BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,036: 248 2,215 608 4,873 3,012 5,729 5,835: 1,307 1,202
Old : 7,036: 248 2,215 608 4,873 3,012 5,729 5,835: 1,307 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,239: -126 -371 -177 -873 -878 -1,176 -1,426: -63 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 31.5 8.6 69.3 42.8 81.4 82.9: 18.6 17.1
Old : 100.0: 3.5 31.5 8.6 69.3 42.8 81.4 82.9: 18.6 17.1
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 : 37: 4 10 9 19 17 30 29:
Old : 37: 4 10 9 19 17 30 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 : 39.0 43.5 59.8 59.0 37.7 40.9 54.0 53.6
Old : 39.0 43.5 59.8 59.0 37.7 40.9 54.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 65,503: 20,322 5,136 13,556 28,050 30,590 61,928 49,282: 3,575 16,221
Old : 65,503: 20,322 5,136 13,556 28,050 30,590 61,928 49,282: 3,575 16,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -6,071: -1,228 219 -2,502 -2,203 -3,799 -5,933 -6,082: -138 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.8 20.7 42.8 46.7 94.5 75.2: 5.5 24.8
Old : 100.0: 31.0 7.8 20.7 42.8 46.7 94.5 75.2: 5.5 24.8
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 : 101: 25 24 38 44 36 91 76:
Old : 101: 25 24 38 44 36 91 76:
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 22.6 50.2 34.3 34.5 21.1 47.9 30.6
Old : 34.8 22.6 50.2 34.3 34.5 21.1 47.9 30.6
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,845: 97 1,575 764 5,093 2,981 5,955 5,320: 890 1,524
Old : 6,845: 97 1,575 764 5,093 2,981 5,955 5,320: 890 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 18: -1 -213 124 -89 84 35 -6: -16 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 23.0 11.2 74.4 43.6 87.0 77.7: 13.0 22.3
Old : 100.0: 1.4 23.0 11.2 74.4 43.6 87.0 77.7: 13.0 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 : 31: 2 10 11 17 11 28 23:
Old : 31: 2 10 11 17 11 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 37.8 69.0 57.4 41.2 29.3 55.9 39.8
Old : 44.3 37.8 69.0 57.4 41.2 29.3 55.9 39.8
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,647: 3,611 4 1,014 1,541 3,254 6,166 4,272: 481 2,375
Old : 6,647: 3,611 4 1,014 1,541 3,254 6,166 4,272: 481 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -913: -780 -77 -13 -253 -940 -1,046 -1,030: 134 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 0.1 15.3 23.2 49.0 92.8 64.3: 7.2 35.7
Old : 100.0: 54.3 0.1 15.3 23.2 49.0 92.8 64.3: 7.2 35.7
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 : 31: 13 1 13 8 14 22 27:
Old : 31: 13 1 13 8 14 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 32.6 74.8 44.4 54.8 30.9 65.2 39.6
Old : 58.6 32.6 74.8 44.4 54.8 30.9 65.2 39.6
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 295,607: 93,172 21,067 76,322 97,165 161,445 266,659 258,834: 28,949 36,774
Old : 293,509: 92,963 21,091 75,524 96,572 160,427 265,059 257,042: 28,450 36,468
Other: 2,098: 540 307 467 592 1,018 1,599 1,792: 499 306
: : :
: : Changes in Commitments from: November 4, 2014 :
: 72: -412 -394 1,579 -1,908 1,035 -741 2,221: 813 -2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 7.1 25.8 32.9 54.6 90.2 87.6: 9.8 12.4
Old : 100.0: 31.7 7.2 25.7 32.9 54.7 90.3 87.6: 9.7 12.4
Other: 100.0: 25.7 14.6 22.3 28.2 48.5 76.2 85.4: 23.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 114 58 93 101 104 264 215:
Old : 306: 113 59 93 101 104 263 215:
Other: 38: 9 4 7 15 14 26 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 20.8 20.4 29.7 11.4 17.9 19.3 25.2
Old : 11.9 21.0 20.5 29.8 11.5 18.0 19.5 25.4
Other: 44.0 46.5 57.8 64.9 36.3 38.7 44.8 52.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 415,773: 143,484 22,175 120,009 115,431 212,971 378,924 355,155: 36,848 60,617
Old : 415,773: 143,484 22,175 120,009 115,431 212,971 378,924 355,155: 36,848 60,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,132: -548 1,680 589 -3,285 -2,542 -3,244 -273: 4,376 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.3 28.9 27.8 51.2 91.1 85.4: 8.9 14.6
Old : 100.0: 34.5 5.3 28.9 27.8 51.2 91.1 85.4: 8.9 14.6
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 : 457: 147 85 124 143 186 349 349:
Old : 457: 147 85 124 143 186 349 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 19.4 20.4 28.0 11.0 17.6 18.3 23.0
Old : 12.3 19.4 20.4 28.0 11.0 17.6 18.3 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,509: 1,427 2,682 252 1,740 583 3,418 3,517: 1,091 992
Old : 4,509: 1,427 2,682 252 1,740 583 3,418 3,517: 1,091 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 203: 41 279 68 87 -44 196 302: 7 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 59.5 5.6 38.6 12.9 75.8 78.0: 24.2 22.0
Old : 100.0: 31.6 59.5 5.6 38.6 12.9 75.8 78.0: 24.2 22.0
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 : 57: 16 18 6 20 12 38 34:
Old : 57: 16 18 6 20 12 38 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 : 31.4 41.1 42.1 54.1 31.4 41.1 42.0 54.1
Old : 31.4 41.1 42.1 54.1 31.4 41.1 42.0 54.1
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 57,095: 14,856 7,476 14,386 16,673 13,501 45,915 35,363: 11,180 21,732
Old : 57,095: 14,856 7,476 14,386 16,673 13,501 45,915 35,363: 11,180 21,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,564: 436 -37 615 99 879 1,150 1,457: 414 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.1 25.2 29.2 23.6 80.4 61.9: 19.6 38.1
Old : 100.0: 26.0 13.1 25.2 29.2 23.6 80.4 61.9: 19.6 38.1
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 : 255: 72 52 64 86 95 196 185:
Old : 255: 72 52 64 86 95 196 185:
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 : 13.2 10.7 21.1 17.7 11.7 6.9 16.9 10.2
Old : 13.2 10.7 21.1 17.7 11.7 6.9 16.9 10.2
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 30,448: 2,633 19,265 3,235 23,352 6,327 29,219 28,827: 1,229 1,621
Old : 30,448: 2,633 19,265 3,235 23,352 6,327 29,219 28,827: 1,229 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 408: 38 246 -446 738 422 329 223: 78 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 63.3 10.6 76.7 20.8 96.0 94.7: 4.0 5.3
Old : 100.0: 8.6 63.3 10.6 76.7 20.8 96.0 94.7: 4.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 20 12 20 14 38 37:
Old : 54: 9 20 12 20 14 38 37:
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 : 54.9 63.0 69.1 77.7 54.9 63.0 67.5 76.0
Old : 54.9 63.0 69.1 77.7 54.9 63.0 67.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 56,686: 4,452 8,527 109 51,806 47,560 56,368 56,196: 318 490
Old : 56,686: 4,452 8,527 109 51,806 47,560 56,368 56,196: 318 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 2,675: -794 -2,902 109 4,236 5,530 3,551 2,737: -876 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.0 0.2 91.4 83.9 99.4 99.1: 0.6 0.9
Old : 100.0: 7.9 15.0 0.2 91.4 83.9 99.4 99.1: 0.6 0.9
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 : 33: 6 9 1 12 14 19 23:
Old : 33: 6 9 1 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 : 68.4 56.1 91.3 80.4 47.9 40.5 61.3 55.1
Old : 68.4 56.1 91.3 80.4 47.9 40.5 61.3 55.1
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 128,820: 31,396 53,743 11,130 61,249 24,880 103,775 89,752: 25,045 39,068
Old : 128,820: 31,396 53,743 11,130 61,249 24,880 103,775 89,752: 25,045 39,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -4,401: 1,671 5,114 -1,628 -3,746 -6,314 -3,703 -2,827: -698 -1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 41.7 8.6 47.5 19.3 80.6 69.7: 19.4 30.3
Old : 100.0: 24.4 41.7 8.6 47.5 19.3 80.6 69.7: 19.4 30.3
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 : 81: 24 29 20 23 20 53 64:
Old : 81: 24 29 20 23 20 53 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 28.1 41.7 36.6 26.8 27.1 38.1 33.7
Old : 29.9 28.1 41.7 36.6 26.8 27.1 38.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 67,653: 9,144 30,802 2,437 48,903 11,695 60,484 44,934: 7,169 22,718
Old : 67,653: 9,144 30,802 2,437 48,903 11,695 60,484 44,934: 7,169 22,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,161: 947 3,548 -392 -3 -476 552 2,680: 609 -1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 45.5 3.6 72.3 17.3 89.4 66.4: 10.6 33.6
Old : 100.0: 13.5 45.5 3.6 72.3 17.3 89.4 66.4: 10.6 33.6
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 : 47: 13 16 6 13 12 28 32:
Old : 47: 13 16 6 13 12 28 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 : 62.3 31.7 71.9 43.8 59.6 31.4 68.5 42.2
Old : 62.3 31.7 71.9 43.8 59.6 31.4 68.5 42.2
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 167,845: 29,489 59,067 14,099 120,416 89,264 164,004 162,430: 3,841 5,415
Old : 167,845: 29,489 59,067 14,099 120,416 89,264 164,004 162,430: 3,841 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 7,646: -770 2,244 7,314 1,330 -1,336 7,874 8,221: -228 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 35.2 8.4 71.7 53.2 97.7 96.8: 2.3 3.2
Old : 100.0: 17.6 35.2 8.4 71.7 53.2 97.7 96.8: 2.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 39 52 7 20 20 63 75:
Old : 123: 39 52 7 20 20 63 75:
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 : 68.5 43.5 82.6 65.4 63.5 38.4 69.9 51.8
Old : 68.5 43.5 82.6 65.4 63.5 38.4 69.9 51.8
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 185,782: 41,710 52,852 18,911 103,695 81,948 164,316 153,710: 21,466 32,072
Old : 185,782: 41,710 52,852 18,911 103,695 81,948 164,316 153,710: 21,466 32,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,613: -1,890 4,888 -4,795 6,272 -146 -413 -53: 2,027 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 28.4 10.2 55.8 44.1 88.4 82.7: 11.6 17.3
Old : 100.0: 22.5 28.4 10.2 55.8 44.1 88.4 82.7: 11.6 17.3
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 : 109: 30 35 25 28 35 72 82:
Old : 109: 30 35 25 28 35 72 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 : 41.0 25.1 51.6 40.0 40.4 23.1 50.6 36.5
Old : 41.0 25.1 51.6 40.0 40.4 23.1 50.6 36.5
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 289,783: 44,747 130,515 32,671 193,744 63,843 271,162 227,030: 18,622 62,753
Old : 289,783: 44,747 130,515 32,671 193,744 63,843 271,162 227,030: 18,622 62,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 7,345: 10,029 22,071 -10,316 8,256 -2,274 7,969 9,482: -624 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 45.0 11.3 66.9 22.0 93.6 78.3: 6.4 21.7
Old : 100.0: 15.4 45.0 11.3 66.9 22.0 93.6 78.3: 6.4 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 : 148: 31 71 29 32 32 83 112:
Old : 148: 31 71 29 32 32 83 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 26.2 47.8 36.4 33.1 25.6 46.7 33.7
Old : 33.5 26.2 47.8 36.4 33.1 25.6 46.7 33.7
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 570,359: 59,329 221,545 64,074 408,754 183,708 532,156 469,327: 38,203 101,032
Old : 570,359: 59,329 221,545 64,074 408,754 183,708 532,156 469,327: 38,203 101,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -28,178: -600 -8,101 -18,145 -8,940 -2,899 -27,684 -29,145: -493 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 38.8 11.2 71.7 32.2 93.3 82.3: 6.7 17.7
Old : 100.0: 10.4 38.8 11.2 71.7 32.2 93.3 82.3: 6.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 52 100 60 55 67 138 196:
Old : 238: 52 100 60 55 67 138 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 24.9 53.2 35.9 38.7 21.9 49.7 30.7
Old : 39.9 24.9 53.2 35.9 38.7 21.9 49.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 73,442: 8,857 53,512 6,303 57,664 13,082 72,824 72,897: 618 545
Old : 73,442: 8,857 53,512 6,303 57,664 13,082 72,824 72,897: 618 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 2,775: 2,410 3,521 -162 817 -486 3,065 2,873: -290 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 72.9 8.6 78.5 17.8 99.2 99.3: 0.8 0.7
Old : 100.0: 12.1 72.9 8.6 78.5 17.8 99.2 99.3: 0.8 0.7
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 : 25: 7 9 3 4 6 13 16:
Old : 25: 7 9 3 4 6 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.9 90.3 96.9 97.0 75.7 76.5 81.1 81.3
Old : 88.9 90.3 96.9 97.0 75.7 76.5 81.1 81.3
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,810: 9,244 10,233 292 8,368 3,957 17,904 14,482: 1,906 5,328
Old : 19,810: 9,244 10,233 292 8,368 3,957 17,904 14,482: 1,906 5,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -3,911: -493 -3,613 -169 -3,573 65 -4,235 -3,717: 324 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 51.7 1.5 42.2 20.0 90.4 73.1: 9.6 26.9
Old : 100.0: 46.7 51.7 1.5 42.2 20.0 90.4 73.1: 9.6 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 27 3 9 12 29 42:
Old : 65: 20 27 3 9 12 29 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 26.9 68.6 40.4 55.2 26.9 67.4 40.4
Old : 55.2 26.9 68.6 40.4 55.2 26.9 67.4 40.4
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,703,974: 1,391,303 1,640,267 8,160,569 9,335,332 8,614,556 18,887,204 18,415,392: 816,771 1,288,583
Old :19,703,974: 1,391,303 1,640,267 8,160,569 9,335,332 8,614,556 18,887,204 18,415,392: 816,771 1,288,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 93,520: 76,969 -50,520 120,633 -53,235 40,371 144,367 110,484: -50,848 -16,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.3 41.4 47.4 43.7 95.9 93.5: 4.1 6.5
Old : 100.0: 7.1 8.3 41.4 47.4 43.7 95.9 93.5: 4.1 6.5
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 : 327: 52 107 126 150 160 287 314:
Old : 327: 52 107 126 150 160 287 314:
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 : 24.0 20.3 36.8 30.1 12.1 4.9 18.9 7.6
Old : 24.0 20.3 36.8 30.1 12.1 4.9 18.9 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,010,824: 105,906 106,667 105,758 678,686 698,445 890,351 910,870: 120,473 99,954
Old : 1,010,824: 105,906 106,667 105,758 678,686 698,445 890,351 910,870: 120,473 99,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 40,655: 4,043 -1,006 10,635 29,497 33,575 44,175 43,205: -3,520 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.6 10.5 67.1 69.1 88.1 90.1: 11.9 9.9
Old : 100.0: 10.5 10.6 10.5 67.1 69.1 88.1 90.1: 11.9 9.9
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 : 636: 143 136 136 268 255 483 456:
Old : 636: 143 136 136 268 255 483 456:
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 : 13.6 12.1 22.6 21.4 11.0 8.7 16.0 14.3
Old : 13.6 12.1 22.6 21.4 11.0 8.7 16.0 14.3
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 250,618: 13,268 13,778 30,287 154,535 160,422 198,090 204,488: 52,528 46,130
Old : 250,618: 13,268 13,778 30,287 154,535 160,422 198,090 204,488: 52,528 46,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 11,307: -703 2,122 3,516 8,057 8,619 10,870 14,257: 437 -2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.5 12.1 61.7 64.0 79.0 81.6: 21.0 18.4
Old : 100.0: 5.3 5.5 12.1 61.7 64.0 79.0 81.6: 21.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 14 21 27 55 52 89 81:
Old : 106: 14 21 27 55 52 89 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 : 15.9 18.1 26.4 30.7 11.0 15.0 18.7 24.8
Old : 15.9 18.1 26.4 30.7 11.0 15.0 18.7 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,801,031: 492,664 493,916 347,882 2,620,758 2,690,116 3,461,304 3,531,914: 339,727 269,117
Old : 3,801,031: 492,664 493,916 347,882 2,620,758 2,690,116 3,461,304 3,531,914: 339,727 269,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 146,739: 19,854 -19,513 39,469 107,202 124,780 166,525 144,736: -19,786 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.0 9.2 68.9 70.8 91.1 92.9: 8.9 7.1
Old : 100.0: 13.0 13.0 9.2 68.9 70.8 91.1 92.9: 8.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 140 122 123 254 244 451 432:
Old : 607: 140 122 123 254 244 451 432:
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 : 15.3 13.1 24.2 22.6 13.7 11.4 19.5 18.5
Old : 15.3 13.1 24.2 22.6 13.7 11.4 19.5 18.5
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,322: 7,980 7,376 651 66,510 85,914 75,141 93,941: 22,181 3,381
Old : 97,322: 7,980 7,376 651 66,510 85,914 75,141 93,941: 22,181 3,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,479: 845 305 95 -3,035 -1,651 -2,095 -1,251: 616 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.6 0.7 68.3 88.3 77.2 96.5: 22.8 3.5
Old : 100.0: 8.2 7.6 0.7 68.3 88.3 77.2 96.5: 22.8 3.5
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 : 91: 14 7 4 50 37 66 46:
Old : 91: 14 7 4 50 37 66 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 : 34.6 37.8 45.3 60.5 34.0 37.7 43.7 60.4
Old : 34.6 37.8 45.3 60.5 34.0 37.7 43.7 60.4
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 84,520: 20,954 5,948 1,961 53,016 71,073 75,931 78,982: 8,588 5,538
Old : 84,520: 20,954 5,948 1,961 53,016 71,073 75,931 78,982: 8,588 5,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 11,585: 3,524 -1,754 78 7,566 12,254 11,168 10,578: 417 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 7.0 2.3 62.7 84.1 89.8 93.4: 10.2 6.6
Old : 100.0: 24.8 7.0 2.3 62.7 84.1 89.8 93.4: 10.2 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 : 240: 67 43 26 76 81 156 138:
Old : 240: 67 43 26 76 81 156 138:
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 : 30.2 35.7 38.2 54.0 30.2 34.3 37.7 51.0
Old : 30.2 35.7 38.2 54.0 30.2 34.3 37.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 9,720: 1,313 0 0 6,203 9,095 7,516 9,095: 2,204 625
Old : 9,720: 1,313 0 0 6,203 9,095 7,516 9,095: 2,204 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 63.8 93.6 77.3 93.6: 22.7 6.4
Old : 100.0: 13.5 0.0 0.0 63.8 93.6 77.3 93.6: 22.7 6.4
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 : 20: 4 0 0 9 8 13 8:
Old : 20: 4 0 0 9 8 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 61.7 66.0 93.6 48.3 61.7 66.0 92.5
Old : 48.3 61.7 66.0 93.6 48.3 61.7 66.0 92.5
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 373,996: 98,722 30,255 9,290 234,065 309,889 342,077 349,433: 31,919 24,563
Old : 373,996: 98,722 30,255 9,290 234,065 309,889 342,077 349,433: 31,919 24,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 9,321: 11,568 -8,254 -126 6,816 15,797 18,258 7,417: -8,937 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.1 2.5 62.6 82.9 91.5 93.4: 8.5 6.6
Old : 100.0: 26.4 8.1 2.5 62.6 82.9 91.5 93.4: 8.5 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 : 238: 64 44 26 73 81 151 138:
Old : 238: 64 44 26 73 81 151 138:
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 : 33.3 35.7 42.0 52.6 33.3 35.7 41.7 52.5
Old : 33.3 35.7 42.0 52.6 33.3 35.7 41.7 52.5
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 151,591: 12,914 51,641 10,849 108,717 48,762 132,480 111,251: 19,112 40,340
Old : 151,591: 12,914 51,641 10,849 108,717 48,762 132,480 111,251: 19,112 40,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -6,099: -1,412 -2,876 -2,617 -438 -2,972 -4,467 -8,465: -1,633 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 34.1 7.2 71.7 32.2 87.4 73.4: 12.6 26.6
Old : 100.0: 8.5 34.1 7.2 71.7 32.2 87.4 73.4: 12.6 26.6
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 : 89: 15 46 17 20 23 45 76:
Old : 89: 15 46 17 20 23 45 76:
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 : 53.2 21.3 63.8 31.4 50.0 19.9 59.0 28.7
Old : 53.2 21.3 63.8 31.4 50.0 19.9 59.0 28.7
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 68,444: 20,765 20,504 684 33,143 23,583 54,592 44,771: 13,852 23,673
Old : 68,444: 20,765 20,504 684 33,143 23,583 54,592 44,771: 13,852 23,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 3,794: 3,763 5,357 -704 -648 -121 2,411 4,532: 1,383 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 30.0 1.0 48.4 34.5 79.8 65.4: 20.2 34.6
Old : 100.0: 30.3 30.0 1.0 48.4 34.5 79.8 65.4: 20.2 34.6
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 : 68: 19 12 3 26 12 48 25:
Old : 68: 19 12 3 26 12 48 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 47.3 49.2 56.4 35.5 47.3 49.2 56.4
Old : 35.5 47.3 49.2 56.4 35.5 47.3 49.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 127,608: 55,790 15,932 2,459 58,281 36,325 116,530 54,716: 11,078 72,892
Old : 127,608: 55,790 15,932 2,459 58,281 36,325 116,530 54,716: 11,078 72,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 9,403: 8,484 123 -409 1,273 3,889 9,348 3,603: 55 5,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 12.5 1.9 45.7 28.5 91.3 42.9: 8.7 57.1
Old : 100.0: 43.7 12.5 1.9 45.7 28.5 91.3 42.9: 8.7 57.1
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 : 103: 43 10 9 34 23 78 41:
Old : 103: 43 10 9 34 23 78 41:
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 : 34.6 21.1 49.2 29.0 31.7 21.1 46.3 27.8
Old : 34.6 21.1 49.2 29.0 31.7 21.1 46.3 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2014