : Changes in Commitments from: October 15, 2013 :
: -16,159: -1,075 -791 -11,777 -5,259 -4,446 -18,111 -17,014: 1,952 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.4 21.4 28.9 53.7 88.3 82.6: 11.7 17.4
Old : 100.0: 38.1 7.4 21.4 28.9 53.8 88.4 82.6: 11.6 17.4
Other: 100.0: 7.1 40.6 2.9 27.5 10.5 37.4 54.1: 62.6 45.9
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 136 74 124 103 136 315 275:
Old : 378: 138 72 124 101 136 313 275:
Other: 15: 3 2 2 7 4 11 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 14.0 17.9 22.3 10.3 13.6 17.8 21.0
Old : 10.3 14.0 17.9 22.4 10.3 13.6 17.9 21.0
Other: 28.5 53.1 35.2 54.1 28.5 50.7 33.6 51.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 389,500: 129,603 35,329 93,855 126,651 206,069 350,108 335,253: 39,392 54,247
Old : 389,500: 129,603 35,329 93,855 126,651 206,069 350,108 335,253: 39,392 54,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 14,691: 2,941 1,318 10,138 -285 3,679 12,794 15,135: 1,897 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 9.1 24.1 32.5 52.9 89.9 86.1: 10.1 13.9
Old : 100.0: 33.3 9.1 24.1 32.5 52.9 89.9 86.1: 10.1 13.9
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 : 441: 148 71 128 148 173 359 328:
Old : 441: 148 71 128 148 173 359 328:
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 : 11.7 19.3 19.2 26.5 11.6 17.5 19.1 23.5
Old : 11.7 19.3 19.2 26.5 11.6 17.5 19.1 23.5
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, October 22, 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 : 5,613: 1,957 881 948 1,278 2,294 4,183 4,123: 1,431 1,491
Old : 5,613: 1,957 881 948 1,278 2,294 4,183 4,123: 1,431 1,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 569: 121 -184 130 2 366 253 312: 315 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.7 16.9 22.8 40.9 74.5 73.4: 25.5 26.6
Old : 100.0: 34.9 15.7 16.9 22.8 40.9 74.5 73.4: 25.5 26.6
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 : 71: 29 12 11 18 24 51 43:
Old : 71: 29 12 11 18 24 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 20.1 40.9 32.0 25.7 19.9 35.5 30.0
Old : 25.7 20.1 40.9 32.0 25.7 19.9 35.5 30.0
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, October 22, 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 : 45,296: 16,268 2,490 10,023 10,685 10,452 36,975 22,965: 8,320 22,331
Old : 45,296: 16,268 2,490 10,023 10,685 10,452 36,975 22,965: 8,320 22,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,267: 889 -66 958 363 782 2,210 1,674: 56 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.5 22.1 23.6 23.1 81.6 50.7: 18.4 49.3
Old : 100.0: 35.9 5.5 22.1 23.6 23.1 81.6 50.7: 18.4 49.3
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 : 197: 72 21 42 57 75 150 126:
Old : 197: 72 21 42 57 75 150 126:
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 : 13.2 11.7 21.0 17.4 9.4 6.2 16.5 9.6
Old : 13.2 11.7 21.0 17.4 9.4 6.2 16.5 9.6
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, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,959: 1,057 4,424 1,240 7,971 5,055 10,268 10,719: 691 240
Old : 10,959: 1,057 4,424 1,240 7,971 5,055 10,268 10,719: 691 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 176: -106 -68 56 188 168 138 155: 38 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 40.4 11.3 72.7 46.1 93.7 97.8: 6.3 2.2
Old : 100.0: 9.6 40.4 11.3 72.7 46.1 93.7 97.8: 6.3 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 : 40: 8 9 11 16 13 31 26:
Old : 40: 8 9 11 16 13 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 46.5 70.5 69.0 56.7 46.3 67.1 68.1
Old : 56.7 46.5 70.5 69.0 56.7 46.3 67.1 68.1
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, October 22, 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 : 41,471: 7,157 5,172 1,808 31,873 34,165 40,838 41,145: 633 326
Old : 41,471: 7,157 5,172 1,808 31,873 34,165 40,838 41,145: 633 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 351: 337 -173 0 55 596 392 423: -41 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.5 4.4 76.9 82.4 98.5 99.2: 1.5 0.8
Old : 100.0: 17.3 12.5 4.4 76.9 82.4 98.5 99.2: 1.5 0.8
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 : 22: 3 2 1 13 15 16 18:
Old : 22: 3 2 1 13 15 16 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 : 57.9 54.1 87.5 81.2 41.7 42.6 52.7 51.1
Old : 57.9 54.1 87.5 81.2 41.7 42.6 52.7 51.1
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, October 22, 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 : 119,682: 28,536 34,221 5,419 58,667 52,467 92,622 92,107: 27,060 27,575
Old : 119,682: 28,536 34,221 5,419 58,667 52,467 92,622 92,107: 27,060 27,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -2,778: 286 -4,853 -154 -5,291 4,239 -5,158 -768: 2,380 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.6 4.5 49.0 43.8 77.4 77.0: 22.6 23.0
Old : 100.0: 23.8 28.6 4.5 49.0 43.8 77.4 77.0: 22.6 23.0
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 : 77: 25 22 16 21 24 53 55:
Old : 77: 25 22 16 21 24 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 43.8 54.0 53.8 44.4 42.7 53.6 52.5
Old : 44.4 43.8 54.0 53.8 44.4 42.7 53.6 52.5
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, October 22, 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 : 54,619: 22,175 11,049 985 9,607 33,873 32,767 45,907: 21,853 8,713
Old : 54,619: 22,175 11,049 985 9,607 33,873 32,767 45,907: 21,853 8,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,686: 418 141 128 1,297 2,358 1,844 2,628: 842 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 20.2 1.8 17.6 62.0 60.0 84.0: 40.0 16.0
Old : 100.0: 40.6 20.2 1.8 17.6 62.0 60.0 84.0: 40.0 16.0
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 : 47: 19 9 6 8 15 31 26:
Old : 47: 19 9 6 8 15 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 45.9 35.1 64.4 24.1 45.3 35.1 63.8
Old : 24.1 45.9 35.1 64.4 24.1 45.3 35.1 63.8
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, October 22, 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 : 115,355: 28,776 21,562 613 79,298 90,563 108,687 112,738: 6,668 2,617
Old : 115,355: 28,776 21,562 613 79,298 90,563 108,687 112,738: 6,668 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 9,021: 5,062 5,609 -66 3,306 3,655 8,302 9,198: 719 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.7 0.5 68.7 78.5 94.2 97.7: 5.8 2.3
Old : 100.0: 24.9 18.7 0.5 68.7 78.5 94.2 97.7: 5.8 2.3
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 : 87: 37 22 4 13 19 54 41:
Old : 87: 37 22 4 13 19 54 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 47.9 80.2 69.1 69.8 47.4 80.2 68.2
Old : 69.8 47.9 80.2 69.1 69.8 47.4 80.2 68.2
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, October 22, 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 : 204,594: 57,806 44,602 14,131 92,415 116,680 164,352 175,412: 40,242 29,182
Old : 204,594: 57,806 44,602 14,131 92,415 116,680 164,352 175,412: 40,242 29,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,197: -1,496 -2,061 1,468 264 2,529 237 1,936: 1,961 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 21.8 6.9 45.2 57.0 80.3 85.7: 19.7 14.3
Old : 100.0: 28.3 21.8 6.9 45.2 57.0 80.3 85.7: 19.7 14.3
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 : 117: 34 36 22 27 41 75 85:
Old : 117: 34 36 22 27 41 75 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 : 37.5 34.5 47.3 45.2 37.2 32.3 46.7 43.1
Old : 37.5 34.5 47.3 45.2 37.2 32.3 46.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 178,413: 13,734 85,210 15,513 131,166 31,898 160,412 132,621: 18,001 45,792
Old : 178,413: 13,734 85,210 15,513 131,166 31,898 160,412 132,621: 18,001 45,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -6,779: -11,392 899 664 3,735 -7,186 -6,994 -5,623: 215 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 47.8 8.7 73.5 17.9 89.9 74.3: 10.1 25.7
Old : 100.0: 7.7 47.8 8.7 73.5 17.9 89.9 74.3: 10.1 25.7
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 : 129: 24 59 29 31 34 71 106:
Old : 129: 24 59 29 31 34 71 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 28.8 56.6 36.5 38.7 28.5 56.5 36.3
Old : 38.7 28.8 56.6 36.5 38.7 28.5 56.5 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 372,098: 133,554 70,011 65,355 115,561 172,164 314,470 307,529: 57,629 64,569
Old : 372,098: 133,554 70,011 65,355 115,561 172,164 314,470 307,529: 57,629 64,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 44,571: 13,634 10,655 10,213 12,319 16,022 36,166 36,889: 8,405 7,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.8 17.6 31.1 46.3 84.5 82.6: 15.5 17.4
Old : 100.0: 35.9 18.8 17.6 31.1 46.3 84.5 82.6: 15.5 17.4
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 : 217: 63 71 49 53 64 148 152:
Old : 217: 63 71 49 53 64 148 152:
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 : 22.1 22.2 31.9 33.1 22.1 19.7 30.4 28.0
Old : 22.1 22.2 31.9 33.1 22.1 19.7 30.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 27,336: 21,349 8,235 5 1,634 17,331 22,988 25,571: 4,348 1,765
Old : 27,336: 21,349 8,235 5 1,634 17,331 22,988 25,571: 4,348 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,728: 1,970 1,524 -10 317 1,213 2,277 2,727: 451 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 30.1 0.0 6.0 63.4 84.1 93.5: 15.9 6.5
Old : 100.0: 78.1 30.1 0.0 6.0 63.4 84.1 93.5: 15.9 6.5
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 : 62: 30 14 1 7 12 38 26:
Old : 62: 30 14 1 7 12 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 67.0 61.1 80.4 48.8 67.0 61.1 80.4
Old : 48.8 67.0 61.1 80.4 48.8 67.0 61.1 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 :15,882,835: 756,146 1,081,734 6,323,673 7,868,397 7,386,579 14,948,217 14,791,987: 934,619 1,090,849
Old :15,882,835: 756,146 1,081,734 6,323,673 7,868,397 7,386,579 14,948,217 14,791,987: 934,619 1,090,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 107,815: -85,913 -21,785 -28,083 176,113 174,383 62,117 124,514: 45,698 -16,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.8 39.8 49.5 46.5 94.1 93.1: 5.9 6.9
Old : 100.0: 4.8 6.8 39.8 49.5 46.5 94.1 93.1: 5.9 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 : 287: 61 73 110 137 142 265 265:
Old : 287: 61 73 110 137 142 265 265:
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 20.6 37.4 33.0 16.1 11.4 19.7 15.9
Old : 26.6 20.6 37.4 33.0 16.1 11.4 19.7 15.9
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, October 22, 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 : 908,867: 102,937 82,863 66,331 617,704 660,114 786,972 809,308: 121,895 99,559
Old : 908,867: 102,937 82,863 66,331 617,704 660,114 786,972 809,308: 121,895 99,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 6,851: 5,100 6,149 -3,564 14,677 -1,173 16,213 1,412: -9,362 5,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 7.3 68.0 72.6 86.6 89.0: 13.4 11.0
Old : 100.0: 11.3 9.1 7.3 68.0 72.6 86.6 89.0: 13.4 11.0
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 : 580: 127 119 115 240 241 431 411:
Old : 580: 127 119 115 240 241 431 411:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 13.1 21.2 21.4 11.2 11.5 17.4 18.3
Old : 12.8 13.1 21.2 21.4 11.2 11.5 17.4 18.3
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, October 22, 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 : 229,655: 15,002 2,792 16,508 138,825 165,350 170,335 184,650: 59,320 45,005
Old : 229,655: 15,002 2,792 16,508 138,825 165,350 170,335 184,650: 59,320 45,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 7,088: 165 -959 -393 5,955 11,088 5,726 9,735: 1,361 -2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.2 7.2 60.4 72.0 74.2 80.4: 25.8 19.6
Old : 100.0: 6.5 1.2 7.2 60.4 72.0 74.2 80.4: 25.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 16 14 24 48 53 77 78:
Old : 97: 16 14 24 48 53 77 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 21.7 28.9 35.8 15.5 20.8 24.9 32.0
Old : 16.5 21.7 28.9 35.8 15.5 20.8 24.9 32.0
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, October 22, 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 : 3,396,060: 459,551 420,230 229,240 2,394,393 2,473,820 3,083,184 3,123,291: 312,876 272,770
Old : 3,396,060: 459,551 420,230 229,240 2,394,393 2,473,820 3,083,184 3,123,291: 312,876 272,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -1,182: 20,598 31,460 -11,777 43,613 -61,300 52,434 -41,617: -53,616 40,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.4 6.8 70.5 72.8 90.8 92.0: 9.2 8.0
Old : 100.0: 13.5 12.4 6.8 70.5 72.8 90.8 92.0: 9.2 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 : 558: 120 114 106 229 228 408 389:
Old : 558: 120 114 106 229 228 408 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.1 25.0 21.1 14.3 12.5 21.6 20.1
Old : 15.1 13.1 25.0 21.1 14.3 12.5 21.6 20.1
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, October 22, 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 : 107,636: 21,170 2,576 658 73,837 101,057 95,665 104,291: 11,971 3,345
Old : 107,636: 21,170 2,576 658 73,837 101,057 95,665 104,291: 11,971 3,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -798: -1,945 -145 -20 1,377 -709 -588 -874: -211 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.4 0.6 68.6 93.9 88.9 96.9: 11.1 3.1
Old : 100.0: 19.7 2.4 0.6 68.6 93.9 88.9 96.9: 11.1 3.1
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 : 90: 15 5 3 45 40 61 47:
Old : 90: 15 5 3 45 40 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 41.7 49.4 63.5 33.2 41.7 47.9 63.5
Old : 33.7 41.7 49.4 63.5 33.2 41.7 47.9 63.5
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, October 22, 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 : 76,769: 25,090 2,398 1,458 44,282 68,263 70,830 72,119: 5,939 4,650
Old : 76,769: 25,090 2,398 1,458 44,282 68,263 70,830 72,119: 5,939 4,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 93: 1,432 -200 593 -1,490 -1,598 535 -1,205: -441 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 3.1 1.9 57.7 88.9 92.3 93.9: 7.7 6.1
Old : 100.0: 32.7 3.1 1.9 57.7 88.9 92.3 93.9: 7.7 6.1
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 : 216: 75 26 16 73 65 155 100:
Old : 216: 75 26 16 73 65 155 100:
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 41.0 45.4 64.2 34.2 41.0 45.1 64.1
Old : 34.2 41.0 45.4 64.2 34.2 41.0 45.1 64.1
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, October 22, 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 : 383,843: 125,448 11,991 7,291 221,409 341,313 354,148 360,595: 29,695 23,248
Old : 383,843: 125,448 11,991 7,291 221,409 341,313 354,148 360,595: 29,695 23,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 467: 7,159 -999 2,964 -7,449 -7,989 2,674 -6,024: -2,207 6,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 3.1 1.9 57.7 88.9 92.3 93.9: 7.7 6.1
Old : 100.0: 32.7 3.1 1.9 57.7 88.9 92.3 93.9: 7.7 6.1
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 : 216: 75 26 16 73 65 155 100:
Old : 216: 75 26 16 73 65 155 100:
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 41.0 45.4 64.2 34.2 41.0 45.1 64.1
Old : 34.2 41.0 45.4 64.2 34.2 41.0 45.1 64.1
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, October 22, 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 : 147,969: 21,667 43,816 11,460 88,768 62,408 121,894 117,684: 26,075 30,285
Old : 147,969: 21,667 43,816 11,460 88,768 62,408 121,894 117,684: 26,075 30,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 6,007: 4,473 -5,158 1,759 -2,705 7,613 3,527 4,214: 2,480 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.6 7.7 60.0 42.2 82.4 79.5: 17.6 20.5
Old : 100.0: 14.6 29.6 7.7 60.0 42.2 82.4 79.5: 17.6 20.5
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 : 92: 27 31 20 24 24 62 64:
Old : 92: 27 31 20 24 24 62 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 : 35.9 40.8 50.0 50.7 35.1 40.3 46.4 47.9
Old : 35.9 40.8 50.0 50.7 35.1 40.3 46.4 47.9
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, October 22, 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 : 66,746: 16,399 13,486 0 40,697 47,361 57,096 60,847: 9,650 5,899
Old : 66,746: 16,399 13,486 0 40,697 47,361 57,096 60,847: 9,650 5,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,522: 1,415 1,076 0 890 499 2,305 1,575: -783 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 20.2 0.0 61.0 71.0 85.5 91.2: 14.5 8.8
Old : 100.0: 24.6 20.2 0.0 61.0 71.0 85.5 91.2: 14.5 8.8
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 : 77: 23 12 0 31 13 54 25:
Old : 77: 23 12 0 31 13 54 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 64.2 48.7 78.0 33.7 64.2 48.7 78.0
Old : 33.7 64.2 48.7 78.0 33.7 64.2 48.7 78.0
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, October 22, 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 : 78,890: 31,785 4,396 894 36,419 9,718 69,098 15,008: 9,792 63,882
Old : 78,890: 31,785 4,396 894 36,419 9,718 69,098 15,008: 9,792 63,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 5,359: 3,137 793 21 1,386 752 4,544 1,566: 815 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 5.6 1.1 46.2 12.3 87.6 19.0: 12.4 81.0
Old : 100.0: 40.3 5.6 1.1 46.2 12.3 87.6 19.0: 12.4 81.0
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 : 94: 35 6 4 39 21 76 30:
Old : 94: 35 6 4 39 21 76 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 7.2 45.4 11.3 35.9 7.2 45.1 10.8
Old : 36.2 7.2 45.4 11.3 35.9 7.2 45.1 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013