WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 08, 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 : 365,375: 90,680 145,831 70,395 168,246 106,181 329,321 322,407: 36,054 42,968
Old : 325,109: 83,637 142,944 57,070 151,961 87,625 292,668 287,639: 32,441 37,470
Other: 40,266: 16,971 12,815 3,397 16,285 18,556 36,653 34,768: 3,613 5,498
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,230: -5,357 12,350 -2,108 5,018 -14,291 -2,447 -4,049: 217 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 39.9 19.3 46.0 29.1 90.1 88.2: 9.9 11.8
Old : 100.0: 25.7 44.0 17.6 46.7 27.0 90.0 88.5: 10.0 11.5
Other: 100.0: 42.1 31.8 8.4 40.4 46.1 91.0 86.3: 9.0 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 118 122 122 91 91 288 279:
Old : 384: 123 122 113 88 87 275 271:
Other: 154: 42 30 16 46 52 97 93:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.9 22.8 21.2 13.6 11.1 22.7 18.0
Old : 14.7 13.4 24.2 22.2 14.6 12.8 24.1 20.4
Other: 37.4 34.4 49.3 51.9 37.4 33.9 48.4 51.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 08, 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 : 182,171: 62,301 70,983 14,787 86,823 73,314 163,911 159,084: 18,260 23,087
Old : 160,400: 63,437 70,390 9,397 70,756 61,255 143,590 141,042: 16,810 19,358
Other: 21,771: 3,505 5,234 749 16,067 12,059 20,321 18,042: 1,450 3,729
: : :
: : Changes in Commitments from: September 1, 2015 :
: 2,307: 380 2,209 718 1,125 -114 2,223 2,813: 84 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 39.0 8.1 47.7 40.2 90.0 87.3: 10.0 12.7
Old : 100.0: 39.5 43.9 5.9 44.1 38.2 89.5 87.9: 10.5 12.1
Other: 100.0: 16.1 24.0 3.4 73.8 55.4 93.3 82.9: 6.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 55 61 39 71 69 145 154:
Old : 215: 58 57 33 66 64 136 143:
Other: 99: 14 19 4 30 47 48 67:
:----------------------------------------------------------------------------------------------------
: 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 20.0 29.1 29.0 16.7 16.3 27.0 25.2
Old : 19.0 22.5 30.6 32.7 19.0 22.5 30.5 32.6
Other: 55.2 24.4 70.6 38.7 53.8 22.7 69.2 34.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 08, 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 : 1,225,245: 392,497 287,290 137,509 585,453 607,113 1,115,459 1,031,912: 109,786 193,333
Old : 1,146,592: 389,458 298,452 113,019 545,990 556,660 1,048,467 968,131: 98,125 178,461
Other: 78,653: 25,996 11,795 1,533 39,463 50,453 66,992 63,781: 11,661 14,872
: : :
: : Changes in Commitments from: September 1, 2015 :
: 12,883: -3,195 39,815 -7,069 18,322 -18,966 8,058 13,780: 4,825 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 23.4 11.2 47.8 49.6 91.0 84.2: 9.0 15.8
Old : 100.0: 34.0 26.0 9.9 47.6 48.5 91.4 84.4: 8.6 15.6
Other: 100.0: 33.1 15.0 1.9 50.2 64.1 85.2 81.1: 14.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 151 167 149 234 305 475 545:
Old : 706: 152 165 139 230 302 460 539:
Other: 308: 45 35 11 73 177 126 216:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.9 19.7 18.6 9.9 8.7 17.3 14.7
Old : 11.7 11.3 20.7 18.3 10.4 9.8 18.4 16.2
Other: 26.7 35.3 39.8 46.5 26.7 34.5 39.7 45.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 08, 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 : 8,883: 1,436 2,729 657 4,755 3,488 6,848 6,874: 2,035 2,009
Old : 8,883: 1,436 2,729 657 4,755 3,488 6,848 6,874: 2,035 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 429: 133 109 140 88 160 361 409: 68 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 30.7 7.4 53.5 39.3 77.1 77.4: 22.9 22.6
Old : 100.0: 16.2 30.7 7.4 53.5 39.3 77.1 77.4: 22.9 22.6
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 : 42: 10 11 2 18 9 28 22:
Old : 42: 10 11 2 18 9 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 : 41.0 47.8 54.4 62.9 34.3 44.5 47.0 54.6
Old : 41.0 47.8 54.4 62.9 34.3 44.5 47.0 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 08, 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 : 654,678: 170,276 135,451 108,989 327,480 333,836 606,745 578,276: 47,933 76,402
Old : 633,115: 169,946 133,072 105,768 312,677 321,607 588,391 560,447: 44,724 72,668
Other: 21,563: 2,791 4,840 760 14,803 12,229 18,354 17,829: 3,209 3,734
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,775: 7,099 2,990 -3,962 -6,750 676 -3,613 -296: 1,838 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.7 16.6 50.0 51.0 92.7 88.3: 7.3 11.7
Old : 100.0: 26.8 21.0 16.7 49.4 50.8 92.9 88.5: 7.1 11.5
Other: 100.0: 12.9 22.4 3.5 68.7 56.7 85.1 82.7: 14.9 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 151 168 163 149 184 395 446:
Old : 563: 152 171 159 146 183 387 445:
Other: 195: 37 38 14 41 86 86 134:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 16.5 24.8 25.0 12.7 15.9 19.8 22.0
Old : 17.0 16.1 24.8 24.5 12.5 15.3 19.7 21.7
Other: 41.0 54.3 52.2 63.5 40.9 53.5 52.1 62.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 08, 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 : 410,396: 115,504 102,935 80,426 181,573 195,093 377,503 378,454: 32,893 31,942
Old : 394,591: 118,424 103,122 72,783 172,703 187,386 363,910 363,291: 30,681 31,300
Other: 15,805: 1,643 4,376 3,080 8,870 7,707 13,593 15,163: 2,212 642
: : :
: : Changes in Commitments from: September 1, 2015 :
: 12,650: 2,008 544 5,689 1,781 7,226 9,478 13,459: 3,172 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 25.1 19.6 44.2 47.5 92.0 92.2: 8.0 7.8
Old : 100.0: 30.0 26.1 18.4 43.8 47.5 92.2 92.1: 7.8 7.9
Other: 100.0: 10.4 27.7 19.5 56.1 48.8 86.0 95.9: 14.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 98 82 108 85 64 249 215:
Old : 312: 105 82 106 84 62 248 211:
Other: 63: 10 18 12 28 11 47 35:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 25.8 16.7 32.6 9.0 24.1 16.2 30.5
Old : 9.7 26.0 17.2 32.7 9.3 24.2 16.8 30.8
Other: 24.6 44.9 39.8 67.4 19.8 38.8 33.5 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 08, 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 : 509,378: 56,229 64,537 12,013 301,473 302,733 369,715 379,283: 139,663 130,095
Old : 509,378: 56,229 64,537 12,013 301,473 302,733 369,715 379,283: 139,663 130,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -23,198: -124 1,533 -6,882 -21,661 -17,553 -28,667 -22,902: 5,469 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.7 2.4 59.2 59.4 72.6 74.5: 27.4 25.5
Old : 100.0: 11.0 12.7 2.4 59.2 59.4 72.6 74.5: 27.4 25.5
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 24 14 66 66 99 99:
Old : 141: 28 24 14 66 66 99 99:
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 : 23.5 23.6 32.6 32.3 21.8 21.6 28.4 28.6
Old : 23.5 23.6 32.6 32.3 21.8 21.6 28.4 28.6
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 08, 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 : 615,308: 53,346 104,334 34,020 410,153 374,606 497,519 512,960: 117,789 102,348
Old : 615,308: 53,346 104,334 34,020 410,153 374,606 497,519 512,960: 117,789 102,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -5,335: -1,623 6,365 -5,604 1,520 -5,003 -5,707 -4,242: 372 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 17.0 5.5 66.7 60.9 80.9 83.4: 19.1 16.6
Old : 100.0: 8.7 17.0 5.5 66.7 60.9 80.9 83.4: 19.1 16.6
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 : 95: 13 15 14 49 50 70 71:
Old : 95: 13 15 14 49 50 70 71:
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 : 23.4 41.9 38.6 52.0 21.8 38.3 32.9 47.5
Old : 23.4 41.9 38.6 52.0 21.8 38.3 32.9 47.5
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 08, 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 : 4,801: 1,373 62 665 2,429 3,777 4,467 4,504: 334 297
Old : 4,801: 1,373 62 665 2,429 3,777 4,467 4,504: 334 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -197: -133 1 -10 -31 -95 -174 -104: -23 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.3 13.9 50.6 78.7 93.0 93.8: 7.0 6.2
Old : 100.0: 28.6 1.3 13.9 50.6 78.7 93.0 93.8: 7.0 6.2
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 : 32: 13 1 6 13 14 28 21:
Old : 32: 13 1 6 13 14 28 21:
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 53.9 67.2 73.4 36.9 43.7 47.3 53.8
Old : 48.1 53.9 67.2 73.4 36.9 43.7 47.3 53.8
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 08, 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 : 378,205: 117,106 46,999 46,805 163,329 252,032 327,240 345,836: 50,965 32,369
Old : 360,288: 117,879 45,744 41,783 152,429 242,232 312,091 329,759: 48,197 30,529
Other: 17,917: 948 2,976 3,301 10,900 9,800 15,149 16,077: 2,768 1,840
: : :
: : Changes in Commitments from: September 1, 2015 :
: 8,681: 1,029 3,461 3,372 3,222 4,554 7,623 11,387: 1,058 -2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.4 12.4 43.2 66.6 86.5 91.4: 13.5 8.6
Old : 100.0: 32.7 12.7 11.6 42.3 67.2 86.6 91.5: 13.4 8.5
Other: 100.0: 5.3 16.6 18.4 60.8 54.7 84.6 89.7: 15.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 90 61 83 94 85 232 198:
Old : 280: 95 61 82 93 84 231 196:
Other: 73: 13 13 11 36 20 58 37:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 36.5 19.5 44.7 11.3 30.2 16.7 37.6
Old : 12.4 37.1 19.3 45.5 11.3 31.4 17.1 39.2
Other: 32.5 31.6 48.2 51.8 29.9 23.2 39.3 38.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 08, 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 : 9,872: 1,553 3,529 863 5,084 4,392 7,500 8,784: 2,372 1,088
Old : 9,855: 1,552 3,543 849 5,084 4,392 7,485 8,784: 2,370 1,071
Other: 17: 15 0 0 0 0 15 0: 2 17
: : :
: : Changes in Commitments from: September 1, 2015 :
: -73: 207 387 -159 -54 -76 -6 152: -67 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 35.7 8.7 51.5 44.5 76.0 89.0: 24.0 11.0
Old : 100.0: 15.7 36.0 8.6 51.6 44.6 76.0 89.1: 24.0 10.9
Other: 100.0: 88.2 0.0 0.0 0.0 0.0 88.2 0.0: 11.8 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 22 15 16 10 46 38:
Old : 66: 17 23 15 16 10 46 38:
Other: 3: 3 0 0 0 0 3 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 : 36.8 40.4 46.7 54.8 35.6 40.2 43.3 52.6
Old : 36.9 40.4 46.8 54.8 35.6 40.3 43.3 52.7
Other: 88.2 0.0 88.2 0.0 88.2 0.0 88.2 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 08, 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 : 1,148,962: 319,547 261,490 27,372 681,869 721,763 1,028,788 1,010,625: 120,174 138,337
Old : 1,148,962: 319,547 261,490 27,372 681,869 721,763 1,028,788 1,010,625: 120,174 138,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -70,760: -33,134 19,217 6,729 -37,322 -92,139 -63,727 -66,193: -7,033 -4,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 22.8 2.4 59.3 62.8 89.5 88.0: 10.5 12.0
Old : 100.0: 27.8 22.8 2.4 59.3 62.8 89.5 88.0: 10.5 12.0
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 : 269: 46 64 30 87 131 150 208:
Old : 269: 46 64 30 87 131 150 208:
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 : 20.3 18.9 34.3 27.4 20.3 18.9 34.0 26.8
Old : 20.3 18.9 34.3 27.4 20.3 18.9 34.0 26.8
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 08, 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 : 2,776,552: 407,820 431,746 80,570 1,949,138 1,821,071 2,437,528 2,333,387: 339,024 443,165
Old : 2,776,552: 407,820 431,746 80,570 1,949,138 1,821,071 2,437,528 2,333,387: 339,024 443,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -27,878: -4,336 16,795 -2,693 -20,591 -43,471 -27,620 -29,369: -258 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.5 2.9 70.2 65.6 87.8 84.0: 12.2 16.0
Old : 100.0: 14.7 15.5 2.9 70.2 65.6 87.8 84.0: 12.2 16.0
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 : 364: 75 71 52 152 170 261 259:
Old : 364: 75 71 52 152 170 261 259:
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 : 34.4 21.2 43.5 29.4 32.3 18.9 39.0 24.9
Old : 34.4 21.2 43.5 29.4 32.3 18.9 39.0 24.9
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 08, 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 : 2,323,275: 391,645 528,181 63,000 1,568,680 1,377,478 2,023,325 1,968,659: 299,950 354,616
Old : 2,323,275: 391,645 528,181 63,000 1,568,680 1,377,478 2,023,325 1,968,659: 299,950 354,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -50,548: 10,478 -58,053 -36,523 -51,607 37,551 -77,652 -57,025: 27,104 6,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 2.7 67.5 59.3 87.1 84.7: 12.9 15.3
Old : 100.0: 16.9 22.7 2.7 67.5 59.3 87.1 84.7: 12.9 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 : 278: 43 72 33 101 135 165 219:
Old : 278: 43 72 33 101 135 165 219:
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 : 26.0 17.0 37.8 25.7 22.6 15.6 31.4 22.5
Old : 26.0 17.0 37.8 25.7 22.6 15.6 31.4 22.5
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 08, 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 : 834,541: 60,711 126,196 137,063 610,141 514,058 807,915 777,317: 26,626 57,224
Old : 834,541: 60,711 126,196 137,063 610,141 514,058 807,915 777,317: 26,626 57,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 14,019: 17,588 6,955 -469 -6,582 2,280 10,537 8,766: 3,482 5,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.1 16.4 73.1 61.6 96.8 93.1: 3.2 6.9
Old : 100.0: 7.3 15.1 16.4 73.1 61.6 96.8 93.1: 3.2 6.9
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 : 129: 14 34 33 57 70 94 119:
Old : 129: 14 34 33 57 70 94 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 19.3 56.7 29.7 32.9 14.4 42.1 21.4
Old : 40.6 19.3 56.7 29.7 32.9 14.4 42.1 21.4
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 08, 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 : 43,620: 10,137 11,183 1,895 26,350 22,277 38,381 35,354: 5,239 8,266
Old : 43,620: 10,137 11,183 1,895 26,350 22,277 38,381 35,354: 5,239 8,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,276: 1,732 -3,014 1,156 -1,653 3,035 1,235 1,177: 42 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.6 4.3 60.4 51.1 88.0 81.0: 12.0 19.0
Old : 100.0: 23.2 25.6 4.3 60.4 51.1 88.0 81.0: 12.0 19.0
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 : 94: 24 20 6 34 26 61 49:
Old : 94: 24 20 6 34 26 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 40.7 40.6 54.8 27.8 40.6 39.9 52.1
Old : 27.8 40.7 40.6 54.8 27.8 40.6 39.9 52.1
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 08, 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 : 87,240: 20,273 22,365 3,789 52,700 44,554 76,762 70,708: 10,478 16,532
Old : 87,240: 20,273 22,365 3,789 52,700 44,554 76,762 70,708: 10,478 16,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 2,552: 3,463 -6,027 2,312 -3,306 6,069 2,469 2,354: 83 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.6 4.3 60.4 51.1 88.0 81.0: 12.0 19.0
Old : 100.0: 23.2 25.6 4.3 60.4 51.1 88.0 81.0: 12.0 19.0
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 : 94: 24 20 6 34 26 61 49:
Old : 94: 24 20 6 34 26 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 40.7 40.6 54.8 27.8 40.6 39.9 52.1
Old : 27.8 40.7 40.6 54.8 27.8 40.6 39.9 52.1
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 08, 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 : 21,266: 18,365 20,070 467 2,074 678 20,906 21,215: 360 51
Old : 21,266: 18,365 20,070 467 2,074 678 20,906 21,215: 360 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 425: 387 413 12 54 0 453 425: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 94.4 2.2 9.8 3.2 98.3 99.8: 1.7 0.2
Old : 100.0: 86.4 94.4 2.2 9.8 3.2 98.3 99.8: 1.7 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 : 39: 23 14 2 2 1 26 16:
Old : 39: 23 14 2 2 1 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.6 81.3 91.7 62.2 72.0 79.7 89.1
Old : 62.4 72.6 81.3 91.7 62.2 72.0 79.7 89.1
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 08, 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 : 61,123: 42,173 29,705 807 17,295 30,549 60,275 61,061: 848 62
Old : 61,123: 42,173 29,705 807 17,295 30,549 60,275 61,061: 848 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 6,322: 772 -784 -34 5,622 7,135 6,360 6,317: -38 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 48.6 1.3 28.3 50.0 98.6 99.9: 1.4 0.1
Old : 100.0: 69.0 48.6 1.3 28.3 50.0 98.6 99.9: 1.4 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 : 50: 8 19 4 6 19 16 40:
Old : 50: 8 19 4 6 19 16 40:
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 : 88.6 53.0 94.0 72.7 79.8 49.1 84.3 64.4
Old : 88.6 53.0 94.0 72.7 79.8 49.1 84.3 64.4
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 08, 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 : 36,968: 24,383 14,001 2,705 9,623 20,195 36,711 36,901: 257 67
Old : 36,968: 24,383 14,001 2,705 9,623 20,195 36,711 36,901: 257 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,496: 906 157 1,270 -742 70 1,434 1,497: 62 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 37.9 7.3 26.0 54.6 99.3 99.8: 0.7 0.2
Old : 100.0: 66.0 37.9 7.3 26.0 54.6 99.3 99.8: 0.7 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: 7 14 3 5 11 13 27:
Old : 36: 7 14 3 5 11 13 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 : 93.8 68.8 98.3 85.7 86.9 68.8 91.1 81.1
Old : 93.8 68.8 98.3 85.7 86.9 68.8 91.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015