BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 7,500: 307 2,296 666 5,314 3,212 6,288 6,174: 1,212 1,326
Old : 7,500: 307 2,296 666 5,314 3,212 6,288 6,174: 1,212 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 464: 59 81 59 441 200 558 339: -95 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 30.6 8.9 70.9 42.8 83.8 82.3: 16.2 17.7
Old : 100.0: 4.1 30.6 8.9 70.9 42.8 83.8 82.3: 16.2 17.7
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 : 37: 4 10 9 18 16 29 28:
Old : 37: 4 10 9 18 16 29 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 : 38.6 43.3 59.7 59.4 37.4 41.4 54.8 53.4
Old : 38.6 43.3 59.7 59.4 37.4 41.4 54.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 68,461: 21,989 4,921 14,521 28,637 31,913 65,146 51,354: 3,315 17,107
Old : 68,461: 21,989 4,921 14,521 28,637 31,913 65,146 51,354: 3,315 17,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,958: 1,667 -215 964 587 1,323 3,218 2,072: -260 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.2 21.2 41.8 46.6 95.2 75.0: 4.8 25.0
Old : 100.0: 32.1 7.2 21.2 41.8 46.6 95.2 75.0: 4.8 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 24 26 40 44 36 92 78:
Old : 102: 24 26 40 44 36 92 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 : 35.4 22.6 50.4 33.8 35.1 20.8 48.1 30.2
Old : 35.4 22.6 50.4 33.8 35.1 20.8 48.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 6,994: 96 1,544 736 5,195 3,269 6,027 5,549: 967 1,445
Old : 6,994: 96 1,544 736 5,195 3,269 6,027 5,549: 967 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 149: -2 -31 -28 102 288 72 229: 77 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 22.1 10.5 74.3 46.7 86.2 79.3: 13.8 20.7
Old : 100.0: 1.4 22.1 10.5 74.3 46.7 86.2 79.3: 13.8 20.7
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 : 32: 2 10 11 18 12 29 24:
Old : 32: 2 10 11 18 12 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 36.1 67.8 56.7 40.4 29.8 56.8 41.9
Old : 43.3 36.1 67.8 56.7 40.4 29.8 56.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 6,598: 3,554 12 1,027 1,513 3,202 6,093 4,241: 504 2,357
Old : 6,598: 3,554 12 1,027 1,513 3,202 6,093 4,241: 504 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -50: -57 8 12 -28 -52 -73 -32: 23 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 0.2 15.6 22.9 48.5 92.4 64.3: 7.6 35.7
Old : 100.0: 53.9 0.2 15.6 22.9 48.5 92.4 64.3: 7.6 35.7
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 : 31: 12 2 13 8 14 22 27:
Old : 31: 12 2 13 8 14 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 32.6 74.3 44.7 54.6 31.0 65.3 39.5
Old : 58.4 32.6 74.3 44.7 54.6 31.0 65.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 295,967: 98,780 20,370 78,077 91,291 159,429 268,148 257,875: 27,818 38,091
Old : 293,637: 98,386 20,403 77,240 90,706 158,241 266,332 255,883: 27,305 37,754
Other: 2,330: 725 297 506 586 1,188 1,817 1,992: 513 338
: : :
: : Changes in Commitments from: November 11, 2014 :
: 359: 5,608 -697 1,755 -5,873 -2,016 1,490 -958: -1,130 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.9 26.4 30.8 53.9 90.6 87.1: 9.4 12.9
Old : 100.0: 33.5 6.9 26.3 30.9 53.9 90.7 87.1: 9.3 12.9
Other: 100.0: 31.1 12.8 21.7 25.1 51.0 78.0 85.5: 22.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 117 59 93 99 104 259 220:
Old : 306: 116 59 93 99 104 258 220:
Other: 37: 10 2 7 14 15 26 22:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 21.1 20.2 29.9 11.3 19.2 19.2 26.3
Old : 11.8 21.3 20.3 30.1 11.4 19.4 19.3 26.5
Other: 43.4 42.9 57.6 64.1 38.1 38.6 47.7 55.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 438,232: 149,296 18,920 131,200 118,725 225,388 399,222 375,508: 39,009 62,723
Old : 438,232: 149,296 18,920 131,200 118,725 225,388 399,222 375,508: 39,009 62,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 22,459: 5,813 -3,256 11,191 3,294 12,417 20,298 20,353: 2,161 2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 4.3 29.9 27.1 51.4 91.1 85.7: 8.9 14.3
Old : 100.0: 34.1 4.3 29.9 27.1 51.4 91.1 85.7: 8.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 161 76 125 140 187 354 350:
Old : 459: 161 76 125 140 187 354 350:
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 : 12.5 20.5 20.3 29.2 10.2 18.3 17.2 23.2
Old : 12.5 20.5 20.3 29.2 10.2 18.3 17.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 5,250: 1,488 2,752 377 2,355 818 4,220 3,947: 1,030 1,303
Old : 5,250: 1,488 2,752 377 2,355 818 4,220 3,947: 1,030 1,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 742: 61 70 126 616 235 802 430: -61 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 52.4 7.2 44.9 15.6 80.4 75.2: 19.6 24.8
Old : 100.0: 28.3 52.4 7.2 44.9 15.6 80.4 75.2: 19.6 24.8
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 : 64: 18 16 8 24 17 44 40:
Old : 64: 18 16 8 24 17 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 35.3 43.1 47.0 32.2 35.3 42.1 47.0
Old : 32.2 35.3 43.1 47.0 32.2 35.3 42.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 57,360: 15,054 7,829 14,491 16,768 13,667 46,313 35,987: 11,047 21,373
Old : 57,360: 15,054 7,829 14,491 16,768 13,667 46,313 35,987: 11,047 21,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 265: 198 353 104 95 166 397 624: -133 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.6 25.3 29.2 23.8 80.7 62.7: 19.3 37.3
Old : 100.0: 26.2 13.6 25.3 29.2 23.8 80.7 62.7: 19.3 37.3
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 : 253: 73 52 62 86 90 193 180:
Old : 253: 73 52 62 86 90 193 180:
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 : 13.7 10.5 21.3 17.8 11.8 6.7 17.5 9.8
Old : 13.7 10.5 21.3 17.8 11.8 6.7 17.5 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 32,820: 3,277 20,778 3,414 24,822 6,821 31,513 31,013: 1,307 1,807
Old : 32,820: 3,277 20,778 3,414 24,822 6,821 31,513 31,013: 1,307 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,372: 643 1,513 180 1,471 494 2,294 2,186: 78 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 63.3 10.4 75.6 20.8 96.0 94.5: 4.0 5.5
Old : 100.0: 10.0 63.3 10.4 75.6 20.8 96.0 94.5: 4.0 5.5
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 : 56: 9 21 14 20 14 40 39:
Old : 56: 9 21 14 20 14 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 62.8 68.2 77.4 54.6 62.8 66.9 75.9
Old : 54.6 62.8 68.2 77.4 54.6 62.8 66.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 59,343: 4,451 8,050 109 54,517 50,521 59,077 58,680: 266 663
Old : 59,343: 4,451 8,050 109 54,517 50,521 59,077 58,680: 266 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,657: -1 -477 0 2,710 2,961 2,709 2,484: -52 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.6 0.2 91.9 85.1 99.6 98.9: 0.4 1.1
Old : 100.0: 7.5 13.6 0.2 91.9 85.1 99.6 98.9: 0.4 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 : 32: 6 8 1 12 14 19 22:
Old : 32: 6 8 1 12 14 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 58.0 91.0 81.8 46.4 40.0 59.9 53.2
Old : 69.1 58.0 91.0 81.8 46.4 40.0 59.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 126,594: 30,737 50,705 11,496 60,507 24,957 102,739 87,158: 23,855 39,436
Old : 126,594: 30,737 50,705 11,496 60,507 24,957 102,739 87,158: 23,855 39,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -2,225: -659 -3,038 366 -743 78 -1,035 -2,594: -1,190 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 40.1 9.1 47.8 19.7 81.2 68.8: 18.8 31.2
Old : 100.0: 24.3 40.1 9.1 47.8 19.7 81.2 68.8: 18.8 31.2
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 : 81: 22 32 22 20 20 51 66:
Old : 81: 22 32 22 20 20 51 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 27.8 44.4 35.9 28.4 26.7 40.5 33.2
Old : 31.9 27.8 44.4 35.9 28.4 26.7 40.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 67,274: 9,265 30,488 2,826 48,461 11,865 60,552 45,180: 6,722 22,095
Old : 67,274: 9,265 30,488 2,826 48,461 11,865 60,552 45,180: 6,722 22,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -378: 121 -314 389 -442 171 68 246: -447 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 45.3 4.2 72.0 17.6 90.0 67.2: 10.0 32.8
Old : 100.0: 13.8 45.3 4.2 72.0 17.6 90.0 67.2: 10.0 32.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 17 7 13 12 29 33:
Old : 48: 13 17 7 13 12 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 : 61.1 32.2 70.1 44.3 58.5 32.0 66.8 43.2
Old : 61.1 32.2 70.1 44.3 58.5 32.0 66.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 167,844: 31,297 60,246 11,849 120,789 90,535 163,934 162,630: 3,910 5,214
Old : 167,844: 31,297 60,246 11,849 120,789 90,535 163,934 162,630: 3,910 5,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1: 1,808 1,179 -2,251 373 1,272 -70 200: 69 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 35.9 7.1 72.0 53.9 97.7 96.9: 2.3 3.1
Old : 100.0: 18.6 35.9 7.1 72.0 53.9 97.7 96.9: 2.3 3.1
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 : 123: 38 52 8 19 21 61 78:
Old : 123: 38 52 8 19 21 61 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 : 66.3 42.9 79.6 64.7 62.7 38.3 69.9 53.2
Old : 66.3 42.9 79.6 64.7 62.7 38.3 69.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 210,309: 45,357 63,088 22,873 118,339 87,706 186,569 173,667: 23,740 36,641
Old : 210,309: 45,357 63,088 22,873 118,339 87,706 186,569 173,667: 23,740 36,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 24,527: 3,647 10,237 3,962 14,644 5,758 22,253 19,957: 2,274 4,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 30.0 10.9 56.3 41.7 88.7 82.6: 11.3 17.4
Old : 100.0: 21.6 30.0 10.9 56.3 41.7 88.7 82.6: 11.3 17.4
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 : 112: 33 34 25 29 37 72 87:
Old : 112: 33 34 25 29 37 72 87:
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 : 40.4 25.1 49.6 39.5 39.4 23.8 47.8 36.9
Old : 40.4 25.1 49.6 39.5 39.4 23.8 47.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 309,406: 44,568 139,269 37,241 208,028 68,865 289,837 245,375: 19,568 64,031
Old : 309,406: 44,568 139,269 37,241 208,028 68,865 289,837 245,375: 19,568 64,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 19,622: -178 8,754 4,569 14,285 5,021 18,676 18,345: 947 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 45.0 12.0 67.2 22.3 93.7 79.3: 6.3 20.7
Old : 100.0: 14.4 45.0 12.0 67.2 22.3 93.7 79.3: 6.3 20.7
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 : 148: 32 70 36 33 32 88 115:
Old : 148: 32 70 36 33 32 88 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 25.8 48.7 36.2 34.1 25.1 46.7 32.9
Old : 34.8 25.8 48.7 36.2 34.1 25.1 46.7 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 569,263: 56,233 223,361 65,610 408,353 181,628 530,196 470,600: 39,066 98,663
Old : 569,263: 56,233 223,361 65,610 408,353 181,628 530,196 470,600: 39,066 98,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,096: -3,096 1,816 1,537 -400 -2,080 -1,960 1,273: 864 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 39.2 11.5 71.7 31.9 93.1 82.7: 6.9 17.3
Old : 100.0: 9.9 39.2 11.5 71.7 31.9 93.1 82.7: 6.9 17.3
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 : 238: 52 99 61 56 67 141 194:
Old : 238: 52 99 61 56 67 141 194:
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 : 40.0 25.1 53.3 36.4 38.8 22.1 49.8 31.2
Old : 40.0 25.1 53.3 36.4 38.8 22.1 49.8 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 69,924: 8,111 55,915 3,711 57,561 9,753 69,383 69,379: 541 545
Old : 69,924: 8,111 55,915 3,711 57,561 9,753 69,383 69,379: 541 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -3,518: -746 2,403 -2,592 -103 -3,329 -3,441 -3,518: -77 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 80.0 5.3 82.3 13.9 99.2 99.2: 0.8 0.8
Old : 100.0: 11.6 80.0 5.3 82.3 13.9 99.2 99.2: 0.8 0.8
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 : 25: 7 9 4 4 6 14 16:
Old : 25: 7 9 4 4 6 14 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 : 89.0 89.4 96.7 96.5 83.5 83.2 88.9 87.9
Old : 89.0 89.4 96.7 96.5 83.5 83.2 88.9 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 19,908: 9,134 10,381 222 8,111 4,159 17,467 14,762: 2,441 5,146
Old : 19,908: 9,134 10,381 222 8,111 4,159 17,467 14,762: 2,441 5,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 98: -110 148 -70 -257 202 -437 280: 535 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 52.1 1.1 40.7 20.9 87.7 74.2: 12.3 25.8
Old : 100.0: 45.9 52.1 1.1 40.7 20.9 87.7 74.2: 12.3 25.8
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 : 63: 16 29 3 8 11 25 42:
Old : 63: 16 29 3 8 11 25 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 : 56.8 23.6 70.9 37.9 56.8 23.6 70.0 37.9
Old : 56.8 23.6 70.9 37.9 56.8 23.6 70.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 :19,039,738: 1,405,604 1,591,660 7,676,380 9,112,826 8,449,723 18,194,810 17,717,764: 844,928 1,321,975
Old :19,039,738: 1,405,604 1,591,660 7,676,380 9,112,826 8,449,723 18,194,810 17,717,764: 844,928 1,321,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -664,236: 14,302 -48,607 -484,189 -222,506 -164,833 -692,393 -697,628: 28,157 33,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.4 40.3 47.9 44.4 95.6 93.1: 4.4 6.9
Old : 100.0: 7.4 8.4 40.3 47.9 44.4 95.6 93.1: 4.4 6.9
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 : 321: 49 108 123 148 159 282 309:
Old : 321: 49 108 123 148 159 282 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.5 36.6 30.2 12.3 5.6 19.0 8.5
Old : 23.8 20.5 36.6 30.2 12.3 5.6 19.0 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 1,056,790: 110,293 104,825 114,894 711,993 739,732 937,180 959,452: 119,610 97,338
Old : 1,056,790: 110,293 104,825 114,894 711,993 739,732 937,180 959,452: 119,610 97,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 45,966: 4,386 -1,842 9,136 33,307 41,287 46,829 48,581: -863 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.9 10.9 67.4 70.0 88.7 90.8: 11.3 9.2
Old : 100.0: 10.4 9.9 10.9 67.4 70.0 88.7 90.8: 11.3 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 : 654: 153 143 151 268 255 502 470:
Old : 654: 153 143 151 268 255 502 470:
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 12.5 22.3 21.8 10.4 8.6 15.7 13.8
Old : 13.2 12.5 22.3 21.8 10.4 8.6 15.7 13.8
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, November 18, 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 : 262,893: 13,912 14,355 33,604 162,908 172,066 210,424 220,026: 52,468 42,867
Old : 262,893: 13,912 14,355 33,604 162,908 172,066 210,424 220,026: 52,468 42,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 12,275: 644 577 3,317 8,373 11,644 12,334 15,539: -59 -3,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.5 12.8 62.0 65.5 80.0 83.7: 20.0 16.3
Old : 100.0: 5.3 5.5 12.8 62.0 65.5 80.0 83.7: 20.0 16.3
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 : 110: 17 20 30 56 53 93 85:
Old : 110: 17 20 30 56 53 93 85:
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 : 15.8 17.8 26.6 30.4 10.7 15.2 18.5 23.6
Old : 15.8 17.8 26.6 30.4 10.7 15.2 18.5 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 3,969,484: 517,265 487,712 371,085 2,745,427 2,838,330 3,633,777 3,697,128: 335,707 272,356
Old : 3,969,484: 517,265 487,712 371,085 2,745,427 2,838,330 3,633,777 3,697,128: 335,707 272,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 168,453: 24,601 -6,204 23,203 124,669 148,215 172,473 165,214: -4,020 3,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.3 9.3 69.2 71.5 91.5 93.1: 8.5 6.9
Old : 100.0: 13.0 12.3 9.3 69.2 71.5 91.5 93.1: 8.5 6.9
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 : 626: 149 131 137 256 245 472 446:
Old : 626: 149 131 137 256 245 472 446:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 13.4 23.6 22.7 12.9 11.0 19.4 17.7
Old : 14.5 13.4 23.6 22.7 12.9 11.0 19.4 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 99,291: 10,127 4,572 1,640 67,240 89,234 79,007 95,446: 20,284 3,845
Old : 99,291: 10,127 4,572 1,640 67,240 89,234 79,007 95,446: 20,284 3,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,969: 2,147 -2,804 989 730 3,320 3,866 1,505: -1,897 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.6 1.7 67.7 89.9 79.6 96.1: 20.4 3.9
Old : 100.0: 10.2 4.6 1.7 67.7 89.9 79.6 96.1: 20.4 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 : 96: 15 6 4 52 40 69 48:
Old : 96: 15 6 4 52 40 69 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 36.9 42.7 59.3 31.9 36.8 41.2 59.2
Old : 32.7 36.9 42.7 59.3 31.9 36.8 41.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 91,464: 21,797 6,455 2,983 57,339 75,295 82,119 84,732: 9,346 6,732
Old : 91,464: 21,797 6,455 2,983 57,339 75,295 82,119 84,732: 9,346 6,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 6,945: 842 507 1,022 4,323 4,222 6,187 5,751: 758 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 7.1 3.3 62.7 82.3 89.8 92.6: 10.2 7.4
Old : 100.0: 23.8 7.1 3.3 62.7 82.3 89.8 92.6: 10.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 76 50 30 82 83 171 150:
Old : 258: 76 50 30 82 83 171 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 33.6 37.6 51.4 28.5 31.9 36.2 47.3
Old : 29.1 33.6 37.6 51.4 28.5 31.9 36.2 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 11,514: 1,494 0 0 7,031 10,587 8,525 10,587: 2,989 927
Old : 11,514: 1,494 0 0 7,031 10,587 8,525 10,587: 2,989 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,794: 181 0 0 828 1,492 1,009 1,492: 785 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 61.1 91.9 74.0 91.9: 26.0 8.1
Old : 100.0: 13.0 0.0 0.0 61.1 91.9 74.0 91.9: 26.0 8.1
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 : 21: 4 0 0 11 7 15 7:
Old : 21: 4 0 0 11 7 15 7:
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 : 42.5 63.2 58.9 91.9 42.5 63.2 58.9 91.1
Old : 42.5 63.2 58.9 91.9 42.5 63.2 58.9 91.1
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, November 18, 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 : 399,751: 103,620 34,379 12,808 251,540 323,540 367,968 370,727: 31,782 29,023
Old : 399,751: 103,620 34,379 12,808 251,540 323,540 367,968 370,727: 31,782 29,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 25,754: 4,897 4,124 3,519 17,475 13,651 25,891 21,294: -137 4,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.6 3.2 62.9 80.9 92.0 92.7: 8.0 7.3
Old : 100.0: 25.9 8.6 3.2 62.9 80.9 92.0 92.7: 8.0 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 : 256: 73 51 29 77 83 163 150:
Old : 256: 73 51 29 77 83 163 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 34.5 41.6 50.9 31.8 34.2 40.6 49.4
Old : 31.9 34.5 41.6 50.9 31.8 34.2 40.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 145,117: 9,889 46,477 11,354 104,640 49,559 125,883 107,389: 19,234 37,728
Old : 145,117: 9,889 46,477 11,354 104,640 49,559 125,883 107,389: 19,234 37,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -6,474: -3,025 -5,164 505 -4,076 797 -6,596 -3,862: 122 -2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 32.0 7.8 72.1 34.2 86.7 74.0: 13.3 26.0
Old : 100.0: 6.8 32.0 7.8 72.1 34.2 86.7 74.0: 13.3 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 12 46 17 18 24 41 76:
Old : 87: 12 46 17 18 24 41 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 21.7 64.1 30.7 50.4 20.2 59.0 28.5
Old : 53.8 21.7 64.1 30.7 50.4 20.2 59.0 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 70,753: 24,465 21,995 918 32,487 23,807 57,870 46,720: 12,883 24,033
Old : 70,753: 24,465 21,995 918 32,487 23,807 57,870 46,720: 12,883 24,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,309: 3,700 1,491 234 -656 224 3,278 1,949: -969 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 31.1 1.3 45.9 33.6 81.8 66.0: 18.2 34.0
Old : 100.0: 34.6 31.1 1.3 45.9 33.6 81.8 66.0: 18.2 34.0
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 : 73: 23 12 4 26 16 53 28:
Old : 73: 23 12 4 26 16 53 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 : 36.1 46.3 48.5 55.4 36.1 46.3 48.5 55.3
Old : 36.1 46.3 48.5 55.4 36.1 46.3 48.5 55.3
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, November 18, 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 : 126,538: 54,198 18,248 2,967 58,322 33,621 115,487 54,836: 11,051 71,702
Old : 126,538: 54,198 18,248 2,967 58,322 33,621 115,487 54,836: 11,051 71,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,070: -1,592 2,316 508 41 -2,704 -1,043 120: -27 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 14.4 2.3 46.1 26.6 91.3 43.3: 8.7 56.7
Old : 100.0: 42.8 14.4 2.3 46.1 26.6 91.3 43.3: 8.7 56.7
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 : 101: 43 10 11 32 23 76 43:
Old : 101: 43 10 11 32 23 76 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 : 36.7 21.4 51.4 29.1 32.9 21.3 47.6 27.2
Old : 36.7 21.4 51.4 29.1 32.9 21.3 47.6 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014