BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 8,676: 255 4,103 402 6,481 3,467 7,138 7,972: 1,538 703
Old : 8,676: 255 4,103 402 6,481 3,467 7,138 7,972: 1,538 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -872: -111 -416 -63 -671 -352 -845 -831: -27 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 47.3 4.6 74.7 40.0 82.3 91.9: 17.7 8.1
Old : 100.0: 2.9 47.3 4.6 74.7 40.0 82.3 91.9: 17.7 8.1
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 : 33: 6 9 6 16 11 26 22:
Old : 33: 6 9 6 16 11 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 54.1 66.9 78.0 49.7 54.1 63.3 75.1
Old : 50.8 54.1 66.9 78.0 49.7 54.1 63.3 75.1
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, March 11, 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 : 51,004: 8,294 2,499 11,977 26,301 26,810 46,571 41,286: 4,434 9,719
Old : 51,004: 8,294 2,499 11,977 26,301 26,810 46,571 41,286: 4,434 9,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -5,429: -1,475 -230 -972 -2,985 -3,291 -5,433 -4,494: 4 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.9 23.5 51.6 52.6 91.3 80.9: 8.7 19.1
Old : 100.0: 16.3 4.9 23.5 51.6 52.6 91.3 80.9: 8.7 19.1
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 : 79: 22 12 26 39 32 71 60:
Old : 79: 22 12 26 39 32 71 60:
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 : 29.7 23.4 44.7 37.8 29.0 23.3 41.4 35.1
Old : 29.7 23.4 44.7 37.8 29.0 23.3 41.4 35.1
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, March 11, 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 : 6,140: 664 3,387 402 3,835 1,884 4,901 5,672: 1,239 468
Old : 6,140: 664 3,387 402 3,835 1,884 4,901 5,672: 1,239 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -621: -2 -355 -96 -504 -239 -601 -689: -19 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 55.2 6.5 62.5 30.7 79.8 92.4: 20.2 7.6
Old : 100.0: 10.8 55.2 6.5 62.5 30.7 79.8 92.4: 20.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 5 5 13 10 20 18:
Old : 25: 5 5 5 13 10 20 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 : 38.5 53.6 61.5 79.1 32.7 53.5 54.4 75.7
Old : 38.5 53.6 61.5 79.1 32.7 53.5 54.4 75.7
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, March 11, 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 : 14,969: 8,799 283 1,599 3,922 9,365 14,320 11,247: 649 3,722
Old : 14,969: 8,799 283 1,599 3,922 9,365 14,320 11,247: 649 3,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -2,033: -996 -187 -404 -600 -1,037 -2,000 -1,628: -33 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 1.9 10.7 26.2 62.6 95.7 75.1: 4.3 24.9
Old : 100.0: 58.8 1.9 10.7 26.2 62.6 95.7 75.1: 4.3 24.9
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 : 42: 11 5 12 13 23 26 38:
Old : 42: 11 5 12 13 23 26 38:
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 43.4 79.5 55.6 56.4 43.3 77.4 53.2
Old : 57.1 43.4 79.5 55.6 56.4 43.3 77.4 53.2
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, March 11, 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 : 375,962: 114,941 7,759 113,940 107,166 205,419 336,048 327,118: 39,914 48,844
Old : 325,116: 102,189 10,663 100,919 92,557 171,138 295,666 282,721: 29,450 42,395
Other: 50,846: 16,581 924 9,192 14,609 34,281 40,382 44,397: 10,464 6,448
: : :
: : Changes in Commitments from: March 4, 2014 :
: 10,437: -2,231 -5,605 10,652 4,623 8,790 13,044 13,837: -2,606 -3,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.1 30.3 28.5 54.6 89.4 87.0: 10.6 13.0
Old : 100.0: 31.4 3.3 31.0 28.5 52.6 90.9 87.0: 9.1 13.0
Other: 100.0: 32.6 1.8 18.1 28.7 67.4 79.4 87.3: 20.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 153 49 129 98 118 302 262:
Old : 348: 141 60 122 82 118 277 261:
Other: 168: 47 13 25 74 72 133 102:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 18.7 18.4 28.4 7.5 17.7 13.5 24.7
Old : 11.3 17.2 19.5 26.6 8.7 16.1 15.5 22.6
Other: 17.0 33.1 26.8 47.6 16.7 30.8 24.5 42.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 446,539: 167,549 17,738 111,927 130,997 255,142 410,473 384,806: 36,065 61,732
Old : 446,539: 167,549 17,738 111,927 130,997 255,142 410,473 384,806: 36,065 61,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -10,776: -472 -903 -3,010 -3,378 -3,119 -6,860 -7,032: -3,915 -3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 4.0 25.1 29.3 57.1 91.9 86.2: 8.1 13.8
Old : 100.0: 37.5 4.0 25.1 29.3 57.1 91.9 86.2: 8.1 13.8
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 : 442: 160 56 129 139 186 359 332:
Old : 442: 160 56 129 139 186 359 332:
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 : 11.8 23.9 19.1 33.1 9.7 21.6 16.5 27.8
Old : 11.8 23.9 19.1 33.1 9.7 21.6 16.5 27.8
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, March 11, 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 : 4,683: 870 2,090 292 2,199 1,329 3,361 3,711: 1,322 972
Old : 4,683: 870 2,090 292 2,199 1,329 3,361 3,711: 1,322 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -194: -76 18 -18 -182 -124 -276 -124: 82 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 44.6 6.2 47.0 28.4 71.8 79.3: 28.2 20.7
Old : 100.0: 18.6 44.6 6.2 47.0 28.4 71.8 79.3: 28.2 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 17 6 18 11 32 30:
Old : 50: 10 17 6 18 11 32 30:
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 : 35.9 44.6 46.8 55.7 34.4 44.6 44.9 55.4
Old : 35.9 44.6 46.8 55.7 34.4 44.6 44.9 55.4
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, March 11, 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 : 57,801: 18,538 5,246 13,018 15,404 13,091 46,961 31,356: 10,840 26,445
Old : 57,801: 18,538 5,246 13,018 15,404 13,091 46,961 31,356: 10,840 26,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 1,129: 133 -312 1,380 -404 -252 1,109 815: 20 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 9.1 22.5 26.7 22.6 81.2 54.2: 18.8 45.8
Old : 100.0: 32.1 9.1 22.5 26.7 22.6 81.2 54.2: 18.8 45.8
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 : 238: 70 40 49 75 84 173 155:
Old : 238: 70 40 49 75 84 173 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 9.0 21.9 15.1 13.1 5.0 19.2 8.1
Old : 14.4 9.0 21.9 15.1 13.1 5.0 19.2 8.1
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, March 11, 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 : 14,068: 1,971 8,270 1,544 9,412 3,492 12,927 13,306: 1,141 761
Old : 14,068: 1,971 8,270 1,544 9,412 3,492 12,927 13,306: 1,141 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -998: 190 -536 -286 -1,375 -395 -1,471 -1,216: 473 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 58.8 11.0 66.9 24.8 91.9 94.6: 8.1 5.4
Old : 100.0: 14.0 58.8 11.0 66.9 24.8 91.9 94.6: 8.1 5.4
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 : 36: 6 10 9 15 11 28 23:
Old : 36: 6 10 9 15 11 28 23:
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 : 55.5 54.1 71.1 77.1 55.5 53.9 69.7 73.6
Old : 55.5 54.1 71.1 77.1 55.5 53.9 69.7 73.6
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, March 11, 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 : 165,111: 24,171 77,420 14,633 97,345 33,968 136,148 126,021: 28,963 39,090
Old : 165,111: 24,171 77,420 14,633 97,345 33,968 136,148 126,021: 28,963 39,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -7,471: 965 -6,990 3,278 -9,147 -4,236 -4,904 -7,947: -2,568 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 46.9 8.9 59.0 20.6 82.5 76.3: 17.5 23.7
Old : 100.0: 14.6 46.9 8.9 59.0 20.6 82.5 76.3: 17.5 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 29 21 23 27 59 67:
Old : 87: 26 29 21 23 27 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 38.6 55.7 48.2 43.1 36.8 52.8 44.9
Old : 43.1 38.6 55.7 48.2 43.1 36.8 52.8 44.9
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, March 11, 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 : 71,464: 23,088 16,606 6,869 18,900 34,433 48,857 57,907: 22,607 13,557
Old : 71,464: 23,088 16,606 6,869 18,900 34,433 48,857 57,907: 22,607 13,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 4,263: 1,228 -5,271 6,190 -4,502 2,878 2,915 3,797: 1,347 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 23.2 9.6 26.4 48.2 68.4 81.0: 31.6 19.0
Old : 100.0: 32.3 23.2 9.6 26.4 48.2 68.4 81.0: 31.6 19.0
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 : 50: 16 12 7 13 15 34 29:
Old : 50: 16 12 7 13 15 34 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 : 31.9 38.1 42.2 54.5 26.1 32.7 35.6 46.4
Old : 31.9 38.1 42.2 54.5 26.1 32.7 35.6 46.4
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, March 11, 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 : 166,950: 12,739 20,987 24,136 123,151 116,158 160,026 161,281: 6,924 5,669
Old : 166,950: 12,739 20,987 24,136 123,151 116,158 160,026 161,281: 6,924 5,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 40,061: 4,509 -7,993 9,671 25,101 38,018 39,281 39,697: 780 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.6 14.5 73.8 69.6 95.9 96.6: 4.1 3.4
Old : 100.0: 7.6 12.6 14.5 73.8 69.6 95.9 96.6: 4.1 3.4
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 : 102: 34 32 16 18 20 63 63:
Old : 102: 34 32 16 18 20 63 63:
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 : 69.1 52.6 77.1 71.1 50.6 42.2 53.9 49.4
Old : 69.1 52.6 77.1 71.1 50.6 42.2 53.9 49.4
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, March 11, 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 : 264,300: 63,981 41,651 16,856 144,216 185,625 225,053 244,132: 39,247 20,168
Old : 264,300: 63,981 41,651 16,856 144,216 185,625 225,053 244,132: 39,247 20,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -14,852: -4,928 1,265 -7,349 43 -5,703 -12,234 -11,786: -2,618 -3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.8 6.4 54.6 70.2 85.2 92.4: 14.8 7.6
Old : 100.0: 24.2 15.8 6.4 54.6 70.2 85.2 92.4: 14.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 43 28 25 39 43 95 83:
Old : 126: 43 28 25 39 43 95 83:
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 : 39.0 43.7 48.4 62.0 39.0 43.3 47.5 61.4
Old : 39.0 43.7 48.4 62.0 39.0 43.3 47.5 61.4
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, March 11, 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 : 260,707: 15,939 115,900 35,440 189,372 57,295 240,751 208,636: 19,955 52,071
Old : 260,707: 15,939 115,900 35,440 189,372 57,295 240,751 208,636: 19,955 52,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 22,238: -3,603 16,541 18,127 8,390 -13,017 22,914 21,651: -676 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 44.5 13.6 72.6 22.0 92.3 80.0: 7.7 20.0
Old : 100.0: 6.1 44.5 13.6 72.6 22.0 92.3 80.0: 7.7 20.0
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 : 137: 26 61 36 34 33 81 113:
Old : 137: 26 61 36 34 33 81 113:
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 : 42.7 28.7 62.3 40.5 42.5 24.9 58.1 33.5
Old : 42.7 28.7 62.3 40.5 42.5 24.9 58.1 33.5
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, March 11, 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 : 355,833: 108,730 73,985 24,325 164,493 181,914 297,549 280,224: 58,284 75,609
Old : 355,833: 108,730 73,985 24,325 164,493 181,914 297,549 280,224: 58,284 75,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -12,203: 5,887 -7,987 -15,913 -7,832 4,484 -17,859 -19,416: 5,655 7,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 20.8 6.8 46.2 51.1 83.6 78.8: 16.4 21.2
Old : 100.0: 30.6 20.8 6.8 46.2 51.1 83.6 78.8: 16.4 21.2
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 : 206: 51 72 50 53 67 135 159:
Old : 206: 51 72 50 53 67 135 159:
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 : 26.3 27.8 36.6 36.1 25.9 27.3 36.2 35.2
Old : 26.3 27.8 36.6 36.1 25.9 27.3 36.2 35.2
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, March 11, 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 : 20,185: 13,914 6,094 3,060 2,223 10,078 19,197 19,232: 988 953
Old : 20,185: 13,914 6,094 3,060 2,223 10,078 19,197 19,232: 988 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 1,722: 1,811 1,262 0 -43 403 1,768 1,665: -46 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 30.2 15.2 11.0 49.9 95.1 95.3: 4.9 4.7
Old : 100.0: 68.9 30.2 15.2 11.0 49.9 95.1 95.3: 4.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 8 1 3 7 9 15:
Old : 22: 5 8 1 3 7 9 15:
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 : 71.9 51.4 93.4 79.9 64.0 41.2 74.2 61.4
Old : 71.9 51.4 93.4 79.9 64.0 41.2 74.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 31,906: 21,155 6,706 4,237 1,586 17,882 26,978 28,825: 4,928 3,081
Old : 31,906: 21,155 6,706 4,237 1,586 17,882 26,978 28,825: 4,928 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 6,289: 1,809 792 3,563 295 1,074 5,667 5,429: 622 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 21.0 13.3 5.0 56.0 84.6 90.3: 15.4 9.7
Old : 100.0: 66.3 21.0 13.3 5.0 56.0 84.6 90.3: 15.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 23 13 5 7 12 33 28:
Old : 54: 23 13 5 7 12 33 28:
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 : 46.7 59.2 65.7 73.6 41.0 47.5 56.4 61.8
Old : 46.7 59.2 65.7 73.6 41.0 47.5 56.4 61.8
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, March 11, 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 :17,480,985: 685,952 1,612,235 6,907,277 8,941,030 7,546,163 16,534,259 16,065,675: 946,725 1,415,309
Old :17,480,985: 685,952 1,612,235 6,907,277 8,941,030 7,546,163 16,534,259 16,065,675: 946,725 1,415,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 403,886: -28,755 -19,298 341,949 82,010 14,183 395,204 336,834: 8,682 67,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.2 39.5 51.1 43.2 94.6 91.9: 5.4 8.1
Old : 100.0: 3.9 9.2 39.5 51.1 43.2 94.6 91.9: 5.4 8.1
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 : 295: 53 83 109 137 151 265 274:
Old : 295: 53 83 109 137 151 265 274:
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 : 30.6 19.8 40.7 30.2 21.1 7.0 23.6 10.2
Old : 30.6 19.8 40.7 30.2 21.1 7.0 23.6 10.2
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, March 11, 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 : 1,098,229: 98,969 108,477 74,200 740,631 761,124 913,800 943,801: 184,429 154,428
Old : 1,098,229: 98,969 108,477 74,200 740,631 761,124 913,800 943,801: 184,429 154,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 26,418: -1,655 9,821 1,577 19,542 11,480 19,464 22,878: 6,954 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.9 6.8 67.4 69.3 83.2 85.9: 16.8 14.1
Old : 100.0: 9.0 9.9 6.8 67.4 69.3 83.2 85.9: 16.8 14.1
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 : 645: 139 136 142 272 273 483 480:
Old : 645: 139 136 142 272 273 483 480:
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 14.7 20.0 23.3 9.2 10.0 14.2 15.1
Old : 12.3 14.7 20.0 23.3 9.2 10.0 14.2 15.1
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, March 11, 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 : 293,501: 11,610 6,153 19,320 198,898 170,470 229,828 195,942: 63,674 97,559
Old : 293,501: 11,610 6,153 19,320 198,898 170,470 229,828 195,942: 63,674 97,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 7,067: 978 -3,661 2,958 2,209 5,087 6,145 4,385: 922 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.1 6.6 67.8 58.1 78.3 66.8: 21.7 33.2
Old : 100.0: 4.0 2.1 6.6 67.8 58.1 78.3 66.8: 21.7 33.2
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 : 101: 24 10 27 52 51 85 80:
Old : 101: 24 10 27 52 51 85 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 : 27.0 22.5 40.0 34.9 26.1 21.6 36.3 31.1
Old : 27.0 22.5 40.0 34.9 26.1 21.6 36.3 31.1
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, March 11, 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 : 4,023,639: 445,292 520,115 265,905 2,708,664 2,953,273 3,419,862 3,739,293: 603,777 284,345
Old : 4,023,639: 445,292 520,115 265,905 2,708,664 2,953,273 3,419,862 3,739,293: 603,777 284,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 96,751: -36,862 43,710 16,791 86,664 31,966 66,593 92,467: 30,158 4,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.9 6.6 67.3 73.4 85.0 92.9: 15.0 7.1
Old : 100.0: 11.1 12.9 6.6 67.3 73.4 85.0 92.9: 15.0 7.1
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 : 609: 125 130 127 255 261 446 452:
Old : 609: 125 130 127 255 261 446 452:
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 : 12.9 16.2 21.2 25.1 10.8 15.2 18.6 22.3
Old : 12.9 16.2 21.2 25.1 10.8 15.2 18.6 22.3
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, March 11, 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 : 95,856: 11,280 2,506 897 73,214 89,274 85,391 92,677: 10,465 3,179
Old : 95,856: 11,280 2,506 897 73,214 89,274 85,391 92,677: 10,465 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 5: -1,708 -540 -18 1,765 877 39 319: -34 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.6 0.9 76.4 93.1 89.1 96.7: 10.9 3.3
Old : 100.0: 11.8 2.6 0.9 76.4 93.1 89.1 96.7: 10.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 13 5 3 52 38 66 45:
Old : 92: 13 5 3 52 38 66 45:
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 46.8 51.9 69.0 35.5 46.8 51.7 68.9
Old : 35.6 46.8 51.9 69.0 35.5 46.8 51.7 68.9
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, March 11, 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 : 98,671: 24,232 5,763 1,856 64,242 86,897 90,330 94,516: 8,342 4,156
Old : 98,671: 24,232 5,763 1,856 64,242 86,897 90,330 94,516: 8,342 4,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,572: -4,271 10 334 1,790 -2,194 -2,147 -1,850: 575 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.8 1.9 65.1 88.1 91.5 95.8: 8.5 4.2
Old : 100.0: 24.6 5.8 1.9 65.1 88.1 91.5 95.8: 8.5 4.2
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 : 222: 73 29 24 79 67 162 112:
Old : 222: 73 29 24 79 67 162 112:
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 : 31.7 47.0 42.6 65.2 31.7 46.4 42.6 63.6
Old : 31.7 47.0 42.6 65.2 31.7 46.4 42.6 63.6
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, March 11, 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 : 493,357: 121,160 28,816 9,278 321,211 434,484 451,648 472,578: 41,708 20,779
Old : 493,357: 121,160 28,816 9,278 321,211 434,484 451,648 472,578: 41,708 20,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -7,861: -21,355 49 1,670 8,950 -10,969 -10,734 -9,250: 2,873 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.8 1.9 65.1 88.1 91.5 95.8: 8.5 4.2
Old : 100.0: 24.6 5.8 1.9 65.1 88.1 91.5 95.8: 8.5 4.2
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 : 222: 73 29 24 79 67 162 112:
Old : 222: 73 29 24 79 67 162 112:
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 : 31.7 47.0 42.6 65.2 31.7 46.4 42.6 63.6
Old : 31.7 47.0 42.6 65.2 31.7 46.4 42.6 63.6
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, March 11, 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 : 135,026: 8,851 48,428 21,745 83,439 29,539 114,035 99,712: 20,991 35,314
Old : 135,026: 8,851 48,428 21,745 83,439 29,539 114,035 99,712: 20,991 35,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 8,004: -3,284 -3,452 10,618 -1,780 195 5,554 7,361: 2,450 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 35.9 16.1 61.8 21.9 84.5 73.8: 15.5 26.2
Old : 100.0: 6.6 35.9 16.1 61.8 21.9 84.5 73.8: 15.5 26.2
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 : 81: 15 39 24 19 18 51 65:
Old : 81: 15 39 24 19 18 51 65:
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 : 48.3 30.9 64.2 41.6 43.9 22.7 54.1 30.8
Old : 48.3 30.9 64.2 41.6 43.9 22.7 54.1 30.8
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, March 11, 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 : 94,942: 23,192 13,844 4,156 52,431 65,922 79,779 83,922: 15,163 11,020
Old : 94,942: 23,192 13,844 4,156 52,431 65,922 79,779 83,922: 15,163 11,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 27,251: 1,363 2,032 3,756 17,143 15,490 22,262 21,278: 4,989 5,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.6 4.4 55.2 69.4 84.0 88.4: 16.0 11.6
Old : 100.0: 24.4 14.6 4.4 55.2 69.4 84.0 88.4: 16.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 28 13 9 27 15 62 33:
Old : 82: 28 13 9 27 15 62 33:
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 60.4 51.8 70.9 27.1 45.9 36.5 54.5
Old : 40.9 60.4 51.8 70.9 27.1 45.9 36.5 54.5
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, March 11, 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 : 151,153: 27,288 13,938 6,589 87,020 37,041 120,897 57,568: 30,256 93,585
Old : 151,153: 27,288 13,938 6,589 87,020 37,041 120,897 57,568: 30,256 93,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 35,994: -384 -121 3,672 13,781 12,009 17,069 15,560: 18,925 20,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.2 4.4 57.6 24.5 80.0 38.1: 20.0 61.9
Old : 100.0: 18.1 9.2 4.4 57.6 24.5 80.0 38.1: 20.0 61.9
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 : 85: 29 11 10 41 26 74 43:
Old : 85: 29 11 10 41 26 74 43:
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 : 34.0 21.4 48.3 28.3 26.1 13.2 37.2 16.1
Old : 34.0 21.4 48.3 28.3 26.1 13.2 37.2 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014