WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 367,605: 96,037 133,481 72,503 163,228 120,472 331,768 326,456: 35,837 41,149
Old : 332,586: 88,786 133,229 60,810 150,219 102,372 299,815 296,411: 32,771 36,175
Other: 35,019: 16,442 9,443 2,502 13,009 18,100 31,953 30,045: 3,066 4,974
: : :
: : Changes in Commitments from: August 25, 2015 :
: -4,685: -9,344 13,508 -2,094 5,272 -13,065 -6,166 -1,651: 1,481 -3,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 36.3 19.7 44.4 32.8 90.3 88.8: 9.7 11.2
Old : 100.0: 26.7 40.1 18.3 45.2 30.8 90.1 89.1: 9.9 10.9
Other: 100.0: 47.0 27.0 7.1 37.1 51.7 91.2 85.8: 8.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 109 115 116 88 96 275 267:
Old : 370: 119 113 105 87 92 267 257:
Other: 152: 34 34 21 41 54 90 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 12.6 22.7 21.7 13.5 10.7 22.5 17.9
Old : 14.3 13.2 23.8 23.3 14.2 12.0 23.6 19.9
Other: 42.7 34.6 53.5 51.2 42.7 34.1 53.4 49.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 179,864: 61,921 68,774 14,069 85,698 73,428 161,688 156,271: 18,176 23,593
Old : 160,281: 63,136 68,774 8,763 71,393 62,985 143,292 140,522: 16,989 19,759
Other: 19,583: 3,333 4,548 758 14,305 10,443 18,396 15,749: 1,187 3,834
: : :
: : Changes in Commitments from: August 25, 2015 :
: -7,173: -213 -1,848 -4,058 165 153 -4,106 -5,753: -3,067 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 38.2 7.8 47.6 40.8 89.9 86.9: 10.1 13.1
Old : 100.0: 39.4 42.9 5.5 44.5 39.3 89.4 87.7: 10.6 12.3
Other: 100.0: 17.0 23.2 3.9 73.0 53.3 93.9 80.4: 6.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 56 53 40 68 69 144 148:
Old : 210: 58 52 35 63 65 136 139:
Other: 87: 11 18 6 27 42 44 61:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 19.9 29.3 29.3 17.0 16.5 27.6 25.7
Old : 19.1 22.3 30.3 32.9 19.1 22.3 30.2 32.7
Other: 55.8 26.2 69.9 41.3 55.8 24.8 69.9 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,212,362: 395,692 247,475 144,578 567,131 626,079 1,107,401 1,018,132: 104,961 194,230
Old : 1,133,518: 391,130 258,570 121,736 526,904 574,054 1,039,770 954,360: 93,748 179,158
Other: 78,844: 26,594 10,937 810 40,227 52,025 67,631 63,772: 11,213 15,072
: : :
: : Changes in Commitments from: August 25, 2015 :
: -84,380: -3,322 -79 -17,721 -54,156 -50,420 -75,199 -68,220: -9,181 -16,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.4 11.9 46.8 51.6 91.3 84.0: 8.7 16.0
Old : 100.0: 34.5 22.8 10.7 46.5 50.6 91.7 84.2: 8.3 15.8
Other: 100.0: 33.7 13.9 1.0 51.0 66.0 85.8 80.9: 14.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 155 156 142 232 300 469 539:
Old : 701: 152 162 132 227 297 453 533:
Other: 305: 43 34 8 72 178 123 214:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 12.1 19.8 19.1 10.1 8.7 17.5 14.6
Old : 11.9 11.5 21.0 18.4 10.7 10.0 18.7 16.0
Other: 28.0 35.8 40.9 47.4 27.9 35.1 40.8 46.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,454: 1,303 2,620 517 4,667 3,328 6,487 6,465: 1,967 1,989
Old : 8,454: 1,303 2,620 517 4,667 3,328 6,487 6,465: 1,967 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 514: 180 -11 270 130 319 580 578: -66 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 31.0 6.1 55.2 39.4 76.7 76.5: 23.3 23.5
Old : 100.0: 15.4 31.0 6.1 55.2 39.4 76.7 76.5: 23.3 23.5
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 : 40: 9 10 2 19 10 28 22:
Old : 40: 9 10 2 19 10 28 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 : 42.2 49.8 55.6 61.6 36.6 44.8 49.1 54.6
Old : 42.2 49.8 55.6 61.6 36.6 44.8 49.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 656,453: 163,177 132,461 112,951 334,230 333,160 610,358 578,572: 46,095 77,881
Old : 633,833: 161,382 130,102 109,473 319,709 319,772 590,564 559,347: 43,269 74,486
Other: 22,620: 4,207 4,771 1,066 14,521 13,388 19,794 19,225: 2,826 3,395
: : :
: : Changes in Commitments from: August 25, 2015 :
: 546: 2,061 18,256 -75 -1,102 -13,771 884 4,410: -338 -3,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.2 17.2 50.9 50.8 93.0 88.1: 7.0 11.9
Old : 100.0: 25.5 20.5 17.3 50.4 50.5 93.2 88.2: 6.8 11.8
Other: 100.0: 18.6 21.1 4.7 64.2 59.2 87.5 85.0: 12.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 144 169 158 148 184 385 450:
Old : 566: 142 175 152 145 184 375 448:
Other: 197: 37 38 18 42 83 91 134:
:----------------------------------------------------------------------------------------------------
: 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 16.4 24.8 24.5 13.2 15.3 20.2 21.3
Old : 17.3 15.6 24.9 23.5 13.2 14.5 20.3 20.6
Other: 36.1 56.6 48.6 65.0 36.0 55.8 48.5 64.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 397,746: 113,496 102,391 74,737 179,792 187,867 368,025 364,995: 29,721 32,751
Old : 383,908: 115,752 102,505 68,696 171,843 181,074 356,291 352,275: 27,617 31,633
Other: 13,838: 1,418 3,560 2,367 7,949 6,793 11,734 12,720: 2,104 1,118
: : :
: : Changes in Commitments from: August 25, 2015 :
: -9,998: -1,846 2,607 -1,436 -7,469 -11,380 -10,751 -10,209: 753 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 25.7 18.8 45.2 47.2 92.5 91.8: 7.5 8.2
Old : 100.0: 30.2 26.7 17.9 44.8 47.2 92.8 91.8: 7.2 8.2
Other: 100.0: 10.2 25.7 17.1 57.4 49.1 84.8 91.9: 15.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 97 87 101 81 63 239 216:
Old : 310: 104 88 100 80 61 238 213:
Other: 57: 9 14 10 27 11 44 30:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 25.6 17.1 32.5 9.2 23.6 16.6 30.4
Old : 9.9 25.8 17.6 32.5 9.5 24.2 17.2 30.7
Other: 24.1 46.2 39.5 69.4 20.1 40.5 35.1 54.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 532,576: 56,353 63,004 18,895 323,134 320,286 398,382 402,185: 134,194 130,391
Old : 532,576: 56,353 63,004 18,895 323,134 320,286 398,382 402,185: 134,194 130,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -21,718: 947 407 7,887 -20,028 -14,384 -11,194 -6,090: -10,524 -15,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.8 3.5 60.7 60.1 74.8 75.5: 25.2 24.5
Old : 100.0: 10.6 11.8 3.5 60.7 60.1 74.8 75.5: 25.2 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 : 141: 28 26 15 66 66 100 101:
Old : 141: 28 26 15 66 66 100 101:
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 : 23.3 22.0 33.1 32.8 22.0 20.3 28.8 27.4
Old : 23.3 22.0 33.1 32.8 22.0 20.3 28.8 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 620,643: 54,969 97,969 39,624 408,633 379,609 503,226 517,202: 117,417 103,441
Old : 620,643: 54,969 97,969 39,624 408,633 379,609 503,226 517,202: 117,417 103,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 4: -2,065 -3,683 25,452 -6,937 -18,364 16,450 3,405: -16,446 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.8 6.4 65.8 61.2 81.1 83.3: 18.9 16.7
Old : 100.0: 8.9 15.8 6.4 65.8 61.2 81.1 83.3: 18.9 16.7
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 : 96: 13 14 12 51 52 70 72:
Old : 96: 13 14 12 51 52 70 72:
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 : 23.2 42.3 39.1 52.4 20.9 37.3 32.3 46.3
Old : 23.2 42.3 39.1 52.4 20.9 37.3 32.3 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,998: 1,506 61 675 2,460 3,872 4,641 4,608: 357 390
Old : 4,998: 1,506 61 675 2,460 3,872 4,641 4,608: 357 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -91: 173 2 -113 -157 -28 -97 -139: 6 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 1.2 13.5 49.2 77.5 92.9 92.2: 7.1 7.8
Old : 100.0: 30.1 1.2 13.5 49.2 77.5 92.9 92.2: 7.1 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 : 29: 12 1 4 12 14 25 19:
Old : 29: 12 1 4 12 14 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 : 49.8 53.8 69.3 72.6 37.6 43.4 47.6 54.1
Old : 49.8 53.8 69.3 72.6 37.6 43.4 47.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 369,524: 116,077 43,538 43,433 160,107 247,478 319,617 334,449: 49,907 35,075
Old : 352,049: 116,656 42,339 38,840 149,157 237,502 304,653 318,681: 47,396 33,368
Other: 17,475: 837 2,615 3,177 10,950 9,976 14,964 15,768: 2,511 1,707
: : :
: : Changes in Commitments from: August 25, 2015 :
: -20,712: -5,738 4,501 -7,632 -6,373 -20,265 -19,743 -23,396: -969 2,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 11.8 11.8 43.3 67.0 86.5 90.5: 13.5 9.5
Old : 100.0: 33.1 12.0 11.0 42.4 67.5 86.5 90.5: 13.5 9.5
Other: 100.0: 4.8 15.0 18.2 62.7 57.1 85.6 90.2: 14.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 88 55 81 90 83 226 188:
Old : 269: 93 55 81 89 82 225 187:
Other: 70: 14 12 11 33 20 55 36:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 35.6 19.0 44.3 11.6 31.0 17.3 38.5
Old : 12.2 36.3 18.8 45.3 11.7 32.3 17.7 40.3
Other: 33.3 30.8 49.9 49.8 30.1 22.9 38.8 37.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 01, 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 : 9,945: 1,346 3,142 1,022 5,138 4,468 7,506 8,632: 2,439 1,313
Old : 9,940: 1,346 3,145 1,019 5,138 4,468 7,503 8,632: 2,437 1,308
Other: 5: 3 0 0 0 0 3 0: 2 5
: : :
: : Changes in Commitments from: August 25, 2015 :
: -1,489: 78 -187 -1,478 3 62 -1,397 -1,603: -92 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 31.6 10.3 51.7 44.9 75.5 86.8: 24.5 13.2
Old : 100.0: 13.5 31.6 10.3 51.7 44.9 75.5 86.8: 24.5 13.2
Other: 100.0: 60.0 0.0 0.0 0.0 0.0 60.0 0.0: 40.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 17 19 14 16 11 44 38:
Old : 64: 17 20 14 16 11 44 38:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 39.2 47.2 53.0 36.2 39.0 43.5 50.6
Old : 38.3 39.2 47.2 53.0 36.2 39.0 43.5 50.6
Other: 60.0 0.0 60.0 0.0 60.0 0.0 60.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 01, 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 FACE VALUE) :
: : :
All : 1,219,722: 352,681 242,273 20,643 719,191 813,902 1,092,515 1,076,818: 127,207 142,904
Old : 1,219,722: 352,681 242,273 20,643 719,191 813,902 1,092,515 1,076,818: 127,207 142,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -143,989: -47,796 -15,886 -12,239 -76,963 -92,365 -136,998 -120,490: -6,991 -23,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.9 1.7 59.0 66.7 89.6 88.3: 10.4 11.7
Old : 100.0: 28.9 19.9 1.7 59.0 66.7 89.6 88.3: 10.4 11.7
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 : 272: 55 58 28 91 129 161 200:
Old : 272: 55 58 28 91 129 161 200:
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 : 19.4 21.6 32.2 30.9 19.3 20.4 32.0 28.9
Old : 19.4 21.6 32.2 30.9 19.3 20.4 32.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,804,430: 412,156 414,951 83,263 1,969,729 1,864,542 2,465,148 2,362,756: 339,282 441,674
Old : 2,804,430: 412,156 414,951 83,263 1,969,729 1,864,542 2,465,148 2,362,756: 339,282 441,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -221,151: 16,909 21,017 -20,051 -125,015 -139,373 -128,157 -138,407: -92,994 -82,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.8 3.0 70.2 66.5 87.9 84.3: 12.1 15.7
Old : 100.0: 14.7 14.8 3.0 70.2 66.5 87.9 84.3: 12.1 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 : 365: 77 75 51 147 165 257 258:
Old : 365: 77 75 51 147 165 257 258:
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 : 34.8 20.7 44.1 29.3 32.4 18.3 39.3 23.9
Old : 34.8 20.7 44.1 29.3 32.4 18.3 39.3 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,373,823: 381,167 586,234 99,523 1,620,287 1,339,927 2,100,977 2,025,684: 272,846 348,139
Old : 2,373,823: 381,167 586,234 99,523 1,620,287 1,339,927 2,100,977 2,025,684: 272,846 348,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -142,016: -45,634 27,144 -8,992 -41,424 -95,332 -96,050 -77,180: -45,966 -64,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.7 4.2 68.3 56.4 88.5 85.3: 11.5 14.7
Old : 100.0: 16.1 24.7 4.2 68.3 56.4 88.5 85.3: 11.5 14.7
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 : 288: 48 72 35 105 138 177 221:
Old : 288: 48 72 35 105 138 177 221:
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 : 25.2 16.2 37.8 25.7 21.8 16.1 30.3 23.0
Old : 25.2 16.2 37.8 25.7 21.8 16.1 30.3 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 820,522: 43,123 119,241 137,532 616,723 511,778 797,378 768,551: 23,144 51,971
Old : 820,522: 43,123 119,241 137,532 616,723 511,778 797,378 768,551: 23,144 51,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -71,677: -8,009 -14,505 5,321 -70,969 -64,666 -73,657 -73,850: 1,980 2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.5 16.8 75.2 62.4 97.2 93.7: 2.8 6.3
Old : 100.0: 5.3 14.5 16.8 75.2 62.4 97.2 93.7: 2.8 6.3
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 : 126: 16 34 31 56 67 91 117:
Old : 126: 16 34 31 56 67 91 117:
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 : 42.5 19.0 56.5 30.3 31.9 14.9 38.6 22.7
Old : 42.5 19.0 56.5 30.3 31.9 14.9 38.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 42,344: 8,405 14,196 739 28,003 19,243 37,147 34,177: 5,198 8,167
Old : 42,344: 8,405 14,196 739 28,003 19,243 37,147 34,177: 5,198 8,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -4,051: -1,393 -3,530 183 -1,145 -1,960 -2,355 -5,307: -1,696 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.5 1.7 66.1 45.4 87.7 80.7: 12.3 19.3
Old : 100.0: 19.8 33.5 1.7 66.1 45.4 87.7 80.7: 12.3 19.3
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: 17 20 5 33 18 54 39:
Old : 81: 17 20 5 33 18 54 39:
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 : 33.2 44.8 48.7 60.8 33.2 43.7 48.7 59.7
Old : 33.2 44.8 48.7 60.8 33.2 43.7 48.7 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 84,688: 16,810 28,392 1,477 56,006 38,485 74,293 68,354: 10,395 16,334
Old : 84,688: 16,810 28,392 1,477 56,006 38,485 74,293 68,354: 10,395 16,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -8,102: -2,786 -7,060 366 -2,290 -3,919 -4,710 -10,613: -3,392 2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.5 1.7 66.1 45.4 87.7 80.7: 12.3 19.3
Old : 100.0: 19.8 33.5 1.7 66.1 45.4 87.7 80.7: 12.3 19.3
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: 17 20 5 33 18 54 39:
Old : 81: 17 20 5 33 18 54 39:
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 : 33.2 44.8 48.7 60.8 33.2 43.7 48.7 59.7
Old : 33.2 44.8 48.7 60.8 33.2 43.7 48.7 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,841: 17,978 19,657 455 2,020 678 20,453 20,790: 388 51
Old : 20,841: 17,978 19,657 455 2,020 678 20,453 20,790: 388 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -429: -378 -818 392 -400 0 -386 -426: -43 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 94.3 2.2 9.7 3.3 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 94.3 2.2 9.7 3.3 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 21 13 2 2 1 24 15:
Old : 36: 21 13 2 2 1 24 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 : 61.3 74.7 83.1 93.5 61.1 74.1 82.5 90.8
Old : 61.3 74.7 83.1 93.5 61.1 74.1 82.5 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 54,801: 41,401 30,489 841 11,673 23,414 53,915 54,744: 886 57
Old : 54,801: 41,401 30,489 841 11,673 23,414 53,915 54,744: 886 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 793: 1,542 -181 820 -1,615 164 747 803: 46 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 55.6 1.5 21.3 42.7 98.4 99.9: 1.6 0.1
Old : 100.0: 75.5 55.6 1.5 21.3 42.7 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 19 2 5 17 12 38:
Old : 48: 7 19 2 5 17 12 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.8 55.6 95.6 72.6 88.3 55.6 94.1 72.6
Old : 89.8 55.6 95.6 72.6 88.3 55.6 94.1 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,472: 23,477 13,844 1,435 10,365 20,125 35,277 35,404: 195 68
Old : 35,472: 23,477 13,844 1,435 10,365 20,125 35,277 35,404: 195 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -2,442: -659 -1,476 -633 -1,109 -296 -2,401 -2,405: -41 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 39.0 4.0 29.2 56.7 99.5 99.8: 0.5 0.2
Old : 100.0: 66.2 39.0 4.0 29.2 56.7 99.5 99.8: 0.5 0.2
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 : 37: 8 14 2 5 12 14 27:
Old : 37: 8 14 2 5 12 14 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 : 94.5 71.1 98.3 85.3 90.6 71.1 94.4 83.9
Old : 94.5 71.1 98.3 85.3 90.6 71.1 94.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015