BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,516: 278 2,797 298 5,048 3,048 5,623 6,143: 892 373
Old : 6,516: 278 2,797 298 5,048 3,048 5,623 6,143: 892 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 393: 3 319 -50 352 74 305 344: 88 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 42.9 4.6 77.5 46.8 86.3 94.3: 13.7 5.7
Old : 100.0: 4.3 42.9 4.6 77.5 46.8 86.3 94.3: 13.7 5.7
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 : 36: 6 7 4 21 14 28 24:
Old : 36: 6 7 4 21 14 28 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 : 52.4 54.2 66.3 77.2 51.8 54.0 65.1 75.3
Old : 52.4 54.2 66.3 77.2 51.8 54.0 65.1 75.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 41,457: 5,869 2,810 8,617 22,454 20,341 36,940 31,768: 4,516 9,689
Old : 41,457: 5,869 2,810 8,617 22,454 20,341 36,940 31,768: 4,516 9,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 1,976: 298 138 453 1,412 1,400 2,163 1,991: -187 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.8 20.8 54.2 49.1 89.1 76.6: 10.9 23.4
Old : 100.0: 14.2 6.8 20.8 54.2 49.1 89.1 76.6: 10.9 23.4
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 : 77: 23 10 26 40 32 71 61:
Old : 77: 23 10 26 40 32 71 61:
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 : 23.3 20.2 36.9 34.2 22.1 19.0 34.0 32.1
Old : 23.3 20.2 36.9 34.2 22.1 19.0 34.0 32.1
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, December 17, 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 : 4,807: 223 2,277 412 3,232 1,899 3,867 4,588: 940 219
Old : 4,807: 223 2,277 412 3,232 1,899 3,867 4,588: 940 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 429: 53 273 37 403 178 492 488: -64 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 47.4 8.6 67.2 39.5 80.4 95.4: 19.6 4.6
Old : 100.0: 4.6 47.4 8.6 67.2 39.5 80.4 95.4: 19.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 8 12 9 20 20:
Old : 25: 6 5 8 12 9 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 52.2 61.7 79.9 35.5 52.1 51.5 73.5
Old : 42.3 52.2 61.7 79.9 35.5 52.1 51.5 73.5
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,298: 6,567 244 1,352 3,875 6,901 11,794 8,497: 504 3,801
Old : 12,298: 6,567 244 1,352 3,875 6,901 11,794 8,497: 504 3,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 924: 792 8 36 23 547 851 591: 73 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 2.0 11.0 31.5 56.1 95.9 69.1: 4.1 30.9
Old : 100.0: 53.4 2.0 11.0 31.5 56.1 95.9 69.1: 4.1 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 4 8 10 19 21 30:
Old : 35: 10 4 8 10 19 21 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 : 51.1 40.0 74.3 54.7 50.2 37.1 70.2 47.4
Old : 51.1 40.0 74.3 54.7 50.2 37.1 70.2 47.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 308,366: 99,110 25,461 76,526 98,194 154,954 273,831 256,942: 34,535 51,424
Old : 299,400: 99,312 26,344 73,562 95,674 149,364 268,548 249,271: 30,853 50,130
Other: 8,965: 1,563 882 1,199 2,520 5,590 5,283 7,671: 3,683 1,294
: : :
: : Changes in Commitments from: December 10, 2013 :
: -19,409: -854 2,162 -15,375 -1,747 -4,617 -17,976 -17,830: -1,433 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.3 24.8 31.8 50.3 88.8 83.3: 11.2 16.7
Old : 100.0: 33.2 8.8 24.6 32.0 49.9 89.7 83.3: 10.3 16.7
Other: 100.0: 17.4 9.8 13.4 28.1 62.4 58.9 85.6: 41.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 118 68 128 105 120 284 272:
Old : 337: 118 72 127 104 120 282 272:
Other: 84: 22 10 13 32 33 57 53:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 14.0 18.4 22.7 10.4 13.0 17.8 20.3
Old : 10.6 13.7 18.7 22.3 10.4 12.7 18.1 19.6
Other: 23.3 39.2 31.6 55.5 19.5 38.8 24.1 52.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 369,028: 131,391 28,550 79,779 120,398 204,371 331,569 312,700: 37,460 56,328
Old : 369,028: 131,391 28,550 79,779 120,398 204,371 331,569 312,700: 37,460 56,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -118: -104 -29 3,300 -2,817 -1,400 379 1,872: -497 -1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 7.7 21.6 32.6 55.4 89.8 84.7: 10.2 15.3
Old : 100.0: 35.6 7.7 21.6 32.6 55.4 89.8 84.7: 10.2 15.3
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 : 421: 142 66 132 140 177 344 329:
Old : 421: 142 66 132 140 177 344 329:
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 : 12.6 19.9 21.0 26.5 12.5 19.1 20.8 24.8
Old : 12.6 19.9 21.0 26.5 12.5 19.1 20.8 24.8
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,061: 992 706 412 1,491 1,887 2,896 3,006: 1,165 1,055
Old : 4,061: 992 706 412 1,491 1,887 2,896 3,006: 1,165 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 18: -134 40 -14 85 55 -63 81: 81 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.4 10.2 36.7 46.5 71.3 74.0: 28.7 26.0
Old : 100.0: 24.4 17.4 10.2 36.7 46.5 71.3 74.0: 28.7 26.0
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 : 60: 19 11 13 20 21 46 39:
Old : 60: 19 11 13 20 21 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 27.5 35.8 40.0 24.7 26.7 35.4 38.8
Old : 24.7 27.5 35.8 40.0 24.7 26.7 35.4 38.8
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 50,822: 16,972 5,849 10,068 12,695 11,490 39,735 27,407: 11,087 23,415
Old : 50,822: 16,972 5,849 10,068 12,695 11,490 39,735 27,407: 11,087 23,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,413: 2,516 983 1,616 653 651 4,785 3,251: 628 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 11.5 19.8 25.0 22.6 78.2 53.9: 21.8 46.1
Old : 100.0: 33.4 11.5 19.8 25.0 22.6 78.2 53.9: 21.8 46.1
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 : 199: 67 27 40 65 74 153 128:
Old : 199: 67 27 40 65 74 153 128:
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 : 12.2 11.8 20.3 18.5 11.3 8.8 18.1 13.1
Old : 12.2 11.8 20.3 18.5 11.3 8.8 18.1 13.1
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,556: 884 5,431 1,362 8,794 4,547 11,041 11,340: 515 216
Old : 11,556: 884 5,431 1,362 8,794 4,547 11,041 11,340: 515 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 270: 5 121 45 208 94 258 260: 12 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 47.0 11.8 76.1 39.3 95.5 98.1: 4.5 1.9
Old : 100.0: 7.7 47.0 11.8 76.1 39.3 95.5 98.1: 4.5 1.9
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 : 44: 5 13 12 21 15 37 29:
Old : 44: 5 13 12 21 15 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 43.8 72.7 63.2 58.5 43.1 66.7 60.8
Old : 59.0 43.8 72.7 63.2 58.5 43.1 66.7 60.8
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 202,146: 23,867 90,565 16,132 136,907 54,767 176,907 161,464: 25,239 40,682
Old : 202,146: 23,867 90,565 16,132 136,907 54,767 176,907 161,464: 25,239 40,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 28,179: -6,030 2,534 8,252 27,114 20,329 29,336 31,115: -1,156 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 44.8 8.0 67.7 27.1 87.5 79.9: 12.5 20.1
Old : 100.0: 11.8 44.8 8.0 67.7 27.1 87.5 79.9: 12.5 20.1
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: 21 33 14 25 30 51 72:
Old : 90: 21 33 14 25 30 51 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 37.3 60.3 51.2 36.8 34.5 47.4 42.6
Old : 43.0 37.3 60.3 51.2 36.8 34.5 47.4 42.6
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,105: 25,292 13,945 331 3,212 22,768 28,835 37,045: 21,270 13,060
Old : 50,105: 25,292 13,945 331 3,212 22,768 28,835 37,045: 21,270 13,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -16,841: 3,079 3,711 -3,287 -17,381 -17,865 -17,589 -17,441: 747 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 27.8 0.7 6.4 45.4 57.5 73.9: 42.5 26.1
Old : 100.0: 50.5 27.8 0.7 6.4 45.4 57.5 73.9: 42.5 26.1
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 : 42: 15 12 2 7 13 23 26:
Old : 42: 15 12 2 7 13 23 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 : 33.0 34.4 42.9 50.9 33.0 33.6 42.9 50.0
Old : 33.0 34.4 42.9 50.9 33.0 33.6 42.9 50.0
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 114,614: 40,410 24,760 1,204 65,641 86,665 107,255 112,629: 7,359 1,985
Old : 114,614: 40,410 24,760 1,204 65,641 86,665 107,255 112,629: 7,359 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -40,613: 458 7,338 -10,002 -30,057 -37,062 -39,601 -39,726: -1,012 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 21.6 1.1 57.3 75.6 93.6 98.3: 6.4 1.7
Old : 100.0: 35.3 21.6 1.1 57.3 75.6 93.6 98.3: 6.4 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 : 85: 34 21 3 9 21 46 42:
Old : 85: 34 21 3 9 21 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 49.3 81.5 73.3 68.6 49.3 81.5 73.3
Old : 68.6 49.3 81.5 73.3 68.6 49.3 81.5 73.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 208,027: 61,753 44,491 9,006 100,452 133,129 171,211 186,627: 36,816 21,400
Old : 208,027: 61,753 44,491 9,006 100,452 133,129 171,211 186,627: 36,816 21,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -64,674: -9,274 -9,210 -3,454 -46,442 -47,750 -59,170 -60,414: -5,504 -4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 21.4 4.3 48.3 64.0 82.3 89.7: 17.7 10.3
Old : 100.0: 29.7 21.4 4.3 48.3 64.0 82.3 89.7: 17.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 48 25 17 32 36 87 71:
Old : 121: 48 25 17 32 36 87 71:
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 : 37.1 42.3 47.6 57.6 37.0 42.3 47.5 56.4
Old : 37.1 42.3 47.6 57.6 37.0 42.3 47.5 56.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 269,873: 21,006 150,142 20,505 212,377 41,608 253,889 212,255: 15,984 57,618
Old : 269,873: 21,006 150,142 20,505 212,377 41,608 253,889 212,255: 15,984 57,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -27,728: 3,415 2,937 -10,196 -18,711 -17,337 -25,492 -24,596: -2,236 -3,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 55.6 7.6 78.7 15.4 94.1 78.7: 5.9 21.3
Old : 100.0: 7.8 55.6 7.6 78.7 15.4 94.1 78.7: 5.9 21.3
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 : 153: 29 73 31 37 36 83 123:
Old : 153: 29 73 31 37 36 83 123:
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 : 44.2 28.6 61.2 37.5 44.1 28.6 60.5 37.4
Old : 44.2 28.6 61.2 37.5 44.1 28.6 60.5 37.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 290,292: 97,593 70,081 37,355 105,603 115,564 240,551 223,000: 49,741 67,292
Old : 290,292: 97,593 70,081 37,355 105,603 115,564 240,551 223,000: 49,741 67,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -64,351: 4,143 -8,253 1,995 -67,123 -50,054 -60,985 -56,312: -3,367 -8,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 24.1 12.9 36.4 39.8 82.9 76.8: 17.1 23.2
Old : 100.0: 33.6 24.1 12.9 36.4 39.8 82.9 76.8: 17.1 23.2
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 : 198: 49 70 52 53 58 136 146:
Old : 198: 49 70 52 53 58 136 146:
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 : 24.9 18.6 33.9 27.6 24.9 17.6 33.5 25.6
Old : 24.9 18.6 33.9 27.6 24.9 17.6 33.5 25.6
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 17,939: 12,842 7,169 252 871 8,217 13,965 15,638: 3,974 2,301
Old : 17,939: 12,842 7,169 252 871 8,217 13,965 15,638: 3,974 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -2,014: -341 2,539 -352 -932 -4,280 -1,625 -2,093: -389 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 40.0 1.4 4.9 45.8 77.8 87.2: 22.2 12.8
Old : 100.0: 71.6 40.0 1.4 4.9 45.8 77.8 87.2: 22.2 12.8
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 : 48: 21 13 1 4 10 26 23:
Old : 48: 21 13 1 4 10 26 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 : 45.2 61.7 58.8 72.5 45.2 61.7 58.8 72.5
Old : 45.2 61.7 58.8 72.5 45.2 61.7 58.8 72.5
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,844,505: 735,795 1,368,631 5,108,954 8,060,191 7,145,084 13,904,940 13,622,669: 939,565 1,221,836
Old :14,844,505: 735,795 1,368,631 5,108,954 8,060,191 7,145,084 13,904,940 13,622,669: 939,565 1,221,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
:-2,959,341: -79,723 -96,638 -1,778,082 -1,061,213 -1,087,420 -2,919,017 -2,962,140: -40,323 2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.2 34.4 54.3 48.1 93.7 91.8: 6.3 8.2
Old : 100.0: 5.0 9.2 34.4 54.3 48.1 93.7 91.8: 6.3 8.2
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 : 276: 57 68 101 129 140 252 251:
Old : 276: 57 68 101 129 140 252 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 17.9 40.2 28.0 22.1 10.3 24.7 13.8
Old : 31.4 17.9 40.2 28.0 22.1 10.3 24.7 13.8
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,092,243: 108,122 76,433 89,016 775,096 837,282 972,234 1,002,731: 120,009 89,512
Old : 1,092,243: 108,122 76,433 89,016 775,096 837,282 972,234 1,002,731: 120,009 89,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 113,546: 5,498 -8,172 11,491 107,646 117,893 124,635 121,212: -11,088 -7,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.0 8.1 71.0 76.7 89.0 91.8: 11.0 8.2
Old : 100.0: 9.9 7.0 8.1 71.0 76.7 89.0 91.8: 11.0 8.2
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 : 631: 177 110 157 267 258 505 465:
Old : 631: 177 110 157 267 258 505 465:
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 14.2 19.9 22.7 9.9 10.0 14.7 15.2
Old : 12.1 14.2 19.9 22.7 9.9 10.0 14.7 15.2
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 270,606: 18,626 3,486 21,558 171,964 202,601 212,149 227,644: 58,457 42,961
Old : 270,606: 18,626 3,486 21,558 171,964 202,601 212,149 227,644: 58,457 42,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 28,346: 4,361 796 4,058 24,326 21,792 32,745 26,646: -4,398 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 8.0 63.5 74.9 78.4 84.1: 21.6 15.9
Old : 100.0: 6.9 1.3 8.0 63.5 74.9 78.4 84.1: 21.6 15.9
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 : 110: 23 13 23 58 59 93 83:
Old : 110: 23 13 23 58 59 93 83:
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 : 16.7 21.0 28.0 35.2 12.7 18.5 20.7 29.3
Old : 16.7 21.0 28.0 35.2 12.7 18.5 20.7 29.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,108,187: 478,910 396,168 305,858 3,015,659 3,173,405 3,800,427 3,875,431: 307,760 232,756
Old : 4,108,187: 478,910 396,168 305,858 3,015,659 3,173,405 3,800,427 3,875,431: 307,760 232,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 426,001: 2,005 -48,522 40,846 416,600 480,504 459,451 472,829: -33,449 -46,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.6 7.4 73.4 77.2 92.5 94.3: 7.5 5.7
Old : 100.0: 11.7 9.6 7.4 73.4 77.2 92.5 94.3: 7.5 5.7
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 : 604: 165 108 149 255 245 479 444:
Old : 604: 165 108 149 255 245 479 444:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 13.9 22.1 21.7 11.3 10.8 17.4 17.3
Old : 14.0 13.9 22.1 21.7 11.3 10.8 17.4 17.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 112,997: 13,543 3,448 2,353 83,846 103,849 99,742 109,650: 13,255 3,347
Old : 112,997: 13,543 3,448 2,353 83,846 103,849 99,742 109,650: 13,255 3,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,780: -1,626 253 1,725 3,426 4,062 3,525 6,040: 2,254 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.1 2.1 74.2 91.9 88.3 97.0: 11.7 3.0
Old : 100.0: 12.0 3.1 2.1 74.2 91.9 88.3 97.0: 11.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 18 6 6 50 46 70 57:
Old : 96: 18 6 6 50 46 70 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 : 33.4 42.2 47.8 63.3 33.1 41.2 47.1 62.3
Old : 33.4 42.2 47.8 63.3 33.1 41.2 47.1 62.3
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 107,523: 28,518 2,849 2,148 69,880 97,279 100,546 102,276: 6,976 5,247
Old : 107,523: 28,518 2,849 2,148 69,880 97,279 100,546 102,276: 6,976 5,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 18,533: 1,875 184 278 15,600 19,402 17,753 19,864: 779 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.6 2.0 65.0 90.5 93.5 95.1: 6.5 4.9
Old : 100.0: 26.5 2.6 2.0 65.0 90.5 93.5 95.1: 6.5 4.9
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 : 221: 74 26 25 89 71 174 113:
Old : 221: 74 26 25 89 71 174 113:
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 : 29.5 38.0 37.6 60.2 23.1 36.9 30.7 56.4
Old : 29.5 38.0 37.6 60.2 23.1 36.9 30.7 56.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 537,613: 142,590 14,243 10,740 349,402 486,395 502,732 511,378: 34,881 26,236
Old : 537,613: 142,590 14,243 10,740 349,402 486,395 502,732 511,378: 34,881 26,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 92,663: 9,377 921 1,392 77,998 97,008 88,767 99,321: 3,897 -6,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.6 2.0 65.0 90.5 93.5 95.1: 6.5 4.9
Old : 100.0: 26.5 2.6 2.0 65.0 90.5 93.5 95.1: 6.5 4.9
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 : 221: 74 26 25 89 71 174 113:
Old : 221: 74 26 25 89 71 174 113:
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 : 29.5 38.0 37.6 60.2 23.1 36.9 30.7 56.4
Old : 29.5 38.0 37.6 60.2 23.1 36.9 30.7 56.4
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 136,580: 14,710 64,590 9,696 91,550 27,525 115,955 101,811: 20,624 34,769
Old : 136,580: 14,710 64,590 9,696 91,550 27,525 115,955 101,811: 20,624 34,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -8,387: -3,628 126 -381 -6,697 -6,802 -10,706 -7,057: 2,319 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 47.3 7.1 67.0 20.2 84.9 74.5: 15.1 25.5
Old : 100.0: 10.8 47.3 7.1 67.0 20.2 84.9 74.5: 15.1 25.5
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 : 83: 22 34 17 19 22 45 69:
Old : 83: 22 34 17 19 22 45 69:
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 : 50.1 28.7 66.1 40.8 48.0 28.7 61.1 39.8
Old : 50.1 28.7 66.1 40.8 48.0 28.7 61.1 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 71,148: 22,581 17,887 1 38,337 44,841 60,919 62,729: 10,229 8,419
Old : 71,148: 22,581 17,887 1 38,337 44,841 60,919 62,729: 10,229 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -13,354: 3,978 2,870 -4,325 -7,755 -11,190 -8,102 -12,645: -5,252 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 25.1 0.0 53.9 63.0 85.6 88.2: 14.4 11.8
Old : 100.0: 31.7 25.1 0.0 53.9 63.0 85.6 88.2: 14.4 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 : 89: 29 19 1 29 15 59 34:
Old : 89: 29 19 1 29 15 59 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.4 46.3 67.0 33.1 56.4 46.3 67.0
Old : 33.1 56.4 46.3 67.0 33.1 56.4 46.3 67.0
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 86,386: 32,443 9,290 91 43,599 18,607 76,133 27,988: 10,253 58,398
Old : 86,386: 32,443 9,290 91 43,599 18,607 76,133 27,988: 10,253 58,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -21,003: -6,367 -4,626 -4,918 -4,834 -3,498 -16,119 -13,042: -4,884 -7,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 10.8 0.1 50.5 21.5 88.1 32.4: 11.9 67.6
Old : 100.0: 37.6 10.8 0.1 50.5 21.5 88.1 32.4: 11.9 67.6
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 : 84: 39 5 2 32 16 71 23:
Old : 84: 39 5 2 32 16 71 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 : 38.5 20.0 51.9 28.5 38.5 19.6 51.9 27.7
Old : 38.5 20.0 51.9 28.5 38.5 19.6 51.9 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013