BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 8,239: 537 2,646 729 5,126 3,712 6,392 7,087: 1,847 1,152
Old : 8,239: 537 2,646 729 5,126 3,712 6,392 7,087: 1,847 1,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 279: 89 263 -9 250 126 330 380: -51 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 32.1 8.8 62.2 45.1 77.6 86.0: 22.4 14.0
Old : 100.0: 6.5 32.1 8.8 62.2 45.1 77.6 86.0: 22.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 12 7 15 14 24 26:
Old : 34: 2 12 7 15 14 24 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 : 42.3 33.1 61.4 53.7 40.2 31.9 54.7 49.8
Old : 42.3 33.1 61.4 53.7 40.2 31.9 54.7 49.8
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, February 24, 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 : 73,321: 25,106 6,476 15,840 27,975 30,405 68,922 52,722: 4,400 20,600
Old : 73,321: 25,106 6,476 15,840 27,975 30,405 68,922 52,722: 4,400 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 594: -1,300 -1,433 609 1,007 989 316 165: 278 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.8 21.6 38.2 41.5 94.0 71.9: 6.0 28.1
Old : 100.0: 34.2 8.8 21.6 38.2 41.5 94.0 71.9: 6.0 28.1
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 : 102: 15 33 37 40 36 82 80:
Old : 102: 15 33 37 40 36 82 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 : 35.6 21.6 51.4 33.6 35.2 20.3 49.0 30.2
Old : 35.6 21.6 51.4 33.6 35.2 20.3 49.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 7,553: 263 1,264 671 5,470 4,576 6,404 6,512: 1,149 1,041
Old : 7,553: 263 1,264 671 5,470 4,576 6,404 6,512: 1,149 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 342: 146 212 55 211 204 412 471: -70 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 16.7 8.9 72.4 60.6 84.8 86.2: 15.2 13.8
Old : 100.0: 3.5 16.7 8.9 72.4 60.6 84.8 86.2: 15.2 13.8
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 : 34: 2 8 6 21 17 28 26:
Old : 34: 2 8 6 21 17 28 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 : 39.0 28.0 59.3 49.3 39.0 20.0 50.4 34.4
Old : 39.0 28.0 59.3 49.3 39.0 20.0 50.4 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 4,498: 2,277 120 330 1,472 2,110 4,079 2,560: 418 1,938
Old : 4,498: 2,277 120 330 1,472 2,110 4,079 2,560: 418 1,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 315: 177 -18 38 84 149 299 169: 15 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 2.7 7.3 32.7 46.9 90.7 56.9: 9.3 43.1
Old : 100.0: 50.6 2.7 7.3 32.7 46.9 90.7 56.9: 9.3 43.1
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: 6 3 6 6 11 14 18:
Old : 22: 6 3 6 6 11 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 31.4 82.9 44.6 54.5 30.5 75.3 40.7
Old : 58.0 31.4 82.9 44.6 54.5 30.5 75.3 40.7
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, February 24, 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 : 267,227: 75,603 40,012 79,325 88,356 109,806 243,284 229,143: 23,943 38,084
Old : 255,137: 73,666 41,338 74,113 85,325 103,860 233,104 219,311: 22,033 35,826
Other: 12,090: 3,580 317 3,570 3,031 5,946 10,180 9,832: 1,910 2,258
: : :
: : Changes in Commitments from: February 17, 2015 :
: -33,993: -654 -87 -30,892 -929 -3,520 -32,475 -34,499: -1,518 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 15.0 29.7 33.1 41.1 91.0 85.7: 9.0 14.3
Old : 100.0: 28.9 16.2 29.0 33.4 40.7 91.4 86.0: 8.6 14.0
Other: 100.0: 29.6 2.6 29.5 25.1 49.2 84.2 81.3: 15.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 100 78 103 87 77 239 220:
Old : 288: 91 83 102 84 76 232 218:
Other: 73: 22 6 16 26 33 50 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 14.4 21.6 23.4 11.9 11.5 19.5 17.5
Old : 13.0 14.7 22.1 23.7 12.4 11.7 20.3 17.8
Other: 26.3 29.2 40.0 43.8 17.9 22.2 28.1 31.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 340,317: 86,616 25,184 99,487 124,070 164,792 310,174 289,463: 30,143 50,855
Old : 340,317: 86,616 25,184 99,487 124,070 164,792 310,174 289,463: 30,143 50,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 11,307: -55 -1,243 8,396 3,413 2,531 11,754 9,685: -447 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.4 29.2 36.5 48.4 91.1 85.1: 8.9 14.9
Old : 100.0: 25.5 7.4 29.2 36.5 48.4 91.1 85.1: 8.9 14.9
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 : 381: 107 82 114 127 155 296 298:
Old : 381: 107 82 114 127 155 296 298:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 15.9 21.0 23.7 10.3 13.3 18.3 19.3
Old : 12.4 15.9 21.0 23.7 10.3 13.3 18.3 19.3
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, February 24, 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 : 5,691: 1,823 3,288 419 2,135 431 4,377 4,138: 1,314 1,553
Old : 5,691: 1,823 3,288 419 2,135 431 4,377 4,138: 1,314 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 440: 171 411 36 87 -238 294 209: 146 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 57.8 7.4 37.5 7.6 76.9 72.7: 23.1 27.3
Old : 100.0: 32.0 57.8 7.4 37.5 7.6 76.9 72.7: 23.1 27.3
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 : 76: 21 32 9 23 8 46 47:
Old : 76: 21 32 9 23 8 46 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 : 31.1 32.6 41.9 42.1 31.1 32.6 39.8 40.2
Old : 31.1 32.6 41.9 42.1 31.1 32.6 39.8 40.2
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, February 24, 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 : 55,108: 9,874 5,794 16,173 17,415 10,965 43,462 32,932: 11,646 22,176
Old : 55,108: 9,874 5,794 16,173 17,415 10,965 43,462 32,932: 11,646 22,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,647: 265 -482 1,199 163 455 1,627 1,172: 1,020 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.5 29.3 31.6 19.9 78.9 59.8: 21.1 40.2
Old : 100.0: 17.9 10.5 29.3 31.6 19.9 78.9 59.8: 21.1 40.2
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 : 221: 58 48 58 81 82 172 162:
Old : 221: 58 48 58 81 82 172 162:
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 : 15.5 12.1 22.9 19.5 10.2 3.9 15.3 5.8
Old : 15.5 12.1 22.9 19.5 10.2 3.9 15.3 5.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 46,447: 3,175 28,356 4,975 37,152 9,621 45,302 42,951: 1,145 3,496
Old : 46,447: 3,175 28,356 4,975 37,152 9,621 45,302 42,951: 1,145 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 877: -6 577 8 916 302 918 888: -41 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 61.0 10.7 80.0 20.7 97.5 92.5: 2.5 7.5
Old : 100.0: 6.8 61.0 10.7 80.0 20.7 97.5 92.5: 2.5 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 : 75: 11 32 20 22 18 47 57:
Old : 75: 11 32 20 22 18 47 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 : 51.3 51.0 70.7 65.9 51.3 51.0 69.8 64.2
Old : 51.3 51.0 70.7 65.9 51.3 51.0 69.8 64.2
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, February 24, 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 : 46,861: 4,874 1,901 233 41,261 43,985 46,368 46,119: 493 742
Old : 46,861: 4,874 1,901 233 41,261 43,985 46,368 46,119: 493 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -921: 1,439 -158 100 -2,390 -292 -851 -350: -70 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.1 0.5 88.0 93.9 98.9 98.4: 1.1 1.6
Old : 100.0: 10.4 4.1 0.5 88.0 93.9 98.9 98.4: 1.1 1.6
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 : 33: 8 6 2 12 15 20 23:
Old : 33: 8 6 2 12 15 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 66.2 83.6 87.2 57.4 66.2 76.2 84.4
Old : 61.5 66.2 83.6 87.2 57.4 66.2 76.2 84.4
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, February 24, 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 : 144,244: 20,129 57,589 15,005 84,500 31,906 119,633 104,499: 24,611 39,745
Old : 144,244: 20,129 57,589 15,005 84,500 31,906 119,633 104,499: 24,611 39,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 7,295: 2,325 5,070 33 4,349 2,677 6,707 7,780: 587 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 39.9 10.4 58.6 22.1 82.9 72.4: 17.1 27.6
Old : 100.0: 14.0 39.9 10.4 58.6 22.1 82.9 72.4: 17.1 27.6
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 : 86: 21 31 13 23 25 50 65:
Old : 86: 21 31 13 23 25 50 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 26.6 48.3 36.1 28.6 24.2 40.7 30.6
Old : 32.2 26.6 48.3 36.1 28.6 24.2 40.7 30.6
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, February 24, 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 : 44,891: 5,389 8,132 5,380 25,033 15,190 35,802 28,702: 9,089 16,189
Old : 44,891: 5,389 8,132 5,380 25,033 15,190 35,802 28,702: 9,089 16,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,170: 334 -677 652 1,162 -840 2,147 -865: -978 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.1 12.0 55.8 33.8 79.8 63.9: 20.2 36.1
Old : 100.0: 12.0 18.1 12.0 55.8 33.8 79.8 63.9: 20.2 36.1
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 : 31: 9 5 6 12 13 23 22:
Old : 31: 9 5 6 12 13 23 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 : 48.9 29.9 61.7 45.8 42.9 25.1 52.6 35.8
Old : 48.9 29.9 61.7 45.8 42.9 25.1 52.6 35.8
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, February 24, 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 : 180,828: 34,096 82,449 11,777 130,941 79,906 176,814 174,132: 4,014 6,695
Old : 180,828: 34,096 82,449 11,777 130,941 79,906 176,814 174,132: 4,014 6,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,769: 5,232 8,131 -1,092 160 -2,029 4,301 5,010: 468 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.6 6.5 72.4 44.2 97.8 96.3: 2.2 3.7
Old : 100.0: 18.9 45.6 6.5 72.4 44.2 97.8 96.3: 2.2 3.7
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 : 119: 27 54 10 20 24 52 86:
Old : 119: 27 54 10 20 24 52 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 : 70.0 37.3 80.2 59.1 60.7 32.4 67.1 51.7
Old : 70.0 37.3 80.2 59.1 60.7 32.4 67.1 51.7
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, February 24, 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 : 210,040: 41,592 70,232 23,177 124,905 84,223 189,673 177,632: 20,367 32,408
Old : 210,040: 41,592 70,232 23,177 124,905 84,223 189,673 177,632: 20,367 32,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,697: 2,701 -2,769 2,303 -3,280 3,259 1,724 2,792: 973 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.4 11.0 59.5 40.1 90.3 84.6: 9.7 15.4
Old : 100.0: 19.8 33.4 11.0 59.5 40.1 90.3 84.6: 9.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 29 40 24 28 38 73 86:
Old : 112: 29 40 24 28 38 73 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 : 39.7 27.4 51.0 40.8 38.9 26.4 47.3 36.0
Old : 39.7 27.4 51.0 40.8 38.9 26.4 47.3 36.0
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, February 24, 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 : 239,603: 30,834 79,818 24,534 166,591 76,362 221,959 180,714: 17,645 58,889
Old : 239,603: 30,834 79,818 24,534 166,591 76,362 221,959 180,714: 17,645 58,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -3,055: 334 -2,145 252 -4,309 2,621 -3,724 728: 669 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 33.3 10.2 69.5 31.9 92.6 75.4: 7.4 24.6
Old : 100.0: 12.9 33.3 10.2 69.5 31.9 92.6 75.4: 7.4 24.6
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 : 137: 25 65 29 28 35 72 111:
Old : 137: 25 65 29 28 35 72 111:
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 : 42.9 21.5 57.5 30.7 41.6 20.9 55.5 28.3
Old : 42.9 21.5 57.5 30.7 41.6 20.9 55.5 28.3
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, February 24, 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 : 544,362: 41,400 214,901 71,846 389,221 162,650 502,467 449,398: 41,895 94,964
Old : 544,362: 41,400 214,901 71,846 389,221 162,650 502,467 449,398: 41,895 94,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -6,727: -2,768 -8,440 59 -4,639 4,297 -7,347 -4,084: 621 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 39.5 13.2 71.5 29.9 92.3 82.6: 7.7 17.4
Old : 100.0: 7.6 39.5 13.2 71.5 29.9 92.3 82.6: 7.7 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 42 102 64 62 70 145 196:
Old : 236: 42 102 64 62 70 145 196:
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 : 33.4 16.8 50.4 26.0 30.5 16.0 46.0 23.3
Old : 33.4 16.8 50.4 26.0 30.5 16.0 46.0 23.3
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, February 24, 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 : 31,681: 18,149 13,588 5,509 7,302 11,486 30,960 30,583: 721 1,098
Old : 31,681: 18,149 13,588 5,509 7,302 11,486 30,960 30,583: 721 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 8,922: 7,109 8,908 -92 1,926 131 8,943 8,947: -21 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 42.9 17.4 23.0 36.3 97.7 96.5: 2.3 3.5
Old : 100.0: 57.3 42.9 17.4 23.0 36.3 97.7 96.5: 2.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 6 4 4 6 14 14:
Old : 22: 8 6 4 4 6 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 79.1 89.4 92.9 54.6 64.2 67.7 68.0
Old : 64.3 79.1 89.4 92.9 54.6 64.2 67.7 68.0
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, February 24, 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 : 27,329: 11,107 15,437 875 13,392 4,561 25,374 20,873: 1,955 6,456
Old : 27,329: 11,107 15,437 875 13,392 4,561 25,374 20,873: 1,955 6,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -372: 1,086 -337 96 -1,310 18 -128 -223: -244 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 56.5 3.2 49.0 16.7 92.8 76.4: 7.2 23.6
Old : 100.0: 40.6 56.5 3.2 49.0 16.7 92.8 76.4: 7.2 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 30 4 11 10 28 42:
Old : 64: 15 30 4 11 10 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 24.8 66.4 39.2 48.7 24.8 65.7 39.2
Old : 48.9 24.8 66.4 39.2 48.7 24.8 65.7 39.2
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, February 24, 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 :18,722,097: 1,571,292 1,497,828 8,050,599 8,235,577 7,852,868 17,857,469 17,401,294: 864,629 1,320,803
Old :18,722,097: 1,571,292 1,497,828 8,050,599 8,235,577 7,852,868 17,857,469 17,401,294: 864,629 1,320,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -397,542: -126,352 -73,662 -23,120 -229,104 -277,424 -378,576 -374,206: -18,965 -23,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.0 43.0 44.0 41.9 95.4 92.9: 4.6 7.1
Old : 100.0: 8.4 8.0 43.0 44.0 41.9 95.4 92.9: 4.6 7.1
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 : 303: 54 93 114 140 153 266 290:
Old : 303: 54 93 114 140 153 266 290:
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 : 22.1 20.2 34.7 30.5 9.4 4.8 14.2 7.7
Old : 22.1 20.2 34.7 30.5 9.4 4.8 14.2 7.7
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, February 24, 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 : 896,168: 97,898 92,693 65,618 592,099 620,066 755,615 778,376: 140,553 117,792
Old : 896,168: 97,898 92,693 65,618 592,099 620,066 755,615 778,376: 140,553 117,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,420: -7,646 8,093 -6,984 10,654 -5,024 -3,976 -3,916: 8,396 8,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.3 7.3 66.1 69.2 84.3 86.9: 15.7 13.1
Old : 100.0: 10.9 10.3 7.3 66.1 69.2 84.3 86.9: 15.7 13.1
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 : 621: 151 128 133 252 245 472 439:
Old : 621: 151 128 133 252 245 472 439:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 12.8 21.8 21.8 11.4 10.1 17.4 16.9
Old : 13.7 12.8 21.8 21.8 11.4 10.1 17.4 16.9
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, February 24, 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 : 229,097: 11,934 10,473 24,065 144,231 128,606 180,229 163,144: 48,867 65,953
Old : 229,097: 11,934 10,473 24,065 144,231 128,606 180,229 163,144: 48,867 65,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,922: -1,908 784 -2,332 5,735 -1,777 1,495 -3,325: 1,427 6,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.6 10.5 63.0 56.1 78.7 71.2: 21.3 28.8
Old : 100.0: 5.2 4.6 10.5 63.0 56.1 78.7 71.2: 21.3 28.8
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 : 87: 16 12 20 47 42 75 64:
Old : 87: 16 12 20 47 42 75 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 26.3 31.4 38.7 15.1 20.8 25.1 28.9
Old : 19.1 26.3 31.4 38.7 15.1 20.8 25.1 28.9
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, February 24, 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 : 3,335,355: 440,653 421,929 196,934 2,239,342 2,457,297 2,876,929 3,076,160: 458,426 259,195
Old : 3,335,355: 440,653 421,929 196,934 2,239,342 2,457,297 2,876,929 3,076,160: 458,426 259,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 7,492: -23,221 42,014 -28,730 24,596 -16,235 -27,355 -2,952: 34,848 10,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.7 5.9 67.1 73.7 86.3 92.2: 13.7 7.8
Old : 100.0: 13.2 12.7 5.9 67.1 73.7 86.3 92.2: 13.7 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 : 596: 146 119 123 239 236 443 420:
Old : 596: 146 119 123 239 236 443 420:
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 : 15.6 13.9 24.4 23.1 13.8 13.4 21.5 21.4
Old : 15.6 13.9 24.4 23.1 13.8 13.4 21.5 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, February 24, 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 : 93,295: 10,464 7,581 1,728 69,785 75,431 81,977 84,740: 11,318 8,555
Old : 93,295: 10,464 7,581 1,728 69,785 75,431 81,977 84,740: 11,318 8,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 5,603: 2,292 1,833 -290 3,679 2,750 5,681 4,293: -78 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.1 1.9 74.8 80.9 87.9 90.8: 12.1 9.2
Old : 100.0: 11.2 8.1 1.9 74.8 80.9 87.9 90.8: 12.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 15 10 3 50 40 66 52:
Old : 97: 15 10 3 50 40 66 52:
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 32.3 50.1 51.8 35.7 32.2 48.9 51.6
Old : 36.5 32.3 50.1 51.8 35.7 32.2 48.9 51.6
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, February 24, 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 : 88,216: 20,822 8,819 2,557 54,681 70,458 78,060 81,834: 10,156 6,382
Old : 88,216: 20,822 8,819 2,557 54,681 70,458 78,060 81,834: 10,156 6,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,502: 1,304 736 -584 961 1,824 1,680 1,975: -178 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.0 2.9 62.0 79.9 88.5 92.8: 11.5 7.2
Old : 100.0: 23.6 10.0 2.9 62.0 79.9 88.5 92.8: 11.5 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 : 222: 69 39 18 69 71 145 121:
Old : 222: 69 39 18 69 71 145 121:
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 : 28.7 36.8 38.2 52.5 26.1 32.1 34.4 47.1
Old : 28.7 36.8 38.2 52.5 26.1 32.1 34.4 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 17,711: 1,172 0 0 14,560 15,165 15,732 15,165: 1,979 2,546
Old : 17,711: 1,172 0 0 14,560 15,165 15,732 15,165: 1,979 2,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -167: -367 0 0 100 546 -267 546: 100 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 82.2 85.6 88.8 85.6: 11.2 14.4
Old : 100.0: 6.6 0.0 0.0 82.2 85.6 88.8 85.6: 11.2 14.4
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 : 20: 3 0 0 11 6 14 6:
Old : 20: 3 0 0 11 6 14 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 : 56.0 82.9 76.3 85.6 56.0 82.9 76.3 85.6
Old : 56.0 82.9 76.3 85.6 56.0 82.9 76.3 85.6
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, February 24, 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 : 352,527: 98,250 44,094 12,787 200,605 276,466 311,642 333,347: 40,884 19,179
Old : 352,527: 98,250 44,094 12,787 200,605 276,466 311,642 333,347: 40,884 19,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 8,346: 6,510 1,834 -1,077 4,303 6,388 9,736 7,145: -1,390 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.5 3.6 56.9 78.4 88.4 94.6: 11.6 5.4
Old : 100.0: 27.9 12.5 3.6 56.9 78.4 88.4 94.6: 11.6 5.4
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 : 219: 67 39 18 63 69 137 119:
Old : 219: 67 39 18 63 69 137 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 34.6 41.7 47.8 32.2 34.2 41.3 47.4
Old : 32.2 34.6 41.7 47.8 32.2 34.2 41.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 164,917: 15,669 79,364 12,510 121,672 28,865 149,851 120,739: 15,066 44,178
Old : 164,917: 15,669 79,364 12,510 121,672 28,865 149,851 120,739: 15,066 44,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 8,567: -1,513 7,893 661 10,792 1,482 9,939 10,035: -1,372 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 48.1 7.6 73.8 17.5 90.9 73.2: 9.1 26.8
Old : 100.0: 9.5 48.1 7.6 73.8 17.5 90.9 73.2: 9.1 26.8
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 : 102: 21 54 23 20 24 56 86:
Old : 102: 21 54 23 20 24 56 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 : 55.7 25.8 68.2 35.5 54.3 25.2 65.3 33.9
Old : 55.7 25.8 68.2 35.5 54.3 25.2 65.3 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 56,282: 17,915 15,902 433 25,756 31,374 44,104 47,709: 12,178 8,573
Old : 56,282: 17,915 15,902 433 25,756 31,374 44,104 47,709: 12,178 8,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,201: 687 269 -426 622 581 883 424: 1,318 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 28.3 0.8 45.8 55.7 78.4 84.8: 21.6 15.2
Old : 100.0: 31.8 28.3 0.8 45.8 55.7 78.4 84.8: 21.6 15.2
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 : 62: 22 8 1 23 13 45 22:
Old : 62: 22 8 1 23 13 45 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 : 34.2 55.5 46.3 74.0 34.2 55.5 46.3 74.0
Old : 34.2 55.5 46.3 74.0 34.2 55.5 46.3 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 120,512: 56,168 8,384 2,510 50,471 20,123 109,149 31,017: 11,363 89,495
Old : 120,512: 56,168 8,384 2,510 50,471 20,123 109,149 31,017: 11,363 89,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 5,015: 1,556 3,283 -485 2,806 1,552 3,877 4,350: 1,138 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 7.0 2.1 41.9 16.7 90.6 25.7: 9.4 74.3
Old : 100.0: 46.6 7.0 2.1 41.9 16.7 90.6 25.7: 9.4 74.3
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 : 98: 39 9 7 36 20 76 35:
Old : 98: 39 9 7 36 20 76 35:
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 : 26.2 9.4 38.3 14.7 26.1 8.4 38.1 13.2
Old : 26.2 9.4 38.3 14.7 26.1 8.4 38.1 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015