BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 7,134: 211 3,044 429 5,520 3,249 6,160 6,723: 974 411
Old : 7,134: 211 3,044 429 5,520 3,249 6,160 6,723: 974 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 618: -67 247 132 472 201 537 580: 81 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 42.7 6.0 77.4 45.5 86.4 94.2: 13.6 5.8
Old : 100.0: 3.0 42.7 6.0 77.4 45.5 86.4 94.2: 13.6 5.8
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 : 36: 5 8 5 20 14 27 25:
Old : 36: 5 8 5 20 14 27 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 : 50.7 52.4 65.3 76.2 50.1 52.4 64.3 74.2
Old : 50.7 52.4 65.3 76.2 50.1 52.4 64.3 74.2
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, December 24, 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 : 45,659: 6,448 2,536 9,376 25,343 23,360 41,167 35,272: 4,493 10,387
Old : 45,659: 6,448 2,536 9,376 25,343 23,360 41,167 35,272: 4,493 10,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 4,203: 578 -274 759 2,889 3,019 4,226 3,504: -23 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 5.6 20.5 55.5 51.2 90.2 77.3: 9.8 22.7
Old : 100.0: 14.1 5.6 20.5 55.5 51.2 90.2 77.3: 9.8 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 21 11 25 42 34 72 61:
Old : 77: 21 11 25 42 34 72 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.0 37.3 36.0 22.1 20.3 34.3 33.6
Old : 22.7 22.0 37.3 36.0 22.1 20.3 34.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,028: 220 2,454 414 3,425 1,921 4,059 4,789: 969 239
Old : 5,028: 220 2,454 414 3,425 1,921 4,059 4,789: 969 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 221: -3 178 2 193 22 192 201: 29 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 48.8 8.2 68.1 38.2 80.7 95.3: 19.3 4.7
Old : 100.0: 4.4 48.8 8.2 68.1 38.2 80.7 95.3: 19.3 4.7
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 : 25: 6 5 7 12 9 19 20:
Old : 25: 6 5 7 12 9 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 51.2 61.8 79.8 34.8 51.2 52.9 74.0
Old : 42.1 51.2 61.8 79.8 34.8 51.2 52.9 74.0
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, December 24, 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 : 13,352: 7,300 222 1,402 4,110 7,542 12,812 9,167: 539 4,185
Old : 13,352: 7,300 222 1,402 4,110 7,542 12,812 9,167: 539 4,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 1,054: 734 -22 50 234 641 1,018 669: 36 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 1.7 10.5 30.8 56.5 96.0 68.7: 4.0 31.3
Old : 100.0: 54.7 1.7 10.5 30.8 56.5 96.0 68.7: 4.0 31.3
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 : 35: 11 3 7 10 19 21 29:
Old : 35: 11 3 7 10 19 21 29:
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 : 49.4 40.1 74.1 54.3 48.6 37.6 69.4 47.9
Old : 49.4 40.1 74.1 54.3 48.6 37.6 69.4 47.9
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, December 24, 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 : 305,252: 94,457 27,137 78,339 98,493 150,435 271,289 255,911: 33,963 49,341
Old : 295,134: 94,684 28,498 74,703 95,669 144,017 265,057 247,218: 30,077 47,915
Other: 10,119: 2,057 923 1,351 2,824 6,418 6,233 8,693: 3,886 1,426
: : :
: : Changes in Commitments from: December 17, 2013 :
: -3,114: -4,654 1,675 1,813 299 -4,519 -2,541 -1,031: -572 -2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.9 25.7 32.3 49.3 88.9 83.8: 11.1 16.2
Old : 100.0: 32.1 9.7 25.3 32.4 48.8 89.8 83.8: 10.2 16.2
Other: 100.0: 20.3 9.1 13.4 27.9 63.4 61.6 85.9: 38.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 108 72 119 110 121 283 265:
Old : 333: 109 75 119 107 121 280 265:
Other: 90: 18 14 17 35 38 60 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 14.0 19.3 22.5 10.7 13.1 18.3 19.6
Old : 11.0 13.6 19.5 21.9 10.8 12.8 18.7 19.0
Other: 26.8 38.2 34.8 53.1 21.7 36.0 26.6 49.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 373,082: 133,029 30,032 83,722 121,057 204,936 337,808 318,690: 35,275 54,392
Old : 373,082: 133,029 30,032 83,722 121,057 204,936 337,808 318,690: 35,275 54,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 4,054: 1,638 1,482 3,943 658 565 6,239 5,990: -2,185 -1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 8.0 22.4 32.4 54.9 90.5 85.4: 9.5 14.6
Old : 100.0: 35.7 8.0 22.4 32.4 54.9 90.5 85.4: 9.5 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 : 434: 145 71 142 143 177 359 341:
Old : 434: 145 71 142 143 177 359 341:
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 19.9 20.7 26.9 12.2 19.1 20.4 25.0
Old : 12.3 19.9 20.7 26.9 12.2 19.1 20.4 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 4,973: 1,285 728 534 1,593 2,574 3,413 3,837: 1,560 1,136
Old : 4,973: 1,285 728 534 1,593 2,574 3,413 3,837: 1,560 1,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 911: 293 22 122 102 687 517 831: 394 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 14.7 10.7 32.0 51.8 68.6 77.2: 31.4 22.8
Old : 100.0: 25.8 14.7 10.7 32.0 51.8 68.6 77.2: 31.4 22.8
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 : 64: 23 10 11 20 24 49 40:
Old : 64: 23 10 11 20 24 49 40:
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 : 19.9 26.0 31.0 40.3 19.9 25.5 29.1 38.6
Old : 19.9 26.0 31.0 40.3 19.9 25.5 29.1 38.6
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, December 24, 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 : 52,053: 17,177 6,230 9,923 13,659 12,090 40,759 28,242: 11,294 23,811
Old : 52,053: 17,177 6,230 9,923 13,659 12,090 40,759 28,242: 11,294 23,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 1,231: 205 381 -146 964 599 1,024 835: 207 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.0 19.1 26.2 23.2 78.3 54.3: 21.7 45.7
Old : 100.0: 33.0 12.0 19.1 26.2 23.2 78.3 54.3: 21.7 45.7
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 : 207: 66 32 42 67 68 158 127:
Old : 207: 66 32 42 67 68 158 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.0 20.0 17.8 11.5 8.6 18.0 12.7
Old : 12.1 11.0 20.0 17.8 11.5 8.6 18.0 12.7
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, December 24, 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 : 12,254: 944 5,523 1,609 9,183 4,881 11,736 12,012: 517 242
Old : 12,254: 944 5,523 1,609 9,183 4,881 11,736 12,012: 517 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 698: 60 92 246 389 334 696 672: 3 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 45.1 13.1 74.9 39.8 95.8 98.0: 4.2 2.0
Old : 100.0: 7.7 45.1 13.1 74.9 39.8 95.8 98.0: 4.2 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 : 47: 7 13 13 23 16 40 32:
Old : 47: 7 13 13 23 16 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 42.1 73.0 61.8 56.9 41.4 65.6 59.0
Old : 58.2 42.1 73.0 61.8 56.9 41.4 65.6 59.0
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, December 24, 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 : 165,665: 27,327 86,864 6,295 107,229 32,269 140,851 125,428: 24,815 40,238
Old : 165,665: 27,327 86,864 6,295 107,229 32,269 140,851 125,428: 24,815 40,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -36,481: 3,459 -3,701 -9,838 -29,678 -22,498 -36,056 -36,036: -425 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 52.4 3.8 64.7 19.5 85.0 75.7: 15.0 24.3
Old : 100.0: 16.5 52.4 3.8 64.7 19.5 85.0 75.7: 15.0 24.3
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 : 87: 16 38 13 23 25 47 68:
Old : 87: 16 38 13 23 25 47 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 39.6 59.8 48.5 42.9 39.3 58.5 48.1
Old : 43.6 39.6 59.8 48.5 42.9 39.3 58.5 48.1
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, December 24, 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 : 53,614: 26,537 15,173 650 5,832 24,170 33,019 39,992: 20,595 13,622
Old : 53,614: 26,537 15,173 650 5,832 24,170 33,019 39,992: 20,595 13,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 3,510: 1,245 1,228 319 2,620 1,401 4,184 2,948: -675 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 28.3 1.2 10.9 45.1 61.6 74.6: 38.4 25.4
Old : 100.0: 49.5 28.3 1.2 10.9 45.1 61.6 74.6: 38.4 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 : 45: 17 11 4 10 12 28 26:
Old : 45: 17 11 4 10 12 28 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 : 32.0 36.0 41.0 52.7 32.0 35.3 40.5 51.9
Old : 32.0 36.0 41.0 52.7 32.0 35.3 40.5 51.9
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, December 24, 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 : 123,733: 47,206 27,028 3,204 66,253 91,453 116,663 121,685: 7,070 2,048
Old : 123,733: 47,206 27,028 3,204 66,253 91,453 116,663 121,685: 7,070 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 9,119: 6,796 2,268 2,000 612 4,788 9,408 9,056: -289 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 21.8 2.6 53.5 73.9 94.3 98.3: 5.7 1.7
Old : 100.0: 38.2 21.8 2.6 53.5 73.9 94.3 98.3: 5.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 45 20 3 10 21 58 41:
Old : 96: 45 20 3 10 21 58 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 50.3 78.6 72.9 64.7 50.3 77.2 72.9
Old : 64.7 50.3 78.6 72.9 64.7 50.3 77.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 216,645: 62,316 46,907 9,147 105,161 139,358 176,623 195,411: 40,021 21,233
Old : 216,645: 62,316 46,907 9,147 105,161 139,358 176,623 195,411: 40,021 21,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 8,618: 563 2,415 141 4,709 6,229 5,412 8,785: 3,206 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 21.7 4.2 48.5 64.3 81.5 90.2: 18.5 9.8
Old : 100.0: 28.8 21.7 4.2 48.5 64.3 81.5 90.2: 18.5 9.8
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 : 117: 43 29 16 30 34 80 72:
Old : 117: 43 29 16 30 34 80 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.7 47.3 58.0 37.0 40.6 47.3 56.9
Old : 37.0 40.7 47.3 58.0 37.0 40.6 47.3 56.9
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, December 24, 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 : 284,935: 13,016 156,400 21,835 234,085 48,044 268,936 226,279: 15,999 58,656
Old : 284,935: 13,016 156,400 21,835 234,085 48,044 268,936 226,279: 15,999 58,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 15,062: -7,990 6,259 1,329 21,708 6,436 15,047 14,024: 15 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 54.9 7.7 82.2 16.9 94.4 79.4: 5.6 20.6
Old : 100.0: 4.6 54.9 7.7 82.2 16.9 94.4 79.4: 5.6 20.6
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 : 161: 26 86 33 35 34 79 135:
Old : 161: 26 86 33 35 34 79 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 25.5 63.3 34.9 43.6 25.5 62.7 33.8
Old : 43.7 25.5 63.3 34.9 43.6 25.5 62.7 33.8
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, December 24, 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 : 299,113: 102,262 71,124 33,043 114,037 130,018 249,342 234,185: 49,771 64,929
Old : 299,113: 102,262 71,124 33,043 114,037 130,018 249,342 234,185: 49,771 64,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 8,822: 4,670 1,043 -4,312 8,434 14,454 8,792 11,185: 30 -2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 23.8 11.0 38.1 43.5 83.4 78.3: 16.6 21.7
Old : 100.0: 34.2 23.8 11.0 38.1 43.5 83.4 78.3: 16.6 21.7
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 : 195: 47 69 49 52 59 130 146:
Old : 195: 47 69 49 52 59 130 146:
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 : 25.4 18.3 34.5 28.0 25.4 17.8 33.7 25.4
Old : 25.4 18.3 34.5 28.0 25.4 17.8 33.7 25.4
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, December 24, 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 : 18,668: 13,899 7,443 282 880 9,060 15,061 16,785: 3,607 1,883
Old : 18,668: 13,899 7,443 282 880 9,060 15,061 16,785: 3,607 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 729: 1,057 274 30 9 843 1,096 1,147: -367 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 39.9 1.5 4.7 48.5 80.7 89.9: 19.3 10.1
Old : 100.0: 74.5 39.9 1.5 4.7 48.5 80.7 89.9: 19.3 10.1
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 : 54: 24 14 1 4 12 28 27:
Old : 54: 24 14 1 4 12 28 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 : 43.4 55.0 58.0 68.5 43.4 55.0 58.0 68.5
Old : 43.4 55.0 58.0 68.5 43.4 55.0 58.0 68.5
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, December 24, 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 :15,990,703: 681,938 1,501,363 5,861,112 8,551,618 7,367,885 15,094,668 14,730,360: 896,036 1,260,344
Old :15,990,703: 681,938 1,501,363 5,861,112 8,551,618 7,367,885 15,094,668 14,730,360: 896,036 1,260,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 1,146,198: -53,857 132,732 752,158 491,427 222,801 1,189,728 1,107,691: -43,529 38,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.4 36.7 53.5 46.1 94.4 92.1: 5.6 7.9
Old : 100.0: 4.3 9.4 36.7 53.5 46.1 94.4 92.1: 5.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 54 74 103 125 135 248 251:
Old : 273: 54 74 103 125 135 248 251:
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 : 31.5 18.5 40.9 29.5 22.0 10.4 24.2 13.8
Old : 31.5 18.5 40.9 29.5 22.0 10.4 24.2 13.8
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, December 24, 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 : 836,871: 109,402 83,587 52,622 563,308 621,545 725,333 757,755: 111,538 79,116
Old : 836,871: 109,402 83,587 52,622 563,308 621,545 725,333 757,755: 111,538 79,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -255,372: 1,280 7,154 -36,394 -211,788 -215,736 -246,901 -244,976: -8,471 -10,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.0 6.3 67.3 74.3 86.7 90.5: 13.3 9.5
Old : 100.0: 13.1 10.0 6.3 67.3 74.3 86.7 90.5: 13.3 9.5
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 : 572: 139 105 112 234 226 430 388:
Old : 572: 139 105 112 234 226 430 388:
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 16.4 21.7 24.9 12.6 16.3 19.2 23.3
Old : 14.0 16.4 21.7 24.9 12.6 16.3 19.2 23.3
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, December 24, 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 : 183,885: 9,704 4,393 14,163 101,257 135,638 125,124 154,195: 58,760 29,690
Old : 183,885: 9,704 4,393 14,163 101,257 135,638 125,124 154,195: 58,760 29,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -86,721: -8,922 908 -7,395 -70,707 -66,963 -87,024 -73,450: 303 -13,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.4 7.7 55.1 73.8 68.0 83.9: 32.0 16.1
Old : 100.0: 5.3 2.4 7.7 55.1 73.8 68.0 83.9: 32.0 16.1
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 : 89: 12 16 19 43 48 70 70:
Old : 89: 12 16 19 43 48 70 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 : 18.2 26.9 31.5 44.1 18.0 26.9 27.0 40.2
Old : 18.2 26.9 31.5 44.1 18.0 26.9 27.0 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 3,264,931: 518,582 416,061 172,204 2,310,257 2,429,536 3,001,043 3,017,802: 263,888 247,130
Old : 3,264,931: 518,582 416,061 172,204 2,310,257 2,429,536 3,001,043 3,017,802: 263,888 247,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -843,255: 39,672 19,893 -133,654 -705,402 -743,869 -799,384 -857,630: -43,871 14,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.7 5.3 70.8 74.4 91.9 92.4: 8.1 7.6
Old : 100.0: 15.9 12.7 5.3 70.8 74.4 91.9 92.4: 8.1 7.6
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 : 541: 134 96 100 222 213 402 363:
Old : 541: 134 96 100 222 213 402 363:
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 : 15.6 15.6 24.7 23.9 14.0 15.2 21.5 22.8
Old : 15.6 15.6 24.7 23.9 14.0 15.2 21.5 22.8
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, December 24, 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 : 100,837: 11,883 3,727 791 77,470 92,981 90,144 97,499: 10,693 3,338
Old : 100,837: 11,883 3,727 791 77,470 92,981 90,144 97,499: 10,693 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -12,160: -1,660 279 -1,562 -6,375 -10,868 -9,597 -12,151: -2,562 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.7 0.8 76.8 92.2 89.4 96.7: 10.6 3.3
Old : 100.0: 11.8 3.7 0.8 76.8 92.2 89.4 96.7: 10.6 3.3
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 : 92: 15 6 4 51 39 67 48:
Old : 92: 15 6 4 51 39 67 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 : 37.2 44.3 52.8 62.0 36.9 44.3 52.0 62.0
Old : 37.2 44.3 52.8 62.0 36.9 44.3 52.0 62.0
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, December 24, 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 : 84,547: 23,014 3,072 847 54,831 77,266 78,692 81,185: 5,855 3,361
Old : 84,547: 23,014 3,072 847 54,831 77,266 78,692 81,185: 5,855 3,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -22,976: -5,505 224 -1,300 -15,050 -20,013 -21,855 -21,090: -1,121 -1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.6 1.0 64.9 91.4 93.1 96.0: 6.9 4.0
Old : 100.0: 27.2 3.6 1.0 64.9 91.4 93.1 96.0: 6.9 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 : 207: 65 27 14 74 60 145 95:
Old : 207: 65 27 14 74 60 145 95:
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 : 38.2 45.7 48.7 70.2 38.1 45.7 48.7 70.1
Old : 38.2 45.7 48.7 70.2 38.1 45.7 48.7 70.1
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, December 24, 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 : 422,734: 115,068 15,362 4,237 274,153 386,328 393,458 405,927: 29,275 16,806
Old : 422,734: 115,068 15,362 4,237 274,153 386,328 393,458 405,927: 29,275 16,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -114,880: -27,523 1,119 -6,502 -75,249 -100,067 -109,274 -105,450: -5,606 -9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.6 1.0 64.9 91.4 93.1 96.0: 6.9 4.0
Old : 100.0: 27.2 3.6 1.0 64.9 91.4 93.1 96.0: 6.9 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 : 207: 65 27 14 74 60 145 95:
Old : 207: 65 27 14 74 60 145 95:
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 : 38.2 45.7 48.7 70.2 38.1 45.7 48.7 70.1
Old : 38.2 45.7 48.7 70.2 38.1 45.7 48.7 70.1
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, December 24, 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 : 140,574: 15,415 67,919 9,500 96,940 27,232 121,855 104,651: 18,719 35,923
Old : 140,574: 15,415 67,919 9,500 96,940 27,232 121,855 104,651: 18,719 35,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 3,994: 705 3,328 -196 5,390 -293 5,900 2,840: -1,906 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 48.3 6.8 69.0 19.4 86.7 74.4: 13.3 25.6
Old : 100.0: 11.0 48.3 6.8 69.0 19.4 86.7 74.4: 13.3 25.6
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 : 86: 23 36 19 19 21 50 68:
Old : 86: 23 36 19 19 21 50 68:
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 : 50.7 29.5 66.2 40.2 48.7 29.5 61.6 40.1
Old : 50.7 29.5 66.2 40.2 48.7 29.5 61.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 74,919: 23,636 19,189 89 39,852 46,958 63,577 66,236: 11,342 8,683
Old : 74,919: 23,636 19,189 89 39,852 46,958 63,577 66,236: 11,342 8,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 3,771: 1,055 1,302 88 1,515 2,117 2,658 3,507: 1,113 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 25.6 0.1 53.2 62.7 84.9 88.4: 15.1 11.6
Old : 100.0: 31.5 25.6 0.1 53.2 62.7 84.9 88.4: 15.1 11.6
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 : 87: 29 18 2 28 15 58 34:
Old : 87: 29 18 2 28 15 58 34:
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 : 31.8 59.3 44.9 69.4 31.8 59.3 44.9 69.4
Old : 31.8 59.3 44.9 69.4 31.8 59.3 44.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 103,004: 40,501 12,934 186 50,340 31,957 91,027 45,077: 11,977 57,927
Old : 103,004: 40,501 12,934 186 50,340 31,957 91,027 45,077: 11,977 57,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 16,618: 8,058 3,644 95 6,741 13,350 14,894 17,089: 1,724 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 12.6 0.2 48.9 31.0 88.4 43.8: 11.6 56.2
Old : 100.0: 39.3 12.6 0.2 48.9 31.0 88.4 43.8: 11.6 56.2
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 : 94: 43 7 3 36 18 80 27:
Old : 94: 43 7 3 36 18 80 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 : 37.9 31.5 52.9 38.1 37.9 30.9 52.8 37.5
Old : 37.9 31.5 52.9 38.1 37.9 30.9 52.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013