BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,608: 320 2,101 713 5,158 2,974 6,192 5,787: 1,416 1,821
Old : 7,608: 320 2,101 713 5,158 2,974 6,192 5,787: 1,416 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 353: 47 35 34 179 258 259 326: 93 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 27.6 9.4 67.8 39.1 81.4 76.1: 18.6 23.9
Old : 100.0: 4.2 27.6 9.4 67.8 39.1 81.4 76.1: 18.6 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 : 33: 2 10 7 14 15 23 25:
Old : 33: 2 10 7 14 15 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 36.1 63.3 52.5 43.0 34.8 59.7 48.8
Old : 43.5 36.1 63.3 52.5 43.0 34.8 59.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,417: 28,164 5,545 15,887 28,797 34,756 72,848 56,189: 4,569 21,228
Old : 77,417: 28,164 5,545 15,887 28,797 34,756 72,848 56,189: 4,569 21,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,849: 938 444 381 789 944 2,108 1,769: -259 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 7.2 20.5 37.2 44.9 94.1 72.6: 5.9 27.4
Old : 100.0: 36.4 7.2 20.5 37.2 44.9 94.1 72.6: 5.9 27.4
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 : 96: 19 27 35 37 34 78 74:
Old : 96: 19 27 35 37 34 78 74:
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 : 35.6 21.7 50.7 33.2 35.2 20.4 48.7 30.5
Old : 35.6 21.7 50.7 33.2 35.2 20.4 48.7 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, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,882: 108 1,326 616 4,835 3,634 5,558 5,576: 1,324 1,306
Old : 6,882: 108 1,326 616 4,835 3,634 5,558 5,576: 1,324 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 591: 14 253 90 392 276 496 619: 95 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 19.3 8.9 70.3 52.8 80.8 81.0: 19.2 19.0
Old : 100.0: 1.6 19.3 8.9 70.3 52.8 80.8 81.0: 19.2 19.0
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 : 33: 3 9 7 18 14 27 24:
Old : 33: 3 9 7 18 14 27 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 : 40.5 30.9 62.4 51.3 40.5 23.9 57.0 42.4
Old : 40.5 30.9 62.4 51.3 40.5 23.9 57.0 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 287,754: 79,651 34,205 85,157 96,619 129,219 261,427 248,581: 26,327 39,173
Old : 282,813: 78,486 34,362 83,800 95,297 126,445 257,583 244,607: 25,230 38,206
Other: 4,942: 1,587 265 935 1,322 2,775 3,845 3,975: 1,097 967
: : :
: : Changes in Commitments from: January 6, 2015 :
: 5,830: -4,349 885 8,349 -522 -5,275 3,478 3,959: 2,353 1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.9 29.6 33.6 44.9 90.9 86.4: 9.1 13.6
Old : 100.0: 27.8 12.2 29.6 33.7 44.7 91.1 86.5: 8.9 13.5
Other: 100.0: 32.1 5.4 18.9 26.8 56.2 77.8 80.4: 22.2 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 102 75 101 91 87 245 224:
Old : 300: 99 78 99 91 87 241 224:
Other: 64: 21 6 11 18 29 40 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 16.5 21.0 25.6 10.8 14.0 18.0 20.5
Old : 12.4 16.8 21.4 26.0 11.0 14.3 18.2 20.9
Other: 27.7 30.2 42.7 47.3 26.4 28.9 37.9 42.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 372,339: 106,669 16,578 115,259 117,262 186,269 339,190 318,105: 33,149 54,234
Old : 372,339: 106,669 16,578 115,259 117,262 186,269 339,190 318,105: 33,149 54,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 6,715: -3,218 -3,401 9,522 -623 -2,347 5,682 3,775: 1,034 2,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.5 31.0 31.5 50.0 91.1 85.4: 8.9 14.6
Old : 100.0: 28.6 4.5 31.0 31.5 50.0 91.1 85.4: 8.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 133 73 118 130 163 324 304:
Old : 399: 133 73 118 130 163 324 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 16.7 18.7 24.8 9.9 13.6 17.6 19.0
Old : 10.7 16.7 18.7 24.8 9.9 13.6 17.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,918: 1,446 2,756 349 2,003 621 3,798 3,726: 1,120 1,192
Old : 4,918: 1,446 2,756 349 2,003 621 3,798 3,726: 1,120 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 642: -34 240 139 453 155 559 535: 83 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 56.0 7.1 40.7 12.6 77.2 75.8: 22.8 24.2
Old : 100.0: 29.4 56.0 7.1 40.7 12.6 77.2 75.8: 22.8 24.2
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 : 72: 16 26 9 27 15 47 47:
Old : 72: 16 26 9 27 15 47 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 : 29.7 36.1 39.4 46.0 29.7 36.1 37.7 44.0
Old : 29.7 36.1 39.4 46.0 29.7 36.1 37.7 44.0
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, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 58,442: 11,727 5,003 17,364 17,222 12,395 46,313 34,761: 12,129 23,680
Old : 58,442: 11,727 5,003 17,364 17,222 12,395 46,313 34,761: 12,129 23,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,292: 615 -481 2,562 473 -572 3,650 1,509: -358 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 8.6 29.7 29.5 21.2 79.2 59.5: 20.8 40.5
Old : 100.0: 20.1 8.6 29.7 29.5 21.2 79.2 59.5: 20.8 40.5
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 : 219: 56 49 65 78 81 172 167:
Old : 219: 56 49 65 78 81 172 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.0 24.1 20.5 10.3 4.6 16.1 6.7
Old : 15.1 13.0 24.1 20.5 10.3 4.6 16.1 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,437: 3,631 28,667 4,732 35,811 8,489 44,173 41,888: 1,263 3,549
Old : 45,437: 3,631 28,667 4,732 35,811 8,489 44,173 41,888: 1,263 3,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,560: 49 1,160 -11 1,422 273 1,460 1,422: 100 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 63.1 10.4 78.8 18.7 97.2 92.2: 2.8 7.8
Old : 100.0: 8.0 63.1 10.4 78.8 18.7 97.2 92.2: 2.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 26 14 20 16 39 45:
Old : 63: 8 26 14 20 16 39 45:
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 55.6 70.3 70.5 53.9 55.6 69.5 68.9
Old : 53.9 55.6 70.3 70.5 53.9 55.6 69.5 68.9
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, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,323: 5,243 942 133 46,419 50,479 51,795 51,554: 528 769
Old : 52,323: 5,243 942 133 46,419 50,479 51,795 51,554: 528 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 476: 195 -126 -101 300 783 394 556: 83 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.8 0.3 88.7 96.5 99.0 98.5: 1.0 1.5
Old : 100.0: 10.0 1.8 0.3 88.7 96.5 99.0 98.5: 1.0 1.5
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 : 30: 6 4 1 13 17 19 22:
Old : 30: 6 4 1 13 17 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 : 68.6 68.9 83.9 85.9 57.8 64.9 70.5 74.4
Old : 68.6 68.9 83.9 85.9 57.8 64.9 70.5 74.4
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, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,128: 26,024 48,723 9,459 62,690 24,543 98,173 82,726: 24,955 40,402
Old : 123,128: 26,024 48,723 9,459 62,690 24,543 98,173 82,726: 24,955 40,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,363: -2,945 118 -1,464 1,977 -384 -2,432 -1,730: 1,069 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 39.6 7.7 50.9 19.9 79.7 67.2: 20.3 32.8
Old : 100.0: 21.1 39.6 7.7 50.9 19.9 79.7 67.2: 20.3 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 : 81: 22 29 11 24 21 50 57:
Old : 81: 22 29 11 24 21 50 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 24.0 39.0 33.9 25.0 23.1 34.7 30.7
Old : 27.3 24.0 39.0 33.9 25.0 23.1 34.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,420: 4,363 31,707 4,201 59,137 11,983 67,702 47,891: 6,718 26,528
Old : 74,420: 4,363 31,707 4,201 59,137 11,983 67,702 47,891: 6,718 26,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,213: -650 1,861 -280 2,754 -1,218 1,824 363: -611 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 42.6 5.6 79.5 16.1 91.0 64.4: 9.0 35.6
Old : 100.0: 5.9 42.6 5.6 79.5 16.1 91.0 64.4: 9.0 35.6
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 : 47: 8 21 6 11 14 22 38:
Old : 47: 8 21 6 11 14 22 38:
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 : 68.3 25.7 77.2 35.5 66.8 25.7 73.7 34.0
Old : 68.3 25.7 77.2 35.5 66.8 25.7 73.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,509: 17,285 71,600 779 110,562 51,768 128,626 124,147: 2,883 7,361
Old : 131,509: 17,285 71,600 779 110,562 51,768 128,626 124,147: 2,883 7,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -464: -1,211 -11,518 362 607 10,809 -243 -347: -221 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 54.4 0.6 84.1 39.4 97.8 94.4: 2.2 5.6
Old : 100.0: 13.1 54.4 0.6 84.1 39.4 97.8 94.4: 2.2 5.6
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 : 113: 27 57 6 13 20 43 81:
Old : 113: 27 57 6 13 20 43 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 : 81.9 39.0 88.7 61.3 81.9 39.0 88.7 61.3
Old : 81.9 39.0 88.7 61.3 81.9 39.0 88.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,354: 41,411 78,781 17,351 132,999 75,091 191,761 171,222: 17,593 38,132
Old : 209,354: 41,411 78,781 17,351 132,999 75,091 191,761 171,222: 17,593 38,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,989: 2,616 16,674 -7,223 10,136 -5,456 5,529 3,995: -1,540 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 37.6 8.3 63.5 35.9 91.6 81.8: 8.4 18.2
Old : 100.0: 19.8 37.6 8.3 63.5 35.9 91.6 81.8: 8.4 18.2
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 : 106: 29 34 23 28 39 67 86:
Old : 106: 29 34 23 28 39 67 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 : 44.2 27.9 55.6 39.9 43.2 27.0 53.2 38.1
Old : 44.2 27.9 55.6 39.9 43.2 27.0 53.2 38.1
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, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,972: 24,634 120,236 23,555 200,745 64,332 248,933 208,123: 21,039 61,849
Old : 269,972: 24,634 120,236 23,555 200,745 64,332 248,933 208,123: 21,039 61,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -11,812: -6,082 -1,488 -6,995 1,679 -1,267 -11,398 -9,750: -414 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 44.5 8.7 74.4 23.8 92.2 77.1: 7.8 22.9
Old : 100.0: 9.1 44.5 8.7 74.4 23.8 92.2 77.1: 7.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 25 66 28 29 35 73 111:
Old : 139: 25 66 28 29 35 73 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 24.1 61.5 32.9 44.7 24.1 59.4 32.2
Old : 46.7 24.1 61.5 32.9 44.7 24.1 59.4 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 524,319: 48,192 215,425 64,459 372,116 145,125 484,766 425,009: 39,553 99,310
Old : 524,319: 48,192 215,425 64,459 372,116 145,125 484,766 425,009: 39,553 99,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -6,057: 1,172 15,269 -13,610 6,627 -9,985 -5,810 -8,326: -246 2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 41.1 12.3 71.0 27.7 92.5 81.1: 7.5 18.9
Old : 100.0: 9.2 41.1 12.3 71.0 27.7 92.5 81.1: 7.5 18.9
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 : 249: 48 109 59 56 73 136 210:
Old : 249: 48 109 59 56 73 136 210:
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 : 36.5 15.9 52.5 24.5 34.6 15.6 49.7 22.8
Old : 36.5 15.9 52.5 24.5 34.6 15.6 49.7 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,064: 8,396 10,172 567 9,158 3,839 18,121 14,578: 2,943 6,486
Old : 21,064: 8,396 10,172 567 9,158 3,839 18,121 14,578: 2,943 6,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,627: -1,469 -600 95 2,479 1,023 1,105 518: 522 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 48.3 2.7 43.5 18.2 86.0 69.2: 14.0 30.8
Old : 100.0: 39.9 48.3 2.7 43.5 18.2 86.0 69.2: 14.0 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 30 5 11 6 31 39:
Old : 64: 18 30 5 11 6 31 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 : 39.2 25.9 54.9 37.8 39.2 25.2 52.5 35.8
Old : 39.2 25.9 54.9 37.8 39.2 25.2 52.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :17,433,544: 1,488,010 1,288,619 7,138,123 7,874,911 7,649,105 16,501,044 16,075,847: 932,499 1,357,697
Old :17,433,544: 1,488,010 1,288,619 7,138,123 7,874,911 7,649,105 16,501,044 16,075,847: 932,499 1,357,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 89,828: -31,084 -90,669 -19,437 76,522 188,797 26,001 78,692: 63,827 11,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.4 40.9 45.2 43.9 94.7 92.2: 5.3 7.8
Old : 100.0: 8.5 7.4 40.9 45.2 43.9 94.7 92.2: 5.3 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 55 96 114 140 150 267 292:
Old : 306: 55 96 114 140 150 267 292:
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 : 21.5 19.8 33.3 30.3 10.1 4.9 14.5 7.8
Old : 21.5 19.8 33.3 30.3 10.1 4.9 14.5 7.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 847,106: 101,815 79,640 70,049 575,246 626,035 747,110 775,725: 99,996 71,381
Old : 847,106: 101,815 79,640 70,049 575,246 626,035 747,110 775,725: 99,996 71,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 7,997: -5,054 5,350 2,334 14,329 -1,176 11,609 6,508: -3,611 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.4 8.3 67.9 73.9 88.2 91.6: 11.8 8.4
Old : 100.0: 12.0 9.4 8.3 67.9 73.9 88.2 91.6: 11.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 175 120 147 259 240 496 446:
Old : 637: 175 120 147 259 240 496 446:
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 : 14.1 12.7 23.0 23.1 12.3 11.6 18.7 19.0
Old : 14.1 12.7 23.0 23.1 12.3 11.6 18.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 192,603: 12,614 12,637 18,960 117,205 136,830 148,778 168,427: 43,825 24,176
Old : 192,603: 12,614 12,637 18,960 117,205 136,830 148,778 168,427: 43,825 24,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,516: 457 -1,355 -2,653 8,708 4,466 6,512 457: -3,996 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.6 9.8 60.9 71.0 77.2 87.4: 22.8 12.6
Old : 100.0: 6.5 6.6 9.8 60.9 71.0 77.2 87.4: 22.8 12.6
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 : 98: 20 14 27 52 44 86 72:
Old : 98: 20 14 27 52 44 86 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 27.8 31.3 44.5 15.5 25.2 24.6 36.2
Old : 17.8 27.8 31.3 44.5 15.5 25.2 24.6 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,272,512: 467,848 356,854 233,608 2,290,205 2,446,027 2,991,660 3,036,489: 280,852 236,024
Old : 3,272,512: 467,848 356,854 233,608 2,290,205 2,446,027 2,991,660 3,036,489: 280,852 236,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 27,409: -36,466 24,616 33,847 28,105 -28,208 25,486 30,255: 1,923 -2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.9 7.1 70.0 74.7 91.4 92.8: 8.6 7.2
Old : 100.0: 14.3 10.9 7.1 70.0 74.7 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 : 609: 168 112 136 244 230 465 425:
Old : 609: 168 112 136 244 230 465 425:
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 13.2 25.4 23.4 15.0 12.5 22.0 21.4
Old : 16.5 13.2 25.4 23.4 15.0 12.5 22.0 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 83,253: 8,216 5,849 1,216 62,998 70,965 72,430 78,030: 10,823 5,223
Old : 83,253: 8,216 5,849 1,216 62,998 70,965 72,430 78,030: 10,823 5,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 704: -390 2,144 -285 1,246 -1,939 571 -80: 133 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.0 1.5 75.7 85.2 87.0 93.7: 13.0 6.3
Old : 100.0: 9.9 7.0 1.5 75.7 85.2 87.0 93.7: 13.0 6.3
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 : 86: 14 8 4 46 35 62 45:
Old : 86: 14 8 4 46 35 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 38.7 52.4 60.2 38.7 38.5 50.6 60.1
Old : 39.6 38.7 52.4 60.2 38.7 38.5 50.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,350: 16,453 8,718 2,348 40,206 51,800 59,007 62,865: 7,343 3,484
Old : 66,350: 16,453 8,718 2,348 40,206 51,800 59,007 62,865: 7,343 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -3,912: -1,409 821 7 -3,198 -4,972 -4,599 -4,144: 687 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 3.5 60.6 78.1 88.9 94.7: 11.1 5.3
Old : 100.0: 24.8 13.1 3.5 60.6 78.1 88.9 94.7: 11.1 5.3
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 : 214: 57 41 22 72 65 136 121:
Old : 214: 57 41 22 72 65 136 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 29.7 43.6 44.2 34.6 29.6 42.4 44.1
Old : 34.6 29.7 43.6 44.2 34.6 29.6 42.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 331,749: 82,267 43,588 11,738 201,030 259,000 295,036 314,327: 36,713 17,422
Old : 331,749: 82,267 43,588 11,738 201,030 259,000 295,036 314,327: 36,713 17,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -19,561: -7,043 4,104 35 -15,988 -24,858 -22,996 -20,720: 3,435 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 3.5 60.6 78.1 88.9 94.7: 11.1 5.3
Old : 100.0: 24.8 13.1 3.5 60.6 78.1 88.9 94.7: 11.1 5.3
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 : 214: 57 41 22 72 65 136 121:
Old : 214: 57 41 22 72 65 136 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 29.7 43.6 44.2 34.6 29.6 42.4 44.1
Old : 34.6 29.7 43.6 44.2 34.6 29.6 42.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 136,558: 15,356 59,874 6,588 94,385 26,116 116,329 92,578: 20,229 43,980
Old : 136,558: 15,356 59,874 6,588 94,385 26,116 116,329 92,578: 20,229 43,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -9,575: -2,052 -7,575 -3,677 -5,957 -773 -11,686 -12,025: 2,112 2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 43.8 4.8 69.1 19.1 85.2 67.8: 14.8 32.2
Old : 100.0: 11.2 43.8 4.8 69.1 19.1 85.2 67.8: 14.8 32.2
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 : 84: 18 40 15 19 23 45 70:
Old : 84: 18 40 15 19 23 45 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 24.8 59.4 33.2 46.0 24.2 56.5 32.6
Old : 47.1 24.8 59.4 33.2 46.0 24.2 56.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,228: 14,243 14,875 360 30,144 35,996 44,747 51,231: 11,481 4,997
Old : 56,228: 14,243 14,875 360 30,144 35,996 44,747 51,231: 11,481 4,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,315: -720 25 254 -227 -315 -693 -36: -622 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 26.5 0.6 53.6 64.0 79.6 91.1: 20.4 8.9
Old : 100.0: 25.3 26.5 0.6 53.6 64.0 79.6 91.1: 20.4 8.9
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 : 55: 18 6 2 22 11 40 19:
Old : 55: 18 6 2 22 11 40 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 64.6 52.4 82.9 40.2 64.6 52.4 82.9
Old : 40.2 64.6 52.4 82.9 40.2 64.6 52.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,657: 49,606 4,074 623 36,086 11,888 86,315 16,585: 11,342 81,072
Old : 97,657: 49,606 4,074 623 36,086 11,888 86,315 16,585: 11,342 81,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -7,323: 499 -1,736 -447 -5,019 886 -4,967 -1,297: -2,356 -6,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 4.2 0.6 37.0 12.2 88.4 17.0: 11.6 83.0
Old : 100.0: 50.8 4.2 0.6 37.0 12.2 88.4 17.0: 11.6 83.0
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: 34 6 3 30 19 65 27:
Old : 81: 34 6 3 30 19 65 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 : 29.3 6.8 45.0 10.5 29.2 6.8 44.9 10.2
Old : 29.3 6.8 45.0 10.5 29.2 6.8 44.9 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 11,993: 7,505 3,906 148 3,512 7,637 11,165 11,691: 828 302
Old : 11,993: 7,505 3,906 148 3,512 7,637 11,165 11,691: 828 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 32.6 1.2 29.3 63.7 93.1 97.5: 6.9 2.5
Old : 100.0: 62.6 32.6 1.2 29.3 63.7 93.1 97.5: 6.9 2.5
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 : 22: 8 5 1 6 3 15 8:
Old : 22: 8 5 1 6 3 15 8:
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 : 74.3 89.8 83.9 97.5 74.3 88.8 83.9 96.2
Old : 74.3 89.8 83.9 97.5 74.3 88.8 83.9 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015