BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 8,918: 825 2,499 769 5,934 4,622 7,528 7,890: 1,390 1,028
Old : 8,918: 825 2,499 769 5,934 4,622 7,528 7,890: 1,390 1,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 459: 68 -26 45 320 455 433 473: 26 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.0 8.6 66.5 51.8 84.4 88.5: 15.6 11.5
Old : 100.0: 9.3 28.0 8.6 66.5 51.8 84.4 88.5: 15.6 11.5
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 : 38: 3 13 8 16 16 26 30:
Old : 38: 3 13 8 16 16 26 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 : 48.2 34.3 65.9 51.1 46.1 33.0 60.1 48.6
Old : 48.2 34.3 65.9 51.1 46.1 33.0 60.1 48.6
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 31, 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 : 67,730: 22,441 6,420 13,843 27,262 28,045 63,546 48,308: 4,185 19,423
Old : 67,730: 22,441 6,420 13,843 27,262 28,045 63,546 48,308: 4,185 19,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -228: -248 365 -15 180 -6 -82 343: -146 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.5 20.4 40.3 41.4 93.8 71.3: 6.2 28.7
Old : 100.0: 33.1 9.5 20.4 40.3 41.4 93.8 71.3: 6.2 28.7
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 : 101: 13 34 36 38 36 80 79:
Old : 101: 13 34 36 38 36 80 79:
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 : 36.1 22.3 51.3 33.6 35.7 21.1 48.6 30.6
Old : 36.1 22.3 51.3 33.6 35.7 21.1 48.6 30.6
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 31, 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 : 8,797: 54 1,317 1,207 6,570 5,266 7,832 7,790: 966 1,007
Old : 8,797: 54 1,317 1,207 6,570 5,266 7,832 7,790: 966 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 302: -5 -19 40 225 286 261 307: 41 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.0 13.7 74.7 59.9 89.0 88.6: 11.0 11.4
Old : 100.0: 0.6 15.0 13.7 74.7 59.9 89.0 88.6: 11.0 11.4
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 : 38: 3 10 10 21 16 32 28:
Old : 38: 3 10 10 21 16 32 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 : 41.2 37.7 58.0 54.1 40.1 26.7 51.1 39.5
Old : 41.2 37.7 58.0 54.1 40.1 26.7 51.1 39.5
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 31, 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 : 4,795: 2,062 91 451 1,723 2,257 4,236 2,799: 559 1,996
Old : 4,795: 2,062 91 451 1,723 2,257 4,236 2,799: 559 1,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 16: -30 -3 29 5 -35 5 -9: 11 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 1.9 9.4 35.9 47.1 88.3 58.4: 11.7 41.6
Old : 100.0: 43.0 1.9 9.4 35.9 47.1 88.3 58.4: 11.7 41.6
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 : 22: 6 2 7 8 11 16 18:
Old : 22: 6 2 7 8 11 16 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 : 54.2 28.8 76.7 44.2 50.2 28.6 68.1 39.6
Old : 54.2 28.8 76.7 44.2 50.2 28.6 68.1 39.6
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 31, 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 : 314,320: 69,070 58,413 116,221 103,398 100,457 288,690 275,091: 25,630 39,229
Old : 293,640: 67,146 60,396 107,177 95,923 90,340 270,246 257,913: 23,394 35,728
Other: 20,680: 5,257 1,349 5,711 7,476 10,117 18,444 17,178: 2,236 3,502
: : :
: : Changes in Commitments from: March 24, 2015 :
: 4,158: -4,887 2,909 3,118 5,731 -496 3,962 5,532: 197 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.6 37.0 32.9 32.0 91.8 87.5: 8.2 12.5
Old : 100.0: 22.9 20.6 36.5 32.7 30.8 92.0 87.8: 8.0 12.2
Other: 100.0: 25.4 6.5 27.6 36.1 48.9 89.2 83.1: 10.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 101 103 131 93 82 263 258:
Old : 309: 94 104 128 91 78 251 253:
Other: 109: 31 12 19 39 50 74 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 10.6 20.9 18.7 10.2 8.3 16.9 13.3
Old : 12.4 10.7 21.1 18.7 10.6 8.5 17.3 13.5
Other: 21.1 21.3 35.3 35.3 16.6 14.0 27.3 22.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 371,521: 107,413 22,529 106,974 120,121 186,825 334,508 316,328: 37,013 55,193
Old : 371,521: 107,413 22,529 106,974 120,121 186,825 334,508 316,328: 37,013 55,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 6,626: 4,485 2,588 -4,027 4,453 7,683 4,911 6,244: 1,715 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.1 28.8 32.3 50.3 90.0 85.1: 10.0 14.9
Old : 100.0: 28.9 6.1 28.8 32.3 50.3 90.0 85.1: 10.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 141 83 136 134 165 345 320:
Old : 414: 141 83 136 134 165 345 320:
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 : 9.5 17.0 17.6 24.3 9.5 13.4 16.7 19.0
Old : 9.5 17.0 17.6 24.3 9.5 13.4 16.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 7,402: 2,245 3,865 848 2,808 1,062 5,900 5,774: 1,502 1,628
Old : 7,402: 2,245 3,865 848 2,808 1,062 5,900 5,774: 1,502 1,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 322: -14 15 155 68 227 209 397: 113 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 52.2 11.4 37.9 14.3 79.7 78.0: 20.3 22.0
Old : 100.0: 30.3 52.2 11.4 37.9 14.3 79.7 78.0: 20.3 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 21 35 15 31 20 61 65:
Old : 92: 21 35 15 31 20 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 29.6 38.6 41.2 27.5 29.6 36.4 38.3
Old : 27.7 29.6 38.6 41.2 27.5 29.6 36.4 38.3
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 31, 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 : 51,438: 13,079 7,154 11,801 16,383 11,597 41,263 30,553: 10,175 20,885
Old : 51,438: 13,079 7,154 11,801 16,383 11,597 41,263 30,553: 10,175 20,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -5,157: 219 369 -3,861 -1,196 -1,301 -4,839 -4,793: -318 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 13.9 22.9 31.8 22.5 80.2 59.4: 19.8 40.6
Old : 100.0: 25.4 13.9 22.9 31.8 22.5 80.2 59.4: 19.8 40.6
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 : 224: 56 54 45 73 92 159 164:
Old : 224: 56 54 45 73 92 159 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 9.8 23.6 16.7 13.7 6.8 20.3 10.1
Old : 14.4 9.8 23.6 16.7 13.7 6.8 20.3 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 7,070: 815 5,361 262 4,703 758 5,781 6,381: 1,289 689
Old : 7,070: 815 5,361 262 4,703 758 5,781 6,381: 1,289 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -75: 0 -67 0 -11 -8 -10 -74: -64 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 75.8 3.7 66.5 10.7 81.8 90.3: 18.2 9.7
Old : 100.0: 11.5 75.8 3.7 66.5 10.7 81.8 90.3: 18.2 9.7
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 : 21: 5 6 5 10 6 18 14:
Old : 21: 5 6 5 10 6 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 76.1 68.7 87.7 38.7 75.5 61.9 79.9
Old : 44.4 76.1 68.7 87.7 38.7 75.5 61.9 79.9
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 31, 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 : 44,092: 2,778 25,206 4,727 35,668 10,694 43,173 40,627: 919 3,466
Old : 44,092: 2,778 25,206 4,727 35,668 10,694 43,173 40,627: 919 3,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -29: -17 143 -48 26 205 -39 301: 10 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 57.2 10.7 80.9 24.3 97.9 92.1: 2.1 7.9
Old : 100.0: 6.3 57.2 10.7 80.9 24.3 97.9 92.1: 2.1 7.9
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 : 82: 11 39 22 25 18 53 62:
Old : 82: 11 39 22 25 18 53 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 : 51.1 46.7 70.6 61.4 51.0 46.7 69.9 60.0
Old : 51.1 46.7 70.6 61.4 51.0 46.7 69.9 60.0
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 31, 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 : 56,354: 8,211 5,279 994 46,776 49,564 55,981 55,837: 373 517
Old : 56,354: 8,211 5,279 994 46,776 49,564 55,981 55,837: 373 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 411: 122 -75 0 322 460 444 385: -33 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.4 1.8 83.0 88.0 99.3 99.1: 0.7 0.9
Old : 100.0: 14.6 9.4 1.8 83.0 88.0 99.3 99.1: 0.7 0.9
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 : 27: 6 4 1 13 12 19 17:
Old : 27: 6 4 1 13 12 19 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 : 64.5 73.5 84.2 91.4 64.2 72.2 80.7 87.3
Old : 64.5 73.5 84.2 91.4 64.2 72.2 80.7 87.3
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 31, 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 : 130,209: 17,315 48,070 11,895 76,042 31,080 105,252 91,045: 24,957 39,164
Old : 130,209: 17,315 48,070 11,895 76,042 31,080 105,252 91,045: 24,957 39,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 4,707: -425 -3,923 420 2,794 8,531 2,788 5,028: 1,919 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 36.9 9.1 58.4 23.9 80.8 69.9: 19.2 30.1
Old : 100.0: 13.3 36.9 9.1 58.4 23.9 80.8 69.9: 19.2 30.1
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 : 82: 24 26 15 21 21 51 57:
Old : 82: 24 26 15 21 21 51 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 : 43.0 31.6 52.9 40.9 42.5 30.5 50.1 35.7
Old : 43.0 31.6 52.9 40.9 42.5 30.5 50.1 35.7
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 31, 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 : 40,922: 13,882 12,188 4,763 16,292 6,852 34,938 23,803: 5,984 17,119
Old : 40,922: 13,882 12,188 4,763 16,292 6,852 34,938 23,803: 5,984 17,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -1,991: 1,086 -3,413 -217 -2,275 274 -1,406 -3,356: -584 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 29.8 11.6 39.8 16.7 85.4 58.2: 14.6 41.8
Old : 100.0: 33.9 29.8 11.6 39.8 16.7 85.4 58.2: 14.6 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 : 33: 12 9 8 7 10 22 24:
Old : 33: 12 9 8 7 10 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 30.2 61.2 43.4 39.2 28.8 54.6 36.2
Old : 41.8 30.2 61.2 43.4 39.2 28.8 54.6 36.2
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 31, 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 : 158,090: 43,238 73,475 4,585 106,815 72,977 154,638 151,036: 3,453 7,054
Old : 158,090: 43,238 73,475 4,585 106,815 72,977 154,638 151,036: 3,453 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 7,369: 8,314 -2,553 -1,188 -423 11,083 6,704 7,342: 665 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 46.5 2.9 67.6 46.2 97.8 95.5: 2.2 4.5
Old : 100.0: 27.4 46.5 2.9 67.6 46.2 97.8 95.5: 2.2 4.5
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 : 117: 23 57 10 19 22 48 83:
Old : 117: 23 57 10 19 22 48 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 39.2 84.2 57.7 76.0 39.2 84.1 57.7
Old : 76.0 39.2 84.2 57.7 76.0 39.2 84.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 238,806: 32,473 65,545 39,589 150,150 98,281 222,212 203,415: 16,593 35,391
Old : 238,806: 32,473 65,545 39,589 150,150 98,281 222,212 203,415: 16,593 35,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 4,322: -195 -3,321 209 4,620 8,751 4,633 5,638: -311 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.4 16.6 62.9 41.2 93.1 85.2: 6.9 14.8
Old : 100.0: 13.6 27.4 16.6 62.9 41.2 93.1 85.2: 6.9 14.8
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 : 118: 30 42 27 29 39 73 94:
Old : 118: 30 42 27 29 39 73 94:
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 : 40.4 24.0 53.7 35.0 39.2 21.4 49.0 29.8
Old : 40.4 24.0 53.7 35.0 39.2 21.4 49.0 29.8
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 31, 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 : 203,212: 43,408 68,023 16,133 127,465 63,402 187,007 147,559: 16,205 55,653
Old : 203,212: 43,408 68,023 16,133 127,465 63,402 187,007 147,559: 16,205 55,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,243: 5,313 -17,830 822 -9,721 15,077 -3,586 -1,930: 1,343 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 33.5 7.9 62.7 31.2 92.0 72.6: 8.0 27.4
Old : 100.0: 21.4 33.5 7.9 62.7 31.2 92.0 72.6: 8.0 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 28 53 27 27 38 68 105:
Old : 127: 28 53 27 27 38 68 105:
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 : 46.8 22.0 63.7 29.7 46.0 21.8 62.9 29.1
Old : 46.8 22.0 63.7 29.7 46.0 21.8 62.9 29.1
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 31, 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 : 590,248: 39,845 265,621 87,826 416,948 140,068 544,618 493,515: 45,630 96,734
Old : 590,248: 39,845 265,621 87,826 416,948 140,068 544,618 493,515: 45,630 96,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 5,456: -8,973 -4,032 7,259 7,075 5,938 5,361 9,165: 95 -3,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 45.0 14.9 70.6 23.7 92.3 83.6: 7.7 16.4
Old : 100.0: 6.8 45.0 14.9 70.6 23.7 92.3 83.6: 7.7 16.4
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 : 262: 61 115 70 56 65 159 209:
Old : 262: 61 115 70 56 65 159 209:
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 : 43.3 18.3 52.5 27.1 41.7 18.3 49.2 25.8
Old : 43.3 18.3 52.5 27.1 41.7 18.3 49.2 25.8
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 31, 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 : 25,906: 5,737 13,771 3,981 15,693 7,086 25,411 24,838: 495 1,068
Old : 25,906: 5,737 13,771 3,981 15,693 7,086 25,411 24,838: 495 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,351: 776 1,627 260 2,453 1,728 3,489 3,615: -138 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 53.2 15.4 60.6 27.4 98.1 95.9: 1.9 4.1
Old : 100.0: 22.1 53.2 15.4 60.6 27.4 98.1 95.9: 1.9 4.1
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 : 23: 7 8 6 5 6 14 18:
Old : 23: 7 8 6 5 6 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 79.2 91.2 89.9 52.7 55.4 61.1 58.7
Old : 67.2 79.2 91.2 89.9 52.7 55.4 61.1 58.7
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 31, 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 : 24,049: 16,443 12,412 506 4,473 5,776 21,422 18,694: 2,627 5,355
Old : 24,049: 16,443 12,412 506 4,473 5,776 21,422 18,694: 2,627 5,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,091: 4,294 -603 -126 -997 3,363 3,171 2,634: -80 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 51.6 2.1 18.6 24.0 89.1 77.7: 10.9 22.3
Old : 100.0: 68.4 51.6 2.1 18.6 24.0 89.1 77.7: 10.9 22.3
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 : 62: 20 28 4 8 6 29 37:
Old : 62: 20 28 4 8 6 29 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 : 54.8 35.8 68.3 49.3 54.8 35.8 68.0 49.3
Old : 54.8 35.8 68.3 49.3 54.8 35.8 68.0 49.3
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 31, 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 :17,298,693: 1,685,767 1,288,163 6,821,573 7,823,231 7,849,453 16,330,572 15,959,190: 968,121 1,339,503
Old :17,298,693: 1,685,767 1,288,163 6,821,573 7,823,231 7,849,453 16,330,572 15,959,190: 968,121 1,339,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 245,774: 22,448 -42,854 104,398 64,790 172,270 191,636 233,814: 54,138 11,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 39.4 45.2 45.4 94.4 92.3: 5.6 7.7
Old : 100.0: 9.7 7.4 39.4 45.2 45.4 94.4 92.3: 5.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 52 96 121 141 153 274 293:
Old : 311: 52 96 121 141 153 274 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 23.2 32.7 33.2 8.0 8.8 13.7 11.6
Old : 20.5 23.2 32.7 33.2 8.0 8.8 13.7 11.6
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 31, 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 : 784,339: 87,855 88,628 66,617 514,438 534,422 668,910 689,667: 115,429 94,672
Old : 784,339: 87,855 88,628 66,617 514,438 534,422 668,910 689,667: 115,429 94,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 17,720: 1,026 3,369 8,734 1,405 -1,682 11,165 10,421: 6,555 7,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.3 8.5 65.6 68.1 85.3 87.9: 14.7 12.1
Old : 100.0: 11.2 11.3 8.5 65.6 68.1 85.3 87.9: 14.7 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 : 619: 165 117 151 243 246 472 451:
Old : 619: 165 117 151 243 246 472 451:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 12.6 23.2 21.9 12.3 11.2 18.8 18.7
Old : 14.6 12.6 23.2 21.9 12.3 11.2 18.8 18.7
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 31, 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 : 163,990: 15,052 6,878 18,167 88,717 94,144 121,936 119,189: 42,054 44,801
Old : 163,990: 15,052 6,878 18,167 88,717 94,144 121,936 119,189: 42,054 44,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 1,706: 1,331 3,908 454 -181 -8,536 1,604 -4,174: 102 5,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.2 11.1 54.1 57.4 74.4 72.7: 25.6 27.3
Old : 100.0: 9.2 4.2 11.1 54.1 57.4 74.4 72.7: 25.6 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 : 88: 17 16 20 43 43 73 67:
Old : 88: 17 16 20 43 43 73 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 23.0 36.3 37.3 17.7 17.8 25.5 26.2
Old : 22.5 23.0 36.3 37.3 17.7 17.8 25.5 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 3,101,747: 383,100 427,835 223,168 2,128,601 2,201,389 2,734,869 2,852,392: 366,878 249,355
Old : 3,101,747: 383,100 427,835 223,168 2,128,601 2,201,389 2,734,869 2,852,392: 366,878 249,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 80,068: 14,221 13,054 25,653 7,928 34,268 47,803 72,975: 32,265 7,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.8 7.2 68.6 71.0 88.2 92.0: 11.8 8.0
Old : 100.0: 12.4 13.8 7.2 68.6 71.0 88.2 92.0: 11.8 8.0
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 : 595: 156 110 142 235 237 448 432:
Old : 595: 156 110 142 235 237 448 432:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.5 24.9 23.2 14.5 13.0 21.7 22.2
Old : 16.7 13.5 24.9 23.2 14.5 13.0 21.7 22.2
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 31, 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 : 87,474: 8,773 5,003 1,799 64,855 77,192 75,427 83,994: 12,047 3,480
Old : 87,474: 8,773 5,003 1,799 64,855 77,192 75,427 83,994: 12,047 3,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 2,016: -869 -168 957 478 1,163 566 1,952: 1,450 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.7 2.1 74.1 88.2 86.2 96.0: 13.8 4.0
Old : 100.0: 10.0 5.7 2.1 74.1 88.2 86.2 96.0: 13.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 14 8 3 53 36 68 46:
Old : 94: 14 8 3 53 36 68 46:
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 : 36.9 34.7 48.4 54.7 36.4 34.4 46.5 54.4
Old : 36.9 34.7 48.4 54.7 36.4 34.4 46.5 54.4
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 31, 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 : 65,767: 15,315 4,647 2,720 41,974 55,005 60,009 62,372: 5,758 3,395
Old : 65,767: 15,315 4,647 2,720 41,974 55,005 60,009 62,372: 5,758 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,656: -2,114 -559 1,039 -1,160 -3,255 -2,235 -2,775: -421 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.1 4.1 63.8 83.6 91.2 94.8: 8.8 5.2
Old : 100.0: 23.3 7.1 4.1 63.8 83.6 91.2 94.8: 8.8 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 : 212: 69 28 24 69 64 145 109:
Old : 212: 69 28 24 69 64 145 109:
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 : 38.7 41.1 47.2 60.6 38.7 41.1 46.6 60.4
Old : 38.7 41.1 47.2 60.6 38.7 41.1 46.6 60.4
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 31, 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 : 328,834: 76,576 23,235 13,601 209,868 275,025 300,045 311,861: 28,789 16,973
Old : 328,834: 76,576 23,235 13,601 209,868 275,025 300,045 311,861: 28,789 16,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -13,280: -10,569 -2,794 5,193 -5,800 -16,276 -11,176 -13,877: -2,104 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.1 4.1 63.8 83.6 91.2 94.8: 8.8 5.2
Old : 100.0: 23.3 7.1 4.1 63.8 83.6 91.2 94.8: 8.8 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 : 212: 69 28 24 69 64 145 109:
Old : 212: 69 28 24 69 64 145 109:
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 : 38.7 41.1 47.2 60.6 38.7 41.1 46.6 60.4
Old : 38.7 41.1 47.2 60.6 38.7 41.1 46.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 162,009: 54,958 81,569 12,086 78,047 29,416 145,091 123,072: 16,918 38,937
Old : 162,009: 54,958 81,569 12,086 78,047 29,416 145,091 123,072: 16,918 38,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 6,141: 3,415 613 1,687 -757 3,035 4,345 5,335: 1,796 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 50.3 7.5 48.2 18.2 89.6 76.0: 10.4 24.0
Old : 100.0: 33.9 50.3 7.5 48.2 18.2 89.6 76.0: 10.4 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 : 100: 24 49 24 16 25 55 83:
Old : 100: 24 49 24 16 25 55 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 28.2 64.6 36.8 52.8 28.0 62.2 36.1
Old : 54.6 28.2 64.6 36.8 52.8 28.0 62.2 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 59,404: 19,672 7,665 387 27,073 44,153 47,132 52,205: 12,272 7,199
Old : 59,404: 19,672 7,665 387 27,073 44,153 47,132 52,205: 12,272 7,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 257: 691 -24 -310 -940 -374 -559 -708: 816 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 12.9 0.7 45.6 74.3 79.3 87.9: 20.7 12.1
Old : 100.0: 33.1 12.9 0.7 45.6 74.3 79.3 87.9: 20.7 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 : 61: 22 10 3 20 11 43 23:
Old : 61: 22 10 3 20 11 43 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 64.4 44.9 79.0 31.3 64.4 44.8 79.0
Old : 31.3 64.4 44.9 79.0 31.3 64.4 44.8 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 98,700: 31,611 5,720 1,015 53,601 11,126 86,227 17,861: 12,473 80,839
Old : 98,700: 31,611 5,720 1,015 53,601 11,126 86,227 17,861: 12,473 80,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -4,260: -2,932 378 270 -3,354 2,115 -6,016 2,763: 1,756 -7,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.8 1.0 54.3 11.3 87.4 18.1: 12.6 81.9
Old : 100.0: 32.0 5.8 1.0 54.3 11.3 87.4 18.1: 12.6 81.9
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 : 75: 32 5 6 30 18 63 28:
Old : 75: 32 5 6 30 18 63 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 : 36.7 8.4 50.7 12.0 36.7 8.0 50.7 11.5
Old : 36.7 8.4 50.7 12.0 36.7 8.0 50.7 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015