BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 7,709: 326 2,457 663 5,370 2,980 6,358 6,100: 1,351 1,610
Old : 7,709: 326 2,457 663 5,370 2,980 6,358 6,100: 1,351 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 489: 19 202 34 424 -8 478 228: 12 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 31.9 8.6 69.7 38.7 82.5 79.1: 17.5 20.9
Old : 100.0: 4.2 31.9 8.6 69.7 38.7 82.5 79.1: 17.5 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 11 9 15 14 26 26:
Old : 34: 3 11 9 15 14 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 39.4 64.2 54.7 42.5 39.0 60.0 51.6
Old : 43.8 39.4 64.2 54.7 42.5 39.0 60.0 51.6
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, December 16, 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 : 77,892: 27,538 4,576 16,735 29,752 35,368 74,024 56,679: 3,868 21,213
Old : 77,892: 27,538 4,576 16,735 29,752 35,368 74,024 56,679: 3,868 21,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 7,141: 2,666 395 1,588 2,341 3,296 6,595 5,280: 546 1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.9 21.5 38.2 45.4 95.0 72.8: 5.0 27.2
Old : 100.0: 35.4 5.9 21.5 38.2 45.4 95.0 72.8: 5.0 27.2
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 : 103: 21 28 34 40 38 83 78:
Old : 103: 21 28 34 40 38 83 78:
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 : 35.4 20.7 50.3 31.8 35.0 19.4 48.4 28.4
Old : 35.4 20.7 50.3 31.8 35.0 19.4 48.4 28.4
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, December 16, 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 : 7,127: 83 1,412 733 4,990 3,646 5,805 5,791: 1,322 1,336
Old : 7,127: 83 1,412 733 4,990 3,646 5,805 5,791: 1,322 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 443: -5 104 86 212 244 294 435: 149 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 19.8 10.3 70.0 51.2 81.5 81.2: 18.5 18.8
Old : 100.0: 1.2 19.8 10.3 70.0 51.2 81.5 81.2: 18.5 18.8
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 : 33: 2 11 11 18 14 30 26:
Old : 33: 2 11 11 18 14 30 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 : 39.6 32.2 62.3 52.1 38.0 25.4 54.0 39.9
Old : 39.6 32.2 62.3 52.1 38.0 25.4 54.0 39.9
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, December 16, 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 : 5,693: 2,671 18 675 1,669 2,169 5,014 2,862: 679 2,831
Old : 5,693: 2,671 18 675 1,669 2,169 5,014 2,862: 679 2,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 569: -3 4 -38 406 120 365 86: 203 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 0.3 11.8 29.3 38.1 88.1 50.3: 11.9 49.7
Old : 100.0: 46.9 0.3 11.8 29.3 38.1 88.1 50.3: 11.9 49.7
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 : 26: 9 2 9 7 12 18 21:
Old : 26: 9 2 9 7 12 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 29.0 75.7 38.2 52.9 26.2 67.3 33.2
Old : 56.1 29.0 75.7 38.2 52.9 26.2 67.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 276,640: 94,346 26,838 70,484 87,605 143,119 252,435 240,440: 24,206 36,200
Old : 272,955: 93,353 26,894 69,503 86,691 141,048 249,548 237,445: 23,407 35,509
Other: 3,686: 1,277 228 697 913 2,070 2,887 2,995: 799 691
: : :
: : Changes in Commitments from: December 9, 2014 :
: -20,771: -4,357 4,059 -15,157 -574 -8,671 -20,088 -19,769: -684 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 9.7 25.5 31.7 51.7 91.3 86.9: 8.7 13.1
Old : 100.0: 34.2 9.9 25.5 31.8 51.7 91.4 87.0: 8.6 13.0
Other: 100.0: 34.6 6.2 18.9 24.8 56.2 78.3 81.3: 21.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 106 69 91 97 93 249 216:
Old : 299: 103 72 91 97 93 248 216:
Other: 51: 13 4 7 16 27 31 36:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 20.0 20.9 29.0 11.8 16.1 19.6 23.1
Old : 12.3 20.2 21.2 29.2 11.9 16.4 19.9 23.5
Other: 37.2 33.3 52.9 53.6 36.3 32.2 46.8 46.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 384,224: 135,022 19,778 100,892 115,778 202,282 351,691 322,951: 32,533 61,273
Old : 384,224: 135,022 19,778 100,892 115,778 202,282 351,691 322,951: 32,533 61,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 3,803: -8,695 -725 7,472 7,008 -5,947 5,784 799: -1,981 3,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 5.1 26.3 30.1 52.6 91.5 84.1: 8.5 15.9
Old : 100.0: 35.1 5.1 26.3 30.1 52.6 91.5 84.1: 8.5 15.9
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 : 420: 141 66 120 125 179 321 329:
Old : 420: 141 66 120 125 179 321 329:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 18.2 19.2 25.8 10.9 14.9 18.4 20.7
Old : 11.1 18.2 19.2 25.8 10.9 14.9 18.4 20.7
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, December 16, 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 : 4,397: 1,445 2,138 332 1,468 769 3,246 3,239: 1,151 1,158
Old : 4,397: 1,445 2,138 332 1,468 769 3,246 3,239: 1,151 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -528: -74 4 -281 -150 -90 -505 -367: -23 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 48.6 7.6 33.4 17.5 73.8 73.7: 26.2 26.3
Old : 100.0: 32.9 48.6 7.6 33.4 17.5 73.8 73.7: 26.2 26.3
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 : 58: 17 14 9 22 17 43 37:
Old : 58: 17 14 9 22 17 43 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 : 28.5 40.8 37.9 50.1 28.2 40.8 36.8 47.6
Old : 28.5 40.8 37.9 50.1 28.2 40.8 36.8 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,707: 15,190 7,284 14,928 16,358 13,063 46,475 35,275: 13,232 24,432
Old : 59,707: 15,190 7,284 14,928 16,358 13,063 46,475 35,275: 13,232 24,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,231: -855 -1,854 3,384 578 1,112 3,106 2,642: 1,124 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.2 25.0 27.4 21.9 77.8 59.1: 22.2 40.9
Old : 100.0: 25.4 12.2 25.0 27.4 21.9 77.8 59.1: 22.2 40.9
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 : 234: 65 50 54 82 89 180 168:
Old : 234: 65 50 54 82 89 180 168:
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 : 15.1 12.1 23.7 19.4 11.8 5.1 16.7 8.3
Old : 15.1 12.1 23.7 19.4 11.8 5.1 16.7 8.3
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, December 16, 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 : 41,666: 3,894 26,681 4,048 32,800 7,969 40,743 38,698: 923 2,968
Old : 41,666: 3,894 26,681 4,048 32,800 7,969 40,743 38,698: 923 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,609: 225 2,591 344 4,057 1,295 4,626 4,230: -18 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 64.0 9.7 78.7 19.1 97.8 92.9: 2.2 7.1
Old : 100.0: 9.3 64.0 9.7 78.7 19.1 97.8 92.9: 2.2 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 : 60: 9 23 14 21 16 41 42:
Old : 60: 9 23 14 21 16 41 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 : 54.8 58.8 69.6 74.9 54.8 58.8 68.7 73.5
Old : 54.8 58.8 69.6 74.9 54.8 58.8 68.7 73.5
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, December 16, 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 : 49,972: 3,936 1,349 133 45,285 47,865 49,354 49,347: 618 625
Old : 49,972: 3,936 1,349 133 45,285 47,865 49,354 49,347: 618 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -20,875: -587 -5,732 -78 -20,288 -15,035 -20,953 -20,845: 78 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.7 0.3 90.6 95.8 98.8 98.7: 1.2 1.3
Old : 100.0: 7.9 2.7 0.3 90.6 95.8 98.8 98.7: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 5 1 12 14 20 20:
Old : 30: 8 5 1 12 14 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 69.3 86.7 88.2 58.6 65.0 70.8 73.8
Old : 70.7 69.3 86.7 88.2 58.6 65.0 70.8 73.8
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, December 16, 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 : 145,773: 31,392 48,511 26,899 65,051 29,872 123,341 105,282: 22,431 40,490
Old : 145,773: 31,392 48,511 26,899 65,051 29,872 123,341 105,282: 22,431 40,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 23,432: -565 555 16,794 8,432 5,425 24,660 22,775: -1,228 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 33.3 18.5 44.6 20.5 84.6 72.2: 15.4 27.8
Old : 100.0: 21.5 33.3 18.5 44.6 20.5 84.6 72.2: 15.4 27.8
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 : 81: 22 28 17 23 22 51 62:
Old : 81: 22 28 17 23 22 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 31.2 49.2 39.6 26.5 20.9 36.4 27.7
Old : 35.7 31.2 49.2 39.6 26.5 20.9 36.4 27.7
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, December 16, 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 : 57,718: 18,945 22,546 3,182 28,678 10,294 50,804 36,022: 6,914 21,696
Old : 57,718: 18,945 22,546 3,182 28,678 10,294 50,804 36,022: 6,914 21,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -27,258: 10,190 -8,256 -15,898 -19,867 -2,336 -25,575 -26,490: -1,683 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 39.1 5.5 49.7 17.8 88.0 62.4: 12.0 37.6
Old : 100.0: 32.8 39.1 5.5 49.7 17.8 88.0 62.4: 12.0 37.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 17 8 11 15 26 36:
Old : 46: 11 17 8 11 15 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 24.8 64.9 34.9 51.1 24.8 62.0 34.3
Old : 52.5 24.8 64.9 34.9 51.1 24.8 62.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 138,399: 25,610 78,599 366 109,378 51,838 135,354 130,804: 3,045 7,596
Old : 138,399: 25,610 78,599 366 109,378 51,838 135,354 130,804: 3,045 7,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -75,269: -6,381 -2,117 -21,619 -46,763 -51,150 -74,763 -74,886: -506 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 56.8 0.3 79.0 37.5 97.8 94.5: 2.2 5.5
Old : 100.0: 18.5 56.8 0.3 79.0 37.5 97.8 94.5: 2.2 5.5
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 : 115: 27 59 2 15 19 42 80:
Old : 115: 27 59 2 15 19 42 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 : 80.2 51.3 87.7 65.9 80.2 51.3 87.7 65.9
Old : 80.2 51.3 87.7 65.9 80.2 51.3 87.7 65.9
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, December 16, 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 : 165,351: 36,519 53,564 16,227 94,371 64,345 147,116 134,136: 18,235 31,216
Old : 165,351: 36,519 53,564 16,227 94,371 64,345 147,116 134,136: 18,235 31,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -50,084: 209 -8,570 -7,895 -41,770 -31,063 -49,456 -47,528: -628 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 32.4 9.8 57.1 38.9 89.0 81.1: 11.0 18.9
Old : 100.0: 22.1 32.4 9.8 57.1 38.9 89.0 81.1: 11.0 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 25 37 26 28 35 71 80:
Old : 104: 25 37 26 28 35 71 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 : 39.5 28.1 49.5 38.6 39.0 26.9 48.1 37.3
Old : 39.5 28.1 49.5 38.6 39.0 26.9 48.1 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 281,251: 44,590 131,395 30,928 188,520 56,006 264,037 218,328: 17,214 62,922
Old : 281,251: 44,590 131,395 30,928 188,520 56,006 264,037 218,328: 17,214 62,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -46,659: 7,402 -9,647 -7,250 -42,091 -27,257 -41,939 -44,154: -4,720 -2,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.7 11.0 67.0 19.9 93.9 77.6: 6.1 22.4
Old : 100.0: 15.9 46.7 11.0 67.0 19.9 93.9 77.6: 6.1 22.4
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 : 137: 24 66 31 32 36 75 114:
Old : 137: 24 66 31 32 36 75 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 23.7 57.0 34.1 40.3 23.6 55.2 31.5
Old : 42.1 23.7 57.0 34.1 40.3 23.6 55.2 31.5
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, December 16, 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 : 448,380: 54,329 176,470 56,980 297,330 124,971 408,639 358,421: 39,741 89,958
Old : 448,380: 54,329 176,470 56,980 297,330 124,971 408,639 358,421: 39,741 89,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -103,815: -2,745 -13,899 -4,644 -96,899 -77,276 -104,288 -95,819: 474 -7,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 39.4 12.7 66.3 27.9 91.1 79.9: 8.9 20.1
Old : 100.0: 12.1 39.4 12.7 66.3 27.9 91.1 79.9: 8.9 20.1
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 : 233: 45 100 62 53 72 136 197:
Old : 233: 45 100 62 53 72 136 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 19.4 50.0 29.8 32.2 18.3 47.1 26.7
Old : 33.8 19.4 50.0 29.8 32.2 18.3 47.1 26.7
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, December 16, 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 : 63,770: 4,485 54,645 3,727 54,822 4,939 63,034 63,311: 736 459
Old : 63,770: 4,485 54,645 3,727 54,822 4,939 63,034 63,311: 736 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 76: -575 -496 593 86 75 104 172: -28 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 85.7 5.8 86.0 7.7 98.8 99.3: 1.2 0.7
Old : 100.0: 7.0 85.7 5.8 86.0 7.7 98.8 99.3: 1.2 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 : 21: 3 9 2 7 6 12 15:
Old : 21: 3 9 2 7 6 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.3 94.7 97.8 97.7 85.5 86.0 88.0 87.6
Old : 93.3 94.7 97.8 97.7 85.5 86.0 88.0 87.6
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, December 16, 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 : 18,447: 9,865 10,504 353 5,858 2,611 16,076 13,468: 2,371 4,979
Old : 18,447: 9,865 10,504 353 5,858 2,611 16,076 13,468: 2,371 4,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -5,103: 79 -1,577 -362 -5,116 -2,431 -5,399 -4,370: 296 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 56.9 1.9 31.8 14.2 87.1 73.0: 12.9 27.0
Old : 100.0: 53.5 56.9 1.9 31.8 14.2 87.1 73.0: 12.9 27.0
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: 22 23 2 8 4 30 29:
Old : 57: 22 23 2 8 4 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 : 44.5 33.7 60.6 50.6 43.9 33.7 58.8 50.6
Old : 44.5 33.7 60.6 50.6 43.9 33.7 58.8 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 :16,825,104: 1,386,496 1,479,281 6,878,688 7,742,493 7,118,598 16,007,677 15,476,567: 817,427 1,348,537
Old :16,825,104: 1,386,496 1,479,281 6,878,688 7,742,493 7,118,598 16,007,677 15,476,567: 817,427 1,348,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
:-2,863,463: -117,879 -389,087 -1,460,271 -1,267,586 -1,012,779 -2,845,736 -2,862,138: -17,727 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.8 40.9 46.0 42.3 95.1 92.0: 4.9 8.0
Old : 100.0: 8.2 8.8 40.9 46.0 42.3 95.1 92.0: 4.9 8.0
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 : 303: 48 99 114 139 150 262 293:
Old : 303: 48 99 114 139 150 262 293:
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 : 22.6 18.9 34.3 29.7 9.4 4.4 15.9 7.0
Old : 22.6 18.9 34.3 29.7 9.4 4.4 15.9 7.0
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, December 16, 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 : 1,107,061: 119,063 83,275 114,393 749,501 814,912 982,956 1,012,580: 124,104 94,481
Old : 1,107,061: 119,063 83,275 114,393 749,501 814,912 982,956 1,012,580: 124,104 94,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 103,556: 11,786 -12,492 17,714 58,209 88,323 87,709 93,545: 15,848 10,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.5 10.3 67.7 73.6 88.8 91.5: 11.2 8.5
Old : 100.0: 10.8 7.5 10.3 67.7 73.6 88.8 91.5: 11.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 651: 182 105 161 285 273 526 483:
Old : 651: 182 105 161 285 273 526 483:
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 : 12.5 11.4 21.3 20.6 9.0 8.9 13.9 14.6
Old : 12.5 11.4 21.3 20.6 9.0 8.9 13.9 14.6
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, December 16, 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 : 275,889: 16,402 9,944 32,197 168,905 200,869 217,505 243,011: 58,384 32,878
Old : 275,889: 16,402 9,944 32,197 168,905 200,869 217,505 243,011: 58,384 32,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 28,785: 1,188 -3,111 756 16,782 30,630 18,726 28,275: 10,059 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.6 11.7 61.2 72.8 78.8 88.1: 21.2 11.9
Old : 100.0: 5.9 3.6 11.7 61.2 72.8 78.8 88.1: 21.2 11.9
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 : 107: 22 11 28 57 56 90 87:
Old : 107: 22 11 28 57 56 90 87:
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 : 19.6 20.8 29.7 33.6 13.9 16.3 20.2 26.1
Old : 19.6 20.8 29.7 33.6 13.9 16.3 20.2 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, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,155,860: 558,258 411,609 366,023 2,902,976 3,070,213 3,827,257 3,847,845: 328,603 308,015
Old : 4,155,860: 558,258 411,609 366,023 2,902,976 3,070,213 3,827,257 3,847,845: 328,603 308,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 373,855: 48,933 -50,962 88,846 207,133 288,466 344,912 326,350: 28,942 47,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.9 8.8 69.9 73.9 92.1 92.6: 7.9 7.4
Old : 100.0: 13.4 9.9 8.8 69.9 73.9 92.1 92.6: 7.9 7.4
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 : 621: 169 102 146 274 260 498 453:
Old : 621: 169 102 146 274 260 498 453:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 11.4 21.9 20.5 11.2 10.5 16.4 16.8
Old : 13.3 11.4 21.9 20.5 11.2 10.5 16.4 16.8
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, December 16, 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 : 111,426: 8,059 4,256 1,477 78,383 102,052 87,919 107,785: 23,507 3,641
Old : 111,426: 8,059 4,256 1,477 78,383 102,052 87,919 107,785: 23,507 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 11,516: -2,865 291 -258 11,682 11,651 8,559 11,684: 2,957 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.8 1.3 70.3 91.6 78.9 96.7: 21.1 3.3
Old : 100.0: 7.2 3.8 1.3 70.3 91.6 78.9 96.7: 21.1 3.3
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 : 88: 13 6 5 56 41 71 50:
Old : 88: 13 6 5 56 41 71 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 33.4 42.1 58.7 28.4 33.0 38.4 55.7
Old : 30.0 33.4 42.1 58.7 28.4 33.0 38.4 55.7
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, December 16, 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 : 115,359: 22,616 9,145 3,794 81,755 99,684 108,165 112,622: 7,194 2,737
Old : 115,359: 22,616 9,145 3,794 81,755 99,684 108,165 112,622: 7,194 2,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 18,242: 480 1,936 1,022 20,741 20,768 22,243 23,727: -4,001 -5,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.9 3.3 70.9 86.4 93.8 97.6: 6.2 2.4
Old : 100.0: 19.6 7.9 3.3 70.9 86.4 93.8 97.6: 6.2 2.4
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 : 249: 72 45 34 97 87 183 152:
Old : 249: 72 45 34 97 87 183 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 30.5 42.1 49.4 21.9 21.2 28.3 34.9
Old : 32.4 30.5 42.1 49.4 21.9 21.2 28.3 34.9
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, December 16, 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 : 19,691: 1,045 1,000 0 13,504 17,978 14,549 18,978: 5,142 713
Old : 19,691: 1,045 1,000 0 13,504 17,978 14,549 18,978: 5,142 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,946: -317 200 0 4,656 4,668 4,339 4,868: 607 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.1 0.0 68.6 91.3 73.9 96.4: 26.1 3.6
Old : 100.0: 5.3 5.1 0.0 68.6 91.3 73.9 96.4: 26.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 13 12 16 13:
Old : 23: 3 1 0 13 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 57.5 61.1 86.3 38.2 55.3 49.8 79.1
Old : 46.9 57.5 61.1 86.3 38.2 55.3 49.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 478,340: 112,024 44,894 14,799 341,257 408,528 468,080 468,221: 10,260 10,119
Old : 478,340: 112,024 44,894 14,799 341,257 408,528 468,080 468,221: 10,260 10,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 66,477: 6,520 11,216 2,575 80,423 80,502 89,519 94,294: -23,042 -27,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 9.4 3.1 71.3 85.4 97.9 97.9: 2.1 2.1
Old : 100.0: 23.4 9.4 3.1 71.3 85.4 97.9 97.9: 2.1 2.1
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 : 246: 71 44 34 91 87 175 152:
Old : 246: 71 44 34 91 87 175 152:
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 : 34.7 29.8 44.5 48.3 25.7 27.1 33.4 40.0
Old : 34.7 29.8 44.5 48.3 25.7 27.1 33.4 40.0
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, December 16, 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 : 138,358: 26,709 62,450 9,562 85,218 27,402 121,489 99,415: 16,869 38,943
Old : 138,358: 26,709 62,450 9,562 85,218 27,402 121,489 99,415: 16,869 38,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -42,173: 9,352 -693 -4,498 -43,966 -35,455 -39,112 -40,646: -3,061 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 45.1 6.9 61.6 19.8 87.8 71.9: 12.2 28.1
Old : 100.0: 19.3 45.1 6.9 61.6 19.8 87.8 71.9: 12.2 28.1
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 : 91: 18 45 18 19 22 48 74:
Old : 91: 18 45 18 19 22 48 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 21.8 58.1 31.3 39.8 21.2 57.0 30.8
Old : 40.9 21.8 58.1 31.3 39.8 21.2 57.0 30.8
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, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 60,474: 19,769 14,544 373 29,725 39,764 49,867 54,681: 10,607 5,793
Old : 60,474: 19,769 14,544 373 29,725 39,764 49,867 54,681: 10,607 5,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -21,953: -3,378 -7,379 -4,293 -10,199 5,341 -17,870 -6,331: -4,083 -15,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 24.1 0.6 49.2 65.8 82.5 90.4: 17.5 9.6
Old : 100.0: 32.7 24.1 0.6 49.2 65.8 82.5 90.4: 17.5 9.6
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 : 65: 19 12 2 24 13 43 27:
Old : 65: 19 12 2 24 13 43 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 : 41.1 60.9 53.5 77.5 40.7 60.9 53.2 77.5
Old : 41.1 60.9 53.5 77.5 40.7 60.9 53.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 98,501: 40,550 4,183 785 45,802 10,766 87,137 15,734: 11,364 82,767
Old : 98,501: 40,550 4,183 785 45,802 10,766 87,137 15,734: 11,364 82,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -47,224: -12,374 -22,305 -5,412 -23,551 -26,356 -41,337 -54,073: -5,887 6,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.2 0.8 46.5 10.9 88.5 16.0: 11.5 84.0
Old : 100.0: 41.2 4.2 0.8 46.5 10.9 88.5 16.0: 11.5 84.0
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 : 76: 31 6 3 29 19 63 25:
Old : 76: 31 6 3 29 19 63 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 : 31.4 7.6 46.3 10.6 31.1 7.6 46.0 10.5
Old : 31.4 7.6 46.3 10.6 31.1 7.6 46.0 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014