BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,867 COMMITMENTS 404 3,701 11 4,163 1,823 4,578 5,535 1,289 332 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 239) 35 237 3 197 -1 235 239 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 63.1 0.2 71.0 31.1 78.0 94.3 22.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 8 3 15 9 20 18 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,965 COMMITMENTS 7,137 3,734 848 17,276 19,138 25,261 23,720 3,704 5,245 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,211) 256 -75 135 832 1,037 1,223 1,097 -12 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 12.9 2.9 59.6 66.1 87.2 81.9 12.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 13 21 24 27 55 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,464 COMMITMENTS 571 3,043 63 2,691 1,217 3,325 4,323 1,139 141 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 264) 93 182 -1 24 65 116 246 148 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 68.2 1.4 60.3 27.3 74.5 96.8 25.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 6 3 10 3 15 11 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,156 COMMITMENTS 8,410 990 148 2,329 7,600 10,887 8,738 269 2,418 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 552) 511 89 -4 233 371 740 456 -188 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.4 8.9 1.3 20.9 68.1 97.6 78.3 2.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 6 3 8 14 19 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,526 COMMITMENTS 99,334 34,164 46,945 81,294 141,085 227,573 222,194 36,953 42,332 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -6,515) 3,127 -2,739 -3,951 -5,908 3,432 -6,732 -3,258 217 -3,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 12.9 17.7 30.7 53.3 86.0 84.0 14.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 106 64 105 91 115 264 245 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 365,010 COMMITMENTS 167,823 54,954 44,710 116,046 208,690 328,579 308,354 36,431 56,656 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,853) 2,024 -382 998 -2,693 2,847 329 3,463 1,524 -1,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 15.1 12.2 31.8 57.2 90.0 84.5 10.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450) 148 92 119 110 158 341 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,087 COMMITMENTS 913 1,618 13 1,762 1,289 2,688 2,920 1,399 1,167 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 149) -67 316 -26 226 -375 133 -85 16 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 39.6 0.3 43.1 31.5 65.8 71.4 34.2 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 12 17 4 20 11 35 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,739 COMMITMENTS 18,416 9,277 7,276 14,697 12,400 40,389 28,953 12,350 23,786 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,096) 481 147 749 489 -90 1,719 806 -623 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 17.6 13.8 27.9 23.5 76.6 54.9 23.4 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 68 33 48 63 66 162 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,126 COMMITMENTS 2,380 5,624 43 5,922 3,376 8,345 9,043 781 83 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 259) 49 140 31 223 210 303 381 -44 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 61.6 0.5 64.9 37.0 91.4 99.1 8.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 6 6 16 11 29 22 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,646 COMMITMENTS 3,457 4,758 1,267 33,551 32,033 38,275 38,058 371 588 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 232) -760 255 1 1,103 1 344 257 -112 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.3 3.3 86.8 82.9 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 14 12 17 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,214 COMMITMENTS 25,976 88,765 2,468 100,271 24,102 128,715 115,335 28,499 41,879 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -12,242) -3,447 -10,985 -8 -12,130 1,505 -15,585 -9,488 3,343 -2,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 56.5 1.6 63.8 15.3 81.9 73.4 18.1 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 33 9 24 21 47 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,869 COMMITMENTS 11,389 11,830 413 14,650 15,966 26,452 28,209 14,417 12,660 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,241) -256 -1,736 100 -3,440 2,060 -3,596 424 2,355 -1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 28.9 1.0 35.8 39.1 64.7 69.0 35.3 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 11 5 10 13 23 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 133,035 COMMITMENTS 20,730 56,046 4,981 102,108 65,818 127,819 126,845 5,216 6,190 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,893) -6,009 25,679 395 18,192 -15,096 12,578 10,978 -685 915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 42.1 3.7 76.8 49.5 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 27 52 7 18 17 50 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,738 COMMITMENTS 63,359 41,187 3,783 111,557 152,335 178,699 197,305 40,039 21,433 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 10,626) 6,786 -6,666 194 1,345 18,304 8,325 11,832 2,301 -1,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 18.8 1.7 51.0 69.6 81.7 90.2 18.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 41 25 6 28 31 73 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,014 COMMITMENTS 15,977 102,169 3,218 166,773 53,084 185,968 158,471 17,046 44,543 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -14,534) 2,849 -25,920 358 -19,500 14,583 -16,293 -10,979 1,759 -3,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 50.3 1.6 82.1 26.1 91.6 78.1 8.4 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 28 49 10 25 33 58 87 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 260,799 COMMITMENTS 86,963 72,616 6,663 126,816 118,340 220,442 197,619 40,357 63,180 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 5,499) 7,642 -10,477 498 -4,257 22,328 3,883 12,349 1,616 -6,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 27.8 2.6 48.6 45.4 84.5 75.8 15.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 44 64 23 46 49 103 123 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,527 COMMITMENTS 4,360 4,346 3,275 4,321 3,201 11,956 10,822 571 1,705 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 178) -610 -86 -178 921 0 133 -264 45 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 34.7 26.1 34.5 25.6 95.4 86.4 4.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 11 3 6 3 11 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,796 COMMITMENTS 16,606 6,921 774 947 11,872 18,327 19,567 3,469 2,229 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,021) -724 -1,853 212 -311 526 -823 -1,115 -198 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.2 31.8 3.6 4.3 54.5 84.1 89.8 15.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 22 18 3 5 14 29 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,006,639 COMMITMENTS 686,174 1538921 1675241 6913143 5750278 9274558 8964440 732,081 1042199 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -319,420) 12,325 -65,670 -168,282 -129,233 3,496 -285,190 -230,456 -34,230 -88,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 15.4 16.7 69.1 57.5 92.7 89.6 7.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 51 74 88 115 128 225 237 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 743,768 COMMITMENTS 102,145 98,136 19,315 512,920 552,642 634,379 670,093 109,389 73,675 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 21,692) 397 2,999 1,467 4,262 7,026 6,127 11,492 15,566 10,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 13.2 2.6 69.0 74.3 85.3 90.1 14.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 131 94 55 232 219 380 351 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 161,367 COMMITMENTS 11,676 4,972 617 104,171 119,508 116,464 125,097 44,903 36,270 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 13,580) 1,254 1,030 323 11,218 -115 12,795 1,238 785 12,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 3.1 0.4 64.6 74.1 72.2 77.5 27.8 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 12 5 5 41 38 54 47 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,912,005 COMMITMENTS 469,031 482,509 76,801 2043745 2165669 2589577 2724979 322,428 187,026 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 40,561) -733 13,398 2,169 -34,778 35,704 -33,342 51,271 73,903 -10,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 16.6 2.6 70.2 74.4 88.9 93.6 11.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 127 93 50 215 207 357 335 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,190 COMMITMENTS 14,598 3,878 3,035 76,197 94,401 93,830 101,314 10,360 2,876 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,283) -623 546 2,027 -2,987 -3,234 -1,583 -661 300 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 3.7 2.9 73.1 90.6 90.1 97.2 9.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 18 5 4 52 36 71 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,684 COMMITMENTS 24,845 6,061 123 52,098 76,579 77,066 82,762 8,619 2,922 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 965) 1,189 1,396 -244 -1,570 546 -626 1,698 1,591 -733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 7.1 0.1 60.8 89.4 89.9 96.6 10.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 72 24 10 69 60 144 91 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,422 COMMITMENTS 124,226 30,303 614 260,489 382,894 385,329 413,811 43,093 14,611 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 4,826) 5,943 6,982 -1,222 -7,849 2,731 -3,128 8,491 7,954 -3,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 7.1 0.1 60.8 89.4 89.9 96.6 10.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 72 24 10 69 60 144 91 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,426 COMMITMENTS 13,997 79,720 1,429 105,951 17,466 121,377 98,615 15,049 37,811 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,077) -1,648 -579 291 2,092 1,376 735 1,088 -1,812 -2,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 58.4 1.0 77.7 12.8 89.0 72.3 11.0 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 39 10 19 18 42 62 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 67,980 COMMITMENTS 18,663 15,714 0 37,654 49,214 56,317 64,928 11,663 3,052 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -9,309) -6,573 -6,024 -375 -1,489 167 -8,437 -6,232 -872 -3,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 23.1 0.0 55.4 72.4 82.8 95.5 17.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 30 13 0 27 13 57 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 106,629 COMMITMENTS 37,983 8,768 1,190 57,489 22,526 96,662 32,484 9,967 74,145 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -2,274) -2,656 948 767 -109 2,003 -1,998 3,718 -276 -5,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 8.2 1.1 53.9 21.1 90.7 30.5 9.3 69.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 38 7 4 42 19 82 28
Updated January 31, 2014