BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 7,366: 140 3,362 305 5,529 3,035 5,974 6,701: 1,392 664
Old : 7,366: 140 3,362 305 5,529 3,035 5,974 6,701: 1,392 664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 662: 0 422 68 541 68 609 559: 53 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 45.6 4.1 75.1 41.2 81.1 91.0: 18.9 9.0
Old : 100.0: 1.9 45.6 4.1 75.1 41.2 81.1 91.0: 18.9 9.0
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 : 29: 2 8 3 17 11 22 19:
Old : 29: 2 8 3 17 11 22 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 : 49.3 46.5 63.2 73.0 46.8 46.5 59.5 70.3
Old : 49.3 46.5 63.2 73.0 46.8 46.5 59.5 70.3
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, January 14, 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 : 47,025: 7,387 2,472 9,823 24,972 24,455 42,181 36,750: 4,843 10,274
Old : 47,025: 7,387 2,472 9,823 24,972 24,455 42,181 36,750: 4,843 10,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,931: 953 -164 833 711 2,370 2,497 3,039: 434 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.3 20.9 53.1 52.0 89.7 78.2: 10.3 21.8
Old : 100.0: 15.7 5.3 20.9 53.1 52.0 89.7 78.2: 10.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 25 6 21 38 31 67 54:
Old : 73: 25 6 21 38 31 67 54:
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 23.1 38.5 37.0 23.4 21.6 34.7 33.7
Old : 24.9 23.1 38.5 37.0 23.4 21.6 34.7 33.7
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 14, 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 : 5,087: 321 2,719 321 3,362 1,785 4,004 4,824: 1,083 262
Old : 5,087: 321 2,719 321 3,362 1,785 4,004 4,824: 1,083 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 526: 179 423 -0 336 60 515 483: 11 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 53.4 6.3 66.1 35.1 78.7 94.8: 21.3 5.2
Old : 100.0: 6.3 53.4 6.3 66.1 35.1 78.7 94.8: 21.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 5 5 11 8 17 17:
Old : 23: 5 5 5 11 8 17 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 : 38.6 50.3 59.2 82.8 33.5 50.3 50.8 76.0
Old : 38.6 50.3 59.2 82.8 33.5 50.3 50.8 76.0
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 14, 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 : 13,795: 7,818 373 1,366 4,039 7,920 13,222 9,658: 572 4,136
Old : 13,795: 7,818 373 1,366 4,039 7,920 13,222 9,658: 572 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 1,355: 926 35 88 234 965 1,248 1,088: 107 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 2.7 9.9 29.3 57.4 95.9 70.0: 4.1 30.0
Old : 100.0: 56.7 2.7 9.9 29.3 57.4 95.9 70.0: 4.1 30.0
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 : 35: 10 5 8 10 18 22 29:
Old : 35: 10 5 8 10 18 22 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 : 50.3 42.7 75.4 55.2 49.8 42.0 72.9 50.8
Old : 50.3 42.7 75.4 55.2 49.8 42.0 72.9 50.8
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 14, 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 : 315,635: 94,221 26,441 86,273 96,822 150,504 277,316 263,218: 38,320 52,417
Old : 298,382: 93,019 29,564 79,969 92,813 139,022 265,800 248,555: 32,582 49,827
Other: 17,253: 4,979 654 2,527 4,009 11,482 11,516 14,664: 5,738 2,590
: : :
: : Changes in Commitments from: January 7, 2014 :
: -1,026: -1,016 -986 673 -2,229 -196 -2,571 -509: 1,545 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 8.4 27.3 30.7 47.7 87.9 83.4: 12.1 16.6
Old : 100.0: 31.2 9.9 26.8 31.1 46.6 89.1 83.3: 10.9 16.7
Other: 100.0: 28.9 3.8 14.6 23.2 66.6 66.7 85.0: 33.3 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 124 67 131 103 116 290 271:
Old : 340: 121 75 128 99 116 283 271:
Other: 115: 32 10 17 45 48 81 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 13.3 19.2 21.7 9.4 12.6 16.6 18.9
Old : 10.5 12.5 19.6 20.7 9.8 11.7 17.2 17.7
Other: 18.3 37.7 28.1 51.1 15.4 37.7 22.7 47.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 423,471: 158,465 23,888 105,516 121,563 230,241 385,545 359,645: 37,927 63,826
Old : 423,471: 158,465 23,888 105,516 121,563 230,241 385,545 359,645: 37,927 63,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 18,661: 10,312 -2,318 5,881 2,434 10,501 18,627 14,064: 34 4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 5.6 24.9 28.7 54.4 91.0 84.9: 9.0 15.1
Old : 100.0: 37.4 5.6 24.9 28.7 54.4 91.0 84.9: 9.0 15.1
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 : 458: 159 85 153 141 175 380 353:
Old : 458: 159 85 153 141 175 380 353:
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 : 11.0 21.4 18.6 27.8 10.5 20.4 17.8 25.4
Old : 11.0 21.4 18.6 27.8 10.5 20.4 17.8 25.4
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 14, 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 : 4,010: 905 1,055 228 1,498 1,852 2,631 3,134: 1,379 876
Old : 4,010: 905 1,055 228 1,498 1,852 2,631 3,134: 1,379 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -57: -128 260 -30 106 -240 -52 -10: -5 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.3 5.7 37.4 46.2 65.6 78.2: 34.4 21.8
Old : 100.0: 22.6 26.3 5.7 37.4 46.2 65.6 78.2: 34.4 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 13 9 17 20 38 36:
Old : 55: 15 13 9 17 20 38 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 : 27.5 33.8 38.9 49.6 27.5 33.8 38.5 49.1
Old : 27.5 33.8 38.9 49.6 27.5 33.8 38.5 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 58,038: 17,409 7,497 11,291 16,176 13,812 44,876 32,601: 13,161 25,437
Old : 58,038: 17,409 7,497 11,291 16,176 13,812 44,876 32,601: 13,161 25,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,011: 104 556 531 722 669 1,357 1,756: 654 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 12.9 19.5 27.9 23.8 77.3 56.2: 22.7 43.8
Old : 100.0: 30.0 12.9 19.5 27.9 23.8 77.3 56.2: 22.7 43.8
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 : 228: 68 39 52 73 80 174 151:
Old : 228: 68 39 52 73 80 174 151:
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 9.7 19.4 15.8 11.0 7.7 16.7 12.0
Old : 12.2 9.7 19.4 15.8 11.0 7.7 16.7 12.0
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 14, 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 : 11,514: 902 5,700 1,602 8,131 3,898 10,635 11,200: 880 314
Old : 11,514: 902 5,700 1,602 8,131 3,898 10,635 11,200: 880 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 565: 30 126 287 233 217 550 631: 15 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 49.5 13.9 70.6 33.9 92.4 97.3: 7.6 2.7
Old : 100.0: 7.8 49.5 13.9 70.6 33.9 92.4 97.3: 7.6 2.7
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 : 38: 8 8 10 17 12 30 25:
Old : 38: 8 8 10 17 12 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 47.7 73.3 69.5 56.0 47.3 64.9 64.2
Old : 57.9 47.7 73.3 69.5 56.0 47.3 64.9 64.2
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 14, 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 : 39,207: 6,636 5,234 1,265 30,740 32,154 38,641 38,653: 566 554
Old : 39,207: 6,636 5,234 1,265 30,740 32,154 38,641 38,653: 566 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -1,121: -1,589 -426 0 268 -726 -1,321 -1,152: 200 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 13.3 3.2 78.4 82.0 98.6 98.6: 1.4 1.4
Old : 100.0: 16.9 13.3 3.2 78.4 82.0 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 1 12 13 14 18:
Old : 21: 2 4 1 12 13 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 59.9 88.7 86.9 50.6 52.4 66.1 64.0
Old : 61.0 59.9 88.7 86.9 50.6 52.4 66.1 64.0
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 14, 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 : 193,744: 34,369 102,524 7,467 120,414 38,230 162,250 148,222: 31,493 45,522
Old : 193,744: 34,369 102,524 7,467 120,414 38,230 162,250 148,222: 31,493 45,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 20,744: 4,204 11,192 1,773 10,782 5,443 16,760 18,408: 3,984 2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 52.9 3.9 62.2 19.7 83.7 76.5: 16.3 23.5
Old : 100.0: 17.7 52.9 3.9 62.2 19.7 83.7 76.5: 16.3 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 : 95: 28 33 14 27 23 57 68:
Old : 95: 28 33 14 27 23 57 68:
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 : 39.8 41.6 53.5 49.2 38.8 41.2 50.5 48.6
Old : 39.8 41.6 53.5 49.2 38.8 41.2 50.5 48.6
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, January 14, 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 : 45,316: 12,601 15,980 309 16,113 15,273 29,023 31,562: 16,292 13,754
Old : 45,316: 12,601 15,980 309 16,113 15,273 29,023 31,562: 16,292 13,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 931: -6,212 1,409 4 8,943 -483 2,735 930: -1,804 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 35.3 0.7 35.6 33.7 64.0 69.6: 36.0 30.4
Old : 100.0: 27.8 35.3 0.7 35.6 33.7 64.0 69.6: 36.0 30.4
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 : 42: 10 13 2 13 11 23 26:
Old : 42: 10 13 2 13 11 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 : 26.9 27.4 39.7 44.7 26.4 27.4 39.2 44.7
Old : 26.9 27.4 39.7 44.7 26.4 27.4 39.2 44.7
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 14, 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 : 112,998: 32,495 18,778 3,221 70,231 88,714 105,947 110,713: 7,051 2,285
Old : 112,998: 32,495 18,778 3,221 70,231 88,714 105,947 110,713: 7,051 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -4,010: -5,954 -2,064 13 1,563 -2,138 -4,378 -4,189: 368 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 16.6 2.9 62.2 78.5 93.8 98.0: 6.2 2.0
Old : 100.0: 28.8 16.6 2.9 62.2 78.5 93.8 98.0: 6.2 2.0
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 : 99: 45 24 5 13 19 63 43:
Old : 99: 45 24 5 13 19 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 51.3 77.2 70.8 67.9 51.3 75.5 70.8
Old : 67.9 51.3 77.2 70.8 67.9 51.3 75.5 70.8
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 14, 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 : 218,757: 53,670 41,842 10,080 115,654 144,290 179,405 196,213: 39,353 22,545
Old : 218,757: 53,670 41,842 10,080 115,654 144,290 179,405 196,213: 39,353 22,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 7,838: -1,123 6,199 1,142 9,424 431 9,443 7,772: -1,606 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.1 4.6 52.9 66.0 82.0 89.7: 18.0 10.3
Old : 100.0: 24.5 19.1 4.6 52.9 66.0 82.0 89.7: 18.0 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 : 115: 40 29 23 32 37 82 79:
Old : 115: 40 29 23 32 37 82 79:
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 : 41.0 39.0 50.2 58.8 40.6 38.9 49.8 57.8
Old : 41.0 39.0 50.2 58.8 40.6 38.9 49.8 57.8
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 14, 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 : 252,427: 9,794 129,553 16,838 206,851 51,906 233,483 198,297: 18,944 54,130
Old : 252,427: 9,794 129,553 16,838 206,851 51,906 233,483 198,297: 18,944 54,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -9,336: -760 -11,751 1,160 -11,610 6,348 -11,211 -4,244: 1,875 -5,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 51.3 6.7 81.9 20.6 92.5 78.6: 7.5 21.4
Old : 100.0: 3.9 51.3 6.7 81.9 20.6 92.5 78.6: 7.5 21.4
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 : 149: 24 76 31 31 37 73 126:
Old : 149: 24 76 31 31 37 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 : 46.3 24.8 62.8 34.7 46.0 24.6 62.4 32.7
Old : 46.3 24.8 62.8 34.7 46.0 24.6 62.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 294,974: 87,393 80,140 32,325 128,427 115,300 248,145 227,764: 46,829 67,210
Old : 294,974: 87,393 80,140 32,325 128,427 115,300 248,145 227,764: 46,829 67,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 4,634: -1,365 5,752 1,817 1,512 -3,573 1,965 3,996: 2,669 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 27.2 11.0 43.5 39.1 84.1 77.2: 15.9 22.8
Old : 100.0: 29.6 27.2 11.0 43.5 39.1 84.1 77.2: 15.9 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 48 76 48 51 59 129 153:
Old : 201: 48 76 48 51 59 129 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 16.6 35.8 24.7 25.4 15.6 34.9 22.7
Old : 26.3 16.6 35.8 24.7 25.4 15.6 34.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 12,239: 4,998 4,469 3,366 3,402 3,191 11,766 11,026: 473 1,213
Old : 12,239: 4,998 4,469 3,366 3,402 3,191 11,766 11,026: 473 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 36.5 27.5 27.8 26.1 96.1 90.1: 3.9 9.9
Old : 100.0: 40.8 36.5 27.5 27.8 26.1 96.1 90.1: 3.9 9.9
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 : 21: 4 10 4 5 3 10 16:
Old : 21: 4 10 4 5 3 10 16:
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 : 71.0 75.6 91.5 84.3 50.9 51.0 66.5 58.5
Old : 71.0 75.6 91.5 84.3 50.9 51.0 66.5 58.5
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 14, 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 : 22,870: 17,539 7,925 202 1,117 12,629 18,858 20,756: 4,012 2,114
Old : 22,870: 17,539 7,925 202 1,117 12,629 18,858 20,756: 4,012 2,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,831: 2,736 988 -80 195 1,875 2,851 2,783: -20 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 34.7 0.9 4.9 55.2 82.5 90.8: 17.5 9.2
Old : 100.0: 76.7 34.7 0.9 4.9 55.2 82.5 90.8: 17.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 15 1 5 14 32 30:
Old : 61: 27 15 1 5 14 32 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 : 42.9 55.3 56.8 69.6 42.9 55.3 56.8 69.6
Old : 42.9 55.3 56.8 69.6 42.9 55.3 56.8 69.6
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 14, 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 :15,913,060: 690,597 1,521,990 5,867,262 8,517,730 7,280,200 15,075,588 14,669,452: 837,472 1,243,608
Old :15,913,060: 690,597 1,521,990 5,867,262 8,517,730 7,280,200 15,075,588 14,669,452: 837,472 1,243,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -35,867: 28,203 62,247 -32,345 -62,906 -127,031 -67,048 -97,129: 31,181 61,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.6 36.9 53.5 45.7 94.7 92.2: 5.3 7.8
Old : 100.0: 4.3 9.6 36.9 53.5 45.7 94.7 92.2: 5.3 7.8
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 : 273: 48 81 103 128 137 247 254:
Old : 273: 48 81 103 128 137 247 254:
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 : 31.7 19.7 40.8 30.6 21.7 11.1 24.4 13.9
Old : 31.7 19.7 40.8 30.6 21.7 11.1 24.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 874,294: 111,093 91,946 63,023 588,099 638,536 762,215 793,506: 112,079 80,788
Old : 874,294: 111,093 91,946 63,023 588,099 638,536 762,215 793,506: 112,079 80,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 25,480: -3,235 6,300 6,452 27,074 14,976 30,290 27,728: -4,810 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.5 7.2 67.3 73.0 87.2 90.8: 12.8 9.2
Old : 100.0: 12.7 10.5 7.2 67.3 73.0 87.2 90.8: 12.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 173 109 127 257 239 485 421:
Old : 629: 173 109 127 257 239 485 421:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 16.4 20.8 24.4 11.8 15.6 18.0 22.0
Old : 13.2 16.4 20.8 24.4 11.8 15.6 18.0 22.0
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 14, 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 : 193,445: 9,656 8,478 14,887 109,406 138,822 133,949 162,187: 59,496 31,257
Old : 193,445: 9,656 8,478 14,887 109,406 138,822 133,949 162,187: 59,496 31,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 3,240: 1,506 2,927 540 5,402 -297 7,448 3,170: -4,208 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.4 7.7 56.6 71.8 69.2 83.8: 30.8 16.2
Old : 100.0: 5.0 4.4 7.7 56.6 71.8 69.2 83.8: 30.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 19 17 28 48 48 83 78:
Old : 99: 19 17 28 48 48 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 26.1 29.1 42.6 16.3 25.7 25.3 37.9
Old : 16.9 26.1 29.1 42.6 16.3 25.7 25.3 37.9
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 14, 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 : 3,404,246: 530,820 440,972 217,046 2,393,465 2,498,573 3,141,331 3,156,591: 262,915 247,655
Old : 3,404,246: 530,820 440,972 217,046 2,393,465 2,498,573 3,141,331 3,156,591: 262,915 247,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 111,202: -7,508 33,064 13,359 108,360 76,365 114,212 122,789: -3,010 -11,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.0 6.4 70.3 73.4 92.3 92.7: 7.7 7.3
Old : 100.0: 15.6 13.0 6.4 70.3 73.4 92.3 92.7: 7.7 7.3
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 : 593: 166 98 113 242 225 451 393:
Old : 593: 166 98 113 242 225 451 393:
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 : 14.9 15.9 23.7 24.3 13.3 15.5 20.4 23.2
Old : 14.9 15.9 23.7 24.3 13.3 15.5 20.4 23.2
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 14, 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 : 104,305: 13,745 3,117 840 79,137 97,585 93,722 101,542: 10,584 2,764
Old : 104,305: 13,745 3,117 840 79,137 97,585 93,722 101,542: 10,584 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 3,180: 808 500 -74 2,876 2,774 3,610 3,200: -430 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.0 0.8 75.9 93.6 89.9 97.4: 10.1 2.6
Old : 100.0: 13.2 3.0 0.8 75.9 93.6 89.9 97.4: 10.1 2.6
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 : 94: 15 6 4 50 40 66 49:
Old : 94: 15 6 4 50 40 66 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 42.6 51.1 62.1 36.2 42.6 50.6 62.0
Old : 36.4 42.6 51.1 62.1 36.2 42.6 50.6 62.0
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 14, 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 : 88,623: 25,113 7,535 842 56,108 76,356 82,063 84,733: 6,560 3,890
Old : 88,623: 25,113 7,535 842 56,108 76,356 82,063 84,733: 6,560 3,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 239: 613 1,638 251 -651 -2,317 214 -428: 25 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.5 1.0 63.3 86.2 92.6 95.6: 7.4 4.4
Old : 100.0: 28.3 8.5 1.0 63.3 86.2 92.6 95.6: 7.4 4.4
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 : 228: 81 28 16 79 62 167 99:
Old : 228: 81 28 16 79 62 167 99:
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 : 36.7 41.7 46.2 63.3 36.7 41.7 46.2 63.1
Old : 36.7 41.7 46.2 63.3 36.7 41.7 46.2 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 443,116: 125,564 37,675 4,212 280,538 381,778 410,314 423,666: 32,802 19,450
Old : 443,116: 125,564 37,675 4,212 280,538 381,778 410,314 423,666: 32,802 19,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 1,194: 3,064 8,188 1,257 -3,254 -11,583 1,068 -2,139: 126 3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.5 1.0 63.3 86.2 92.6 95.6: 7.4 4.4
Old : 100.0: 28.3 8.5 1.0 63.3 86.2 92.6 95.6: 7.4 4.4
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 : 228: 81 28 16 79 62 167 99:
Old : 228: 81 28 16 79 62 167 99:
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 : 36.7 41.7 46.2 63.3 36.7 41.7 46.2 63.1
Old : 36.7 41.7 46.2 63.3 36.7 41.7 46.2 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 131,298: 10,236 60,993 9,637 91,022 26,440 110,895 97,070: 20,403 34,228
Old : 131,298: 10,236 60,993 9,637 91,022 26,440 110,895 97,070: 20,403 34,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -9,075: -4,004 -9,513 1,203 -7,086 323 -9,886 -7,986: 811 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 46.5 7.3 69.3 20.1 84.5 73.9: 15.5 26.1
Old : 100.0: 7.8 46.5 7.3 69.3 20.1 84.5 73.9: 15.5 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 : 87: 19 37 22 21 23 52 70:
Old : 87: 19 37 22 21 23 52 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 : 49.8 29.9 64.2 40.3 48.3 29.3 60.4 39.7
Old : 49.8 29.9 64.2 40.3 48.3 29.3 60.4 39.7
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 14, 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 : 75,571: 25,338 20,295 25 38,853 48,760 64,216 69,080: 11,355 6,491
Old : 75,571: 25,338 20,295 25 38,853 48,760 64,216 69,080: 11,355 6,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -3,014: 322 -570 -66 -2,722 -206 -2,466 -842: -548 -2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 26.9 0.0 51.4 64.5 85.0 91.4: 15.0 8.6
Old : 100.0: 33.5 26.9 0.0 51.4 64.5 85.0 91.4: 15.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 15 2 28 13 61 30:
Old : 87: 33 15 2 28 13 61 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 : 31.2 64.2 43.8 74.3 31.2 64.2 43.7 74.3
Old : 31.2 64.2 43.8 74.3 31.2 64.2 43.7 74.3
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 14, 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 : 104,755: 37,569 11,481 119 57,334 20,114 95,022 31,714: 9,733 73,041
Old : 104,755: 37,569 11,481 119 57,334 20,114 95,022 31,714: 9,733 73,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -2,996: -3,389 -2,207 91 2,963 -2,858 -335 -4,974: -2,661 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.0 0.1 54.7 19.2 90.7 30.3: 9.3 69.7
Old : 100.0: 35.9 11.0 0.1 54.7 19.2 90.7 30.3: 9.3 69.7
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 : 93: 36 8 2 42 16 79 25:
Old : 93: 36 8 2 42 16 79 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 19.5 53.2 26.0 40.6 18.9 52.9 25.4
Old : 40.6 19.5 53.2 26.0 40.6 18.9 52.9 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014