BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,160 COMMITMENTS 365 2,519 210 4,368 2,685 4,943 5,414 1,217 746 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 138) -16 32 8 117 55 109 95 29 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 40.9 3.4 70.9 43.6 80.2 87.9 19.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 8 7 17 15 27 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,072 COMMITMENTS 20,865 5,994 1,449 16,697 24,271 39,011 31,714 2,061 9,358 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,712) 1,215 484 -97 542 935 1,660 1,322 52 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 14.6 3.5 40.7 59.1 95.0 77.2 5.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 24 24 24 29 35 68 68 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,715 COMMITMENTS 134 1,534 112 3,721 1,729 3,967 3,375 748 1,340 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 101) 19 81 12 88 96 119 189 -18 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 32.5 2.4 78.9 36.7 84.1 71.6 15.9 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 6 7 12 10 19 19 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,983 COMMITMENTS 4,028 678 90 629 2,993 4,747 3,761 236 1,222 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 130) 139 66 16 46 10 201 92 -71 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.8 13.6 1.8 12.6 60.1 95.3 75.5 4.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 9 7 6 14 18 26 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,859 COMMITMENTS 91,375 40,463 21,815 88,235 133,048 201,425 195,326 24,434 30,533 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 575) -988 2,855 -43 1,069 -2,790 38 22 537 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 17.9 9.7 39.1 58.9 89.2 86.5 10.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 99 64 74 77 96 217 204 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,314 COMMITMENTS 144,150 54,876 31,768 102,974 174,012 278,892 260,656 29,422 47,658 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -6,316) -1,455 688 -2,302 -1,234 -3,956 -4,991 -5,570 -1,325 -746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 17.8 10.3 33.4 56.4 90.5 84.5 9.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 131 92 105 105 164 299 317 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,094 COMMITMENTS 1,375 2,447 60 1,619 518 3,054 3,025 1,040 1,069 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 439) 180 267 27 341 -87 548 207 -109 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 59.8 1.5 39.5 12.7 74.6 73.9 25.4 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 16 4 18 10 37 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,931 COMMITMENTS 14,338 9,951 6,127 14,486 10,699 34,951 26,777 9,980 18,154 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -1,837) -994 502 -303 -215 -410 -1,512 -211 -325 -1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 22.1 13.6 32.2 23.8 77.8 59.6 22.2 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 58 52 52 74 82 168 163 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,834 COMMITMENTS 5,462 17,692 251 17,541 4,984 23,254 22,927 580 907 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,449) 23 944 18 1,403 334 1,444 1,296 5 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 74.2 1.1 73.6 20.9 97.6 96.2 2.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 16 13 9 18 9 39 26 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,022 COMMITMENTS 5,237 11,429 0 46,591 41,041 51,828 52,470 1,194 552 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,959) 477 902 0 4,585 5,088 5,062 5,990 897 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 21.6 0.0 87.9 77.4 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 9 0 11 13 16 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,720 COMMITMENTS 29,627 49,042 3,548 49,104 13,437 82,279 66,027 22,441 38,693 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,411) 3,534 1,544 -475 3,719 2,297 6,778 3,366 -1,367 2,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 46.8 3.4 46.9 12.8 78.6 63.1 21.4 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 26 13 21 17 47 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,699 COMMITMENTS 7,844 28,065 476 45,588 7,649 53,908 36,190 5,791 23,509 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,693) 957 895 313 1,520 -116 2,790 1,092 -97 1,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 47.0 0.8 76.4 12.8 90.3 60.6 9.7 39.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 13 3 11 9 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 159,857 COMMITMENTS 30,218 56,808 6,709 118,895 90,389 155,822 153,906 4,035 5,951 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 15,841) 3,386 3,133 1,073 11,377 11,430 15,836 15,636 5 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 35.5 4.2 74.4 56.5 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 37 53 6 21 20 60 77 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,215 COMMITMENTS 43,289 50,751 4,594 79,539 60,534 127,422 115,879 16,793 28,336 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,554) 2,571 3,786 1,930 3,671 -1,455 8,172 4,261 -2,618 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 35.2 3.2 55.2 42.0 88.4 80.4 11.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 31 31 17 21 30 59 72 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,974 COMMITMENTS 37,917 109,568 4,455 150,672 34,836 193,044 148,859 14,930 59,115 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 23,854) 14,034 18,286 1,362 10,882 -3,747 26,278 15,901 -2,424 7,953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 52.7 2.1 72.4 16.8 92.8 71.6 7.2 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 28 60 15 27 27 62 95 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 465,332 COMMITMENTS 59,566 238,587 7,742 367,033 129,740 434,341 376,069 30,991 89,263 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 23,963) 512 13,826 -60 23,883 -1,025 24,335 12,741 -372 11,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 51.3 1.7 78.9 27.9 93.3 80.8 6.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 46 97 29 50 62 108 176 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,166 COMMITMENTS 1,322 3,570 0 9,275 6,742 10,597 10,312 5,569 5,854 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 22.1 0.0 57.4 41.7 65.6 63.8 34.4 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 9 10 12 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 70,667 COMMITMENTS 6,447 49,991 6,465 56,847 13,568 69,759 70,024 908 643 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 23,608) -1,404 21,013 -1,281 26,108 3,997 23,423 23,729 185 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 70.7 9.1 80.4 19.2 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 8 3 4 6 13 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,716 COMMITMENTS 9,737 13,846 461 11,941 3,892 22,139 18,199 1,577 5,517 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,693) 1,231 1,442 50 990 -498 2,271 994 -578 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 58.4 1.9 50.3 16.4 93.4 76.7 6.6 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 23 3 11 12 34 38 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,810,320 COMMITMENTS 1490880 2288166 2166728 7361707 6151100 11019315 10605994 791,005 1204326 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 337,284) 26,512 73,308 70,876 306,325 160,535 403,713 304,719 -66,429 32,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 19.4 18.3 62.3 52.1 93.3 89.8 6.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 45 98 99 128 147 244 277 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 728,520 COMMITMENTS 103,327 106,882 20,346 496,107 516,401 619,780 643,630 108,740 84,890 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -4,138) 3,461 -4,744 5,014 600 7,122 9,075 7,391 -13,213 -11,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 14.7 2.8 68.1 70.9 85.1 88.3 14.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 125 100 69 248 236 400 379 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 152,558 COMMITMENTS 13,830 8,010 1,825 93,978 102,956 109,633 112,791 42,925 39,767 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -3,667) 1,221 -8,506 1,300 -4,398 13,954 -1,877 6,748 -1,790 -10,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.3 1.2 61.6 67.5 71.9 73.9 28.1 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 6 7 42 35 59 47 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,879,808 COMMITMENTS 475,468 522,345 64,623 2010643 2067227 2550734 2654195 329,074 225,613 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -2,354) 19,291 26,898 10,479 24,989 -34,160 54,759 3,217 -57,113 -5,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 18.1 2.2 69.8 71.8 88.6 92.2 11.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 121 100 61 229 224 373 362 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,788 COMMITMENTS 7,135 7,071 556 69,542 87,555 77,233 95,182 21,555 3,606 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -6,571) 98 -3,665 -71 -2,821 -1,906 -2,794 -5,642 -3,777 -929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 7.2 0.6 70.4 88.6 78.2 96.3 21.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 11 6 4 50 37 63 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,057 COMMITMENTS 17,260 7,508 910 41,881 55,440 60,051 63,858 8,006 4,199 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,484) 1,774 1,626 -196 1,583 1,999 3,161 3,428 -677 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 11.0 1.3 61.5 81.5 88.2 93.8 11.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 54 42 15 65 77 126 128 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,285 COMMITMENTS 86,300 37,538 4,551 209,406 277,200 300,257 319,289 40,028 20,996 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 12,418) 8,871 8,129 -980 7,913 9,993 15,804 17,142 -3,386 -4,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 11.0 1.3 61.5 81.5 88.2 93.8 11.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 54 42 15 65 77 126 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,342 COMMITMENTS 14,595 52,863 669 89,948 34,288 105,212 87,820 18,130 35,522 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,271) -2,851 1,566 -146 6,815 -2,817 3,818 -1,397 -547 4,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 42.9 0.5 72.9 27.8 85.3 71.2 14.7 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 13 45 7 19 16 34 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 64,650 COMMITMENTS 17,002 15,147 1,388 33,791 23,704 52,181 40,239 12,469 24,411 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 11,250) 4,175 4,235 1,297 3,666 1,604 9,138 7,136 2,112 4,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 23.4 2.1 52.3 36.7 80.7 62.2 19.3 37.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 15 5 27 12 50 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 118,205 COMMITMENTS 47,306 15,809 2,868 57,008 32,436 107,182 51,113 11,023 67,092 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 29,497) 12,826 6,151 1,594 14,208 11,284 28,628 19,029 869 10,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 13.4 2.4 48.2 27.4 90.7 43.2 9.3 56.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 42 7 8 31 21 73 36
Updated November 7, 2014