BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 6,982: 253 2,337 504 5,600 3,683 6,357 6,524: 625 458
Old : 6,982: 253 2,337 504 5,600 3,683 6,357 6,524: 625 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 463: 22 189 40 311 194 372 422: 91 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 33.5 7.2 80.2 52.8 91.0 93.4: 9.0 6.6
Old : 100.0: 3.6 33.5 7.2 80.2 52.8 91.0 93.4: 9.0 6.6
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 : 35: 5 8 4 20 13 27 23:
Old : 35: 5 8 4 20 13 27 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 : 53.9 50.3 68.7 71.0 51.9 45.2 61.5 63.9
Old : 53.9 50.3 68.7 71.0 51.9 45.2 61.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,581: 5,079 2,200 8,177 22,058 18,827 35,315 29,204: 4,266 10,377
Old : 39,581: 5,079 2,200 8,177 22,058 18,827 35,315 29,204: 4,266 10,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 2,455: 2 -51 815 1,242 1,482 2,058 2,246: 397 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.6 20.7 55.7 47.6 89.2 73.8: 10.8 26.2
Old : 100.0: 12.8 5.6 20.7 55.7 47.6 89.2 73.8: 10.8 26.2
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 : 76: 23 11 24 38 31 68 59:
Old : 76: 23 11 24 38 31 68 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 19.5 38.2 33.6 24.3 19.3 35.8 31.4
Old : 25.1 19.5 38.2 33.6 24.3 19.3 35.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,366: 74 1,935 328 2,904 1,727 3,306 3,990: 1,060 376
Old : 4,366: 74 1,935 328 2,904 1,727 3,306 3,990: 1,060 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 196: 6 131 9 214 47 229 187: -33 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 44.3 7.5 66.5 39.5 75.7 91.4: 24.3 8.6
Old : 100.0: 1.7 44.3 7.5 66.5 39.5 75.7 91.4: 24.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 6 5 12 10 17 18:
Old : 22: 2 6 5 12 10 17 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 : 41.6 52.6 61.3 78.9 34.8 52.3 51.7 72.8
Old : 41.6 52.6 61.3 78.9 34.8 52.3 51.7 72.8
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, November 26, 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 : 10,300: 5,325 192 1,168 3,392 5,483 9,885 6,843: 415 3,457
Old : 10,300: 5,325 192 1,168 3,392 5,483 9,885 6,843: 415 3,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 786: 313 16 120 309 399 742 535: 44 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 1.9 11.3 32.9 53.2 96.0 66.4: 4.0 33.6
Old : 100.0: 51.7 1.9 11.3 32.9 53.2 96.0 66.4: 4.0 33.6
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 : 31: 10 2 6 10 15 21 22:
Old : 31: 10 2 6 10 15 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 40.1 78.9 54.2 52.0 38.0 71.7 47.1
Old : 53.0 40.1 78.9 54.2 52.0 38.0 71.7 47.1
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, November 26, 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 : 325,756: 102,742 19,254 85,251 104,083 166,291 292,076 270,796: 33,680 54,959
Old : 321,746: 103,644 19,340 83,273 102,883 165,023 289,800 267,636: 31,946 54,110
Other: 4,010: 418 1,234 658 1,200 1,268 2,275 3,160: 1,734 850
: : :
: : Changes in Commitments from: November 19, 2013 :
: 5,336: -7,034 2,896 6,236 5,554 -2,723 4,756 6,409: 579 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.9 26.2 32.0 51.0 89.7 83.1: 10.3 16.9
Old : 100.0: 32.2 6.0 25.9 32.0 51.3 90.1 83.2: 9.9 16.8
Other: 100.0: 10.4 30.8 16.4 29.9 31.6 56.7 78.8: 43.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 125 66 126 109 128 301 275:
Old : 355: 128 66 126 107 128 299 275:
Other: 52: 9 10 8 20 21 32 36:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 13.0 18.1 21.0 9.7 12.3 17.2 18.9
Old : 10.2 13.0 18.2 21.1 9.8 12.4 17.3 19.0
Other: 30.0 37.3 41.9 53.1 23.9 34.8 31.2 46.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 405,481: 124,291 31,221 101,015 141,481 217,415 366,788 349,651: 38,693 55,830
Old : 405,481: 124,291 31,221 101,015 141,481 217,415 366,788 349,651: 38,693 55,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -3,245: -5,644 567 474 626 -4,962 -4,544 -3,922: 1,299 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 7.7 24.9 34.9 53.6 90.5 86.2: 9.5 13.8
Old : 100.0: 30.7 7.7 24.9 34.9 53.6 90.5 86.2: 9.5 13.8
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 : 445: 147 86 144 149 172 364 347:
Old : 445: 147 86 144 149 172 364 347:
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 : 11.8 20.6 20.0 27.5 11.6 17.5 19.1 22.7
Old : 11.8 20.6 20.0 27.5 11.6 17.5 19.1 22.7
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, November 26, 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 : 4,914: 1,501 752 511 1,563 2,337 3,575 3,600: 1,339 1,314
Old : 4,914: 1,501 752 511 1,563 2,337 3,575 3,600: 1,339 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 2: 276 -52 -20 -198 48 58 -24: -56 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 15.3 10.4 31.8 47.6 72.7 73.3: 27.3 26.7
Old : 100.0: 30.5 15.3 10.4 31.8 47.6 72.7 73.3: 27.3 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 : 68: 22 13 10 22 24 51 40:
Old : 68: 22 13 10 22 24 51 40:
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 25.8 34.9 38.2 25.0 25.0 34.1 37.0
Old : 25.0 25.8 34.9 38.2 25.0 25.0 34.1 37.0
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, November 26, 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 : 41,108: 12,385 4,585 7,468 11,927 10,543 31,780 22,596: 9,327 18,512
Old : 41,108: 12,385 4,585 7,468 11,927 10,543 31,780 22,596: 9,327 18,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -3,602: -1,066 -413 -1,871 -277 370 -3,214 -1,914: -388 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 11.2 18.2 29.0 25.6 77.3 55.0: 22.7 45.0
Old : 100.0: 30.1 11.2 18.2 29.0 25.6 77.3 55.0: 22.7 45.0
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 : 178: 50 26 33 64 71 136 115:
Old : 178: 50 26 33 64 71 136 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.0 20.6 18.8 11.5 9.3 18.9 14.3
Old : 12.1 12.0 20.6 18.8 11.5 9.3 18.9 14.3
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, November 26, 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 : 11,355: 986 4,499 1,327 8,434 5,373 10,747 11,199: 608 156
Old : 11,355: 986 4,499 1,327 8,434 5,373 10,747 11,199: 608 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 595: 20 186 149 402 221 571 557: 24 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 39.6 11.7 74.3 47.3 94.6 98.6: 5.4 1.4
Old : 100.0: 8.7 39.6 11.7 74.3 47.3 94.6 98.6: 5.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 12 13 20 14 36 31:
Old : 45: 8 12 13 20 14 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 43.0 71.8 62.9 58.9 42.0 67.2 60.7
Old : 58.9 43.0 71.8 62.9 58.9 42.0 67.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 40,127: 3,217 5,479 1,882 34,487 32,085 39,586 39,446: 541 681
Old : 40,127: 3,217 5,479 1,882 34,487 32,085 39,586 39,446: 541 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -2,508: -3,417 29 52 865 -2,728 -2,500 -2,647: -8 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.7 4.7 85.9 80.0 98.7 98.3: 1.3 1.7
Old : 100.0: 8.0 13.7 4.7 85.9 80.0 98.7 98.3: 1.3 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 : 23: 3 3 3 14 13 18 18:
Old : 23: 3 3 3 14 13 18 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 : 60.3 60.5 83.4 87.1 43.2 50.9 59.5 62.1
Old : 60.3 60.5 83.4 87.1 43.2 50.9 59.5 62.1
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, November 26, 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 : 145,215: 28,154 56,184 7,772 81,104 41,993 117,030 105,950: 28,186 39,266
Old : 145,215: 28,154 56,184 7,772 81,104 41,993 117,030 105,950: 28,186 39,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 11,550: -3,159 8,227 2,437 12,320 -3,441 11,598 7,222: -47 4,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 38.7 5.4 55.9 28.9 80.6 73.0: 19.4 27.0
Old : 100.0: 19.4 38.7 5.4 55.9 28.9 80.6 73.0: 19.4 27.0
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 : 86: 24 29 17 24 25 55 64:
Old : 86: 24 29 17 24 25 55 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 : 38.9 35.1 49.4 43.5 38.2 34.1 48.7 41.5
Old : 38.9 35.1 49.4 43.5 38.2 34.1 48.7 41.5
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, November 26, 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 : 45,734: 13,012 9,012 1,158 16,831 24,977 31,001 35,148: 14,733 10,587
Old : 45,734: 13,012 9,012 1,158 16,831 24,977 31,001 35,148: 14,733 10,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 856: -98 -712 -204 256 1,767 -46 851: 902 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 19.7 2.5 36.8 54.6 67.8 76.9: 32.2 23.1
Old : 100.0: 28.5 19.7 2.5 36.8 54.6 67.8 76.9: 32.2 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 8 6 13 12 27 24:
Old : 41: 12 8 6 13 12 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 47.0 39.5 62.5 27.4 45.4 39.5 59.4
Old : 27.4 47.0 39.5 62.5 27.4 45.4 39.5 59.4
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, November 26, 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 : 127,573: 38,508 26,043 2,080 81,264 96,510 121,852 124,632: 5,721 2,941
Old : 127,573: 38,508 26,043 2,080 81,264 96,510 121,852 124,632: 5,721 2,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -2,551: -2,054 -4,983 379 -102 1,538 -1,777 -3,066: -773 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 20.4 1.6 63.7 75.7 95.5 97.7: 4.5 2.3
Old : 100.0: 30.2 20.4 1.6 63.7 75.7 95.5 97.7: 4.5 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 : 89: 33 26 5 11 20 49 46:
Old : 89: 33 26 5 11 20 49 46:
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 : 70.5 45.1 83.3 65.7 70.5 45.1 83.3 65.7
Old : 70.5 45.1 83.3 65.7 70.5 45.1 83.3 65.7
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, November 26, 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 : 239,960: 56,501 55,699 14,967 131,533 141,053 203,001 211,719: 36,959 28,241
Old : 239,960: 56,501 55,699 14,967 131,533 141,053 203,001 211,719: 36,959 28,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 33,853: 3,281 273 1,711 26,013 29,453 31,005 31,437: 2,847 2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.2 6.2 54.8 58.8 84.6 88.2: 15.4 11.8
Old : 100.0: 23.5 23.2 6.2 54.8 58.8 84.6 88.2: 15.4 11.8
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 : 133: 39 38 26 35 44 90 92:
Old : 133: 39 38 26 35 44 90 92:
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 : 35.6 33.7 46.6 45.9 35.6 32.2 44.8 43.1
Old : 35.6 33.7 46.6 45.9 35.6 32.2 44.8 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, November 26, 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 : 285,517: 23,663 145,411 25,442 218,020 49,648 267,125 220,501: 18,392 65,016
Old : 285,517: 23,663 145,411 25,442 218,020 49,648 267,125 220,501: 18,392 65,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 28,564: 4,125 15,565 2,656 18,224 4,993 25,006 23,215: 3,559 5,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 50.9 8.9 76.4 17.4 93.6 77.2: 6.4 22.8
Old : 100.0: 8.3 50.9 8.9 76.4 17.4 93.6 77.2: 6.4 22.8
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 : 158: 30 78 30 37 37 83 129:
Old : 158: 30 78 30 37 37 83 129:
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 : 34.9 24.1 54.0 32.7 32.4 24.1 51.4 31.5
Old : 34.9 24.1 54.0 32.7 32.4 24.1 51.4 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 331,131: 74,337 77,978 61,702 152,107 123,888 288,146 263,568: 42,985 67,562
Old : 331,131: 74,337 77,978 61,702 152,107 123,888 288,146 263,568: 42,985 67,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 14,404: -6,473 6,218 1,363 18,801 3,120 13,691 10,700: 713 3,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.5 18.6 45.9 37.4 87.0 79.6: 13.0 20.4
Old : 100.0: 22.4 23.5 18.6 45.9 37.4 87.0 79.6: 13.0 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 43 71 54 54 58 130 150:
Old : 193: 43 71 54 54 58 130 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 17.0 33.2 26.2 20.6 15.7 30.4 22.7
Old : 22.2 17.0 33.2 26.2 20.6 15.7 30.4 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 12,817: 5,927 1,336 3,274 2,984 7,432 12,185 12,042: 632 775
Old : 12,817: 5,927 1,336 3,274 2,984 7,432 12,185 12,042: 632 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 10.4 25.5 23.3 58.0 95.1 94.0: 4.9 6.0
Old : 100.0: 46.2 10.4 25.5 23.3 58.0 95.1 94.0: 4.9 6.0
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 : 21: 6 4 3 5 8 12 14:
Old : 21: 6 4 3 5 8 12 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 : 70.0 72.7 89.5 88.6 47.7 51.7 62.0 60.6
Old : 70.0 72.7 89.5 88.6 47.7 51.7 62.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 20,919: 16,064 5,815 6 1,352 12,825 17,422 18,646: 3,497 2,273
Old : 20,919: 16,064 5,815 6 1,352 12,825 17,422 18,646: 3,497 2,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -3,531: -2,876 -649 -107 -558 -2,694 -3,541 -3,450: 10 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 27.8 0.0 6.5 61.3 83.3 89.1: 16.7 10.9
Old : 100.0: 76.8 27.8 0.0 6.5 61.3 83.3 89.1: 16.7 10.9
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 : 52: 23 14 1 7 10 31 24:
Old : 52: 23 14 1 7 10 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 64.9 63.5 74.9 49.6 64.9 63.5 74.9
Old : 49.6 64.9 63.5 74.9 49.6 64.9 63.5 74.9
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, November 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,017,819: 858,524 1,443,358 6,463,243 8,727,916 7,962,267 16,049,682 15,868,868: 968,137 1,148,951
Old :17,017,819: 858,524 1,443,358 6,463,243 8,727,916 7,962,267 16,049,682 15,868,868: 968,137 1,148,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 458,399: -22,484 147,730 96,084 375,518 248,761 449,119 492,575: 9,280 -34,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.5 38.0 51.3 46.8 94.3 93.2: 5.7 6.8
Old : 100.0: 5.0 8.5 38.0 51.3 46.8 94.3 93.2: 5.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 50 77 99 141 147 258 263:
Old : 286: 50 77 99 141 147 258 263:
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 : 28.8 19.4 38.0 30.6 18.0 9.3 20.9 12.8
Old : 28.8 19.4 38.0 30.6 18.0 9.3 20.9 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 950,560: 108,011 82,036 73,022 651,514 708,449 832,547 863,507: 118,013 87,053
Old : 950,560: 108,011 82,036 73,022 651,514 708,449 832,547 863,507: 118,013 87,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 16,091: 2,135 -1,961 4,450 13,225 20,326 19,810 22,815: -3,719 -6,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.6 7.7 68.5 74.5 87.6 90.8: 12.4 9.2
Old : 100.0: 11.4 8.6 7.7 68.5 74.5 87.6 90.8: 12.4 9.2
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 : 615: 153 119 139 252 246 477 434:
Old : 615: 153 119 139 252 246 477 434:
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 : 12.9 11.7 20.3 20.4 10.6 9.6 16.2 15.9
Old : 12.9 11.7 20.3 20.4 10.6 9.6 16.2 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 238,156: 15,013 3,107 17,690 147,204 183,377 179,907 204,174: 58,249 33,982
Old : 238,156: 15,013 3,107 17,690 147,204 183,377 179,907 204,174: 58,249 33,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 7,479: -1,162 942 2,405 5,031 9,432 6,273 12,779: 1,206 -5,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.3 7.4 61.8 77.0 75.5 85.7: 24.5 14.3
Old : 100.0: 6.3 1.3 7.4 61.8 77.0 75.5 85.7: 24.5 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 : 106: 20 14 28 55 56 89 84:
Old : 106: 20 14 28 55 56 89 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 22.8 27.1 38.1 14.5 21.8 23.4 34.3
Old : 15.7 22.8 27.1 38.1 14.5 21.8 23.4 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 3,562,020: 499,143 428,800 242,504 2,521,550 2,625,362 3,263,198 3,296,667: 298,822 265,353
Old : 3,562,020: 499,143 428,800 242,504 2,521,550 2,625,362 3,263,198 3,296,667: 298,822 265,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 43,063: 16,663 -14,340 10,050 40,971 54,469 67,684 50,179: -24,621 -7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.0 6.8 70.8 73.7 91.6 92.6: 8.4 7.4
Old : 100.0: 14.0 12.0 6.8 70.8 73.7 91.6 92.6: 8.4 7.4
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 : 588: 145 113 127 238 233 447 411:
Old : 588: 145 113 127 238 233 447 411:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 11.3 23.2 19.9 12.3 10.3 18.8 17.7
Old : 14.5 11.3 23.2 19.9 12.3 10.3 18.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 114,307: 16,781 3,388 854 85,183 106,359 102,818 110,601: 11,489 3,706
Old : 114,307: 16,781 3,388 854 85,183 106,359 102,818 110,601: 11,489 3,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 6,179: 2,098 110 138 3,215 5,708 5,451 5,956: 728 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.0 0.7 74.5 93.0 89.9 96.8: 10.1 3.2
Old : 100.0: 14.7 3.0 0.7 74.5 93.0 89.9 96.8: 10.1 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 : 99: 16 6 3 52 44 69 52:
Old : 99: 16 6 3 52 44 69 52:
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 : 37.0 45.5 52.5 65.6 36.6 45.5 51.7 65.6
Old : 37.0 45.5 52.5 65.6 36.6 45.5 51.7 65.6
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, November 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,701: 28,462 2,901 1,346 49,809 75,796 79,617 80,043: 6,084 5,658
Old : 85,701: 28,462 2,901 1,346 49,809 75,796 79,617 80,043: 6,084 5,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,121: 2,957 712 -67 315 1,663 3,205 2,309: -84 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.4 1.6 58.1 88.4 92.9 93.4: 7.1 6.6
Old : 100.0: 33.2 3.4 1.6 58.1 88.4 92.9 93.4: 7.1 6.6
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 : 227: 79 37 20 70 62 160 108:
Old : 227: 79 37 20 70 62 160 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 43.5 40.5 65.3 30.9 43.5 40.5 65.2
Old : 30.9 43.5 40.5 65.3 30.9 43.5 40.5 65.2
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, November 26, 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 : 428,504: 142,309 14,503 6,730 249,045 378,982 398,083 400,215: 30,420 28,288
Old : 428,504: 142,309 14,503 6,730 249,045 378,982 398,083 400,215: 30,420 28,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 15,605: 14,784 3,562 -334 1,574 8,316 16,024 11,544: -419 4,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.4 1.6 58.1 88.4 92.9 93.4: 7.1 6.6
Old : 100.0: 33.2 3.4 1.6 58.1 88.4 92.9 93.4: 7.1 6.6
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 : 227: 79 37 20 70 62 160 108:
Old : 227: 79 37 20 70 62 160 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 43.5 40.5 65.3 30.9 43.5 40.5 65.2
Old : 30.9 43.5 40.5 65.3 30.9 43.5 40.5 65.2
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, November 26, 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 : 139,602: 17,031 48,672 14,047 86,206 43,620 117,284 106,339: 22,318 33,263
Old : 139,602: 17,031 48,672 14,047 86,206 43,620 117,284 106,339: 22,318 33,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -17,860: 419 -3,306 3,331 -22,070 -19,492 -18,319 -19,467: 459 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 34.9 10.1 61.8 31.2 84.0 76.2: 16.0 23.8
Old : 100.0: 12.2 34.9 10.1 61.8 31.2 84.0 76.2: 16.0 23.8
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 : 96: 29 35 24 22 22 59 73:
Old : 96: 29 35 24 22 22 59 73:
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 : 36.4 27.9 50.8 40.3 35.6 23.9 50.0 35.5
Old : 36.4 27.9 50.8 40.3 35.6 23.9 50.0 35.5
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, November 26, 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 : 68,743: 19,022 11,451 24 36,676 48,875 55,722 60,350: 13,021 8,393
Old : 68,743: 19,022 11,451 24 36,676 48,875 55,722 60,350: 13,021 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,887: 2,907 2,416 -568 525 699 2,864 2,547: 1,023 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.7 0.0 53.4 71.1 81.1 87.8: 18.9 12.2
Old : 100.0: 27.7 16.7 0.0 53.4 71.1 81.1 87.8: 18.9 12.2
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 : 79: 26 14 1 28 13 55 27:
Old : 79: 26 14 1 28 13 55 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 : 32.5 58.2 45.0 73.2 32.5 58.2 45.0 73.2
Old : 32.5 58.2 45.0 73.2 32.5 58.2 45.0 73.2
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, November 26, 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 : 91,407: 36,075 12,006 790 43,226 16,189 80,091 28,985: 11,316 62,422
Old : 91,407: 36,075 12,006 790 43,226 16,189 80,091 28,985: 11,316 62,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 6,665: 4,703 4,857 -571 1,384 912 5,516 5,198: 1,149 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 13.1 0.9 47.3 17.7 87.6 31.7: 12.4 68.3
Old : 100.0: 39.5 13.1 0.9 47.3 17.7 87.6 31.7: 12.4 68.3
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 : 101: 36 10 5 39 26 77 40:
Old : 101: 36 10 5 39 26 77 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 15.4 48.0 19.8 30.6 15.3 47.2 19.7
Old : 30.8 15.4 48.0 19.8 30.6 15.3 47.2 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013