BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 8,337: 758 2,414 717 5,494 4,134 6,970 7,266: 1,367 1,071
Old : 8,337: 758 2,414 717 5,494 4,134 6,970 7,266: 1,367 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 579: 23 60 72 467 364 562 495: 18 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 29.0 8.6 65.9 49.6 83.6 87.2: 16.4 12.8
Old : 100.0: 9.1 29.0 8.6 65.9 49.6 83.6 87.2: 16.4 12.8
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 : 35: 4 10 7 15 15 24 27:
Old : 35: 4 10 7 15 15 24 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 : 47.8 35.8 65.1 53.6 46.3 34.9 60.2 50.8
Old : 47.8 35.8 65.1 53.6 46.3 34.9 60.2 50.8
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, March 17, 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 : 66,948: 22,102 5,781 13,802 26,539 27,673 62,442 47,256: 4,507 19,693
Old : 66,948: 22,102 5,781 13,802 26,539 27,673 62,442 47,256: 4,507 19,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 986: -51 36 -40 725 159 635 156: 352 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.6 20.6 39.6 41.3 93.3 70.6: 6.7 29.4
Old : 100.0: 33.0 8.6 20.6 39.6 41.3 93.3 70.6: 6.7 29.4
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 : 97: 13 33 33 38 33 76 75:
Old : 97: 13 33 33 38 33 76 75:
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 21.9 52.1 33.4 36.3 20.4 49.5 30.3
Old : 36.6 21.9 52.1 33.4 36.3 20.4 49.5 30.3
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,359: 71 1,525 1,204 6,097 4,496 7,372 7,225: 987 1,135
Old : 8,359: 71 1,525 1,204 6,097 4,496 7,372 7,225: 987 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 824: -43 196 369 563 258 888 823: -64 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 18.2 14.4 72.9 53.8 88.2 86.4: 11.8 13.6
Old : 100.0: 0.9 18.2 14.4 72.9 53.8 88.2 86.4: 11.8 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 : 40: 3 12 10 21 18 32 32:
Old : 40: 3 12 10 21 18 32 32:
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 : 41.5 31.9 59.6 48.3 40.5 22.0 51.1 35.2
Old : 41.5 31.9 59.6 48.3 40.5 22.0 51.1 35.2
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 17, 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 : 4,686: 2,096 93 395 1,657 2,262 4,149 2,749: 537 1,937
Old : 4,686: 2,096 93 395 1,657 2,262 4,149 2,749: 537 1,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 349: 63 15 70 175 139 308 225: 41 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 2.0 8.4 35.4 48.3 88.5 58.7: 11.5 41.3
Old : 100.0: 44.7 2.0 8.4 35.4 48.3 88.5 58.7: 11.5 41.3
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 : 22: 6 2 7 7 11 15 18:
Old : 22: 6 2 7 7 11 15 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 : 54.0 29.3 77.3 44.6 51.0 29.1 69.4 41.4
Old : 54.0 29.3 77.3 44.6 51.0 29.1 69.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 298,604: 78,398 51,678 100,381 92,895 106,001 271,674 258,060: 26,930 40,544
Old : 282,862: 76,242 52,886 94,288 87,431 98,205 257,960 245,379: 24,902 37,483
Other: 15,742: 3,917 552 4,332 5,465 7,796 13,714 12,681: 2,028 3,061
: : :
: : Changes in Commitments from: March 10, 2015 :
: 9,657: -794 3,487 6,595 2,126 -2,750 7,926 7,332: 1,731 2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.3 33.6 31.1 35.5 91.0 86.4: 9.0 13.6
Old : 100.0: 27.0 18.7 33.3 30.9 34.7 91.2 86.7: 8.8 13.3
Other: 100.0: 24.9 3.5 27.5 34.7 49.5 87.1 80.6: 12.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 105 95 118 94 81 256 245:
Old : 306: 94 101 116 92 79 246 243:
Other: 95: 27 8 18 36 43 66 67:
:----------------------------------------------------------------------------------------------------
: 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 12.1 19.8 20.7 10.6 9.1 17.5 14.8
Old : 11.7 12.3 19.8 20.6 10.8 9.2 17.9 15.0
Other: 21.7 26.2 35.2 38.8 16.9 17.5 27.5 25.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 351,210: 91,568 24,640 107,629 116,595 164,943 315,792 297,212: 35,418 53,998
Old : 351,210: 91,568 24,640 107,629 116,595 164,943 315,792 297,212: 35,418 53,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 12,538: 141 -36 9,199 1,198 169 10,538 9,332: 1,999 3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.0 30.6 33.2 47.0 89.9 84.6: 10.1 15.4
Old : 100.0: 26.1 7.0 30.6 33.2 47.0 89.9 84.6: 10.1 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 : 397: 118 93 140 127 151 331 309:
Old : 397: 118 93 140 127 151 331 309:
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 : 11.1 15.4 19.3 23.0 9.6 13.1 16.5 19.1
Old : 11.1 15.4 19.3 23.0 9.6 13.1 16.5 19.1
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 17, 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 : 7,048: 2,303 3,994 606 2,731 753 5,640 5,354: 1,408 1,694
Old : 7,048: 2,303 3,994 606 2,731 753 5,640 5,354: 1,408 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 848: 440 255 151 203 265 794 671: 54 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 56.7 8.6 38.7 10.7 80.0 76.0: 20.0 24.0
Old : 100.0: 32.7 56.7 8.6 38.7 10.7 80.0 76.0: 20.0 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 37 10 28 14 54 57:
Old : 87: 22 37 10 28 14 54 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 : 28.1 30.9 38.8 41.6 28.0 30.9 37.2 40.1
Old : 28.1 30.9 38.8 41.6 28.0 30.9 37.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 55,564: 12,701 6,801 14,664 17,964 12,210 45,329 33,675: 10,235 21,888
Old : 55,564: 12,701 6,801 14,664 17,964 12,210 45,329 33,675: 10,235 21,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,807: 728 -179 790 875 651 2,393 1,261: -586 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 12.2 26.4 32.3 22.0 81.6 60.6: 18.4 39.4
Old : 100.0: 22.9 12.2 26.4 32.3 22.0 81.6 60.6: 18.4 39.4
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 : 243: 71 54 56 82 94 179 180:
Old : 243: 71 54 56 82 94 179 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 11.1 23.6 18.4 12.4 6.0 18.4 8.2
Old : 15.3 11.1 23.6 18.4 12.4 6.0 18.4 8.2
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 17, 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 : 43,297: 2,775 24,610 4,650 34,940 10,331 42,365 39,591: 932 3,706
Old : 43,297: 2,775 24,610 4,650 34,940 10,331 42,365 39,591: 932 3,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,147: 32 147 5 1,109 793 1,146 945: 1 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 56.8 10.7 80.7 23.9 97.8 91.4: 2.2 8.6
Old : 100.0: 6.4 56.8 10.7 80.7 23.9 97.8 91.4: 2.2 8.6
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 : 78: 8 38 19 23 18 48 58:
Old : 78: 8 38 19 23 18 48 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 48.7 70.6 63.5 50.7 48.7 69.8 62.0
Old : 50.8 48.7 70.6 63.5 50.7 48.7 69.8 62.0
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 52,578: 7,999 5,617 994 43,320 45,390 52,313 52,001: 265 577
Old : 52,578: 7,999 5,617 994 43,320 45,390 52,313 52,001: 265 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -12,414: -628 1,128 -4,798 -6,806 -8,191 -12,232 -11,861: -182 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.7 1.9 82.4 86.3 99.5 98.9: 0.5 1.1
Old : 100.0: 15.2 10.7 1.9 82.4 86.3 99.5 98.9: 0.5 1.1
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 : 27: 5 4 1 12 13 17 18:
Old : 27: 5 4 1 12 13 17 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 : 65.0 72.3 85.5 91.1 64.7 72.3 81.8 88.4
Old : 65.0 72.3 85.5 91.1 64.7 72.3 81.8 88.4
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, March 17, 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 : 177,420: 19,011 53,906 12,179 122,336 65,592 153,526 131,677: 23,893 45,742
Old : 177,420: 19,011 53,906 12,179 122,336 65,592 153,526 131,677: 23,893 45,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 13,638: -1,656 -7,362 -12,104 27,037 32,111 13,277 12,646: 361 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 30.4 6.9 69.0 37.0 86.5 74.2: 13.5 25.8
Old : 100.0: 10.7 30.4 6.9 69.0 37.0 86.5 74.2: 13.5 25.8
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: 23 28 14 25 26 55 62:
Old : 87: 23 28 14 25 26 55 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 35.3 55.9 44.3 24.7 17.0 33.7 22.7
Old : 40.1 35.3 55.9 44.3 24.7 17.0 33.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 45,561: 18,424 15,180 4,775 15,778 7,705 38,977 27,661: 6,584 17,900
Old : 45,561: 18,424 15,180 4,775 15,778 7,705 38,977 27,661: 6,584 17,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -12,984: 11,640 1,081 -7,092 -17,018 -5,585 -12,470 -11,596: -514 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 33.3 10.5 34.6 16.9 85.5 60.7: 14.5 39.3
Old : 100.0: 40.4 33.3 10.5 34.6 16.9 85.5 60.7: 14.5 39.3
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 : 33: 9 13 8 7 10 20 27:
Old : 33: 9 13 8 7 10 20 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 : 52.5 32.6 68.6 44.6 51.0 31.5 62.3 38.3
Old : 52.5 32.6 68.6 44.6 51.0 31.5 62.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 135,371: 23,713 79,655 1,141 108,085 46,589 132,939 127,385: 2,433 7,986
Old : 135,371: 23,713 79,655 1,141 108,085 46,589 132,939 127,385: 2,433 7,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -49,863: -6,926 13,334 -31,136 -11,222 -32,764 -49,284 -50,566: -579 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 58.8 0.8 79.8 34.4 98.2 94.1: 1.8 5.9
Old : 100.0: 17.5 58.8 0.8 79.8 34.4 98.2 94.1: 1.8 5.9
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 : 126: 23 68 5 19 20 46 89:
Old : 126: 23 68 5 19 20 46 89:
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 : 77.9 31.4 85.3 51.6 77.9 30.7 85.3 50.8
Old : 77.9 31.4 85.3 51.6 77.9 30.7 85.3 50.8
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 17, 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 : 243,727: 44,490 79,636 36,338 146,241 90,059 227,069 206,033: 16,658 37,694
Old : 243,727: 44,490 79,636 36,338 146,241 90,059 227,069 206,033: 16,658 37,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,805: -1,840 -528 4,919 -1,980 -9,927 1,098 -5,536: -2,903 3,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.7 14.9 60.0 37.0 93.2 84.5: 6.8 15.5
Old : 100.0: 18.3 32.7 14.9 60.0 37.0 93.2 84.5: 6.8 15.5
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 : 120: 33 41 25 29 38 76 90:
Old : 120: 33 41 25 29 38 76 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 21.1 50.8 32.5 37.6 19.8 46.7 28.1
Old : 38.8 21.1 50.8 32.5 37.6 19.8 46.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 222,605: 44,348 92,487 15,075 149,746 50,546 209,169 158,108: 13,437 64,497
Old : 222,605: 44,348 92,487 15,075 149,746 50,546 209,169 158,108: 13,437 64,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -38,298: 11,910 812 -17,206 -30,941 -18,189 -36,237 -34,582: -2,061 -3,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 41.5 6.8 67.3 22.7 94.0 71.0: 6.0 29.0
Old : 100.0: 19.9 41.5 6.8 67.3 22.7 94.0 71.0: 6.0 29.0
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 : 132: 24 60 20 28 38 66 104:
Old : 132: 24 60 20 28 38 66 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 20.7 64.5 27.4 47.0 20.6 64.1 26.6
Old : 47.5 20.7 64.5 27.4 47.0 20.6 64.1 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 571,811: 50,667 251,802 81,481 395,216 137,488 527,364 470,771: 44,447 101,040
Old : 571,811: 50,667 251,802 81,481 395,216 137,488 527,364 470,771: 44,447 101,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -26,021: -5,671 9,803 -4,842 -12,935 -29,465 -23,449 -24,504: -2,572 -1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 44.0 14.2 69.1 24.0 92.2 82.3: 7.8 17.7
Old : 100.0: 8.9 44.0 14.2 69.1 24.0 92.2 82.3: 7.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 56 112 66 56 65 151 205:
Old : 252: 56 112 66 56 65 151 205:
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 16.3 51.0 24.3 40.3 16.1 48.2 23.0
Old : 41.6 16.3 51.0 24.3 40.3 16.1 48.2 23.0
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 17, 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 : 22,555: 4,961 12,144 3,721 13,240 5,358 21,922 21,223: 633 1,332
Old : 22,555: 4,961 12,144 3,721 13,240 5,358 21,922 21,223: 633 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -871: -724 -2,091 283 -548 814 -989 -994: 118 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 53.8 16.5 58.7 23.8 97.2 94.1: 2.8 5.9
Old : 100.0: 22.0 53.8 16.5 58.7 23.8 97.2 94.1: 2.8 5.9
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 : 24: 5 12 5 5 4 14 17:
Old : 24: 5 12 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 : 69.9 73.3 89.6 87.1 57.7 51.6 64.9 57.8
Old : 69.9 73.3 89.6 87.1 57.7 51.6 64.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 23,317: 13,117 14,258 743 7,155 2,711 21,015 17,712: 2,302 5,605
Old : 23,317: 13,117 14,258 743 7,155 2,711 21,015 17,712: 2,302 5,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -6,409: -230 -1,569 -2,202 -4,491 -1,849 -6,923 -5,620: 514 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 61.1 3.2 30.7 11.6 90.1 76.0: 9.9 24.0
Old : 100.0: 56.3 61.1 3.2 30.7 11.6 90.1 76.0: 9.9 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 29 3 7 7 27 37:
Old : 61: 18 29 3 7 7 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 25.4 65.7 41.3 46.0 25.4 65.7 41.3
Old : 46.0 25.4 65.7 41.3 46.0 25.4 65.7 41.3
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,237,865: 1,738,359 1,682,115 6,961,938 7,707,401 7,325,787 16,407,697 15,969,841: 830,168 1,268,024
Old :17,237,865: 1,738,359 1,682,115 6,961,938 7,707,401 7,325,787 16,407,697 15,969,841: 830,168 1,268,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
:-2,186,096: 148,901 -103,006 -1,525,262 -810,296 -511,176 -2,186,658 -2,139,445: 562 -46,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.8 40.4 44.7 42.5 95.2 92.6: 4.8 7.4
Old : 100.0: 10.1 9.8 40.4 44.7 42.5 95.2 92.6: 4.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 57 96 121 138 155 270 301:
Old : 313: 57 96 121 138 155 270 301:
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 : 20.4 20.1 32.8 30.3 8.9 6.0 14.3 9.3
Old : 20.4 20.1 32.8 30.3 8.9 6.0 14.3 9.3
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 17, 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 : 1,082,417: 97,627 103,126 74,785 731,329 748,074 903,741 925,985: 178,675 156,431
Old : 1,082,417: 97,627 103,126 74,785 731,329 748,074 903,741 925,985: 178,675 156,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 74,608: -5,490 -6,840 3,390 78,795 73,955 76,696 70,506: -2,088 4,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.5 6.9 67.6 69.1 83.5 85.5: 16.5 14.5
Old : 100.0: 9.0 9.5 6.9 67.6 69.1 83.5 85.5: 16.5 14.5
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 : 646: 170 131 163 261 258 508 477:
Old : 646: 170 131 163 261 258 508 477:
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 12.2 21.9 20.9 9.3 8.7 14.8 14.5
Old : 13.2 12.2 21.9 20.9 9.3 8.7 14.8 14.5
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 17, 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 : 291,551: 17,946 5,692 22,398 203,811 160,990 244,155 189,080: 47,396 102,470
Old : 291,551: 17,946 5,692 22,398 203,811 160,990 244,155 189,080: 47,396 102,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 27,739: 4,551 -6,291 1,084 29,533 26,875 35,168 21,668: -7,430 6,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.0 7.7 69.9 55.2 83.7 64.9: 16.3 35.1
Old : 100.0: 6.2 2.0 7.7 69.9 55.2 83.7 64.9: 16.3 35.1
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 : 97: 21 13 26 52 49 86 77:
Old : 97: 21 13 26 52 49 86 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 : 28.4 18.2 41.2 30.2 22.8 16.2 32.0 22.6
Old : 28.4 18.2 41.2 30.2 22.8 16.2 32.0 22.6
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 17, 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 : 3,954,330: 412,388 501,153 247,951 2,637,593 2,935,420 3,297,932 3,684,524: 656,398 269,806
Old : 3,954,330: 412,388 501,153 247,951 2,637,593 2,935,420 3,297,932 3,684,524: 656,398 269,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 234,347: -58,728 -11,266 20,053 246,311 235,399 207,636 244,186: 26,711 -9,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.7 6.3 66.7 74.2 83.4 93.2: 16.6 6.8
Old : 100.0: 10.4 12.7 6.3 66.7 74.2 83.4 93.2: 16.6 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 : 617: 158 123 150 251 251 478 455:
Old : 617: 158 123 150 251 251 478 455:
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 : 13.6 13.4 21.6 22.2 11.9 12.0 17.7 19.2
Old : 13.6 13.4 21.6 22.2 11.9 12.0 17.7 19.2
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 17, 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 : 105,111: 9,294 4,527 1,772 81,697 87,621 92,763 93,920: 12,348 11,191
Old : 105,111: 9,294 4,527 1,772 81,697 87,621 92,763 93,920: 12,348 11,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 12,751: -298 343 -182 13,117 13,924 12,637 14,085: 114 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.3 1.7 77.7 83.4 88.3 89.4: 11.7 10.6
Old : 100.0: 8.8 4.3 1.7 77.7 83.4 88.3 89.4: 11.7 10.6
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 : 96: 15 7 5 56 43 73 54:
Old : 96: 15 7 5 56 43 73 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 : 33.0 29.0 46.4 45.9 32.6 28.8 43.5 45.4
Old : 33.0 29.0 46.4 45.9 32.6 28.8 43.5 45.4
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 17, 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 : 101,744: 18,546 6,011 2,100 72,319 88,695 92,964 96,807: 8,780 4,938
Old : 101,744: 18,546 6,011 2,100 72,319 88,695 92,964 96,807: 8,780 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 11,234: -4,970 -1,681 -1,022 16,804 13,715 10,812 11,012: 421 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.9 2.1 71.1 87.2 91.4 95.1: 8.6 4.9
Old : 100.0: 18.2 5.9 2.1 71.1 87.2 91.4 95.1: 8.6 4.9
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 : 223: 66 33 29 93 75 168 128:
Old : 223: 66 33 29 93 75 168 128:
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 : 33.5 40.3 42.2 59.6 22.2 27.5 27.6 39.9
Old : 33.5 40.3 42.2 59.6 22.2 27.5 27.6 39.9
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 17, 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 : 18,066: 1,205 0 0 15,047 17,184 16,252 17,184: 1,814 882
Old : 18,066: 1,205 0 0 15,047 17,184 16,252 17,184: 1,814 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 162: -520 0 0 626 190 106 190: 56 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 83.3 95.1 90.0 95.1: 10.0 4.9
Old : 100.0: 6.7 0.0 0.0 83.3 95.1 90.0 95.1: 10.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 12 10 15 10:
Old : 22: 3 0 0 12 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 84.8 74.3 93.5 56.0 84.8 73.5 90.2
Old : 56.5 84.8 74.3 93.5 56.0 84.8 73.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 418,391: 86,703 30,056 10,501 286,358 357,556 383,562 398,113: 34,828 20,278
Old : 418,391: 86,703 30,056 10,501 286,358 357,556 383,562 398,113: 34,828 20,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 55,359: -24,716 -10,874 -2,644 80,892 67,626 53,532 54,108: 1,827 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.2 2.5 68.4 85.5 91.7 95.2: 8.3 4.8
Old : 100.0: 20.7 7.2 2.5 68.4 85.5 91.7 95.2: 8.3 4.8
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 : 221: 64 33 29 91 74 164 127:
Old : 221: 64 33 29 91 74 164 127:
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 36.4 44.4 54.5 27.0 29.4 33.5 40.5
Old : 35.6 36.4 44.4 54.5 27.0 29.4 33.5 40.5
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 17, 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 : 170,248: 62,183 92,786 8,963 84,030 25,649 155,176 127,398: 15,072 42,850
Old : 170,248: 62,183 92,786 8,963 84,030 25,649 155,176 127,398: 15,072 42,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -42,850: 46,631 -812 -33,501 -54,176 -3,115 -41,046 -37,429: -1,805 -5,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 54.5 5.3 49.4 15.1 91.1 74.8: 8.9 25.2
Old : 100.0: 36.5 54.5 5.3 49.4 15.1 91.1 74.8: 8.9 25.2
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 : 101: 24 50 19 18 24 55 80:
Old : 101: 24 50 19 18 24 55 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 : 55.1 26.2 65.2 35.6 54.1 25.7 63.7 35.0
Old : 55.1 26.2 65.2 35.6 54.1 25.7 63.7 35.0
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 17, 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 : 57,894: 19,102 6,990 0 27,125 44,635 46,227 51,625: 11,667 6,269
Old : 57,894: 19,102 6,990 0 27,125 44,635 46,227 51,625: 11,667 6,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -27,144: 383 -10,834 -2,664 -22,007 -9,596 -24,288 -23,094: -2,856 -4,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.1 0.0 46.9 77.1 79.8 89.2: 20.2 10.8
Old : 100.0: 33.0 12.1 0.0 46.9 77.1 79.8 89.2: 20.2 10.8
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 : 61: 23 8 0 21 11 44 19:
Old : 61: 23 8 0 21 11 44 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 66.1 45.5 81.4 33.6 66.1 45.5 81.4
Old : 33.6 66.1 45.5 81.4 33.6 66.1 45.5 81.4
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 17, 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 : 104,930: 36,639 2,425 459 57,805 7,912 94,903 10,796: 10,027 94,134
Old : 104,930: 36,639 2,425 459 57,805 7,912 94,903 10,796: 10,027 94,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -34,011: -16,631 -5,610 -4,352 -12,383 -27,730 -33,366 -37,692: -645 3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 2.3 0.4 55.1 7.5 90.4 10.3: 9.6 89.7
Old : 100.0: 34.9 2.3 0.4 55.1 7.5 90.4 10.3: 9.6 89.7
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 : 80: 36 7 4 31 16 69 25:
Old : 80: 36 7 4 31 16 69 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 3.9 47.3 6.4 34.2 3.8 47.3 6.0
Old : 34.2 3.9 47.3 6.4 34.2 3.8 47.3 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015