BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 8,846: 472 2,539 892 5,694 3,925 7,058 7,356: 1,788 1,490
Old : 8,846: 472 2,539 892 5,694 3,925 7,058 7,356: 1,788 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 667: 114 48 177 396 584 687 809: -20 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 28.7 10.1 64.4 44.4 79.8 83.2: 20.2 16.8
Old : 100.0: 5.3 28.7 10.1 64.4 44.4 79.8 83.2: 20.2 16.8
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 : 34: 4 10 7 13 15 22 27:
Old : 34: 4 10 7 13 15 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 32.9 62.8 52.0 41.4 31.3 56.4 47.0
Old : 42.3 32.9 62.8 52.0 41.4 31.3 56.4 47.0
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, February 3, 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 : 80,875: 29,795 8,240 16,919 30,179 36,137 76,893 61,296: 3,983 19,579
Old : 80,875: 29,795 8,240 16,919 30,179 36,137 76,893 61,296: 3,983 19,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 797: -148 740 468 874 495 1,195 1,703: -398 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 10.2 20.9 37.3 44.7 95.1 75.8: 4.9 24.2
Old : 100.0: 36.8 10.2 20.9 37.3 44.7 95.1 75.8: 4.9 24.2
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 : 104: 19 29 38 39 38 84 81:
Old : 104: 19 29 38 39 38 84 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 : 35.6 22.6 50.7 35.1 34.8 21.9 48.8 31.4
Old : 35.6 22.6 50.7 35.1 34.8 21.9 48.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 7,689: 175 1,345 717 5,662 4,616 6,554 6,679: 1,134 1,010
Old : 7,689: 175 1,345 717 5,662 4,616 6,554 6,679: 1,134 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 177: 39 28 5 139 390 183 423: -6 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 17.5 9.3 73.6 60.0 85.2 86.9: 14.8 13.1
Old : 100.0: 2.3 17.5 9.3 73.6 60.0 85.2 86.9: 14.8 13.1
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 : 36: 4 9 8 21 15 31 26:
Old : 36: 4 9 8 21 15 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 28.0 59.7 48.2 39.0 20.5 50.1 35.9
Old : 39.0 28.0 59.7 48.2 39.0 20.5 50.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 4,607: 2,267 145 386 1,413 1,954 4,066 2,484: 541 2,123
Old : 4,607: 2,267 145 386 1,413 1,954 4,066 2,484: 541 2,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 3.1 8.4 30.7 42.4 88.3 53.9: 11.7 46.1
Old : 100.0: 49.2 3.1 8.4 30.7 42.4 88.3 53.9: 11.7 46.1
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 : 20: 5 3 6 6 10 14 16:
Old : 20: 5 3 6 6 10 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 29.5 81.2 42.5 53.2 28.0 73.5 37.6
Old : 56.7 29.5 81.2 42.5 53.2 28.0 73.5 37.6
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, February 3, 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 : 284,429: 76,668 36,629 92,194 92,309 118,268 261,172 247,090: 23,257 37,338
Old : 278,344: 75,109 36,842 90,533 90,711 114,894 256,352 242,269: 21,991 36,075
Other: 6,085: 1,842 69 1,379 1,598 3,374 4,820 4,821: 1,265 1,264
: : :
: : Changes in Commitments from: January 27, 2015 :
: -2,452: 1,059 1,858 15 -2,351 -4,034 -1,277 -2,161: -1,175 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.9 32.4 32.5 41.6 91.8 86.9: 8.2 13.1
Old : 100.0: 27.0 13.2 32.5 32.6 41.3 92.1 87.0: 7.9 13.0
Other: 100.0: 30.3 1.1 22.7 26.3 55.4 79.2 79.2: 20.8 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 100 79 97 87 83 233 219:
Old : 287: 95 82 97 86 82 230 218:
Other: 62: 19 2 13 19 34 38 49:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 14.7 20.8 23.5 10.8 11.9 18.1 18.0
Old : 11.7 15.0 21.1 23.9 11.0 12.2 18.4 18.5
Other: 27.0 29.4 42.7 44.1 23.2 26.2 36.1 36.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 364,027: 86,707 21,951 118,599 127,601 173,467 332,907 314,016: 31,120 50,011
Old : 364,027: 86,707 21,951 118,599 127,601 173,467 332,907 314,016: 31,120 50,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 5,255: 1,023 8,000 -278 5,314 -1,998 6,059 5,724: -804 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 6.0 32.6 35.1 47.7 91.5 86.3: 8.5 13.7
Old : 100.0: 23.8 6.0 32.6 35.1 47.7 91.5 86.3: 8.5 13.7
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 : 385: 117 80 118 130 157 307 303:
Old : 385: 117 80 118 130 157 307 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 16.6 21.0 25.7 9.3 13.6 16.1 19.1
Old : 12.3 16.6 21.0 25.7 9.3 13.6 16.1 19.1
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, February 3, 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 : 5,963: 1,492 2,867 842 2,321 1,019 4,655 4,727: 1,308 1,235
Old : 5,963: 1,492 2,867 842 2,321 1,019 4,655 4,727: 1,308 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 11: -127 -292 285 -152 93 6 86: 5 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 48.1 14.1 38.9 17.1 78.1 79.3: 21.9 20.7
Old : 100.0: 25.0 48.1 14.1 38.9 17.1 78.1 79.3: 21.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 27 13 27 18 52 55:
Old : 77: 19 27 13 27 18 52 55:
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 : 28.3 29.9 38.9 41.2 26.0 28.5 33.1 36.7
Old : 28.3 29.9 38.9 41.2 26.0 28.5 33.1 36.7
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, February 3, 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 : 50,443: 10,204 5,539 12,540 17,350 10,594 40,094 28,673: 10,349 21,771
Old : 50,443: 10,204 5,539 12,540 17,350 10,594 40,094 28,673: 10,349 21,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -11,053: -860 258 -7,548 -1,383 -2,262 -9,791 -9,552: -1,262 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.0 24.9 34.4 21.0 79.5 56.8: 20.5 43.2
Old : 100.0: 20.2 11.0 24.9 34.4 21.0 79.5 56.8: 20.5 43.2
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 : 210: 44 46 50 83 85 160 157:
Old : 210: 44 46 50 83 85 160 157:
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 : 16.2 11.1 25.2 18.1 13.9 4.1 20.1 6.2
Old : 16.2 11.1 25.2 18.1 13.9 4.1 20.1 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, February 3, 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 : 8,606: 669 7,157 359 5,710 562 6,738 8,078: 1,868 529
Old : 8,606: 669 7,157 359 5,710 562 6,738 8,078: 1,868 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -38: -37 -30 -4 -161 -7 -203 -41: 164 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 83.2 4.2 66.3 6.5 78.3 93.9: 21.7 6.1
Old : 100.0: 7.8 83.2 4.2 66.3 6.5 78.3 93.9: 21.7 6.1
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 : 21: 6 5 6 10 4 18 13:
Old : 21: 6 5 6 10 4 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 83.6 64.2 92.2 37.4 83.1 58.7 83.2
Old : 42.0 83.6 64.2 92.2 37.4 83.1 58.7 83.2
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, February 3, 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 : 49,286: 3,602 30,842 5,236 39,169 9,676 48,007 45,755: 1,280 3,531
Old : 49,286: 3,602 30,842 5,236 39,169 9,676 48,007 45,755: 1,280 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 465: -62 -66 125 319 453 382 512: 83 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 62.6 10.6 79.5 19.6 97.4 92.8: 2.6 7.2
Old : 100.0: 7.3 62.6 10.6 79.5 19.6 97.4 92.8: 2.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 32 21 21 17 47 55:
Old : 73: 11 32 21 21 17 47 55:
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 53.9 70.6 69.1 51.5 53.9 69.8 67.6
Old : 51.5 53.9 70.6 69.1 51.5 53.9 69.8 67.6
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, February 3, 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 : 47,978: 3,870 2,259 194 43,485 44,661 47,549 47,114: 429 864
Old : 47,978: 3,870 2,259 194 43,485 44,661 47,549 47,114: 429 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 217: -2,244 887 61 2,413 -785 230 163: -13 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.7 0.4 90.6 93.1 99.1 98.2: 0.9 1.8
Old : 100.0: 8.1 4.7 0.4 90.6 93.1 99.1 98.2: 0.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 7 2 12 14 18 22:
Old : 30: 5 7 2 12 14 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 66.1 86.0 84.9 57.9 65.4 74.5 77.6
Old : 66.5 66.1 86.0 84.9 57.9 65.4 74.5 77.6
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, February 3, 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 : 144,910: 22,403 51,262 18,510 78,868 33,003 119,781 102,775: 25,129 42,135
Old : 144,910: 22,403 51,262 18,510 78,868 33,003 119,781 102,775: 25,129 42,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 7,867: -5,605 -743 3,289 9,464 4,244 7,149 6,790: 718 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 35.4 12.8 54.4 22.8 82.7 70.9: 17.3 29.1
Old : 100.0: 15.5 35.4 12.8 54.4 22.8 82.7 70.9: 17.3 29.1
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 : 83: 19 29 19 26 24 56 62:
Old : 83: 19 29 19 26 24 56 62:
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 25.3 41.0 34.3 25.2 23.3 34.7 29.0
Old : 27.3 25.3 41.0 34.3 25.2 23.3 34.7 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, February 3, 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 : 51,182: 8,606 11,388 6,326 25,635 18,308 40,567 36,022: 10,615 15,161
Old : 51,182: 8,606 11,388 6,326 25,635 18,308 40,567 36,022: 10,615 15,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -4,277: -1,458 -3,526 816 -4,255 -1,530 -4,896 -4,240: 619 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.2 12.4 50.1 35.8 79.3 70.4: 20.7 29.6
Old : 100.0: 16.8 22.2 12.4 50.1 35.8 79.3 70.4: 20.7 29.6
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 : 34: 8 7 4 13 14 22 24:
Old : 34: 8 7 4 13 14 22 24:
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 : 45.7 29.8 59.6 47.2 38.3 25.3 49.0 37.0
Old : 45.7 29.8 59.6 47.2 38.3 25.3 49.0 37.0
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, February 3, 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 : 161,752: 23,593 71,836 8,366 126,582 75,305 158,541 155,507: 3,211 6,245
Old : 161,752: 23,593 71,836 8,366 126,582 75,305 158,541 155,507: 3,211 6,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 8,303: -3,153 524 7,079 4,412 582 8,338 8,185: -36 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 44.4 5.2 78.3 46.6 98.0 96.1: 2.0 3.9
Old : 100.0: 14.6 44.4 5.2 78.3 46.6 98.0 96.1: 2.0 3.9
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 : 121: 28 57 8 18 23 51 85:
Old : 121: 28 57 8 18 23 51 85:
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 : 74.7 42.2 82.5 61.7 64.6 36.5 70.6 54.1
Old : 74.7 42.2 82.5 61.7 64.6 36.5 70.6 54.1
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, February 3, 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 : 222,097: 35,243 78,069 21,191 147,695 85,525 204,129 184,785: 17,968 37,312
Old : 222,097: 35,243 78,069 21,191 147,695 85,525 204,129 184,785: 17,968 37,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 748: -2,008 -5,362 792 1,212 6,849 -3 2,279: 751 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 35.2 9.5 66.5 38.5 91.9 83.2: 8.1 16.8
Old : 100.0: 15.9 35.2 9.5 66.5 38.5 91.9 83.2: 8.1 16.8
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 : 105: 28 33 22 29 35 69 79:
Old : 105: 28 33 22 29 35 69 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 27.2 57.6 41.0 45.6 26.3 54.1 37.9
Old : 46.6 27.2 57.6 41.0 45.6 26.3 54.1 37.9
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, February 3, 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 : 241,878: 24,464 84,879 24,453 173,893 75,570 222,810 184,902: 19,069 56,976
Old : 241,878: 24,464 84,879 24,453 173,893 75,570 222,810 184,902: 19,069 56,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,258: -1,110 -6,306 456 1,472 6,514 818 664: 440 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.1 10.1 71.9 31.2 92.1 76.4: 7.9 23.6
Old : 100.0: 10.1 35.1 10.1 71.9 31.2 92.1 76.4: 7.9 23.6
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 : 129: 22 55 30 31 39 72 106:
Old : 129: 22 55 30 31 39 72 106:
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 : 44.6 25.1 60.2 34.6 43.5 25.0 58.0 32.2
Old : 44.6 25.1 60.2 34.6 43.5 25.0 58.0 32.2
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, February 3, 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 : 612,087: 45,275 234,003 99,604 423,063 173,185 567,943 506,792: 44,145 105,296
Old : 612,087: 45,275 234,003 99,604 423,063 173,185 567,943 506,792: 44,145 105,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 7,146: -1,497 9,935 -4,733 13,949 3,898 7,719 9,100: -573 -1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 38.2 16.3 69.1 28.3 92.8 82.8: 7.2 17.2
Old : 100.0: 7.4 38.2 16.3 69.1 28.3 92.8 82.8: 7.2 17.2
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 : 261: 51 118 72 60 73 157 217:
Old : 261: 51 118 72 60 73 157 217:
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 : 34.1 17.2 50.1 26.1 31.1 15.7 44.8 22.7
Old : 34.1 17.2 50.1 26.1 31.1 15.7 44.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 25,687: 10,537 15,034 159 13,108 3,821 23,804 19,014: 1,883 6,673
Old : 25,687: 10,537 15,034 159 13,108 3,821 23,804 19,014: 1,883 6,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 93: -1,371 -533 -136 2,015 240 508 -429: -415 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 58.5 0.6 51.0 14.9 92.7 74.0: 7.3 26.0
Old : 100.0: 41.0 58.5 0.6 51.0 14.9 92.7 74.0: 7.3 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 : 66: 18 30 2 12 10 30 42:
Old : 66: 18 30 2 12 10 30 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 : 48.9 28.1 63.5 43.8 48.7 28.1 63.3 43.8
Old : 48.9 28.1 63.5 43.8 48.7 28.1 63.3 43.8
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, February 3, 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 :18,228,445: 1,711,058 1,484,191 7,407,551 8,097,633 7,972,445 17,216,242 16,864,186: 1,012,202 1,364,258
Old :18,228,445: 1,711,058 1,484,191 7,407,551 8,097,633 7,972,445 17,216,242 16,864,186: 1,012,202 1,364,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 451,377: 50,714 107,931 254,394 112,655 63,542 417,763 425,867: 33,615 25,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.1 40.6 44.4 43.7 94.4 92.5: 5.6 7.5
Old : 100.0: 9.4 8.1 40.6 44.4 43.7 94.4 92.5: 5.6 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 : 317: 60 101 125 141 149 279 300:
Old : 317: 60 101 125 141 149 279 300:
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 20.2 33.3 30.5 9.7 5.8 14.6 8.9
Old : 21.4 20.2 33.3 30.5 9.7 5.8 14.6 8.9
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, February 3, 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 : 845,867: 106,546 87,356 62,182 554,418 599,224 723,145 748,762: 122,722 97,105
Old : 845,867: 106,546 87,356 62,182 554,418 599,224 723,145 748,762: 122,722 97,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 21,675: 4,148 118 -1,372 1,095 4,316 3,871 3,061: 17,804 18,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.3 7.4 65.5 70.8 85.5 88.5: 14.5 11.5
Old : 100.0: 12.6 10.3 7.4 65.5 70.8 85.5 88.5: 14.5 11.5
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 : 606: 151 122 145 248 242 472 437:
Old : 606: 151 122 145 248 242 472 437:
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 12.6 22.6 22.1 12.3 10.8 19.2 18.1
Old : 14.1 12.6 22.6 22.1 12.3 10.8 19.2 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 207,945: 14,586 12,934 20,361 125,886 127,906 160,833 161,201: 47,113 46,744
Old : 207,945: 14,586 12,934 20,361 125,886 127,906 160,833 161,201: 47,113 46,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 13,139: -4 709 1,210 8,835 -5,209 10,041 -3,290: 3,098 16,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.2 9.8 60.5 61.5 77.3 77.5: 22.7 22.5
Old : 100.0: 7.0 6.2 9.8 60.5 61.5 77.3 77.5: 22.7 22.5
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 : 95: 15 20 27 49 45 83 74:
Old : 95: 15 20 27 49 45 83 74:
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 : 17.6 29.9 30.0 43.8 14.2 25.2 24.2 35.0
Old : 17.6 29.9 30.0 43.8 14.2 25.2 24.2 35.0
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, February 3, 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 : 3,189,609: 481,140 393,454 187,763 2,142,659 2,356,590 2,811,562 2,937,807: 378,047 251,802
Old : 3,189,609: 481,140 393,454 187,763 2,142,659 2,356,590 2,811,562 2,937,807: 378,047 251,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 42,682: 27,287 3,570 -19,438 -38,700 47,623 -30,851 31,755: 73,533 10,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 5.9 67.2 73.9 88.1 92.1: 11.9 7.9
Old : 100.0: 15.1 12.3 5.9 67.2 73.9 88.1 92.1: 11.9 7.9
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 : 581: 149 108 133 234 234 441 417:
Old : 581: 149 108 133 234 234 441 417:
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 : 16.8 13.5 25.6 22.7 15.3 12.7 23.0 21.1
Old : 16.8 13.5 25.6 22.7 15.3 12.7 23.0 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 87,193: 8,208 7,246 1,402 67,349 72,690 76,959 81,338: 10,234 5,855
Old : 87,193: 8,208 7,246 1,402 67,349 72,690 76,959 81,338: 10,234 5,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 4,204: 346 315 227 2,620 3,533 3,193 4,075: 1,011 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.3 1.6 77.2 83.4 88.3 93.3: 11.7 6.7
Old : 100.0: 9.4 8.3 1.6 77.2 83.4 88.3 93.3: 11.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 14 9 3 55 37 70 48:
Old : 97: 14 9 3 55 37 70 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 : 38.8 36.6 52.3 56.7 37.7 36.4 50.7 56.5
Old : 38.8 36.6 52.3 56.7 37.7 36.4 50.7 56.5
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, February 3, 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 : 62,709: 12,329 8,042 2,364 39,513 48,675 54,206 59,082: 8,503 3,627
Old : 62,709: 12,329 8,042 2,364 39,513 48,675 54,206 59,082: 8,503 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -9: -1,317 -1,371 324 803 310 -190 -738: 181 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.8 3.8 63.0 77.6 86.4 94.2: 13.6 5.8
Old : 100.0: 19.7 12.8 3.8 63.0 77.6 86.4 94.2: 13.6 5.8
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 : 210: 56 38 21 64 71 126 124:
Old : 210: 56 38 21 64 71 126 124:
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 : 35.3 32.2 43.7 46.6 35.3 32.0 43.4 46.3
Old : 35.3 32.2 43.7 46.6 35.3 32.0 43.4 46.3
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, February 3, 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 : 313,544: 61,645 40,212 11,821 197,563 243,377 271,029 295,410: 42,515 18,134
Old : 313,544: 61,645 40,212 11,821 197,563 243,377 271,029 295,410: 42,515 18,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -47: -6,586 -6,857 1,618 4,016 1,549 -952 -3,690: 904 3,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.8 3.8 63.0 77.6 86.4 94.2: 13.6 5.8
Old : 100.0: 19.7 12.8 3.8 63.0 77.6 86.4 94.2: 13.6 5.8
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 : 210: 56 38 21 64 71 126 124:
Old : 210: 56 38 21 64 71 126 124:
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 : 35.3 32.2 43.7 46.6 35.3 32.0 43.4 46.3
Old : 35.3 32.2 43.7 46.6 35.3 32.0 43.4 46.3
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, February 3, 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 : 162,918: 16,294 72,939 14,073 116,595 30,178 146,962 117,190: 15,957 45,729
Old : 162,918: 16,294 72,939 14,073 116,595 30,178 146,962 117,190: 15,957 45,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 13,530: -201 7,116 3,520 10,586 2,723 13,905 13,360: -374 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 44.8 8.6 71.6 18.5 90.2 71.9: 9.8 28.1
Old : 100.0: 10.0 44.8 8.6 71.6 18.5 90.2 71.9: 9.8 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 20 51 23 20 22 53 83:
Old : 97: 20 51 23 20 22 53 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 20.7 64.5 30.6 49.0 19.9 61.4 28.6
Old : 50.3 20.7 64.5 30.6 49.0 19.9 61.4 28.6
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, February 3, 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 : 53,044: 16,398 16,283 864 24,915 30,794 42,177 47,941: 10,867 5,103
Old : 53,044: 16,398 16,283 864 24,915 30,794 42,177 47,941: 10,867 5,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 705: 917 381 212 -994 -2 135 591: 570 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 30.7 1.6 47.0 58.1 79.5 90.4: 20.5 9.6
Old : 100.0: 30.9 30.7 1.6 47.0 58.1 79.5 90.4: 20.5 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 : 57: 18 10 2 20 11 38 23:
Old : 57: 18 10 2 20 11 38 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 : 36.7 58.5 49.5 77.8 36.7 58.5 49.5 77.8
Old : 36.7 58.5 49.5 77.8 36.7 58.5 49.5 77.8
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, February 3, 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 : 104,668: 51,010 3,615 2,611 40,337 18,627 93,958 24,853: 10,710 79,815
Old : 104,668: 51,010 3,615 2,611 40,337 18,627 93,958 24,853: 10,710 79,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 3,980: 2,732 -133 -38 127 296 2,821 125: 1,159 3,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 3.5 2.5 38.5 17.8 89.8 23.7: 10.2 76.3
Old : 100.0: 48.7 3.5 2.5 38.5 17.8 89.8 23.7: 10.2 76.3
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 : 84: 35 6 5 28 20 66 29:
Old : 84: 35 6 5 28 20 66 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 : 30.9 9.2 45.8 14.9 30.8 8.9 45.7 12.3
Old : 30.9 9.2 45.8 14.9 30.8 8.9 45.7 12.3
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, February 3, 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 : 12,907: 7,487 4,427 0 4,770 7,982 12,257 12,409: 650 498
Old : 12,907: 7,487 4,427 0 4,770 7,982 12,257 12,409: 650 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 119: -92 -50 0 55 174 -37 124: 156 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 34.3 0.0 37.0 61.8 95.0 96.1: 5.0 3.9
Old : 100.0: 58.0 34.3 0.0 37.0 61.8 95.0 96.1: 5.0 3.9
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 : 20: 6 3 0 10 2 16 5:
Old : 20: 6 3 0 10 2 16 5:
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 : 77.2 91.9 87.2 96.1 77.2 91.9 87.2 96.1
Old : 77.2 91.9 87.2 96.1 77.2 91.9 87.2 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015