BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 7,866: 311 2,356 680 5,676 3,549 6,667 6,585: 1,200 1,282
Old : 7,866: 311 2,356 680 5,676 3,549 6,667 6,585: 1,200 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 367: 4 60 14 362 337 379 411: -13 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 29.9 8.6 72.2 45.1 84.8 83.7: 15.2 16.3
Old : 100.0: 4.0 29.9 8.6 72.2 45.1 84.8 83.7: 15.2 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 : 38: 3 11 9 19 17 30 29:
Old : 38: 3 11 9 19 17 30 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 : 38.9 42.8 60.1 59.0 37.8 42.1 55.4 53.7
Old : 38.9 42.8 60.1 59.0 37.8 42.1 55.4 53.7
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 25, 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 : 70,655: 23,638 4,861 14,775 29,038 33,402 67,452 53,038: 3,203 17,617
Old : 70,655: 23,638 4,861 14,775 29,038 33,402 67,452 53,038: 3,203 17,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,194: 1,650 -60 254 402 1,489 2,305 1,683: -112 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.9 20.9 41.1 47.3 95.5 75.1: 4.5 24.9
Old : 100.0: 33.5 6.9 20.9 41.1 47.3 95.5 75.1: 4.5 24.9
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 : 107: 32 21 39 42 38 91 81:
Old : 107: 32 21 39 42 38 91 81:
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 : 35.5 22.7 50.7 33.6 35.3 20.8 48.2 30.5
Old : 35.5 22.7 50.7 33.6 35.3 20.8 48.2 30.5
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 25, 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 : 7,212: 165 1,598 739 5,354 3,381 6,258 5,719: 954 1,494
Old : 7,212: 165 1,598 739 5,354 3,381 6,258 5,719: 954 1,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 218: 69 55 3 159 112 231 169: -13 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 22.2 10.2 74.2 46.9 86.8 79.3: 13.2 20.7
Old : 100.0: 2.3 22.2 10.2 74.2 46.9 86.8 79.3: 13.2 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 : 33: 3 10 11 19 12 31 24:
Old : 33: 3 10 11 19 12 31 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 : 43.2 35.4 66.4 55.9 39.5 28.3 55.6 41.6
Old : 43.2 35.4 66.4 55.9 39.5 28.3 55.6 41.6
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 25, 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 : 6,511: 3,485 35 1,024 1,494 3,072 6,003 4,131: 508 2,380
Old : 6,511: 3,485 35 1,024 1,494 3,072 6,003 4,131: 508 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -87: -68 22 -3 -20 -130 -91 -110: 4 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 0.5 15.7 22.9 47.2 92.2 63.4: 7.8 36.6
Old : 100.0: 53.5 0.5 15.7 22.9 47.2 92.2 63.4: 7.8 36.6
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 : 31: 11 3 13 8 14 22 27:
Old : 31: 11 3 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 : 58.3 32.2 74.4 43.8 54.4 29.7 65.1 38.3
Old : 58.3 32.2 74.4 43.8 54.4 29.7 65.1 38.3
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 25, 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 : 304,363: 107,201 21,905 84,443 87,097 157,906 278,741 264,255: 25,622 40,109
Old : 301,128: 106,244 21,850 83,569 86,379 156,132 276,191 261,551: 24,936 39,577
Other: 3,236: 1,231 328 601 718 1,774 2,550 2,704: 686 532
: : :
: : Changes in Commitments from: November 18, 2014 :
: 8,396: 8,421 1,536 6,366 -4,195 -1,523 10,593 6,379: -2,196 2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 7.2 27.7 28.6 51.9 91.6 86.8: 8.4 13.2
Old : 100.0: 35.3 7.3 27.8 28.7 51.8 91.7 86.9: 8.3 13.1
Other: 100.0: 38.0 10.1 18.6 22.2 54.8 78.8 83.6: 21.2 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 116 58 99 95 104 258 224:
Old : 304: 116 58 99 95 104 257 224:
Other: 46: 11 2 7 15 24 28 31:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 20.0 20.6 28.7 11.3 17.6 19.0 24.9
Old : 11.7 20.2 20.8 28.9 11.4 17.8 19.2 25.2
Other: 46.5 33.5 58.0 56.5 42.6 32.9 51.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 446,859: 156,683 18,943 137,869 114,205 226,326 408,757 383,137: 38,102 63,722
Old : 446,859: 156,683 18,943 137,869 114,205 226,326 408,757 383,137: 38,102 63,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 8,628: 7,387 23 6,668 -4,520 938 9,535 7,629: -907 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.2 30.9 25.6 50.6 91.5 85.7: 8.5 14.3
Old : 100.0: 35.1 4.2 30.9 25.6 50.6 91.5 85.7: 8.5 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 : 466: 159 74 131 135 195 358 359:
Old : 466: 159 74 131 135 195 358 359:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 20.0 20.5 28.8 10.1 17.6 17.0 22.4
Old : 12.6 20.0 20.5 28.8 10.1 17.6 17.0 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 5,300: 1,414 2,675 442 2,328 862 4,185 3,979: 1,116 1,321
Old : 5,300: 1,414 2,675 442 2,328 862 4,185 3,979: 1,116 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 50: -73 -77 65 -27 44 -35 32: 85 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 50.5 8.3 43.9 16.3 79.0 75.1: 21.0 24.9
Old : 100.0: 26.7 50.5 8.3 43.9 16.3 79.0 75.1: 21.0 24.9
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 : 61: 17 17 9 21 17 42 40:
Old : 61: 17 17 9 21 17 42 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 : 31.7 35.0 44.1 46.8 31.7 35.0 41.5 46.1
Old : 31.7 35.0 44.1 46.8 31.7 35.0 41.5 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 50,883: 15,066 8,446 11,029 14,029 11,215 40,124 30,690: 10,759 20,192
Old : 50,883: 15,066 8,446 11,029 14,029 11,215 40,124 30,690: 10,759 20,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -6,477: 12 617 -3,462 -2,739 -2,452 -6,189 -5,296: -288 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.6 21.7 27.6 22.0 78.9 60.3: 21.1 39.7
Old : 100.0: 29.6 16.6 21.7 27.6 22.0 78.9 60.3: 21.1 39.7
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 : 217: 66 50 56 64 73 163 153:
Old : 217: 66 50 56 64 73 163 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 10.5 23.0 17.2 13.3 7.6 19.8 11.6
Old : 15.3 10.5 23.0 17.2 13.3 7.6 19.8 11.6
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 25, 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 : 34,516: 3,605 22,116 3,430 26,084 6,874 33,119 32,420: 1,398 2,097
Old : 34,516: 3,605 22,116 3,430 26,084 6,874 33,119 32,420: 1,398 2,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,696: 328 1,338 15 1,262 53 1,605 1,406: 91 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 64.1 9.9 75.6 19.9 96.0 93.9: 4.0 6.1
Old : 100.0: 10.4 64.1 9.9 75.6 19.9 96.0 93.9: 4.0 6.1
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 : 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 : 53.9 61.9 67.2 76.6 53.9 61.9 66.2 75.3
Old : 53.9 61.9 67.2 76.6 53.9 61.9 66.2 75.3
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 25, 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 : 61,119: 6,761 8,852 0 54,024 51,668 60,785 60,520: 334 599
Old : 61,119: 6,761 8,852 0 54,024 51,668 60,785 60,520: 334 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,777: 2,310 802 -109 -492 1,148 1,709 1,841: 68 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.5 0.0 88.4 84.5 99.5 99.0: 0.5 1.0
Old : 100.0: 11.1 14.5 0.0 88.4 84.5 99.5 99.0: 0.5 1.0
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 : 34: 9 7 0 12 14 21 21:
Old : 34: 9 7 0 12 14 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 57.9 88.4 81.5 43.4 38.8 57.1 54.4
Old : 68.8 57.9 88.4 81.5 43.4 38.8 57.1 54.4
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 25, 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 : 122,831: 30,749 47,365 10,594 56,980 26,810 98,322 84,768: 24,509 38,063
Old : 122,831: 30,749 47,365 10,594 56,980 26,810 98,322 84,768: 24,509 38,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -3,763: 12 -3,341 -902 -3,527 1,853 -4,417 -2,390: 654 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 38.6 8.6 46.4 21.8 80.0 69.0: 20.0 31.0
Old : 100.0: 25.0 38.6 8.6 46.4 21.8 80.0 69.0: 20.0 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 31 20 20 20 51 63:
Old : 81: 22 31 20 20 20 51 63:
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 27.5 45.2 36.1 28.4 26.6 41.2 33.0
Old : 32.2 27.5 45.2 36.1 28.4 26.6 41.2 33.0
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 25, 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 : 68,968: 8,255 30,757 3,819 49,061 12,844 61,135 47,420: 7,833 21,548
Old : 68,968: 8,255 30,757 3,819 49,061 12,844 61,135 47,420: 7,833 21,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,694: -1,010 269 993 600 978 583 2,240: 1,111 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.6 5.5 71.1 18.6 88.6 68.8: 11.4 31.2
Old : 100.0: 12.0 44.6 5.5 71.1 18.6 88.6 68.8: 11.4 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 : 47: 12 16 8 14 14 30 34:
Old : 47: 12 16 8 14 14 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 32.0 67.8 45.0 55.9 31.7 63.8 42.4
Old : 58.8 32.0 67.8 45.0 55.9 31.7 63.8 42.4
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, November 25, 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 : 176,530: 26,394 58,938 21,615 124,434 89,996 172,443 170,549: 4,087 5,980
Old : 176,530: 26,394 58,938 21,615 124,434 89,996 172,443 170,549: 4,087 5,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 8,686: -4,903 -1,308 9,766 3,645 -539 8,508 7,919: 177 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 33.4 12.2 70.5 51.0 97.7 96.6: 2.3 3.4
Old : 100.0: 15.0 33.4 12.2 70.5 51.0 97.7 96.6: 2.3 3.4
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 : 128: 37 57 8 19 22 59 85:
Old : 128: 37 57 8 19 22 59 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 : 68.8 42.1 83.1 64.4 59.4 38.5 66.7 50.4
Old : 68.8 42.1 83.1 64.4 59.4 38.5 66.7 50.4
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 25, 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 : 215,264: 39,109 66,418 24,336 130,884 86,603 194,328 177,357: 20,936 37,907
Old : 215,264: 39,109 66,418 24,336 130,884 86,603 194,328 177,357: 20,936 37,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 4,955: -6,248 3,330 1,463 12,544 -1,103 7,759 3,689: -2,804 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 30.9 11.3 60.8 40.2 90.3 82.4: 9.7 17.6
Old : 100.0: 18.2 30.9 11.3 60.8 40.2 90.3 82.4: 9.7 17.6
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 : 108: 28 35 26 29 37 71 84:
Old : 108: 28 35 26 29 37 71 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 25.6 52.6 40.4 43.3 23.6 50.3 37.1
Old : 44.3 25.6 52.6 40.4 43.3 23.6 50.3 37.1
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 25, 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 : 330,780: 43,668 149,487 42,058 224,295 71,544 310,022 263,089: 20,758 67,691
Old : 330,780: 43,668 149,487 42,058 224,295 71,544 310,022 263,089: 20,758 67,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 21,374: -900 10,218 4,818 16,267 2,679 20,185 17,714: 1,189 3,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 45.2 12.7 67.8 21.6 93.7 79.5: 6.3 20.5
Old : 100.0: 13.2 45.2 12.7 67.8 21.6 93.7 79.5: 6.3 20.5
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 : 147: 32 69 35 32 33 85 116:
Old : 147: 32 69 35 32 33 85 116:
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 : 36.0 24.7 49.2 35.3 35.4 24.2 47.1 32.6
Old : 36.0 24.7 49.2 35.3 35.4 24.2 47.1 32.6
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 25, 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 : 577,319: 59,035 219,349 67,345 412,364 189,317 538,744 476,010: 38,575 101,308
Old : 577,319: 59,035 219,349 67,345 412,364 189,317 538,744 476,010: 38,575 101,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 8,056: 2,802 -4,012 1,734 4,011 7,689 8,547 5,411: -491 2,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 38.0 11.7 71.4 32.8 93.3 82.5: 6.7 17.5
Old : 100.0: 10.2 38.0 11.7 71.4 32.8 93.3 82.5: 6.7 17.5
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 : 239: 51 98 65 59 69 148 194:
Old : 239: 51 98 65 59 69 148 194:
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 : 38.9 24.1 52.2 35.2 37.5 20.8 48.4 29.8
Old : 38.9 24.1 52.2 35.2 37.5 20.8 48.4 29.8
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 25, 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 : 72,548: 7,818 55,604 4,783 59,182 11,483 71,783 71,870: 765 678
Old : 72,548: 7,818 55,604 4,783 59,182 11,483 71,783 71,870: 765 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,624: -293 -311 1,072 1,621 1,730 2,400 2,491: 224 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 76.6 6.6 81.6 15.8 98.9 99.1: 1.1 0.9
Old : 100.0: 10.8 76.6 6.6 81.6 15.8 98.9 99.1: 1.1 0.9
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 : 25: 7 9 4 5 7 15 17:
Old : 25: 7 9 4 5 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 87.5 95.2 95.8 80.2 80.0 85.2 84.6
Old : 85.8 87.5 95.2 95.8 80.2 80.0 85.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 21,097: 9,630 11,924 433 8,276 3,708 18,339 16,065: 2,758 5,032
Old : 21,097: 9,630 11,924 433 8,276 3,708 18,339 16,065: 2,758 5,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,189: 496 1,543 211 165 -451 872 1,303: 317 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 56.5 2.1 39.2 17.6 86.9 76.1: 13.1 23.9
Old : 100.0: 45.6 56.5 2.1 39.2 17.6 86.9 76.1: 13.1 23.9
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 : 70: 18 34 4 10 11 30 47:
Old : 70: 18 34 4 10 11 30 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 : 50.6 22.6 65.1 36.2 50.5 22.6 63.8 36.2
Old : 50.6 22.6 65.1 36.2 50.5 22.6 63.8 36.2
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 25, 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 :18,948,394: 1,468,899 1,592,597 7,624,487 8,925,717 8,331,497 18,019,103 17,548,581: 929,291 1,399,813
Old :18,948,394: 1,468,899 1,592,597 7,624,487 8,925,717 8,331,497 18,019,103 17,548,581: 929,291 1,399,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -91,344: 63,295 937 -51,893 -187,109 -118,226 -175,708 -169,182: 84,363 77,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.4 40.2 47.1 44.0 95.1 92.6: 4.9 7.4
Old : 100.0: 7.8 8.4 40.2 47.1 44.0 95.1 92.6: 4.9 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 : 320: 48 107 115 147 160 275 306:
Old : 320: 48 107 115 147 160 275 306:
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 : 23.1 20.3 35.8 30.1 11.9 5.6 18.7 8.4
Old : 23.1 20.3 35.8 30.1 11.9 5.6 18.7 8.4
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 25, 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 : 1,006,578: 109,150 107,539 96,939 683,396 705,400 889,486 909,879: 117,092 96,699
Old : 1,006,578: 109,150 107,539 96,939 683,396 705,400 889,486 909,879: 117,092 96,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -50,212: -1,143 2,714 -17,955 -28,597 -34,332 -47,694 -49,573: -2,517 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 9.6 67.9 70.1 88.4 90.4: 11.6 9.6
Old : 100.0: 10.8 10.7 9.6 67.9 70.1 88.4 90.4: 11.6 9.6
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 : 641: 143 137 138 272 260 490 463:
Old : 641: 143 137 138 272 260 490 463:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 12.7 21.4 21.3 10.9 9.3 16.5 15.0
Old : 13.5 12.7 21.4 21.3 10.9 9.3 16.5 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 246,971: 15,330 12,785 30,739 149,396 161,423 195,465 204,946: 51,506 42,024
Old : 246,971: 15,330 12,785 30,739 149,396 161,423 195,465 204,946: 51,506 42,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -15,922: 1,418 -1,570 -2,866 -13,511 -10,644 -14,959 -15,080: -963 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.2 12.4 60.5 65.4 79.1 83.0: 20.9 17.0
Old : 100.0: 6.2 5.2 12.4 60.5 65.4 79.1 83.0: 20.9 17.0
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 : 103: 13 20 27 53 50 87 79:
Old : 103: 13 20 27 53 50 87 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 : 16.5 19.7 27.7 32.4 12.2 16.9 20.2 26.3
Old : 16.5 19.7 27.7 32.4 12.2 16.9 20.2 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 3,798,036: 508,204 512,875 291,900 2,670,000 2,719,888 3,470,103 3,524,663: 327,932 273,373
Old : 3,798,036: 508,204 512,875 291,900 2,670,000 2,719,888 3,470,103 3,524,663: 327,932 273,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -171,449: -9,062 25,163 -79,186 -75,427 -118,442 -163,674 -172,465: -7,775 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.5 7.7 70.3 71.6 91.4 92.8: 8.6 7.2
Old : 100.0: 13.4 13.5 7.7 70.3 71.6 91.4 92.8: 8.6 7.2
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 : 611: 140 124 123 259 250 458 438:
Old : 611: 140 124 123 259 250 458 438:
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 : 14.6 13.6 22.6 22.3 13.5 11.4 20.4 18.5
Old : 14.6 13.6 22.6 22.3 13.5 11.4 20.4 18.5
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, November 25, 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 : 99,125: 11,279 6,179 703 67,836 88,757 79,818 95,639: 19,307 3,486
Old : 99,125: 11,279 6,179 703 67,836 88,757 79,818 95,639: 19,307 3,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -166: 1,152 1,607 -937 596 -477 811 193: -977 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.2 0.7 68.4 89.5 80.5 96.5: 19.5 3.5
Old : 100.0: 11.4 6.2 0.7 68.4 89.5 80.5 96.5: 19.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 16 8 3 53 37 71 46:
Old : 99: 16 8 3 53 37 71 46:
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 : 32.4 36.7 43.6 59.1 31.9 36.6 42.1 59.0
Old : 32.4 36.7 43.6 59.1 31.9 36.6 42.1 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 92,031: 20,918 7,506 2,373 58,424 73,839 81,715 83,719: 10,316 8,312
Old : 92,031: 20,918 7,506 2,373 58,424 73,839 81,715 83,719: 10,316 8,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 567: -878 1,051 -610 1,085 -1,456 -403 -1,014: 970 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.2 2.6 63.5 80.2 88.8 91.0: 11.2 9.0
Old : 100.0: 22.7 8.2 2.6 63.5 80.2 88.8 91.0: 11.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 68 48 27 84 73 163 137:
Old : 244: 68 48 27 84 73 163 137:
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 : 28.4 33.4 37.5 49.7 28.4 29.8 36.3 44.7
Old : 28.4 33.4 37.5 49.7 28.4 29.8 36.3 44.7
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 25, 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 : 13,120: 1,108 400 0 8,121 12,068 9,229 12,468: 3,891 652
Old : 13,120: 1,108 400 0 8,121 12,068 9,229 12,468: 3,891 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,606: -386 400 0 1,090 1,481 704 1,881: 902 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.0 0.0 61.9 92.0 70.3 95.0: 29.7 5.0
Old : 100.0: 8.4 3.0 0.0 61.9 92.0 70.3 95.0: 29.7 5.0
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 : 22: 3 1 0 10 9 13 10:
Old : 22: 3 1 0 10 9 13 10:
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 : 45.1 63.0 61.3 89.9 45.1 63.0 61.3 89.2
Old : 45.1 63.0 61.3 89.9 45.1 63.0 61.3 89.2
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 25, 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 : 394,554: 99,051 35,530 11,867 251,514 308,857 362,431 356,253: 32,123 38,301
Old : 394,554: 99,051 35,530 11,867 251,514 308,857 362,431 356,253: 32,123 38,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -5,196: -4,568 1,151 -942 -27 -14,683 -5,537 -14,474: 341 9,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 9.0 3.0 63.7 78.3 91.9 90.3: 8.1 9.7
Old : 100.0: 25.1 9.0 3.0 63.7 78.3 91.9 90.3: 8.1 9.7
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 : 242: 66 48 27 80 73 157 137:
Old : 242: 66 48 27 80 73 157 137:
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 : 32.3 34.4 42.3 48.9 32.3 33.9 41.5 48.4
Old : 32.3 34.4 42.3 48.9 32.3 33.9 41.5 48.4
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 25, 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 : 159,544: 12,421 57,960 12,231 112,234 51,280 136,886 121,471: 22,658 38,073
Old : 159,544: 12,421 57,960 12,231 112,234 51,280 136,886 121,471: 22,658 38,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 14,426: 2,532 11,483 877 7,593 1,721 11,002 14,082: 3,424 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 36.3 7.7 70.3 32.1 85.8 76.1: 14.2 23.9
Old : 100.0: 7.8 36.3 7.7 70.3 32.1 85.8 76.1: 14.2 23.9
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 : 99: 17 51 19 21 25 47 86:
Old : 99: 17 51 19 21 25 47 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 19.5 61.3 29.4 47.9 18.0 56.5 26.3
Old : 51.1 19.5 61.3 29.4 47.9 18.0 56.5 26.3
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 25, 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 : 72,034: 24,582 21,392 74 33,372 25,712 58,028 47,178: 14,006 24,856
Old : 72,034: 24,582 21,392 74 33,372 25,712 58,028 47,178: 14,006 24,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,281: 117 -603 -844 885 1,905 158 458: 1,123 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 29.7 0.1 46.3 35.7 80.6 65.5: 19.4 34.5
Old : 100.0: 34.1 29.7 0.1 46.3 35.7 80.6 65.5: 19.4 34.5
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 : 71: 24 10 2 26 17 51 28:
Old : 71: 24 10 2 26 17 51 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 : 35.2 47.2 47.4 56.6 35.1 45.7 47.3 54.6
Old : 35.2 47.2 47.4 56.6 35.1 45.7 47.3 54.6
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 25, 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 : 123,997: 50,528 19,104 2,743 59,320 31,081 112,591 52,928: 11,406 71,069
Old : 123,997: 50,528 19,104 2,743 59,320 31,081 112,591 52,928: 11,406 71,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -2,541: -3,670 856 -224 998 -2,540 -2,896 -1,908: 355 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 15.4 2.2 47.8 25.1 90.8 42.7: 9.2 57.3
Old : 100.0: 40.7 15.4 2.2 47.8 25.1 90.8 42.7: 9.2 57.3
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 : 99: 39 11 12 30 25 72 46:
Old : 99: 39 11 12 30 25 72 46:
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 : 38.0 22.2 52.2 29.7 34.7 22.2 48.6 28.2
Old : 38.0 22.2 52.2 29.7 34.7 22.2 48.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014