BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 8,180: 296 3,698 487 6,044 3,176 6,828 7,361: 1,353 820
Old : 8,180: 296 3,698 487 6,044 3,176 6,828 7,361: 1,353 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 287: 17 70 35 52 94 103 199: 184 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 45.2 6.0 73.9 38.8 83.5 90.0: 16.5 10.0
Old : 100.0: 3.6 45.2 6.0 73.9 38.8 83.5 90.0: 16.5 10.0
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 : 30: 5 8 6 14 10 23 20:
Old : 30: 5 8 6 14 10 23 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 : 55.4 49.0 69.2 71.9 54.7 48.9 63.8 67.6
Old : 55.4 49.0 69.2 71.9 54.7 48.9 63.8 67.6
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, May 27, 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 : 52,838: 10,747 2,063 12,090 25,455 28,114 48,292 42,267: 4,547 10,572
Old : 52,838: 10,747 2,063 12,090 25,455 28,114 48,292 42,267: 4,547 10,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,493: 584 68 729 594 985 1,907 1,783: 586 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.9 22.9 48.2 53.2 91.4 80.0: 8.6 20.0
Old : 100.0: 20.3 3.9 22.9 48.2 53.2 91.4 80.0: 8.6 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 : 83: 27 11 25 37 34 70 64:
Old : 83: 27 11 25 37 34 70 64:
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 : 33.8 21.8 46.9 37.0 33.5 21.4 43.4 33.7
Old : 33.8 21.8 46.9 37.0 33.5 21.4 43.4 33.7
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, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,439: 566 2,838 519 3,590 1,714 4,675 5,072: 763 367
Old : 5,439: 566 2,838 519 3,590 1,714 4,675 5,072: 763 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 198: -19 68 31 153 148 165 247: 34 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 52.2 9.6 66.0 31.5 86.0 93.2: 14.0 6.8
Old : 100.0: 10.4 52.2 9.6 66.0 31.5 86.0 93.2: 14.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 10 10 16 11 27 24:
Old : 31: 4 10 10 16 11 27 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 : 37.7 53.7 57.1 77.1 30.9 52.0 46.2 66.6
Old : 37.7 53.7 57.1 77.1 30.9 52.0 46.2 66.6
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, May 27, 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 : 13,055: 7,969 417 1,107 3,386 8,049 12,462 9,572: 593 3,482
Old : 13,055: 7,969 417 1,107 3,386 8,049 12,462 9,572: 593 3,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 637: 543 2 -148 252 578 646 432: -9 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 3.2 8.5 25.9 61.7 95.5 73.3: 4.5 26.7
Old : 100.0: 61.0 3.2 8.5 25.9 61.7 95.5 73.3: 4.5 26.7
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 : 37: 12 4 8 11 19 23 31:
Old : 37: 12 4 8 11 19 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.8 79.5 54.1 55.7 44.8 78.0 53.9
Old : 56.8 44.8 79.5 54.1 55.7 44.8 78.0 53.9
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, May 27, 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 : 350,434: 97,993 15,003 109,286 105,861 180,033 313,141 304,322: 37,293 46,112
Old : 278,361: 81,664 16,431 92,489 80,270 133,786 254,423 242,706: 23,938 35,656
Other: 72,073: 18,822 1,065 14,305 25,591 46,247 58,718 61,617: 13,355 10,456
: : :
: : Changes in Commitments from: May 20, 2014 :
: 974: 709 1,653 1,367 -276 -2,723 1,801 297: -827 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.3 31.2 30.2 51.4 89.4 86.8: 10.6 13.2
Old : 100.0: 29.3 5.9 33.2 28.8 48.1 91.4 87.2: 8.6 12.8
Other: 100.0: 26.1 1.5 19.8 35.5 64.2 81.5 85.5: 18.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 121 78 108 99 107 273 250:
Old : 324: 108 88 101 79 107 242 248:
Other: 174: 47 20 37 77 69 145 112:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 20.0 20.8 30.0 8.9 18.7 15.7 24.8
Old : 12.6 19.7 22.5 29.0 10.0 17.0 17.4 22.4
Other: 15.8 27.9 25.9 41.9 14.7 26.9 24.1 37.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 429,186: 156,037 18,768 103,445 135,150 246,970 394,632 369,182: 34,555 60,004
Old : 429,186: 156,037 18,768 103,445 135,150 246,970 394,632 369,182: 34,555 60,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -13,885: -11,807 3,631 -4,985 3,637 -12,187 -13,156 -13,542: -729 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.4 24.1 31.5 57.5 91.9 86.0: 8.1 14.0
Old : 100.0: 36.4 4.4 24.1 31.5 57.5 91.9 86.0: 8.1 14.0
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 : 430: 166 64 129 119 165 344 318:
Old : 430: 166 64 129 119 165 344 318:
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 22.2 20.4 31.4 10.7 20.1 17.9 26.0
Old : 12.3 22.2 20.4 31.4 10.7 20.1 17.9 26.0
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, May 27, 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 : 4,820: 1,438 2,039 281 2,075 1,076 3,793 3,396: 1,026 1,424
Old : 4,820: 1,438 2,039 281 2,075 1,076 3,793 3,396: 1,026 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 270: 54 288 9 31 -65 95 232: 175 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 42.3 5.8 43.0 22.3 78.7 70.5: 21.3 29.5
Old : 100.0: 29.8 42.3 5.8 43.0 22.3 78.7 70.5: 21.3 29.5
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 : 51: 13 17 7 14 13 30 34:
Old : 51: 13 17 7 14 13 30 34:
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 : 42.0 30.7 57.5 43.6 40.3 30.7 55.4 43.6
Old : 42.0 30.7 57.5 43.6 40.3 30.7 55.4 43.6
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, May 27, 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 : 51,762: 19,385 5,185 8,672 14,938 13,033 42,995 26,891: 8,768 24,872
Old : 51,762: 19,385 5,185 8,672 14,938 13,033 42,995 26,891: 8,768 24,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -3,995: -1,521 -409 -1,694 -212 -909 -3,427 -3,012: -568 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.0 16.8 28.9 25.2 83.1 52.0: 16.9 48.0
Old : 100.0: 37.4 10.0 16.8 28.9 25.2 83.1 52.0: 16.9 48.0
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 : 245: 69 38 43 81 101 179 160:
Old : 245: 69 38 43 81 101 179 160:
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 : 13.3 10.7 22.0 16.6 13.2 7.9 21.2 10.6
Old : 13.3 10.7 22.0 16.6 13.2 7.9 21.2 10.6
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, May 27, 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 : 16,759: 2,547 8,988 1,731 11,210 5,130 15,488 15,849: 1,271 910
Old : 16,759: 2,547 8,988 1,731 11,210 5,130 15,488 15,849: 1,271 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 437: 27 103 131 212 170 371 405: 67 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 53.6 10.3 66.9 30.6 92.4 94.6: 7.6 5.4
Old : 100.0: 15.2 53.6 10.3 66.9 30.6 92.4 94.6: 7.6 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 : 45: 9 13 10 18 14 35 29:
Old : 45: 9 13 10 18 14 35 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 : 57.3 61.5 74.1 81.2 57.3 60.9 71.5 77.0
Old : 57.3 61.5 74.1 81.2 57.3 60.9 71.5 77.0
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, May 27, 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 : 36,733: 6,621 7,170 729 28,886 28,186 36,235 36,085: 498 648
Old : 36,733: 6,621 7,170 729 28,886 28,186 36,235 36,085: 498 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 221: 55 -1,030 75 61 1,216 191 261: 30 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.5 2.0 78.6 76.7 98.6 98.2: 1.4 1.8
Old : 100.0: 18.0 19.5 2.0 78.6 76.7 98.6 98.2: 1.4 1.8
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 : 23: 3 4 3 12 12 16 18:
Old : 23: 3 4 3 12 12 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 56.1 85.4 81.2 48.4 46.8 66.6 64.2
Old : 56.8 56.1 85.4 81.2 48.4 46.8 66.6 64.2
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, May 27, 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 : 147,206: 32,838 53,803 9,489 71,886 50,839 114,213 114,131: 32,993 33,076
Old : 147,206: 32,838 53,803 9,489 71,886 50,839 114,213 114,131: 32,993 33,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 10,842: 5,758 1,880 925 2,433 9,399 9,116 12,204: 1,726 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 36.5 6.4 48.8 34.5 77.6 77.5: 22.4 22.5
Old : 100.0: 22.3 36.5 6.4 48.8 34.5 77.6 77.5: 22.4 22.5
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 : 80: 24 25 19 21 27 54 62:
Old : 80: 24 25 19 21 27 54 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 : 32.8 39.2 46.3 47.8 31.0 38.7 42.7 46.6
Old : 32.8 39.2 46.3 47.8 31.0 38.7 42.7 46.6
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, May 27, 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 : 52,774: 11,628 15,985 1,569 23,963 18,866 37,161 36,420: 15,614 16,354
Old : 52,774: 11,628 15,985 1,569 23,963 18,866 37,161 36,420: 15,614 16,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -350: -5,835 2,604 126 5,902 -4,724 194 -1,994: -543 1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 30.3 3.0 45.4 35.7 70.4 69.0: 29.6 31.0
Old : 100.0: 22.0 30.3 3.0 45.4 35.7 70.4 69.0: 29.6 31.0
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 : 46: 10 14 4 14 14 25 31:
Old : 46: 10 14 4 14 14 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 30.5 45.4 44.0 32.5 30.5 44.7 44.0
Old : 33.2 30.5 45.4 44.0 32.5 30.5 44.7 44.0
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, May 27, 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 : 157,645: 101,806 18,507 3,770 41,780 133,311 147,356 155,588: 10,289 2,057
Old : 157,645: 101,806 18,507 3,770 41,780 133,311 147,356 155,588: 10,289 2,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,827: 9,078 3,042 -7,271 679 7,039 2,486 2,810: 341 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 11.7 2.4 26.5 84.6 93.5 98.7: 6.5 1.3
Old : 100.0: 64.6 11.7 2.4 26.5 84.6 93.5 98.7: 6.5 1.3
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 : 131: 70 26 6 14 23 88 53:
Old : 131: 70 26 6 14 23 88 53:
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 : 54.2 68.7 66.3 82.4 50.4 68.7 60.8 79.9
Old : 54.2 68.7 66.3 82.4 50.4 68.7 60.8 79.9
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, May 27, 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 : 256,695: 79,011 42,576 10,440 129,120 181,243 218,570 234,258: 38,125 22,437
Old : 256,695: 79,011 42,576 10,440 129,120 181,243 218,570 234,258: 38,125 22,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,523: -1,155 -3,482 20 2,848 4,786 1,713 1,323: -190 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.6 4.1 50.3 70.6 85.1 91.3: 14.9 8.7
Old : 100.0: 30.8 16.6 4.1 50.3 70.6 85.1 91.3: 14.9 8.7
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 : 127: 42 35 28 34 37 91 85:
Old : 127: 42 35 28 34 37 91 85:
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 : 46.6 42.7 53.4 58.5 46.6 42.4 53.4 57.1
Old : 46.6 42.7 53.4 58.5 46.6 42.4 53.4 57.1
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, May 27, 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 : 183,653: 16,424 75,483 13,752 131,616 50,023 161,792 139,258: 21,861 44,395
Old : 183,653: 16,424 75,483 13,752 131,616 50,023 161,792 139,258: 21,861 44,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2,197: -1,283 3,079 -367 4,327 -6,540 2,677 -3,828: -4,874 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 41.1 7.5 71.7 27.2 88.1 75.8: 11.9 24.2
Old : 100.0: 8.9 41.1 7.5 71.7 27.2 88.1 75.8: 11.9 24.2
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 : 119: 26 45 32 34 37 78 96:
Old : 119: 26 45 32 34 37 78 96:
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 : 46.6 29.8 58.8 38.9 46.6 29.1 58.5 36.4
Old : 46.6 29.8 58.8 38.9 46.6 29.1 58.5 36.4
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, May 27, 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 : 334,587: 68,989 86,440 36,655 182,388 138,810 288,032 261,905: 46,555 72,682
Old : 334,587: 68,989 86,440 36,655 182,388 138,810 288,032 261,905: 46,555 72,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 17,800: -4,853 1,993 7,377 15,664 6,760 18,188 16,131: -388 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 25.8 11.0 54.5 41.5 86.1 78.3: 13.9 21.7
Old : 100.0: 20.6 25.8 11.0 54.5 41.5 86.1 78.3: 13.9 21.7
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 : 221: 49 86 54 60 65 139 175:
Old : 221: 49 86 54 60 65 139 175:
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 : 23.7 16.7 33.3 24.9 23.0 15.8 32.6 23.3
Old : 23.7 16.7 33.3 24.9 23.0 15.8 32.6 23.3
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, May 27, 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 : 21,599: 14,652 5,492 3,507 2,044 11,829 20,203 20,828: 1,396 771
Old : 21,599: 14,652 5,492 3,507 2,044 11,829 20,203 20,828: 1,396 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 792: -13 -245 446 361 432 794 633: -2 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 25.4 16.2 9.5 54.8 93.5 96.4: 6.5 3.6
Old : 100.0: 67.8 25.4 16.2 9.5 54.8 93.5 96.4: 6.5 3.6
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 : 23: 7 5 3 6 9 14 16:
Old : 23: 7 5 3 6 9 14 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 : 73.7 70.4 90.3 91.1 66.3 61.8 74.6 75.9
Old : 73.7 70.4 90.3 91.1 66.3 61.8 74.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 30,654: 22,034 4,090 204 3,654 23,716 25,892 28,010: 4,762 2,644
Old : 30,654: 22,034 4,090 204 3,654 23,716 25,892 28,010: 4,762 2,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 93: -452 -802 -23 89 676 -386 -149: 479 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 13.3 0.7 11.9 77.4 84.5 91.4: 15.5 8.6
Old : 100.0: 71.9 13.3 0.7 11.9 77.4 84.5 91.4: 15.5 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 : 61: 28 13 1 11 11 39 25:
Old : 61: 28 13 1 11 11 39 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 70.0 55.5 79.8 41.0 69.9 54.8 79.6
Old : 41.0 70.0 55.5 79.8 41.0 69.9 54.8 79.6
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, May 27, 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 :18,021,255: 692,624 2,049,020 6,548,661 9,839,181 8,026,064 17,080,465 16,623,744: 940,789 1,397,510
Old :18,021,255: 692,624 2,049,020 6,548,661 9,839,181 8,026,064 17,080,465 16,623,744: 940,789 1,397,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 408,682: 15,222 -33,874 209,208 115,480 123,067 339,910 298,401: 68,772 110,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.4 36.3 54.6 44.5 94.8 92.2: 5.2 7.8
Old : 100.0: 3.8 11.4 36.3 54.6 44.5 94.8 92.2: 5.2 7.8
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 : 317: 49 100 112 142 161 272 297:
Old : 317: 49 100 112 142 161 272 297:
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 : 30.3 19.4 40.8 30.0 22.8 7.5 26.4 11.5
Old : 30.3 19.4 40.8 30.0 22.8 7.5 26.4 11.5
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, May 27, 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 : 913,247: 99,946 104,115 58,317 622,944 640,516 781,207 802,947: 132,040 110,300
Old : 913,247: 99,946 104,115 58,317 622,944 640,516 781,207 802,947: 132,040 110,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 39,556: 8,684 -3,300 4,094 26,934 28,059 39,712 28,852: -156 10,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.4 6.4 68.2 70.1 85.5 87.9: 14.5 12.1
Old : 100.0: 10.9 11.4 6.4 68.2 70.1 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 : 627: 132 135 121 270 259 470 447:
Old : 627: 132 135 121 270 259 470 447:
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 : 13.3 14.9 20.8 23.3 10.7 13.3 16.1 19.9
Old : 13.3 14.9 20.8 23.3 10.7 13.3 16.1 19.9
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, May 27, 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 : 204,418: 13,529 4,476 15,469 121,659 132,388 150,657 152,333: 53,760 52,085
Old : 204,418: 13,529 4,476 15,469 121,659 132,388 150,657 152,333: 53,760 52,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 11,740: 102 -580 2,960 11,452 5,272 14,515 7,652: -2,775 4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.2 7.6 59.5 64.8 73.7 74.5: 26.3 25.5
Old : 100.0: 6.6 2.2 7.6 59.5 64.8 73.7 74.5: 26.3 25.5
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 : 100: 21 11 21 52 51 83 73:
Old : 100: 21 11 21 52 51 83 73:
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 : 20.2 21.5 31.8 35.6 16.8 20.0 25.3 31.2
Old : 20.2 21.5 31.8 35.6 16.8 20.0 25.3 31.2
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, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,544,148: 442,811 508,919 203,511 2,506,426 2,540,641 3,152,748 3,253,071: 391,400 291,077
Old : 3,544,148: 442,811 508,919 203,511 2,506,426 2,540,641 3,152,748 3,253,071: 391,400 291,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 139,079: 30,278 -26,233 18,296 77,412 113,935 125,986 105,999: 13,093 33,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.4 5.7 70.7 71.7 89.0 91.8: 11.0 8.2
Old : 100.0: 12.5 14.4 5.7 70.7 71.7 89.0 91.8: 11.0 8.2
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 : 593: 119 128 109 257 246 437 422:
Old : 593: 119 128 109 257 246 437 422:
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 : 14.8 15.6 22.5 24.3 12.0 14.4 17.7 22.6
Old : 14.8 15.6 22.5 24.3 12.0 14.4 17.7 22.6
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, May 27, 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 : 90,473: 7,223 2,765 890 69,817 83,465 77,930 87,120: 12,543 3,353
Old : 90,473: 7,223 2,765 890 69,817 83,465 77,930 87,120: 12,543 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,604: 752 -483 -941 -3,433 81 -3,622 -1,343: 2,018 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.1 1.0 77.2 92.3 86.1 96.3: 13.9 3.7
Old : 100.0: 8.0 3.1 1.0 77.2 92.3 86.1 96.3: 13.9 3.7
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: 10 4 3 52 38 63 44:
Old : 87: 10 4 3 52 38 63 44:
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 : 30.4 40.9 43.7 61.7 29.8 40.9 43.1 61.6
Old : 30.4 40.9 43.7 61.7 29.8 40.9 43.1 61.6
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, May 27, 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 : 93,043: 19,847 10,959 2,000 59,569 68,945 81,416 81,905: 11,627 11,138
Old : 93,043: 19,847 10,959 2,000 59,569 68,945 81,416 81,905: 11,627 11,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -4,348: 4,317 590 -245 -4,053 -1,249 19 -905: -4,367 -3,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.8 2.1 64.0 74.1 87.5 88.0: 12.5 12.0
Old : 100.0: 21.3 11.8 2.1 64.0 74.1 87.5 88.0: 12.5 12.0
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 : 254: 63 68 25 83 76 164 151:
Old : 254: 63 68 25 83 76 164 151:
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 : 28.8 25.2 37.9 40.6 26.3 23.4 32.9 33.6
Old : 28.8 25.2 37.9 40.6 26.3 23.4 32.9 33.6
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, May 27, 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 : 17,646: 1,157 366 0 14,829 12,536 15,986 12,902: 1,660 4,744
Old : 17,646: 1,157 366 0 14,829 12,536 15,986 12,902: 1,660 4,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -5,068: -11 0 0 -4,956 -516 -4,967 -516: -101 -4,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.1 0.0 84.0 71.0 90.6 73.1: 9.4 26.9
Old : 100.0: 6.6 2.1 0.0 84.0 71.0 90.6 73.1: 9.4 26.9
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 : 22: 4 1 0 10 9 14 10:
Old : 22: 4 1 0 10 9 14 10:
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 : 59.3 58.2 78.8 72.4 58.9 58.2 78.1 72.4
Old : 59.3 58.2 78.8 72.4 58.9 58.2 78.1 72.4
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, May 27, 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 : 376,985: 94,578 54,095 8,871 223,700 282,047 327,148 345,013: 49,837 31,972
Old : 376,985: 94,578 54,095 8,871 223,700 282,047 327,148 345,013: 49,837 31,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,599: 21,659 2,970 -1,247 4,515 -3,666 24,928 -1,943: -21,329 5,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.3 2.4 59.3 74.8 86.8 91.5: 13.2 8.5
Old : 100.0: 25.1 14.3 2.4 59.3 74.8 86.8 91.5: 13.2 8.5
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 : 252: 61 68 25 78 74 157 149:
Old : 252: 61 68 25 78 74 157 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 27.5 40.3 43.6 30.3 27.2 38.5 42.6
Old : 31.8 27.5 40.3 43.6 30.3 27.2 38.5 42.6
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, May 27, 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 : 123,272: 51,436 35,629 7,396 36,213 52,843 95,045 95,868: 28,226 27,403
Old : 123,272: 51,436 35,629 7,396 36,213 52,843 95,045 95,868: 28,226 27,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,918: 1,719 5,173 644 384 -2,753 2,747 3,065: -829 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 28.9 6.0 29.4 42.9 77.1 77.8: 22.9 22.2
Old : 100.0: 41.7 28.9 6.0 29.4 42.9 77.1 77.8: 22.9 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 : 85: 25 34 23 20 19 57 64:
Old : 85: 25 34 23 20 19 57 64:
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 40.1 49.1 47.8 38.6 39.1 48.7 46.6
Old : 39.0 40.1 49.1 47.8 38.6 39.1 48.7 46.6
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, May 27, 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 : 61,437: 22,148 10,757 487 28,453 39,323 51,088 50,567: 10,349 10,870
Old : 61,437: 22,148 10,757 487 28,453 39,323 51,088 50,567: 10,349 10,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,973: 2,959 109 172 -663 1,303 2,468 1,584: 505 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.5 0.8 46.3 64.0 83.2 82.3: 16.8 17.7
Old : 100.0: 36.0 17.5 0.8 46.3 64.0 83.2 82.3: 16.8 17.7
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 : 67: 22 11 2 23 12 46 25:
Old : 67: 22 11 2 23 12 46 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 56.6 50.8 70.6 35.0 56.4 50.8 70.4
Old : 35.0 56.6 50.8 70.6 35.0 56.4 50.8 70.4
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, May 27, 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 : 115,941: 38,540 10,409 2,237 63,373 10,877 104,150 23,523: 11,791 92,418
Old : 115,941: 38,540 10,409 2,237 63,373 10,877 104,150 23,523: 11,791 92,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 5,754: 5,270 1,366 539 -757 899 5,052 2,804: 702 2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.0 1.9 54.7 9.4 89.8 20.3: 10.2 79.7
Old : 100.0: 33.2 9.0 1.9 54.7 9.4 89.8 20.3: 10.2 79.7
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 : 84: 34 10 4 30 22 64 36:
Old : 84: 34 10 4 30 22 64 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 8.0 54.3 11.4 37.8 7.9 54.0 10.8
Old : 38.1 8.0 54.3 11.4 37.8 7.9 54.0 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014