BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,757: 735 2,355 646 5,027 3,770 6,408 6,771: 1,349 987
Old : 7,757: 735 2,355 646 5,027 3,770 6,408 6,771: 1,349 987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -747: -6 -391 -118 -431 -154 -555 -663: -192 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.4 8.3 64.8 48.6 82.6 87.3: 17.4 12.7
Old : 100.0: 9.5 30.4 8.3 64.8 48.6 82.6 87.3: 17.4 12.7
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 : 35: 3 11 8 15 15 25 27:
Old : 35: 3 11 8 15 15 25 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 : 44.0 34.5 62.8 53.5 42.5 33.4 56.7 50.7
Old : 44.0 34.5 62.8 53.5 42.5 33.4 56.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 65,962: 22,153 5,745 13,841 25,814 27,514 61,807 47,100: 4,155 18,862
Old : 65,962: 22,153 5,745 13,841 25,814 27,514 61,807 47,100: 4,155 18,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -9,015: -2,788 -1,397 -2,780 -3,197 -3,385 -8,765 -7,562: -250 -1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.7 21.0 39.1 41.7 93.7 71.4: 6.3 28.6
Old : 100.0: 33.6 8.7 21.0 39.1 41.7 93.7 71.4: 6.3 28.6
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 : 100: 16 32 35 39 33 79 77:
Old : 100: 16 32 35 39 33 79 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 : 37.0 22.6 52.7 34.3 36.7 21.2 50.0 31.1
Old : 37.0 22.6 52.7 34.3 36.7 21.2 50.0 31.1
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, March 10, 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 : 7,535: 115 1,328 835 5,535 4,238 6,484 6,401: 1,051 1,134
Old : 7,535: 115 1,328 835 5,535 4,238 6,484 6,401: 1,051 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -263: -146 50 147 -124 -432 -124 -235: -139 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 17.6 11.1 73.5 56.2 86.1 85.0: 13.9 15.0
Old : 100.0: 1.5 17.6 11.1 73.5 56.2 86.1 85.0: 13.9 15.0
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 : 38: 3 11 9 20 17 30 30:
Old : 38: 3 11 9 20 17 30 30:
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 : 42.6 30.1 62.0 50.5 41.6 22.5 52.4 36.5
Old : 42.6 30.1 62.0 50.5 41.6 22.5 52.4 36.5
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, March 10, 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 : 4,337: 2,034 78 325 1,482 2,122 3,841 2,524: 496 1,812
Old : 4,337: 2,034 78 325 1,482 2,122 3,841 2,524: 496 1,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -167: -278 -3 10 38 24 -230 31: 63 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 1.8 7.5 34.2 48.9 88.6 58.2: 11.4 41.8
Old : 100.0: 46.9 1.8 7.5 34.2 48.9 88.6 58.2: 11.4 41.8
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 : 22: 6 2 6 7 11 15 17:
Old : 22: 6 2 6 7 11 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 31.0 80.0 44.8 52.8 30.4 72.3 42.0
Old : 55.6 31.0 80.0 44.8 52.8 30.4 72.3 42.0
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, March 10, 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 : 288,947: 79,192 48,190 93,786 90,770 108,752 263,748 250,728: 25,199 38,219
Old : 274,525: 76,787 49,525 88,039 86,346 101,391 251,172 238,955: 23,354 35,570
Other: 14,421: 4,099 360 4,053 4,424 7,360 12,576 11,773: 1,845 2,649
: : :
: : Changes in Commitments from: March 3, 2015 :
: 5,965: 4,901 2,838 1,876 -2,165 -743 4,612 3,971: 1,354 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.7 32.5 31.4 37.6 91.3 86.8: 8.7 13.2
Old : 100.0: 28.0 18.0 32.1 31.5 36.9 91.5 87.0: 8.5 13.0
Other: 100.0: 28.4 2.5 28.1 30.7 51.0 87.2 81.6: 12.8 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 108 88 117 90 80 251 244:
Old : 306: 99 93 115 88 79 243 242:
Other: 92: 28 7 18 36 41 67 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 12.8 20.3 21.1 11.2 9.8 18.4 15.3
Old : 12.2 13.1 20.7 21.2 11.6 10.0 18.9 15.7
Other: 22.2 27.2 36.6 40.9 16.5 19.8 26.3 28.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 338,673: 91,427 24,676 98,430 115,397 164,775 305,254 287,880: 33,419 50,792
Old : 338,673: 91,427 24,676 98,430 115,397 164,775 305,254 287,880: 33,419 50,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 2,761: 3,462 -760 -316 -3,878 1,454 -731 379: 3,492 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.3 29.1 34.1 48.7 90.1 85.0: 9.9 15.0
Old : 100.0: 27.0 7.3 29.1 34.1 48.7 90.1 85.0: 9.9 15.0
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 : 386: 123 80 124 122 150 310 296:
Old : 386: 123 80 124 122 150 310 296:
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 : 11.5 15.9 20.0 23.7 10.2 13.5 17.7 19.7
Old : 11.5 15.9 20.0 23.7 10.2 13.5 17.7 19.7
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, March 10, 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 : 6,200: 1,863 3,739 455 2,528 488 4,846 4,683: 1,354 1,517
Old : 6,200: 1,863 3,739 455 2,528 488 4,846 4,683: 1,354 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 383: 158 214 61 98 51 317 326: 65 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 60.3 7.3 40.8 7.9 78.2 75.5: 21.8 24.5
Old : 100.0: 30.0 60.3 7.3 40.8 7.9 78.2 75.5: 21.8 24.5
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 : 84: 19 35 10 28 13 51 55:
Old : 84: 19 35 10 28 13 51 55:
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 : 26.8 32.6 39.1 43.2 26.2 32.6 37.1 42.5
Old : 26.8 32.6 39.1 43.2 26.2 32.6 37.1 42.5
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, March 10, 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 : 53,756: 11,974 6,981 13,874 17,088 11,559 42,936 32,414: 10,820 21,342
Old : 53,756: 11,974 6,981 13,874 17,088 11,559 42,936 32,414: 10,820 21,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -810: 1,392 1,022 -1,351 -943 -168 -902 -497: 92 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.0 25.8 31.8 21.5 79.9 60.3: 20.1 39.7
Old : 100.0: 22.3 13.0 25.8 31.8 21.5 79.9 60.3: 20.1 39.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 62 56 52 80 93 173 172:
Old : 232: 62 56 52 80 93 173 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 11.1 22.8 18.2 11.4 5.0 17.6 7.6
Old : 15.1 11.1 22.8 18.2 11.4 5.0 17.6 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 42,150: 2,743 24,462 4,645 33,831 9,538 41,219 38,646: 931 3,504
Old : 42,150: 2,743 24,462 4,645 33,831 9,538 41,219 38,646: 931 3,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,693: -454 -3,813 -452 -3,599 -373 -4,504 -4,638: -188 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 58.0 11.0 80.3 22.6 97.8 91.7: 2.2 8.3
Old : 100.0: 6.5 58.0 11.0 80.3 22.6 97.8 91.7: 2.2 8.3
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 : 73: 7 34 20 22 18 47 54:
Old : 73: 7 34 20 22 18 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 50.8 70.7 65.7 51.1 50.8 69.7 64.1
Old : 51.1 50.8 70.7 65.7 51.1 50.8 69.7 64.1
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, March 10, 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 : 64,992: 8,627 4,489 5,792 50,126 53,581 64,545 63,862: 447 1,130
Old : 64,992: 8,627 4,489 5,792 50,126 53,581 64,545 63,862: 447 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,239: 364 1,450 3,455 3,345 1,808 7,164 6,713: -925 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 6.9 8.9 77.1 82.4 99.3 98.3: 0.7 1.7
Old : 100.0: 13.3 6.9 8.9 77.1 82.4 99.3 98.3: 0.7 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 : 33: 5 9 3 13 16 20 26:
Old : 33: 5 9 3 13 16 20 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 : 51.9 60.1 76.5 81.6 45.4 52.4 62.1 65.9
Old : 51.9 60.1 76.5 81.6 45.4 52.4 62.1 65.9
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, March 10, 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 : 163,782: 20,667 61,268 24,283 95,299 33,480 140,249 119,031: 23,532 44,751
Old : 163,782: 20,667 61,268 24,283 95,299 33,480 140,249 119,031: 23,532 44,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 15,140: -697 -1,540 5,729 11,089 3,441 16,121 7,631: -981 7,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 37.4 14.8 58.2 20.4 85.6 72.7: 14.4 27.3
Old : 100.0: 12.6 37.4 14.8 58.2 20.4 85.6 72.7: 14.4 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 : 97: 25 35 20 26 24 62 71:
Old : 97: 25 35 20 26 24 62 71:
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 : 30.4 25.2 45.4 35.6 27.7 21.5 38.6 27.3
Old : 30.4 25.2 45.4 35.6 27.7 21.5 38.6 27.3
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, March 10, 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 : 58,546: 6,785 14,099 11,867 32,796 13,290 51,448 39,257: 7,098 19,289
Old : 58,546: 6,785 14,099 11,867 32,796 13,290 51,448 39,257: 7,098 19,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,566: 218 3,167 4,029 3,259 -2,312 7,505 4,885: -940 1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.1 20.3 56.0 22.7 87.9 67.1: 12.1 32.9
Old : 100.0: 11.6 24.1 20.3 56.0 22.7 87.9 67.1: 12.1 32.9
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 : 36: 9 10 11 10 13 25 28:
Old : 36: 9 10 11 10 13 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 26.8 69.6 43.7 47.8 22.5 57.5 34.2
Old : 55.5 26.8 69.6 43.7 47.8 22.5 57.5 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 185,235: 30,639 66,321 32,277 119,307 79,353 182,223 177,951: 3,012 7,283
Old : 185,235: 30,639 66,321 32,277 119,307 79,353 182,223 177,951: 3,012 7,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,880: -770 -8,500 20,510 -12,348 -4,995 7,392 7,015: -512 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 35.8 17.4 64.4 42.8 98.4 96.1: 1.6 3.9
Old : 100.0: 16.5 35.8 17.4 64.4 42.8 98.4 96.1: 1.6 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 : 134: 26 69 15 22 22 60 97:
Old : 134: 26 69 15 22 22 60 97:
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 : 63.8 32.0 77.7 56.7 57.7 32.0 64.2 49.9
Old : 63.8 32.0 77.7 56.7 57.7 32.0 64.2 49.9
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, March 10, 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 : 245,532: 46,331 80,164 31,419 148,221 99,985 225,971 211,569: 19,561 33,963
Old : 245,532: 46,331 80,164 31,419 148,221 99,985 225,971 211,569: 19,561 33,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 35,766: 5,810 6,436 4,967 26,852 20,988 37,629 32,391: -1,863 3,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 32.6 12.8 60.4 40.7 92.0 86.2: 8.0 13.8
Old : 100.0: 18.9 32.6 12.8 60.4 40.7 92.0 86.2: 8.0 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 : 125: 37 42 31 29 40 81 99:
Old : 125: 37 42 31 29 40 81 99:
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 : 37.4 21.6 49.6 36.2 36.0 20.7 43.6 31.4
Old : 37.4 21.6 49.6 36.2 36.0 20.7 43.6 31.4
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, March 10, 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 : 260,903: 32,438 91,675 32,281 180,687 68,735 245,405 192,690: 15,498 68,213
Old : 260,903: 32,438 91,675 32,281 180,687 68,735 245,405 192,690: 15,498 68,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 10,438: -703 4,032 6,686 4,979 -9,632 10,962 1,086: -524 9,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 35.1 12.4 69.3 26.3 94.1 73.9: 5.9 26.1
Old : 100.0: 12.4 35.1 12.4 69.3 26.3 94.1 73.9: 5.9 26.1
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 : 135: 25 64 34 28 35 74 114:
Old : 135: 25 64 34 28 35 74 114:
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 : 44.5 18.5 58.1 26.8 42.8 18.5 56.4 25.5
Old : 44.5 18.5 58.1 26.8 42.8 18.5 56.4 25.5
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, March 10, 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 : 597,831: 56,338 241,999 86,324 408,151 166,953 550,812 495,275: 47,019 102,556
Old : 597,831: 56,338 241,999 86,324 408,151 166,953 550,812 495,275: 47,019 102,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 31,783: 12,129 24,816 1,669 14,504 2,502 28,302 28,987: 3,481 2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 40.5 14.4 68.3 27.9 92.1 82.8: 7.9 17.2
Old : 100.0: 9.4 40.5 14.4 68.3 27.9 92.1 82.8: 7.9 17.2
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 : 262: 59 108 76 62 72 162 218:
Old : 262: 59 108 76 62 72 162 218:
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 : 30.6 14.3 45.3 22.1 28.1 14.2 42.3 21.0
Old : 30.6 14.3 45.3 22.1 28.1 14.2 42.3 21.0
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, March 10, 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 : 23,426: 5,685 14,235 3,438 13,788 4,544 22,911 22,217: 515 1,209
Old : 23,426: 5,685 14,235 3,438 13,788 4,544 22,911 22,217: 515 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 1,032: 727 679 275 135 26 1,137 980: -105 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 60.8 14.7 58.9 19.4 97.8 94.8: 2.2 5.2
Old : 100.0: 24.3 60.8 14.7 58.9 19.4 97.8 94.8: 2.2 5.2
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 : 24: 6 11 5 5 4 14 17:
Old : 24: 6 11 5 5 4 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 : 68.1 84.0 91.6 89.6 57.7 60.6 69.4 65.1
Old : 68.1 84.0 91.6 89.6 57.7 60.6 69.4 65.1
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, March 10, 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 : 29,726: 13,347 15,827 2,945 11,646 4,560 27,938 23,332: 1,788 6,394
Old : 29,726: 13,347 15,827 2,945 11,646 4,560 27,938 23,332: 1,788 6,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 2,115: -1,250 -137 1,515 1,873 126 2,138 1,504: -23 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 53.2 9.9 39.2 15.3 94.0 78.5: 6.0 21.5
Old : 100.0: 44.9 53.2 9.9 39.2 15.3 94.0 78.5: 6.0 21.5
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 : 73: 20 33 10 12 10 37 49:
Old : 73: 20 33 10 12 10 37 49:
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 : 41.6 23.6 58.4 39.5 41.2 23.5 56.1 37.7
Old : 41.6 23.6 58.4 39.5 41.2 23.5 56.1 37.7
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, March 10, 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 :19,423,961: 1,589,458 1,785,122 8,487,200 8,517,697 7,836,963 18,594,355 18,109,286: 829,606 1,314,675
Old :19,423,961: 1,589,458 1,785,122 8,487,200 8,517,697 7,836,963 18,594,355 18,109,286: 829,606 1,314,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 129,783: -47,121 172,627 61,153 127,808 -100,612 141,840 133,168: -12,058 -3,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 43.7 43.9 40.3 95.7 93.2: 4.3 6.8
Old : 100.0: 8.2 9.2 43.7 43.9 40.3 95.7 93.2: 4.3 6.8
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 : 313: 60 92 121 142 155 273 301:
Old : 313: 60 92 121 142 155 273 301:
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 : 20.8 20.5 33.7 30.8 8.6 4.8 13.6 7.9
Old : 20.8 20.5 33.7 30.8 8.6 4.8 13.6 7.9
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, March 10, 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 : 1,007,809: 103,118 109,966 71,395 652,534 674,119 827,046 855,480: 180,763 152,329
Old : 1,007,809: 103,118 109,966 71,395 652,534 674,119 827,046 855,480: 180,763 152,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 89,333: 1,644 12,152 1,046 53,031 49,324 55,722 62,523: 33,612 26,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.9 7.1 64.7 66.9 82.1 84.9: 17.9 15.1
Old : 100.0: 10.2 10.9 7.1 64.7 66.9 82.1 84.9: 17.9 15.1
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 : 635: 174 117 151 254 258 491 465:
Old : 635: 174 117 151 254 258 491 465:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 11.8 20.9 19.1 9.7 8.8 15.3 14.3
Old : 13.2 11.8 20.9 19.1 9.7 8.8 15.3 14.3
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, March 10, 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 : 263,812: 13,395 11,983 21,314 174,277 134,115 208,987 167,412: 54,825 96,400
Old : 263,812: 13,395 11,983 21,314 174,277 134,115 208,987 167,412: 54,825 96,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 35,243: 721 1,557 -81 29,668 9,927 30,308 11,403: 4,935 23,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.5 8.1 66.1 50.8 79.2 63.5: 20.8 36.5
Old : 100.0: 5.1 4.5 8.1 66.1 50.8 79.2 63.5: 20.8 36.5
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 : 92: 18 13 21 47 44 76 69:
Old : 92: 18 13 21 47 44 76 69:
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 : 27.0 19.8 39.0 32.6 23.4 17.8 33.6 25.0
Old : 27.0 19.8 39.0 32.6 23.4 17.8 33.6 25.0
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, March 10, 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 : 3,719,983: 471,116 512,419 227,898 2,391,281 2,700,021 3,090,296 3,440,338: 629,687 279,645
Old : 3,719,983: 471,116 512,419 227,898 2,391,281 2,700,021 3,090,296 3,440,338: 629,687 279,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 270,451: 8,663 57,023 1,589 116,816 196,988 127,068 255,601: 143,383 14,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.8 6.1 64.3 72.6 83.1 92.5: 16.9 7.5
Old : 100.0: 12.7 13.8 6.1 64.3 72.6 83.1 92.5: 16.9 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 : 608: 165 109 141 242 249 462 444:
Old : 608: 165 109 141 242 249 462 444:
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 : 13.9 12.9 21.7 21.1 12.2 12.5 18.4 19.7
Old : 13.9 12.9 21.7 21.1 12.2 12.5 18.4 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 92,360: 9,592 4,184 1,954 68,580 73,697 80,126 79,835: 12,234 12,525
Old : 92,360: 9,592 4,184 1,954 68,580 73,697 80,126 79,835: 12,234 12,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,888: -428 -525 -229 -1,861 -1,604 -2,518 -2,358: 630 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.5 2.1 74.3 79.8 86.8 86.4: 13.2 13.6
Old : 100.0: 10.4 4.5 2.1 74.3 79.8 86.8 86.4: 13.2 13.6
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 : 91: 15 7 4 50 37 66 47:
Old : 91: 15 7 4 50 37 66 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 : 36.6 33.0 50.0 52.2 36.3 32.8 48.7 51.9
Old : 36.6 33.0 50.0 52.2 36.3 32.8 48.7 51.9
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, March 10, 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 : 90,510: 23,515 7,692 3,122 55,514 74,980 82,152 85,795: 8,358 4,715
Old : 90,510: 23,515 7,692 3,122 55,514 74,980 82,152 85,795: 8,358 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 1,117: 920 -1,508 1,052 -289 1,965 1,684 1,508: -567 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.5 3.4 61.3 82.8 90.8 94.8: 9.2 5.2
Old : 100.0: 26.0 8.5 3.4 61.3 82.8 90.8 94.8: 9.2 5.2
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 : 236: 83 33 23 84 70 173 120:
Old : 236: 83 33 23 84 70 173 120:
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 : 25.2 38.4 34.6 53.9 22.7 33.6 30.8 48.0
Old : 25.2 38.4 34.6 53.9 22.7 33.6 30.8 48.0
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, March 10, 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 : 17,904: 1,725 0 0 14,421 16,994 16,146 16,994: 1,758 910
Old : 17,904: 1,725 0 0 14,421 16,994 16,146 16,994: 1,758 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 565: 550 0 0 190 938 740 938: -175 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 80.5 94.9 90.2 94.9: 9.8 5.1
Old : 100.0: 9.6 0.0 0.0 80.5 94.9 90.2 94.9: 9.8 5.1
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: 4 0 0 13 8 17 8:
Old : 24: 4 0 0 13 8 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 88.3 72.7 94.9 54.3 88.3 72.7 93.7
Old : 54.3 88.3 72.7 94.9 54.3 88.3 72.7 93.7
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, March 10, 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 : 363,031: 111,419 40,930 13,144 205,467 289,931 330,030 344,005: 33,001 19,026
Old : 363,031: 111,419 40,930 13,144 205,467 289,931 330,030 344,005: 33,001 19,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 2,760: 4,320 -5,074 2,792 -2,393 5,133 4,720 2,852: -1,960 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.3 3.6 56.6 79.9 90.9 94.8: 9.1 5.2
Old : 100.0: 30.7 11.3 3.6 56.6 79.9 90.9 94.8: 9.1 5.2
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 : 233: 80 34 22 76 68 162 118:
Old : 233: 80 34 22 76 68 162 118:
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 : 28.3 35.4 38.5 48.3 28.3 34.9 38.5 47.3
Old : 28.3 35.4 38.5 48.3 28.3 34.9 38.5 47.3
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, March 10, 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 : 213,099: 15,552 93,599 42,464 138,206 28,765 196,222 164,827: 16,877 48,272
Old : 213,099: 15,552 93,599 42,464 138,206 28,765 196,222 164,827: 16,877 48,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 49,580: 2,056 17,435 28,969 21,429 -932 52,454 45,472: -2,874 4,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 43.9 19.9 64.9 13.5 92.1 77.3: 7.9 22.7
Old : 100.0: 7.3 43.9 19.9 64.9 13.5 92.1 77.3: 7.9 22.7
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 : 103: 21 53 27 18 23 56 87:
Old : 103: 21 53 27 18 23 56 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 28.2 70.7 36.9 48.9 18.9 57.5 25.9
Old : 56.5 28.2 70.7 36.9 48.9 18.9 57.5 25.9
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, March 10, 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 : 85,038: 18,719 17,824 2,664 49,132 54,231 70,515 74,719: 14,523 10,319
Old : 85,038: 18,719 17,824 2,664 49,132 54,231 70,515 74,719: 14,523 10,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 25,970: 1,259 1,250 2,329 22,290 23,011 25,878 26,590: 92 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.0 3.1 57.8 63.8 82.9 87.9: 17.1 12.1
Old : 100.0: 22.0 21.0 3.1 57.8 63.8 82.9 87.9: 17.1 12.1
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 : 68: 22 13 8 23 15 52 31:
Old : 68: 22 13 8 23 15 52 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 : 43.6 61.3 52.9 75.2 22.7 37.4 30.0 48.4
Old : 43.6 61.3 52.9 75.2 22.7 37.4 30.0 48.4
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, March 10, 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 : 138,941: 53,270 8,035 4,811 70,188 35,642 128,269 48,488: 10,672 90,453
Old : 138,941: 53,270 8,035 4,811 70,188 35,642 128,269 48,488: 10,672 90,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 17,699: -1,305 -1,874 2,945 17,314 16,995 18,954 18,066: -1,255 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 5.8 3.5 50.5 25.7 92.3 34.9: 7.7 65.1
Old : 100.0: 38.3 5.8 3.5 50.5 25.7 92.3 34.9: 7.7 65.1
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 : 103: 45 5 10 43 27 89 41:
Old : 103: 45 5 10 43 27 89 41:
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 : 31.6 17.9 43.7 23.7 25.1 8.7 34.9 11.8
Old : 31.6 17.9 43.7 23.7 25.1 8.7 34.9 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015