BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 8,179: 358 2,491 715 5,298 3,341 6,371 6,547: 1,808 1,632
Old : 8,179: 358 2,491 715 5,298 3,341 6,371 6,547: 1,808 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 277: 47 63 31 -86 124 -8 218: 285 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 30.5 8.7 64.8 40.8 77.9 80.0: 22.1 20.0
Old : 100.0: 4.4 30.5 8.7 64.8 40.8 77.9 80.0: 22.1 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 13 7 13 14 22 27:
Old : 35: 2 13 7 13 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 : 44.3 34.4 63.3 51.8 43.7 33.1 59.2 47.4
Old : 44.3 34.4 63.3 51.8 43.7 33.1 59.2 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 80,078: 29,943 7,501 16,451 29,304 35,641 75,698 59,592: 4,380 20,486
Old : 80,078: 29,943 7,501 16,451 29,304 35,641 75,698 59,592: 4,380 20,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -653: 408 1,236 -675 -79 -217 -346 344: -307 -997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 9.4 20.5 36.6 44.5 94.5 74.4: 5.5 25.6
Old : 100.0: 37.4 9.4 20.5 36.6 44.5 94.5 74.4: 5.5 25.6
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 : 103: 16 33 36 38 37 81 80:
Old : 103: 16 33 36 38 37 81 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 21.3 50.9 33.1 35.1 20.1 49.1 30.0
Old : 35.9 21.3 50.9 33.1 35.1 20.1 49.1 30.0
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 27, 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 : 7,512: 136 1,317 712 5,523 4,226 6,371 6,256: 1,141 1,256
Old : 7,512: 136 1,317 712 5,523 4,226 6,371 6,256: 1,141 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 286: 14 -70 26 375 376 416 332: -129 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 17.5 9.5 73.5 56.3 84.8 83.3: 15.2 16.7
Old : 100.0: 1.8 17.5 9.5 73.5 56.3 84.8 83.3: 15.2 16.7
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 : 36: 4 9 7 20 14 29 25:
Old : 36: 4 9 7 20 14 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 28.5 60.6 48.2 40.1 21.0 51.7 36.3
Old : 40.1 28.5 60.6 48.2 40.1 21.0 51.7 36.3
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, January 27, 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 : 286,881: 75,610 34,770 92,180 94,660 122,301 262,449 249,251: 24,432 37,629
Old : 281,426: 74,100 34,944 90,744 93,277 119,229 258,121 244,917: 23,305 36,509
Other: 5,455: 1,770 87 1,175 1,383 3,072 4,328 4,334: 1,127 1,121
: : :
: : Changes in Commitments from: January 20, 2015 :
: -3,174: -3,001 2,350 2,145 -2,194 -6,520 -3,050 -2,025: -124 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.1 32.1 33.0 42.6 91.5 86.9: 8.5 13.1
Old : 100.0: 26.3 12.4 32.2 33.1 42.4 91.7 87.0: 8.3 13.0
Other: 100.0: 32.4 1.6 21.5 25.4 56.3 79.3 79.5: 20.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 100 76 100 87 78 237 213:
Old : 284: 96 78 100 87 78 235 213:
Other: 60: 17 6 12 17 31 37 46:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 16.4 20.8 24.8 10.8 13.5 18.0 19.6
Old : 11.6 16.7 21.1 25.2 11.0 13.8 18.3 20.0
Other: 26.4 31.1 43.3 46.3 23.6 28.8 36.6 38.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 358,772: 85,684 13,950 118,877 122,287 175,465 326,848 308,292: 31,924 50,480
Old : 358,772: 85,684 13,950 118,877 122,287 175,465 326,848 308,292: 31,924 50,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -7,764: -7,502 91 -1,557 2,862 -4,676 -6,196 -6,141: -1,568 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.9 33.1 34.1 48.9 91.1 85.9: 8.9 14.1
Old : 100.0: 23.9 3.9 33.1 34.1 48.9 91.1 85.9: 8.9 14.1
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 : 388: 127 64 125 131 162 315 313:
Old : 388: 127 64 125 131 162 315 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 16.5 20.4 25.3 9.8 13.4 16.8 18.2
Old : 11.6 16.5 20.4 25.3 9.8 13.4 16.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 5,952: 1,619 3,159 557 2,473 925 4,649 4,641: 1,303 1,310
Old : 5,952: 1,619 3,159 557 2,473 925 4,649 4,641: 1,303 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 401: -77 305 140 230 87 294 533: 107 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 53.1 9.4 41.5 15.5 78.1 78.0: 21.9 22.0
Old : 100.0: 27.2 53.1 9.4 41.5 15.5 78.1 78.0: 21.9 22.0
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: 19 30 9 29 15 52 51:
Old : 81: 19 30 9 29 15 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 30.0 37.1 41.4 25.5 29.9 32.6 38.9
Old : 26.4 30.0 37.1 41.4 25.5 29.9 32.6 38.9
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 27, 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 : 61,496: 11,064 5,281 20,089 18,733 12,856 49,885 38,225: 11,611 23,271
Old : 61,496: 11,064 5,281 20,089 18,733 12,856 49,885 38,225: 11,611 23,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 697: -531 -12 1,010 792 249 1,271 1,246: -574 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.6 32.7 30.5 20.9 81.1 62.2: 18.9 37.8
Old : 100.0: 18.0 8.6 32.7 30.5 20.9 81.1 62.2: 18.9 37.8
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 : 230: 56 51 71 84 86 181 176:
Old : 230: 56 51 71 84 86 181 176:
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 : 16.1 13.7 25.6 22.0 11.1 3.5 16.6 5.4
Old : 16.1 13.7 25.6 22.0 11.1 3.5 16.6 5.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 8,645: 707 7,187 363 5,872 569 6,941 8,118: 1,704 527
Old : 8,645: 707 7,187 363 5,872 569 6,941 8,118: 1,704 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 83: 152 75 -21 136 15 267 69: -184 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 83.1 4.2 67.9 6.6 80.3 93.9: 19.7 6.1
Old : 100.0: 8.2 83.1 4.2 67.9 6.6 80.3 93.9: 19.7 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 : 22: 7 5 8 10 4 19 15:
Old : 22: 7 5 8 10 4 19 15:
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 83.7 65.5 92.4 37.9 83.1 59.4 83.1
Old : 43.2 83.7 65.5 92.4 37.9 83.1 59.4 83.1
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 27, 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 : 48,821: 3,664 30,908 5,111 38,850 9,224 47,625 45,243: 1,197 3,578
Old : 48,821: 3,664 30,908 5,111 38,850 9,224 47,625 45,243: 1,197 3,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 857: -4 302 240 600 227 836 769: 21 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 63.3 10.5 79.6 18.9 97.5 92.7: 2.5 7.3
Old : 100.0: 7.5 63.3 10.5 79.6 18.9 97.5 92.7: 2.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 26 15 22 17 42 48:
Old : 66: 10 26 15 22 17 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 54.6 70.6 69.2 51.5 54.6 69.6 67.7
Old : 51.5 54.6 70.6 69.2 51.5 54.6 69.6 67.7
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 27, 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 : 47,761: 6,114 1,372 133 41,072 45,446 47,319 46,951: 442 810
Old : 47,761: 6,114 1,372 133 41,072 45,446 47,319 46,951: 442 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 760: 426 240 0 380 592 806 832: -46 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.9 0.3 86.0 95.2 99.1 98.3: 0.9 1.7
Old : 100.0: 12.8 2.9 0.3 86.0 95.2 99.1 98.3: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 5 1 11 15 18 21:
Old : 30: 7 5 1 11 15 18 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 : 68.0 64.0 86.4 83.9 58.7 63.3 74.8 77.9
Old : 68.0 64.0 86.4 83.9 58.7 63.3 74.8 77.9
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 27, 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 : 137,044: 28,008 52,006 15,221 69,404 28,758 112,633 95,985: 24,411 41,059
Old : 137,044: 28,008 52,006 15,221 69,404 28,758 112,633 95,985: 24,411 41,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 4,585: 4,765 -1,057 1,786 -1,325 3,615 5,227 4,345: -642 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 37.9 11.1 50.6 21.0 82.2 70.0: 17.8 30.0
Old : 100.0: 20.4 37.9 11.1 50.6 21.0 82.2 70.0: 17.8 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 23 29 17 24 22 54 62:
Old : 84: 23 29 17 24 22 54 62:
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 : 27.2 24.9 40.7 33.6 25.7 24.0 36.1 30.7
Old : 27.2 24.9 40.7 33.6 25.7 24.0 36.1 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 27, 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 : 55,460: 10,064 14,914 5,509 29,890 19,838 45,464 40,262: 9,996 15,198
Old : 55,460: 10,064 14,914 5,509 29,890 19,838 45,464 40,262: 9,996 15,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -5,256: 305 -2,503 239 -6,239 -471 -5,695 -2,736: 439 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.9 9.9 53.9 35.8 82.0 72.6: 18.0 27.4
Old : 100.0: 18.1 26.9 9.9 53.9 35.8 82.0 72.6: 18.0 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 : 41: 10 12 8 12 15 26 31:
Old : 41: 10 12 8 12 15 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 26.1 61.6 43.8 42.2 23.7 53.9 35.3
Old : 47.1 26.1 61.6 43.8 42.2 23.7 53.9 35.3
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 27, 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 : 153,449: 26,747 71,312 1,286 122,170 74,723 150,203 147,322: 3,246 6,127
Old : 153,449: 26,747 71,312 1,286 122,170 74,723 150,203 147,322: 3,246 6,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 4,427: 7,727 6,041 -3,524 111 2,718 4,314 5,235: 113 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 46.5 0.8 79.6 48.7 97.9 96.0: 2.1 4.0
Old : 100.0: 17.4 46.5 0.8 79.6 48.7 97.9 96.0: 2.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 30 52 6 15 20 48 77:
Old : 114: 30 52 6 15 20 48 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 41.0 84.2 64.6 70.1 41.0 77.2 60.5
Old : 76.2 41.0 84.2 64.6 70.1 41.0 77.2 60.5
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 27, 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 : 221,349: 37,251 83,431 20,399 146,482 78,676 204,132 182,506: 17,217 38,844
Old : 221,349: 37,251 83,431 20,399 146,482 78,676 204,132 182,506: 17,217 38,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 5,512: 2,452 2,909 1,094 2,439 1,120 5,984 5,123: -472 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 37.7 9.2 66.2 35.5 92.2 82.5: 7.8 17.5
Old : 100.0: 16.8 37.7 9.2 66.2 35.5 92.2 82.5: 7.8 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 : 106: 29 36 23 27 34 69 81:
Old : 106: 29 36 23 27 34 69 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 : 46.2 26.9 57.3 40.5 45.4 26.0 53.7 38.7
Old : 46.2 26.9 57.3 40.5 45.4 26.0 53.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 240,620: 25,574 91,185 23,997 172,421 69,057 221,992 184,238: 18,628 56,382
Old : 240,620: 25,574 91,185 23,997 172,421 69,057 221,992 184,238: 18,628 56,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -16,195: -540 -13,141 -736 -12,162 2,556 -13,438 -11,320: -2,758 -4,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 37.9 10.0 71.7 28.7 92.3 76.6: 7.7 23.4
Old : 100.0: 10.6 37.9 10.0 71.7 28.7 92.3 76.6: 7.7 23.4
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 : 141: 29 63 32 31 34 77 113:
Old : 141: 29 63 32 31 34 77 113:
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 22.8 60.4 33.0 42.9 22.8 58.2 31.9
Old : 45.1 22.8 60.4 33.0 42.9 22.8 58.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 604,941: 46,772 224,068 104,337 409,115 169,287 560,224 497,692: 44,717 107,249
Old : 604,941: 46,772 224,068 104,337 409,115 169,287 560,224 497,692: 44,717 107,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 29,558: -1,905 -1,100 20,800 13,764 8,092 32,659 27,792: -3,102 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 37.0 17.2 67.6 28.0 92.6 82.3: 7.4 17.7
Old : 100.0: 7.7 37.0 17.2 67.6 28.0 92.6 82.3: 7.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 53 120 72 61 71 157 221:
Old : 266: 53 120 72 61 71 157 221:
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 : 32.5 16.6 48.8 25.1 29.6 14.7 43.6 21.5
Old : 32.5 16.6 48.8 25.1 29.6 14.7 43.6 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,682: 14,337 10,569 3,941 12,558 16,985 30,836 31,495: 5,846 5,187
Old : 36,682: 14,337 10,569 3,941 12,558 16,985 30,836 31,495: 5,846 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 28.8 10.7 34.2 46.3 84.1 85.9: 15.9 14.1
Old : 100.0: 39.1 28.8 10.7 34.2 46.3 84.1 85.9: 15.9 14.1
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 : 24: 5 9 2 7 8 14 17:
Old : 24: 5 9 2 7 8 14 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 : 63.0 58.3 80.1 79.1 38.5 34.4 41.7 39.5
Old : 63.0 58.3 80.1 79.1 38.5 34.4 41.7 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 25,594: 11,908 15,567 295 11,093 3,581 23,296 19,443: 2,298 6,151
Old : 25,594: 11,908 15,567 295 11,093 3,581 23,296 19,443: 2,298 6,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 2,776: 967 2,809 -61 3,096 -647 4,002 2,101: -1,226 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 60.8 1.2 43.3 14.0 91.0 76.0: 9.0 24.0
Old : 100.0: 46.5 60.8 1.2 43.3 14.0 91.0 76.0: 9.0 24.0
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 : 64: 14 33 3 11 8 26 43:
Old : 64: 14 33 3 11 8 26 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 27.4 65.1 43.2 51.8 27.4 64.4 43.2
Old : 51.9 27.4 65.1 43.2 51.8 27.4 64.4 43.2
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, January 27, 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 :17,777,067: 1,660,344 1,376,259 7,153,157 7,984,979 7,908,903 16,798,480 16,438,319: 978,588 1,338,748
Old :17,777,067: 1,660,344 1,376,259 7,153,157 7,984,979 7,908,903 16,798,480 16,438,319: 978,588 1,338,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 140,555: 73,640 88,547 55,483 -38,254 -19,628 90,869 124,403: 49,687 16,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 40.2 44.9 44.5 94.5 92.5: 5.5 7.5
Old : 100.0: 9.3 7.7 40.2 44.9 44.5 94.5 92.5: 5.5 7.5
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 : 310: 55 99 117 139 149 270 293:
Old : 310: 55 99 117 139 149 270 293:
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 : 21.6 20.2 33.4 30.6 10.1 5.7 14.8 8.7
Old : 21.6 20.2 33.4 30.6 10.1 5.7 14.8 8.7
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 27, 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 : 824,192: 102,398 87,239 63,554 553,323 594,909 719,274 745,701: 104,918 78,491
Old : 824,192: 102,398 87,239 63,554 553,323 594,909 719,274 745,701: 104,918 78,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 2,880: -1,251 1,377 2,473 6,415 1,032 7,637 4,882: -4,757 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.6 7.7 67.1 72.2 87.3 90.5: 12.7 9.5
Old : 100.0: 12.4 10.6 7.7 67.1 72.2 87.3 90.5: 12.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 159 114 129 247 234 468 416:
Old : 601: 159 114 129 247 234 468 416:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.4 23.1 22.6 12.7 11.0 19.4 19.0
Old : 14.5 12.4 23.1 22.6 12.7 11.0 19.4 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 27, 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 : 194,807: 14,590 12,225 19,151 117,051 133,115 150,792 164,491: 44,015 30,316
Old : 194,807: 14,590 12,225 19,151 117,051 133,115 150,792 164,491: 44,015 30,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 3,491: -96 1,966 976 4,343 3,590 5,223 6,532: -1,732 -3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.3 9.8 60.1 68.3 77.4 84.4: 22.6 15.6
Old : 100.0: 7.5 6.3 9.8 60.1 68.3 77.4 84.4: 22.6 15.6
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 : 97: 17 15 21 53 48 83 72:
Old : 97: 17 15 21 53 48 83 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 : 18.8 30.1 31.9 45.4 15.2 24.8 24.1 36.4
Old : 18.8 30.1 31.9 45.4 15.2 24.8 24.1 36.4
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 27, 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 : 3,146,928: 453,854 389,884 207,201 2,181,358 2,308,967 2,842,413 2,906,052: 304,515 240,876
Old : 3,146,928: 453,854 389,884 207,201 2,181,358 2,308,967 2,842,413 2,906,052: 304,515 240,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -3,055: 5,654 8,480 -3,941 10,358 -12,790 12,071 -8,251: -15,125 5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.4 6.6 69.3 73.4 90.3 92.3: 9.7 7.7
Old : 100.0: 14.4 12.4 6.6 69.3 73.4 90.3 92.3: 9.7 7.7
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 : 572: 151 106 119 230 224 435 395:
Old : 572: 151 106 119 230 224 435 395:
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 : 17.2 13.1 26.0 22.3 15.6 12.9 23.0 21.5
Old : 17.2 13.1 26.0 22.3 15.6 12.9 23.0 21.5
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, January 27, 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 : 82,989: 7,862 6,931 1,175 64,729 69,157 73,766 77,263: 9,223 5,726
Old : 82,989: 7,862 6,931 1,175 64,729 69,157 73,766 77,263: 9,223 5,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -805: -212 1,207 144 293 -2,384 225 -1,033: -1,030 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.4 1.4 78.0 83.3 88.9 93.1: 11.1 6.9
Old : 100.0: 9.5 8.4 1.4 78.0 83.3 88.9 93.1: 11.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 13 9 4 52 36 67 47:
Old : 92: 13 9 4 52 36 67 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 : 38.8 38.1 52.8 59.5 37.7 37.9 51.0 59.1
Old : 38.8 38.1 52.8 59.5 37.7 37.9 51.0 59.1
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 27, 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 : 62,718: 13,646 9,414 2,041 38,709 48,366 54,396 59,820: 8,322 2,898
Old : 62,718: 13,646 9,414 2,041 38,709 48,366 54,396 59,820: 8,322 2,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -406: -1,291 392 109 952 -497 -230 4: -176 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.0 3.3 61.7 77.1 86.7 95.4: 13.3 4.6
Old : 100.0: 21.8 15.0 3.3 61.7 77.1 86.7 95.4: 13.3 4.6
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 : 216: 57 45 23 71 62 137 121:
Old : 216: 57 45 23 71 62 137 121:
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 : 33.9 31.6 42.1 46.2 33.9 31.3 41.7 45.9
Old : 33.9 31.6 42.1 46.2 33.9 31.3 41.7 45.9
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 27, 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 : 313,591: 68,231 47,069 10,203 193,547 241,828 271,981 299,100: 41,610 14,491
Old : 313,591: 68,231 47,069 10,203 193,547 241,828 271,981 299,100: 41,610 14,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -2,030: -6,456 1,959 547 4,758 -2,487 -1,151 19: -878 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.0 3.3 61.7 77.1 86.7 95.4: 13.3 4.6
Old : 100.0: 21.8 15.0 3.3 61.7 77.1 86.7 95.4: 13.3 4.6
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 : 216: 57 45 23 71 62 137 121:
Old : 216: 57 45 23 71 62 137 121:
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 : 33.9 31.6 42.1 46.2 33.9 31.3 41.7 45.9
Old : 33.9 31.6 42.1 46.2 33.9 31.3 41.7 45.9
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 27, 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 : 149,388: 16,494 65,823 10,553 106,010 27,454 133,057 103,830: 16,331 45,558
Old : 149,388: 16,494 65,823 10,553 106,010 27,454 133,057 103,830: 16,331 45,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 20,705: 6,179 9,768 2,677 12,374 3,513 21,230 15,958: -525 4,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 44.1 7.1 71.0 18.4 89.1 69.5: 10.9 30.5
Old : 100.0: 11.0 44.1 7.1 71.0 18.4 89.1 69.5: 10.9 30.5
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 : 98: 22 51 20 19 22 51 83:
Old : 98: 22 51 20 19 22 51 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 20.8 62.8 29.5 48.7 20.3 59.1 28.1
Old : 49.9 20.8 62.8 29.5 48.7 20.3 59.1 28.1
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 27, 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 : 52,339: 15,481 15,902 652 25,909 30,796 42,042 47,350: 10,297 4,989
Old : 52,339: 15,481 15,902 652 25,909 30,796 42,042 47,350: 10,297 4,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -1,159: 1,061 247 416 -1,703 -1,693 -226 -1,030: -933 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 30.4 1.2 49.5 58.8 80.3 90.5: 19.7 9.5
Old : 100.0: 29.6 30.4 1.2 49.5 58.8 80.3 90.5: 19.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 9 1 22 11 40 21:
Old : 58: 18 9 1 22 11 40 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 : 37.2 59.3 49.9 78.7 37.2 59.3 49.9 78.7
Old : 37.2 59.3 49.9 78.7 37.2 59.3 49.9 78.7
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 27, 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 : 100,688: 48,278 3,748 2,649 40,210 18,331 91,137 24,728: 9,551 75,960
Old : 100,688: 48,278 3,748 2,649 40,210 18,331 91,137 24,728: 9,551 75,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 7,840: 61 -1,686 48 7,372 3,193 7,481 1,555: 359 6,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 3.7 2.6 39.9 18.2 90.5 24.6: 9.5 75.4
Old : 100.0: 47.9 3.7 2.6 39.9 18.2 90.5 24.6: 9.5 75.4
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 : 80: 34 5 5 29 17 65 26:
Old : 80: 34 5 5 29 17 65 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 10.0 47.2 16.1 32.3 9.2 47.2 13.5
Old : 32.3 10.0 47.2 16.1 32.3 9.2 47.2 13.5
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 27, 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 : 12,788: 7,579 4,477 0 4,715 7,808 12,294 12,285: 494 503
Old : 12,788: 7,579 4,477 0 4,715 7,808 12,294 12,285: 494 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 48: 49 -50 0 0 153 49 103: -1 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 35.0 0.0 36.9 61.1 96.1 96.1: 3.9 3.9
Old : 100.0: 59.3 35.0 0.0 36.9 61.1 96.1 96.1: 3.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 0 9 2 16 6:
Old : 22: 7 4 0 9 2 16 6:
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 : 76.5 92.1 86.1 96.1 76.5 92.1 86.1 96.1
Old : 76.5 92.1 86.1 96.1 76.5 92.1 86.1 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015