BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 8,459: 757 2,525 724 5,614 4,168 7,095 7,417: 1,364 1,043
Old : 8,459: 757 2,525 724 5,614 4,168 7,095 7,417: 1,364 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 123: -1 111 6 120 34 125 151: -3 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 29.8 8.6 66.4 49.3 83.9 87.7: 16.1 12.3
Old : 100.0: 8.9 29.8 8.6 66.4 49.3 83.9 87.7: 16.1 12.3
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 : 36: 4 11 8 15 15 25 28:
Old : 36: 4 11 8 15 15 25 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 : 48.7 35.6 65.7 53.6 47.1 34.4 60.9 51.0
Old : 48.7 35.6 65.7 53.6 47.1 34.4 60.9 51.0
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, March 24, 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 : 67,959: 22,688 6,055 13,857 27,082 28,052 63,628 47,964: 4,331 19,994
Old : 67,959: 22,688 6,055 13,857 27,082 28,052 63,628 47,964: 4,331 19,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,010: 587 274 56 543 378 1,186 708: -176 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.9 20.4 39.9 41.3 93.6 70.6: 6.4 29.4
Old : 100.0: 33.4 8.9 20.4 39.9 41.3 93.6 70.6: 6.4 29.4
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 : 100: 14 33 36 38 33 79 77:
Old : 100: 14 33 36 38 33 79 77:
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 : 36.3 21.6 51.7 33.1 36.0 20.3 49.1 29.8
Old : 36.3 21.6 51.7 33.1 36.0 20.3 49.1 29.8
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, March 24, 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 : 8,495: 58 1,336 1,167 6,345 4,980 7,571 7,483: 924 1,012
Old : 8,495: 58 1,336 1,167 6,345 4,980 7,571 7,483: 924 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 136: -13 -189 -37 248 483 198 258: -63 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 15.7 13.7 74.7 58.6 89.1 88.1: 10.9 11.9
Old : 100.0: 0.7 15.7 13.7 74.7 58.6 89.1 88.1: 10.9 11.9
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 : 39: 2 12 8 21 18 30 31:
Old : 39: 2 12 8 21 18 30 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 : 41.9 36.5 59.4 52.8 40.8 26.1 51.5 39.3
Old : 41.9 36.5 59.4 52.8 40.8 26.1 51.5 39.3
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, March 24, 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 : 4,780: 2,092 94 421 1,718 2,292 4,231 2,808: 548 1,972
Old : 4,780: 2,092 94 421 1,718 2,292 4,231 2,808: 548 1,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 94: -5 1 27 61 31 83 59: 11 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 2.0 8.8 35.9 48.0 88.5 58.7: 11.5 41.3
Old : 100.0: 43.8 2.0 8.8 35.9 48.0 88.5 58.7: 11.5 41.3
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 : 22: 6 2 7 7 11 15 18:
Old : 22: 6 2 7 7 11 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 29.0 77.3 44.7 51.0 28.9 69.0 41.0
Old : 54.3 29.0 77.3 44.7 51.0 28.9 69.0 41.0
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, March 24, 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 : 310,162: 73,958 55,503 113,103 97,667 100,953 284,728 269,559: 25,434 40,603
Old : 293,306: 72,053 57,111 106,013 91,867 92,805 269,932 255,929: 23,373 37,377
Other: 16,856: 4,548 1,035 4,447 5,801 8,147 14,796 13,630: 2,060 3,226
: : :
: : Changes in Commitments from: March 17, 2015 :
: 11,558: -4,441 3,825 12,723 4,772 -5,049 13,054 11,499: -1,496 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 17.9 36.5 31.5 32.5 91.8 86.9: 8.2 13.1
Old : 100.0: 24.6 19.5 36.1 31.3 31.6 92.0 87.3: 8.0 12.7
Other: 100.0: 27.0 6.1 26.4 34.4 48.3 87.8 80.9: 12.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 104 93 121 94 84 256 249:
Old : 304: 97 96 118 93 82 246 246:
Other: 104: 28 11 19 36 49 70 74:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.9 20.0 19.4 10.4 8.9 17.0 13.8
Old : 11.8 11.0 20.2 19.3 10.6 9.0 17.3 14.0
Other: 21.8 24.5 34.4 36.9 16.5 16.7 27.3 25.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 364,895: 102,928 19,941 111,000 115,668 179,143 329,597 310,085: 35,298 54,810
Old : 364,895: 102,928 19,941 111,000 115,668 179,143 329,597 310,085: 35,298 54,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 13,685: 11,360 -4,698 3,372 -927 14,200 13,805 12,873: -120 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.5 30.4 31.7 49.1 90.3 85.0: 9.7 15.0
Old : 100.0: 28.2 5.5 30.4 31.7 49.1 90.3 85.0: 9.7 15.0
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 : 407: 134 77 136 139 164 345 316:
Old : 407: 134 77 136 139 164 345 316:
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 : 9.8 16.8 17.8 24.1 9.2 13.6 16.2 19.6
Old : 9.8 16.8 17.8 24.1 9.2 13.6 16.2 19.6
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, March 24, 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 : 7,080: 2,259 3,850 693 2,740 835 5,691 5,377: 1,389 1,703
Old : 7,080: 2,259 3,850 693 2,740 835 5,691 5,377: 1,389 1,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 32: -45 -144 86 9 81 51 23: -19 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 54.4 9.8 38.7 11.8 80.4 76.0: 19.6 24.0
Old : 100.0: 31.9 54.4 9.8 38.7 11.8 80.4 76.0: 19.6 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 : 85: 24 34 11 27 15 56 55:
Old : 85: 24 34 11 27 15 56 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 : 28.9 30.9 39.5 42.3 28.8 30.9 38.0 40.0
Old : 28.9 30.9 39.5 42.3 28.8 30.9 38.0 40.0
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, March 24, 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 : 56,595: 12,861 6,785 15,663 17,579 12,898 46,102 35,346: 10,493 21,249
Old : 56,595: 12,861 6,785 15,663 17,579 12,898 46,102 35,346: 10,493 21,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,032: 159 -16 999 -385 688 774 1,671: 258 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.0 27.7 31.1 22.8 81.5 62.5: 18.5 37.5
Old : 100.0: 22.7 12.0 27.7 31.1 22.8 81.5 62.5: 18.5 37.5
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 : 239: 63 58 57 74 97 170 182:
Old : 239: 63 58 57 74 97 170 182:
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 : 14.9 11.3 23.6 18.6 11.7 6.0 17.7 8.1
Old : 14.9 11.3 23.6 18.6 11.7 6.0 17.7 8.1
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, March 24, 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 : 7,145: 815 5,429 262 4,714 765 5,791 6,455: 1,354 689
Old : 7,145: 815 5,429 262 4,714 765 5,791 6,455: 1,354 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 76.0 3.7 66.0 10.7 81.1 90.4: 18.9 9.6
Old : 100.0: 11.4 76.0 3.7 66.0 10.7 81.1 90.4: 18.9 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 : 21: 6 5 4 10 6 17 14:
Old : 21: 6 5 4 10 6 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 : 44.1 76.2 68.4 87.7 38.3 75.7 61.4 80.0
Old : 44.1 76.2 68.4 87.7 38.3 75.7 61.4 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 44,122: 2,795 25,063 4,775 35,642 10,489 43,212 40,326: 910 3,796
Old : 44,122: 2,795 25,063 4,775 35,642 10,489 43,212 40,326: 910 3,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 825: 20 453 124 702 158 847 735: -22 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 56.8 10.8 80.8 23.8 97.9 91.4: 2.1 8.6
Old : 100.0: 6.3 56.8 10.8 80.8 23.8 97.9 91.4: 2.1 8.6
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 : 79: 9 38 20 24 18 50 59:
Old : 79: 9 38 20 24 18 50 59:
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 : 50.9 47.4 70.6 62.1 50.9 47.4 69.9 60.6
Old : 50.9 47.4 70.6 62.1 50.9 47.4 69.9 60.6
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, March 24, 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 : 55,943: 8,089 5,354 994 46,454 49,104 55,537 55,452: 406 491
Old : 55,943: 8,089 5,354 994 46,454 49,104 55,537 55,452: 406 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 3,365: 90 -263 0 3,134 3,714 3,224 3,451: 141 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.6 1.8 83.0 87.8 99.3 99.1: 0.7 0.9
Old : 100.0: 14.5 9.6 1.8 83.0 87.8 99.3 99.1: 0.7 0.9
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 : 26: 5 4 1 13 12 18 17:
Old : 26: 5 4 1 13 12 18 17:
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 : 64.9 73.5 84.2 91.3 64.6 72.1 80.6 87.1
Old : 64.9 73.5 84.2 91.3 64.6 72.1 80.6 87.1
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, March 24, 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 : 125,502: 17,740 51,992 11,475 73,249 22,549 102,464 86,017: 23,038 39,485
Old : 125,502: 17,740 51,992 11,475 73,249 22,549 102,464 86,017: 23,038 39,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -51,918: -1,271 -1,913 -704 -49,087 -43,043 -51,063 -45,660: -855 -6,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 41.4 9.1 58.4 18.0 81.6 68.5: 18.4 31.5
Old : 100.0: 14.1 41.4 9.1 58.4 18.0 81.6 68.5: 18.4 31.5
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 : 83: 20 31 14 20 22 49 59:
Old : 83: 20 31 14 20 22 49 59:
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 : 44.1 26.3 54.9 35.6 43.7 25.0 50.9 31.7
Old : 44.1 26.3 54.9 35.6 43.7 25.0 50.9 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 42,913: 12,796 15,601 4,980 18,568 6,578 36,344 27,159: 6,569 15,754
Old : 42,913: 12,796 15,601 4,980 18,568 6,578 36,344 27,159: 6,569 15,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -2,649: -5,628 421 205 2,790 -1,127 -2,634 -502: -15 -2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 36.4 11.6 43.3 15.3 84.7 63.3: 15.3 36.7
Old : 100.0: 29.8 36.4 11.6 43.3 15.3 84.7 63.3: 15.3 36.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 13 7 8 11 22 27:
Old : 36: 10 13 7 8 11 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 : 42.9 34.0 63.2 46.3 41.4 32.3 56.6 38.9
Old : 42.9 34.0 63.2 46.3 41.4 32.3 56.6 38.9
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, March 24, 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 : 150,722: 34,924 76,028 5,772 107,238 61,894 147,934 143,694: 2,788 7,027
Old : 150,722: 34,924 76,028 5,772 107,238 61,894 147,934 143,694: 2,788 7,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 15,351: 11,211 -3,627 4,632 -847 15,305 14,996 16,309: 355 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 50.4 3.8 71.1 41.1 98.2 95.3: 1.8 4.7
Old : 100.0: 23.2 50.4 3.8 71.1 41.1 98.2 95.3: 1.8 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: 21 56 10 20 23 48 82:
Old : 114: 21 56 10 20 23 48 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 35.2 85.6 55.2 77.9 35.2 84.6 54.5
Old : 77.9 35.2 85.6 55.2 77.9 35.2 84.6 54.5
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, March 24, 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 : 234,484: 32,669 68,866 39,380 145,530 89,530 217,579 197,777: 16,904 36,707
Old : 234,484: 32,669 68,866 39,380 145,530 89,530 217,579 197,777: 16,904 36,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -9,243: -11,821 -10,770 3,042 -711 -528 -9,490 -8,256: 246 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 29.4 16.8 62.1 38.2 92.8 84.3: 7.2 15.7
Old : 100.0: 13.9 29.4 16.8 62.1 38.2 92.8 84.3: 7.2 15.7
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 : 115: 33 39 28 26 38 71 93:
Old : 115: 33 39 28 26 38 71 93:
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 : 39.9 22.7 53.5 34.0 38.8 19.9 48.5 28.4
Old : 39.9 22.7 53.5 34.0 38.8 19.9 48.5 28.4
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, March 24, 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 : 205,455: 38,096 85,853 15,311 137,186 48,325 190,593 149,489: 14,862 55,966
Old : 205,455: 38,096 85,853 15,311 137,186 48,325 190,593 149,489: 14,862 55,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -17,150: -6,252 -6,634 236 -12,560 -2,221 -18,576 -8,619: 1,426 -8,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 41.8 7.5 66.8 23.5 92.8 72.8: 7.2 27.2
Old : 100.0: 18.5 41.8 7.5 66.8 23.5 92.8 72.8: 7.2 27.2
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 : 132: 23 64 25 27 35 67 107:
Old : 132: 23 64 25 27 35 67 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 21.1 65.1 28.3 48.8 21.0 64.4 27.6
Old : 49.5 21.1 65.1 28.3 48.8 21.0 64.4 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 584,793: 48,818 269,653 80,567 409,873 134,130 539,258 484,350: 45,535 100,443
Old : 584,793: 48,818 269,653 80,567 409,873 134,130 539,258 484,350: 45,535 100,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 12,982: -1,848 17,851 -915 14,657 -3,357 11,894 13,579: 1,088 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 46.1 13.8 70.1 22.9 92.2 82.8: 7.8 17.2
Old : 100.0: 8.3 46.1 13.8 70.1 22.9 92.2 82.8: 7.8 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 : 259: 56 115 66 59 65 156 206:
Old : 259: 56 115 66 59 65 156 206:
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 : 42.4 18.8 51.6 27.4 40.6 18.8 48.4 26.4
Old : 42.4 18.8 51.6 27.4 40.6 18.8 48.4 26.4
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, March 24, 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 : 20,958: 12,149 13,015 632 5,470 2,413 18,251 16,060: 2,707 4,898
Old : 20,958: 12,149 13,015 632 5,470 2,413 18,251 16,060: 2,707 4,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -2,359: -968 -1,243 -111 -1,685 -298 -2,764 -1,652: 405 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 62.1 3.0 26.1 11.5 87.1 76.6: 12.9 23.4
Old : 100.0: 58.0 62.1 3.0 26.1 11.5 87.1 76.6: 12.9 23.4
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 : 58: 19 25 5 7 7 28 35:
Old : 58: 19 25 5 7 7 28 35:
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 : 44.5 27.6 60.9 43.3 44.5 27.6 60.9 43.3
Old : 44.5 27.6 60.9 43.3 44.5 27.6 60.9 43.3
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, March 24, 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 :17,052,918: 1,663,319 1,331,018 6,717,175 7,758,442 7,677,183 16,138,935 15,725,376: 913,983 1,327,542
Old :17,052,918: 1,663,319 1,331,018 6,717,175 7,758,442 7,677,183 16,138,935 15,725,376: 913,983 1,327,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -184,947: -75,040 -351,098 -244,763 51,041 351,396 -268,762 -244,465: 83,815 59,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.8 39.4 45.5 45.0 94.6 92.2: 5.4 7.8
Old : 100.0: 9.8 7.8 39.4 45.5 45.0 94.6 92.2: 5.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 46 99 117 139 151 267 289:
Old : 304: 46 99 117 139 151 267 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.1 32.5 33.1 8.7 8.9 14.3 11.7
Old : 20.4 23.1 32.5 33.1 8.7 8.9 14.3 11.7
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, March 24, 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 : 766,619: 86,829 85,259 57,884 513,033 536,104 657,745 679,247: 108,874 87,373
Old : 766,619: 86,829 85,259 57,884 513,033 536,104 657,745 679,247: 108,874 87,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -315,797: -10,798 -17,867 -16,901 -218,296 -211,970 -245,996 -246,739: -69,801 -69,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.1 7.6 66.9 69.9 85.8 88.6: 14.2 11.4
Old : 100.0: 11.3 11.1 7.6 66.9 69.9 85.8 88.6: 14.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 154 113 135 243 245 458 433:
Old : 605: 154 113 135 243 245 458 433:
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 : 14.9 13.0 24.0 22.6 12.7 11.9 20.3 19.3
Old : 14.9 13.0 24.0 22.6 12.7 11.9 20.3 19.3
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, March 24, 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 : 162,284: 13,721 2,970 17,713 88,898 102,680 120,332 123,363: 41,951 38,921
Old : 162,284: 13,721 2,970 17,713 88,898 102,680 120,332 123,363: 41,951 38,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -129,267: -4,225 -2,722 -4,685 -114,912 -58,310 -123,823 -65,717: -5,444 -63,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 1.8 10.9 54.8 63.3 74.1 76.0: 25.9 24.0
Old : 100.0: 8.5 1.8 10.9 54.8 63.3 74.1 76.0: 25.9 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 : 84: 16 14 20 42 45 72 66:
Old : 84: 16 14 20 42 45 72 66:
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 : 24.0 23.9 39.5 39.7 19.9 19.7 28.9 30.0
Old : 24.0 23.9 39.5 39.7 19.9 19.7 28.9 30.0
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, March 24, 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 : 3,021,679: 368,879 414,782 197,515 2,120,673 2,167,121 2,687,066 2,779,418: 334,613 242,262
Old : 3,021,679: 368,879 414,782 197,515 2,120,673 2,167,121 2,687,066 2,779,418: 334,613 242,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -932,651: -43,509 -86,371 -50,436 -516,920 -768,299 -610,865 -905,107: -321,786 -27,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.7 6.5 70.2 71.7 88.9 92.0: 11.1 8.0
Old : 100.0: 12.2 13.7 6.5 70.2 71.7 88.9 92.0: 11.1 8.0
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 : 580: 146 105 126 234 235 433 413:
Old : 580: 146 105 126 234 235 433 413:
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 : 17.2 13.7 25.7 23.5 15.0 13.3 22.7 22.5
Old : 17.2 13.7 25.7 23.5 15.0 13.3 22.7 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 85,458: 9,642 5,171 842 64,377 76,029 74,861 82,042: 10,597 3,416
Old : 85,458: 9,642 5,171 842 64,377 76,029 74,861 82,042: 10,597 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -19,653: 348 644 -930 -17,320 -11,592 -17,902 -11,878: -1,751 -7,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.1 1.0 75.3 89.0 87.6 96.0: 12.4 4.0
Old : 100.0: 11.3 6.1 1.0 75.3 89.0 87.6 96.0: 12.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 15 7 3 53 38 69 47:
Old : 95: 15 7 3 53 38 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 34.8 50.2 55.1 37.1 34.6 48.7 54.9
Old : 37.3 34.8 50.2 55.1 37.1 34.6 48.7 54.9
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, March 24, 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 : 68,423: 17,429 5,206 1,682 43,133 58,260 62,244 65,148: 6,179 3,275
Old : 68,423: 17,429 5,206 1,682 43,133 58,260 62,244 65,148: 6,179 3,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -33,321: -1,117 -805 -418 -29,185 -30,435 -30,720 -31,659: -2,601 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.6 2.5 63.0 85.1 91.0 95.2: 9.0 4.8
Old : 100.0: 25.5 7.6 2.5 63.0 85.1 91.0 95.2: 9.0 4.8
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 : 213: 68 31 15 73 65 146 106:
Old : 213: 68 31 15 73 65 146 106:
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 : 37.5 43.3 47.7 62.4 37.5 43.3 47.6 62.0
Old : 37.5 43.3 47.7 62.4 37.5 43.3 47.6 62.0
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, March 24, 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 : 342,114: 87,145 26,029 8,408 215,667 291,301 311,221 325,738: 30,893 16,376
Old : 342,114: 87,145 26,029 8,408 215,667 291,301 311,221 325,738: 30,893 16,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -76,277: 442 -4,027 -2,092 -70,691 -66,256 -72,341 -72,375: -3,936 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.6 2.5 63.0 85.1 91.0 95.2: 9.0 4.8
Old : 100.0: 25.5 7.6 2.5 63.0 85.1 91.0 95.2: 9.0 4.8
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 : 213: 68 31 15 73 65 146 106:
Old : 213: 68 31 15 73 65 146 106:
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 : 37.5 43.3 47.7 62.4 37.5 43.3 47.6 62.0
Old : 37.5 43.3 47.7 62.4 37.5 43.3 47.6 62.0
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, March 24, 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 : 155,869: 51,543 80,957 10,399 78,804 26,381 140,746 117,737: 15,122 38,132
Old : 155,869: 51,543 80,957 10,399 78,804 26,381 140,746 117,737: 15,122 38,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -14,380: -10,640 -11,830 1,436 -5,226 732 -14,430 -9,661: 50 -4,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 51.9 6.7 50.6 16.9 90.3 75.5: 9.7 24.5
Old : 100.0: 33.1 51.9 6.7 50.6 16.9 90.3 75.5: 9.7 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 23 48 23 18 23 55 80:
Old : 97: 23 48 23 18 23 55 80:
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 : 56.6 27.2 67.6 36.8 55.2 26.6 65.6 35.9
Old : 56.6 27.2 67.6 36.8 55.2 26.6 65.6 35.9
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, March 24, 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 : 59,147: 18,981 7,689 697 28,013 44,527 47,691 52,913: 11,456 6,234
Old : 59,147: 18,981 7,689 697 28,013 44,527 47,691 52,913: 11,456 6,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,253: -121 699 697 888 -108 1,464 1,288: -211 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.0 1.2 47.4 75.3 80.6 89.5: 19.4 10.5
Old : 100.0: 32.1 13.0 1.2 47.4 75.3 80.6 89.5: 19.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 22 10 3 21 11 44 23:
Old : 62: 22 10 3 21 11 44 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 : 32.5 64.7 46.8 79.5 32.5 64.7 46.8 79.5
Old : 32.5 64.7 46.8 79.5 32.5 64.7 46.8 79.5
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, March 24, 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 : 102,960: 34,543 5,342 745 56,955 9,011 92,243 15,098: 10,717 87,862
Old : 102,960: 34,543 5,342 745 56,955 9,011 92,243 15,098: 10,717 87,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -1,970: -2,096 2,917 286 -850 1,099 -2,660 4,302: 690 -6,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.2 0.7 55.3 8.8 89.6 14.7: 10.4 85.3
Old : 100.0: 33.5 5.2 0.7 55.3 8.8 89.6 14.7: 10.4 85.3
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 : 77: 35 6 4 31 13 67 22:
Old : 77: 35 6 4 31 13 67 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 : 35.4 5.8 48.7 9.8 35.4 5.7 48.7 9.2
Old : 35.4 5.8 48.7 9.8 35.4 5.7 48.7 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2015