WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 22, 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 : 375,578: 99,813 144,966 71,838 167,138 115,570 338,789 332,374: 36,789 43,204
Old : 333,460: 96,018 142,360 56,486 148,097 97,163 300,601 296,009: 32,859 37,451
Other: 42,118: 15,741 14,552 3,406 19,041 18,407 38,188 36,365: 3,930 5,753
: : :
: : Changes in Commitments from: September 15, 2015 :
: -2,786: 3,644 -2,574 -2,102 -4,341 1,439 -2,799 -3,237: 13 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 38.6 19.1 44.5 30.8 90.2 88.5: 9.8 11.5
Old : 100.0: 28.8 42.7 16.9 44.4 29.1 90.1 88.8: 9.9 11.2
Other: 100.0: 37.4 34.6 8.1 45.2 43.7 90.7 86.3: 9.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 121 119 117 86 100 280 279:
Old : 385: 130 113 105 83 97 268 270:
Other: 156: 35 36 18 44 54 92 100:
:----------------------------------------------------------------------------------------------------
: 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 12.2 22.9 22.0 13.4 10.9 22.3 17.9
Old : 14.6 13.1 24.5 23.0 14.3 12.4 23.6 20.5
Other: 40.2 36.2 51.9 50.8 39.4 36.2 51.1 50.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 22, 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 : 188,020: 61,433 71,559 19,746 87,138 72,285 168,317 163,590: 19,703 24,430
Old : 163,458: 62,754 71,010 13,437 69,491 58,830 145,682 143,277: 17,776 20,181
Other: 24,562: 3,927 5,797 1,061 17,647 13,455 22,635 20,313: 1,927 4,249
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,368: -1,656 -73 1,555 955 -767 854 715: 514 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 38.1 10.5 46.3 38.4 89.5 87.0: 10.5 13.0
Old : 100.0: 38.4 43.4 8.2 42.5 36.0 89.1 87.7: 10.9 12.3
Other: 100.0: 16.0 23.6 4.3 71.8 54.8 92.2 82.7: 7.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 60 60 52 73 70 158 163:
Old : 222: 64 56 45 65 63 147 150:
Other: 104: 15 21 7 32 49 53 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.4 29.0 29.2 15.7 16.6 26.1 25.2
Old : 18.6 23.4 30.5 33.5 18.0 23.4 29.8 33.3
Other: 51.4 21.9 65.5 37.7 51.1 21.6 65.2 35.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 22, 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 : 1,269,119: 399,486 269,815 161,694 590,646 649,737 1,151,826 1,081,246: 117,293 187,873
Old : 1,187,864: 397,023 282,346 134,104 550,506 599,462 1,081,633 1,015,912: 106,231 171,952
Other: 81,255: 28,713 13,719 1,340 40,140 50,275 70,193 65,334: 11,062 15,921
: : :
: : Changes in Commitments from: September 15, 2015 :
: 20,665: -538 -245 17,393 5,108 7,190 21,963 24,338: -1,298 -3,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 21.3 12.7 46.5 51.2 90.8 85.2: 9.2 14.8
Old : 100.0: 33.4 23.8 11.3 46.3 50.5 91.1 85.5: 8.9 14.5
Other: 100.0: 35.3 16.9 1.6 49.4 61.9 86.4 80.4: 13.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 164 147 153 222 305 480 532:
Old : 699: 159 149 143 217 302 463 526:
Other: 316: 51 34 10 73 180 129 221:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 12.3 19.5 19.0 9.9 9.4 16.9 15.0
Old : 12.0 12.0 20.6 18.9 10.4 10.4 17.9 16.4
Other: 23.1 31.4 37.8 42.6 23.1 31.3 37.7 41.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 22, 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 : 8,995: 2,118 2,563 670 4,302 3,820 7,090 7,053: 1,905 1,942
Old : 8,995: 2,118 2,563 670 4,302 3,820 7,090 7,053: 1,905 1,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -145: 161 -64 13 -127 -84 47 -135: -192 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 28.5 7.4 47.8 42.5 78.8 78.4: 21.2 21.6
Old : 100.0: 23.5 28.5 7.4 47.8 42.5 78.8 78.4: 21.2 21.6
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 : 43: 12 10 4 18 11 30 25:
Old : 43: 12 10 4 18 11 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 48.9 55.8 62.1 31.8 43.4 46.0 53.4
Old : 39.9 48.9 55.8 62.1 31.8 43.4 46.0 53.4
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 22, 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 : 688,550: 172,843 155,291 123,216 343,690 334,929 639,749 613,436: 48,801 75,114
Old : 664,222: 174,475 154,828 117,318 327,538 321,334 619,331 593,480: 44,891 70,742
Other: 24,328: 3,403 5,498 863 16,152 13,595 20,418 19,956: 3,910 4,372
: : :
: : Changes in Commitments from: September 15, 2015 :
: 18,812: -286 9,219 7,296 11,998 1,322 19,008 17,837: -196 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 22.6 17.9 49.9 48.6 92.9 89.1: 7.1 10.9
Old : 100.0: 26.3 23.3 17.7 49.3 48.4 93.2 89.3: 6.8 10.7
Other: 100.0: 14.0 22.6 3.5 66.4 55.9 83.9 82.0: 16.1 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 154 189 182 158 185 417 480:
Old : 592: 153 193 171 155 183 403 477:
Other: 195: 35 42 13 40 89 82 139:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 16.3 22.4 24.1 12.4 15.7 18.5 22.2
Old : 15.7 16.1 22.3 23.8 12.1 15.5 18.2 22.1
Other: 41.0 50.0 51.8 60.3 41.0 49.4 51.7 59.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 22, 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 : 424,914: 118,696 112,649 81,587 191,257 197,154 391,540 391,390: 33,374 33,524
Old : 404,941: 121,727 113,588 72,376 180,222 186,317 374,325 372,281: 30,616 32,660
Other: 19,973: 2,384 4,476 3,796 11,035 10,837 17,215 19,109: 2,758 864
: : :
: : Changes in Commitments from: September 15, 2015 :
: 8,487: 774 2,016 1,554 4,406 3,404 6,734 6,974: 1,753 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 26.5 19.2 45.0 46.4 92.1 92.1: 7.9 7.9
Old : 100.0: 30.1 28.1 17.9 44.5 46.0 92.4 91.9: 7.6 8.1
Other: 100.0: 11.9 22.4 19.0 55.2 54.3 86.2 95.7: 13.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 94 88 107 88 66 247 226:
Old : 316: 101 86 106 87 65 246 224:
Other: 64: 8 17 13 33 11 51 33:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 24.9 15.8 31.6 7.9 23.0 14.8 28.7
Old : 8.9 24.9 16.2 31.4 8.1 23.6 15.3 29.3
Other: 24.2 47.6 40.5 72.0 18.6 44.4 33.3 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 22, 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 : 496,521: 68,414 60,742 5,143 286,195 305,337 359,752 371,222: 136,769 125,299
Old : 496,521: 68,414 60,742 5,143 286,195 305,337 359,752 371,222: 136,769 125,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -23,003: -5,717 -3,900 -4,268 -10,666 -6,698 -20,651 -14,866: -2,352 -8,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.2 1.0 57.6 61.5 72.5 74.8: 27.5 25.2
Old : 100.0: 13.8 12.2 1.0 57.6 61.5 72.5 74.8: 27.5 25.2
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 : 147: 22 34 11 69 61 97 100:
Old : 147: 22 34 11 69 61 97 100:
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 25.2 32.5 34.2 21.2 22.7 28.4 30.8
Old : 23.4 25.2 32.5 34.2 21.2 22.7 28.4 30.8
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 22, 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 : 635,674: 57,651 114,184 20,337 441,473 404,663 519,461 539,184: 116,213 96,490
Old : 635,674: 57,651 114,184 20,337 441,473 404,663 519,461 539,184: 116,213 96,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 10,075: 1,511 4,701 -8,905 18,118 14,930 10,724 10,726: -649 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 18.0 3.2 69.4 63.7 81.7 84.8: 18.3 15.2
Old : 100.0: 9.1 18.0 3.2 69.4 63.7 81.7 84.8: 18.3 15.2
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 : 99: 12 14 13 54 53 73 73:
Old : 99: 12 14 13 54 53 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 43.1 41.1 53.7 22.9 41.3 35.8 50.9
Old : 24.6 43.1 41.1 53.7 22.9 41.3 35.8 50.9
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 22, 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 : 5,045: 1,369 25 797 2,515 4,032 4,681 4,854: 364 191
Old : 5,045: 1,369 25 797 2,515 4,032 4,681 4,854: 364 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 223: 136 -9 27 24 335 187 353: 36 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 0.5 15.8 49.9 79.9 92.8 96.2: 7.2 3.8
Old : 100.0: 27.1 0.5 15.8 49.9 79.9 92.8 96.2: 7.2 3.8
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 : 32: 15 1 7 12 15 28 23:
Old : 32: 15 1 7 12 15 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 52.0 61.0 74.8 27.4 40.5 36.7 48.6
Old : 43.3 52.0 61.0 74.8 27.4 40.5 36.7 48.6
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 22, 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 : 380,849: 113,350 49,179 50,807 163,436 248,353 327,593 348,339: 53,256 32,510
Old : 360,754: 113,846 47,933 45,507 151,398 236,988 310,751 330,428: 50,003 30,326
Other: 20,095: 1,103 2,845 3,701 12,038 11,365 16,842 17,911: 3,253 2,184
: : :
: : Changes in Commitments from: September 15, 2015 :
: -10,079: -7,424 6,154 107 -2,526 -19,143 -9,843 -12,882: -236 2,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.9 13.3 42.9 65.2 86.0 91.5: 14.0 8.5
Old : 100.0: 31.6 13.3 12.6 42.0 65.7 86.1 91.6: 13.9 8.4
Other: 100.0: 5.5 14.2 18.4 59.9 56.6 83.8 89.1: 16.2 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 89 59 89 98 88 236 206:
Old : 283: 95 60 88 98 88 236 205:
Other: 75: 14 13 11 37 20 58 38:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 34.3 18.4 42.7 11.0 28.8 16.7 36.2
Old : 11.5 34.5 18.0 43.1 11.2 29.8 16.9 37.6
Other: 32.5 38.3 46.3 58.8 28.8 30.7 37.9 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 22, 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 : 10,960: 2,332 3,634 729 5,231 5,312 8,292 9,675: 2,668 1,285
Old : 10,941: 2,331 3,647 715 5,231 5,312 8,277 9,674: 2,664 1,267
Other: 19: 15 1 0 0 0 15 1: 4 18
: : :
: : Changes in Commitments from: September 15, 2015 :
: 257: 262 132 -136 20 73 146 69: 111 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 33.2 6.7 47.7 48.5 75.7 88.3: 24.3 11.7
Old : 100.0: 21.3 33.3 6.5 47.8 48.6 75.7 88.4: 24.3 11.6
Other: 100.0: 78.9 5.3 0.0 0.0 0.0 78.9 5.3: 21.1 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 19 13 17 12 46 38:
Old : 65: 20 19 13 17 12 46 38:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 42.2 49.0 57.1 39.5 42.1 46.2 56.6
Old : 40.0 42.3 49.0 57.2 39.5 42.2 46.3 56.7
Other: 78.9 5.3 78.9 5.3 78.9 5.3 78.9 5.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 22, 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 : 1,109,767: 297,774 268,449 26,111 673,671 697,170 997,556 991,730: 112,211 118,037
Old : 1,109,767: 297,774 268,449 26,111 673,671 697,170 997,556 991,730: 112,211 118,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -38,578: -8,821 -12,467 1,351 -20,047 -15,221 -27,517 -26,337: -11,061 -12,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 24.2 2.4 60.7 62.8 89.9 89.4: 10.1 10.6
Old : 100.0: 26.8 24.2 2.4 60.7 62.8 89.9 89.4: 10.1 10.6
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 : 272: 52 61 27 87 120 154 194:
Old : 272: 52 61 27 87 120 154 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 19.8 33.4 28.8 20.9 19.8 32.1 27.3
Old : 21.1 19.8 33.4 28.8 20.9 19.8 32.1 27.3
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 22, 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 : 2,644,568: 413,841 422,370 63,970 1,833,738 1,740,393 2,311,549 2,226,733: 333,019 417,835
Old : 2,644,568: 413,841 422,370 63,970 1,833,738 1,740,393 2,311,549 2,226,733: 333,019 417,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -87,085: 33,712 2,763 -21,529 -103,417 -58,431 -91,234 -77,197: 4,149 -9,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 2.4 69.3 65.8 87.4 84.2: 12.6 15.8
Old : 100.0: 15.6 16.0 2.4 69.3 65.8 87.4 84.2: 12.6 15.8
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 : 373: 79 74 41 147 160 253 248:
Old : 373: 79 74 41 147 160 253 248:
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 : 33.0 20.7 42.1 29.0 30.5 19.0 38.2 25.4
Old : 33.0 20.7 42.1 29.0 30.5 19.0 38.2 25.4
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 22, 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 : 2,385,794: 321,933 443,164 59,508 1,718,718 1,540,263 2,100,159 2,042,935: 285,635 342,859
Old : 2,385,794: 321,933 443,164 59,508 1,718,718 1,540,263 2,100,159 2,042,935: 285,635 342,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 134,246: 2,048 -42,229 -6,617 124,623 195,142 120,054 146,296: 14,192 -12,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.6 2.5 72.0 64.6 88.0 85.6: 12.0 14.4
Old : 100.0: 13.5 18.6 2.5 72.0 64.6 88.0 85.6: 12.0 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 40 75 32 104 138 165 224:
Old : 290: 40 75 32 104 138 165 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 16.5 43.9 26.1 27.5 15.9 36.7 23.2
Old : 30.9 16.5 43.9 26.1 27.5 15.9 36.7 23.2
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 22, 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 : 890,519: 140,682 100,371 115,638 615,754 609,762 872,074 825,771: 18,445 64,748
Old : 890,519: 140,682 100,371 115,638 615,754 609,762 872,074 825,771: 18,445 64,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -54,325: 279 -13,555 -31,849 -13,194 -8,271 -44,764 -53,675: -9,561 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.3 13.0 69.1 68.5 97.9 92.7: 2.1 7.3
Old : 100.0: 15.8 11.3 13.0 69.1 68.5 97.9 92.7: 2.1 7.3
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 : 132: 14 40 38 56 73 98 125:
Old : 132: 14 40 38 56 73 98 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 20.9 63.2 30.4 36.7 14.5 45.6 20.9
Old : 44.2 20.9 63.2 30.4 36.7 14.5 45.6 20.9
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 22, 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 : 29,388: 8,230 10,239 48 16,012 10,417 24,290 20,704: 5,099 8,685
Old : 29,388: 8,230 10,239 48 16,012 10,417 24,290 20,704: 5,099 8,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -19,201: -2,356 -1,890 -1,831 -14,874 -14,637 -19,061 -18,358: -140 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 34.8 0.2 54.5 35.4 82.7 70.4: 17.3 29.6
Old : 100.0: 28.0 34.8 0.2 54.5 35.4 82.7 70.4: 17.3 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 13 19 4 29 18 44 39:
Old : 73: 13 19 4 29 18 44 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 : 27.0 30.9 42.7 44.7 26.4 30.8 41.5 43.9
Old : 27.0 30.9 42.7 44.7 26.4 30.8 41.5 43.9
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 22, 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 : 58,776: 16,459 20,478 96 32,024 20,833 48,579 41,407: 10,197 17,369
Old : 58,776: 16,459 20,478 96 32,024 20,833 48,579 41,407: 10,197 17,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -38,402: -4,712 -3,780 -3,662 -29,748 -29,274 -38,122 -36,716: -280 -1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 34.8 0.2 54.5 35.4 82.7 70.4: 17.3 29.6
Old : 100.0: 28.0 34.8 0.2 54.5 35.4 82.7 70.4: 17.3 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 13 19 4 29 18 44 39:
Old : 73: 13 19 4 29 18 44 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 : 27.0 30.9 42.7 44.7 26.4 30.8 41.5 43.9
Old : 27.0 30.9 42.7 44.7 26.4 30.8 41.5 43.9
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 22, 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 : 20,838: 17,889 19,693 440 2,174 678 20,503 20,811: 335 27
Old : 20,838: 17,889 19,693 440 2,174 678 20,503 20,811: 335 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -6,044: -2,470 -1,502 -3,126 -400 0 -5,996 -4,628: -48 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 94.5 2.1 10.4 3.3 98.4 99.9: 1.6 0.1
Old : 100.0: 85.8 94.5 2.1 10.4 3.3 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 : 39: 24 13 2 2 1 27 15:
Old : 39: 24 13 2 2 1 27 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 : 53.5 79.3 76.0 95.0 53.5 77.4 75.8 91.6
Old : 53.5 79.3 76.0 95.0 53.5 77.4 75.8 91.6
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 22, 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 : 43,215: 32,563 22,917 20 9,981 20,083 42,564 43,020: 651 195
Old : 43,215: 32,563 22,917 20 9,981 20,083 42,564 43,020: 651 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -852: -2 -1,127 -6 -643 122 -651 -1,011: -201 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 53.0 0.0 23.1 46.5 98.5 99.5: 1.5 0.5
Old : 100.0: 75.4 53.0 0.0 23.1 46.5 98.5 99.5: 1.5 0.5
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 : 44: 7 16 1 5 16 12 33:
Old : 44: 7 16 1 5 16 12 33:
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 : 85.8 54.1 94.8 73.4 85.8 54.1 94.8 73.4
Old : 85.8 54.1 94.8 73.4 85.8 54.1 94.8 73.4
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 22, 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 : 38,027: 22,044 15,886 0 15,769 22,005 37,813 37,891: 214 136
Old : 38,027: 22,044 15,886 0 15,769 22,005 37,813 37,891: 214 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,564: -30 1,355 0 1,631 173 1,601 1,528: -37 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 41.8 0.0 41.5 57.9 99.4 99.6: 0.6 0.4
Old : 100.0: 58.0 41.8 0.0 41.5 57.9 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 16 0 4 13 9 29:
Old : 37: 5 16 0 4 13 9 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.6 68.0 99.4 81.3 97.6 68.0 99.4 81.3
Old : 97.6 68.0 99.4 81.3 97.6 68.0 99.4 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015