BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,255: 274 2,066 679 4,979 2,716 5,932 5,461: 1,323 1,794
Old : 7,255: 274 2,066 679 4,979 2,716 5,932 5,461: 1,323 1,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,100: -73 -364 -82 -976 -689 -1,131 -1,135: 31 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 28.5 9.4 68.6 37.4 81.8 75.3: 18.2 24.7
Old : 100.0: 3.8 28.5 9.4 68.6 37.4 81.8 75.3: 18.2 24.7
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 : 30: 3 8 7 12 14 21 23:
Old : 30: 3 8 7 12 14 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 37.7 64.8 53.4 43.4 35.9 60.5 49.9
Old : 44.0 37.7 64.8 53.4 43.4 35.9 60.5 49.9
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,568: 27,226 5,101 15,506 28,007 33,812 70,740 54,419: 4,828 21,148
Old : 75,568: 27,226 5,101 15,506 28,007 33,812 70,740 54,419: 4,828 21,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -4,253: -1,374 -115 -1,456 -2,571 -2,667 -5,401 -4,238: 1,148 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 6.7 20.5 37.1 44.7 93.6 72.0: 6.4 28.0
Old : 100.0: 36.0 6.7 20.5 37.1 44.7 93.6 72.0: 6.4 28.0
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 : 89: 16 28 32 33 31 71 69:
Old : 89: 16 28 32 33 31 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 21.6 50.6 32.9 35.3 20.7 48.5 30.6
Old : 35.6 21.6 50.6 32.9 35.3 20.7 48.5 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,291: 94 1,072 525 4,443 3,359 5,062 4,956: 1,229 1,335
Old : 6,291: 94 1,072 525 4,443 3,359 5,062 4,956: 1,229 1,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,140: -4 -457 -259 -1,000 -567 -1,262 -1,282: 122 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 17.0 8.4 70.6 53.4 80.5 78.8: 19.5 21.2
Old : 100.0: 1.5 17.0 8.4 70.6 53.4 80.5 78.8: 19.5 21.2
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 : 30: 3 7 6 16 13 24 21:
Old : 30: 3 7 6 16 13 24 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 : 41.1 30.4 64.7 51.1 41.1 25.9 59.8 44.4
Old : 41.1 30.4 64.7 51.1 41.1 25.9 59.8 44.4
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 281,924: 84,000 33,319 76,809 97,141 134,495 257,950 244,623: 23,974 37,301
Old : 277,311: 82,932 33,513 75,451 95,969 131,929 254,351 240,893: 22,960 36,418
Other: 4,613: 1,554 293 872 1,173 2,566 3,599 3,730: 1,014 883
: : :
: : Changes in Commitments from: December 30, 2014 :
: 3,705: 742 3,157 3,625 -824 -4,446 3,543 2,336: 162 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.8 27.2 34.5 47.7 91.5 86.8: 8.5 13.2
Old : 100.0: 29.9 12.1 27.2 34.6 47.6 91.7 86.9: 8.3 13.1
Other: 100.0: 33.7 6.3 18.9 25.4 55.6 78.0 80.9: 22.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 105 70 97 99 92 257 221:
Old : 305: 103 71 95 99 92 253 221:
Other: 64: 20 6 12 19 30 42 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 17.4 21.0 26.7 11.2 14.8 18.4 21.7
Old : 12.4 17.7 21.3 27.1 11.4 15.1 18.7 22.0
Other: 29.0 30.1 44.6 49.5 28.3 29.2 41.2 44.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 365,624: 109,887 19,979 105,736 117,885 188,615 333,508 314,331: 32,115 51,293
Old : 365,624: 109,887 19,979 105,736 117,885 188,615 333,508 314,331: 32,115 51,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 2,603: 3,224 2,838 2,435 -4,160 -3,195 1,499 2,078: 1,103 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.5 28.9 32.2 51.6 91.2 86.0: 8.8 14.0
Old : 100.0: 30.1 5.5 28.9 32.2 51.6 91.2 86.0: 8.8 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 : 414: 127 69 113 144 174 329 319:
Old : 414: 127 69 113 144 174 329 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 17.2 19.6 25.1 10.8 14.7 18.9 19.9
Old : 11.1 17.2 19.6 25.1 10.8 14.7 18.9 19.9
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,276: 1,479 2,516 210 1,550 466 3,239 3,192: 1,037 1,084
Old : 4,276: 1,479 2,516 210 1,550 466 3,239 3,192: 1,037 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 462: 91 396 -60 362 -81 393 255: 69 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 58.8 4.9 36.3 10.9 75.8 74.6: 24.2 25.4
Old : 100.0: 34.6 58.8 4.9 36.3 10.9 75.8 74.6: 24.2 25.4
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 : 59: 16 19 8 23 11 43 34:
Old : 59: 16 19 8 23 11 43 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 : 29.4 42.7 38.1 52.8 29.3 42.7 37.9 51.4
Old : 29.4 42.7 38.1 52.8 29.3 42.7 37.9 51.4
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 55,150: 11,112 5,484 14,803 16,749 12,966 42,664 33,253: 12,486 21,897
Old : 55,150: 11,112 5,484 14,803 16,749 12,966 42,664 33,253: 12,486 21,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 176: -662 499 -448 1,130 181 20 232: 156 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.9 26.8 30.4 23.5 77.4 60.3: 22.6 39.7
Old : 100.0: 20.1 9.9 26.8 30.4 23.5 77.4 60.3: 22.6 39.7
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 : 219: 57 46 58 85 86 172 166:
Old : 219: 57 46 58 85 86 172 166:
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 : 14.5 12.3 23.0 20.2 8.9 4.8 14.7 7.6
Old : 14.5 12.3 23.0 20.2 8.9 4.8 14.7 7.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,877: 3,581 27,507 4,743 34,389 8,216 42,713 40,466: 1,164 3,411
Old : 43,877: 3,581 27,507 4,743 34,389 8,216 42,713 40,466: 1,164 3,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,011: -335 -235 28 -847 -1,003 -1,154 -1,210: 143 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 62.7 10.8 78.4 18.7 97.3 92.2: 2.7 7.8
Old : 100.0: 8.2 62.7 10.8 78.4 18.7 97.3 92.2: 2.7 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 : 63: 8 26 12 20 16 37 45:
Old : 63: 8 26 12 20 16 37 45:
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 55.9 69.7 70.5 54.6 55.9 68.8 68.8
Old : 54.6 55.9 69.7 70.5 54.6 55.9 68.8 68.8
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,847: 5,048 1,068 234 46,119 49,696 51,402 50,998: 446 849
Old : 51,847: 5,048 1,068 234 46,119 49,696 51,402 50,998: 446 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 54: 0 -108 7 -1 87 6 -14: 48 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.1 0.5 89.0 95.9 99.1 98.4: 0.9 1.6
Old : 100.0: 9.7 2.1 0.5 89.0 95.9 99.1 98.4: 0.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.2 68.8 84.7 85.4 58.4 64.7 71.2 73.6
Old : 69.2 68.8 84.7 85.4 58.4 64.7 71.2 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,491: 28,969 48,605 10,923 60,713 24,927 100,605 84,455: 23,886 40,035
Old : 124,491: 28,969 48,605 10,923 60,713 24,927 100,605 84,455: 23,886 40,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 11,245: -2,474 1,632 2,278 9,970 4,988 9,774 8,898: 1,471 2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 39.0 8.8 48.8 20.0 80.8 67.8: 19.2 32.2
Old : 100.0: 23.3 39.0 8.8 48.8 20.0 80.8 67.8: 19.2 32.2
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 : 82: 22 28 14 27 22 52 61:
Old : 82: 22 28 14 27 22 52 61:
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 : 27.6 23.2 39.9 32.4 25.8 21.5 35.3 29.7
Old : 27.6 23.2 39.9 32.4 25.8 21.5 35.3 29.7
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,207: 5,013 29,846 4,481 56,383 13,201 65,878 47,529: 7,329 25,678
Old : 73,207: 5,013 29,846 4,481 56,383 13,201 65,878 47,529: 7,329 25,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 7,561: -3,284 4,760 412 9,897 926 7,024 6,098: 537 1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 40.8 6.1 77.0 18.0 90.0 64.9: 10.0 35.1
Old : 100.0: 6.8 40.8 6.1 77.0 18.0 90.0 64.9: 10.0 35.1
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 : 48: 8 21 7 12 15 25 38:
Old : 48: 8 21 7 12 15 25 38:
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 : 65.2 24.5 74.5 34.6 62.9 24.5 70.1 32.6
Old : 65.2 24.5 74.5 34.6 62.9 24.5 70.1 32.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 131,973: 18,496 83,118 417 109,955 40,959 128,869 124,494: 3,104 7,478
Old : 131,973: 18,496 83,118 417 109,955 40,959 128,869 124,494: 3,104 7,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,674: 2,782 3,442 37 -368 -1,954 2,451 1,525: -776 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 63.0 0.3 83.3 31.0 97.6 94.3: 2.4 5.7
Old : 100.0: 14.0 63.0 0.3 83.3 31.0 97.6 94.3: 2.4 5.7
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 : 113: 27 59 4 15 17 44 78:
Old : 113: 27 59 4 15 17 44 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 : 81.9 39.8 88.6 62.1 81.9 39.8 88.6 62.1
Old : 81.9 39.8 88.6 62.1 81.9 39.8 88.6 62.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,365: 38,796 62,107 24,574 122,863 80,547 186,232 167,227: 19,133 38,138
Old : 205,365: 38,796 62,107 24,574 122,863 80,547 186,232 167,227: 19,133 38,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 34,061: 4,511 7,285 9,973 18,408 14,060 32,893 31,319: 1,168 2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 30.2 12.0 59.8 39.2 90.7 81.4: 9.3 18.6
Old : 100.0: 18.9 30.2 12.0 59.8 39.2 90.7 81.4: 9.3 18.6
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 : 112: 33 36 28 29 39 75 90:
Old : 112: 33 36 28 29 39 75 90:
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 : 39.2 24.9 49.1 35.2 37.4 24.0 45.7 33.5
Old : 39.2 24.9 49.1 35.2 37.4 24.0 45.7 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 281,784: 30,716 121,724 30,550 199,066 65,599 260,332 217,873: 21,453 63,911
Old : 281,784: 30,716 121,724 30,550 199,066 65,599 260,332 217,873: 21,453 63,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 2,894: 2,961 -1,589 -113 -1,861 2,458 987 755: 1,908 2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 43.2 10.8 70.6 23.3 92.4 77.3: 7.6 22.7
Old : 100.0: 10.9 43.2 10.8 70.6 23.3 92.4 77.3: 7.6 22.7
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 : 138: 32 62 36 28 33 79 113:
Old : 138: 32 62 36 28 33 79 113:
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 : 43.6 25.4 57.8 34.8 41.4 24.8 55.6 32.6
Old : 43.6 25.4 57.8 34.8 41.4 24.8 55.6 32.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 530,375: 47,019 200,156 78,068 365,488 155,111 490,576 433,335: 39,799 97,041
Old : 530,375: 47,019 200,156 78,068 365,488 155,111 490,576 433,335: 39,799 97,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 47,628: 2,044 11,879 13,383 29,961 14,622 45,388 39,884: 2,240 7,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 37.7 14.7 68.9 29.2 92.5 81.7: 7.5 18.3
Old : 100.0: 8.9 37.7 14.7 68.9 29.2 92.5 81.7: 7.5 18.3
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 : 256: 53 112 72 56 71 149 216:
Old : 256: 53 112 72 56 71 149 216:
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 17.4 50.7 26.2 31.2 16.2 46.0 23.3
Old : 34.4 17.4 50.7 26.2 31.2 16.2 46.0 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,376: 4,890 4,901 3,826 3,984 3,886 12,700 12,613: 676 763
Old : 13,376: 4,890 4,901 3,826 3,984 3,886 12,700 12,613: 676 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -32,445: -630 -30,071 -79 -31,727 -2,255 -32,436 -32,405: -9 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 36.6 28.6 29.8 29.1 94.9 94.3: 5.1 5.7
Old : 100.0: 36.6 36.6 28.6 29.8 29.1 94.9 94.3: 5.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 2 5 5 12 14:
Old : 21: 6 8 2 5 5 12 14:
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 : 74.2 78.9 89.1 89.3 36.8 33.9 43.0 39.3
Old : 74.2 78.9 89.1 89.3 36.8 33.9 43.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,437: 9,865 10,772 472 6,679 2,816 17,016 14,060: 2,421 5,377
Old : 19,437: 9,865 10,772 472 6,679 2,816 17,016 14,060: 2,421 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,366: 1,629 690 145 -54 180 1,720 1,015: -354 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 55.4 2.4 34.4 14.5 87.5 72.3: 12.5 27.7
Old : 100.0: 50.8 55.4 2.4 34.4 14.5 87.5 72.3: 12.5 27.7
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 : 67: 24 29 6 9 5 36 37:
Old : 67: 24 29 6 9 5 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 32.0 54.2 44.1 37.5 32.0 53.6 44.1
Old : 38.1 32.0 54.2 44.1 37.5 32.0 53.6 44.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :17,343,716: 1,519,094 1,379,287 7,157,561 7,798,389 7,460,307 16,475,044 15,997,155: 868,672 1,346,560
Old :17,343,716: 1,519,094 1,379,287 7,157,561 7,798,389 7,460,307 16,475,044 15,997,155: 868,672 1,346,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 157,483: 27,975 -23,850 67,281 24,339 100,866 119,595 144,296: 37,888 13,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.0 41.3 45.0 43.0 95.0 92.2: 5.0 7.8
Old : 100.0: 8.8 8.0 41.3 45.0 43.0 95.0 92.2: 5.0 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 : 307: 54 99 113 140 151 265 295:
Old : 307: 54 99 113 140 151 265 295:
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 : 22.8 20.2 34.9 31.0 10.3 4.7 15.1 7.5
Old : 22.8 20.2 34.9 31.0 10.3 4.7 15.1 7.5
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 839,108: 106,870 74,290 67,715 560,917 627,211 735,501 769,216: 103,607 69,892
Old : 839,108: 106,870 74,290 67,715 560,917 627,211 735,501 769,216: 103,607 69,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -7,279: -264 -1,617 1,458 -13,262 -1,266 -12,068 -1,425: 4,789 -5,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.9 8.1 66.8 74.7 87.7 91.7: 12.3 8.3
Old : 100.0: 12.7 8.9 8.1 66.8 74.7 87.7 91.7: 12.3 8.3
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 : 632: 179 105 140 253 244 484 439:
Old : 632: 179 105 140 253 244 484 439:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 13.2 22.1 23.5 11.9 12.3 18.1 19.8
Old : 13.8 13.2 22.1 23.5 11.9 12.3 18.1 19.8
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,087: 12,157 13,992 21,613 108,497 132,364 142,266 167,969: 47,821 22,118
Old : 190,087: 12,157 13,992 21,613 108,497 132,364 142,266 167,969: 47,821 22,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -2,867: -753 5,469 -1,670 -1,393 -4,332 -3,817 -532: 949 -2,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.4 11.4 57.1 69.6 74.8 88.4: 25.2 11.6
Old : 100.0: 6.4 7.4 11.4 57.1 69.6 74.8 88.4: 25.2 11.6
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 : 93: 19 12 25 48 44 79 71:
Old : 93: 19 12 25 48 44 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.9 32.3 44.6 15.9 24.8 25.5 37.3
Old : 18.3 26.9 32.3 44.6 15.9 24.8 25.5 37.3
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,245,104: 504,314 332,239 199,760 2,262,100 2,474,235 2,966,174 3,006,234: 278,929 238,870
Old : 3,245,104: 504,314 332,239 199,760 2,262,100 2,474,235 2,966,174 3,006,234: 278,929 238,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -22,060: 30,154 -7,726 -12,070 -59,344 15,330 -41,259 -4,466: 19,199 -17,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.2 6.2 69.7 76.2 91.4 92.6: 8.6 7.4
Old : 100.0: 15.5 10.2 6.2 69.7 76.2 91.4 92.6: 8.6 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 : 605: 170 100 128 242 234 457 417:
Old : 605: 170 100 128 242 234 457 417:
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 : 16.3 13.8 24.4 23.7 14.4 13.1 21.1 22.3
Old : 16.3 13.8 24.4 23.7 14.4 13.1 21.1 22.3
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,549: 8,606 3,705 1,501 61,752 72,904 71,859 78,110: 10,690 4,439
Old : 82,549: 8,606 3,705 1,501 61,752 72,904 71,859 78,110: 10,690 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 805: -15 -1,260 383 182 551 550 -326: 255 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.5 1.8 74.8 88.3 87.1 94.6: 12.9 5.4
Old : 100.0: 10.4 4.5 1.8 74.8 88.3 87.1 94.6: 12.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 6 4 49 34 66 42:
Old : 86: 15 6 4 49 34 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 40.4 51.8 63.1 38.4 40.3 49.9 62.7
Old : 39.4 40.4 51.8 63.1 38.4 40.3 49.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 70,262: 17,862 7,897 2,341 43,404 56,772 63,606 67,009: 6,656 3,253
Old : 70,262: 17,862 7,897 2,341 43,404 56,772 63,606 67,009: 6,656 3,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 995: 1,792 197 324 -367 414 1,749 935: -754 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.2 3.3 61.8 80.8 90.5 95.4: 9.5 4.6
Old : 100.0: 25.4 11.2 3.3 61.8 80.8 90.5 95.4: 9.5 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 : 224: 65 39 26 76 67 150 123:
Old : 224: 65 39 26 76 67 150 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.7 44.2 46.2 35.1 29.7 43.3 46.0
Old : 35.1 29.7 44.2 46.2 35.1 29.7 43.3 46.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 351,310: 89,310 39,484 11,703 217,019 283,859 318,032 335,046: 33,278 16,264
Old : 351,310: 89,310 39,484 11,703 217,019 283,859 318,032 335,046: 33,278 16,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 4,973: 8,959 986 1,621 -1,837 2,071 8,743 4,677: -3,770 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.2 3.3 61.8 80.8 90.5 95.4: 9.5 4.6
Old : 100.0: 25.4 11.2 3.3 61.8 80.8 90.5 95.4: 9.5 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 : 224: 65 39 26 76 67 150 123:
Old : 224: 65 39 26 76 67 150 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.7 44.2 46.2 35.1 29.7 43.3 46.0
Old : 35.1 29.7 44.2 46.2 35.1 29.7 43.3 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,133: 17,407 67,448 10,266 100,342 26,889 128,015 104,603: 18,117 41,530
Old : 146,133: 17,407 67,448 10,266 100,342 26,889 128,015 104,603: 18,117 41,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 2,847: -7,250 621 118 9,501 888 2,369 1,628: 478 1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 46.2 7.0 68.7 18.4 87.6 71.6: 12.4 28.4
Old : 100.0: 11.9 46.2 7.0 68.7 18.4 87.6 71.6: 12.4 28.4
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 : 97: 23 47 22 20 22 56 78:
Old : 97: 23 47 22 20 22 56 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 : 46.1 24.1 58.0 33.2 44.8 23.5 55.1 32.4
Old : 46.1 24.1 58.0 33.2 44.8 23.5 55.1 32.4
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,543: 14,963 14,850 106 30,371 36,311 45,440 51,267: 12,103 6,276
Old : 57,543: 14,963 14,850 106 30,371 36,311 45,440 51,267: 12,103 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -4,064: -4,093 -2,135 -367 -9 -1,394 -4,469 -3,896: 405 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 25.8 0.2 52.8 63.1 79.0 89.1: 21.0 10.9
Old : 100.0: 26.0 25.8 0.2 52.8 63.1 79.0 89.1: 21.0 10.9
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 : 60: 19 7 1 24 14 43 22:
Old : 60: 19 7 1 24 14 43 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 62.7 50.7 80.4 38.8 62.7 50.7 80.4
Old : 38.8 62.7 50.7 80.4 38.8 62.7 50.7 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,980: 49,107 5,810 1,070 41,105 11,002 91,282 17,882: 13,698 87,098
Old : 104,980: 49,107 5,810 1,070 41,105 11,002 91,282 17,882: 13,698 87,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,040: -171 1,836 281 -2,063 223 -1,953 2,340: 2,993 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 5.5 1.0 39.2 10.5 87.0 17.0: 13.0 83.0
Old : 100.0: 46.8 5.5 1.0 39.2 10.5 87.0 17.0: 13.0 83.0
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 : 83: 36 9 5 27 17 65 29:
Old : 83: 36 9 5 27 17 65 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 6.4 44.2 10.0 28.3 6.4 43.9 9.8
Old : 28.7 6.4 44.2 10.0 28.3 6.4 43.9 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015