BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,019: 385 1,136 1,037 5,922 5,526 7,343 7,700: 675 319
Old : 8,019: 385 1,136 1,037 5,922 5,526 7,343 7,700: 675 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -255: 189 -64 -189 -323 5 -322 -248: 67 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.2 12.9 73.8 68.9 91.6 96.0: 8.4 4.0
Old : 100.0: 4.8 14.2 12.9 73.8 68.9 91.6 96.0: 8.4 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 : 34: 4 5 6 22 11 29 19:
Old : 34: 4 5 6 22 11 29 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 : 47.5 52.6 65.8 73.2 44.9 45.0 54.7 64.7
Old : 47.5 52.6 65.8 73.2 44.9 45.0 54.7 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,555: 6,140 3,535 8,765 21,753 18,762 36,657 31,062: 3,898 9,494
Old : 40,555: 6,140 3,535 8,765 21,753 18,762 36,657 31,062: 3,898 9,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 250: 300 47 -256 196 423 240 214: 9 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 8.7 21.6 53.6 46.3 90.4 76.6: 9.6 23.4
Old : 100.0: 15.1 8.7 21.6 53.6 46.3 90.4 76.6: 9.6 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 12 25 38 32 68 63:
Old : 81: 23 12 25 38 32 68 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 19.9 45.8 34.1 29.3 19.1 41.5 31.2
Old : 30.2 19.9 45.8 34.1 29.3 19.1 41.5 31.2
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,679: 2,493 85 556 1,185 2,534 4,234 3,175: 446 1,504
Old : 4,679: 2,493 85 556 1,185 2,534 4,234 3,175: 446 1,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 125: 140 -3 -13 1 102 127 86: -2 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 1.8 11.9 25.3 54.2 90.5 67.9: 9.5 32.1
Old : 100.0: 53.3 1.8 11.9 25.3 54.2 90.5 67.9: 9.5 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 1 4 5 11 12 16:
Old : 22: 7 1 4 5 11 12 16:
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 : 54.4 48.6 78.2 60.1 54.0 46.5 74.0 54.1
Old : 54.4 48.6 78.2 60.1 54.0 46.5 74.0 54.1
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 344,209: 119,057 25,484 87,208 99,704 176,911 305,970 289,603: 38,239 54,606
Old : 125,510: 71,346 54,058 14,120 29,072 44,147 114,538 112,325: 10,971 13,185
Other: 218,699: 85,681 9,396 35,118 70,632 132,764 191,431 177,278: 27,268 41,421
: : :
: : Changes in Commitments from: August 27, 2013 :
: 6,537: 2,625 1,216 2,555 -179 1,335 5,002 5,106: 1,535 1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 7.4 25.3 29.0 51.4 88.9 84.1: 11.1 15.9
Old : 100.0: 56.8 43.1 11.3 23.2 35.2 91.3 89.5: 8.7 10.5
Other: 100.0: 39.2 4.3 16.1 32.3 60.7 87.5 81.1: 12.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 132 74 126 92 122 301 270:
Old : 328: 97 103 48 34 107 162 228:
Other: 312: 114 45 84 90 116 246 222:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 13.3 17.8 21.8 10.0 12.4 17.2 19.5
Old : 12.7 19.0 24.1 31.6 12.7 19.0 23.7 31.0
Other: 12.6 15.0 21.4 24.1 11.6 14.5 20.0 23.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 352,722: 104,167 36,388 82,534 131,223 186,349 317,924 305,270: 34,798 47,452
Old : 352,722: 104,167 36,388 82,534 131,223 186,349 317,924 305,270: 34,798 47,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,005: 936 -775 4,462 -3,006 -2,811 2,392 876: -1,387 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.3 23.4 37.2 52.8 90.1 86.5: 9.9 13.5
Old : 100.0: 29.5 10.3 23.4 37.2 52.8 90.1 86.5: 9.9 13.5
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 : 399: 118 81 118 141 164 319 314:
Old : 399: 118 81 118 141 164 319 314:
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 : 14.3 18.0 23.0 25.5 12.9 14.3 21.0 19.9
Old : 14.3 18.0 23.0 25.5 12.9 14.3 21.0 19.9
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,650: 1,922 2,222 450 2,321 1,522 4,693 4,194: 958 1,457
Old : 5,650: 1,922 2,222 450 2,321 1,522 4,693 4,194: 958 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 264: 58 -3 150 104 193 311 340: -47 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 39.3 8.0 41.1 26.9 83.1 74.2: 16.9 25.8
Old : 100.0: 34.0 39.3 8.0 41.1 26.9 83.1 74.2: 16.9 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 : 75: 22 23 11 19 23 47 51:
Old : 75: 22 23 11 19 23 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 20.3 50.2 32.6 32.6 20.3 47.1 30.6
Old : 32.6 20.3 50.2 32.6 32.6 20.3 47.1 30.6
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,823: 8,520 3,848 9,793 10,824 7,584 29,137 21,226: 7,686 15,597
Old : 36,823: 8,520 3,848 9,793 10,824 7,584 29,137 21,226: 7,686 15,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -5,423: 596 -474 -2,986 -1,383 -469 -3,773 -3,929: -1,650 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.5 26.6 29.4 20.6 79.1 57.6: 20.9 42.4
Old : 100.0: 23.1 10.5 26.6 29.4 20.6 79.1 57.6: 20.9 42.4
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 : 156: 41 30 42 52 56 118 111:
Old : 156: 41 30 42 52 56 118 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 12.8 26.3 20.3 11.8 6.4 19.1 10.5
Old : 15.5 12.8 26.3 20.3 11.8 6.4 19.1 10.5
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,116: 1,048 4,262 2,062 8,058 5,552 11,168 11,876: 949 240
Old : 12,116: 1,048 4,262 2,062 8,058 5,552 11,168 11,876: 949 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -23: -11 55 -70 50 -7 -31 -23: 8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 35.2 17.0 66.5 45.8 92.2 98.0: 7.8 2.0
Old : 100.0: 8.6 35.2 17.0 66.5 45.8 92.2 98.0: 7.8 2.0
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 : 39: 9 8 11 17 14 32 27:
Old : 39: 9 8 11 17 14 32 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 : 52.4 43.7 67.7 64.3 51.0 40.9 62.3 59.7
Old : 52.4 43.7 67.7 64.3 51.0 40.9 62.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,506: 5,968 5,092 2,243 35,021 35,355 43,232 42,690: 274 816
Old : 43,506: 5,968 5,092 2,243 35,021 35,355 43,232 42,690: 274 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -692: -2,265 -1,298 11 1,512 580 -742 -707: 50 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.7 5.2 80.5 81.3 99.4 98.1: 0.6 1.9
Old : 100.0: 13.7 11.7 5.2 80.5 81.3 99.4 98.1: 0.6 1.9
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 : 25: 5 2 3 14 17 20 21:
Old : 25: 5 2 3 14 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 56.8 81.5 80.3 33.8 42.6 48.1 50.1
Old : 56.9 56.8 81.5 80.3 33.8 42.6 48.1 50.1
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,070: 30,460 65,057 8,701 94,810 46,869 133,970 120,628: 26,100 39,443
Old : 160,070: 30,460 65,057 8,701 94,810 46,869 133,970 120,628: 26,100 39,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 10,421: -3,918 5,773 430 11,797 4,308 8,309 10,512: 2,111 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 40.6 5.4 59.2 29.3 83.7 75.4: 16.3 24.6
Old : 100.0: 19.0 40.6 5.4 59.2 29.3 83.7 75.4: 16.3 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 25 32 20 29 26 62 70:
Old : 94: 25 32 20 29 26 62 70:
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 : 36.3 35.8 47.3 44.3 34.8 35.0 45.4 41.2
Old : 36.3 35.8 47.3 44.3 34.8 35.0 45.4 41.2
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,394: 10,896 10,049 1,381 17,857 20,479 30,134 31,909: 13,260 11,485
Old : 43,394: 10,896 10,049 1,381 17,857 20,479 30,134 31,909: 13,260 11,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,315: -704 -1,039 438 1,837 -437 1,571 -1,038: -2,887 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 3.2 41.2 47.2 69.4 73.5: 30.6 26.5
Old : 100.0: 25.1 23.2 3.2 41.2 47.2 69.4 73.5: 30.6 26.5
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 : 40: 14 9 6 11 13 25 28:
Old : 40: 14 9 6 11 13 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 42.4 45.1 51.2 33.0 41.2 45.1 49.8
Old : 33.0 42.4 45.1 51.2 33.0 41.2 45.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,028: 33,773 33,073 3,294 65,788 67,159 102,855 103,526: 5,174 4,502
Old : 108,028: 33,773 33,073 3,294 65,788 67,159 102,855 103,526: 5,174 4,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,470: -8,003 -1,505 977 5,934 -2,223 -1,092 -2,751: -378 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 30.6 3.0 60.9 62.2 95.2 95.8: 4.8 4.2
Old : 100.0: 31.3 30.6 3.0 60.9 62.2 95.2 95.8: 4.8 4.2
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 : 98: 34 33 5 14 20 51 55:
Old : 98: 34 33 5 14 20 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 44.8 82.7 60.5 69.5 44.8 82.0 60.5
Old : 69.5 44.8 82.7 60.5 69.5 44.8 82.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 178,296: 26,831 69,917 13,829 112,055 62,387 152,714 146,132: 25,582 32,164
Old : 178,296: 26,831 69,917 13,829 112,055 62,387 152,714 146,132: 25,582 32,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 6,075: -2,381 1,952 -176 10,527 6,319 7,969 8,095: -1,894 -2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 39.2 7.8 62.8 35.0 85.7 82.0: 14.3 18.0
Old : 100.0: 15.0 39.2 7.8 62.8 35.0 85.7 82.0: 14.3 18.0
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 : 110: 23 42 20 29 34 64 84:
Old : 110: 23 42 20 29 34 64 84:
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 : 35.8 23.7 51.3 35.8 35.7 21.8 50.8 33.8
Old : 35.8 23.7 51.3 35.8 35.7 21.8 50.8 33.8
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,400: 26,990 105,567 21,999 149,021 39,637 198,010 167,203: 19,390 50,198
Old : 217,400: 26,990 105,567 21,999 149,021 39,637 198,010 167,203: 19,390 50,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 5,553: 3,942 5,204 978 7,936 -1,917 12,855 4,264: -7,303 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 48.6 10.1 68.5 18.2 91.1 76.9: 8.9 23.1
Old : 100.0: 12.4 48.6 10.1 68.5 18.2 91.1 76.9: 8.9 23.1
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 : 139: 31 62 33 30 32 82 106:
Old : 139: 31 62 33 30 32 82 106:
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 : 31.9 30.0 50.6 36.9 30.5 30.0 49.1 35.8
Old : 31.9 30.0 50.6 36.9 30.5 30.0 49.1 35.8
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 324,428: 97,585 72,021 60,269 120,945 132,121 278,798 264,410: 45,630 60,018
Old : 324,428: 97,585 72,021 60,269 120,945 132,121 278,798 264,410: 45,630 60,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 392: -14,598 1,352 4,483 19,937 -3,482 9,821 2,352: -9,429 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 22.2 18.6 37.3 40.7 85.9 81.5: 14.1 18.5
Old : 100.0: 30.1 22.2 18.6 37.3 40.7 85.9 81.5: 14.1 18.5
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 : 199: 52 71 54 56 58 138 153:
Old : 199: 52 71 54 56 58 138 153:
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 : 24.8 19.4 33.4 28.6 22.0 16.9 28.4 22.3
Old : 24.8 19.4 33.4 28.6 22.0 16.9 28.4 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,287: 5,548 4,463 3,137 12,774 13,764 21,459 21,364: 828 923
Old : 22,287: 5,548 4,463 3,137 12,774 13,764 21,459 21,364: 828 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -4,655: 137 -43 -41 -4,516 -4,631 -4,420 -4,715: -235 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.0 14.1 57.3 61.8 96.3 95.9: 3.7 4.1
Old : 100.0: 24.9 20.0 14.1 57.3 61.8 96.3 95.9: 3.7 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 : 22: 4 6 3 6 9 12 16:
Old : 22: 4 6 3 6 9 12 16:
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 : 81.8 81.3 94.2 92.2 70.1 67.6 77.9 75.5
Old : 81.8 81.3 94.2 92.2 70.1 67.6 77.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,105: 6,384 7,181 18 4,609 2,732 11,011 9,931: 2,094 3,174
Old : 13,105: 6,384 7,181 18 4,609 2,732 11,011 9,931: 2,094 3,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 912: -1,079 -30 -321 2,517 440 1,117 89: -205 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 54.8 0.1 35.2 20.8 84.0 75.8: 16.0 24.2
Old : 100.0: 48.7 54.8 0.1 35.2 20.8 84.0 75.8: 16.0 24.2
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 : 45: 10 18 2 7 13 19 31:
Old : 45: 10 18 2 7 13 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 30.2 68.6 44.1 52.8 30.2 68.5 44.1
Old : 52.9 30.2 68.6 44.1 52.8 30.2 68.5 44.1
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 :17,851,745: 807,947 1,022,782 8,436,640 7,784,497 7,192,269 17,029,084 16,651,690: 822,661 1,200,055
Old :17,851,745: 807,947 1,022,782 8,436,640 7,784,497 7,192,269 17,029,084 16,651,690: 822,661 1,200,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 640,577: -73,344 134,510 501,534 231,728 19,899 659,918 655,943: -19,341 -15,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.7 47.3 43.6 40.3 95.4 93.3: 4.6 6.7
Old : 100.0: 4.5 5.7 47.3 43.6 40.3 95.4 93.3: 4.6 6.7
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 : 265: 66 53 103 129 132 249 243:
Old : 265: 66 53 103 129 132 249 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.6 36.4 36.9 10.9 10.0 15.8 13.6
Old : 25.0 24.6 36.4 36.9 10.9 10.0 15.8 13.6
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 973,114: 95,431 85,758 72,630 641,474 672,523 809,534 830,910: 163,580 142,204
Old : 973,114: 95,431 85,758 72,630 641,474 672,523 809,534 830,910: 163,580 142,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 912: 1,802 4,930 -9,059 -2,922 -11,087 -10,179 -15,215: 11,091 16,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.8 7.5 65.9 69.1 83.2 85.4: 16.8 14.6
Old : 100.0: 9.8 8.8 7.5 65.9 69.1 83.2 85.4: 16.8 14.6
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 : 577: 127 115 116 239 251 425 423:
Old : 577: 127 115 116 239 251 425 423:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 11.2 20.1 18.5 10.2 7.3 16.1 12.3
Old : 12.3 11.2 20.1 18.5 10.2 7.3 16.1 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,538: 11,829 6,231 17,258 160,277 140,105 189,365 163,594: 62,173 87,944
Old : 251,538: 11,829 6,231 17,258 160,277 140,105 189,365 163,594: 62,173 87,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 7,333: -330 -2,661 -817 7,311 -4,486 6,164 -7,964: 1,170 15,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.5 6.9 63.7 55.7 75.3 65.0: 24.7 35.0
Old : 100.0: 4.7 2.5 6.9 63.7 55.7 75.3 65.0: 24.7 35.0
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 : 95: 14 14 21 53 50 79 73:
Old : 95: 14 14 21 53 50 79 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 19.7 30.4 29.9 18.0 18.4 29.1 24.9
Old : 18.3 19.7 30.4 29.9 18.0 18.4 29.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,607,884: 446,323 425,952 248,542 2,405,982 2,662,089 3,100,847 3,336,582: 507,037 271,302
Old : 3,607,884: 446,323 425,952 248,542 2,405,982 2,662,089 3,100,847 3,336,582: 507,037 271,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -32,109: -3,309 23,985 -27,236 -51,169 -33,004 -81,714 -36,255: 49,605 4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.8 6.9 66.7 73.8 85.9 92.5: 14.1 7.5
Old : 100.0: 12.4 11.8 6.9 66.7 73.8 85.9 92.5: 14.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 122 110 109 225 239 402 403:
Old : 553: 122 110 109 225 239 402 403:
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 : 14.0 11.5 23.2 19.1 13.2 10.3 19.5 16.2
Old : 14.0 11.5 23.2 19.1 13.2 10.3 19.5 16.2
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,848: 23,376 3,100 1,004 68,078 95,867 92,458 99,971: 10,390 2,877
Old : 102,848: 23,376 3,100 1,004 68,078 95,867 92,458 99,971: 10,390 2,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -13,933: -1,011 549 216 -12,508 -14,084 -13,303 -13,319: -630 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.0 1.0 66.2 93.2 89.9 97.2: 10.1 2.8
Old : 100.0: 22.7 3.0 1.0 66.2 93.2 89.9 97.2: 10.1 2.8
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 : 96: 19 4 4 46 40 66 47:
Old : 96: 19 4 4 46 40 66 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 44.5 48.2 63.7 31.2 44.5 46.9 63.4
Old : 32.3 44.5 48.2 63.7 31.2 44.5 46.9 63.4
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,294: 23,210 5,940 1,063 48,761 69,586 73,035 76,589: 9,259 5,705
Old : 82,294: 23,210 5,940 1,063 48,761 69,586 73,035 76,589: 9,259 5,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -3,482: 169 -372 -364 -3,340 -2,639 -3,534 -3,374: 53 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 7.2 1.3 59.3 84.6 88.7 93.1: 11.3 6.9
Old : 100.0: 28.2 7.2 1.3 59.3 84.6 88.7 93.1: 11.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 68 29 18 83 67 159 106:
Old : 220: 68 29 18 83 67 159 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 36.3 41.3 54.2 30.7 35.9 41.0 52.7
Old : 30.7 36.3 41.3 54.2 30.7 35.9 41.0 52.7
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,255: 404 0 0 6,453 9,297 6,857 9,297: 3,398 958
Old : 10,255: 404 0 0 6,453 9,297 6,857 9,297: 3,398 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 49: 0 -283 0 489 368 489 85: -440 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 62.9 90.7 66.9 90.7: 33.1 9.3
Old : 100.0: 3.9 0.0 0.0 62.9 90.7 66.9 90.7: 33.1 9.3
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 : 20: 1 0 0 12 7 13 7:
Old : 20: 1 0 0 12 7 13 7:
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 : 34.7 76.5 52.9 90.7 34.7 76.5 52.9 90.7
Old : 34.7 76.5 52.9 90.7 34.7 76.5 52.9 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 360,193: 114,032 29,699 5,315 211,542 301,445 330,890 336,459: 29,303 23,734
Old : 360,193: 114,032 29,699 5,315 211,542 301,445 330,890 336,459: 29,303 23,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -17,652: -233 -1,522 -740 -19,143 -15,034 -20,117 -17,295: 2,465 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.2 1.5 58.7 83.7 91.9 93.4: 8.1 6.6
Old : 100.0: 31.7 8.2 1.5 58.7 83.7 91.9 93.4: 8.1 6.6
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 : 217: 67 29 18 74 66 149 105:
Old : 217: 67 29 18 74 66 149 105:
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 : 33.3 36.6 45.5 53.0 33.3 36.6 45.1 51.9
Old : 33.3 36.6 45.5 53.0 33.3 36.6 45.1 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 216,939: 11,954 84,665 16,892 168,329 78,192 197,176 179,749: 19,763 37,190
Old : 216,939: 11,954 84,665 16,892 168,329 78,192 197,176 179,749: 19,763 37,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,272: -1,157 -552 -231 710 2,009 -679 1,225: 1,951 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 39.0 7.8 77.6 36.0 90.9 82.9: 9.1 17.1
Old : 100.0: 5.5 39.0 7.8 77.6 36.0 90.9 82.9: 9.1 17.1
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 : 101: 21 46 28 21 27 60 83:
Old : 101: 21 46 28 21 27 60 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 : 52.3 41.0 70.5 50.3 51.7 39.9 68.4 48.3
Old : 52.3 41.0 70.5 50.3 51.7 39.9 68.4 48.3
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,604: 14,802 5,437 1,471 27,461 43,345 43,734 50,253: 11,870 5,351
Old : 55,604: 14,802 5,437 1,471 27,461 43,345 43,734 50,253: 11,870 5,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,825: 2,196 196 501 -291 -602 2,406 95: -581 1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.8 2.6 49.4 78.0 78.7 90.4: 21.3 9.6
Old : 100.0: 26.6 9.8 2.6 49.4 78.0 78.7 90.4: 21.3 9.6
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 : 62: 21 7 7 23 13 46 26:
Old : 62: 21 7 7 23 13 46 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 68.4 44.2 79.7 33.3 68.4 44.1 79.7
Old : 33.3 68.4 44.2 79.7 33.3 68.4 44.1 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,419: 24,719 3,150 1,386 22,547 25,185 48,652 29,721: 10,767 29,698
Old : 59,419: 24,719 3,150 1,386 22,547 25,185 48,652 29,721: 10,767 29,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -254: 1,571 986 50 -1,174 -2,163 447 -1,127: -701 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 5.3 2.3 37.9 42.4 81.9 50.0: 18.1 50.0
Old : 100.0: 41.6 5.3 2.3 37.9 42.4 81.9 50.0: 18.1 50.0
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 : 75: 23 9 7 27 23 53 36:
Old : 75: 23 9 7 27 23 53 36:
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 : 33.8 25.5 47.0 33.0 33.6 24.5 45.5 31.1
Old : 33.8 25.5 47.0 33.0 33.6 24.5 45.5 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,443: 6,610 2,292 52 2,987 7,774 9,649 10,118: 794 325
Old : 10,443: 6,610 2,292 52 2,987 7,774 9,649 10,118: 794 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 398: 643 229 14 -169 191 488 434: -90 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 21.9 0.5 28.6 74.4 92.4 96.9: 7.6 3.1
Old : 100.0: 63.3 21.9 0.5 28.6 74.4 92.4 96.9: 7.6 3.1
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: 10 2 2 9 2 20 5:
Old : 23: 10 2 2 9 2 20 5:
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 : 57.3 96.8 75.9 96.9 57.2 96.4 75.8 96.4
Old : 57.3 96.8 75.9 96.9 57.2 96.4 75.8 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013