BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,270: 251 2,489 755 5,004 3,205 6,010 6,449: 1,260 820
Old : 7,270: 251 2,489 755 5,004 3,205 6,010 6,449: 1,260 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 338: 118 143 46 123 115 287 304: 51 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 34.2 10.4 68.8 44.1 82.7 88.7: 17.3 11.3
Old : 100.0: 3.5 34.2 10.4 68.8 44.1 82.7 88.7: 17.3 11.3
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 : 36: 5 10 9 16 16 27 29:
Old : 36: 5 10 9 16 16 27 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 : 37.6 47.0 57.0 62.2 35.6 44.5 49.4 55.9
Old : 37.6 47.0 57.0 62.2 35.6 44.5 49.4 55.9
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 66,651: 19,515 4,494 15,079 28,399 32,614 62,992 52,187: 3,659 14,464
Old : 66,651: 19,515 4,494 15,079 28,399 32,614 62,992 52,187: 3,659 14,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,478: 1,228 -34 423 2,391 1,323 4,042 1,712: -1,564 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.7 22.6 42.6 48.9 94.5 78.3: 5.5 21.7
Old : 100.0: 29.3 6.7 22.6 42.6 48.9 94.5 78.3: 5.5 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 : 104: 33 14 35 47 39 90 79:
Old : 104: 33 14 35 47 39 90 79:
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 : 32.4 22.0 47.9 34.4 32.1 21.0 44.9 30.8
Old : 32.4 22.0 47.9 34.4 32.1 21.0 44.9 30.8
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,182: 318 1,557 549 4,440 2,688 5,307 4,793: 875 1,389
Old : 6,182: 318 1,557 549 4,440 2,688 5,307 4,793: 875 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 508: 3 80 39 518 251 560 370: -52 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 25.2 8.9 71.8 43.5 85.8 77.5: 14.2 22.5
Old : 100.0: 5.1 25.2 8.9 71.8 43.5 85.8 77.5: 14.2 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 : 26: 3 7 7 15 10 23 19:
Old : 26: 3 7 7 15 10 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 43.5 70.3 63.8 40.6 35.9 56.9 46.6
Old : 45.3 43.5 70.3 63.8 40.6 35.9 56.9 46.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,143: 4,322 95 871 1,595 4,067 6,788 5,033: 355 2,110
Old : 7,143: 4,322 95 871 1,595 4,067 6,788 5,033: 355 2,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 246: 199 -3 65 27 80 291 142: -45 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 1.3 12.2 22.3 56.9 95.0 70.5: 5.0 29.5
Old : 100.0: 60.5 1.3 12.2 22.3 56.9 95.0 70.5: 5.0 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 : 36: 13 4 14 8 17 24 32:
Old : 36: 13 4 14 8 17 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 36.0 78.7 47.1 60.4 35.0 70.5 44.7
Old : 63.6 36.0 78.7 47.1 60.4 35.0 70.5 44.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 297,096: 96,636 18,518 72,162 100,277 166,806 269,076 257,487: 28,020 39,609
Old : 295,203: 96,532 18,519 71,356 99,833 165,927 267,721 255,802: 27,482 39,401
Other: 1,893: 487 381 424 445 880 1,355 1,684: 538 208
: : :
: : Changes in Commitments from: October 14, 2014 :
: -37,034: -5,765 2,734 -28,273 -1,462 -9,919 -35,500 -35,458: -1,534 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.2 24.3 33.8 56.1 90.6 86.7: 9.4 13.3
Old : 100.0: 32.7 6.3 24.2 33.8 56.2 90.7 86.7: 9.3 13.3
Other: 100.0: 25.7 20.1 22.4 23.5 46.5 71.6 89.0: 28.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 123 61 95 100 103 266 224:
Old : 319: 122 62 95 99 103 264 224:
Other: 32: 8 4 5 13 12 22 20:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 20.5 20.3 29.8 11.3 18.3 19.3 25.9
Old : 11.5 20.6 20.4 29.9 11.4 18.5 19.4 26.1
Other: 46.0 56.1 60.0 75.2 35.7 45.3 39.9 56.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 412,326: 145,146 20,163 117,212 116,664 215,797 379,021 353,172: 33,304 59,154
Old : 412,326: 145,146 20,163 117,212 116,664 215,797 379,021 353,172: 33,304 59,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 5,167: -2,688 27 6,781 -259 -1,044 3,834 5,764: 1,334 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 4.9 28.4 28.3 52.3 91.9 85.7: 8.1 14.3
Old : 100.0: 35.2 4.9 28.4 28.3 52.3 91.9 85.7: 8.1 14.3
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 : 462: 153 85 129 149 180 365 348:
Old : 462: 153 85 129 149 180 365 348:
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 : 12.4 21.2 20.6 29.2 11.6 19.2 18.8 24.6
Old : 12.4 21.2 20.6 29.2 11.6 19.2 18.8 24.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,868: 1,361 1,423 346 1,107 998 2,814 2,767: 1,054 1,101
Old : 3,868: 1,361 1,423 346 1,107 998 2,814 2,767: 1,054 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -78: -238 231 36 92 -257 -110 10: 32 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 36.8 9.0 28.6 25.8 72.8 71.5: 27.2 28.5
Old : 100.0: 35.2 36.8 9.0 28.6 25.8 72.8 71.5: 27.2 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 : 60: 23 11 7 19 17 43 34:
Old : 60: 23 11 7 19 17 43 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 : 22.9 30.0 34.5 43.2 22.6 30.0 33.1 40.1
Old : 22.9 30.0 34.5 43.2 22.6 30.0 33.1 40.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,510: 14,858 6,341 16,114 17,358 13,233 48,331 35,688: 11,179 23,822
Old : 59,510: 14,858 6,341 16,114 17,358 13,233 48,331 35,688: 11,179 23,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 826: 32 -936 914 295 440 1,241 417: -415 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.7 27.1 29.2 22.2 81.2 60.0: 18.8 40.0
Old : 100.0: 25.0 10.7 27.1 29.2 22.2 81.2 60.0: 18.8 40.0
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 : 243: 66 51 64 84 92 189 178:
Old : 243: 66 51 64 84 92 189 178:
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 : 14.5 11.3 23.8 18.8 10.6 5.0 15.5 7.8
Old : 14.5 11.3 23.8 18.8 10.6 5.0 15.5 7.8
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 26,742: 2,680 16,959 3,164 19,766 5,386 25,610 25,509: 1,132 1,232
Old : 26,742: 2,680 16,959 3,164 19,766 5,386 25,610 25,509: 1,132 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,573: 212 1,443 346 1,106 75 1,665 1,864: -91 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 63.4 11.8 73.9 20.1 95.8 95.4: 4.2 4.6
Old : 100.0: 10.0 63.4 11.8 73.9 20.1 95.8 95.4: 4.2 4.6
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 : 46: 9 16 13 17 11 37 29:
Old : 46: 9 16 13 17 11 37 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 : 54.0 63.5 69.7 79.3 54.0 63.5 67.3 77.4
Old : 54.0 63.5 69.7 79.3 54.0 63.5 67.3 77.4
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 40,554: 4,469 9,936 0 35,753 29,963 40,222 39,899: 332 655
Old : 40,554: 4,469 9,936 0 35,753 29,963 40,222 39,899: 332 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 541: -1,889 -298 0 2,600 876 711 578: -170 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 24.5 0.0 88.2 73.9 99.2 98.4: 0.8 1.6
Old : 100.0: 11.0 24.5 0.0 88.2 73.9 99.2 98.4: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 8 0 11 13 18 21:
Old : 32: 7 8 0 11 13 18 21:
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 : 65.3 56.2 92.9 83.4 61.1 51.7 83.9 76.2
Old : 65.3 56.2 92.9 83.4 61.1 51.7 83.9 76.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 126,398: 28,712 50,216 11,821 60,959 24,880 101,492 86,917: 24,906 39,482
Old : 126,398: 28,712 50,216 11,821 60,959 24,880 101,492 86,917: 24,906 39,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -2,759: -7,096 -1,464 473 5,177 -2,523 -1,446 -3,514: -1,313 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 39.7 9.4 48.2 19.7 80.3 68.8: 19.7 31.2
Old : 100.0: 22.7 39.7 9.4 48.2 19.7 80.3 68.8: 19.7 31.2
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 : 79: 23 28 19 22 19 52 60:
Old : 79: 23 28 19 22 19 52 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 28.3 37.1 37.9 23.8 27.9 33.7 34.3
Old : 26.2 28.3 37.1 37.9 23.8 27.9 33.7 34.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 61,630: 7,862 24,875 2,210 46,056 11,864 56,128 38,949: 5,502 22,681
Old : 61,630: 7,862 24,875 2,210 46,056 11,864 56,128 38,949: 5,502 22,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -5,523: -3,624 -3,292 122 -1,726 -356 -5,229 -3,526: -295 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 40.4 3.6 74.7 19.3 91.1 63.2: 8.9 36.8
Old : 100.0: 12.8 40.4 3.6 74.7 19.3 91.1 63.2: 8.9 36.8
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 : 41: 12 12 5 12 11 26 26:
Old : 41: 12 12 5 12 11 26 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 : 64.2 32.6 73.7 43.0 61.7 31.3 70.8 41.5
Old : 64.2 32.6 73.7 43.0 61.7 31.3 70.8 41.5
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 138,518: 30,106 51,211 3,963 101,120 77,219 135,188 132,393: 3,330 6,126
Old : 138,518: 30,106 51,211 3,963 101,120 77,219 135,188 132,393: 3,330 6,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -750: -9,698 5,650 2,494 6,906 -9,776 -298 -1,631: -452 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 37.0 2.9 73.0 55.7 97.6 95.6: 2.4 4.4
Old : 100.0: 21.7 37.0 2.9 73.0 55.7 97.6 95.6: 2.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 34 55 7 17 24 53 84:
Old : 123: 34 55 7 17 24 53 84:
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 : 73.1 46.3 83.0 62.0 72.2 46.3 81.2 62.0
Old : 73.1 46.3 83.0 62.0 72.2 46.3 81.2 62.0
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 171,882: 36,292 39,520 19,355 96,524 80,561 152,171 139,436: 19,711 32,446
Old : 171,882: 36,292 39,520 19,355 96,524 80,561 152,171 139,436: 19,711 32,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -3,052: -7,512 -4,731 -110 6,592 2,424 -1,029 -2,416: -2,022 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.0 11.3 56.2 46.9 88.5 81.1: 11.5 18.9
Old : 100.0: 21.1 23.0 11.3 56.2 46.9 88.5 81.1: 11.5 18.9
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 : 108: 27 39 26 28 35 73 82:
Old : 108: 27 39 26 28 35 73 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 24.5 47.7 35.8 35.1 23.1 44.8 31.3
Old : 36.1 24.5 47.7 35.8 35.1 23.1 44.8 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 225,621: 22,307 97,212 24,001 161,891 50,039 208,199 171,252: 17,422 54,369
Old : 225,621: 22,307 97,212 24,001 161,891 50,039 208,199 171,252: 17,422 54,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -25,989: 3,373 -26,856 2,076 -30,343 2,645 -24,894 -22,136: -1,095 -3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 43.1 10.6 71.8 22.2 92.3 75.9: 7.7 24.1
Old : 100.0: 9.9 43.1 10.6 71.8 22.2 92.3 75.9: 7.7 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 23 53 29 31 31 73 94:
Old : 118: 23 53 29 31 31 73 94:
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 : 34.8 25.7 50.0 34.4 34.7 25.5 49.1 32.9
Old : 34.8 25.7 50.0 34.4 34.7 25.5 49.1 32.9
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 555,254: 54,923 214,267 71,999 387,659 177,690 514,582 463,956: 40,672 91,298
Old : 555,254: 54,923 214,267 71,999 387,659 177,690 514,582 463,956: 40,672 91,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10,779: 367 4,089 4,281 5,048 1,780 9,696 10,150: 1,082 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 38.6 13.0 69.8 32.0 92.7 83.6: 7.3 16.4
Old : 100.0: 9.9 38.6 13.0 69.8 32.0 92.7 83.6: 7.3 16.4
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 : 248: 52 103 65 62 70 150 202:
Old : 248: 52 103 65 62 70 150 202:
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 : 37.4 25.7 51.4 36.3 36.0 22.4 46.4 29.8
Old : 37.4 25.7 51.4 36.3 36.0 22.4 46.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 46,570: 8,002 28,911 6,937 30,918 10,070 45,857 45,918: 713 652
Old : 46,570: 8,002 28,911 6,937 30,918 10,070 45,857 45,918: 713 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,192: 2,449 3,266 -246 -39 -656 2,164 2,364: 28 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 62.1 14.9 66.4 21.6 98.5 98.6: 1.5 1.4
Old : 100.0: 17.2 62.1 14.9 66.4 21.6 98.5 98.6: 1.5 1.4
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 : 24: 6 9 6 5 6 15 17:
Old : 24: 6 9 6 5 6 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 87.0 92.5 93.6 57.9 63.5 66.6 68.3
Old : 80.3 87.0 92.5 93.6 57.9 63.5 66.6 68.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,314: 8,526 10,858 473 10,519 4,654 19,518 15,985: 1,796 5,329
Old : 21,314: 8,526 10,858 473 10,519 4,654 19,518 15,985: 1,796 5,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -5: -645 -697 90 552 172 -3 -435: -2 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 50.9 2.2 49.4 21.8 91.6 75.0: 8.4 25.0
Old : 100.0: 40.0 50.9 2.2 49.4 21.8 91.6 75.0: 8.4 25.0
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 : 64: 18 25 3 9 15 27 43:
Old : 64: 18 25 3 9 15 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 24.7 70.6 38.9 52.3 24.7 70.6 38.9
Old : 52.3 24.7 70.6 38.9 52.3 24.7 70.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,443,785: 1,148,747 1,558,951 7,660,236 8,764,217 8,009,940 17,573,200 17,229,127: 870,585 1,214,658
Old :18,443,785: 1,148,747 1,558,951 7,660,236 8,764,217 8,009,940 17,573,200 17,229,127: 870,585 1,214,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -460,654: -203,043 -354,790 11,881 -296,262 -7,994 -487,424 -350,903: 26,770 -109,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.5 41.5 47.5 43.4 95.3 93.4: 4.7 6.6
Old : 100.0: 6.2 8.5 41.5 47.5 43.4 95.3 93.4: 4.7 6.6
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 : 321: 50 104 119 155 163 283 311:
Old : 321: 50 104 119 155 163 283 311:
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 : 22.3 20.6 35.6 31.5 10.8 4.7 16.5 7.7
Old : 22.3 20.6 35.6 31.5 10.8 4.7 16.5 7.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 926,295: 99,123 113,461 76,121 612,151 620,351 787,395 809,933: 138,900 116,362
Old : 926,295: 99,123 113,461 76,121 612,151 620,351 787,395 809,933: 138,900 116,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -38,542: -17,950 7,751 -25,471 -16,718 -56,077 -60,139 -73,797: 21,597 35,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.2 8.2 66.1 67.0 85.0 87.4: 15.0 12.6
Old : 100.0: 10.7 12.2 8.2 66.1 67.0 85.0 87.4: 15.0 12.6
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 : 618: 131 132 128 271 251 475 438:
Old : 618: 131 132 128 271 251 475 438:
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 : 13.9 10.7 22.5 18.8 11.8 8.2 17.5 14.1
Old : 13.9 10.7 22.5 18.8 11.8 8.2 17.5 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 222,235: 13,987 15,575 19,844 134,298 125,590 168,129 161,009: 54,106 61,226
Old : 222,235: 13,987 15,575 19,844 134,298 125,590 168,129 161,009: 54,106 61,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 408: 733 2,987 -8,706 4,717 -26,124 -3,256 -31,843: 3,663 32,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 7.0 8.9 60.4 56.5 75.7 72.5: 24.3 27.5
Old : 100.0: 6.3 7.0 8.9 60.4 56.5 75.7 72.5: 24.3 27.5
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 : 98: 14 16 21 53 50 80 74:
Old : 98: 14 16 21 53 50 80 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 : 17.1 17.4 27.9 31.5 12.9 15.9 21.7 27.5
Old : 17.1 17.4 27.9 31.5 12.9 15.9 21.7 27.5
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,520,301: 448,216 511,968 258,848 2,389,266 2,473,802 3,096,330 3,244,618: 423,971 275,683
Old : 3,520,301: 448,216 511,968 258,848 2,389,266 2,473,802 3,096,330 3,244,618: 423,971 275,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -194,748: -77,816 39,424 -99,426 -107,174 -149,766 -284,416 -209,769: 89,668 15,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.5 7.4 67.9 70.3 88.0 92.2: 12.0 7.8
Old : 100.0: 12.7 14.5 7.4 67.9 70.3 88.0 92.2: 12.0 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 : 594: 126 124 120 255 240 447 418:
Old : 594: 126 124 120 255 240 447 418:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 12.4 24.9 21.5 14.2 11.8 20.8 19.5
Old : 15.8 12.4 24.9 21.5 14.2 11.8 20.8 19.5
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 108,909: 6,987 9,205 366 76,603 94,208 83,956 103,779: 24,953 5,130
Old : 108,909: 6,987 9,205 366 76,603 94,208 83,956 103,779: 24,953 5,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,132: -3,680 3,045 -610 2,140 -3,109 -2,150 -674: 3,282 1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 0.3 70.3 86.5 77.1 95.3: 22.9 4.7
Old : 100.0: 6.4 8.5 0.3 70.3 86.5 77.1 95.3: 22.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 9 9 2 53 36 62 47:
Old : 91: 9 9 2 53 36 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 35.4 43.6 57.3 30.0 35.3 42.7 57.2
Old : 30.6 35.4 43.6 57.3 30.0 35.3 42.7 57.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 68,068: 15,451 7,533 1,483 42,960 53,321 59,894 62,337: 8,174 5,731
Old : 68,068: 15,451 7,533 1,483 42,960 53,321 59,894 62,337: 8,174 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -18,415: -6,642 -1,236 -1,044 -11,218 -16,899 -18,904 -19,180: 490 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 11.1 2.2 63.1 78.3 88.0 91.6: 12.0 8.4
Old : 100.0: 22.7 11.1 2.2 63.1 78.3 88.0 91.6: 12.0 8.4
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 : 221: 46 54 22 73 72 134 134:
Old : 221: 46 54 22 73 72 134 134:
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 : 35.2 32.6 44.0 47.1 35.2 32.6 44.0 47.1
Old : 35.2 32.6 44.0 47.1 35.2 32.6 44.0 47.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 340,339: 77,257 37,664 7,414 214,798 266,606 299,470 311,684: 40,868 28,655
Old : 340,339: 77,257 37,664 7,414 214,798 266,606 299,470 311,684: 40,868 28,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -56,496: -28,114 -6,181 -5,222 -32,181 -53,960 -65,517 -65,363: 9,022 8,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 11.1 2.2 63.1 78.3 88.0 91.6: 12.0 8.4
Old : 100.0: 22.7 11.1 2.2 63.1 78.3 88.0 91.6: 12.0 8.4
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 : 221: 46 54 22 73 72 134 134:
Old : 221: 46 54 22 73 72 134 134:
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 : 35.2 32.6 44.0 47.1 35.2 32.6 44.0 47.1
Old : 35.2 32.6 44.0 47.1 35.2 32.6 44.0 47.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 147,033: 14,121 46,528 12,502 100,306 50,659 126,929 109,689: 20,105 37,344
Old : 147,033: 14,121 46,528 12,502 100,306 50,659 126,929 109,689: 20,105 37,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,468: -264 195 -597 394 -832 -467 -1,234: -1,001 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 31.6 8.5 68.2 34.5 86.3 74.6: 13.7 25.4
Old : 100.0: 9.6 31.6 8.5 68.2 34.5 86.3 74.6: 13.7 25.4
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 : 83: 17 41 19 20 20 45 72:
Old : 83: 17 41 19 20 20 45 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 21.1 62.4 31.9 46.0 20.1 56.0 29.3
Old : 50.3 21.1 62.4 31.9 46.0 20.1 56.0 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 51,080: 12,725 8,691 49 26,492 23,408 39,266 32,148: 11,814 18,932
Old : 51,080: 12,725 8,691 49 26,492 23,408 39,266 32,148: 11,814 18,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -2,839: -3,202 113 -32 -960 -3,722 -4,194 -3,641: 1,355 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.0 0.1 51.9 45.8 76.9 62.9: 23.1 37.1
Old : 100.0: 24.9 17.0 0.1 51.9 45.8 76.9 62.9: 23.1 37.1
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 : 59: 15 16 2 19 10 36 26:
Old : 59: 15 16 2 19 10 36 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 : 38.5 41.9 52.3 51.2 38.5 41.9 52.3 51.2
Old : 38.5 41.9 52.3 51.2 38.5 41.9 52.3 51.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 95,480: 33,214 9,358 1,652 50,217 21,857 85,083 32,867: 10,397 62,613
Old : 95,480: 33,214 9,358 1,652 50,217 21,857 85,083 32,867: 10,397 62,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,195: 2,626 -1,010 275 -1,387 -3,701 1,514 -4,436: 681 6,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 9.8 1.7 52.6 22.9 89.1 34.4: 10.9 65.6
Old : 100.0: 34.8 9.8 1.7 52.6 22.9 89.1 34.4: 10.9 65.6
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 : 95: 40 14 6 32 21 74 39:
Old : 95: 40 14 6 32 21 74 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 : 31.6 18.3 44.2 23.2 30.0 17.4 42.6 21.3
Old : 31.6 18.3 44.2 23.2 30.0 17.4 42.6 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014