WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 29, 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 : 365,999: 95,585 132,591 72,024 162,706 120,702 330,315 325,317: 35,684 40,682
Old : 326,244: 93,035 130,071 56,573 144,861 104,696 294,469 291,340: 31,775 34,904
Other: 39,755: 15,254 15,224 2,747 17,845 16,006 35,846 33,977: 3,909 5,778
: : :
: : Changes in Commitments from: September 22, 2015 :
: -9,579: -4,228 -12,375 186 -4,432 5,132 -8,474 -7,057: -1,105 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 36.2 19.7 44.5 33.0 90.3 88.9: 9.7 11.1
Old : 100.0: 28.5 39.9 17.3 44.4 32.1 90.3 89.3: 9.7 10.7
Other: 100.0: 38.4 38.3 6.9 44.9 40.3 90.2 85.5: 9.8 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 114 119 108 85 103 265 280:
Old : 379: 121 117 98 81 97 252 270:
Other: 158: 34 37 16 43 57 88 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 12.3 23.5 21.9 13.9 10.4 23.0 18.2
Old : 15.0 13.1 25.1 22.8 14.8 12.4 24.3 21.3
Other: 39.9 33.9 52.4 47.8 39.1 33.9 51.7 46.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 29, 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 : 185,177: 60,085 67,959 18,649 85,441 74,986 164,175 161,594: 21,002 23,583
Old : 159,191: 61,416 67,141 12,645 66,489 60,538 140,550 140,324: 18,641 18,867
Other: 25,986: 3,850 5,999 823 18,952 14,448 23,625 21,270: 2,361 4,716
: : :
: : Changes in Commitments from: September 22, 2015 :
: -2,843: -1,348 -3,600 -1,097 -1,697 2,701 -4,142 -1,996: 1,299 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 36.7 10.1 46.1 40.5 88.7 87.3: 11.3 12.7
Old : 100.0: 38.6 42.2 7.9 41.8 38.0 88.3 88.1: 11.7 11.9
Other: 100.0: 14.8 23.1 3.2 72.9 55.6 90.9 81.9: 9.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 59 55 47 72 67 152 156:
Old : 214: 59 57 42 63 60 140 144:
Other: 100: 17 19 6 34 47 56 68:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 21.7 29.3 30.2 15.4 17.5 25.8 25.6
Old : 18.8 25.3 30.7 35.2 17.9 25.3 29.7 34.7
Other: 51.7 23.0 65.0 40.0 51.7 22.8 65.0 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 29, 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 : 1,295,732: 408,779 275,163 159,189 606,670 673,711 1,174,638 1,108,063: 121,094 187,669
Old : 1,213,906: 406,960 287,047 130,517 566,871 625,400 1,104,348 1,042,964: 109,558 170,942
Other: 81,826: 29,613 15,910 878 39,799 48,311 70,290 65,099: 11,536 16,727
: : :
: : Changes in Commitments from: September 22, 2015 :
: 26,613: 9,293 5,348 -2,505 16,024 23,974 22,812 26,817: 3,801 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 21.2 12.3 46.8 52.0 90.7 85.5: 9.3 14.5
Old : 100.0: 33.5 23.6 10.8 46.7 51.5 91.0 85.9: 9.0 14.1
Other: 100.0: 36.2 19.4 1.1 48.6 59.0 85.9 79.6: 14.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 156 148 152 223 304 470 538:
Old : 692: 155 149 142 218 301 455 530:
Other: 319: 50 39 8 70 183 123 228:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 12.6 20.2 19.7 9.8 9.2 16.8 14.9
Old : 12.9 12.7 21.3 19.9 10.2 10.2 17.8 16.0
Other: 22.4 27.1 36.8 38.1 22.4 27.0 36.4 37.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 29, 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 : 8,919: 2,217 2,571 553 4,173 3,834 6,943 6,958: 1,976 1,961
Old : 8,919: 2,217 2,571 553 4,173 3,834 6,943 6,958: 1,976 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -76: 99 8 -117 -129 14 -147 -95: 71 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 28.8 6.2 46.8 43.0 77.8 78.0: 22.2 22.0
Old : 100.0: 24.9 28.8 6.2 46.8 43.0 77.8 78.0: 22.2 22.0
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 : 43: 13 10 4 15 9 28 23:
Old : 43: 13 10 4 15 9 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 : 39.9 50.6 55.0 63.9 34.0 47.0 48.5 57.4
Old : 39.9 50.6 55.0 63.9 34.0 47.0 48.5 57.4
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 29, 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 : 699,001: 176,615 136,698 126,259 344,606 360,513 647,480 623,470: 51,521 75,531
Old : 672,874: 178,797 137,944 118,217 327,992 345,728 625,006 601,889: 47,868 70,985
Other: 26,127: 4,605 5,541 1,255 16,614 14,785 22,474 21,581: 3,653 4,546
: : :
: : Changes in Commitments from: September 22, 2015 :
: 10,451: 3,772 -18,593 3,043 916 25,584 7,731 10,034: 2,720 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.6 18.1 49.3 51.6 92.6 89.2: 7.4 10.8
Old : 100.0: 26.6 20.5 17.6 48.7 51.4 92.9 89.5: 7.1 10.5
Other: 100.0: 17.6 21.2 4.8 63.6 56.6 86.0 82.6: 14.0 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 165 167 179 147 172 410 445:
Old : 562: 164 173 164 145 170 392 443:
Other: 199: 48 38 17 41 81 99 130:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 17.2 22.8 24.7 12.5 16.5 18.4 23.0
Old : 16.0 17.2 22.7 24.4 12.2 16.3 18.2 23.0
Other: 37.2 46.8 49.9 60.0 37.1 46.2 49.8 59.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 29, 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 : 406,683: 111,404 93,864 80,647 181,238 202,102 373,289 376,613: 33,394 30,070
Old : 385,629: 113,900 94,852 71,177 169,946 190,395 355,023 356,424: 30,606 29,205
Other: 21,054: 2,654 4,162 4,320 11,292 11,707 18,266 20,189: 2,788 865
: : :
: : Changes in Commitments from: September 22, 2015 :
: -18,231: -7,292 -18,785 -940 -10,019 4,948 -18,251 -14,777: 20 -3,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.1 19.8 44.6 49.7 91.8 92.6: 8.2 7.4
Old : 100.0: 29.5 24.6 18.5 44.1 49.4 92.1 92.4: 7.9 7.6
Other: 100.0: 12.6 19.8 20.5 53.6 55.6 86.8 95.9: 13.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 99 82 111 87 72 253 228:
Old : 323: 108 79 108 86 70 251 224:
Other: 68: 11 17 15 34 11 56 34:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 27.8 16.2 34.4 8.8 26.4 15.9 32.2
Old : 9.2 27.5 16.7 34.1 9.0 26.3 16.5 32.4
Other: 25.7 50.0 41.2 73.7 18.6 47.5 33.0 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 29, 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 : 495,917: 53,264 62,338 2,469 291,593 295,685 347,326 360,492: 148,591 135,425
Old : 495,917: 53,264 62,338 2,469 291,593 295,685 347,326 360,492: 148,591 135,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -604: -15,150 1,596 -2,674 5,398 -9,652 -12,426 -10,730: 11,822 10,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.6 0.5 58.8 59.6 70.0 72.7: 30.0 27.3
Old : 100.0: 10.7 12.6 0.5 58.8 59.6 70.0 72.7: 30.0 27.3
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 : 134: 20 26 11 62 62 87 94:
Old : 134: 20 26 11 62 62 87 94:
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 : 24.5 25.2 33.9 33.3 20.8 22.8 26.8 29.3
Old : 24.5 25.2 33.9 33.3 20.8 22.8 26.8 29.3
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 29, 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 : 632,244: 62,640 130,482 8,846 445,946 405,159 517,432 544,487: 114,812 87,757
Old : 632,244: 62,640 130,482 8,846 445,946 405,159 517,432 544,487: 114,812 87,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -3,430: 4,989 16,298 -11,491 4,473 496 -2,029 5,303: -1,401 -8,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.6 1.4 70.5 64.1 81.8 86.1: 18.2 13.9
Old : 100.0: 9.9 20.6 1.4 70.5 64.1 81.8 86.1: 18.2 13.9
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 : 102: 13 15 13 54 53 73 75:
Old : 102: 13 15 13 54 53 73 75:
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 : 25.9 42.6 42.2 53.6 23.9 42.6 36.9 52.6
Old : 25.9 42.6 42.2 53.6 23.9 42.6 36.9 52.6
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 29, 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 : 4,923: 1,318 85 742 2,556 3,883 4,616 4,710: 307 213
Old : 4,923: 1,318 85 742 2,556 3,883 4,616 4,710: 307 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -122: -51 60 -55 41 -149 -65 -144: -57 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 1.7 15.1 51.9 78.9 93.8 95.7: 6.2 4.3
Old : 100.0: 26.8 1.7 15.1 51.9 78.9 93.8 95.7: 6.2 4.3
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 : 33: 16 3 7 12 13 30 21:
Old : 33: 16 3 7 12 13 30 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 : 41.8 53.0 61.2 74.6 25.4 32.8 33.2 42.8
Old : 41.8 53.0 61.2 74.6 25.4 32.8 33.2 42.8
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 29, 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 : 368,560: 111,910 49,228 45,488 158,509 240,738 315,907 335,454: 52,653 33,106
Old : 346,710: 112,602 48,473 39,343 145,451 228,118 297,396 315,934: 49,314 30,776
Other: 21,850: 1,378 2,825 4,075 13,058 12,620 18,511 19,520: 3,339 2,330
: : :
: : Changes in Commitments from: September 22, 2015 :
: -12,289: -1,440 49 -5,319 -4,927 -7,615 -11,686 -12,885: -603 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.4 12.3 43.0 65.3 85.7 91.0: 14.3 9.0
Old : 100.0: 32.5 14.0 11.3 42.0 65.8 85.8 91.1: 14.2 8.9
Other: 100.0: 6.3 12.9 18.6 59.8 57.8 84.7 89.3: 15.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 84 55 77 97 82 227 182:
Old : 268: 91 55 77 97 81 227 181:
Other: 74: 15 12 12 35 20 57 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 : 12.5 34.6 19.3 43.1 11.4 29.1 17.2 36.6
Old : 12.0 34.8 18.7 43.8 11.7 30.4 17.6 38.4
Other: 34.2 40.7 47.0 61.9 29.1 34.6 37.7 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 29, 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 : 11,590: 2,529 3,812 825 5,207 5,817 8,561 10,454: 3,029 1,136
Old : 11,529: 2,529 3,849 788 5,195 5,817 8,512 10,454: 3,017 1,075
Other: 61: 37 0 0 12 0 49 0: 12 61
: : :
: : Changes in Commitments from: September 22, 2015 :
: 630: 197 178 96 -24 505 269 779: 361 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 32.9 7.1 44.9 50.2 73.9 90.2: 26.1 9.8
Old : 100.0: 21.9 33.4 6.8 45.1 50.5 73.8 90.7: 26.2 9.3
Other: 100.0: 60.7 0.0 0.0 19.7 0.0 80.3 0.0: 19.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 17 24 16 19 12 50 43:
Old : 70: 17 24 16 18 12 49 43:
Other: 4: 2 0 0 2 0 4 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 43.6 47.1 57.7 37.9 43.3 44.5 57.0
Old : 38.5 43.8 47.4 58.0 38.1 43.6 44.7 57.4
Other: 80.3 0.0 80.3 0.0 80.3 0.0 80.3 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 29, 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 : 1,129,092: 297,556 269,686 26,234 684,220 696,171 1,008,010 992,091: 121,082 137,001
Old : 1,129,092: 297,556 269,686 26,234 684,220 696,171 1,008,010 992,091: 121,082 137,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 19,325: -218 1,237 123 10,549 -999 10,454 361: 8,871 18,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.9 2.3 60.6 61.7 89.3 87.9: 10.7 12.1
Old : 100.0: 26.4 23.9 2.3 60.6 61.7 89.3 87.9: 10.7 12.1
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 : 266: 51 59 26 87 120 153 190:
Old : 266: 51 59 26 87 120 153 190:
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 : 21.8 17.1 34.9 25.8 21.7 16.6 32.0 24.2
Old : 21.8 17.1 34.9 25.8 21.7 16.6 32.0 24.2
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 29, 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 : 2,753,639: 458,557 436,067 55,711 1,889,662 1,841,748 2,403,930 2,333,526: 349,709 420,113
Old : 2,753,639: 458,557 436,067 55,711 1,889,662 1,841,748 2,403,930 2,333,526: 349,709 420,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 109,071: 44,716 13,697 -8,259 55,924 101,355 92,381 106,793: 16,690 2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.8 2.0 68.6 66.9 87.3 84.7: 12.7 15.3
Old : 100.0: 16.7 15.8 2.0 68.6 66.9 87.3 84.7: 12.7 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 : 367: 73 78 42 144 166 241 262:
Old : 367: 73 78 42 144 166 241 262:
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 21.7 42.0 30.1 30.4 20.2 38.2 25.9
Old : 33.0 21.7 42.0 30.1 30.4 20.2 38.2 25.9
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 29, 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 : 2,432,541: 345,835 438,391 61,095 1,722,516 1,597,716 2,129,446 2,097,202: 303,095 335,339
Old : 2,432,541: 345,835 438,391 61,095 1,722,516 1,597,716 2,129,446 2,097,202: 303,095 335,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 46,747: 23,902 -4,773 1,587 3,798 57,453 29,287 54,267: 17,460 -7,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.0 2.5 70.8 65.7 87.5 86.2: 12.5 13.8
Old : 100.0: 14.2 18.0 2.5 70.8 65.7 87.5 86.2: 12.5 13.8
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 : 286: 54 59 32 101 138 171 213:
Old : 286: 54 59 32 101 138 171 213:
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 : 31.8 15.2 44.5 25.0 27.9 15.2 37.3 22.8
Old : 31.8 15.2 44.5 25.0 27.9 15.2 37.3 22.8
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 29, 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 : 914,433: 118,818 105,237 108,486 668,431 635,371 895,735 849,094: 18,698 65,339
Old : 914,433: 118,818 105,237 108,486 668,431 635,371 895,735 849,094: 18,698 65,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 23,914: -21,864 4,866 -7,152 52,677 25,609 23,661 23,323: 253 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.5 11.9 73.1 69.5 98.0 92.9: 2.0 7.1
Old : 100.0: 13.0 11.5 11.9 73.1 69.5 98.0 92.9: 2.0 7.1
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 : 128: 14 35 37 58 74 96 123:
Old : 128: 14 35 37 58 74 96 123:
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 : 45.6 21.3 65.3 30.8 38.0 13.7 46.8 20.1
Old : 45.6 21.3 65.3 30.8 38.0 13.7 46.8 20.1
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 29, 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 : 31,990: 10,960 10,803 43 15,910 13,891 26,913 24,737: 5,077 7,253
Old : 31,990: 10,960 10,803 43 15,910 13,891 26,913 24,737: 5,077 7,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,602: 2,730 564 -5 -102 3,475 2,623 4,033: -22 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 33.8 0.1 49.7 43.4 84.1 77.3: 15.9 22.7
Old : 100.0: 34.3 33.8 0.1 49.7 43.4 84.1 77.3: 15.9 22.7
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 : 75: 15 15 3 33 18 49 35:
Old : 75: 15 15 3 33 18 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 34.9 43.1 52.3 29.2 34.8 41.6 51.9
Old : 29.7 34.9 43.1 52.3 29.2 34.8 41.6 51.9
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 29, 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 : 63,979: 21,919 21,605 86 31,820 27,782 53,825 49,473: 10,154 14,506
Old : 63,979: 21,919 21,605 86 31,820 27,782 53,825 49,473: 10,154 14,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 5,203: 5,460 1,127 -10 -204 6,949 5,246 8,066: -43 -2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 33.8 0.1 49.7 43.4 84.1 77.3: 15.9 22.7
Old : 100.0: 34.3 33.8 0.1 49.7 43.4 84.1 77.3: 15.9 22.7
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 : 75: 15 15 3 33 18 49 35:
Old : 75: 15 15 3 33 18 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 34.9 43.1 52.3 29.2 34.8 41.6 51.9
Old : 29.7 34.9 43.1 52.3 29.2 34.8 41.6 51.9
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 29, 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 : 21,185: 17,443 19,648 831 2,574 678 20,848 21,157: 337 28
Old : 21,185: 17,443 19,648 831 2,574 678 20,848 21,157: 337 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 347: -446 -45 391 400 0 345 346: 2 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 92.7 3.9 12.2 3.2 98.4 99.9: 1.6 0.1
Old : 100.0: 82.3 92.7 3.9 12.2 3.2 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 : 37: 22 13 3 2 1 26 15:
Old : 37: 22 13 3 2 1 26 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 : 64.2 76.7 85.2 93.6 64.2 74.7 82.9 89.2
Old : 64.2 76.7 85.2 93.6 64.2 74.7 82.9 89.2
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 29, 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 : 42,925: 31,642 22,701 64 11,108 20,070 42,814 42,835: 111 90
Old : 42,925: 31,642 22,701 64 11,108 20,070 42,814 42,835: 111 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -290: -921 -216 44 1,127 -13 250 -185: -540 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 52.9 0.1 25.9 46.8 99.7 99.8: 0.3 0.2
Old : 100.0: 73.7 52.9 0.1 25.9 46.8 99.7 99.8: 0.3 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 : 43: 6 16 1 5 16 11 33:
Old : 43: 6 16 1 5 16 11 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 : 88.0 54.1 97.3 73.4 88.0 54.1 97.3 73.4
Old : 88.0 54.1 97.3 73.4 88.0 54.1 97.3 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 29, 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 : 39,881: 21,879 16,033 0 17,857 23,771 39,736 39,804: 145 77
Old : 39,881: 21,879 16,033 0 17,857 23,771 39,736 39,804: 145 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,854: -165 147 0 2,088 1,766 1,923 1,913: -69 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 40.2 0.0 44.8 59.6 99.6 99.8: 0.4 0.2
Old : 100.0: 54.9 40.2 0.0 44.8 59.6 99.6 99.8: 0.4 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: 6 18 0 4 12 10 30:
Old : 39: 6 18 0 4 12 10 30:
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 : 95.7 67.1 99.4 82.3 95.7 67.1 99.4 82.3
Old : 95.7 67.1 99.4 82.3 95.7 67.1 99.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015