BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,628 COMMITMENTS 369 3,464 8 3,966 1,824 4,343 5,296 1,285 332 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 335) 40 304 0 171 20 211 324 124 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 61.5 0.1 70.5 32.4 77.2 94.1 22.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 7 2 15 9 19 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,754 COMMITMENTS 6,881 3,809 713 16,444 18,101 24,038 22,623 3,716 5,131 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,714) 1,011 339 -6 347 1,204 1,352 1,537 362 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 13.7 2.6 59.2 65.2 86.6 81.5 13.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 12 18 25 28 52 50 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,200 COMMITMENTS 478 2,861 64 2,667 1,152 3,209 4,077 991 123 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 284) 150 260 15 65 3 230 278 54 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 68.1 1.5 63.5 27.4 76.4 97.1 23.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 7 3 10 3 15 11 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,604 COMMITMENTS 7,899 901 152 2,096 7,229 10,147 8,282 457 2,322 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,101) 701 135 25 237 890 963 1,050 138 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 8.5 1.4 19.8 68.2 95.7 78.1 4.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 6 4 7 13 17 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,041 COMMITMENTS 96,207 36,903 50,896 87,202 137,653 234,305 225,452 36,736 45,589 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,675) 3,271 -2,332 2,692 -2,656 5,919 3,307 6,279 2,368 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 13.6 18.8 32.2 50.8 86.4 83.2 13.6 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 106 66 103 90 112 261 243 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 363,157 COMMITMENTS 165,799 55,336 43,712 118,739 205,843 328,250 304,891 34,907 58,266 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 13,252) 8,401 2,482 2,533 2,802 6,275 13,736 11,290 -484 1,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 15.2 12.0 32.7 56.7 90.4 84.0 9.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 138 98 121 113 157 336 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,938 COMMITMENTS 980 1,302 39 1,536 1,664 2,555 3,005 1,383 933 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 138) 77 125 -18 47 -61 106 46 32 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 33.1 1.0 39.0 42.3 64.9 76.3 35.1 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 15 2 16 15 29 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,643 COMMITMENTS 17,935 9,130 6,527 14,208 12,490 38,670 28,147 12,973 23,496 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,779) 967 104 466 -364 -239 1,069 331 710 1,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 17.7 12.6 27.5 24.2 74.9 54.5 25.1 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 67 32 39 62 72 154 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,867 COMMITMENTS 2,331 5,484 12 5,699 3,166 8,042 8,662 825 205 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,019) 301 535 1 694 401 996 937 23 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 61.8 0.1 64.3 35.7 90.7 97.7 9.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 6 4 15 9 27 18 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,414 COMMITMENTS 4,217 4,503 1,266 32,448 32,032 37,931 37,801 483 613 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -793) -2,419 -731 1 1,708 -122 -710 -852 -83 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 11.7 3.3 84.5 83.4 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 2 14 12 18 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,456 COMMITMENTS 29,423 99,750 2,476 112,401 22,597 144,300 124,823 25,156 44,633 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,914) -4,789 -1,807 135 3,947 -1,546 -707 -3,218 -1,207 1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 58.9 1.5 66.3 13.3 85.2 73.7 14.8 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 34 7 24 23 48 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,110 COMMITMENTS 11,645 13,566 313 18,090 13,906 30,048 27,785 12,062 14,325 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -681) -956 -1,976 4 3,549 -243 2,597 -2,215 -3,278 1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 32.2 0.7 43.0 33.0 71.4 66.0 28.6 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 10 2 10 10 20 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,142 COMMITMENTS 26,739 30,367 4,586 83,916 80,914 115,241 115,867 5,901 5,275 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 8,144) -5,756 11,589 1,365 13,685 -7,800 9,294 5,154 -1,150 2,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 25.1 3.8 69.3 66.8 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 35 42 7 16 17 56 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 208,112 COMMITMENTS 56,573 47,853 3,589 110,212 134,031 170,374 185,473 37,738 22,639 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,740) 2,221 4,661 374 3,453 -876 6,048 4,159 692 2,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 23.0 1.7 53.0 64.4 81.9 89.1 18.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 38 29 8 28 31 71 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,548 COMMITMENTS 13,128 128,089 2,860 186,273 38,501 202,261 169,450 15,287 48,098 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -776) 2,374 -731 -660 -2,523 2,009 -809 618 33 -1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 58.9 1.3 85.6 17.7 93.0 77.9 7.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 22 69 9 24 31 51 104 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 255,300 COMMITMENTS 79,321 83,093 6,165 131,073 96,012 216,559 185,270 38,741 70,030 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,866) -7,738 5,280 653 23,190 -2,879 16,105 3,054 -4,239 8,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 32.5 2.4 51.3 37.6 84.8 72.6 15.2 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 36 72 26 46 49 97 132 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,349 COMMITMENTS 4,970 4,432 3,453 3,400 3,201 11,823 11,086 526 1,263 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 110) -28 -37 87 -2 10 57 60 53 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 35.9 28.0 27.5 25.9 95.7 89.8 4.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 11 4 5 3 11 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,817 COMMITMENTS 17,330 8,774 562 1,258 11,346 19,150 20,682 3,667 2,135 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -53) -209 849 360 141 -1,283 292 -74 -345 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 38.5 2.5 5.5 49.7 83.9 90.6 16.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 26 21 3 6 13 33 36 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,326,059 COMMITMENTS 673,849 1604591 1843523 7042376 5746782 9559748 9194896 766,311 1131163 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 235,941) 12,553 62,562 122,090 107,299 78,657 241,942 263,309 -6,001 -27,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 15.5 17.9 68.2 55.7 92.6 89.0 7.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 47 75 89 118 126 227 235 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 722,076 COMMITMENTS 101,748 95,137 17,847 508,658 545,616 628,253 658,601 93,823 63,475 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,547) -8,339 7,726 -5,093 21,845 3,977 8,414 6,610 -5,867 -4,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.2 2.5 70.4 75.6 87.0 91.2 13.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552) 132 85 50 234 218 381 338 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 147,787 COMMITMENTS 10,422 3,942 294 92,953 119,623 103,669 123,859 44,118 23,928 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,360) 575 -2,859 4 12,323 8,028 12,902 5,173 -7,542 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.7 0.2 62.9 80.9 70.1 83.8 29.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 4 5 43 38 54 46 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,871,444 COMMITMENTS 469,764 469,111 74,632 2078523 2129965 2622919 2673708 248,525 197,736 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -14,067) -60,075 37,418 -9,977 47,611 -20,254 -22,441 7,187 8,374 -21,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 16.3 2.6 72.4 74.2 91.3 93.1 8.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 128 86 46 215 207 357 325 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,473 COMMITMENTS 15,221 3,332 1,008 79,184 97,635 95,413 101,975 10,060 3,498 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,212) 1,476 215 168 70 72 1,714 455 -502 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 3.2 1.0 75.1 92.6 90.5 96.7 9.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 16 5 4 49 40 66 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,719 COMMITMENTS 23,657 4,664 367 53,668 76,033 77,691 81,064 7,028 3,655 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,517) -1,585 -2,732 223 -734 1,050 -2,096 -1,459 579 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 5.5 0.4 63.3 89.7 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 81 23 10 73 59 156 90 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 423,596 COMMITMENTS 118,283 23,321 1,836 268,338 380,163 388,457 405,320 35,139 18,276 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -7,584) -7,924 -13,661 1,114 -3,668 5,252 -10,478 -7,295 2,894 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 5.5 0.4 63.3 89.7 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 81 23 10 73 59 156 90 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,503 COMMITMENTS 15,645 80,299 1,138 103,859 16,090 120,642 97,527 16,861 39,976 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 25,162) 5,269 17,935 -1,208 22,186 408 26,247 17,135 -1,085 8,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 58.4 0.8 75.5 11.7 87.7 70.9 12.3 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 17 39 9 19 18 41 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 77,289 COMMITMENTS 25,236 21,738 375 39,143 49,047 64,754 71,160 12,535 6,129 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,718) -102 1,443 350 290 287 538 2,080 1,180 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 28.1 0.5 50.6 63.5 83.8 92.1 16.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 32 17 3 27 13 60 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 108,903 COMMITMENTS 40,639 7,820 423 57,598 20,523 98,660 28,766 10,243 80,137 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,148) 3,070 -3,661 304 264 409 3,638 -2,948 510 7,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 7.2 0.4 52.9 18.8 90.6 26.4 9.4 73.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 36 8 3 40 18 76 29
Updated January 24, 2014