BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 8,355: 347 2,429 762 5,955 3,405 7,063 6,596: 1,292 1,759
Old : 8,355: 347 2,429 762 5,955 3,405 7,063 6,596: 1,292 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 277: 26 -142 58 334 252 418 167: -141 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 29.1 9.1 71.3 40.8 84.5 78.9: 15.5 21.1
Old : 100.0: 4.2 29.1 9.1 71.3 40.8 84.5 78.9: 15.5 21.1
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 : 35: 3 10 9 16 16 27 27:
Old : 35: 3 10 9 16 16 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 : 43.2 37.1 63.6 52.7 42.0 36.6 59.0 49.2
Old : 43.2 37.1 63.6 52.7 42.0 36.6 59.0 49.2
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 30, 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 : 79,821: 28,600 5,216 16,962 30,578 36,480 76,141 58,658: 3,680 21,163
Old : 79,821: 28,600 5,216 16,962 30,578 36,480 76,141 58,658: 3,680 21,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 189: 57 143 89 125 46 271 278: -82 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 6.5 21.3 38.3 45.7 95.4 73.5: 4.6 26.5
Old : 100.0: 35.8 6.5 21.3 38.3 45.7 95.4 73.5: 4.6 26.5
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 : 102: 26 24 38 38 36 83 79:
Old : 102: 26 24 38 38 36 83 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 20.9 49.6 32.4 34.2 20.0 47.8 29.7
Old : 34.4 20.9 49.6 32.4 34.2 20.0 47.8 29.7
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 30, 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 : 7,432: 98 1,529 784 5,442 3,925 6,324 6,239: 1,108 1,193
Old : 7,432: 98 1,529 784 5,442 3,925 6,324 6,239: 1,108 1,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 63: 17 -9 16 388 22 421 29: -358 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 20.6 10.6 73.2 52.8 85.1 83.9: 14.9 16.1
Old : 100.0: 1.3 20.6 10.6 73.2 52.8 85.1 83.9: 14.9 16.1
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 : 34: 4 9 10 18 15 30 26:
Old : 34: 4 9 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 : 39.5 31.6 63.6 50.9 37.9 24.1 53.5 38.9
Old : 39.5 31.6 63.6 50.9 37.9 24.1 53.5 38.9
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 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,007: 2,825 40 699 1,709 2,261 5,233 3,000: 775 3,007
Old : 6,007: 2,825 40 699 1,709 2,261 5,233 3,000: 775 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 50: 18 6 -6 9 6 21 6: 29 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.7 11.6 28.4 37.6 87.1 49.9: 12.9 50.1
Old : 100.0: 47.0 0.7 11.6 28.4 37.6 87.1 49.9: 12.9 50.1
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 : 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 : 54.6 29.0 73.8 38.4 51.5 26.2 67.0 32.9
Old : 54.6 29.0 73.8 38.4 51.5 26.2 67.0 32.9
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 30, 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 : 278,219: 83,258 30,163 73,184 97,965 138,941 254,407 242,287: 23,812 35,932
Old : 273,718: 82,329 30,382 71,812 96,812 136,412 250,953 238,606: 22,765 35,113
Other: 4,501: 1,421 273 880 1,154 2,529 3,454 3,681: 1,046 819
: : :
: : Changes in Commitments from: December 23, 2014 :
: 4,498: -266 3,379 819 3,388 204 3,941 4,402: 557 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.8 26.3 35.2 49.9 91.4 87.1: 8.6 12.9
Old : 100.0: 30.1 11.1 26.2 35.4 49.8 91.7 87.2: 8.3 12.8
Other: 100.0: 31.6 6.1 19.5 25.6 56.2 76.7 81.8: 23.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 114 54 98 97 91 250 217:
Old : 293: 110 57 97 97 91 247 217:
Other: 58: 16 5 12 18 30 38 43:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.0 21.6 28.3 11.6 16.2 19.4 23.3
Old : 13.0 19.3 22.0 28.6 11.8 16.6 19.7 23.7
Other: 29.5 29.3 45.5 49.5 28.6 28.4 41.7 43.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 363,021: 106,663 17,141 103,301 122,045 191,811 332,009 312,252: 31,012 50,769
Old : 363,021: 106,663 17,141 103,301 122,045 191,811 332,009 312,252: 31,012 50,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -2,654: -71 -1,818 198 -2,122 2,331 -1,994 711: -660 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.7 28.5 33.6 52.8 91.5 86.0: 8.5 14.0
Old : 100.0: 29.4 4.7 28.5 33.6 52.8 91.5 86.0: 8.5 14.0
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 : 401: 131 63 118 133 168 318 314:
Old : 401: 131 63 118 133 168 318 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 18.2 19.7 26.6 11.1 15.0 18.9 20.2
Old : 11.3 18.2 19.7 26.6 11.1 15.0 18.9 20.2
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 30, 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 : 3,815: 1,389 2,120 269 1,189 547 2,847 2,937: 968 878
Old : 3,815: 1,389 2,120 269 1,189 547 2,847 2,937: 968 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -31: 17 -16 13 30 -11 60 -13: -91 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 55.6 7.1 31.2 14.3 74.6 77.0: 25.4 23.0
Old : 100.0: 36.4 55.6 7.1 31.2 14.3 74.6 77.0: 25.4 23.0
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 : 55: 16 15 9 21 14 41 34:
Old : 55: 16 15 9 21 14 41 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 : 30.5 46.5 40.4 55.9 30.5 46.5 39.9 54.1
Old : 30.5 46.5 40.4 55.9 30.5 46.5 39.9 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 54,974: 11,774 4,985 15,250 15,619 12,785 42,644 33,021: 12,330 21,953
Old : 54,974: 11,774 4,985 15,250 15,619 12,785 42,644 33,021: 12,330 21,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -689: -837 -46 -72 93 -352 -815 -469: 126 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.1 27.7 28.4 23.3 77.6 60.1: 22.4 39.9
Old : 100.0: 21.4 9.1 27.7 28.4 23.3 77.6 60.1: 22.4 39.9
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 : 217: 57 43 56 83 88 172 163:
Old : 217: 57 43 56 83 88 172 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 12.3 24.1 20.3 9.4 4.0 15.3 6.4
Old : 14.8 12.3 24.1 20.3 9.4 4.0 15.3 6.4
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 30, 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 : 44,887: 3,916 27,742 4,715 35,236 9,219 43,867 41,676: 1,020 3,212
Old : 44,887: 3,916 27,742 4,715 35,236 9,219 43,867 41,676: 1,020 3,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 424: -120 3 155 371 146 406 304: 18 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 61.8 10.5 78.5 20.5 97.7 92.8: 2.3 7.2
Old : 100.0: 8.7 61.8 10.5 78.5 20.5 97.7 92.8: 2.3 7.2
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 : 65: 10 25 15 21 17 41 47:
Old : 65: 10 25 15 21 17 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 55.1 69.0 71.7 54.3 55.1 68.3 70.2
Old : 54.3 55.1 69.0 71.7 54.3 55.1 68.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 51,793: 5,048 1,176 227 46,120 49,609 51,395 51,012: 398 781
Old : 51,793: 5,048 1,176 227 46,120 49,609 51,395 51,012: 398 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 156: -70 -27 86 97 158 113 217: 43 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.3 0.4 89.0 95.8 99.2 98.5: 0.8 1.5
Old : 100.0: 9.7 2.3 0.4 89.0 95.8 99.2 98.5: 0.8 1.5
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 : 30: 5 5 2 13 17 19 23:
Old : 30: 5 5 2 13 17 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 68.9 84.7 85.4 58.4 64.8 71.2 73.5
Old : 69.3 68.9 84.7 85.4 58.4 64.8 71.2 73.5
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 30, 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 : 113,246: 31,443 46,973 8,645 50,743 19,940 90,831 75,558: 22,415 37,688
Old : 113,246: 31,443 46,973 8,645 50,743 19,940 90,831 75,558: 22,415 37,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -2,109: -1,194 670 -616 16 -783 -1,794 -728: -314 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 41.5 7.6 44.8 17.6 80.2 66.7: 19.8 33.3
Old : 100.0: 27.8 41.5 7.6 44.8 17.6 80.2 66.7: 19.8 33.3
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 : 79: 21 30 13 23 21 48 60:
Old : 79: 21 30 13 23 21 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 24.9 41.6 33.5 27.4 23.5 37.7 30.7
Old : 28.9 24.9 41.6 33.5 27.4 23.5 37.7 30.7
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 30, 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 : 65,646: 8,298 25,087 4,069 46,486 12,275 58,853 41,431: 6,792 24,215
Old : 65,646: 8,298 25,087 4,069 46,486 12,275 58,853 41,431: 6,792 24,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 3,008: 1,993 1,761 329 1,569 -94 3,892 1,997: -884 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.2 6.2 70.8 18.7 89.7 63.1: 10.3 36.9
Old : 100.0: 12.6 38.2 6.2 70.8 18.7 89.7 63.1: 10.3 36.9
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 : 46: 12 15 7 12 15 27 34:
Old : 46: 12 15 7 12 15 27 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 : 58.5 25.1 68.9 35.2 56.7 24.8 65.7 33.6
Old : 58.5 25.1 68.9 35.2 56.7 24.8 65.7 33.6
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 30, 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 : 130,298: 15,715 79,676 381 110,322 42,913 126,418 122,970: 3,880 7,329
Old : 130,298: 15,715 79,676 381 110,322 42,913 126,418 122,970: 3,880 7,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,270: -1,429 -993 -39 -371 -458 -1,839 -1,489: 569 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 61.1 0.3 84.7 32.9 97.0 94.4: 3.0 5.6
Old : 100.0: 12.1 61.1 0.3 84.7 32.9 97.0 94.4: 3.0 5.6
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 : 104: 20 58 5 13 18 36 78:
Old : 104: 20 58 5 13 18 36 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 : 83.1 42.4 89.3 62.6 83.1 42.4 89.3 62.6
Old : 83.1 42.4 89.3 62.6 83.1 42.4 89.3 62.6
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 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 171,304: 34,285 54,822 14,600 104,455 66,487 153,339 135,909: 17,965 35,396
Old : 171,304: 34,285 54,822 14,600 104,455 66,487 153,339 135,909: 17,965 35,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 466: -2,094 2,370 -1,019 4,127 -1,661 1,014 -310: -548 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 32.0 8.5 61.0 38.8 89.5 79.3: 10.5 20.7
Old : 100.0: 20.0 32.0 8.5 61.0 38.8 89.5 79.3: 10.5 20.7
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 : 105: 33 30 26 29 36 72 82:
Old : 105: 33 30 26 29 36 72 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.9 50.2 41.6 39.7 29.8 48.8 39.1
Old : 40.4 30.9 50.2 41.6 39.7 29.8 48.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 278,890: 27,755 123,314 30,663 200,927 63,141 259,345 217,118: 19,545 61,772
Old : 278,890: 27,755 123,314 30,663 200,927 63,141 259,345 217,118: 19,545 61,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,504: -738 1,974 -689 -1,441 321 -2,868 1,606: 1,365 -3,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 44.2 11.0 72.0 22.6 93.0 77.9: 7.0 22.1
Old : 100.0: 10.0 44.2 11.0 72.0 22.6 93.0 77.9: 7.0 22.1
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 : 139: 26 67 35 29 35 76 117:
Old : 139: 26 67 35 29 35 76 117:
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 23.7 58.9 33.8 42.0 23.4 56.5 30.7
Old : 44.2 23.7 58.9 33.8 42.0 23.4 56.5 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 482,748: 44,975 188,276 64,686 335,527 140,489 445,188 393,451: 37,559 89,297
Old : 482,748: 44,975 188,276 64,686 335,527 140,489 445,188 393,451: 37,559 89,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 11,854: 2,514 6,708 1,461 8,224 3,665 12,199 11,834: -345 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 39.0 13.4 69.5 29.1 92.2 81.5: 7.8 18.5
Old : 100.0: 9.3 39.0 13.4 69.5 29.1 92.2 81.5: 7.8 18.5
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 : 243: 49 103 68 54 74 141 208:
Old : 243: 49 103 68 54 74 141 208:
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 : 34.5 18.7 51.4 27.7 31.9 17.9 47.4 25.1
Old : 34.5 18.7 51.4 27.7 31.9 17.9 47.4 25.1
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 30, 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 : 45,821: 5,520 34,972 3,905 35,711 6,141 45,136 45,018: 685 803
Old : 45,821: 5,520 34,972 3,905 35,711 6,141 45,136 45,018: 685 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -19,361: 347 -20,105 520 -20,186 16 -19,319 -19,569: -42 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 76.3 8.5 77.9 13.4 98.5 98.2: 1.5 1.8
Old : 100.0: 12.0 76.3 8.5 77.9 13.4 98.5 98.2: 1.5 1.8
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 : 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 : 85.8 90.1 94.2 95.5 75.2 77.1 79.6 78.9
Old : 85.8 90.1 94.2 95.5 75.2 77.1 79.6 78.9
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 30, 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 : 18,071: 8,236 10,082 327 6,733 2,636 15,296 13,045: 2,775 5,026
Old : 18,071: 8,236 10,082 327 6,733 2,636 15,296 13,045: 2,775 5,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,224: -1,550 -1,112 -43 -366 -19 -1,959 -1,174: 735 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 55.8 1.8 37.3 14.6 84.6 72.2: 15.4 27.8
Old : 100.0: 45.6 55.8 1.8 37.3 14.6 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 : 59: 20 27 4 8 4 30 33:
Old : 59: 20 27 4 8 4 30 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 : 42.2 29.9 58.3 44.2 41.9 29.9 57.2 44.2
Old : 42.2 29.9 58.3 44.2 41.9 29.9 57.2 44.2
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 30, 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 :17,186,233: 1,491,119 1,403,138 7,090,280 7,774,050 7,359,442 16,355,448 15,852,859: 830,784 1,333,373
Old :17,186,233: 1,491,119 1,403,138 7,090,280 7,774,050 7,359,442 16,355,448 15,852,859: 830,784 1,333,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -216,087: -16,407 -611 -172,812 -62,715 -49,848 -251,934 -223,272: 35,846 7,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.2 41.3 45.2 42.8 95.2 92.2: 4.8 7.8
Old : 100.0: 8.7 8.2 41.3 45.2 42.8 95.2 92.2: 4.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 53 92 108 136 147 254 286:
Old : 296: 53 92 108 136 147 254 286:
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 : 23.4 20.6 35.5 31.7 10.3 4.8 15.7 7.8
Old : 23.4 20.6 35.5 31.7 10.3 4.8 15.7 7.8
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 30, 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 : 846,387: 107,134 75,907 66,257 574,179 628,477 747,570 770,641: 98,818 75,746
Old : 846,387: 107,134 75,907 66,257 574,179 628,477 747,570 770,641: 98,818 75,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -6,240: 571 -4,366 -6,338 -6,130 -1,796 -11,897 -12,500: 5,657 6,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.0 7.8 67.8 74.3 88.3 91.1: 11.7 8.9
Old : 100.0: 12.7 9.0 7.8 67.8 74.3 88.3 91.1: 11.7 8.9
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 : 632: 168 114 132 251 242 476 434:
Old : 632: 168 114 132 251 242 476 434:
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 : 13.5 12.8 21.9 22.9 11.9 11.9 18.5 19.2
Old : 13.5 12.8 21.9 22.9 11.9 11.9 18.5 19.2
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 30, 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 : 192,955: 12,910 8,523 23,282 109,890 136,696 146,083 168,501: 46,872 24,453
Old : 192,955: 12,910 8,523 23,282 109,890 136,696 146,083 168,501: 46,872 24,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,377: -2,067 -634 -1,413 -1,063 -1,014 -4,543 -3,062: 3,167 1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.4 12.1 57.0 70.8 75.7 87.3: 24.3 12.7
Old : 100.0: 6.7 4.4 12.1 57.0 70.8 75.7 87.3: 24.3 12.7
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 : 98: 20 13 28 48 46 83 75:
Old : 98: 20 13 28 48 46 83 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 : 18.3 25.6 31.8 43.8 16.0 23.5 25.0 37.2
Old : 18.3 25.6 31.8 43.8 16.0 23.5 25.0 37.2
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 30, 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 : 3,267,163: 474,160 339,965 211,830 2,321,444 2,458,905 3,007,434 3,010,700: 259,730 256,464
Old : 3,267,163: 474,160 339,965 211,830 2,321,444 2,458,905 3,007,434 3,010,700: 259,730 256,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -24,317: -523 -32,372 -10,911 -25,333 -3,908 -36,767 -47,191: 12,450 22,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.4 6.5 71.1 75.3 92.1 92.2: 7.9 7.8
Old : 100.0: 14.5 10.4 6.5 71.1 75.3 92.1 92.2: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 160 105 117 241 231 446 408:
Old : 601: 160 105 117 241 231 446 408:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 12.9 23.9 22.8 14.4 12.4 21.3 21.5
Old : 15.9 12.9 23.9 22.8 14.4 12.4 21.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 81,744: 8,621 4,965 1,118 61,570 72,353 71,309 78,436: 10,435 3,308
Old : 81,744: 8,621 4,965 1,118 61,570 72,353 71,309 78,436: 10,435 3,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 1,090: 137 -858 157 374 2,217 668 1,516: 422 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.1 1.4 75.3 88.5 87.2 96.0: 12.8 4.0
Old : 100.0: 10.5 6.1 1.4 75.3 88.5 87.2 96.0: 12.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 14 8 4 47 37 63 47:
Old : 88: 14 8 4 47 37 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 38.0 51.6 59.4 37.9 37.8 49.8 58.9
Old : 39.0 38.0 51.6 59.4 37.9 37.8 49.8 58.9
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 30, 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 : 69,267: 16,070 7,700 2,017 43,771 56,358 61,858 66,074: 7,410 3,194
Old : 69,267: 16,070 7,700 2,017 43,771 56,358 61,858 66,074: 7,410 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,109: 394 383 -58 -1,801 -1,535 -1,465 -1,210: 355 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.1 2.9 63.2 81.4 89.3 95.4: 10.7 4.6
Old : 100.0: 23.2 11.1 2.9 63.2 81.4 89.3 95.4: 10.7 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 : 210: 57 36 18 72 67 135 115:
Old : 210: 57 36 18 72 67 135 115:
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 : 37.0 29.4 46.5 46.0 37.0 29.3 46.5 45.8
Old : 37.0 29.4 46.5 46.0 37.0 29.3 46.5 45.8
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 30, 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 : 346,337: 80,351 38,499 10,083 218,855 281,788 309,289 330,369: 37,048 15,968
Old : 346,337: 80,351 38,499 10,083 218,855 281,788 309,289 330,369: 37,048 15,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -5,547: 1,971 1,914 -290 -9,005 -7,673 -7,325 -6,049: 1,777 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.1 2.9 63.2 81.4 89.3 95.4: 10.7 4.6
Old : 100.0: 23.2 11.1 2.9 63.2 81.4 89.3 95.4: 10.7 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 : 210: 57 36 18 72 67 135 115:
Old : 210: 57 36 18 72 67 135 115:
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 : 37.0 29.4 46.5 46.0 37.0 29.3 46.5 45.8
Old : 37.0 29.4 46.5 46.0 37.0 29.3 46.5 45.8
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 30, 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 : 143,285: 24,657 66,827 10,147 90,841 26,001 125,646 102,975: 17,640 40,310
Old : 143,285: 24,657 66,827 10,147 90,841 26,001 125,646 102,975: 17,640 40,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 300: -1,604 -317 -674 2,234 178 -44 -814: 344 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 46.6 7.1 63.4 18.1 87.7 71.9: 12.3 28.1
Old : 100.0: 17.2 46.6 7.1 63.4 18.1 87.7 71.9: 12.3 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 : 96: 23 45 20 20 23 55 76:
Old : 96: 23 45 20 20 23 55 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 23.5 53.8 31.8 40.4 23.0 52.4 31.3
Old : 41.5 23.5 53.8 31.8 40.4 23.0 52.4 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 30, 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 : 61,607: 19,056 16,985 473 30,380 37,705 49,909 55,163: 11,698 6,444
Old : 61,607: 19,056 16,985 473 30,380 37,705 49,909 55,163: 11,698 6,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 609: -952 1,846 75 591 -1,898 -286 23: 895 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 27.6 0.8 49.3 61.2 81.0 89.5: 19.0 10.5
Old : 100.0: 30.9 27.6 0.8 49.3 61.2 81.0 89.5: 19.0 10.5
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 : 61: 16 15 1 20 12 37 27:
Old : 61: 16 15 1 20 12 37 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 : 42.5 58.7 55.2 75.2 42.5 58.7 55.2 75.2
Old : 42.5 58.7 55.2 75.2 42.5 58.7 55.2 75.2
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 30, 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 : 103,940: 49,278 3,974 789 43,168 10,779 93,235 15,542: 10,705 88,398
Old : 103,940: 49,278 3,974 789 43,168 10,779 93,235 15,542: 10,705 88,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 4,040: 5,452 98 -6 -3,300 330 2,146 422: 1,894 3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 3.8 0.8 41.5 10.4 89.7 15.0: 10.3 85.0
Old : 100.0: 47.4 3.8 0.8 41.5 10.4 89.7 15.0: 10.3 85.0
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 : 85: 40 6 5 29 18 70 28:
Old : 85: 40 6 5 29 18 70 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 6.5 43.6 9.9 28.8 6.4 43.2 9.7
Old : 29.2 6.5 43.6 9.9 28.8 6.4 43.2 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2015