BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 7,884: 127 2,690 933 5,299 3,513 6,359 7,136: 1,525 749
Old : 7,884: 127 2,690 933 5,299 3,513 6,359 7,136: 1,525 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 160: 9 69 12 40 103 61 184: 99 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 34.1 11.8 67.2 44.6 80.7 90.5: 19.3 9.5
Old : 100.0: 1.6 34.1 11.8 67.2 44.6 80.7 90.5: 19.3 9.5
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 9 9 16 16 26 29:
Old : 36: 5 9 9 16 16 26 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 : 38.8 46.1 56.9 63.0 38.2 44.6 51.7 56.9
Old : 38.8 46.1 56.9 63.0 38.2 44.6 51.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 66,851: 16,876 4,428 17,246 27,672 31,598 61,795 53,271: 5,057 13,580
Old : 66,851: 16,876 4,428 17,246 27,672 31,598 61,795 53,271: 5,057 13,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,905: 515 330 366 2,145 1,710 3,026 2,406: -120 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.6 25.8 41.4 47.3 92.4 79.7: 7.6 20.3
Old : 100.0: 25.2 6.6 25.8 41.4 47.3 92.4 79.7: 7.6 20.3
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 : 103: 28 23 38 42 38 90 80:
Old : 103: 28 23 38 42 38 90 80:
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 : 31.3 21.1 46.6 33.0 30.9 20.2 43.3 29.1
Old : 31.3 21.1 46.6 33.0 30.9 20.2 43.3 29.1
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, September 30, 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 : 5,664: 274 1,666 631 3,810 2,321 4,714 4,617: 950 1,047
Old : 5,664: 274 1,666 631 3,810 2,321 4,714 4,617: 950 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 227: -6 39 82 100 -1 176 120: 51 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 29.4 11.1 67.3 41.0 83.2 81.5: 16.8 18.5
Old : 100.0: 4.8 29.4 11.1 67.3 41.0 83.2 81.5: 16.8 18.5
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 : 26: 5 6 9 14 10 24 20:
Old : 26: 5 6 9 14 10 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 46.8 67.8 68.8 35.9 37.0 49.0 47.3
Old : 45.8 46.8 67.8 68.8 35.9 37.0 49.0 47.3
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, September 30, 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 : 8,024: 4,731 140 852 1,963 4,803 7,546 5,795: 478 2,229
Old : 8,024: 4,731 140 852 1,963 4,803 7,546 5,795: 478 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 222: 154 -3 -5 69 148 218 140: 4 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 1.7 10.6 24.5 59.9 94.0 72.2: 6.0 27.8
Old : 100.0: 59.0 1.7 10.6 24.5 59.9 94.0 72.2: 6.0 27.8
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 : 38: 14 3 12 10 17 25 31:
Old : 38: 14 3 12 10 17 25 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 : 62.5 38.4 77.7 50.0 59.8 37.9 70.6 48.1
Old : 62.5 38.4 77.7 50.0 59.8 37.9 70.6 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 338,191: 101,222 14,577 101,817 103,112 178,904 306,150 295,298: 32,041 42,894
Old : 52,321: 12,701 2,832 30,536 4,814 13,188 48,051 46,556: 4,270 5,765
Other: 285,870: 93,477 16,701 66,325 98,298 165,716 258,100 248,742: 27,771 37,129
: : :
: : Changes in Commitments from: September 23, 2014 :
: 11,478: 2,220 -26 7,065 1,014 3,413 10,298 10,451: 1,180 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.3 30.1 30.5 52.9 90.5 87.3: 9.5 12.7
Old : 100.0: 24.3 5.4 58.4 9.2 25.2 91.8 89.0: 8.2 11.0
Other: 100.0: 32.7 5.8 23.2 34.4 58.0 90.3 87.0: 9.7 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 142 56 121 98 112 290 253:
Old : 209: 72 36 49 30 87 122 152:
Other: 329: 119 72 95 96 105 264 233:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 19.1 19.3 28.8 9.8 17.5 17.2 24.8
Old : 20.5 20.0 35.5 34.6 9.2 7.0 13.2 10.9
Other: 11.2 21.5 20.5 31.3 10.9 20.1 19.7 28.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 441,223: 149,185 26,613 133,259 121,027 219,928 403,471 379,800: 37,752 61,423
Old : 441,223: 149,185 26,613 133,259 121,027 219,928 403,471 379,800: 37,752 61,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 17,891: -515 1,692 12,356 3,072 4,025 14,913 18,074: 2,977 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 6.0 30.2 27.4 49.8 91.4 86.1: 8.6 13.9
Old : 100.0: 33.8 6.0 30.2 27.4 49.8 91.4 86.1: 8.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 171 77 144 149 177 378 357:
Old : 465: 171 77 144 149 177 378 357:
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 : 10.8 18.1 18.9 26.5 10.2 16.7 16.7 22.1
Old : 10.8 18.1 18.9 26.5 10.2 16.7 16.7 22.1
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, September 30, 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 : 4,191: 1,483 1,343 499 1,180 1,064 3,163 2,906: 1,028 1,284
Old : 4,191: 1,483 1,343 499 1,180 1,064 3,163 2,906: 1,028 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 272: 5 133 148 -59 -62 94 219: 178 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 32.1 11.9 28.2 25.4 75.5 69.4: 24.5 30.6
Old : 100.0: 35.4 32.1 11.9 28.2 25.4 75.5 69.4: 24.5 30.6
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 : 54: 16 13 10 18 13 41 32:
Old : 54: 16 13 10 18 13 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 24.1 40.4 38.1 29.7 24.0 40.2 37.8
Old : 29.7 24.1 40.4 38.1 29.7 24.0 40.2 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 54,779: 15,388 7,607 12,342 16,001 12,045 43,731 31,995: 11,048 22,785
Old : 54,779: 15,388 7,607 12,342 16,001 12,045 43,731 31,995: 11,048 22,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -3,844: -1,064 -589 -2,249 265 -176 -3,049 -3,014: -795 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 13.9 22.5 29.2 22.0 79.8 58.4: 20.2 41.6
Old : 100.0: 28.1 13.9 22.5 29.2 22.0 79.8 58.4: 20.2 41.6
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 : 242: 68 53 56 79 85 181 169:
Old : 242: 68 53 56 79 85 181 169:
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 : 14.3 10.0 22.9 16.1 12.0 5.7 17.8 9.0
Old : 14.3 10.0 22.9 16.1 12.0 5.7 17.8 9.0
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, September 30, 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 : 23,737: 2,562 14,431 2,751 17,331 5,513 22,644 22,695: 1,093 1,042
Old : 23,737: 2,562 14,431 2,751 17,331 5,513 22,644 22,695: 1,093 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 766: 147 594 55 552 146 754 794: 12 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 60.8 11.6 73.0 23.2 95.4 95.6: 4.6 4.4
Old : 100.0: 10.8 60.8 11.6 73.0 23.2 95.4 95.6: 4.6 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 : 47: 11 14 12 17 13 37 30:
Old : 47: 11 14 12 17 13 37 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 : 52.9 64.6 69.3 78.4 52.9 64.5 67.8 77.0
Old : 52.9 64.6 69.3 78.4 52.9 64.5 67.8 77.0
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, September 30, 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 : 35,957: 7,023 7,807 0 28,493 27,521 35,516 35,328: 441 629
Old : 35,957: 7,023 7,807 0 28,493 27,521 35,516 35,328: 441 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,027: 612 650 -29 2,348 2,208 2,930 2,829: 97 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.7 0.0 79.2 76.5 98.8 98.3: 1.2 1.7
Old : 100.0: 19.5 21.7 0.0 79.2 76.5 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 3 0 10 14 17 17:
Old : 25: 7 3 0 10 14 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 : 64.2 60.3 93.9 86.4 59.0 55.2 82.7 78.3
Old : 64.2 60.3 93.9 86.4 59.0 55.2 82.7 78.3
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, September 30, 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 : 117,809: 32,973 36,387 12,698 43,551 32,408 89,222 81,493: 28,586 36,316
Old : 117,809: 32,973 36,387 12,698 43,551 32,408 89,222 81,493: 28,586 36,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 17,918: 5,849 12,250 2,540 7,572 1,772 15,961 16,561: 1,957 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.9 10.8 37.0 27.5 75.7 69.2: 24.3 30.8
Old : 100.0: 28.0 30.9 10.8 37.0 27.5 75.7 69.2: 24.3 30.8
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 : 85: 28 30 20 20 19 54 64:
Old : 85: 28 30 20 20 19 54 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 20.1 35.5 29.7 19.5 17.9 29.6 24.9
Old : 24.8 20.1 35.5 29.7 19.5 17.9 29.6 24.9
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, September 30, 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 : 64,938: 12,425 23,886 2,459 42,452 12,665 57,336 39,010: 7,602 25,928
Old : 64,938: 12,425 23,886 2,459 42,452 12,665 57,336 39,010: 7,602 25,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 7,537: 3,925 2,570 725 3,264 4,108 7,914 7,402: -377 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 36.8 3.8 65.4 19.5 88.3 60.1: 11.7 39.9
Old : 100.0: 19.1 36.8 3.8 65.4 19.5 88.3 60.1: 11.7 39.9
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 : 46: 14 13 6 14 15 29 33:
Old : 46: 14 13 6 14 15 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 25.5 65.1 36.7 50.5 24.8 62.5 35.4
Old : 53.0 25.5 65.1 36.7 50.5 24.8 62.5 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 148,964: 48,863 56,178 1,541 94,425 85,356 144,828 143,075: 4,136 5,889
Old : 148,964: 48,863 56,178 1,541 94,425 85,356 144,828 143,075: 4,136 5,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -2,595: -9,436 8,404 -4 7,945 -13,189 -1,495 -4,789: -1,100 2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 37.7 1.0 63.4 57.3 97.2 96.0: 2.8 4.0
Old : 100.0: 32.8 37.7 1.0 63.4 57.3 97.2 96.0: 2.8 4.0
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 : 109: 22 52 4 17 22 42 77:
Old : 109: 22 52 4 17 22 42 77:
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 : 82.9 46.0 88.9 62.1 82.9 46.0 88.9 62.1
Old : 82.9 46.0 88.9 62.1 82.9 46.0 88.9 62.1
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, September 30, 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 : 180,653: 52,914 43,923 28,026 74,837 78,168 155,777 150,117: 24,876 30,535
Old : 180,653: 52,914 43,923 28,026 74,837 78,168 155,777 150,117: 24,876 30,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 1,341: -491 -4,547 2,492 -1,741 8,358 260 6,302: 1,081 -4,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.3 15.5 41.4 43.3 86.2 83.1: 13.8 16.9
Old : 100.0: 29.3 24.3 15.5 41.4 43.3 86.2 83.1: 13.8 16.9
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 : 114: 32 42 31 26 35 77 89:
Old : 114: 32 42 31 26 35 77 89:
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 : 26.8 20.0 39.3 30.9 25.8 18.0 35.5 25.7
Old : 26.8 20.0 39.3 30.9 25.8 18.0 35.5 25.7
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, September 30, 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 : 295,897: 29,128 152,151 29,948 218,679 52,255 277,755 234,354: 18,143 61,543
Old : 295,897: 29,128 152,151 29,948 218,679 52,255 277,755 234,354: 18,143 61,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 22,496: 1,246 16,863 3,026 19,772 4,067 24,045 23,957: -1,548 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 51.4 10.1 73.9 17.7 93.9 79.2: 6.1 20.8
Old : 100.0: 9.8 51.4 10.1 73.9 17.7 93.9 79.2: 6.1 20.8
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 : 150: 23 75 30 35 35 79 119:
Old : 150: 23 75 30 35 35 79 119:
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 : 39.9 24.0 54.2 35.1 39.4 24.0 53.7 34.0
Old : 39.9 24.0 54.2 35.1 39.4 24.0 53.7 34.0
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, September 30, 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 : 551,194: 65,275 197,792 84,946 354,332 173,573 504,553 456,312: 46,641 94,882
Old : 551,194: 65,275 197,792 84,946 354,332 173,573 504,553 456,312: 46,641 94,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 42,169: 6,403 -4,343 16,124 15,409 28,062 37,936 39,843: 4,233 2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 35.9 15.4 64.3 31.5 91.5 82.8: 8.5 17.2
Old : 100.0: 11.8 35.9 15.4 64.3 31.5 91.5 82.8: 8.5 17.2
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 : 255: 60 108 70 58 64 155 205:
Old : 255: 60 108 70 58 64 155 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 20.1 47.4 29.9 32.1 18.3 42.4 24.0
Old : 34.6 20.1 47.4 29.9 32.1 18.3 42.4 24.0
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, September 30, 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 : 63,322: 12,990 29,690 7,692 41,734 25,261 62,416 62,643: 906 679
Old : 63,322: 12,990 29,690 7,692 41,734 25,261 62,416 62,643: 906 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,522: -5,281 3,859 618 7,320 -2,075 2,657 2,402: -135 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 46.9 12.1 65.9 39.9 98.6 98.9: 1.4 1.1
Old : 100.0: 20.5 46.9 12.1 65.9 39.9 98.6 98.9: 1.4 1.1
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 : 27: 9 9 6 6 6 18 18:
Old : 27: 9 9 6 6 6 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 87.3 89.7 95.3 58.4 70.2 69.5 73.5
Old : 72.4 87.3 89.7 95.3 58.4 70.2 69.5 73.5
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, September 30, 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 : 18,240: 10,092 10,028 409 5,356 3,214 15,857 13,651: 2,383 4,589
Old : 18,240: 10,092 10,028 409 5,356 3,214 15,857 13,651: 2,383 4,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,074: 313 2,090 213 1,692 -659 2,218 1,644: -144 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 55.0 2.2 29.4 17.6 86.9 74.8: 13.1 25.2
Old : 100.0: 55.3 55.0 2.2 29.4 17.6 86.9 74.8: 13.1 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 : 64: 17 28 2 10 12 27 42:
Old : 64: 17 28 2 10 12 27 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 22.8 51.6 36.1 33.9 22.8 49.8 36.1
Old : 34.8 22.8 51.6 36.1 33.9 22.8 49.8 36.1
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, September 30, 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 :21,084,117: 1,270,633 2,459,723 8,800,021 10,185,687 8,431,331 20,256,341 19,691,074: 827,777 1,393,043
Old :21,084,117: 1,270,633 2,459,723 8,800,021 10,185,687 8,431,331 20,256,341 19,691,074: 827,777 1,393,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 536,518: 51,906 -52,156 571,888 -103,659 1,512 520,135 521,244: 16,383 15,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.7 41.7 48.3 40.0 96.1 93.4: 3.9 6.6
Old : 100.0: 6.0 11.7 41.7 48.3 40.0 96.1 93.4: 3.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 58 112 136 154 165 303 329:
Old : 346: 58 112 136 154 165 303 329:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 19.7 38.7 29.2 14.5 4.2 20.9 6.8
Old : 24.2 19.7 38.7 29.2 14.5 4.2 20.9 6.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 854,362: 102,098 94,642 69,465 578,975 615,092 750,537 779,199: 103,824 75,163
Old : 854,362: 102,098 94,642 69,465 578,975 615,092 750,537 779,199: 103,824 75,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 601: 3,531 -9,220 564 -7,003 8,036 -2,908 -620: 3,509 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.1 8.1 67.8 72.0 87.8 91.2: 12.2 8.8
Old : 100.0: 12.0 11.1 8.1 67.8 72.0 87.8 91.2: 12.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 157 118 137 254 259 478 447:
Old : 627: 157 118 137 254 259 478 447:
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 : 15.0 11.9 23.5 20.6 12.3 10.6 19.1 17.8
Old : 15.0 11.9 23.5 20.6 12.3 10.6 19.1 17.8
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, September 30, 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 : 180,462: 10,228 12,252 16,298 104,771 129,561 131,297 158,111: 49,165 22,351
Old : 180,462: 10,228 12,252 16,298 104,771 129,561 131,297 158,111: 49,165 22,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 1,308: -1,781 -249 -182 1,407 1,560 -556 1,129: 1,864 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.8 9.0 58.1 71.8 72.8 87.6: 27.2 12.4
Old : 100.0: 5.7 6.8 9.0 58.1 71.8 72.8 87.6: 27.2 12.4
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 : 97: 15 17 23 51 51 78 79:
Old : 97: 15 17 23 51 51 78 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 : 20.4 26.6 31.8 46.2 16.0 26.4 24.8 41.2
Old : 20.4 26.6 31.8 46.2 16.0 26.4 24.8 41.2
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, September 30, 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 : 3,369,497: 460,878 413,478 264,305 2,371,018 2,427,654 3,096,202 3,105,437: 273,296 264,060
Old : 3,369,497: 460,878 413,478 264,305 2,371,018 2,427,654 3,096,202 3,105,437: 273,296 264,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -3,534: 19,088 -52,328 11,200 -42,049 32,382 -11,762 -8,746: 8,227 5,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.3 7.8 70.4 72.0 91.9 92.2: 8.1 7.8
Old : 100.0: 13.7 12.3 7.8 70.4 72.0 91.9 92.2: 8.1 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 : 600: 149 108 125 243 249 453 421:
Old : 600: 149 108 125 243 249 453 421:
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 : 17.0 13.4 25.3 22.5 14.0 12.8 21.4 20.5
Old : 17.0 13.4 25.3 22.5 14.0 12.8 21.4 20.5
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, September 30, 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 : 98,940: 11,842 4,871 1,923 69,907 88,281 83,672 95,075: 15,268 3,865
Old : 98,940: 11,842 4,871 1,923 69,907 88,281 83,672 95,075: 15,268 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,736: -3,541 -61 1,182 3,033 1,972 674 3,093: 3,062 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.9 1.9 70.7 89.2 84.6 96.1: 15.4 3.9
Old : 100.0: 12.0 4.9 1.9 70.7 89.2 84.6 96.1: 15.4 3.9
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 : 95: 18 5 4 50 39 69 47:
Old : 95: 18 5 4 50 39 69 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 : 30.8 36.1 42.2 58.5 30.7 36.1 41.4 58.3
Old : 30.8 36.1 42.2 58.5 30.7 36.1 41.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 78,993: 22,554 8,444 1,573 47,674 63,581 71,801 73,598: 7,192 5,395
Old : 78,993: 22,554 8,444 1,573 47,674 63,581 71,801 73,598: 7,192 5,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 635: 935 -307 -214 -1,308 1,097 -587 576: 1,221 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.7 2.0 60.4 80.5 90.9 93.2: 9.1 6.8
Old : 100.0: 28.6 10.7 2.0 60.4 80.5 90.9 93.2: 9.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 64 61 25 78 78 155 151:
Old : 253: 64 61 25 78 78 155 151:
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 : 35.7 37.1 45.6 52.8 35.7 37.1 45.5 52.8
Old : 35.7 37.1 45.6 52.8 35.7 37.1 45.5 52.8
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, September 30, 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 : 394,966: 112,772 42,220 7,864 238,369 317,905 359,006 367,989: 35,960 26,977
Old : 394,966: 112,772 42,220 7,864 238,369 317,905 359,006 367,989: 35,960 26,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,173: 4,673 -1,533 -1,069 -6,539 5,483 -2,934 2,882: 6,107 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.7 2.0 60.4 80.5 90.9 93.2: 9.1 6.8
Old : 100.0: 28.6 10.7 2.0 60.4 80.5 90.9 93.2: 9.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 64 61 25 78 78 155 151:
Old : 253: 64 61 25 78 78 155 151:
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 : 35.7 37.1 45.6 52.8 35.7 37.1 45.5 52.8
Old : 35.7 37.1 45.6 52.8 35.7 37.1 45.5 52.8
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, September 30, 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 : 163,968: 42,368 48,592 18,881 79,592 57,730 140,840 125,203: 23,128 38,765
Old : 163,968: 42,368 48,592 18,881 79,592 57,730 140,840 125,203: 23,128 38,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 16,258: -5,452 5,687 3,183 20,694 3,391 18,425 12,260: -2,168 3,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 29.6 11.5 48.5 35.2 85.9 76.4: 14.1 23.6
Old : 100.0: 25.8 29.6 11.5 48.5 35.2 85.9 76.4: 14.1 23.6
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 : 102: 27 44 23 21 25 58 82:
Old : 102: 27 44 23 21 25 58 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 19.2 50.5 31.7 36.4 18.3 45.1 28.9
Old : 38.9 19.2 50.5 31.7 36.4 18.3 45.1 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 63,635: 22,220 15,737 271 29,469 27,343 51,960 43,351: 11,675 20,284
Old : 63,635: 22,220 15,737 271 29,469 27,343 51,960 43,351: 11,675 20,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -856: -1,607 -1,925 221 -37 89 -1,423 -1,615: 567 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 24.7 0.4 46.3 43.0 81.7 68.1: 18.3 31.9
Old : 100.0: 34.9 24.7 0.4 46.3 43.0 81.7 68.1: 18.3 31.9
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 : 65: 18 15 2 23 12 42 28:
Old : 65: 18 15 2 23 12 42 28:
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 : 39.1 48.6 52.4 58.0 39.0 48.6 52.4 58.0
Old : 39.1 48.6 52.4 58.0 39.0 48.6 52.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 104,548: 38,641 8,991 370 54,280 19,683 93,291 29,044: 11,257 75,504
Old : 104,548: 38,641 8,991 370 54,280 19,683 93,291 29,044: 11,257 75,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 2,145: -1,994 2,077 -306 2,904 587 604 2,358: 1,541 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.6 0.4 51.9 18.8 89.2 27.8: 10.8 72.2
Old : 100.0: 37.0 8.6 0.4 51.9 18.8 89.2 27.8: 10.8 72.2
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 : 85: 35 7 2 33 20 69 28:
Old : 85: 35 7 2 33 20 69 28:
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 : 40.7 16.3 50.8 20.5 39.5 16.3 49.7 19.9
Old : 40.7 16.3 50.8 20.5 39.5 16.3 49.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014