BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,692: 308 3,163 393 5,985 3,729 6,686 7,286: 1,006 406
Old : 7,692: 308 3,163 393 5,985 3,729 6,686 7,286: 1,006 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 558: 97 119 -36 465 480 525 563: 32 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 41.1 5.1 77.8 48.5 86.9 94.7: 13.1 5.3
Old : 100.0: 4.0 41.1 5.1 77.8 48.5 86.9 94.7: 13.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 8 5 21 14 29 25:
Old : 38: 6 8 5 21 14 29 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 : 49.7 49.8 63.3 72.6 47.2 49.8 60.6 70.6
Old : 49.7 49.8 63.3 72.6 47.2 49.8 60.6 70.6
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,000: 6,797 2,508 9,358 25,605 24,050 41,760 35,916: 4,240 10,084
Old : 46,000: 6,797 2,508 9,358 25,605 24,050 41,760 35,916: 4,240 10,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 340: 349 -28 -18 262 690 593 644: -253 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.5 20.3 55.7 52.3 90.8 78.1: 9.2 21.9
Old : 100.0: 14.8 5.5 20.3 55.7 52.3 90.8 78.1: 9.2 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 24 8 24 42 35 71 63:
Old : 79: 24 8 24 42 35 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 22.0 36.9 35.9 22.0 20.3 34.3 33.3
Old : 22.5 22.0 36.9 35.9 22.0 20.3 34.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,109: 212 2,494 429 3,479 1,970 4,121 4,893: 989 216
Old : 5,109: 212 2,494 429 3,479 1,970 4,121 4,893: 989 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 81: -8 39 16 54 49 62 104: 19 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 48.8 8.4 68.1 38.6 80.7 95.8: 19.3 4.2
Old : 100.0: 4.2 48.8 8.4 68.1 38.6 80.7 95.8: 19.3 4.2
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 : 25: 6 5 7 12 9 19 20:
Old : 25: 6 5 7 12 9 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 50.8 61.1 80.3 34.6 50.8 52.4 73.9
Old : 41.1 50.8 61.1 80.3 34.6 50.8 52.4 73.9
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,382: 7,349 338 1,431 4,070 7,509 12,850 9,278: 532 4,104
Old : 13,382: 7,349 338 1,431 4,070 7,509 12,850 9,278: 532 4,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 30: 49 116 29 -40 -33 38 111: -8 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 2.5 10.7 30.4 56.1 96.0 69.3: 4.0 30.7
Old : 100.0: 54.9 2.5 10.7 30.4 56.1 96.0 69.3: 4.0 30.7
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 : 36: 11 4 9 10 19 22 31:
Old : 36: 11 4 9 10 19 22 31:
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 : 49.6 39.9 74.9 54.3 48.8 37.6 70.3 47.7
Old : 49.6 39.9 74.9 54.3 48.8 37.6 70.3 47.7
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,421: 95,463 28,999 83,177 100,659 151,496 279,299 263,672: 34,122 49,750
Old : 300,592: 94,799 31,100 78,468 97,429 143,410 270,696 252,978: 29,896 47,614
Other: 12,829: 3,451 687 1,921 3,231 8,086 8,603 10,694: 4,226 2,135
: : :
: : Changes in Commitments from: December 24, 2013 :
: 8,169: 1,006 1,862 4,838 2,166 1,061 8,010 7,761: 159 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.3 26.5 32.1 48.3 89.1 84.1: 10.9 15.9
Old : 100.0: 31.5 10.3 26.1 32.4 47.7 90.1 84.2: 9.9 15.8
Other: 100.0: 26.9 5.4 15.0 25.2 63.0 67.1 83.4: 32.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 111 70 120 110 119 279 265:
Old : 329: 109 76 120 106 119 275 265:
Other: 103: 30 10 18 37 44 70 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 13.6 19.7 22.2 10.3 12.8 18.0 19.1
Old : 11.1 13.1 19.9 21.4 10.4 12.3 18.4 18.3
Other: 25.4 37.8 36.3 49.1 23.4 35.8 29.5 45.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 385,202: 139,998 30,225 88,818 120,692 211,917 349,508 330,960: 35,695 54,242
Old : 385,202: 139,998 30,225 88,818 120,692 211,917 349,508 330,960: 35,695 54,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 12,120: 6,969 193 5,095 -364 6,981 11,700 12,270: 420 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.8 23.1 31.3 55.0 90.7 85.9: 9.3 14.1
Old : 100.0: 36.3 7.8 23.1 31.3 55.0 90.7 85.9: 9.3 14.1
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 : 444: 152 78 143 140 172 367 337:
Old : 444: 152 78 143 140 172 367 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 21.0 20.2 27.8 11.7 20.4 19.5 25.9
Old : 12.0 21.0 20.2 27.8 11.7 20.4 19.5 25.9
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,598: 1,339 703 349 1,516 2,485 3,205 3,536: 1,393 1,062
Old : 4,598: 1,339 703 349 1,516 2,485 3,205 3,536: 1,393 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -375: 54 -26 -185 -77 -89 -208 -301: -166 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.3 7.6 33.0 54.0 69.7 76.9: 30.3 23.1
Old : 100.0: 29.1 15.3 7.6 33.0 54.0 69.7 76.9: 30.3 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 : 67: 25 10 11 22 26 51 43:
Old : 67: 25 10 11 22 26 51 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 : 20.6 27.1 31.1 40.7 20.6 27.1 30.2 39.4
Old : 20.6 27.1 31.1 40.7 20.6 27.1 30.2 39.4
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,846: 17,219 5,951 9,762 14,170 12,740 41,151 28,453: 11,695 24,393
Old : 52,846: 17,219 5,951 9,762 14,170 12,740 41,151 28,453: 11,695 24,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 793: 41 -279 -160 511 650 392 211: 401 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.3 18.5 26.8 24.1 77.9 53.8: 22.1 46.2
Old : 100.0: 32.6 11.3 18.5 26.8 24.1 77.9 53.8: 22.1 46.2
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 : 209: 67 31 42 69 71 161 129:
Old : 209: 67 31 42 69 71 161 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 10.4 20.1 17.2 11.6 8.7 18.2 13.0
Old : 12.1 10.4 20.1 17.2 11.6 8.7 18.2 13.0
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,186: 953 5,595 1,594 9,138 4,758 11,686 11,947: 501 239
Old : 12,186: 953 5,595 1,594 9,138 4,758 11,686 11,947: 501 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -67: 8 73 -14 -45 -123 -51 -65: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 45.9 13.1 75.0 39.0 95.9 98.0: 4.1 2.0
Old : 100.0: 7.8 45.9 13.1 75.0 39.0 95.9 98.0: 4.1 2.0
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 : 47: 6 14 13 23 16 40 32:
Old : 47: 6 14 13 23 16 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 43.5 72.9 62.8 57.5 42.8 65.9 60.4
Old : 58.7 43.5 72.9 62.8 57.5 42.8 65.9 60.4
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,208: 8,196 5,522 1,265 30,472 32,880 39,933 39,667: 275 541
Old : 40,208: 8,196 5,522 1,265 30,472 32,880 39,933 39,667: 275 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.7 3.1 75.8 81.8 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 13.7 3.1 75.8 81.8 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 1 11 13 13 18:
Old : 20: 2 4 1 11 13 13 18:
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 : 63.4 58.4 90.2 84.6 53.0 51.1 68.1 63.4
Old : 63.4 58.4 90.2 84.6 53.0 51.1 68.1 63.4
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 166,342: 27,391 86,146 6,812 107,078 32,583 141,282 125,541: 25,060 40,801
Old : 166,342: 27,391 86,146 6,812 107,078 32,583 141,282 125,541: 25,060 40,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 676: 65 -718 517 -152 314 431 114: 246 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 51.8 4.1 64.4 19.6 84.9 75.5: 15.1 24.5
Old : 100.0: 16.5 51.8 4.1 64.4 19.6 84.9 75.5: 15.1 24.5
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 : 84: 16 35 15 23 25 50 64:
Old : 84: 16 35 15 23 25 50 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 41.8 59.0 50.3 43.3 41.4 57.4 49.8
Old : 43.3 41.8 59.0 50.3 43.3 41.4 57.4 49.8
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,969: 26,507 16,220 341 6,559 23,421 33,407 39,982: 20,562 13,987
Old : 53,969: 26,507 16,220 341 6,559 23,421 33,407 39,982: 20,562 13,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 354: -30 1,047 -309 727 -749 388 -11: -34 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 30.1 0.6 12.2 43.4 61.9 74.1: 38.1 25.9
Old : 100.0: 49.1 30.1 0.6 12.2 43.4 61.9 74.1: 38.1 25.9
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 : 45: 14 14 2 11 11 25 27:
Old : 45: 14 14 2 11 11 25 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 : 32.6 35.8 42.9 51.9 32.6 35.3 42.9 51.4
Old : 32.6 35.8 42.9 51.9 32.6 35.3 42.9 51.4
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,803: 37,874 22,269 3,204 68,451 89,218 109,529 114,691: 7,274 2,112
Old : 116,803: 37,874 22,269 3,204 68,451 89,218 109,529 114,691: 7,274 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -6,930: -9,332 -4,759 0 2,198 -2,235 -7,134 -6,994: 204 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.1 2.7 58.6 76.4 93.8 98.2: 6.2 1.8
Old : 100.0: 32.4 19.1 2.7 58.6 76.4 93.8 98.2: 6.2 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 : 98: 45 22 3 12 21 60 43:
Old : 98: 45 22 3 12 21 60 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 : 65.1 49.1 75.4 71.9 65.1 49.1 74.1 71.9
Old : 65.1 49.1 75.4 71.9 65.1 49.1 74.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 233,015: 61,677 39,053 12,473 115,836 158,634 189,985 210,160: 43,030 22,855
Old : 233,015: 61,677 39,053 12,473 115,836 158,634 189,985 210,160: 43,030 22,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 16,370: -639 -7,853 3,326 10,675 19,276 13,362 14,749: 3,008 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 16.8 5.4 49.7 68.1 81.5 90.2: 18.5 9.8
Old : 100.0: 26.5 16.8 5.4 49.7 68.1 81.5 90.2: 18.5 9.8
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 : 114: 42 27 20 30 34 81 72:
Old : 114: 42 27 20 30 34 81 72:
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 39.4 46.2 58.9 37.0 38.6 46.2 57.9
Old : 37.0 39.4 46.2 58.9 37.0 38.6 46.2 57.9
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 281,807: 13,787 147,117 24,245 227,520 52,194 265,551 223,556: 16,256 58,251
Old : 281,807: 13,787 147,117 24,245 227,520 52,194 265,551 223,556: 16,256 58,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -3,128: 771 -9,284 2,410 -6,566 4,150 -3,385 -2,724: 257 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 52.2 8.6 80.7 18.5 94.2 79.3: 5.8 20.7
Old : 100.0: 4.9 52.2 8.6 80.7 18.5 94.2 79.3: 5.8 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 : 163: 29 85 34 34 35 83 134:
Old : 163: 29 85 34 34 35 83 134:
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 : 43.1 23.8 61.9 33.3 43.0 23.8 61.3 31.8
Old : 43.1 23.8 61.9 33.3 43.0 23.8 61.3 31.8
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 305,809: 101,098 73,908 35,929 118,086 130,904 255,113 240,741: 50,696 65,068
Old : 305,809: 101,098 73,908 35,929 118,086 130,904 255,113 240,741: 50,696 65,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 6,695: -1,165 2,784 2,886 4,049 886 5,771 6,556: 925 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 24.2 11.7 38.6 42.8 83.4 78.7: 16.6 21.3
Old : 100.0: 33.1 24.2 11.7 38.6 42.8 83.4 78.7: 16.6 21.3
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 : 197: 52 67 48 52 58 130 147:
Old : 197: 52 67 48 52 58 130 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 18.6 34.4 27.8 25.5 17.7 33.7 25.7
Old : 25.5 18.6 34.4 27.8 25.5 17.7 33.7 25.7
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,748: 14,198 7,491 282 693 9,170 15,173 16,943: 3,575 1,805
Old : 18,748: 14,198 7,491 282 693 9,170 15,173 16,943: 3,575 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 80: 299 48 0 -187 110 112 158: -32 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 40.0 1.5 3.7 48.9 80.9 90.4: 19.1 9.6
Old : 100.0: 75.7 40.0 1.5 3.7 48.9 80.9 90.4: 19.1 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 : 52: 23 14 1 3 12 26 27:
Old : 52: 23 14 1 3 12 26 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 : 44.8 53.8 59.1 67.4 44.8 53.8 59.1 67.4
Old : 44.8 53.8 59.1 67.4 44.8 53.8 59.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,060,272: 653,363 1,487,474 5,988,859 8,554,792 7,399,359 15,197,014 14,875,691: 863,258 1,184,581
Old :16,060,272: 653,363 1,487,474 5,988,859 8,554,792 7,399,359 15,197,014 14,875,691: 863,258 1,184,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 69,568: -28,575 -13,889 127,747 3,174 31,474 102,346 145,332: -32,778 -75,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.3 37.3 53.3 46.1 94.6 92.6: 5.4 7.4
Old : 100.0: 4.1 9.3 37.3 53.3 46.1 94.6 92.6: 5.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 57 69 102 125 134 245 249:
Old : 269: 57 69 102 125 134 245 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 19.7 42.0 30.9 22.3 10.7 24.4 14.1
Old : 32.6 19.7 42.0 30.9 22.3 10.7 24.4 14.1
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 847,826: 112,289 87,192 54,181 564,136 620,268 730,606 761,641: 117,220 86,184
Old : 847,826: 112,289 87,192 54,181 564,136 620,268 730,606 761,641: 117,220 86,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 10,955: 2,887 3,605 1,558 827 -1,277 5,273 3,886: 5,682 7,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.3 6.4 66.5 73.2 86.2 89.8: 13.8 10.2
Old : 100.0: 13.2 10.3 6.4 66.5 73.2 86.2 89.8: 13.8 10.2
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 : 583: 160 98 113 236 225 445 388:
Old : 583: 160 98 113 236 225 445 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 16.0 21.2 24.7 12.2 15.4 18.5 22.2
Old : 13.7 16.0 21.2 24.7 12.2 15.4 18.5 22.2
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,102: 7,725 7,580 12,541 105,819 140,786 126,085 160,908: 65,017 30,194
Old : 191,102: 7,725 7,580 12,541 105,819 140,786 126,085 160,908: 65,017 30,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 7,217: -1,979 3,187 -1,622 4,562 5,148 960 6,713: 6,257 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.0 6.6 55.4 73.7 66.0 84.2: 34.0 15.8
Old : 100.0: 4.0 4.0 6.6 55.4 73.7 66.0 84.2: 34.0 15.8
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 : 94: 14 15 21 47 51 74 75:
Old : 94: 14 15 21 47 51 74 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 : 16.7 26.9 29.2 44.3 16.4 26.2 25.0 39.2
Old : 16.7 26.9 29.2 44.3 16.4 26.2 25.0 39.2
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,283,618: 533,482 408,721 197,537 2,291,587 2,397,409 3,022,606 3,003,666: 261,012 279,952
Old : 3,283,618: 533,482 408,721 197,537 2,291,587 2,397,409 3,022,606 3,003,666: 261,012 279,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 18,687: 14,901 -7,340 25,333 -18,671 -32,128 21,563 -14,135: -2,876 32,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.4 6.0 69.8 73.0 92.1 91.5: 7.9 8.5
Old : 100.0: 16.2 12.4 6.0 69.8 73.0 92.1 91.5: 7.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 152 93 105 222 210 418 364:
Old : 552: 152 93 105 222 210 418 364:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 15.4 24.5 23.7 13.7 14.9 21.4 22.6
Old : 15.3 15.4 24.5 23.7 13.7 14.9 21.4 22.6
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,453: 12,311 2,803 895 76,489 93,288 89,695 96,986: 10,757 3,466
Old : 100,453: 12,311 2,803 895 76,489 93,288 89,695 96,986: 10,757 3,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -385: 428 -924 104 -981 307 -449 -513: 64 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.8 0.9 76.1 92.9 89.3 96.5: 10.7 3.5
Old : 100.0: 12.3 2.8 0.9 76.1 92.9 89.3 96.5: 10.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 15 6 4 47 38 63 47:
Old : 89: 15 6 4 47 38 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 : 37.3 44.2 52.7 62.2 37.0 44.2 51.9 62.2
Old : 37.3 44.2 52.7 62.2 37.0 44.2 51.9 62.2
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,711: 22,964 2,918 727 56,174 78,503 79,865 82,147: 5,846 3,563
Old : 85,711: 22,964 2,918 727 56,174 78,503 79,865 82,147: 5,846 3,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 1,164: -49 -155 -121 1,343 1,238 1,173 962: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.4 0.8 65.5 91.6 93.2 95.8: 6.8 4.2
Old : 100.0: 26.8 3.4 0.8 65.5 91.6 93.2 95.8: 6.8 4.2
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 : 206: 68 25 10 71 61 144 91:
Old : 206: 68 25 10 71 61 144 91:
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 : 39.3 45.7 50.1 69.9 39.3 45.7 49.9 69.8
Old : 39.3 45.7 50.1 69.9 39.3 45.7 49.9 69.8
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 428,553: 114,821 14,589 3,633 280,870 392,515 399,323 410,737: 29,230 17,816
Old : 428,553: 114,821 14,589 3,633 280,870 392,515 399,323 410,737: 29,230 17,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 5,819: -247 -774 -604 6,716 6,188 5,865 4,810: -46 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.4 0.8 65.5 91.6 93.2 95.8: 6.8 4.2
Old : 100.0: 26.8 3.4 0.8 65.5 91.6 93.2 95.8: 6.8 4.2
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 : 206: 68 25 10 71 61 144 91:
Old : 206: 68 25 10 71 61 144 91:
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 : 39.3 45.7 50.1 69.9 39.3 45.7 49.9 69.8
Old : 39.3 45.7 50.1 69.9 39.3 45.7 49.9 69.8
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,588: 14,748 70,438 9,609 98,839 27,030 123,196 107,076: 19,392 35,512
Old : 142,588: 14,748 70,438 9,609 98,839 27,030 123,196 107,076: 19,392 35,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 2,015: -666 2,519 108 1,899 -202 1,341 2,426: 673 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 49.4 6.7 69.3 19.0 86.4 75.1: 13.6 24.9
Old : 100.0: 10.3 49.4 6.7 69.3 19.0 86.4 75.1: 13.6 24.9
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 : 87: 23 36 17 20 22 50 68:
Old : 87: 23 36 17 20 22 50 68:
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 : 51.0 31.8 66.3 41.6 49.2 31.8 62.4 41.5
Old : 51.0 31.8 66.3 41.6 49.2 31.8 62.4 41.5
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,705: 24,776 19,850 0 39,843 48,475 64,619 68,325: 11,086 7,380
Old : 75,705: 24,776 19,850 0 39,843 48,475 64,619 68,325: 11,086 7,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 786: 1,140 661 -89 -9 1,517 1,042 2,089: -256 -1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.2 0.0 52.6 64.0 85.4 90.3: 14.6 9.7
Old : 100.0: 32.7 26.2 0.0 52.6 64.0 85.4 90.3: 14.6 9.7
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 : 87: 31 17 0 28 14 59 31:
Old : 87: 31 17 0 28 14 59 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 61.6 44.6 71.6 31.4 61.6 44.6 71.6
Old : 31.4 61.6 44.6 71.6 31.4 61.6 44.6 71.6
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 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,288: 42,890 15,512 141 52,300 19,655 95,331 35,308: 10,957 70,980
Old : 106,288: 42,890 15,512 141 52,300 19,655 95,331 35,308: 10,957 70,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 3,284: 2,389 2,578 -45 1,960 -12,302 4,304 -9,769: -1,020 13,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 14.6 0.1 49.2 18.5 89.7 33.2: 10.3 66.8
Old : 100.0: 40.4 14.6 0.1 49.2 18.5 89.7 33.2: 10.3 66.8
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 : 88: 43 5 1 34 14 77 20:
Old : 88: 43 5 1 34 14 77 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 21.6 51.6 30.1 38.5 21.0 51.6 29.3
Old : 38.5 21.6 51.6 30.1 38.5 21.0 51.6 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014