BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,704: 140 2,939 236 4,989 2,967 5,365 6,142: 1,338 561
Old : 6,704: 140 2,939 236 4,989 2,967 5,365 6,142: 1,338 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -988: -168 -224 -157 -996 -763 -1,321 -1,143: 333 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 43.8 3.5 74.4 44.3 80.0 91.6: 20.0 8.4
Old : 100.0: 2.1 43.8 3.5 74.4 44.3 80.0 91.6: 20.0 8.4
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 : 27: 2 8 3 15 11 20 19:
Old : 27: 2 8 3 15 11 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 48.5 65.2 73.3 48.2 48.5 61.5 71.0
Old : 51.0 48.5 65.2 73.3 48.2 48.5 61.5 71.0
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,094: 6,434 2,637 8,990 24,261 22,085 39,685 33,711: 4,409 10,383
Old : 44,094: 6,434 2,637 8,990 24,261 22,085 39,685 33,711: 4,409 10,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,905: -363 129 -369 -1,344 -1,965 -2,075 -2,204: 170 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.0 20.4 55.0 50.1 90.0 76.5: 10.0 23.5
Old : 100.0: 14.6 6.0 20.4 55.0 50.1 90.0 76.5: 10.0 23.5
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 : 68: 21 6 19 37 31 61 53:
Old : 68: 21 6 19 37 31 61 53:
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 : 25.5 22.8 39.2 36.6 23.4 20.8 34.6 33.1
Old : 25.5 22.8 39.2 36.6 23.4 20.8 34.6 33.1
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,561: 141 2,296 321 3,026 1,724 3,489 4,341: 1,072 219
Old : 4,561: 141 2,296 321 3,026 1,724 3,489 4,341: 1,072 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -549: -71 -198 -108 -453 -246 -632 -552: 83 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 50.3 7.0 66.3 37.8 76.5 95.2: 23.5 4.8
Old : 100.0: 3.1 50.3 7.0 66.3 37.8 76.5 95.2: 23.5 4.8
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 : 21: 4 5 5 10 8 15 17:
Old : 21: 4 5 5 10 8 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 50.4 62.2 82.3 35.6 50.4 53.1 75.0
Old : 41.7 50.4 62.2 82.3 35.6 50.4 53.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,440: 6,893 337 1,277 3,804 6,956 11,974 8,571: 466 3,869
Old : 12,440: 6,893 337 1,277 3,804 6,956 11,974 8,571: 466 3,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -942: -456 -0 -153 -266 -554 -876 -707: -66 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 2.7 10.3 30.6 55.9 96.3 68.9: 3.7 31.1
Old : 100.0: 55.4 2.7 10.3 30.6 55.9 96.3 68.9: 3.7 31.1
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 : 36: 12 4 9 10 18 22 31:
Old : 36: 12 4 9 10 18 22 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 : 48.7 41.1 74.0 54.3 48.1 39.6 71.0 48.8
Old : 48.7 41.1 74.0 54.3 48.1 39.6 71.0 48.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 316,662: 95,236 27,427 85,600 99,051 150,701 279,887 263,727: 36,775 52,934
Old : 302,369: 94,592 29,835 80,368 95,494 141,429 270,455 251,633: 31,914 50,736
Other: 14,293: 3,663 611 2,213 3,556 9,271 9,432 12,095: 4,861 2,198
: : :
: : Changes in Commitments from: December 31, 2013 :
: 3,240: -226 -1,572 2,423 -1,609 -795 588 56: 2,652 3,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.7 27.0 31.3 47.6 88.4 83.3: 11.6 16.7
Old : 100.0: 31.3 9.9 26.6 31.6 46.8 89.4 83.2: 10.6 16.8
Other: 100.0: 25.6 4.3 15.5 24.9 64.9 66.0 84.6: 34.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 118 64 126 107 121 280 271:
Old : 330: 115 71 126 105 121 278 271:
Other: 106: 28 11 17 40 47 71 72:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 13.4 19.5 22.1 10.1 12.6 17.6 18.8
Old : 10.9 12.7 19.7 21.1 10.2 11.9 18.0 17.9
Other: 21.5 40.0 32.1 51.0 19.3 37.9 26.5 47.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 404,811: 148,153 26,207 99,636 119,129 219,739 366,918 345,582: 37,893 59,229
Old : 404,811: 148,153 26,207 99,636 119,129 219,739 366,918 345,582: 37,893 59,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 19,608: 8,155 -4,019 10,818 -1,564 7,822 17,410 14,621: 2,198 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.5 24.6 29.4 54.3 90.6 85.4: 9.4 14.6
Old : 100.0: 36.6 6.5 24.6 29.4 54.3 90.6 85.4: 9.4 14.6
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 : 445: 156 76 144 139 173 369 338:
Old : 445: 156 76 144 139 173 369 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 21.5 19.1 27.9 11.2 20.7 18.8 26.2
Old : 11.4 21.5 19.1 27.9 11.2 20.7 18.8 26.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,067: 1,034 794 258 1,392 2,092 2,684 3,145: 1,384 923
Old : 4,067: 1,034 794 258 1,392 2,092 2,684 3,145: 1,384 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -531: -306 91 -91 -125 -393 -521 -392: -10 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.5 6.4 34.2 51.4 66.0 77.3: 34.0 22.7
Old : 100.0: 25.4 19.5 6.4 34.2 51.4 66.0 77.3: 34.0 22.7
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 : 57: 21 8 8 18 22 41 36:
Old : 57: 21 8 8 18 22 41 36:
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 : 22.9 30.6 33.5 44.8 22.4 30.6 32.7 44.4
Old : 22.9 30.6 33.5 44.8 22.4 30.6 32.7 44.4
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,027: 17,305 6,941 10,760 15,454 13,143 43,520 30,845: 12,507 25,182
Old : 56,027: 17,305 6,941 10,760 15,454 13,143 43,520 30,845: 12,507 25,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 3,181: 87 991 998 1,284 403 2,369 2,392: 812 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.4 19.2 27.6 23.5 77.7 55.1: 22.3 44.9
Old : 100.0: 30.9 12.4 19.2 27.6 23.5 77.7 55.1: 22.3 44.9
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 : 223: 70 34 46 71 79 167 144:
Old : 223: 70 34 46 71 79 167 144:
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 10.1 19.9 16.8 11.2 8.2 17.1 12.2
Old : 12.1 10.1 19.9 16.8 11.2 8.2 17.1 12.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,950: 872 5,574 1,315 7,898 3,680 10,085 10,569: 865 381
Old : 10,950: 872 5,574 1,315 7,898 3,680 10,085 10,569: 865 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,237: -81 -22 -279 -1,240 -1,077 -1,601 -1,378: 364 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 50.9 12.0 72.1 33.6 92.1 96.5: 7.9 3.5
Old : 100.0: 8.0 50.9 12.0 72.1 33.6 92.1 96.5: 7.9 3.5
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 : 36: 5 10 8 16 12 28 23:
Old : 36: 5 10 8 16 12 28 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 : 59.4 47.7 74.8 68.9 58.5 47.5 67.0 64.5
Old : 59.4 47.7 74.8 68.9 58.5 47.5 67.0 64.5
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,328: 8,225 5,660 1,265 30,472 32,880 39,962 39,805: 366 523
Old : 40,328: 8,225 5,660 1,265 30,472 32,880 39,962 39,805: 366 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 120: 29 138 0 0 0 29 138: 91 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 14.0 3.1 75.6 81.5 99.1 98.7: 0.9 1.3
Old : 100.0: 20.4 14.0 3.1 75.6 81.5 99.1 98.7: 0.9 1.3
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 : 21: 2 5 1 11 13 13 19:
Old : 21: 2 5 1 11 13 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 58.2 90.0 84.3 52.9 50.9 67.9 63.2
Old : 63.3 58.2 90.0 84.3 52.9 50.9 67.9 63.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,000: 30,165 91,332 5,694 109,631 32,787 145,491 129,814: 27,509 43,186
Old : 173,000: 30,165 91,332 5,694 109,631 32,787 145,491 129,814: 27,509 43,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 6,658: 2,774 5,186 -1,118 2,554 205 4,209 4,273: 2,449 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 52.8 3.3 63.4 19.0 84.1 75.0: 15.9 25.0
Old : 100.0: 17.4 52.8 3.3 63.4 19.0 84.1 75.0: 15.9 25.0
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 : 89: 20 35 13 25 24 51 66:
Old : 89: 20 35 13 25 24 51 66:
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 42.0 56.8 49.5 42.3 41.6 55.2 49.1
Old : 42.3 42.0 56.8 49.5 42.3 41.6 55.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,385: 18,813 14,571 305 7,170 15,756 26,288 30,632: 18,097 13,753
Old : 44,385: 18,813 14,571 305 7,170 15,756 26,288 30,632: 18,097 13,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -9,584: -7,694 -1,648 -36 611 -7,665 -7,119 -9,349: -2,465 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 32.8 0.7 16.2 35.5 59.2 69.0: 40.8 31.0
Old : 100.0: 42.4 32.8 0.7 16.2 35.5 59.2 69.0: 40.8 31.0
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 : 38: 10 12 1 10 10 20 23:
Old : 38: 10 12 1 10 10 20 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 : 30.6 30.2 41.3 47.7 30.6 30.2 41.3 47.7
Old : 30.6 30.2 41.3 47.7 30.6 30.2 41.3 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,008: 38,449 20,842 3,208 68,668 90,852 110,325 114,902: 6,683 2,106
Old : 117,008: 38,449 20,842 3,208 68,668 90,852 110,325 114,902: 6,683 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 205: 575 -1,427 4 217 1,634 796 211: -591 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 17.8 2.7 58.7 77.6 94.3 98.2: 5.7 1.8
Old : 100.0: 32.9 17.8 2.7 58.7 77.6 94.3 98.2: 5.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 48 26 4 11 20 62 47:
Old : 103: 48 26 4 11 20 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 49.0 75.1 70.3 65.1 49.0 73.6 70.3
Old : 65.1 49.0 75.1 70.3 65.1 49.0 73.6 70.3
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,919: 54,793 35,643 8,938 106,230 143,859 169,961 188,441: 40,958 22,478
Old : 210,919: 54,793 35,643 8,938 106,230 143,859 169,961 188,441: 40,958 22,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -22,096: -6,884 -3,410 -3,534 -9,606 -14,775 -20,024 -21,720: -2,072 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.9 4.2 50.4 68.2 80.6 89.3: 19.4 10.7
Old : 100.0: 26.0 16.9 4.2 50.4 68.2 80.6 89.3: 19.4 10.7
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 : 107: 40 21 19 33 36 79 70:
Old : 107: 40 21 19 33 36 79 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 41.1 48.6 60.7 38.2 41.0 48.2 59.8
Old : 38.6 41.1 48.6 60.7 38.2 41.0 48.2 59.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,763: 10,554 141,303 15,679 218,461 45,558 244,694 202,540: 17,070 59,223
Old : 261,763: 10,554 141,303 15,679 218,461 45,558 244,694 202,540: 17,070 59,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -20,044: -3,233 -5,814 -8,566 -9,059 -6,636 -20,858 -21,015: 814 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 54.0 6.0 83.5 17.4 93.5 77.4: 6.5 22.6
Old : 100.0: 4.0 54.0 6.0 83.5 17.4 93.5 77.4: 6.5 22.6
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 : 152: 21 80 27 35 36 73 126:
Old : 152: 21 80 27 35 36 73 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 24.6 64.9 34.3 46.1 24.6 64.1 33.0
Old : 46.4 24.6 64.9 34.3 46.1 24.6 64.1 33.0
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,340: 88,758 74,388 30,507 126,914 118,873 246,180 223,768: 44,160 66,571
Old : 290,340: 88,758 74,388 30,507 126,914 118,873 246,180 223,768: 44,160 66,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -15,469: -12,340 480 -5,421 8,828 -12,031 -8,933 -16,972: -6,536 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 25.6 10.5 43.7 40.9 84.8 77.1: 15.2 22.9
Old : 100.0: 30.6 25.6 10.5 43.7 40.9 84.8 77.1: 15.2 22.9
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 : 194: 49 68 46 54 53 129 141:
Old : 194: 49 68 46 54 53 129 141:
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 : 27.2 17.9 36.2 26.5 26.0 16.8 35.0 23.8
Old : 27.2 17.9 36.2 26.5 26.0 16.8 35.0 23.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,039: 14,803 6,937 282 922 10,754 16,007 17,973: 4,032 2,066
Old : 20,039: 14,803 6,937 282 922 10,754 16,007 17,973: 4,032 2,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,291: 605 -554 0 229 1,584 834 1,030: 457 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 34.6 1.4 4.6 53.7 79.9 89.7: 20.1 10.3
Old : 100.0: 73.9 34.6 1.4 4.6 53.7 79.9 89.7: 20.1 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 : 54: 25 12 1 4 13 29 26:
Old : 54: 25 12 1 4 13 29 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 : 41.3 58.1 55.3 70.8 41.3 58.1 55.3 70.8
Old : 41.3 58.1 55.3 70.8 41.3 58.1 55.3 70.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,948,927: 662,394 1,459,743 5,899,607 8,580,636 7,407,232 15,142,636 14,766,582: 806,290 1,182,345
Old :15,948,927: 662,394 1,459,743 5,899,607 8,580,636 7,407,232 15,142,636 14,766,582: 806,290 1,182,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -111,345: 9,031 -27,731 -89,252 25,843 7,873 -54,377 -109,110: -56,967 -2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.2 37.0 53.8 46.4 94.9 92.6: 5.1 7.4
Old : 100.0: 4.2 9.2 37.0 53.8 46.4 94.9 92.6: 5.1 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 : 271: 51 75 103 127 135 249 250:
Old : 271: 51 75 103 127 135 249 250:
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 : 32.0 20.0 41.5 31.1 22.1 11.1 24.6 14.2
Old : 32.0 20.0 41.5 31.1 22.1 11.1 24.6 14.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 848,814: 114,329 85,646 56,571 561,025 623,561 731,925 765,778: 116,888 83,036
Old : 848,814: 114,329 85,646 56,571 561,025 623,561 731,925 765,778: 116,888 83,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 988: 2,039 -1,546 2,391 -3,110 3,292 1,320 4,137: -331 -3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.1 6.7 66.1 73.5 86.2 90.2: 13.8 9.8
Old : 100.0: 13.5 10.1 6.7 66.1 73.5 86.2 90.2: 13.8 9.8
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 : 604: 166 104 121 248 228 468 400:
Old : 604: 166 104 121 248 228 468 400:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 16.5 21.0 25.1 11.9 15.9 18.3 23.0
Old : 13.5 16.5 21.0 25.1 11.9 15.9 18.3 23.0
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,205: 8,150 5,551 14,348 104,004 139,119 126,502 159,018: 63,703 31,187
Old : 190,205: 8,150 5,551 14,348 104,004 139,119 126,502 159,018: 63,703 31,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -897: 425 -2,029 1,806 -1,814 -1,667 417 -1,890: -1,314 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.9 7.5 54.7 73.1 66.5 83.6: 33.5 16.4
Old : 100.0: 4.3 2.9 7.5 54.7 73.1 66.5 83.6: 33.5 16.4
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 : 95: 15 17 25 45 49 76 76:
Old : 95: 15 17 25 45 49 76 76:
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 27.4 28.9 43.4 16.2 26.9 25.2 37.7
Old : 16.7 27.4 28.9 43.4 16.2 26.9 25.2 37.7
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,293,045: 538,328 407,907 203,687 2,285,105 2,422,208 3,027,119 3,033,803: 265,925 259,242
Old : 3,293,045: 538,328 407,907 203,687 2,285,105 2,422,208 3,027,119 3,033,803: 265,925 259,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 9,426: 4,845 -814 6,150 -6,482 24,800 4,513 30,136: 4,913 -20,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.4 6.2 69.4 73.6 91.9 92.1: 8.1 7.9
Old : 100.0: 16.3 12.4 6.2 69.4 73.6 91.9 92.1: 8.1 7.9
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 : 570: 159 95 109 234 214 438 373:
Old : 570: 159 95 109 234 214 438 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 15.8 24.2 24.6 13.5 15.5 20.9 23.4
Old : 15.1 15.8 24.2 24.6 13.5 15.5 20.9 23.4
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 101,125: 12,937 2,617 914 76,260 94,811 90,111 98,342: 11,014 2,783
Old : 101,125: 12,937 2,617 914 76,260 94,811 90,111 98,342: 11,014 2,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 673: 626 -186 19 -229 1,523 416 1,356: 257 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.6 0.9 75.4 93.8 89.1 97.2: 10.9 2.8
Old : 100.0: 12.8 2.6 0.9 75.4 93.8 89.1 97.2: 10.9 2.8
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 : 91: 16 5 4 49 39 66 47:
Old : 91: 16 5 4 49 39 66 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 44.2 51.4 62.8 35.9 44.2 50.6 62.8
Old : 36.1 44.2 51.4 62.8 35.9 44.2 50.6 62.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,384: 24,500 5,897 591 56,758 78,672 81,849 85,161: 6,535 3,224
Old : 88,384: 24,500 5,897 591 56,758 78,672 81,849 85,161: 6,535 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,674: 1,536 2,980 -135 584 169 1,985 3,014: 689 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.7 0.7 64.2 89.0 92.6 96.4: 7.4 3.6
Old : 100.0: 27.7 6.7 0.7 64.2 89.0 92.6 96.4: 7.4 3.6
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 : 215: 77 24 14 78 57 160 90:
Old : 215: 77 24 14 78 57 160 90:
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 : 37.3 43.5 47.3 68.3 37.3 43.1 47.3 68.0
Old : 37.3 43.5 47.3 68.3 37.3 43.1 47.3 68.0
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 441,922: 122,499 29,487 2,955 283,792 393,362 409,247 425,805: 32,676 16,118
Old : 441,922: 122,499 29,487 2,955 283,792 393,362 409,247 425,805: 32,676 16,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 13,369: 7,678 14,899 -677 2,922 846 9,923 15,068: 3,446 -1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.7 0.7 64.2 89.0 92.6 96.4: 7.4 3.6
Old : 100.0: 27.7 6.7 0.7 64.2 89.0 92.6 96.4: 7.4 3.6
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 : 215: 77 24 14 78 57 160 90:
Old : 215: 77 24 14 78 57 160 90:
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 : 37.3 43.5 47.3 68.3 37.3 43.1 47.3 68.0
Old : 37.3 43.5 47.3 68.3 37.3 43.1 47.3 68.0
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,373: 14,240 70,506 8,434 98,107 26,117 120,781 105,056: 19,592 35,317
Old : 140,373: 14,240 70,506 8,434 98,107 26,117 120,781 105,056: 19,592 35,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,215: -508 68 -1,175 -732 -913 -2,415 -2,021: 200 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 50.2 6.0 69.9 18.6 86.0 74.8: 14.0 25.2
Old : 100.0: 10.1 50.2 6.0 69.9 18.6 86.0 74.8: 14.0 25.2
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 : 92: 20 41 18 21 24 49 75:
Old : 92: 20 41 18 21 24 49 75:
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 31.3 67.5 40.5 50.7 30.6 64.4 39.8
Old : 52.4 31.3 67.5 40.5 50.7 30.6 64.4 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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,585: 25,016 20,865 91 41,575 48,966 66,682 69,922: 11,903 8,663
Old : 78,585: 25,016 20,865 91 41,575 48,966 66,682 69,922: 11,903 8,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,880: 240 1,015 91 1,732 491 2,063 1,597: 817 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 26.6 0.1 52.9 62.3 84.9 89.0: 15.1 11.0
Old : 100.0: 31.8 26.6 0.1 52.9 62.3 84.9 89.0: 15.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 32 16 1 28 13 60 30:
Old : 87: 32 16 1 28 13 60 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 : 30.4 61.5 43.0 71.2 30.3 61.5 42.9 71.2
Old : 30.4 61.5 43.0 71.2 30.3 61.5 42.9 71.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,751: 40,958 13,688 28 54,371 22,972 95,357 36,688: 12,394 71,063
Old : 107,751: 40,958 13,688 28 54,371 22,972 95,357 36,688: 12,394 71,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,463: -1,932 -1,824 -113 2,071 3,317 26 1,380: 1,437 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 12.7 0.0 50.5 21.3 88.5 34.0: 11.5 66.0
Old : 100.0: 38.0 12.7 0.0 50.5 21.3 88.5 34.0: 11.5 66.0
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 : 91: 39 6 2 39 16 79 23:
Old : 91: 39 6 2 39 16 79 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 : 39.3 20.6 50.3 29.1 39.3 20.0 50.3 28.4
Old : 39.3 20.6 50.3 29.1 39.3 20.0 50.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014