BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 7,901: 311 2,428 684 5,384 3,217 6,378 6,328: 1,523 1,573
Old : 7,901: 311 2,428 684 5,384 3,217 6,378 6,328: 1,523 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 293: -10 327 -29 226 243 187 541: 107 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 30.7 8.7 68.1 40.7 80.7 80.1: 19.3 19.9
Old : 100.0: 3.9 30.7 8.7 68.1 40.7 80.7 80.1: 19.3 19.9
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 : 36: 2 13 7 14 15 23 28:
Old : 36: 2 13 7 14 15 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 35.3 63.9 51.4 44.5 33.9 60.5 48.0
Old : 44.9 35.3 63.9 51.4 44.5 33.9 60.5 48.0
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 20, 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 : 80,731: 29,535 6,265 17,126 29,383 35,858 76,044 59,249: 4,687 21,482
Old : 80,731: 29,535 6,265 17,126 29,383 35,858 76,044 59,249: 4,687 21,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 3,314: 1,372 720 1,238 586 1,102 3,196 3,060: 118 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 7.8 21.2 36.4 44.4 94.2 73.4: 5.8 26.6
Old : 100.0: 36.6 7.8 21.2 36.4 44.4 94.2 73.4: 5.8 26.6
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 : 103: 19 32 37 37 36 81 81:
Old : 103: 19 32 37 37 36 81 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 21.3 50.5 32.4 34.9 20.0 48.7 29.6
Old : 35.7 21.3 50.5 32.4 34.9 20.0 48.7 29.6
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 20, 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 : 7,226: 122 1,387 686 5,148 3,851 5,956 5,923: 1,270 1,302
Old : 7,226: 122 1,387 686 5,148 3,851 5,956 5,923: 1,270 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 344: 14 61 70 313 216 398 348: -54 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 19.2 9.5 71.2 53.3 82.4 82.0: 17.6 18.0
Old : 100.0: 1.7 19.2 9.5 71.2 53.3 82.4 82.0: 17.6 18.0
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 : 35: 3 10 8 19 14 29 25:
Old : 35: 3 10 8 19 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 : 41.1 30.7 62.0 50.1 41.1 22.3 54.4 39.7
Old : 41.1 30.7 62.0 50.1 41.1 22.3 54.4 39.7
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, January 20, 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 : 290,055: 78,610 32,421 90,035 96,854 128,821 265,499 251,277: 24,555 38,778
Old : 284,846: 77,164 32,655 88,620 95,522 125,883 261,306 247,158: 23,540 37,688
Other: 5,209: 1,765 83 1,097 1,332 2,938 4,194 4,118: 1,015 1,090
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,300: -1,041 -1,784 4,878 235 -398 4,072 2,695: -1,772 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.2 31.0 33.4 44.4 91.5 86.6: 8.5 13.4
Old : 100.0: 27.1 11.5 31.1 33.5 44.2 91.7 86.8: 8.3 13.2
Other: 100.0: 33.9 1.6 21.1 25.6 56.4 80.5 79.1: 19.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 104 74 102 87 83 245 222:
Old : 298: 100 77 102 87 83 243 222:
Other: 64: 17 10 12 17 28 40 44:
:----------------------------------------------------------------------------------------------------
: 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 17.3 21.3 25.7 10.8 14.2 17.8 20.3
Old : 12.5 17.6 21.6 26.1 11.0 14.6 18.1 20.7
Other: 26.5 31.0 43.7 46.7 25.2 29.5 37.6 39.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 366,536: 93,186 13,859 120,433 119,425 180,141 333,044 314,433: 33,492 52,103
Old : 366,536: 93,186 13,859 120,433 119,425 180,141 333,044 314,433: 33,492 52,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,803: -13,483 -2,718 5,174 2,163 -6,128 -6,146 -3,672: 342 -2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 3.8 32.9 32.6 49.1 90.9 85.8: 9.1 14.2
Old : 100.0: 25.4 3.8 32.9 32.6 49.1 90.9 85.8: 9.1 14.2
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 : 397: 132 74 126 131 159 328 309:
Old : 397: 132 74 126 131 159 328 309:
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 : 10.9 16.4 19.4 25.1 9.7 13.5 16.6 18.2
Old : 10.9 16.4 19.4 25.1 9.7 13.5 16.6 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 5,551: 1,695 2,854 417 2,243 838 4,355 4,109: 1,196 1,442
Old : 5,551: 1,695 2,854 417 2,243 838 4,355 4,109: 1,196 1,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 633: 250 98 68 239 217 557 382: 76 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 51.4 7.5 40.4 15.1 78.5 74.0: 21.5 26.0
Old : 100.0: 30.5 51.4 7.5 40.4 15.1 78.5 74.0: 21.5 26.0
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 : 75: 17 28 9 28 15 49 48:
Old : 75: 17 28 9 28 15 49 48:
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 : 29.3 31.7 39.1 41.6 29.0 31.3 36.4 39.3
Old : 29.3 31.7 39.1 41.6 29.0 31.3 36.4 39.3
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 20, 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 : 60,799: 11,595 5,293 19,078 17,941 12,607 48,614 36,979: 12,185 23,820
Old : 60,799: 11,595 5,293 19,078 17,941 12,607 48,614 36,979: 12,185 23,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,357: -132 290 1,714 719 213 2,301 2,217: 56 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.7 31.4 29.5 20.7 80.0 60.8: 20.0 39.2
Old : 100.0: 19.1 8.7 31.4 29.5 20.7 80.0 60.8: 20.0 39.2
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 : 229: 61 48 65 84 84 177 174:
Old : 229: 61 48 65 84 84 177 174:
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 : 15.8 13.8 25.1 21.8 10.8 4.2 16.4 6.2
Old : 15.8 13.8 25.1 21.8 10.8 4.2 16.4 6.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 8,562: 554 7,111 384 5,735 553 6,674 8,049: 1,888 514
Old : 8,562: 554 7,111 384 5,735 553 6,674 8,049: 1,888 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 83.1 4.5 67.0 6.5 77.9 94.0: 22.1 6.0
Old : 100.0: 6.5 83.1 4.5 67.0 6.5 77.9 94.0: 22.1 6.0
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 : 20: 5 6 7 9 4 17 14:
Old : 20: 5 6 7 9 4 17 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 : 43.1 83.5 66.5 92.8 37.4 82.9 60.0 83.1
Old : 43.1 83.5 66.5 92.8 37.4 82.9 60.0 83.1
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 20, 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 : 47,965: 3,668 30,606 4,871 38,249 8,996 46,789 44,474: 1,176 3,491
Old : 47,965: 3,668 30,606 4,871 38,249 8,996 46,789 44,474: 1,176 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,528: 38 1,939 139 2,438 508 2,615 2,586: -87 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 63.8 10.2 79.7 18.8 97.5 92.7: 2.5 7.3
Old : 100.0: 7.6 63.8 10.2 79.7 18.8 97.5 92.7: 2.5 7.3
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 : 66: 9 27 15 22 17 42 48:
Old : 66: 9 27 15 22 17 42 48:
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 : 51.7 55.2 71.0 70.0 51.7 55.2 69.9 68.4
Old : 51.7 55.2 71.0 70.0 51.7 55.2 69.9 68.4
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, January 20, 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 : 47,001: 5,688 1,132 133 40,692 44,854 46,513 46,119: 488 882
Old : 47,001: 5,688 1,132 133 40,692 44,854 46,513 46,119: 488 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,322: 445 190 0 -5,727 -5,625 -5,282 -5,435: -40 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.4 0.3 86.6 95.4 99.0 98.1: 1.0 1.9
Old : 100.0: 12.1 2.4 0.3 86.6 95.4 99.0 98.1: 1.0 1.9
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 : 27: 5 4 1 11 15 16 20:
Old : 27: 5 4 1 11 15 16 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 : 69.6 65.0 87.2 83.9 60.0 64.3 74.9 77.9
Old : 69.6 65.0 87.2 83.9 60.0 64.3 74.9 77.9
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 20, 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 : 132,459: 23,243 53,062 13,434 70,729 25,144 107,406 91,641: 25,053 40,818
Old : 132,459: 23,243 53,062 13,434 70,729 25,144 107,406 91,641: 25,053 40,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 9,331: -2,782 4,339 3,976 8,039 600 9,233 8,915: 98 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 40.1 10.1 53.4 19.0 81.1 69.2: 18.9 30.8
Old : 100.0: 17.5 40.1 10.1 53.4 19.0 81.1 69.2: 18.9 30.8
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 : 83: 19 34 15 24 20 48 64:
Old : 83: 19 34 15 24 20 48 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 : 27.3 23.1 42.3 31.8 26.0 22.1 37.6 29.0
Old : 27.3 23.1 42.3 31.8 26.0 22.1 37.6 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 60,716: 9,759 17,418 5,271 36,129 20,309 51,158 42,997: 9,558 17,719
Old : 60,716: 9,759 17,418 5,271 36,129 20,309 51,158 42,997: 9,558 17,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -13,704: 5,395 -14,289 1,069 -23,008 8,326 -16,544 -4,894: 2,840 -8,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 28.7 8.7 59.5 33.4 84.3 70.8: 15.7 29.2
Old : 100.0: 16.1 28.7 8.7 59.5 33.4 84.3 70.8: 15.7 29.2
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 : 36: 8 10 8 12 14 25 27:
Old : 36: 8 10 8 12 14 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 : 51.5 31.2 66.8 48.7 48.5 29.6 59.4 41.0
Old : 51.5 31.2 66.8 48.7 48.5 29.6 59.4 41.0
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 20, 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 : 149,022: 19,019 65,271 4,811 122,059 72,005 145,889 142,087: 3,133 6,935
Old : 149,022: 19,019 65,271 4,811 122,059 72,005 145,889 142,087: 3,133 6,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 17,513: 1,734 -6,329 4,031 11,497 20,237 17,263 17,939: 251 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 43.8 3.2 81.9 48.3 97.9 95.3: 2.1 4.7
Old : 100.0: 12.8 43.8 3.2 81.9 48.3 97.9 95.3: 2.1 4.7
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 : 114: 26 56 9 15 21 47 81:
Old : 114: 26 56 9 15 21 47 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 39.3 86.5 63.3 72.0 39.3 78.1 59.2
Old : 78.3 39.3 86.5 63.3 72.0 39.3 78.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 215,837: 34,799 80,522 19,305 144,044 77,556 198,148 177,383: 17,689 38,454
Old : 215,837: 34,799 80,522 19,305 144,044 77,556 198,148 177,383: 17,689 38,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 6,483: -6,612 1,741 1,954 11,045 2,465 6,387 6,161: 96 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 37.3 8.9 66.7 35.9 91.8 82.2: 8.2 17.8
Old : 100.0: 16.1 37.3 8.9 66.7 35.9 91.8 82.2: 8.2 17.8
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 : 100: 27 32 20 27 35 65 76:
Old : 100: 27 32 20 27 35 65 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 27.7 57.0 41.5 45.2 26.9 53.7 39.9
Old : 46.0 27.7 57.0 41.5 45.2 26.9 53.7 39.9
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, January 20, 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 : 256,815: 26,114 104,326 24,732 184,583 66,501 235,429 195,559: 21,386 61,257
Old : 256,815: 26,114 104,326 24,732 184,583 66,501 235,429 195,559: 21,386 61,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -13,157: 1,480 -15,910 1,177 -16,161 2,169 -13,504 -12,565: 347 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.6 9.6 71.9 25.9 91.7 76.1: 8.3 23.9
Old : 100.0: 10.2 40.6 9.6 71.9 25.9 91.7 76.1: 8.3 23.9
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 : 132: 25 59 32 30 33 75 105:
Old : 132: 25 59 32 30 33 75 105:
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 : 43.9 22.7 57.8 32.2 41.8 22.7 55.6 31.0
Old : 43.9 22.7 57.8 32.2 41.8 22.7 55.6 31.0
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 20, 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 : 575,383: 48,677 225,167 83,536 395,351 161,196 527,565 469,899: 47,819 105,484
Old : 575,383: 48,677 225,167 83,536 395,351 161,196 527,565 469,899: 47,819 105,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 51,065: 486 9,743 19,078 23,235 16,070 42,799 44,890: 8,266 6,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 39.1 14.5 68.7 28.0 91.7 81.7: 8.3 18.3
Old : 100.0: 8.5 39.1 14.5 68.7 28.0 91.7 81.7: 8.3 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 : 255: 53 107 63 63 72 150 209:
Old : 255: 53 107 63 63 72 150 209:
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 : 34.9 15.8 50.9 24.3 32.6 14.5 46.8 22.4
Old : 34.9 15.8 50.9 24.3 32.6 14.5 46.8 22.4
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 20, 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 : 22,818: 10,941 12,758 356 7,997 4,228 19,294 17,342: 3,524 5,476
Old : 22,818: 10,941 12,758 356 7,997 4,228 19,294 17,342: 3,524 5,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,754: 2,545 2,586 -211 -1,161 389 1,173 2,764: 581 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 55.9 1.6 35.0 18.5 84.6 76.0: 15.4 24.0
Old : 100.0: 47.9 55.9 1.6 35.0 18.5 84.6 76.0: 15.4 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 33 5 9 9 27 44:
Old : 64: 15 33 5 9 9 27 44:
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 26.0 59.0 39.7 43.0 26.0 58.4 39.7
Old : 43.1 26.0 59.0 39.7 43.0 26.0 58.4 39.7
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 20, 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 :17,636,512: 1,586,704 1,287,712 7,097,674 8,023,233 7,928,530 16,707,611 16,313,916: 928,901 1,322,596
Old :17,636,512: 1,586,704 1,287,712 7,097,674 8,023,233 7,928,530 16,707,611 16,313,916: 928,901 1,322,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 202,968: 98,694 -907 -40,450 148,322 279,426 206,567 238,069: -3,598 -35,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.3 40.2 45.5 45.0 94.7 92.5: 5.3 7.5
Old : 100.0: 9.0 7.3 40.2 45.5 45.0 94.7 92.5: 5.3 7.5
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 : 313: 58 95 114 142 155 272 295:
Old : 313: 58 95 114 142 155 272 295:
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 : 21.4 19.7 33.1 30.4 10.0 5.6 14.5 8.8
Old : 21.4 19.7 33.1 30.4 10.0 5.6 14.5 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 821,313: 103,649 85,862 61,080 546,908 593,877 711,637 740,819: 109,675 80,493
Old : 821,313: 103,649 85,862 61,080 546,908 593,877 711,637 740,819: 109,675 80,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -25,793: 1,834 6,222 -8,969 -28,338 -32,158 -35,473 -34,905: 9,680 9,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.5 7.4 66.6 72.3 86.6 90.2: 13.4 9.8
Old : 100.0: 12.6 10.5 7.4 66.6 72.3 86.6 90.2: 13.4 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 : 604: 159 117 136 245 232 467 423:
Old : 604: 159 117 136 245 232 467 423:
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 : 14.1 12.5 22.5 22.5 12.5 11.4 19.1 19.2
Old : 14.1 12.5 22.5 22.5 12.5 11.4 19.1 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 191,316: 14,686 10,258 18,175 112,708 129,526 145,569 157,959: 45,747 33,357
Old : 191,316: 14,686 10,258 18,175 112,708 129,526 145,569 157,959: 45,747 33,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -1,287: 2,073 -2,379 -785 -4,497 -7,304 -3,209 -10,468: 1,922 9,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.4 9.5 58.9 67.7 76.1 82.6: 23.9 17.4
Old : 100.0: 7.7 5.4 9.5 58.9 67.7 76.1 82.6: 23.9 17.4
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 : 87: 13 15 18 49 40 75 61:
Old : 87: 13 15 18 49 40 75 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 : 17.5 28.0 30.6 43.6 15.6 24.5 24.5 36.2
Old : 17.5 28.0 30.6 43.6 15.6 24.5 24.5 36.2
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, January 20, 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 : 3,149,982: 448,200 381,404 211,142 2,171,000 2,321,757 2,830,342 2,914,303: 319,640 235,679
Old : 3,149,982: 448,200 381,404 211,142 2,171,000 2,321,757 2,830,342 2,914,303: 319,640 235,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -122,530: -19,648 24,549 -22,465 -119,205 -124,270 -161,318 -122,186: 38,788 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.1 6.7 68.9 73.7 89.9 92.5: 10.1 7.5
Old : 100.0: 14.2 12.1 6.7 68.9 73.7 89.9 92.5: 10.1 7.5
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 : 580: 154 108 128 233 224 442 405:
Old : 580: 154 108 128 233 224 442 405:
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 : 16.9 13.2 25.5 22.7 15.2 13.0 22.6 21.8
Old : 16.9 13.2 25.5 22.7 15.2 13.0 22.6 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 83,794: 8,074 5,724 1,031 64,436 71,541 73,541 78,296: 10,253 5,498
Old : 83,794: 8,074 5,724 1,031 64,436 71,541 73,541 78,296: 10,253 5,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 541: -142 -125 -185 1,438 576 1,111 266: -570 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.8 1.2 76.9 85.4 87.8 93.4: 12.2 6.6
Old : 100.0: 9.6 6.8 1.2 76.9 85.4 87.8 93.4: 12.2 6.6
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 : 88: 15 8 4 47 35 64 45:
Old : 88: 15 8 4 47 35 64 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 : 40.9 38.6 53.6 60.1 39.6 38.5 51.8 59.9
Old : 40.9 38.6 53.6 60.1 39.6 38.5 51.8 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 63,124: 14,937 9,022 1,931 37,758 48,863 54,626 59,816: 8,498 3,308
Old : 63,124: 14,937 9,022 1,931 37,758 48,863 54,626 59,816: 8,498 3,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -3,225: -1,516 304 -416 -2,448 -2,937 -4,381 -3,049: 1,155 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 14.3 3.1 59.8 77.4 86.5 94.8: 13.5 5.2
Old : 100.0: 23.7 14.3 3.1 59.8 77.4 86.5 94.8: 13.5 5.2
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 : 204: 51 39 19 70 63 129 113:
Old : 204: 51 39 19 70 63 129 113:
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 : 33.6 30.5 41.5 45.3 33.6 30.2 41.4 45.0
Old : 33.6 30.5 41.5 45.3 33.6 30.2 41.4 45.0
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 20, 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 : 315,621: 74,687 45,110 9,656 188,789 244,315 273,132 299,081: 42,489 16,540
Old : 315,621: 74,687 45,110 9,656 188,789 244,315 273,132 299,081: 42,489 16,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -16,127: -7,580 1,522 -2,082 -12,242 -14,685 -21,903 -15,245: 5,776 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 14.3 3.1 59.8 77.4 86.5 94.8: 13.5 5.2
Old : 100.0: 23.7 14.3 3.1 59.8 77.4 86.5 94.8: 13.5 5.2
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 : 204: 51 39 19 70 63 129 113:
Old : 204: 51 39 19 70 63 129 113:
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 : 33.6 30.5 41.5 45.3 33.6 30.2 41.4 45.0
Old : 33.6 30.5 41.5 45.3 33.6 30.2 41.4 45.0
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 20, 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 : 128,683: 10,315 56,054 7,876 93,635 23,941 111,827 87,872: 16,856 40,811
Old : 128,683: 10,315 56,054 7,876 93,635 23,941 111,827 87,872: 16,856 40,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -7,875: -5,041 -3,819 1,288 -750 -2,175 -4,502 -4,706: -3,373 -3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 43.6 6.1 72.8 18.6 86.9 68.3: 13.1 31.7
Old : 100.0: 8.0 43.6 6.1 72.8 18.6 86.9 68.3: 13.1 31.7
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 : 86: 20 41 18 20 22 48 73:
Old : 86: 20 41 18 20 22 48 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 25.6 62.9 34.2 49.0 25.0 59.2 33.2
Old : 50.3 25.6 62.9 34.2 49.0 25.0 59.2 33.2
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 20, 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 : 53,498: 14,420 15,655 236 27,612 32,489 42,268 48,380: 11,230 5,118
Old : 53,498: 14,420 15,655 236 27,612 32,489 42,268 48,380: 11,230 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -2,730: 177 780 -124 -2,532 -3,507 -2,479 -2,851: -251 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 29.3 0.4 51.6 60.7 79.0 90.4: 21.0 9.6
Old : 100.0: 27.0 29.3 0.4 51.6 60.7 79.0 90.4: 21.0 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 : 58: 19 8 1 22 11 41 20:
Old : 58: 19 8 1 22 11 41 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 : 39.4 61.5 50.8 80.3 39.4 61.5 50.8 80.3
Old : 39.4 61.5 50.8 80.3 39.4 61.5 50.8 80.3
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 20, 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 : 92,848: 48,217 5,434 2,601 32,838 15,138 83,656 23,173: 9,192 69,675
Old : 92,848: 48,217 5,434 2,601 32,838 15,138 83,656 23,173: 9,192 69,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -4,809: -1,389 1,360 1,978 -3,248 3,250 -2,659 6,588: -2,150 -11,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 5.9 2.8 35.4 16.3 90.1 25.0: 9.9 75.0
Old : 100.0: 51.9 5.9 2.8 35.4 16.3 90.1 25.0: 9.9 75.0
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 : 87: 34 11 4 31 18 68 31:
Old : 87: 34 11 4 31 18 68 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 : 29.0 9.5 44.6 14.5 29.0 8.8 44.6 12.8
Old : 29.0 9.5 44.6 14.5 29.0 8.8 44.6 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 12,740: 7,530 4,527 0 4,715 7,655 12,245 12,182: 495 558
Old : 12,740: 7,530 4,527 0 4,715 7,655 12,245 12,182: 495 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 747: 25 621 -148 1,203 18 1,080 491: -333 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 35.5 0.0 37.0 60.1 96.1 95.6: 3.9 4.4
Old : 100.0: 59.1 35.5 0.0 37.0 60.1 96.1 95.6: 3.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 5 0 9 2 16 7:
Old : 23: 7 5 0 9 2 16 7:
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 : 76.5 92.0 86.1 95.6 76.5 92.0 86.1 95.6
Old : 76.5 92.0 86.1 95.6 76.5 92.0 86.1 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015