BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 8,044: 342 2,568 790 5,580 3,744 6,711 7,102: 1,332 941
Old : 8,044: 342 2,568 790 5,580 3,744 6,711 7,102: 1,332 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 774: 91 79 35 576 539 702 653: 73 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 31.9 9.8 69.4 46.5 83.4 88.3: 16.6 11.7
Old : 100.0: 4.2 31.9 9.8 69.4 46.5 83.4 88.3: 16.6 11.7
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: 4 11 9 16 16 28 28:
Old : 37: 4 11 9 16 16 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 45.0 56.8 61.9 33.6 42.3 49.8 54.8
Old : 35.3 45.0 56.8 61.9 33.6 42.3 49.8 54.8
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 28, 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 : 68,678: 20,337 2,907 15,369 29,377 34,943 65,083 53,219: 3,595 15,459
Old : 68,678: 20,337 2,907 15,369 29,377 34,943 65,083 53,219: 3,595 15,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,028: 823 -1,587 290 979 2,329 2,091 1,033: -64 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.2 22.4 42.8 50.9 94.8 77.5: 5.2 22.5
Old : 100.0: 29.6 4.2 22.4 42.8 50.9 94.8 77.5: 5.2 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 : 105: 30 18 35 47 40 91 79:
Old : 105: 30 18 35 47 40 91 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 : 32.6 21.8 47.8 34.0 32.3 20.7 44.9 30.3
Old : 32.6 21.8 47.8 34.0 32.3 20.7 44.9 30.3
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 28, 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 : 6,548: 99 1,542 588 4,964 2,831 5,652 4,961: 896 1,586
Old : 6,548: 99 1,542 588 4,964 2,831 5,652 4,961: 896 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 365: -219 -15 40 524 143 345 168: 21 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 23.6 9.0 75.8 43.2 86.3 75.8: 13.7 24.2
Old : 100.0: 1.5 23.6 9.0 75.8 43.2 86.3 75.8: 13.7 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 : 26: 2 7 7 16 10 23 19:
Old : 26: 2 7 7 16 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 : 46.2 41.7 70.5 61.5 40.8 33.8 56.8 45.1
Old : 46.2 41.7 70.5 61.5 40.8 33.8 56.8 45.1
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 28, 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 : 7,415: 4,316 79 934 1,725 4,171 6,975 5,183: 440 2,232
Old : 7,415: 4,316 79 934 1,725 4,171 6,975 5,183: 440 2,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 273: -6 -16 63 131 104 187 150: 85 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 1.1 12.6 23.3 56.2 94.1 69.9: 5.9 30.1
Old : 100.0: 58.2 1.1 12.6 23.3 56.2 94.1 69.9: 5.9 30.1
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 : 36: 14 2 13 9 18 24 32:
Old : 36: 14 2 13 9 18 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 : 62.4 35.3 77.3 46.2 59.2 34.0 68.8 43.6
Old : 62.4 35.3 77.3 46.2 59.2 34.0 68.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 292,234: 94,546 19,037 72,131 97,919 162,847 264,597 254,015: 27,638 38,219
Old : 290,284: 94,475 19,041 71,286 97,353 161,988 263,113 252,315: 27,171 37,969
Other: 1,950: 466 390 451 567 859 1,484 1,700: 466 250
: : :
: : Changes in Commitments from: October 21, 2014 :
: -4,861: -2,090 519 -31 -2,358 -3,959 -4,479 -3,472: -382 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.5 24.7 33.5 55.7 90.5 86.9: 9.5 13.1
Old : 100.0: 32.5 6.6 24.6 33.5 55.8 90.6 86.9: 9.4 13.1
Other: 100.0: 23.9 20.0 23.1 29.1 44.0 76.1 87.2: 23.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 121 56 93 100 102 264 217:
Old : 312: 119 57 93 100 102 263 217:
Other: 31: 8 4 6 13 10 23 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 20.5 20.8 29.7 11.6 18.5 19.7 26.0
Old : 11.8 20.6 21.0 29.8 11.7 18.7 19.8 26.2
Other: 44.7 54.6 59.8 74.1 36.5 45.2 44.8 56.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 420,584: 145,268 20,229 120,884 120,672 219,742 386,824 360,855: 33,759 59,729
Old : 420,584: 145,268 20,229 120,884 120,672 219,742 386,824 360,855: 33,759 59,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 8,258: 122 65 3,673 4,008 3,945 7,803 7,683: 455 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.8 28.7 28.7 52.2 92.0 85.8: 8.0 14.2
Old : 100.0: 34.5 4.8 28.7 28.7 52.2 92.0 85.8: 8.0 14.2
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 : 464: 149 86 129 145 183 361 351:
Old : 464: 149 86 129 145 183 361 351:
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 21.8 20.5 29.7 11.4 19.7 18.4 24.8
Old : 12.4 21.8 20.5 29.7 11.4 19.7 18.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 4,038: 1,195 2,074 319 1,328 748 2,842 3,141: 1,195 897
Old : 4,038: 1,195 2,074 319 1,328 748 2,842 3,141: 1,195 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 170: -166 652 -27 221 -250 29 374: 141 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 51.4 7.9 32.9 18.5 70.4 77.8: 29.6 22.2
Old : 100.0: 29.6 51.4 7.9 32.9 18.5 70.4 77.8: 29.6 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 : 56: 15 15 5 21 16 40 32:
Old : 56: 15 15 5 21 16 40 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 : 22.3 40.9 34.0 53.8 22.0 40.9 33.0 51.8
Old : 22.3 40.9 34.0 53.8 22.0 40.9 33.0 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 62,087: 15,242 6,648 17,697 17,841 13,847 50,780 38,192: 11,306 23,895
Old : 62,087: 15,242 6,648 17,697 17,841 13,847 50,780 38,192: 11,306 23,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,576: 384 307 1,582 483 614 2,449 2,503: 127 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 10.7 28.5 28.7 22.3 81.8 61.5: 18.2 38.5
Old : 100.0: 24.6 10.7 28.5 28.7 22.3 81.8 61.5: 18.2 38.5
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 : 251: 67 56 66 86 94 195 184:
Old : 251: 67 56 66 86 94 195 184:
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 : 14.1 11.1 23.2 19.6 10.5 4.8 15.4 7.6
Old : 14.1 11.1 23.2 19.6 10.5 4.8 15.4 7.6
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, October 28, 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 : 28,320: 2,624 18,046 3,591 21,080 5,411 27,295 27,047: 1,024 1,272
Old : 28,320: 2,624 18,046 3,591 21,080 5,411 27,295 27,047: 1,024 1,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,578: -55 1,086 427 1,314 25 1,686 1,538: -108 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 63.7 12.7 74.4 19.1 96.4 95.5: 3.6 4.5
Old : 100.0: 9.3 63.7 12.7 74.4 19.1 96.4 95.5: 3.6 4.5
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 : 50: 10 17 17 18 11 41 33:
Old : 50: 10 17 17 18 11 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 62.5 69.7 78.1 54.7 62.5 67.2 76.2
Old : 54.7 62.5 69.7 78.1 54.7 62.5 67.2 76.2
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 28, 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 : 47,995: 4,771 10,527 0 42,927 36,885 47,698 47,412: 297 583
Old : 47,995: 4,771 10,527 0 42,927 36,885 47,698 47,412: 297 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 7,441: 302 591 0 7,174 6,922 7,476 7,513: -35 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.9 0.0 89.4 76.9 99.4 98.8: 0.6 1.2
Old : 100.0: 9.9 21.9 0.0 89.4 76.9 99.4 98.8: 0.6 1.2
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 : 34: 7 9 0 12 14 19 23:
Old : 34: 7 9 0 12 14 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 50.3 88.0 77.7 52.3 44.6 71.7 65.6
Old : 61.8 50.3 88.0 77.7 52.3 44.6 71.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 121,672: 25,963 46,858 12,081 57,056 23,906 95,100 82,845: 26,572 38,827
Old : 121,672: 25,963 46,858 12,081 57,056 23,906 95,100 82,845: 26,572 38,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -4,727: -2,748 -3,358 260 -3,904 -974 -6,392 -4,072: 1,665 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 38.5 9.9 46.9 19.6 78.2 68.1: 21.8 31.9
Old : 100.0: 21.3 38.5 9.9 46.9 19.6 78.2 68.1: 21.8 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 26 19 23 19 53 56:
Old : 76: 21 26 19 23 19 53 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 30.3 36.8 39.1 23.6 29.4 33.9 35.1
Old : 25.5 30.3 36.8 39.1 23.6 29.4 33.9 35.1
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 28, 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 : 62,910: 6,902 26,492 2,310 47,190 11,510 56,401 40,312: 6,508 22,597
Old : 62,910: 6,902 26,492 2,310 47,190 11,510 56,401 40,312: 6,508 22,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,280: -960 1,617 100 1,134 -354 274 1,363: 1,006 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 42.1 3.7 75.0 18.3 89.7 64.1: 10.3 35.9
Old : 100.0: 11.0 42.1 3.7 75.0 18.3 89.7 64.1: 10.3 35.9
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 : 38: 10 11 5 12 11 24 25:
Old : 38: 10 11 5 12 11 24 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 : 64.8 32.9 74.2 43.3 62.5 31.7 71.8 42.0
Old : 64.8 32.9 74.2 43.3 62.5 31.7 71.8 42.0
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, October 28, 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 : 144,273: 26,847 53,675 5,682 107,707 79,136 140,235 138,493: 4,038 5,780
Old : 144,273: 26,847 53,675 5,682 107,707 79,136 140,235 138,493: 4,038 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 5,755: -3,259 2,464 1,719 6,587 1,917 5,047 6,100: 708 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 37.2 3.9 74.7 54.9 97.2 96.0: 2.8 4.0
Old : 100.0: 18.6 37.2 3.9 74.7 54.9 97.2 96.0: 2.8 4.0
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 : 124: 37 53 6 18 23 57 80:
Old : 124: 37 53 6 18 23 57 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 44.5 80.2 63.5 69.1 44.5 78.1 58.9
Old : 69.1 44.5 80.2 63.5 69.1 44.5 78.1 58.9
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, October 28, 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 : 174,621: 40,472 45,913 19,319 93,132 79,774 152,923 145,006: 21,698 29,615
Old : 174,621: 40,472 45,913 19,319 93,132 79,774 152,923 145,006: 21,698 29,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,739: 4,180 6,393 -36 -3,392 -787 751 5,570: 1,988 -2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.3 11.1 53.3 45.7 87.6 83.0: 12.4 17.0
Old : 100.0: 23.2 26.3 11.1 53.3 45.7 87.6 83.0: 12.4 17.0
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 : 110: 30 39 29 26 35 74 85:
Old : 110: 30 39 29 26 35 74 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 : 35.0 24.2 46.7 37.9 34.1 22.9 44.5 33.1
Old : 35.0 24.2 46.7 37.9 34.1 22.9 44.5 33.1
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, October 28, 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 : 225,719: 20,803 90,061 22,995 161,623 57,093 205,421 170,149: 20,298 55,569
Old : 225,719: 20,803 90,061 22,995 161,623 57,093 205,421 170,149: 20,298 55,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 97: -1,504 -7,151 -1,006 -268 7,054 -2,778 -1,103: 2,876 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 39.9 10.2 71.6 25.3 91.0 75.4: 9.0 24.6
Old : 100.0: 9.2 39.9 10.2 71.6 25.3 91.0 75.4: 9.0 24.6
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 : 118: 25 49 24 32 33 70 93:
Old : 118: 25 49 24 32 33 70 93:
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 24.9 50.1 35.2 35.0 24.9 49.2 33.0
Old : 35.0 24.9 50.1 35.2 35.0 24.9 49.2 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 551,111: 55,477 218,896 70,752 386,740 173,152 512,970 462,800: 38,142 88,311
Old : 551,111: 55,477 218,896 70,752 386,740 173,152 512,970 462,800: 38,142 88,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -4,143: 554 4,629 -1,247 -919 -4,538 -1,612 -1,156: -2,530 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 39.7 12.8 70.2 31.4 93.1 84.0: 6.9 16.0
Old : 100.0: 10.1 39.7 12.8 70.2 31.4 93.1 84.0: 6.9 16.0
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 : 251: 55 105 69 59 71 153 206:
Old : 251: 55 105 69 59 71 153 206:
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 : 37.8 25.5 51.6 36.4 36.3 22.8 47.1 30.2
Old : 37.8 25.5 51.6 36.4 36.3 22.8 47.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 47,059: 7,851 28,978 7,746 30,739 9,571 46,336 46,295: 723 764
Old : 47,059: 7,851 28,978 7,746 30,739 9,571 46,336 46,295: 723 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 489: -151 67 809 -179 -499 479 377: 10 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 61.6 16.5 65.3 20.3 98.5 98.4: 1.5 1.6
Old : 100.0: 16.7 61.6 16.5 65.3 20.3 98.5 98.4: 1.5 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 : 24: 6 9 4 5 6 13 17:
Old : 24: 6 9 4 5 6 13 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 : 81.5 85.9 94.0 94.2 56.8 62.2 66.7 67.1
Old : 81.5 85.9 94.0 94.2 56.8 62.2 66.7 67.1
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 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 22,026: 8,506 12,404 411 10,951 4,390 19,868 17,205: 2,158 4,821
Old : 22,026: 8,506 12,404 411 10,951 4,390 19,868 17,205: 2,158 4,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 712: -20 1,546 -62 432 -264 350 1,220: 362 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 56.3 1.9 49.7 19.9 90.2 78.1: 9.8 21.9
Old : 100.0: 38.6 56.3 1.9 49.7 19.9 90.2 78.1: 9.8 21.9
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 : 62: 20 25 2 8 12 28 39:
Old : 62: 20 25 2 8 12 28 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 : 48.7 32.6 69.9 45.1 48.6 32.6 69.4 45.1
Old : 48.7 32.6 69.9 45.1 48.6 32.6 69.4 45.1
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 28, 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 :18,991,086: 1,231,555 1,610,685 7,832,081 8,997,463 8,281,114 18,061,099 17,723,880: 929,986 1,267,206
Old :18,991,086: 1,231,555 1,610,685 7,832,081 8,997,463 8,281,114 18,061,099 17,723,880: 929,986 1,267,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 547,301: 82,809 51,735 171,845 233,246 271,174 487,899 494,753: 59,402 52,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.5 41.2 47.4 43.6 95.1 93.3: 4.9 6.7
Old : 100.0: 6.5 8.5 41.2 47.4 43.6 95.1 93.3: 4.9 6.7
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 : 323: 44 112 120 154 163 283 313:
Old : 323: 44 112 120 154 163 283 313:
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 : 23.0 20.4 36.0 30.8 11.7 4.8 18.1 7.7
Old : 23.0 20.4 36.0 30.8 11.7 4.8 18.1 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 28, 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 : 955,705: 100,222 115,390 81,902 637,183 645,446 819,308 842,738: 136,397 112,967
Old : 955,705: 100,222 115,390 81,902 637,183 645,446 819,308 842,738: 136,397 112,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 29,409: 1,100 1,929 5,781 25,033 25,095 31,913 32,805: -2,504 -3,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.1 8.6 66.7 67.5 85.7 88.2: 14.3 11.8
Old : 100.0: 10.5 12.1 8.6 66.7 67.5 85.7 88.2: 14.3 11.8
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 : 638: 131 148 142 271 251 489 454:
Old : 638: 131 148 142 271 251 489 454:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 11.0 22.4 19.6 11.9 8.0 17.4 13.7
Old : 13.7 11.0 22.4 19.6 11.9 8.0 17.4 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 234,281: 12,583 18,817 22,481 145,776 134,079 180,840 175,377: 53,441 58,903
Old : 234,281: 12,583 18,817 22,481 145,776 134,079 180,840 175,377: 53,441 58,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 12,046: -1,404 3,243 2,637 11,478 8,489 12,711 14,368: -665 -2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 8.0 9.6 62.2 57.2 77.2 74.9: 22.8 25.1
Old : 100.0: 5.4 8.0 9.6 62.2 57.2 77.2 74.9: 22.8 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 14 23 26 54 51 87 81:
Old : 105: 14 23 26 54 51 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.6 27.4 30.8 12.9 15.0 22.1 26.1
Old : 16.3 17.6 27.4 30.8 12.9 15.0 22.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 3,607,120: 462,020 506,685 273,285 2,457,036 2,556,833 3,192,340 3,336,803: 414,779 270,317
Old : 3,607,120: 462,020 506,685 273,285 2,457,036 2,556,833 3,192,340 3,336,803: 414,779 270,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 86,819: 13,803 -5,283 14,437 67,770 83,031 96,011 92,185: -9,192 -5,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.0 7.6 68.1 70.9 88.5 92.5: 11.5 7.5
Old : 100.0: 12.8 14.0 7.6 68.1 70.9 88.5 92.5: 11.5 7.5
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 : 609: 128 133 130 255 240 456 430:
Old : 609: 128 133 130 255 240 456 430:
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 12.7 24.5 21.6 14.5 11.8 20.9 19.0
Old : 15.8 12.7 24.5 21.6 14.5 11.8 20.9 19.0
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 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,373: 7,037 10,736 627 72,366 89,472 80,030 100,835: 25,343 4,538
Old : 105,373: 7,037 10,736 627 72,366 89,472 80,030 100,835: 25,343 4,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -3,536: 50 1,531 261 -4,237 -4,736 -3,926 -2,944: 390 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.2 0.6 68.7 84.9 75.9 95.7: 24.1 4.3
Old : 100.0: 6.7 10.2 0.6 68.7 84.9 75.9 95.7: 24.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 11 8 3 51 36 63 46:
Old : 90: 11 8 3 51 36 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 35.1 42.3 56.7 30.8 35.0 41.3 56.6
Old : 31.3 35.1 42.3 56.7 30.8 35.0 41.3 56.6
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, October 28, 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 : 70,123: 15,667 6,077 2,098 43,513 56,469 61,278 64,643: 8,845 5,480
Old : 70,123: 15,667 6,077 2,098 43,513 56,469 61,278 64,643: 8,845 5,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,055: 216 -1,456 615 553 3,148 1,384 2,307: 672 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 3.0 62.1 80.5 87.4 92.2: 12.6 7.8
Old : 100.0: 22.3 8.7 3.0 62.1 80.5 87.4 92.2: 12.6 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 : 226: 55 49 25 68 77 138 138:
Old : 226: 55 49 25 68 77 138 138:
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 33.5 42.8 47.4 33.2 33.5 42.4 47.4
Old : 33.2 33.5 42.8 47.4 33.2 33.5 42.4 47.4
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, October 28, 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 : 350,615: 78,335 30,384 10,489 217,565 282,344 306,389 323,217: 44,226 27,398
Old : 350,615: 78,335 30,384 10,489 217,565 282,344 306,389 323,217: 44,226 27,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 10,277: 1,078 -7,279 3,075 2,767 15,738 6,919 11,534: 3,358 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 3.0 62.1 80.5 87.4 92.2: 12.6 7.8
Old : 100.0: 22.3 8.7 3.0 62.1 80.5 87.4 92.2: 12.6 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 : 226: 55 49 25 68 77 138 138:
Old : 226: 55 49 25 68 77 138 138:
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 33.5 42.8 47.4 33.2 33.5 42.4 47.4
Old : 33.2 33.5 42.8 47.4 33.2 33.5 42.4 47.4
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 28, 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 : 151,268: 17,784 52,267 12,662 100,094 52,655 130,540 117,585: 20,728 33,684
Old : 151,268: 17,784 52,267 12,662 100,094 52,655 130,540 117,585: 20,728 33,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 4,235: 3,663 5,739 160 -212 1,996 3,611 7,895: 624 -3,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 34.6 8.4 66.2 34.8 86.3 77.7: 13.7 22.3
Old : 100.0: 11.8 34.6 8.4 66.2 34.8 86.3 77.7: 13.7 22.3
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 : 93: 18 47 23 20 23 49 82:
Old : 93: 18 47 23 20 23 49 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 : 48.8 20.8 63.0 31.7 47.1 19.9 56.6 29.8
Old : 48.8 20.8 63.0 31.7 47.1 19.9 56.6 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 53,400: 12,827 10,912 91 30,125 22,100 43,043 33,103: 10,357 20,297
Old : 53,400: 12,827 10,912 91 30,125 22,100 43,043 33,103: 10,357 20,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,320: 102 2,221 42 3,633 -1,308 3,777 955: -1,457 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.4 0.2 56.4 41.4 80.6 62.0: 19.4 38.0
Old : 100.0: 24.0 20.4 0.2 56.4 41.4 80.6 62.0: 19.4 38.0
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 : 65: 15 16 2 25 10 42 26:
Old : 65: 15 16 2 25 10 42 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 : 36.8 36.2 50.1 48.2 36.8 36.2 50.1 48.2
Old : 36.8 36.2 50.1 48.2 36.8 36.2 50.1 48.2
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 28, 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 : 88,708: 34,480 9,658 1,274 42,800 21,152 78,554 32,084: 10,154 56,624
Old : 88,708: 34,480 9,658 1,274 42,800 21,152 78,554 32,084: 10,154 56,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -6,772: 1,266 300 -378 -7,417 -705 -6,529 -783: -243 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 10.9 1.4 48.2 23.8 88.6 36.2: 11.4 63.8
Old : 100.0: 38.9 10.9 1.4 48.2 23.8 88.6 36.2: 11.4 63.8
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 : 86: 40 10 6 28 18 69 33:
Old : 86: 40 10 6 28 18 69 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 20.9 46.5 25.9 31.3 20.6 44.7 24.9
Old : 33.1 20.9 46.5 25.9 31.3 20.6 44.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2014