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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 7,359: 669 4,324 28 5,353 2,570 6,050 6,922: 1,309 437 Old : 7,359: 669 4,324 28 5,353 2,570 6,050 6,922: 1,309 437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 454: 90 156 6 388 284 484 446: -30 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 58.8 0.4 72.7 34.9 82.2 94.1: 17.8 5.9 Old : 100.0: 9.1 58.8 0.4 72.7 34.9 82.2 94.1: 17.8 5.9 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 : 34: 10 6 4 15 9 25 19: Old : 34: 10 6 4 15 9 25 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 65.4 67.0 86.5 51.7 65.4 66.4 86.3 Old : 51.7 65.4 67.0 86.5 51.7 65.4 66.4 86.3 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 - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 31,524: 8,795 5,011 1,197 18,404 20,486 28,396 26,694: 3,128 4,830 Old : 31,524: 8,795 5,011 1,197 18,404 20,486 28,396 26,694: 3,128 4,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 1,704: 655 33 411 834 1,010 1,900 1,454: -196 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 15.9 3.8 58.4 65.0 90.1 84.7: 9.9 15.3 Old : 100.0: 27.9 15.9 3.8 58.4 65.0 90.1 84.7: 9.9 15.3 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 : 81: 16 21 21 28 29 57 58: Old : 81: 16 21 21 28 29 57 58: 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 : 39.7 37.4 59.0 53.1 39.6 36.1 58.2 49.0 Old : 39.7 37.4 59.0 53.1 39.6 36.1 58.2 49.0 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 - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 5,144: 829 3,545 65 3,122 1,342 4,016 4,952: 1,128 192 Old : 5,144: 829 3,545 65 3,122 1,342 4,016 4,952: 1,128 192

CFTC Commitments of Traders Long Report - CME (Futures Only)

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  • BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : :All : 7,359: 669 4,324 28 5,353 2,570 6,050 6,922: 1,309 437Old : 7,359: 669 4,324 28 5,353 2,570 6,050 6,922: 1,309 437Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 454: 90 156 6 388 284 484 446: -30 8 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 9.1 58.8 0.4 72.7 34.9 82.2 94.1: 17.8 5.9Old : 100.0: 9.1 58.8 0.4 72.7 34.9 82.2 94.1: 17.8 5.9Other: 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: 10 6 4 15 9 25 19:Old : 34: 10 6 4 15 9 25 19:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 51.7 65.4 67.0 86.5 51.7 65.4 66.4 86.3Old : 51.7 65.4 67.0 86.5 51.7 65.4 66.4 86.3Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 31,524: 8,795 5,011 1,197 18,404 20,486 28,396 26,694: 3,128 4,830Old : 31,524: 8,795 5,011 1,197 18,404 20,486 28,396 26,694: 3,128 4,830Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 1,704: 655 33 411 834 1,010 1,900 1,454: -196 250 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 27.9 15.9 3.8 58.4 65.0 90.1 84.7: 9.9 15.3Old : 100.0: 27.9 15.9 3.8 58.4 65.0 90.1 84.7: 9.9 15.3Other: 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 : 81: 16 21 21 28 29 57 58:Old : 81: 16 21 21 28 29 57 58: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 : 39.7 37.4 59.0 53.1 39.6 36.1 58.2 49.0Old : 39.7 37.4 59.0 53.1 39.6 36.1 58.2 49.0Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : :All : 5,144: 829 3,545 65 3,122 1,342 4,016 4,952: 1,128 192Old : 5,144: 829 3,545 65 3,122 1,342 4,016 4,952: 1,128 192

  • Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 130: 8 101 -9 -13 -12 -14 80: 144 50 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 16.1 68.9 1.3 60.7 26.1 78.1 96.3: 21.9 3.7Old : 100.0: 16.1 68.9 1.3 60.7 26.1 78.1 96.3: 21.9 3.7Other: 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 6 4 13 5 18 15:Old : 26: 5 6 4 13 5 18 15: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 : 41.7 69.6 64.3 94.4 41.1 69.6 63.1 91.2Old : 41.7 69.6 64.3 94.4 41.1 69.6 63.1 91.2Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 12,279: 9,575 1,463 52 2,116 8,545 11,743 10,060: 536 2,219Old : 12,279: 9,575 1,463 52 2,116 8,545 11,743 10,060: 536 2,219Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 449: 265 83 -6 1 334 260 411: 189 38 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 78.0 11.9 0.4 17.2 69.6 95.6 81.9: 4.4 18.1Old : 100.0: 78.0 11.9 0.4 17.2 69.6 95.6 81.9: 4.4 18.1Other: 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 : 42: 7 11 4 7 19 17 31:Old : 42: 7 11 4 7 19 17 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 : 70.0 52.4 91.0 65.3 70.0 52.4 90.9 65.2Old : 70.0 52.4 91.0 65.3 70.0 52.4 90.9 65.2Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 289,979: 116,273 26,795 44,492 90,189 174,345 250,954 245,632: 39,025 44,347Old : 250,184: 108,891 28,707 34,914 78,178 147,281 221,983 210,902: 28,201 39,282Other: 39,795: 14,321 5,027 2,639 12,011 27,064 28,971 34,730: 10,824 5,065 : : : : : Changes in Commitments from: February 25, 2014 : : -5,525: 4,003 -3,725 -10,724 4,591 8,615 -2,130 -5,834: -3,395 309 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 40.1 9.2 15.3 31.1 60.1 86.5 84.7: 13.5 15.3Old : 100.0: 43.5 11.5 14.0 31.2 58.9 88.7 84.3: 11.3 15.7Other: 100.0: 36.0 12.6 6.6 30.2 68.0 72.8 87.3: 27.2 12.7 : : : :# Traders : Number of Traders in Each Category :All : 353: 147 54 122 89 111 290 256:Old : 349: 135 68 107 68 107 256 247:

  • Other: 161: 42 20 18 65 64 117 95: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 10.4 20.5 18.2 29.4 9.3 20.1 17.0 28.0Old : 11.4 18.4 20.2 27.5 10.6 18.4 19.2 26.1Other: 18.1 34.9 27.0 51.3 16.5 34.9 24.8 47.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 369,457: 165,353 55,475 40,816 126,708 216,470 332,877 312,761: 36,580 56,696Old : 369,457: 165,353 55,475 40,816 126,708 216,470 332,877 312,761: 36,580 56,696Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -1,922: -1,319 1,064 -5,371 4,381 3,102 -2,309 -1,205: 387 -717 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 44.8 15.0 11.0 34.3 58.6 90.1 84.7: 9.9 15.3Old : 100.0: 44.8 15.0 11.0 34.3 58.6 90.1 84.7: 9.9 15.3Other: 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 : 424: 146 66 94 116 169 316 295:Old : 424: 146 66 94 116 169 316 295:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 12.6 25.3 21.0 34.5 12.2 22.8 20.5 31.4Old : 12.6 25.3 21.0 34.5 12.2 22.8 20.5 31.4Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : :All : 4,626: 957 2,240 88 2,379 1,272 3,424 3,600: 1,202 1,026Old : 4,626: 957 2,240 88 2,379 1,272 3,424 3,600: 1,202 1,026Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -116: 25 171 -72 113 -137 66 -38: -182 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 20.7 48.4 1.9 51.4 27.5 74.0 77.8: 26.0 22.2Old : 100.0: 20.7 48.4 1.9 51.4 27.5 74.0 77.8: 26.0 22.2Other: 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 : 56: 11 18 2 22 16 33 36:Old : 56: 11 18 2 22 16 33 36: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 : 34.2 45.2 45.1 54.0 32.9 45.2 43.4 54.0Old : 34.2 45.2 45.1 54.0 32.9 45.2 43.4 54.0Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641Commitments of Traders - Futures Only, March 4, 2014

  • ------------------------------------------------------------------------------------------------------------------- : 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 : 48,549: 18,386 7,876 6,152 13,902 11,935 38,440 25,963: 10,109 22,586Old : 48,549: 18,386 7,876 6,152 13,902 11,935 38,440 25,963: 10,109 22,586Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -269: -1,013 -759 864 110 -229 -39 -124: -230 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 37.9 16.2 12.7 28.6 24.6 79.2 53.5: 20.8 46.5Old : 100.0: 37.9 16.2 12.7 28.6 24.6 79.2 53.5: 20.8 46.5Other: 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 : 220: 63 38 38 61 76 148 137:Old : 220: 63 38 38 61 76 148 137: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 : 16.0 9.7 24.1 15.0 14.8 8.2 22.4 12.8Old : 16.0 9.7 24.1 15.0 14.8 8.2 22.4 12.8Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 10,353: 3,204 7,188 35 6,506 2,971 9,745 10,194: 608 159Old : 10,353: 3,204 7,188 35 6,506 2,971 9,745 10,194: 608 159Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 720: 358 449 12 446 278 816 739: -96 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 30.9 69.4 0.3 62.8 28.7 94.1 98.5: 5.9 1.5Old : 100.0: 30.9 69.4 0.3 62.8 28.7 94.1 98.5: 5.9 1.5Other: 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 6 6 16 9 29 18:Old : 36: 10 6 6 16 9 29 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 : 57.2 76.6 72.1 93.3 57.2 76.6 72.1 93.2Old : 57.2 76.6 72.1 93.3 57.2 76.6 72.1 93.2Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 39,944: 5,095 8,877 1,293 33,182 29,046 39,570 39,216: 374 728Old : 39,944: 5,095 8,877 1,293 33,182 29,046 39,570 39,216: 374 728Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 :

  • : 337: 1,067 281 26 -736 3 357 310: -20 27 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 12.8 22.2 3.2 83.1 72.7 99.1 98.2: 0.9 1.8Old : 100.0: 12.8 22.2 3.2 83.1 72.7 99.1 98.2: 0.9 1.8Other: 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: 2 4 2 13 12 15 18:Old : 21: 2 4 2 13 12 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 : 60.0 57.4 83.7 83.7 45.5 49.9 62.4 67.5Old : 60.0 57.4 83.7 83.7 45.5 49.9 62.4 67.5Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 147,033: 23,306 84,402 4,252 92,528 22,654 120,086 111,308: 26,947 35,725Old : 147,033: 23,306 84,402 4,252 92,528 22,654 120,086 111,308: 26,947 35,725Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 5,514: -1,559 946 2,136 4,606 2,591 5,183 5,673: 331 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 15.9 57.4 2.9 62.9 15.4 81.7 75.7: 18.3 24.3Old : 100.0: 15.9 57.4 2.9 62.9 15.4 81.7 75.7: 18.3 24.3Other: 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: 26 29 12 22 21 53 57:Old : 85: 26 29 12 22 21 53 57: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 : 48.1 42.1 59.0 50.2 47.7 41.6 57.5 49.7Old : 48.1 42.1 59.0 50.2 47.7 41.6 57.5 49.7Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : :All : 60,532: 21,818 19,650 431 17,963 28,806 40,212 48,887: 20,320 11,645Old : 60,532: 21,818 19,650 431 17,963 28,806 40,212 48,887: 20,320 11,645Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 5,375: 2,422 612 105 1,188 5,749 3,715 6,466: 1,660 -1,091 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 36.0 32.5 0.7 29.7 47.6 66.4 80.8: 33.6 19.2Old : 100.0: 36.0 32.5 0.7 29.7 47.6 66.4 80.8: 33.6 19.2Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category :All : 48: 15 10 3 13 15 29 27:Old : 48: 15 10 3 13 15 29 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 : 35.3 38.2 46.5 57.0 35.3 38.1 46.5 57.0Old : 35.3 38.2 46.5 57.0 35.3 38.1 46.5 57.0Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 126,885: 8,230 28,980 14,463 98,050 78,140 120,743 121,583: 6,142 5,302Old : 126,885: 8,230 28,980 14,463 98,050 78,140 120,743 121,583: 6,142 5,302Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -1,657: -1,741 -2,560 -136 -279 634 -2,156 -2,062: 499 405 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 6.5 22.8 11.4 77.3 61.6 95.2 95.8: 4.8 4.2Old : 100.0: 6.5 22.8 11.4 77.3 61.6 95.2 95.8: 4.8 4.2Other: 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 : 99: 23 44 9 16 21 48 67:Old : 99: 23 44 9 16 21 48 67: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 : 72.9 47.9 80.7 65.8 67.7 43.7 71.8 56.3Old : 72.9 47.9 80.7 65.8 67.7 43.7 71.8 56.3Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 254,013: 71,021 41,416 13,222 130,043 179,625 214,286 234,263: 39,727 19,750Old : 254,013: 71,021 41,416 13,222 130,043 179,625 214,286 234,263: 39,727 19,750Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -3,024: -3,537 -4,340 -1,020 1,752 1,695 -2,805 -3,665: -219 641 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 28.0 16.3 5.2 51.2 70.7 84.4 92.2: 15.6 7.8Old : 100.0: 28.0 16.3 5.2 51.2 70.7 84.4 92.2: 15.6 7.8Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category :All : 113: 42 21 10 32 38 80 63:Old : 113: 42 21 10 32 38 80 63:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 43.6 47.3 53.7 64.8 42.5 47.0 50.8 63.1Old : 43.6 47.3 53.7 64.8 42.5 47.0 50.8 63.1Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 205,886: 20,407 100,116 3,416 164,751 56,091 188,574 159,623: 17,312 46,263Old : 205,886: 20,407 100,116 3,416 164,751 56,091 188,574 159,623: 17,312 46,263Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 2,143: 5,680 299 322 -5,117 -1,930 885 -1,309: 1,258 3,452 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 9.9 48.6 1.7 80.0 27.2 91.6 77.5: 8.4 22.5Old : 100.0: 9.9 48.6 1.7 80.0 27.2 91.6 77.5: 8.4 22.5Other: 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 : 122: 27 49 14 30 28 64 84:Old : 122: 27 49 14 30 28 64 84: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 : 46.8 33.6 66.6 44.8 46.8 33.0 66.5 43.7Old : 46.8 33.6 66.6 44.8 46.8 33.0 66.5 43.7Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 304,308: 103,868 80,416 7,736 144,494 155,241 256,098 243,393: 48,210 60,915Old : 304,308: 103,868 80,416 7,736 144,494 155,241 256,098 243,393: 48,210 60,915Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 7,384: 10,865 1,313 88 -5,199 5,836 5,754 7,237: 1,630 147 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 34.1 26.4 2.5 47.5 51.0 84.2 80.0: 15.8 20.0Old : 100.0: 34.1 26.4 2.5 47.5 51.0 84.2 80.0: 15.8 20.0Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category :All : 206: 48 77 26 53 55 116 143:Old : 206: 48 77 26 53 55 116 143: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 28.8 40.9 38.6 28.3 28.1 40.9 37.4Old : 28.3 28.8 40.9 38.6 28.3 28.1 40.9 37.4Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : :All : 18,463: 12,103 4,832 3,060 2,266 9,675 17,429 17,567: 1,034 896Old : 18,463: 12,103 4,832 3,060 2,266 9,675 17,429 17,567: 1,034 896Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 4,057: 5,591 -1,284 -460 -1,499 5,649 3,632 3,905: 425 152 : : : : : Percent of Open Interest Represented by Each Category of Trader :

  • All : 100.0: 65.6 26.2 16.6 12.3 52.4 94.4 95.1: 5.6 4.9Old : 100.0: 65.6 26.2 16.6 12.3 52.4 94.4 95.1: 5.6 4.9Other: 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: 4 7 1 4 8 9 15:Old : 21: 4 7 1 4 8 9 15:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 74.2 54.1 93.6 79.7 65.6 42.9 72.0 60.7Old : 74.2 54.1 93.6 79.7 65.6 42.9 72.0 60.7Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,616: 19,346 5,914 674 1,291 16,808 21,311 23,396: 4,305 2,220Old : 25,616: 19,346 5,914 674 1,291 16,808 21,311 23,396: 4,305 2,220Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 3,474: 2,817 367 91 -76 2,931 2,832 3,389: 642 85 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 75.5 23.1 2.6 5.0 65.6 83.2 91.3: 16.8 8.7Old : 100.0: 75.5 23.1 2.6 5.0 65.6 83.2 91.3: 16.8 8.7Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category :All : 52: 21 15 3 7 12 30 28:Old : 52: 21 15 3 7 12 30 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 : 49.2 54.3 64.7 71.1 49.2 54.2 64.7 69.8Old : 49.2 54.3 64.7 71.1 49.2 54.2 64.7 69.8Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 :10,494,701: 740,766 1,842,253 1,802,998 7,085,465 5,590,083 9,629,229 9,235,334: 865,472 1,259,367Old :10,494,701: 740,766 1,842,253 1,802,998 7,085,465 5,590,083 9,629,229 9,235,334: 865,472 1,259,367Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 378,717: -40,999 116,011 179,931 234,135 16,327 373,067 312,269: 5,650 66,448 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 7.1 17.6 17.2 67.5 53.3 91.8 88.0: 8.2 12.0Old : 100.0: 7.1 17.6 17.2 67.5 53.3 91.8 88.0: 8.2 12.0Other: 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 : 275: 41 85 89 119 140 229 250:Old : 275: 41 85 89 119 140 229 250: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 : 37.7 17.4 47.9 28.0 33.7 11.6 38.3 16.0Old : 37.7 17.4 47.9 28.0 33.7 11.6 38.3 16.0Other: 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 - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 880,372: 98,232 92,997 23,969 598,975 634,028 721,176 750,994: 159,196 129,378Old : 880,372: 98,232 92,997 23,969 598,975 634,028 721,176 750,994: 159,196 129,378Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 29,326: 3,320 -5,580 1,177 26,354 30,524 30,852 26,121: -1,526 3,205 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 11.2 10.6 2.7 68.0 72.0 81.9 85.3: 18.1 14.7Old : 100.0: 11.2 10.6 2.7 68.0 72.0 81.9 85.3: 18.1 14.7Other: 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 : 579: 116 107 62 242 247 386 388:Old : 579: 116 107 62 242 247 386 388:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 14.9 16.6 23.1 25.1 11.3 12.5 17.5 19.1Old : 14.9 16.6 23.1 25.1 11.3 12.5 17.5 19.1Other: 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-138741Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 220,157: 10,484 7,653 610 158,679 130,042 169,773 138,305: 50,384 81,852Old : 220,157: 10,484 7,653 610 158,679 130,042 169,773 138,305: 50,384 81,852Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 7,309: -1,590 1,267 28 10,456 4,908 8,894 6,203: -1,585 1,106 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 4.8 3.5 0.3 72.1 59.1 77.1 62.8: 22.9 37.2Old : 100.0: 4.8 3.5 0.3 72.1 59.1 77.1 62.8: 22.9 37.2Other: 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: 12 6 6 47 37 61 47:Old : 84: 12 6 6 47 37 61 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 : 32.5 28.7 46.5 41.8 32.5 28.7 46.4 41.8Old : 32.5 28.7 46.5 41.8 32.5 28.7 46.4 41.8Other: 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-13874ACommitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,301,075: 466,729 454,711 88,804 2,201,480 2,519,932 2,757,013 3,063,447: 544,062 237,628Old : 3,301,075: 466,729 454,711 88,804 2,201,480 2,519,932 2,757,013 3,063,447: 544,062 237,628Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 110,087: 26,188 -32,599 4,110 79,492 128,081 109,790 99,592: 297 10,495 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 14.1 13.8 2.7 66.7 76.3 83.5 92.8: 16.5 7.2Old : 100.0: 14.1 13.8 2.7 66.7 76.3 83.5 92.8: 16.5 7.2Other: 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 : 560: 111 107 56 218 233 355 370:Old : 560: 111 107 56 218 233 355 370:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 15.7 19.7 25.4 28.8 13.0 18.8 22.5 27.7Old : 15.7 19.7 25.4 28.8 13.0 18.8 22.5 27.7Other: 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-33874ACommitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 95,760: 12,988 3,046 915 71,449 88,397 85,352 92,358: 10,408 3,402Old : 95,760: 12,988 3,046 915 71,449 88,397 85,352 92,358: 10,408 3,402Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -191: -143 -1,632 238 -728 919 -633 -475: 442 284 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 13.6 3.2 1.0 74.6 92.3 89.1 96.4: 10.9 3.6Old : 100.0: 13.6 3.2 1.0 74.6 92.3 89.1 96.4: 10.9 3.6Other: 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 : 92: 16 6 3 50 35 67 43:Old : 92: 16 6 3 50 35 67 43:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 37.4 46.4 53.5 67.9 37.1 46.4 53.2 67.8Old : 37.4 46.4 53.5 67.9 37.1 46.4 53.2 67.8Other: 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 - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 95,015: 28,501 5,853 463 58,485 85,053 87,449 91,369: 7,566 3,645Old : 95,015: 28,501 5,853 463 58,485 85,053 87,449 91,369: 7,566 3,645Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 2,901: -423 -272 154 3,441 3,388 3,172 3,270: -271 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 30.0 6.2 0.5 61.6 89.5 92.0 96.2: 8.0 3.8Old : 100.0: 30.0 6.2 0.5 61.6 89.5 92.0 96.2: 8.0 3.8Other: 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 : 233: 83 27 12 73 69 161 104:Old : 233: 83 27 12 73 69 161 104:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 33.5 48.9 45.3 67.6 33.5 48.7 45.3 67.3Old : 33.5 48.9 45.3 67.6 33.5 48.7 45.3 67.3Other: 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-209742Commitments of Traders - Futures Only, March 4, 2014 ------------------------------------------------------------------------------------------------------------------- : 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 : 475,074: 142,504 29,264 2,317 292,424 425,266 437,245 456,847: 37,829 18,227Old : 475,074: 142,504 29,264 2,317 292,424 425,266 437,245 456,847: 37,829 18,227Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : 14,506: -2,116 -1,361 772 17,204 16,939 15,860 16,350: -1,354 -1,844 : : : : : Percent of Open Interest Represented by Each Category of Trader :All : 100.0: 30.0 6.2 0.5 61.6 89.5 92.0 96.2: 8.0 3.8Old : 100.0: 30.0 6.2 0.5 61.6 89.5 92.0 96.2: 8.0 3.8Other: 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 : 233: 83 27 12 73 69 161 104:Old : 233: 83 27 12 73 69 161 104:Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :----------------------------------------------------------------------------------------------------All : 33.5 48.9 45.3 67.6 33.5 48.7 45.3 67.3Old : 33.5 48.9 45.3 67.6 33.5 48.7 45.3 67.3Other: 0.0 0.0 0.0