BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 6,246: 151 1,486 588 4,864 3,529 5,603 5,604: 644 642
Old : 6,246: 151 1,486 588 4,864 3,529 5,603 5,604: 644 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 405: 6 126 12 326 99 344 237: 61 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.8 9.4 77.9 56.5 89.7 89.7: 10.3 10.3
Old : 100.0: 2.4 23.8 9.4 77.9 56.5 89.7 89.7: 10.3 10.3
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 : 31: 1 7 4 21 9 26 16:
Old : 31: 1 7 4 21 9 26 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 : 53.5 49.5 70.0 68.4 51.7 41.4 61.6 58.9
Old : 53.5 49.5 70.0 68.4 51.7 41.4 61.6 58.9
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, October 15, 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 : 33,831: 5,524 3,272 6,348 17,726 15,117 29,597 24,737: 4,234 9,094
Old : 33,831: 5,524 3,272 6,348 17,726 15,117 29,597 24,737: 4,234 9,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 835: 68 -244 188 361 1,130 616 1,073: 219 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.7 18.8 52.4 44.7 87.5 73.1: 12.5 26.9
Old : 100.0: 16.3 9.7 18.8 52.4 44.7 87.5 73.1: 12.5 26.9
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 : 74: 21 14 24 34 28 63 58:
Old : 74: 21 14 24 34 28 63 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 19.8 45.6 34.1 30.5 19.1 42.8 31.6
Old : 30.6 19.8 45.6 34.1 30.5 19.1 42.8 31.6
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, October 15, 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 : 6,579: 3,333 110 670 1,943 3,425 5,945 4,205: 633 2,373
Old : 6,579: 3,333 110 670 1,943 3,425 5,945 4,205: 633 2,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 645: 273 17 22 319 254 615 293: 30 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 1.7 10.2 29.5 52.1 90.4 63.9: 9.6 36.1
Old : 100.0: 50.7 1.7 10.2 29.5 52.1 90.4 63.9: 9.6 36.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 2 5 8 16 16 22:
Old : 28: 7 2 5 8 16 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 38.9 77.2 52.0 52.4 38.8 71.9 47.3
Old : 53.3 38.9 77.2 52.0 52.4 38.8 71.9 47.3
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, October 15, 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 : 348,802: 127,346 25,355 83,116 101,293 183,180 311,755 291,650: 37,047 57,152
Old : 348,376: 127,365 25,243 83,040 101,178 183,149 311,583 291,432: 36,793 56,944
Other: 426: 41 171 17 115 31 172 219: 254 207
: : :
: : Changes in Commitments from: October 8, 2013 :
: -10,337: -7,495 -321 -1,696 -1,095 -7,262 -10,286 -9,278: -51 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.3 23.8 29.0 52.5 89.4 83.6: 10.6 16.4
Old : 100.0: 36.6 7.2 23.8 29.0 52.6 89.4 83.7: 10.6 16.3
Other: 100.0: 9.6 40.2 3.9 27.0 7.3 40.4 51.3: 59.6 48.7
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 149 70 125 111 141 329 283:
Old : 392: 149 70 125 110 141 328 283:
Other: 13: 3 3 2 5 3 9 7:
:----------------------------------------------------------------------------------------------------
: 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 13.1 17.4 20.8 10.0 12.4 17.1 19.2
Old : 10.2 13.1 17.4 20.8 10.0 12.4 17.1 19.2
Other: 34.0 50.0 39.7 51.3 32.9 46.7 36.3 47.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 374,809: 126,663 34,011 83,717 126,935 202,390 337,314 320,118: 37,495 54,691
Old : 374,809: 126,663 34,011 83,717 126,935 202,390 337,314 320,118: 37,495 54,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 16,024: 8,737 -1,836 7,963 -1,606 8,699 15,094 14,826: 930 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 9.1 22.3 33.9 54.0 90.0 85.4: 10.0 14.6
Old : 100.0: 33.8 9.1 22.3 33.9 54.0 90.0 85.4: 10.0 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 : 428: 149 67 118 144 171 349 313:
Old : 428: 149 67 118 144 171 349 313:
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 : 12.5 19.5 20.4 26.9 12.4 16.6 20.1 22.9
Old : 12.5 19.5 20.4 26.9 12.4 16.6 20.1 22.9
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, October 15, 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 : 5,044: 1,836 1,064 818 1,276 1,928 3,929 3,810: 1,115 1,234
Old : 5,044: 1,836 1,064 818 1,276 1,928 3,929 3,810: 1,115 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -129: -38 -98 -58 -121 10 -217 -146: 88 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.1 16.2 25.3 38.2 77.9 75.5: 22.1 24.5
Old : 100.0: 36.4 21.1 16.2 25.3 38.2 77.9 75.5: 22.1 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 16 13 17 24 52 46:
Old : 74: 28 16 13 17 24 52 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 : 29.4 23.0 43.5 35.9 28.7 20.6 39.5 30.6
Old : 29.4 23.0 43.5 35.9 28.7 20.6 39.5 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, October 15, 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 : 43,029: 15,379 2,556 9,064 10,322 9,670 34,765 21,291: 8,264 21,738
Old : 43,029: 15,379 2,556 9,064 10,322 9,670 34,765 21,291: 8,264 21,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 2,447: 1,552 -65 649 260 994 2,461 1,578: -14 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.9 21.1 24.0 22.5 80.8 49.5: 19.2 50.5
Old : 100.0: 35.7 5.9 21.1 24.0 22.5 80.8 49.5: 19.2 50.5
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 : 191: 68 24 39 54 72 142 122:
Old : 191: 68 24 39 54 72 142 122:
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 : 12.9 11.4 21.6 17.0 9.5 6.0 17.4 9.3
Old : 12.9 11.4 21.6 17.0 9.5 6.0 17.4 9.3
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, October 15, 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 : 10,784: 1,164 4,493 1,184 7,783 4,887 10,131 10,564: 653 219
Old : 10,784: 1,164 4,493 1,184 7,783 4,887 10,131 10,564: 653 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 26: 257 -11 -140 13 208 131 58: -105 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 41.7 11.0 72.2 45.3 93.9 98.0: 6.1 2.0
Old : 100.0: 10.8 41.7 11.0 72.2 45.3 93.9 98.0: 6.1 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 : 40: 11 6 11 16 13 31 26:
Old : 40: 11 6 11 16 13 31 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 : 56.4 47.8 70.3 71.2 56.3 47.6 66.7 70.4
Old : 56.4 47.8 70.3 71.2 56.3 47.6 66.7 70.4
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, October 15, 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 : 41,120: 6,820 5,345 1,808 31,818 33,569 40,446 40,722: 674 398
Old : 41,120: 6,820 5,345 1,808 31,818 33,569 40,446 40,722: 674 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -232: -291 -100 0 -70 -44 -361 -144: 129 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.0 4.4 77.4 81.6 98.4 99.0: 1.6 1.0
Old : 100.0: 16.6 13.0 4.4 77.4 81.6 98.4 99.0: 1.6 1.0
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 : 21: 3 2 1 13 14 16 17:
Old : 21: 3 2 1 13 14 16 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 : 57.1 54.6 87.0 81.1 40.8 43.0 52.2 50.3
Old : 57.1 54.6 87.0 81.1 40.8 43.0 52.2 50.3
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, October 15, 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 : 122,459: 28,250 39,074 5,572 63,958 48,228 97,780 92,875: 24,679 29,585
Old : 122,459: 28,250 39,074 5,572 63,958 48,228 97,780 92,875: 24,679 29,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -5,094: -5,472 -3,410 -31 1,676 -4,256 -3,827 -7,697: -1,267 2,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 31.9 4.6 52.2 39.4 79.8 75.8: 20.2 24.2
Old : 100.0: 23.1 31.9 4.6 52.2 39.4 79.8 75.8: 20.2 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 : 81: 23 25 16 24 26 55 59:
Old : 81: 23 25 16 24 26 55 59:
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 : 44.7 42.7 54.4 52.0 44.7 41.8 54.4 51.1
Old : 44.7 42.7 54.4 52.0 44.7 41.8 54.4 51.1
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, October 15, 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 : 51,934: 21,757 10,908 856 8,310 31,514 30,923 43,279: 21,011 8,655
Old : 51,934: 21,757 10,908 856 8,310 31,514 30,923 43,279: 21,011 8,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -1,277: 1,444 1,194 -5 1,089 -2,037 2,528 -848: -3,805 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 21.0 1.6 16.0 60.7 59.5 83.3: 40.5 16.7
Old : 100.0: 41.9 21.0 1.6 16.0 60.7 59.5 83.3: 40.5 16.7
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 : 43: 17 8 5 9 14 28 25:
Old : 43: 17 8 5 9 14 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 47.1 36.9 66.0 24.9 46.4 36.9 65.3
Old : 24.9 47.1 36.9 66.0 24.9 46.4 36.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 106,334: 23,714 15,953 679 75,992 86,908 100,385 103,540: 5,949 2,794
Old : 106,334: 23,714 15,953 679 75,992 86,908 100,385 103,540: 5,949 2,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -1,667: -3,570 -398 93 1,293 -1,215 -2,184 -1,520: 517 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 15.0 0.6 71.5 81.7 94.4 97.4: 5.6 2.6
Old : 100.0: 22.3 15.0 0.6 71.5 81.7 94.4 97.4: 5.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 37 26 4 12 19 52 46:
Old : 91: 37 26 4 12 19 52 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 : 73.4 51.4 81.9 71.4 73.4 51.1 81.9 71.2
Old : 73.4 51.4 81.9 71.4 73.4 51.1 81.9 71.2
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, October 15, 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 : 202,397: 59,301 46,663 12,663 92,151 114,151 164,115 173,476: 38,282 28,921
Old : 202,397: 59,301 46,663 12,663 92,151 114,151 164,115 173,476: 38,282 28,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -1,183: 1,241 -1,705 -438 -720 1,192 83 -951: -1,267 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 23.1 6.3 45.5 56.4 81.1 85.7: 18.9 14.3
Old : 100.0: 29.3 23.1 6.3 45.5 56.4 81.1 85.7: 18.9 14.3
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 : 116: 37 32 19 25 39 71 81:
Old : 116: 37 32 19 25 39 71 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 33.4 49.2 44.6 39.9 31.9 49.0 43.1
Old : 39.9 33.4 49.2 44.6 39.9 31.9 49.0 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 185,192: 25,126 84,311 14,849 127,431 39,084 167,406 138,244: 17,786 46,948
Old : 185,192: 25,126 84,311 14,849 127,431 39,084 167,406 138,244: 17,786 46,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -5,632: -3,006 -585 485 -2,363 -2,083 -4,884 -2,182: -748 -3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 45.5 8.0 68.8 21.1 90.4 74.6: 9.6 25.4
Old : 100.0: 13.6 45.5 8.0 68.8 21.1 90.4 74.6: 9.6 25.4
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 : 122: 26 52 25 29 34 70 96:
Old : 122: 26 52 25 29 34 70 96:
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 : 35.5 33.7 53.5 41.6 35.5 33.7 52.9 41.6
Old : 35.5 33.7 53.5 41.6 35.5 33.7 52.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 327,527: 119,920 59,356 55,142 103,241 156,142 278,304 270,640: 49,223 56,887
Old : 327,527: 119,920 59,356 55,142 103,241 156,142 278,304 270,640: 49,223 56,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -5,341: -6,249 2,517 183 3,449 -7,722 -2,617 -5,022: -2,723 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 18.1 16.8 31.5 47.7 85.0 82.6: 15.0 17.4
Old : 100.0: 36.6 18.1 16.8 31.5 47.7 85.0 82.6: 15.0 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 48 75 46 52 61 133 149:
Old : 205: 48 75 46 52 61 133 149:
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 20.4 34.8 31.5 24.8 19.3 34.1 27.0
Old : 24.8 20.4 34.8 31.5 24.8 19.3 34.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 20,423: 5,071 3,285 3,108 11,628 13,242 19,807 19,635: 616 788
Old : 20,423: 5,071 3,285 3,108 11,628 13,242 19,807 19,635: 616 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 610: 907 6 3 -316 342 594 351: 16 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.1 15.2 56.9 64.8 97.0 96.1: 3.0 3.9
Old : 100.0: 24.8 16.1 15.2 56.9 64.8 97.0 96.1: 3.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 3 7 7 13 13:
Old : 20: 4 5 3 7 7 13 13:
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 : 81.4 84.6 91.9 94.2 70.2 69.6 77.1 77.1
Old : 81.4 84.6 91.9 94.2 70.2 69.6 77.1 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 24,608: 19,379 6,711 15 1,317 16,118 20,711 22,844: 3,897 1,764
Old : 24,608: 19,379 6,711 15 1,317 16,118 20,711 22,844: 3,897 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,378: 1,036 -866 10 243 2,468 1,289 1,612: 89 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 27.3 0.1 5.4 65.5 84.2 92.8: 15.8 7.2
Old : 100.0: 78.7 27.3 0.1 5.4 65.5 84.2 92.8: 15.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 27 15 2 6 11 35 26:
Old : 59: 27 15 2 6 11 35 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 : 50.6 66.8 63.5 80.5 50.6 66.8 63.5 80.5
Old : 50.6 66.8 63.5 80.5 50.6 66.8 63.5 80.5
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, October 15, 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 :15,775,021: 842,060 1,103,519 6,351,756 7,692,284 7,212,196 14,886,100 14,667,472: 888,920 1,107,548
Old :15,775,021: 842,060 1,103,519 6,351,756 7,692,284 7,212,196 14,886,100 14,667,472: 888,920 1,107,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -797,304: -31,445 -50,824 -534,306 -228,573 -166,497 -794,324 -751,627: -2,980 -45,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.0 40.3 48.8 45.7 94.4 93.0: 5.6 7.0
Old : 100.0: 5.3 7.0 40.3 48.8 45.7 94.4 93.0: 5.6 7.0
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 : 285: 58 70 106 139 143 264 260:
Old : 285: 58 70 106 139 143 264 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 21.2 36.9 33.1 15.4 10.8 18.8 15.1
Old : 26.5 21.2 36.9 33.1 15.4 10.8 18.8 15.1
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, October 15, 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 : 902,016: 97,837 76,715 69,895 603,027 661,286 770,759 807,896: 131,257 94,120
Old : 902,016: 97,837 76,715 69,895 603,027 661,286 770,759 807,896: 131,257 94,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -5,516: 1,421 -592 -5,072 1,882 -266 -1,769 -5,930: -3,747 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.5 7.7 66.9 73.3 85.4 89.6: 14.6 10.4
Old : 100.0: 10.8 8.5 7.7 66.9 73.3 85.4 89.6: 14.6 10.4
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 : 601: 154 111 127 246 240 457 421:
Old : 601: 154 111 127 246 240 457 421:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 12.3 20.3 20.6 10.6 11.1 16.6 17.9
Old : 12.4 12.3 20.3 20.6 10.6 11.1 16.6 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 222,568: 14,837 3,751 16,901 132,871 154,262 164,609 174,915: 57,959 47,653
Old : 222,568: 14,837 3,751 16,901 132,871 154,262 164,609 174,915: 57,959 47,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 145: 645 -4,968 -1,776 1,414 7,043 283 299: -138 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.7 7.6 59.7 69.3 74.0 78.6: 26.0 21.4
Old : 100.0: 6.7 1.7 7.6 59.7 69.3 74.0 78.6: 26.0 21.4
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 : 107: 21 17 27 51 56 86 86:
Old : 107: 21 17 27 51 56 86 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 19.8 29.4 32.3 16.0 18.9 25.8 28.6
Old : 16.7 19.8 29.4 32.3 16.0 18.9 25.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 3,397,242: 438,953 388,771 241,017 2,350,780 2,535,120 3,030,750 3,164,908: 366,492 232,334
Old : 3,397,242: 438,953 388,771 241,017 2,350,780 2,535,120 3,030,750 3,164,908: 366,492 232,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -28,304: -9,236 8,762 -3,366 2,340 -36,542 -10,261 -31,145: -18,042 2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.4 7.1 69.2 74.6 89.2 93.2: 10.8 6.8
Old : 100.0: 12.9 11.4 7.1 69.2 74.6 89.2 93.2: 10.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 147 104 117 233 228 431 398:
Old : 574: 147 104 117 233 228 431 398:
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 : 14.5 12.9 23.8 21.0 13.5 12.5 19.6 19.9
Old : 14.5 12.9 23.8 21.0 13.5 12.5 19.6 19.9
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, October 15, 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 : 108,435: 23,115 2,721 678 72,460 101,765 96,253 105,164: 12,181 3,270
Old : 108,435: 23,115 2,721 678 72,460 101,765 96,253 105,164: 12,181 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,172: 247 469 -1,061 1,150 1,631 336 1,039: 836 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.5 0.6 66.8 93.8 88.8 97.0: 11.2 3.0
Old : 100.0: 21.3 2.5 0.6 66.8 93.8 88.8 97.0: 11.2 3.0
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: 18 4 3 43 42 62 48:
Old : 92: 18 4 3 43 42 62 48:
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 41.9 50.1 61.9 32.4 41.9 48.7 61.9
Old : 33.0 41.9 50.1 61.9 32.4 41.9 48.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 76,675: 23,658 2,598 865 45,772 69,861 70,295 73,324: 6,380 3,351
Old : 76,675: 23,658 2,598 865 45,772 69,861 70,295 73,324: 6,380 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -1,360: -1,173 -1,236 -131 133 61 -1,171 -1,306: -189 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 3.4 1.1 59.7 91.1 91.7 95.6: 8.3 4.4
Old : 100.0: 30.9 3.4 1.1 59.7 91.1 91.7 95.6: 8.3 4.4
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 : 208: 69 26 16 69 63 142 101:
Old : 208: 69 26 16 69 63 142 101:
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 : 34.4 43.9 45.7 67.5 34.4 43.9 45.7 67.5
Old : 34.4 43.9 45.7 67.5 34.4 43.9 45.7 67.5
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, October 15, 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 : 383,376: 118,289 12,989 4,327 228,858 349,303 351,474 366,619: 31,902 16,757
Old : 383,376: 118,289 12,989 4,327 228,858 349,303 351,474 366,619: 31,902 16,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -6,798: -5,865 -6,182 -656 667 306 -5,854 -6,532: -945 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 3.4 1.1 59.7 91.1 91.7 95.6: 8.3 4.4
Old : 100.0: 30.9 3.4 1.1 59.7 91.1 91.7 95.6: 8.3 4.4
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 : 208: 69 26 16 69 63 142 101:
Old : 208: 69 26 16 69 63 142 101:
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 : 34.4 43.9 45.7 67.5 34.4 43.9 45.7 67.5
Old : 34.4 43.9 45.7 67.5 34.4 43.9 45.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 141,962: 17,193 48,974 9,701 91,473 54,795 118,367 113,470: 23,595 28,492
Old : 141,962: 17,193 48,974 9,701 91,473 54,795 118,367 113,470: 23,595 28,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 10,009: 21 6,176 952 6,036 2,204 7,009 9,332: 3,000 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 34.5 6.8 64.4 38.6 83.4 79.9: 16.6 20.1
Old : 100.0: 12.1 34.5 6.8 64.4 38.6 83.4 79.9: 16.6 20.1
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 : 91: 22 35 18 23 25 57 66:
Old : 91: 22 35 18 23 25 57 66:
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 : 38.9 42.8 54.9 51.0 36.2 41.7 51.8 48.5
Old : 38.9 42.8 54.9 51.0 36.2 41.7 51.8 48.5
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, October 15, 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 : 65,224: 14,984 12,410 0 39,807 46,862 54,791 59,272: 10,433 5,952
Old : 65,224: 14,984 12,410 0 39,807 46,862 54,791 59,272: 10,433 5,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 3,477: -1,514 800 0 5,713 397 4,199 1,197: -722 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.0 0.0 61.0 71.8 84.0 90.9: 16.0 9.1
Old : 100.0: 23.0 19.0 0.0 61.0 71.8 84.0 90.9: 16.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 12 0 27 14 45 26:
Old : 68: 18 12 0 27 14 45 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 : 34.3 65.6 49.9 79.0 34.3 65.6 49.9 79.0
Old : 34.3 65.6 49.9 79.0 34.3 65.6 49.9 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, October 15, 2013
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (NIKKEI INDEX X JPY 500) :
: : :
All : 73,531: 28,648 3,603 873 35,033 8,966 64,554 13,442: 8,977 60,089
Old : 73,531: 28,648 3,603 873 35,033 8,966 64,554 13,442: 8,977 60,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,560: 2,151 -2,101 -368 1,591 1,289 3,374 -1,180: -1,814 2,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.9 1.2 47.6 12.2 87.8 18.3: 12.2 81.7
Old : 100.0: 39.0 4.9 1.2 47.6 12.2 87.8 18.3: 12.2 81.7
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 : 91: 34 7 4 37 19 74 28:
Old : 91: 34 7 4 37 19 74 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 : 39.4 7.3 47.6 10.8 39.1 7.1 47.3 10.1
Old : 39.4 7.3 47.6 10.8 39.1 7.1 47.3 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013