BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,078: 320 2,571 704 5,621 3,154 6,645 6,429: 1,432 1,649
Old : 8,078: 320 2,571 704 5,621 3,154 6,645 6,429: 1,432 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 369: -6 114 42 251 173 287 329: 81 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 31.8 8.7 69.6 39.0 82.3 79.6: 17.7 20.4
Old : 100.0: 4.0 31.8 8.7 69.6 39.0 82.3 79.6: 17.7 20.4
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 : 35: 3 11 9 16 15 27 27:
Old : 35: 3 11 9 16 15 27 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 : 43.8 38.2 64.3 53.9 42.7 37.8 60.1 50.6
Old : 43.8 38.2 64.3 53.9 42.7 37.8 60.1 50.6
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 23, 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 : 79,632: 28,543 5,073 16,874 30,453 36,433 75,870 58,380: 3,762 21,252
Old : 79,632: 28,543 5,073 16,874 30,453 36,433 75,870 58,380: 3,762 21,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 1,740: 1,005 496 139 701 1,065 1,845 1,701: -106 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 6.4 21.2 38.2 45.8 95.3 73.3: 4.7 26.7
Old : 100.0: 35.8 6.4 21.2 38.2 45.8 95.3 73.3: 4.7 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 25 24 35 39 38 83 78:
Old : 103: 25 24 35 39 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 : 34.7 20.8 49.6 32.2 34.4 19.8 47.8 29.4
Old : 34.7 20.8 49.6 32.2 34.4 19.8 47.8 29.4
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 23, 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 : 7,369: 81 1,538 768 5,055 3,904 5,903 6,210: 1,466 1,159
Old : 7,369: 81 1,538 768 5,055 3,904 5,903 6,210: 1,466 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 242: -2 127 35 65 257 98 419: 144 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 20.9 10.4 68.6 53.0 80.1 84.3: 19.9 15.7
Old : 100.0: 1.1 20.9 10.4 68.6 53.0 80.1 84.3: 19.9 15.7
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 : 34: 3 10 10 18 15 30 26:
Old : 34: 3 10 10 18 15 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 : 39.4 31.9 62.0 51.3 38.0 24.2 53.7 38.8
Old : 39.4 31.9 62.0 51.3 38.0 24.2 53.7 38.8
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, December 23, 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 : 5,957: 2,807 34 705 1,700 2,256 5,212 2,995: 745 2,962
Old : 5,957: 2,807 34 705 1,700 2,256 5,212 2,995: 745 2,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 264: 136 16 31 31 86 197 133: 67 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 0.6 11.8 28.5 37.9 87.5 50.3: 12.5 49.7
Old : 100.0: 47.1 0.6 11.8 28.5 37.9 87.5 50.3: 12.5 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: 8 3 9 7 12 18 21:
Old : 26: 8 3 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 : 55.0 29.2 74.2 38.5 51.8 26.4 67.2 33.1
Old : 55.0 29.2 74.2 38.5 51.8 26.4 67.2 33.1
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 23, 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 : 273,721: 83,524 26,783 72,365 94,577 138,737 250,467 237,885: 23,254 35,836
Old : 269,233: 82,595 26,973 70,969 93,405 136,279 246,969 234,222: 22,265 35,012
Other: 4,488: 1,417 298 908 1,173 2,458 3,498 3,663: 990 824
: : :
: : Changes in Commitments from: December 16, 2014 :
: -2,919: -10,822 -54 1,881 6,973 -4,382 -1,968 -2,555: -951 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.8 26.4 34.6 50.7 91.5 86.9: 8.5 13.1
Old : 100.0: 30.7 10.0 26.4 34.7 50.6 91.7 87.0: 8.3 13.0
Other: 100.0: 31.6 6.6 20.2 26.1 54.8 77.9 81.6: 22.1 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 99 66 95 96 91 247 213:
Old : 291: 96 69 94 96 91 245 213:
Other: 58: 19 3 12 16 29 37 42:
:----------------------------------------------------------------------------------------------------
: 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 19.5 20.9 28.5 11.9 16.1 19.8 22.9
Old : 12.5 19.8 21.3 28.9 12.0 16.4 20.1 23.3
Other: 31.0 29.3 47.1 48.3 29.9 27.5 43.0 42.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 365,675: 106,734 18,959 103,102 124,167 189,480 334,003 311,541: 31,672 54,134
Old : 365,675: 106,734 18,959 103,102 124,167 189,480 334,003 311,541: 31,672 54,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -18,549: -28,288 -819 2,211 8,389 -12,802 -17,688 -11,410: -861 -7,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.2 28.2 34.0 51.8 91.3 85.2: 8.7 14.8
Old : 100.0: 29.2 5.2 28.2 34.0 51.8 91.3 85.2: 8.7 14.8
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 : 403: 130 64 123 127 167 316 316:
Old : 403: 130 64 123 127 167 316 316:
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 : 11.4 18.2 20.0 26.4 11.2 14.6 19.1 19.7
Old : 11.4 18.2 20.0 26.4 11.2 14.6 19.1 19.7
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 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,846: 1,371 2,135 256 1,158 558 2,786 2,950: 1,059 896
Old : 3,846: 1,371 2,135 256 1,158 558 2,786 2,950: 1,059 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -551: -74 -2 -76 -309 -211 -459 -289: -92 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 55.5 6.7 30.1 14.5 72.5 76.7: 27.5 23.3
Old : 100.0: 35.7 55.5 6.7 30.1 14.5 72.5 76.7: 27.5 23.3
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 : 53: 16 15 9 19 14 39 34:
Old : 53: 16 15 9 19 14 39 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 : 30.8 46.4 40.6 54.7 30.8 46.4 40.5 53.8
Old : 30.8 46.4 40.6 54.7 30.8 46.4 40.5 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 55,663: 12,611 5,031 15,322 15,526 13,137 43,459 33,490: 12,204 22,173
Old : 55,663: 12,611 5,031 15,322 15,526 13,137 43,459 33,490: 12,204 22,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -4,044: -2,579 -2,253 394 -831 74 -3,016 -1,785: -1,029 -2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.0 27.5 27.9 23.6 78.1 60.2: 21.9 39.8
Old : 100.0: 22.7 9.0 27.5 27.9 23.6 78.1 60.2: 21.9 39.8
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 : 218: 55 46 56 80 92 170 168:
Old : 218: 55 46 56 80 92 170 168:
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 : 15.4 12.6 24.9 20.0 11.0 4.8 16.4 7.3
Old : 15.4 12.6 24.9 20.0 11.0 4.8 16.4 7.3
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 23, 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 : 44,463: 4,036 27,739 4,560 34,865 9,072 43,461 41,372: 1,002 3,092
Old : 44,463: 4,036 27,739 4,560 34,865 9,072 43,461 41,372: 1,002 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 2,798: 142 1,058 512 2,064 1,103 2,718 2,674: 79 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 62.4 10.3 78.4 20.4 97.7 93.0: 2.3 7.0
Old : 100.0: 9.1 62.4 10.3 78.4 20.4 97.7 93.0: 2.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 8 27 14 21 17 41 46:
Old : 64: 8 27 14 21 17 41 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 : 54.4 55.9 69.1 72.5 54.4 55.9 68.5 70.9
Old : 54.4 55.9 69.1 72.5 54.4 55.9 68.5 70.9
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 23, 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 : 51,637: 5,117 1,203 141 46,024 49,451 51,282 50,795: 355 842
Old : 51,637: 5,117 1,203 141 46,024 49,451 51,282 50,795: 355 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 1,665: 1,181 -146 8 739 1,586 1,928 1,448: -263 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.3 0.3 89.1 95.8 99.3 98.4: 0.7 1.6
Old : 100.0: 9.9 2.3 0.3 89.1 95.8 99.3 98.4: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 4 2 12 17 18 22:
Old : 28: 5 4 2 12 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 69.0 85.1 85.5 58.6 64.9 71.5 73.6
Old : 69.5 69.0 85.1 85.5 58.6 64.9 71.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 115,355: 32,637 46,303 9,261 50,727 20,722 92,626 76,286: 22,729 39,069
Old : 115,355: 32,637 46,303 9,261 50,727 20,722 92,626 76,286: 22,729 39,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -30,418: 1,246 -2,208 -17,638 -14,323 -9,150 -30,716 -28,996: 298 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 40.1 8.0 44.0 18.0 80.3 66.1: 19.7 33.9
Old : 100.0: 28.3 40.1 8.0 44.0 18.0 80.3 66.1: 19.7 33.9
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 : 78: 21 29 13 22 20 48 57:
Old : 78: 21 29 13 22 20 48 57:
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 : 29.0 25.5 42.3 34.1 27.6 24.1 38.3 31.0
Old : 29.0 25.5 42.3 34.1 27.6 24.1 38.3 31.0
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 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 62,638: 6,305 23,326 3,740 44,917 12,368 54,962 39,434: 7,676 23,204
Old : 62,638: 6,305 23,326 3,740 44,917 12,368 54,962 39,434: 7,676 23,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 4,920: -12,640 780 558 16,239 2,074 4,158 3,412: 762 1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 37.2 6.0 71.7 19.7 87.7 63.0: 12.3 37.0
Old : 100.0: 10.1 37.2 6.0 71.7 19.7 87.7 63.0: 12.3 37.0
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 : 42: 9 14 6 12 15 23 33:
Old : 42: 9 14 6 12 15 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 24.1 69.5 34.5 54.0 24.1 65.7 32.9
Old : 55.9 24.1 69.5 34.5 54.0 24.1 65.7 32.9
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 23, 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 : 131,569: 17,144 80,669 420 110,693 43,371 128,257 124,459: 3,312 7,110
Old : 131,569: 17,144 80,669 420 110,693 43,371 128,257 124,459: 3,312 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -6,830: -8,466 2,070 53 1,315 -8,468 -7,097 -6,345: 266 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 61.3 0.3 84.1 33.0 97.5 94.6: 2.5 5.4
Old : 100.0: 13.0 61.3 0.3 84.1 33.0 97.5 94.6: 2.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 61 6 15 19 41 83:
Old : 113: 23 61 6 15 19 41 83:
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 : 82.4 43.4 89.0 63.2 82.4 43.4 89.0 63.2
Old : 82.4 43.4 89.0 63.2 82.4 43.4 89.0 63.2
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 23, 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 : 170,838: 36,379 52,452 15,619 100,328 68,148 152,325 136,219: 18,513 34,620
Old : 170,838: 36,379 52,452 15,619 100,328 68,148 152,325 136,219: 18,513 34,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 5,487: -140 -1,112 -608 5,957 3,803 5,209 2,083: 278 3,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 30.7 9.1 58.7 39.9 89.2 79.7: 10.8 20.3
Old : 100.0: 21.3 30.7 9.1 58.7 39.9 89.2 79.7: 10.8 20.3
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 : 106: 37 27 27 27 36 73 81:
Old : 106: 37 27 27 27 36 73 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 : 39.9 30.1 49.7 40.4 39.3 29.0 48.3 38.5
Old : 39.9 30.1 49.7 40.4 39.3 29.0 48.3 38.5
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, December 23, 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 : 280,393: 28,493 121,340 31,352 202,368 62,821 262,213 215,513: 18,180 64,881
Old : 280,393: 28,493 121,340 31,352 202,368 62,821 262,213 215,513: 18,180 64,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -857: -16,097 -10,055 424 13,849 6,815 -1,824 -2,816: 967 1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 43.3 11.2 72.2 22.4 93.5 76.9: 6.5 23.1
Old : 100.0: 10.2 43.3 11.2 72.2 22.4 93.5 76.9: 6.5 23.1
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 : 138: 28 65 35 29 34 77 115:
Old : 138: 28 65 35 29 34 77 115:
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 : 44.2 23.2 59.1 33.3 41.9 22.9 56.5 30.1
Old : 44.2 23.2 59.1 33.3 41.9 22.9 56.5 30.1
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 23, 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 : 470,894: 42,461 181,568 63,225 327,304 136,824 432,990 381,617: 37,904 89,277
Old : 470,894: 42,461 181,568 63,225 327,304 136,824 432,990 381,617: 37,904 89,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 22,514: -11,868 5,097 6,245 29,973 11,853 24,351 23,196: -1,837 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 38.6 13.4 69.5 29.1 92.0 81.0: 8.0 19.0
Old : 100.0: 9.0 38.6 13.4 69.5 29.1 92.0 81.0: 8.0 19.0
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 : 233: 51 94 65 53 70 139 195:
Old : 233: 51 94 65 53 70 139 195:
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 : 34.4 18.7 51.1 27.9 31.9 17.9 47.4 25.3
Old : 34.4 18.7 51.1 27.9 31.9 17.9 47.4 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 65,182: 5,173 55,077 3,385 55,897 6,125 64,455 64,587: 727 595
Old : 65,182: 5,173 55,077 3,385 55,897 6,125 64,455 64,587: 727 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 1,412: 688 432 -342 1,075 1,186 1,421 1,276: -9 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 84.5 5.2 85.8 9.4 98.9 99.1: 1.1 0.9
Old : 100.0: 7.9 84.5 5.2 85.8 9.4 98.9 99.1: 1.1 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 : 23: 6 8 2 8 7 15 16:
Old : 23: 6 8 2 8 7 15 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 : 91.3 94.1 95.7 97.2 83.7 85.0 86.3 86.3
Old : 91.3 94.1 95.7 97.2 83.7 85.0 86.3 86.3
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, December 23, 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 : 19,295: 9,786 11,194 370 7,099 2,655 17,255 14,219: 2,040 5,076
Old : 19,295: 9,786 11,194 370 7,099 2,655 17,255 14,219: 2,040 5,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 848: -79 690 17 1,241 44 1,179 751: -331 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 58.0 1.9 36.8 13.8 89.4 73.7: 10.6 26.3
Old : 100.0: 50.7 58.0 1.9 36.8 13.8 89.4 73.7: 10.6 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 : 61: 20 28 3 9 4 30 34:
Old : 61: 20 28 3 9 4 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 29.2 64.6 44.6 50.2 29.2 63.8 44.6
Old : 50.8 29.2 64.6 44.6 50.2 29.2 63.8 44.6
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 23, 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 :17,402,320: 1,507,526 1,403,749 7,263,092 7,836,764 7,409,290 16,607,382 16,076,131: 794,938 1,326,189
Old :17,402,320: 1,507,526 1,403,749 7,263,092 7,836,764 7,409,290 16,607,382 16,076,131: 794,938 1,326,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 577,216: 121,030 -75,532 384,404 94,272 290,693 599,705 599,564: -22,489 -22,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.1 41.7 45.0 42.6 95.4 92.4: 4.6 7.6
Old : 100.0: 8.7 8.1 41.7 45.0 42.6 95.4 92.4: 4.6 7.6
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 : 301: 57 90 112 137 147 259 290:
Old : 301: 57 90 112 137 147 259 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 20.4 35.6 31.6 10.2 4.5 15.6 7.3
Old : 23.5 20.4 35.6 31.6 10.2 4.5 15.6 7.3
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 23, 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 : 852,627: 106,562 80,273 72,596 580,309 630,272 759,467 783,141: 93,161 69,486
Old : 852,627: 106,562 80,273 72,596 580,309 630,272 759,467 783,141: 93,161 69,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -254,433: -12,501 -3,002 -41,797 -169,192 -184,640 -223,490 -229,439: -30,943 -24,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.4 8.5 68.1 73.9 89.1 91.9: 10.9 8.1
Old : 100.0: 12.5 9.4 8.5 68.1 73.9 89.1 91.9: 10.9 8.1
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 : 630: 160 124 136 250 238 475 436:
Old : 630: 160 124 136 250 238 475 436:
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 : 13.8 12.5 22.4 22.8 12.1 11.6 18.6 19.1
Old : 13.8 12.5 22.4 22.8 12.1 11.6 18.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 194,331: 14,977 9,157 24,696 110,953 137,710 150,626 171,563: 43,705 22,768
Old : 194,331: 14,977 9,157 24,696 110,953 137,710 150,626 171,563: 43,705 22,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -81,557: -1,426 -787 -7,501 -57,952 -63,160 -66,879 -71,448: -14,679 -10,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.7 12.7 57.1 70.9 77.5 88.3: 22.5 11.7
Old : 100.0: 7.7 4.7 12.7 57.1 70.9 77.5 88.3: 22.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 17 16 25 48 45 83 71:
Old : 97: 17 16 25 48 45 83 71:
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 : 18.8 24.7 31.3 42.5 16.2 22.6 24.4 35.9
Old : 18.8 24.7 31.3 42.5 16.2 22.6 24.4 35.9
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 23, 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 : 3,291,481: 474,684 372,337 222,741 2,346,776 2,462,813 3,044,201 3,057,891: 247,280 233,590
Old : 3,291,481: 474,684 372,337 222,741 2,346,776 2,462,813 3,044,201 3,057,891: 247,280 233,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -864,379: -83,574 -39,272 -143,282 -556,200 -607,400 -783,056 -789,954: -81,324 -74,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.3 6.8 71.3 74.8 92.5 92.9: 7.5 7.1
Old : 100.0: 14.4 11.3 6.8 71.3 74.8 92.5 92.9: 7.5 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 : 600: 155 112 122 240 228 445 412:
Old : 600: 155 112 122 240 228 445 412:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 12.5 24.4 22.5 14.6 12.0 21.5 21.1
Old : 16.0 12.5 24.4 22.5 14.6 12.0 21.5 21.1
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 23, 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 : 80,654: 8,484 5,823 961 61,196 70,136 70,641 76,920: 10,013 3,734
Old : 80,654: 8,484 5,823 961 61,196 70,136 70,641 76,920: 10,013 3,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -30,772: 425 1,567 -516 -17,187 -31,916 -17,278 -30,865: -13,494 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 1.2 75.9 87.0 87.6 95.4: 12.4 4.6
Old : 100.0: 10.5 7.2 1.2 75.9 87.0 87.6 95.4: 12.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 14 7 4 47 34 63 43:
Old : 84: 14 7 4 47 34 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 39.0 53.6 60.2 39.5 38.9 51.7 60.0
Old : 40.5 39.0 53.6 60.2 39.5 38.9 51.7 60.0
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 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 70,377: 15,676 7,317 2,075 45,572 57,892 63,323 67,284: 7,054 3,093
Old : 70,377: 15,676 7,317 2,075 45,572 57,892 63,323 67,284: 7,054 3,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -44,982: -6,940 -1,828 -1,719 -36,183 -41,791 -44,842 -45,339: -140 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.4 2.9 64.8 82.3 90.0 95.6: 10.0 4.4
Old : 100.0: 22.3 10.4 2.9 64.8 82.3 90.0 95.6: 10.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 61 33 19 72 67 138 114:
Old : 210: 61 33 19 72 67 138 114:
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 : 37.7 30.2 46.0 46.3 37.7 30.1 46.0 46.1
Old : 37.7 30.2 46.0 46.3 37.7 30.1 46.0 46.1
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 23, 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 : 351,884: 78,380 36,585 10,373 227,861 289,461 316,614 336,418: 35,270 15,466
Old : 351,884: 78,380 36,585 10,373 227,861 289,461 316,614 336,418: 35,270 15,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -126,456: -33,644 -8,310 -4,426 -113,396 -119,067 -151,466 -131,803: 25,010 5,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.4 2.9 64.8 82.3 90.0 95.6: 10.0 4.4
Old : 100.0: 22.3 10.4 2.9 64.8 82.3 90.0 95.6: 10.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 61 33 19 72 67 138 114:
Old : 210: 61 33 19 72 67 138 114:
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 : 37.7 30.2 46.0 46.3 37.7 30.1 46.0 46.1
Old : 37.7 30.2 46.0 46.3 37.7 30.1 46.0 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 142,986: 26,262 67,144 10,822 88,607 25,823 125,690 103,789: 17,296 39,197
Old : 142,986: 26,262 67,144 10,822 88,607 25,823 125,690 103,789: 17,296 39,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 4,628: -447 4,694 1,259 3,389 -1,579 4,201 4,374: 427 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 47.0 7.6 62.0 18.1 87.9 72.6: 12.1 27.4
Old : 100.0: 18.4 47.0 7.6 62.0 18.1 87.9 72.6: 12.1 27.4
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 : 93: 22 43 18 20 23 51 75:
Old : 93: 22 43 18 20 23 51 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 : 41.0 22.8 55.9 32.1 39.9 22.3 54.5 31.3
Old : 41.0 22.8 55.9 32.1 39.9 22.3 54.5 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 60,998: 20,008 15,139 398 29,789 39,603 50,195 55,140: 10,803 5,858
Old : 60,998: 20,008 15,139 398 29,789 39,603 50,195 55,140: 10,803 5,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 524: 239 595 25 64 -161 328 459: 196 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 24.8 0.7 48.8 64.9 82.3 90.4: 17.7 9.6
Old : 100.0: 32.8 24.8 0.7 48.8 64.9 82.3 90.4: 17.7 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 : 62: 18 13 1 21 12 39 26:
Old : 62: 18 13 1 21 12 39 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 : 41.6 60.7 54.4 77.2 41.6 60.7 54.4 77.2
Old : 41.6 60.7 54.4 77.2 41.6 60.7 54.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 99,900: 43,826 3,876 795 46,468 10,449 91,089 15,120: 8,811 84,780
Old : 99,900: 43,826 3,876 795 46,468 10,449 91,089 15,120: 8,811 84,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 1,399: 3,276 -307 10 666 -317 3,952 -614: -2,553 2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 3.9 0.8 46.5 10.5 91.2 15.1: 8.8 84.9
Old : 100.0: 43.9 3.9 0.8 46.5 10.5 91.2 15.1: 8.8 84.9
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 : 82: 36 7 4 30 16 68 25:
Old : 82: 36 7 4 30 16 68 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 : 29.5 7.0 44.8 10.4 29.2 7.0 44.5 10.3
Old : 29.5 7.0 44.8 10.4 29.2 7.0 44.5 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2014