BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 9,055: 294 4,170 416 6,905 3,843 7,615 8,429: 1,441 626
Old : 9,055: 294 4,170 416 6,905 3,843 7,615 8,429: 1,441 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 380: 40 67 13 424 376 477 457: -97 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 46.1 4.6 76.3 42.4 84.1 93.1: 15.9 6.9
Old : 100.0: 3.3 46.1 4.6 76.3 42.4 84.1 93.1: 15.9 6.9
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 : 34: 8 8 6 16 12 27 23:
Old : 34: 8 8 6 16 12 27 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 : 52.1 52.6 67.5 77.4 51.0 52.6 63.7 74.5
Old : 52.1 52.6 67.5 77.4 51.0 52.6 63.7 74.5
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 18, 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 : 54,154: 8,663 2,268 13,093 27,872 28,293 49,629 43,654: 4,525 10,500
Old : 54,154: 8,663 2,268 13,093 27,872 28,293 49,629 43,654: 4,525 10,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 3,150: 370 -232 1,116 1,572 1,483 3,058 2,368: 92 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.2 24.2 51.5 52.2 91.6 80.6: 8.4 19.4
Old : 100.0: 16.0 4.2 24.2 51.5 52.2 91.6 80.6: 8.4 19.4
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 : 81: 25 11 27 39 33 73 62:
Old : 81: 25 11 27 39 33 73 62:
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 : 28.9 22.7 44.0 36.5 28.6 22.5 40.3 34.0
Old : 28.9 22.7 44.0 36.5 28.6 22.5 40.3 34.0
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 18, 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 : 6,226: 605 3,407 433 3,902 1,895 4,941 5,735: 1,285 491
Old : 6,226: 605 3,407 433 3,902 1,895 4,941 5,735: 1,285 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 86: -59 20 32 67 11 40 62: 46 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 54.7 7.0 62.7 30.4 79.4 92.1: 20.6 7.9
Old : 100.0: 9.7 54.7 7.0 62.7 30.4 79.4 92.1: 20.6 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 : 26: 5 6 7 13 10 21 20:
Old : 26: 5 6 7 13 10 21 20:
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 : 37.9 53.1 60.3 78.9 31.5 53.0 52.6 74.4
Old : 37.9 53.1 60.3 78.9 31.5 53.0 52.6 74.4
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 18, 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 : 15,170: 8,944 292 1,621 3,962 9,537 14,527 11,450: 643 3,720
Old : 15,170: 8,944 292 1,621 3,962 9,537 14,527 11,450: 643 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 200: 145 8 22 40 172 207 203: -7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 1.9 10.7 26.1 62.9 95.8 75.5: 4.2 24.5
Old : 100.0: 59.0 1.9 10.7 26.1 62.9 95.8 75.5: 4.2 24.5
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 : 43: 10 6 12 12 24 25 39:
Old : 43: 10 6 12 12 24 25 39:
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 : 57.3 43.4 79.6 55.4 56.6 43.4 77.6 53.2
Old : 57.3 43.4 79.6 55.4 56.6 43.4 77.6 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 18, 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 : 391,254: 116,120 8,680 125,472 110,717 211,889 352,309 346,042: 38,945 45,212
Old : 338,799: 101,213 9,988 113,383 95,336 176,429 309,932 299,799: 28,867 39,000
Other: 52,455: 17,311 1,097 9,685 15,381 35,460 42,377 46,242: 10,078 6,212
: : :
: : Changes in Commitments from: March 11, 2014 :
: 15,292: 1,178 922 11,532 3,551 6,470 16,261 18,924: -969 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 2.2 32.1 28.3 54.2 90.0 88.4: 10.0 11.6
Old : 100.0: 29.9 2.9 33.5 28.1 52.1 91.5 88.5: 8.5 11.5
Other: 100.0: 33.0 2.1 18.5 29.3 67.6 80.8 88.2: 19.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 168 45 134 98 116 305 267:
Old : 349: 153 59 128 83 115 283 263:
Other: 172: 46 13 29 75 75 135 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 19.7 19.0 29.6 7.1 18.6 12.9 25.3
Old : 12.4 18.6 20.2 28.1 8.2 17.2 14.7 23.3
Other: 20.1 32.2 29.8 47.9 19.8 30.0 27.7 42.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 466,542: 171,899 17,113 122,257 135,051 263,194 429,206 402,563: 37,335 63,978
Old : 466,542: 171,899 17,113 122,257 135,051 263,194 429,206 402,563: 37,335 63,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 20,003: 4,349 -625 10,330 4,054 8,052 18,733 17,757: 1,270 2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 3.7 26.2 28.9 56.4 92.0 86.3: 8.0 13.7
Old : 100.0: 36.8 3.7 26.2 28.9 56.4 92.0 86.3: 8.0 13.7
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 : 456: 180 55 143 135 184 375 342:
Old : 456: 180 55 143 135 184 375 342:
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 : 11.7 23.8 18.8 33.3 9.5 20.9 15.8 26.9
Old : 11.7 23.8 18.8 33.3 9.5 20.9 15.8 26.9
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 18, 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 : 5,033: 913 2,447 390 2,661 1,081 3,964 3,918: 1,069 1,115
Old : 5,033: 913 2,447 390 2,661 1,081 3,964 3,918: 1,069 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 351: 43 357 99 461 -249 603 207: -253 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 48.6 7.8 52.9 21.5 78.8 77.8: 21.2 22.2
Old : 100.0: 18.1 48.6 7.8 52.9 21.5 78.8 77.8: 21.2 22.2
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 : 60: 15 19 7 24 9 41 33:
Old : 60: 15 19 7 24 9 41 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 : 34.4 40.8 45.8 53.8 32.8 40.8 43.4 53.0
Old : 34.4 40.8 45.8 53.8 32.8 40.8 43.4 53.0
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 18, 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 : 58,278: 19,026 4,388 13,100 15,220 13,952 47,346 31,439: 10,932 26,838
Old : 58,278: 19,026 4,388 13,100 15,220 13,952 47,346 31,439: 10,932 26,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 476: 488 -859 81 -184 861 385 84: 92 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.5 22.5 26.1 23.9 81.2 53.9: 18.8 46.1
Old : 100.0: 32.6 7.5 22.5 26.1 23.9 81.2 53.9: 18.8 46.1
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 : 241: 73 37 46 82 95 179 161:
Old : 241: 73 37 46 82 95 179 161:
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 : 14.3 8.8 22.2 15.5 13.2 4.5 19.3 7.4
Old : 14.3 8.8 22.2 15.5 13.2 4.5 19.3 7.4
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 18, 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 : 14,808: 2,078 8,150 1,673 9,874 4,200 13,625 14,024: 1,182 784
Old : 14,808: 2,078 8,150 1,673 9,874 4,200 13,625 14,024: 1,182 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 740: 107 -120 129 462 708 699 717: 41 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 55.0 11.3 66.7 28.4 92.0 94.7: 8.0 5.3
Old : 100.0: 14.0 55.0 11.3 66.7 28.4 92.0 94.7: 8.0 5.3
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 : 37: 6 10 9 16 12 29 24:
Old : 37: 6 10 9 16 12 29 24:
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 : 55.4 53.5 71.6 76.7 55.3 53.2 69.8 73.0
Old : 55.4 53.5 71.6 76.7 55.3 53.2 69.8 73.0
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, March 18, 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 : 34,962: 3,732 7,879 565 30,284 25,705 34,581 34,149: 381 813
Old : 34,962: 3,732 7,879 565 30,284 25,705 34,581 34,149: 381 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -4,982: -1,363 -998 -728 -2,898 -3,341 -4,989 -5,067: 7 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 22.5 1.6 86.6 73.5 98.9 97.7: 1.1 2.3
Old : 100.0: 10.7 22.5 1.6 86.6 73.5 98.9 97.7: 1.1 2.3
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 : 20: 2 3 1 13 11 15 15:
Old : 20: 2 3 1 13 11 15 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 : 59.0 57.7 85.8 84.4 46.7 51.1 62.3 63.0
Old : 59.0 57.7 85.8 84.4 46.7 51.1 62.3 63.0
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 18, 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 : 200,847: 27,174 97,675 27,116 115,623 39,583 169,914 164,374: 30,933 36,472
Old : 200,847: 27,174 97,675 27,116 115,623 39,583 169,914 164,374: 30,933 36,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 35,736: 3,004 20,255 12,483 18,279 5,616 33,766 38,354: 1,970 -2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 48.6 13.5 57.6 19.7 84.6 81.8: 15.4 18.2
Old : 100.0: 13.5 48.6 13.5 57.6 19.7 84.6 81.8: 15.4 18.2
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 : 93: 26 35 22 25 27 61 74:
Old : 93: 26 35 22 25 27 61 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 : 42.5 43.5 56.5 52.7 37.7 33.5 46.8 40.7
Old : 42.5 43.5 56.5 52.7 37.7 33.5 46.8 40.7
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 18, 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 : 55,154: 25,282 12,854 477 6,419 29,222 32,178 42,553: 22,975 12,601
Old : 55,154: 25,282 12,854 477 6,419 29,222 32,178 42,553: 22,975 12,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -16,310: 2,194 -3,752 -6,391 -12,481 -5,211 -16,678 -15,354: 368 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 23.3 0.9 11.6 53.0 58.3 77.2: 41.7 22.8
Old : 100.0: 45.8 23.3 0.9 11.6 53.0 58.3 77.2: 41.7 22.8
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 : 42: 14 10 4 7 16 24 27:
Old : 42: 14 10 4 7 16 24 27:
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 : 33.4 40.5 41.8 57.3 33.4 40.5 40.0 55.3
Old : 33.4 40.5 41.8 57.3 33.4 40.5 40.0 55.3
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 18, 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 : 111,059: 19,320 20,590 198 85,755 86,691 105,273 107,479: 5,786 3,580
Old : 111,059: 19,320 20,590 198 85,755 86,691 105,273 107,479: 5,786 3,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -55,891: 6,581 -397 -23,938 -37,396 -29,467 -54,753 -53,802: -1,138 -2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.5 0.2 77.2 78.1 94.8 96.8: 5.2 3.2
Old : 100.0: 17.4 18.5 0.2 77.2 78.1 94.8 96.8: 5.2 3.2
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 : 93: 33 32 2 12 17 46 50:
Old : 93: 33 32 2 12 17 46 50:
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 : 78.0 68.4 84.4 78.9 78.0 68.4 84.4 78.9
Old : 78.0 68.4 84.4 78.9 78.0 68.4 84.4 78.9
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 18, 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 : 225,036: 63,728 37,130 9,888 116,289 156,910 189,906 203,929: 35,131 21,108
Old : 225,036: 63,728 37,130 9,888 116,289 156,910 189,906 203,929: 35,131 21,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -39,263: -252 -4,521 -6,967 -27,927 -28,715 -35,147 -40,203: -4,116 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 16.5 4.4 51.7 69.7 84.4 90.6: 15.6 9.4
Old : 100.0: 28.3 16.5 4.4 51.7 69.7 84.4 90.6: 15.6 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 : 116: 39 27 21 36 37 86 74:
Old : 116: 39 27 21 36 37 86 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 : 45.5 49.7 52.9 61.0 45.1 49.7 52.5 60.4
Old : 45.5 49.7 52.9 61.0 45.1 49.7 52.5 60.4
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 18, 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 : 179,194: 23,346 86,006 11,242 122,732 36,920 157,319 134,167: 21,874 45,026
Old : 179,194: 23,346 86,006 11,242 122,732 36,920 157,319 134,167: 21,874 45,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -81,513: 7,407 -29,895 -24,199 -66,640 -20,375 -83,432 -74,468: 1,919 -7,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 48.0 6.3 68.5 20.6 87.8 74.9: 12.2 25.1
Old : 100.0: 13.0 48.0 6.3 68.5 20.6 87.8 74.9: 12.2 25.1
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 : 124: 26 53 29 31 34 75 98:
Old : 124: 26 53 29 31 34 75 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 : 45.1 27.8 58.4 36.6 45.1 27.7 57.8 36.0
Old : 45.1 27.8 58.4 36.6 45.1 27.7 57.8 36.0
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 18, 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 : 303,993: 117,312 65,472 22,870 109,788 143,341 249,971 231,683: 54,022 72,309
Old : 303,993: 117,312 65,472 22,870 109,788 143,341 249,971 231,683: 54,022 72,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -51,840: 8,582 -8,513 -1,454 -54,705 -38,573 -47,578 -48,540: -4,262 -3,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 21.5 7.5 36.1 47.2 82.2 76.2: 17.8 23.8
Old : 100.0: 38.6 21.5 7.5 36.1 47.2 82.2 76.2: 17.8 23.8
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 : 204: 51 74 46 48 64 128 155:
Old : 204: 51 74 46 48 64 128 155:
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 : 28.1 26.4 38.5 33.2 27.5 25.9 37.8 32.7
Old : 28.1 26.4 38.5 33.2 27.5 25.9 37.8 32.7
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 18, 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 : 19,417: 13,092 5,555 3,062 2,255 9,847 18,409 18,464: 1,008 953
Old : 19,417: 13,092 5,555 3,062 2,255 9,847 18,409 18,464: 1,008 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -768: -822 -539 2 32 -231 -788 -768: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 28.6 15.8 11.6 50.7 94.8 95.1: 5.2 4.9
Old : 100.0: 67.4 28.6 15.8 11.6 50.7 94.8 95.1: 5.2 4.9
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 : 23: 5 8 2 3 8 10 16:
Old : 23: 5 8 2 3 8 10 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 : 70.5 52.6 92.9 79.4 62.3 40.8 73.1 60.7
Old : 70.5 52.6 92.9 79.4 62.3 40.8 73.1 60.7
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 18, 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 : 31,464: 24,645 8,894 204 1,243 19,745 26,092 28,843: 5,372 2,621
Old : 31,464: 24,645 8,894 204 1,243 19,745 26,092 28,843: 5,372 2,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -442: 3,490 2,188 -4,033 -343 1,863 -886 18: 444 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 28.3 0.6 4.0 62.8 82.9 91.7: 17.1 8.3
Old : 100.0: 78.3 28.3 0.6 4.0 62.8 82.9 91.7: 17.1 8.3
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 : 53: 26 10 1 4 13 30 24:
Old : 53: 26 10 1 4 13 30 24:
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 : 47.5 70.6 64.7 81.6 47.5 70.6 64.7 81.6
Old : 47.5 70.6 64.7 81.6 47.5 70.6 64.7 81.6
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 18, 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 :15,380,094: 590,805 1,503,553 5,629,781 8,250,281 6,924,378 14,470,867 14,057,712: 909,227 1,322,382
Old :15,380,094: 590,805 1,503,553 5,629,781 8,250,281 6,924,378 14,470,867 14,057,712: 909,227 1,322,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
:-2,100,890: -95,146 -108,682 -1,277,496 -690,750 -621,785 -2,063,392 -2,007,964: -37,498 -92,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.8 36.6 53.6 45.0 94.1 91.4: 5.9 8.6
Old : 100.0: 3.8 9.8 36.6 53.6 45.0 94.1 91.4: 5.9 8.6
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 : 281: 41 93 104 130 140 251 262:
Old : 281: 41 93 104 130 140 251 262:
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 19.1 42.0 29.9 23.6 7.4 25.4 10.6
Old : 31.7 19.1 42.0 29.9 23.6 7.4 25.4 10.6
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 18, 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 : 1,231,329: 110,126 109,694 79,525 863,617 892,793 1,053,268 1,082,013: 178,061 149,316
Old : 1,231,329: 110,126 109,694 79,525 863,617 892,793 1,053,268 1,082,013: 178,061 149,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 133,100: 11,157 1,217 5,325 122,986 131,669 139,468 138,212: -6,368 -5,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 6.5 70.1 72.5 85.5 87.9: 14.5 12.1
Old : 100.0: 8.9 8.9 6.5 70.1 72.5 85.5 87.9: 14.5 12.1
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 : 644: 145 134 146 273 276 492 482:
Old : 644: 145 134 146 273 276 492 482:
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 14.1 20.1 23.4 8.3 9.4 13.2 13.9
Old : 11.8 14.1 20.1 23.4 8.3 9.4 13.2 13.9
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 18, 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 : 320,926: 13,378 6,429 18,579 228,242 204,354 260,199 229,361: 60,727 91,565
Old : 320,926: 13,378 6,429 18,579 228,242 204,354 260,199 229,361: 60,727 91,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 27,425: 1,768 276 -741 29,344 33,884 30,371 33,419: -2,946 -5,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.0 5.8 71.1 63.7 81.1 71.5: 18.9 28.5
Old : 100.0: 4.2 2.0 5.8 71.1 63.7 81.1 71.5: 18.9 28.5
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 : 104: 22 14 27 56 59 90 88:
Old : 104: 22 14 27 56 59 90 88:
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 : 28.9 21.9 41.3 34.2 25.1 20.2 35.2 29.8
Old : 28.9 21.9 41.3 34.2 25.1 20.2 35.2 29.8
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 18, 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 : 4,552,015: 494,092 526,679 294,381 3,176,876 3,442,198 3,965,349 4,263,259: 586,666 288,757
Old : 4,552,015: 494,092 526,679 294,381 3,176,876 3,442,198 3,965,349 4,263,259: 586,666 288,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 528,377: 48,801 6,564 28,476 468,211 488,926 545,488 523,965: -17,111 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.6 6.5 69.8 75.6 87.1 93.7: 12.9 6.3
Old : 100.0: 10.9 11.6 6.5 69.8 75.6 87.1 93.7: 12.9 6.3
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 : 610: 135 124 132 260 266 460 457:
Old : 610: 135 124 132 260 266 460 457:
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 : 13.1 15.7 21.5 24.9 9.9 14.1 16.9 20.3
Old : 13.1 15.7 21.5 24.9 9.9 14.1 16.9 20.3
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 18, 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 : 117,832: 11,798 3,108 694 94,015 108,946 106,507 112,748: 11,326 5,085
Old : 117,832: 11,798 3,108 694 94,015 108,946 106,507 112,748: 11,326 5,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 21,976: 518 602 -203 20,801 19,672 21,116 20,071: 860 1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.6 0.6 79.8 92.5 90.4 95.7: 9.6 4.3
Old : 100.0: 10.0 2.6 0.6 79.8 92.5 90.4 95.7: 9.6 4.3
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 : 97: 13 6 3 60 44 74 52:
Old : 97: 13 6 3 60 44 74 52:
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 40.5 47.3 61.2 31.1 38.5 43.9 57.1
Old : 31.7 40.5 47.3 61.2 31.1 38.5 43.9 57.1
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 18, 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 : 137,645: 26,384 5,636 3,697 95,603 120,471 125,683 129,804: 11,962 7,841
Old : 137,645: 26,384 5,636 3,697 95,603 120,471 125,683 129,804: 11,962 7,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 38,974: 2,152 -127 1,841 31,360 33,575 35,354 35,289: 3,620 3,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.1 2.7 69.5 87.5 91.3 94.3: 8.7 5.7
Old : 100.0: 19.2 4.1 2.7 69.5 87.5 91.3 94.3: 8.7 5.7
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 : 233: 81 30 24 93 78 185 123:
Old : 233: 81 30 24 93 78 185 123:
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 : 28.0 42.7 40.1 59.4 22.6 30.7 29.6 44.1
Old : 28.0 42.7 40.1 59.4 22.6 30.7 29.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 23,016: 1,527 566 0 19,038 19,319 20,565 19,885: 2,451 3,131
Old : 23,016: 1,527 566 0 19,038 19,319 20,565 19,885: 2,451 3,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.5 0.0 82.7 83.9 89.3 86.4: 10.7 13.6
Old : 100.0: 6.6 2.5 0.0 82.7 83.9 89.3 86.4: 10.7 13.6
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 : 21: 2 1 0 11 12 13 13:
Old : 21: 2 1 0 11 12 13 13:
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 : 64.9 58.8 82.1 78.9 45.7 56.3 60.4 63.8
Old : 64.9 58.8 82.1 78.9 45.7 56.3 60.4 63.8
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 18, 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 : 573,146: 132,186 33,252 10,583 382,823 505,762 525,592 549,596: 47,553 23,549
Old : 573,146: 132,186 33,252 10,583 382,823 505,762 525,592 549,596: 47,553 23,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 79,789: 11,026 4,435 1,305 61,612 71,278 73,944 77,019: 5,845 2,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.8 1.8 66.8 88.2 91.7 95.9: 8.3 4.1
Old : 100.0: 23.1 5.8 1.8 66.8 88.2 91.7 95.9: 8.3 4.1
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 : 232: 80 30 24 88 77 179 122:
Old : 232: 80 30 24 88 77 179 122:
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 : 30.0 42.0 41.2 60.9 26.7 39.7 35.3 54.2
Old : 30.0 42.0 41.2 60.9 26.7 39.7 35.3 54.2
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 18, 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 : 94,537: 21,421 44,833 6,700 44,195 14,203 72,317 65,736: 22,221 28,801
Old : 94,537: 21,421 44,833 6,700 44,195 14,203 72,317 65,736: 22,221 28,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -40,489: 12,570 -3,595 -15,045 -39,243 -15,336 -41,718 -33,976: 1,229 -6,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 47.4 7.1 46.7 15.0 76.5 69.5: 23.5 30.5
Old : 100.0: 22.7 47.4 7.1 46.7 15.0 76.5 69.5: 23.5 30.5
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 : 84: 16 41 22 20 18 52 65:
Old : 84: 16 41 22 20 18 52 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 : 40.8 25.7 51.5 35.4 40.1 24.8 50.6 34.5
Old : 40.8 25.7 51.5 35.4 40.1 24.8 50.6 34.5
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 18, 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 : 60,943: 19,334 13,183 47 32,246 36,478 51,627 49,708: 9,316 11,235
Old : 60,943: 19,334 13,183 47 32,246 36,478 51,627 49,708: 9,316 11,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -33,999: -3,858 -661 -4,109 -20,185 -29,444 -28,152 -34,214: -5,847 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 21.6 0.1 52.9 59.9 84.7 81.6: 15.3 18.4
Old : 100.0: 31.7 21.6 0.1 52.9 59.9 84.7 81.6: 15.3 18.4
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 : 69: 22 12 1 24 13 46 26:
Old : 69: 22 12 1 24 13 46 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 : 38.9 53.2 52.2 65.5 38.9 53.2 52.2 65.5
Old : 38.9 53.2 52.2 65.5 38.9 53.2 52.2 65.5
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 18, 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 : 96,124: 27,653 8,530 649 58,700 9,227 87,002 18,406: 9,122 77,718
Old : 96,124: 27,653 8,530 649 58,700 9,227 87,002 18,406: 9,122 77,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -55,029: 365 -5,408 -5,940 -28,320 -27,814 -33,895 -39,162: -21,134 -15,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.9 0.7 61.1 9.6 90.5 19.1: 9.5 80.9
Old : 100.0: 28.8 8.9 0.7 61.1 9.6 90.5 19.1: 9.5 80.9
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 : 76: 30 9 2 30 16 61 26:
Old : 76: 30 9 2 30 16 61 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 : 41.5 9.1 61.6 13.5 41.5 9.1 61.4 13.1
Old : 41.5 9.1 61.6 13.5 41.5 9.1 61.4 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014