BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,866: 147 3,663 356 5,828 3,134 6,331 7,153: 1,535 713
Old : 7,866: 147 3,663 356 5,828 3,134 6,331 7,153: 1,535 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 501: 7 302 51 298 99 357 452: 144 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 46.6 4.5 74.1 39.8 80.5 90.9: 19.5 9.1
Old : 100.0: 1.9 46.6 4.5 74.1 39.8 80.5 90.9: 19.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 8 3 16 11 21 19:
Old : 28: 2 8 3 16 11 21 19:
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 : 47.3 45.5 62.5 72.8 44.4 45.4 58.1 70.2
Old : 47.3 45.5 62.5 72.8 44.4 45.4 58.1 70.2
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,168: 8,267 2,685 11,150 26,390 26,549 45,807 40,384: 5,360 10,783
Old : 51,168: 8,267 2,685 11,150 26,390 26,549 45,807 40,384: 5,360 10,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 4,143: 880 212 1,328 1,418 2,094 3,626 3,634: 517 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.2 21.8 51.6 51.9 89.5 78.9: 10.5 21.1
Old : 100.0: 16.2 5.2 21.8 51.6 51.9 89.5 78.9: 10.5 21.1
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 : 75: 25 7 22 38 32 67 57:
Old : 75: 25 7 22 38 32 67 57:
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 23.3 38.3 37.3 23.7 22.1 34.3 34.6
Old : 25.4 23.3 38.3 37.3 23.7 22.1 34.3 34.6
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,454: 469 3,020 338 3,486 1,813 4,293 5,172: 1,161 282
Old : 5,454: 469 3,020 338 3,486 1,813 4,293 5,172: 1,161 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 367: 148 302 17 123 29 289 348: 79 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 55.4 6.2 63.9 33.2 78.7 94.8: 21.3 5.2
Old : 100.0: 8.6 55.4 6.2 63.9 33.2 78.7 94.8: 21.3 5.2
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 : 22: 4 6 5 10 9 16 18:
Old : 22: 4 6 5 10 9 16 18:
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 : 40.9 51.6 63.1 83.2 33.8 51.6 55.4 76.3
Old : 40.9 51.6 63.1 83.2 33.8 51.6 55.4 76.3
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,255: 8,352 459 1,698 4,479 8,889 14,529 11,045: 726 4,210
Old : 15,255: 8,352 459 1,698 4,479 8,889 14,529 11,045: 726 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,460: 534 86 333 441 968 1,307 1,387: 153 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 3.0 11.1 29.4 58.3 95.2 72.4: 4.8 27.6
Old : 100.0: 54.7 3.0 11.1 29.4 58.3 95.2 72.4: 4.8 27.6
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 : 36: 10 6 9 10 18 22 31:
Old : 36: 10 6 9 10 18 22 31:
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 : 51.0 43.9 75.2 56.0 50.5 43.0 72.9 51.6
Old : 51.0 43.9 75.2 56.0 50.5 43.0 72.9 51.6
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,458: 96,522 23,280 91,060 94,404 156,122 281,987 270,463: 40,472 51,996
Old : 303,154: 94,834 25,946 84,475 89,619 143,635 268,928 254,056: 34,226 49,097
Other: 19,305: 5,189 834 3,085 4,786 12,488 13,059 16,406: 6,246 2,898
: : :
: : Changes in Commitments from: January 14, 2014 :
: 6,823: 2,302 -3,160 4,787 -2,418 5,618 4,671 7,244: 2,152 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.2 28.2 29.3 48.4 87.4 83.9: 12.6 16.1
Old : 100.0: 31.3 8.6 27.9 29.6 47.4 88.7 83.8: 11.3 16.2
Other: 100.0: 26.9 4.3 16.0 24.8 64.7 67.6 85.0: 32.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 119 68 128 108 118 292 268:
Old : 340: 116 76 126 103 118 286 267:
Other: 120: 32 9 22 50 53 85 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 13.0 19.1 22.1 9.0 12.0 15.8 18.1
Old : 10.9 12.8 19.7 21.2 9.5 11.1 16.7 16.9
Other: 18.6 35.5 29.4 48.8 15.3 35.5 22.0 44.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 451,250: 166,448 23,602 121,886 124,909 239,123 413,244 384,612: 38,007 66,638
Old : 451,250: 166,448 23,602 121,886 124,909 239,123 413,244 384,612: 38,007 66,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 27,779: 7,983 -286 16,370 3,346 8,883 27,699 24,967: 80 2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.2 27.0 27.7 53.0 91.6 85.2: 8.4 14.8
Old : 100.0: 36.9 5.2 27.0 27.7 53.0 91.6 85.2: 8.4 14.8
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 : 475: 164 90 154 138 177 392 357:
Old : 475: 164 90 154 138 177 392 357:
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 : 10.4 21.6 18.0 28.9 9.7 20.4 16.5 25.7
Old : 10.4 21.6 18.0 28.9 9.7 20.4 16.5 25.7
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,156: 975 1,174 221 1,545 1,794 2,741 3,190: 1,415 966
Old : 4,156: 975 1,174 221 1,545 1,794 2,741 3,190: 1,415 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 146: 70 120 -7 47 -58 110 56: 36 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 28.3 5.3 37.2 43.2 66.0 76.8: 34.0 23.2
Old : 100.0: 23.5 28.3 5.3 37.2 43.2 66.0 76.8: 34.0 23.2
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 : 54: 17 12 11 16 18 38 36:
Old : 54: 17 12 11 16 18 38 36:
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 : 27.8 35.9 39.3 51.1 27.6 35.9 38.9 50.8
Old : 27.8 35.9 39.3 51.1 27.6 35.9 38.9 50.8
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,926: 18,122 7,168 12,245 15,744 13,532 46,110 32,945: 13,815 26,981
Old : 59,926: 18,122 7,168 12,245 15,744 13,532 46,110 32,945: 13,815 26,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,888: 712 -330 953 -432 -280 1,234 343: 654 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 12.0 20.4 26.3 22.6 76.9 55.0: 23.1 45.0
Old : 100.0: 30.2 12.0 20.4 26.3 22.6 76.9 55.0: 23.1 45.0
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 : 230: 78 29 52 74 79 177 149:
Old : 230: 78 29 52 74 79 177 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 9.8 19.4 15.9 10.8 7.5 16.4 11.5
Old : 12.3 9.8 19.4 15.9 10.8 7.5 16.4 11.5
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,789: 1,062 6,396 1,729 9,100 4,332 11,891 12,457: 898 332
Old : 12,789: 1,062 6,396 1,729 9,100 4,332 11,891 12,457: 898 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,275: 160 696 127 969 434 1,256 1,257: 18 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 50.0 13.5 71.2 33.9 93.0 97.4: 7.0 2.6
Old : 100.0: 8.3 50.0 13.5 71.2 33.9 93.0 97.4: 7.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 11 11 17 12 31 26:
Old : 39: 6 11 11 17 12 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 48.0 71.7 69.4 55.0 47.5 63.8 64.8
Old : 57.1 48.0 71.7 69.4 55.0 47.5 63.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 38,414: 4,217 4,503 1,266 32,448 32,032 37,931 37,801: 483 613
Old : 38,414: 4,217 4,503 1,266 32,448 32,032 37,931 37,801: 483 613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -793: -2,419 -731 1 1,708 -122 -710 -852: -83 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 11.7 3.3 84.5 83.4 98.7 98.4: 1.3 1.6
Old : 100.0: 11.0 11.7 3.3 84.5 83.4 98.7 98.4: 1.3 1.6
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 : 22: 4 2 2 14 12 18 16:
Old : 22: 4 2 2 14 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 61.1 84.2 88.7 46.9 53.4 61.1 65.4
Old : 62.1 61.1 84.2 88.7 46.9 53.4 61.1 65.4
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,719: 29,782 100,131 9,109 124,123 37,320 163,015 146,560: 30,704 47,159
Old : 193,719: 29,782 100,131 9,109 124,123 37,320 163,015 146,560: 30,704 47,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -25: -4,587 -2,393 1,642 3,710 -910 764 -1,662: -789 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 51.7 4.7 64.1 19.3 84.2 75.7: 15.8 24.3
Old : 100.0: 15.4 51.7 4.7 64.1 19.3 84.2 75.7: 15.8 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 : 94: 27 32 17 26 24 56 70:
Old : 94: 27 32 17 26 24 56 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 : 42.1 41.9 55.8 49.6 40.7 41.5 53.6 48.5
Old : 42.1 41.9 55.8 49.6 40.7 41.5 53.6 48.5
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,447: 11,645 13,979 313 20,303 15,707 32,261 29,999: 13,186 15,448
Old : 45,447: 11,645 13,979 313 20,303 15,707 32,261 29,999: 13,186 15,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 131: -956 -2,001 4 4,189 434 3,237 -1,563: -3,106 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 30.8 0.7 44.7 34.6 71.0 66.0: 29.0 34.0
Old : 100.0: 25.6 30.8 0.7 44.7 34.6 71.0 66.0: 29.0 34.0
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 : 41: 10 12 2 13 11 23 25:
Old : 41: 10 12 2 13 11 23 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 : 31.9 26.4 46.2 43.8 30.7 26.4 45.1 43.4
Old : 31.9 26.4 46.2 43.8 30.7 26.4 45.1 43.4
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,142: 26,739 30,367 4,586 83,916 80,914 115,241 115,867: 5,901 5,275
Old : 121,142: 26,739 30,367 4,586 83,916 80,914 115,241 115,867: 5,901 5,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 8,144: -5,756 11,589 1,365 13,685 -7,800 9,294 5,154: -1,150 2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 25.1 3.8 69.3 66.8 95.1 95.6: 4.9 4.4
Old : 100.0: 22.1 25.1 3.8 69.3 66.8 95.1 95.6: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 35 42 7 16 17 56 61:
Old : 107: 35 42 7 16 17 56 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 : 69.9 47.6 78.9 64.7 69.8 47.6 77.6 64.7
Old : 69.9 47.6 78.9 64.7 69.8 47.6 77.6 64.7
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,602: 56,035 47,179 11,651 120,815 143,820 188,501 202,649: 40,101 25,952
Old : 228,602: 56,035 47,179 11,651 120,815 143,820 188,501 202,649: 40,101 25,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 9,844: 2,365 5,336 1,571 5,161 -470 9,097 6,437: 748 3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.6 5.1 52.8 62.9 82.5 88.6: 17.5 11.4
Old : 100.0: 24.5 20.6 5.1 52.8 62.9 82.5 88.6: 17.5 11.4
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 : 119: 39 33 23 32 37 84 80:
Old : 119: 39 33 23 32 37 84 80:
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 : 40.7 37.2 50.0 56.3 40.7 36.3 50.0 55.3
Old : 40.7 37.2 50.0 56.3 40.7 36.3 50.0 55.3
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 250,702: 11,981 129,010 16,132 204,026 52,959 232,139 198,102: 18,563 52,600
Old : 250,702: 11,981 129,010 16,132 204,026 52,959 232,139 198,102: 18,563 52,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -1,726: 2,186 -543 -706 -2,825 1,053 -1,344 -195: -382 -1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 51.5 6.4 81.4 21.1 92.6 79.0: 7.4 21.0
Old : 100.0: 4.8 51.5 6.4 81.4 21.1 92.6 79.0: 7.4 21.0
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 : 152: 25 78 29 31 36 72 127:
Old : 152: 25 78 29 31 36 72 127:
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 : 46.4 24.0 63.2 34.7 46.1 24.0 62.8 33.1
Old : 46.4 24.0 63.2 34.7 46.1 24.0 62.8 33.1
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 314,442: 79,729 84,162 37,761 153,658 116,889 271,148 238,813: 43,293 75,629
Old : 314,442: 79,729 84,162 37,761 153,658 116,889 271,148 238,813: 43,293 75,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 19,468: -7,664 4,023 5,436 25,232 1,589 23,004 11,048: -3,536 8,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 26.8 12.0 48.9 37.2 86.2 75.9: 13.8 24.1
Old : 100.0: 25.4 26.8 12.0 48.9 37.2 86.2 75.9: 13.8 24.1
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 : 204: 42 88 63 52 55 138 162:
Old : 204: 42 88 63 52 55 138 162:
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 : 27.9 15.7 38.0 23.5 26.9 14.7 36.9 20.8
Old : 27.9 15.7 38.0 23.5 26.9 14.7 36.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 12,349: 4,970 4,432 3,453 3,400 3,201 11,823 11,086: 526 1,263
Old : 12,349: 4,970 4,432 3,453 3,400 3,201 11,823 11,086: 526 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 110: -28 -37 87 -2 10 57 60: 53 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 35.9 28.0 27.5 25.9 95.7 89.8: 4.3 10.2
Old : 100.0: 40.2 35.9 28.0 27.5 25.9 95.7 89.8: 4.3 10.2
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 : 23: 5 11 4 5 3 11 17:
Old : 23: 5 11 4 5 3 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 73.3 90.6 83.0 50.2 48.9 64.9 56.9
Old : 71.1 73.3 90.6 83.0 50.2 48.9 64.9 56.9
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,817: 17,330 8,774 562 1,258 11,346 19,150 20,682: 3,667 2,135
Old : 22,817: 17,330 8,774 562 1,258 11,346 19,150 20,682: 3,667 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -53: -209 849 360 141 -1,283 292 -74: -345 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 38.5 2.5 5.5 49.7 83.9 90.6: 16.1 9.4
Old : 100.0: 76.0 38.5 2.5 5.5 49.7 83.9 90.6: 16.1 9.4
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 : 66: 26 21 3 6 13 33 36:
Old : 66: 26 21 3 6 13 33 36:
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 : 48.0 48.9 60.8 65.2 48.0 47.6 60.7 63.9
Old : 48.0 48.9 60.8 65.2 48.0 47.6 60.7 63.9
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 :16,597,409: 694,477 1,561,204 6,359,917 8,706,285 7,459,611 15,760,679 15,380,732: 836,730 1,216,678
Old :16,597,409: 694,477 1,561,204 6,359,917 8,706,285 7,459,611 15,760,679 15,380,732: 836,730 1,216,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 684,349: 3,880 39,214 492,656 188,556 179,411 685,091 711,280: -742 -26,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.4 38.3 52.5 44.9 95.0 92.7: 5.0 7.3
Old : 100.0: 4.2 9.4 38.3 52.5 44.9 95.0 92.7: 5.0 7.3
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 : 284: 47 86 109 132 143 256 267:
Old : 284: 47 86 109 132 143 256 267:
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 : 31.6 20.1 41.1 30.9 20.9 10.4 24.0 13.2
Old : 31.6 20.1 41.1 30.9 20.9 10.4 24.0 13.2
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 846,955: 105,425 97,429 51,535 584,702 622,286 741,662 771,250: 105,293 75,706
Old : 846,955: 105,425 97,429 51,535 584,702 622,286 741,662 771,250: 105,293 75,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -27,339: -5,669 5,483 -11,488 -3,397 -16,251 -20,553 -22,256: -6,785 -5,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.5 6.1 69.0 73.5 87.6 91.1: 12.4 8.9
Old : 100.0: 12.4 11.5 6.1 69.0 73.5 87.6 91.1: 12.4 8.9
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 : 591: 149 102 108 251 233 450 394:
Old : 591: 149 102 108 251 233 450 394:
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 : 13.7 17.1 21.0 25.4 11.9 16.4 18.4 22.7
Old : 13.7 17.1 21.0 25.4 11.9 16.4 18.4 22.7
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,286: 10,365 5,035 12,988 116,320 142,171 139,673 160,195: 51,613 31,092
Old : 191,286: 10,365 5,035 12,988 116,320 142,171 139,673 160,195: 51,613 31,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -2,158: 709 -3,443 -1,899 6,914 3,349 5,724 -1,993: -7,883 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 6.8 60.8 74.3 73.0 83.7: 27.0 16.3
Old : 100.0: 5.4 2.6 6.8 60.8 74.3 73.0 83.7: 27.0 16.3
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 : 96: 16 14 22 48 50 77 74:
Old : 96: 16 14 22 48 50 77 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 26.6 29.8 44.1 16.5 26.5 27.1 40.3
Old : 16.8 26.6 29.8 44.1 16.5 26.5 27.1 40.3
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,278,346: 484,805 471,475 183,226 2,341,911 2,400,573 3,009,943 3,055,275: 268,403 223,071
Old : 3,278,346: 484,805 471,475 183,226 2,341,911 2,400,573 3,009,943 3,055,275: 268,403 223,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -125,901: -46,015 30,504 -33,820 -51,554 -98,000 -131,389 -101,316: 5,488 -24,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.4 5.6 71.4 73.2 91.8 93.2: 8.2 6.8
Old : 100.0: 14.8 14.4 5.6 71.4 73.2 91.8 93.2: 8.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 141 94 96 237 221 420 369:
Old : 558: 141 94 96 237 221 420 369:
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 : 15.5 17.1 24.2 25.9 13.5 17.0 21.0 25.1
Old : 15.5 17.1 24.2 25.9 13.5 17.0 21.0 25.1
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,516: 15,221 3,332 1,008 79,208 97,654 95,437 101,994: 10,079 3,522
Old : 105,516: 15,221 3,332 1,008 79,208 97,654 95,437 101,994: 10,079 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,211: 1,476 215 168 71 70 1,715 453: -504 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.2 1.0 75.1 92.5 90.4 96.7: 9.6 3.3
Old : 100.0: 14.4 3.2 1.0 75.1 92.5 90.4 96.7: 9.6 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 : 94: 16 5 4 50 40 67 48:
Old : 94: 16 5 4 50 40 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 : 35.6 42.0 50.4 62.0 35.4 42.0 50.1 62.0
Old : 35.6 42.0 50.4 62.0 35.4 42.0 50.1 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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,947: 23,620 4,566 1,076 55,073 77,489 79,769 83,131: 7,178 3,817
Old : 86,947: 23,620 4,566 1,076 55,073 77,489 79,769 83,131: 7,178 3,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -1,676: -1,493 -2,970 234 -1,035 1,133 -2,294 -1,603: 618 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.3 1.2 63.3 89.1 91.7 95.6: 8.3 4.4
Old : 100.0: 27.2 5.3 1.2 63.3 89.1 91.7 95.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 82 27 15 78 62 166 98:
Old : 227: 82 27 15 78 62 166 98:
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 : 36.0 48.6 45.8 69.7 36.0 48.6 45.8 69.5
Old : 36.0 48.6 45.8 69.7 36.0 48.6 45.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 434,736: 118,100 22,828 5,382 275,363 387,443 398,845 415,653: 35,891 19,083
Old : 434,736: 118,100 22,828 5,382 275,363 387,443 398,845 415,653: 35,891 19,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -8,380: -7,463 -14,848 1,170 -5,176 5,665 -11,469 -8,013: 3,089 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.3 1.2 63.3 89.1 91.7 95.6: 8.3 4.4
Old : 100.0: 27.2 5.3 1.2 63.3 89.1 91.7 95.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 82 27 15 78 62 166 98:
Old : 227: 82 27 15 78 62 166 98:
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 : 36.0 48.6 45.8 69.7 36.0 48.6 45.8 69.5
Old : 36.0 48.6 45.8 69.7 36.0 48.6 45.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,601: 16,548 79,327 9,946 115,101 29,592 141,595 118,865: 20,006 42,736
Old : 161,601: 16,548 79,327 9,946 115,101 29,592 141,595 118,865: 20,006 42,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 30,303: 6,312 18,334 309 24,080 3,153 30,700 21,796: -397 8,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 49.1 6.2 71.2 18.3 87.6 73.6: 12.4 26.4
Old : 100.0: 10.2 49.1 6.2 71.2 18.3 87.6 73.6: 12.4 26.4
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 : 95: 23 39 21 25 24 56 76:
Old : 95: 23 39 21 25 24 56 76:
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 : 52.0 31.6 66.1 41.3 50.3 31.6 62.8 41.3
Old : 52.0 31.6 66.1 41.3 50.3 31.6 62.8 41.3
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,289: 25,236 21,738 375 39,143 49,047 64,754 71,160: 12,535 6,129
Old : 77,289: 25,236 21,738 375 39,143 49,047 64,754 71,160: 12,535 6,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,718: -102 1,443 350 290 287 538 2,080: 1,180 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 28.1 0.5 50.6 63.5 83.8 92.1: 16.2 7.9
Old : 100.0: 32.7 28.1 0.5 50.6 63.5 83.8 92.1: 16.2 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 : 87: 32 17 3 27 13 60 32:
Old : 87: 32 17 3 27 13 60 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 : 31.3 62.9 43.5 72.8 31.3 62.9 43.5 72.8
Old : 31.3 62.9 43.5 72.8 31.3 62.9 43.5 72.8
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,903: 40,639 7,820 423 57,598 20,523 98,660 28,766: 10,243 80,137
Old : 108,903: 40,639 7,820 423 57,598 20,523 98,660 28,766: 10,243 80,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 4,148: 3,070 -3,661 304 264 409 3,638 -2,948: 510 7,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.2 0.4 52.9 18.8 90.6 26.4: 9.4 73.6
Old : 100.0: 37.3 7.2 0.4 52.9 18.8 90.6 26.4: 9.4 73.6
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 : 92: 36 8 3 40 18 76 29:
Old : 92: 36 8 3 40 18 76 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 : 39.3 17.3 52.1 22.0 39.3 16.7 52.0 21.4
Old : 39.3 17.3 52.1 22.0 39.3 16.7 52.0 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014