WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 06, 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 : 373,719: 100,932 126,506 74,642 161,650 128,862 337,224 330,010: 36,495 43,709
Old : 331,898: 99,568 125,652 58,245 141,726 111,663 299,539 295,560: 32,359 36,338
Other: 41,821: 15,100 14,590 2,661 19,924 17,199 37,685 34,450: 4,136 7,371
: : :
: : Changes in Commitments from: September 29, 2015 :
: 7,720: 5,347 -6,085 2,618 -1,056 8,160 6,909 4,693: 811 3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 33.9 20.0 43.3 34.5 90.2 88.3: 9.8 11.7
Old : 100.0: 30.0 37.9 17.5 42.7 33.6 90.3 89.1: 9.7 10.9
Other: 100.0: 36.1 34.9 6.4 47.6 41.1 90.1 82.4: 9.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 111 117 116 80 101 266 278:
Old : 374: 125 111 100 77 96 254 264:
Other: 155: 33 42 14 41 55 81 106:
:----------------------------------------------------------------------------------------------------
: 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 13.0 23.0 21.5 14.0 11.5 22.9 18.2
Old : 14.3 14.4 23.7 23.7 14.2 13.1 23.6 21.3
Other: 37.7 26.4 49.9 38.5 37.7 26.4 49.9 38.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 06, 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 : 188,562: 61,151 68,180 20,995 85,449 76,150 167,595 165,325: 20,967 23,237
Old : 160,408: 63,735 67,721 13,007 65,054 61,196 141,796 141,924: 18,612 18,484
Other: 28,154: 4,181 7,224 1,223 20,395 14,954 25,799 23,401: 2,355 4,753
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,385: 1,066 221 2,346 8 1,164 3,420 3,731: -35 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 36.2 11.1 45.3 40.4 88.9 87.7: 11.1 12.3
Old : 100.0: 39.7 42.2 8.1 40.6 38.2 88.4 88.5: 11.6 11.5
Other: 100.0: 14.9 25.7 4.3 72.4 53.1 91.6 83.1: 8.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 63 62 55 69 61 161 156:
Old : 222: 69 58 45 62 57 149 144:
Other: 106: 17 24 10 37 43 63 70:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.4 28.3 30.2 15.0 17.2 25.0 25.3
Old : 18.2 25.2 29.6 35.5 17.6 25.2 28.9 34.7
Other: 48.6 24.2 61.1 40.2 48.6 24.1 61.1 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 06, 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 : 1,307,966: 418,490 241,153 148,587 616,252 728,407 1,183,329 1,118,147: 124,637 189,819
Old : 1,216,241: 417,514 246,866 121,542 563,523 676,540 1,102,579 1,044,948: 113,662 171,293
Other: 91,725: 26,915 20,226 1,106 52,729 51,867 80,750 73,199: 10,975 18,526
: : :
: : Changes in Commitments from: September 29, 2015 :
: 12,234: 9,711 -34,010 -10,602 9,582 54,696 8,691 10,084: 3,543 2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.4 11.4 47.1 55.7 90.5 85.5: 9.5 14.5
Old : 100.0: 34.3 20.3 10.0 46.3 55.6 90.7 85.9: 9.3 14.1
Other: 100.0: 29.3 22.1 1.2 57.5 56.5 88.0 79.8: 12.0 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 164 139 148 226 312 477 534:
Old : 693: 162 143 137 222 308 463 523:
Other: 340: 46 50 15 74 192 128 251:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 14.1 19.8 21.6 10.0 9.9 16.8 15.4
Old : 12.5 14.9 20.9 22.4 10.4 11.4 17.9 17.5
Other: 28.0 24.8 42.4 33.6 27.7 24.8 41.9 33.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 06, 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 : 9,866: 3,128 2,967 331 4,240 4,545 7,699 7,843: 2,167 2,023
Old : 9,859: 3,128 2,967 331 4,240 4,544 7,699 7,842: 2,160 2,017
Other: 7: 0 0 0 0 1 0 1: 7 6
: : :
: : Changes in Commitments from: September 29, 2015 :
: 947: 911 396 -222 67 711 756 885: 191 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 30.1 3.4 43.0 46.1 78.0 79.5: 22.0 20.5
Old : 100.0: 31.7 30.1 3.4 43.0 46.1 78.1 79.5: 21.9 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 14.3 0.0 14.3: 100.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 11 4 15 8 27 23:
Old : 43: 12 11 4 15 8 27 23:
Other: 1: 0 0 0 0 1 0 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 : 43.1 53.6 57.4 65.0 40.1 50.9 53.8 61.9
Old : 43.1 53.6 57.4 65.0 40.2 50.9 53.8 62.0
Other: 0.0 14.3 0.0 14.3 0.0 14.3 0.0 14.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 06, 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 : 704,546: 175,596 131,908 128,597 346,037 369,131 650,230 629,636: 54,316 74,910
Old : 675,166: 175,859 132,071 120,569 327,933 353,099 624,361 605,739: 50,805 69,427
Other: 29,380: 6,464 6,564 1,301 18,104 16,032 25,869 23,897: 3,511 5,483
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,545: -1,019 -4,790 2,338 1,431 8,618 2,750 6,166: 2,795 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.7 18.3 49.1 52.4 92.3 89.4: 7.7 10.6
Old : 100.0: 26.0 19.6 17.9 48.6 52.3 92.5 89.7: 7.5 10.3
Other: 100.0: 22.0 22.3 4.4 61.6 54.6 88.0 81.3: 12.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 156 167 166 147 174 388 445:
Old : 549: 164 165 159 145 168 379 437:
Other: 191: 35 45 18 41 82 89 135:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.3 23.3 25.1 11.9 16.8 18.0 23.5
Old : 16.4 17.1 23.2 25.1 11.5 16.7 17.6 23.5
Other: 44.1 42.5 60.1 54.8 44.0 42.0 60.0 53.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 06, 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 : 407,003: 114,982 80,382 76,876 180,600 220,880 372,458 378,138: 34,545 28,865
Old : 384,631: 117,149 81,526 66,975 169,289 208,601 353,413 357,102: 31,218 27,529
Other: 22,372: 3,221 4,244 4,513 11,311 12,279 19,045 21,036: 3,327 1,336
: : :
: : Changes in Commitments from: September 29, 2015 :
: 320: 3,578 -13,482 -3,771 -638 18,778 -831 1,525: 1,151 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.7 18.9 44.4 54.3 91.5 92.9: 8.5 7.1
Old : 100.0: 30.5 21.2 17.4 44.0 54.2 91.9 92.8: 8.1 7.2
Other: 100.0: 14.4 19.0 20.2 50.6 54.9 85.1 94.0: 14.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 102 81 107 87 71 247 221:
Old : 316: 105 83 105 82 70 242 218:
Other: 67: 15 11 14 36 10 57 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 31.9 16.1 38.5 9.0 30.8 15.9 36.5
Old : 9.3 31.5 16.7 38.2 9.3 30.8 16.6 36.9
Other: 26.1 51.2 40.7 75.1 17.5 49.4 31.2 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 06, 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 : 504,542: 55,439 62,584 4,365 302,497 304,585 362,301 371,534: 142,241 133,008
Old : 504,542: 55,439 62,584 4,365 302,497 304,585 362,301 371,534: 142,241 133,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 8,625: 2,175 246 1,896 10,904 8,900 14,975 11,042: -6,350 -2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.4 0.9 60.0 60.4 71.8 73.6: 28.2 26.4
Old : 100.0: 11.0 12.4 0.9 60.0 60.4 71.8 73.6: 28.2 26.4
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 : 141: 25 26 11 62 68 93 99:
Old : 141: 25 26 11 62 68 93 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 : 26.8 24.9 35.8 32.7 22.8 22.8 29.8 29.0
Old : 26.8 24.9 35.8 32.7 22.8 22.8 29.8 29.0
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, October 06, 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 : 636,157: 50,377 135,634 11,704 461,353 399,559 523,434 546,897: 112,723 89,260
Old : 636,157: 50,377 135,634 11,704 461,353 399,559 523,434 546,897: 112,723 89,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,913: -12,263 5,152 2,858 15,407 -5,600 6,002 2,410: -2,089 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.3 1.8 72.5 62.8 82.3 86.0: 17.7 14.0
Old : 100.0: 7.9 21.3 1.8 72.5 62.8 82.3 86.0: 17.7 14.0
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 : 100: 12 15 9 54 51 70 71:
Old : 100: 12 15 9 54 51 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 : 26.5 42.2 43.2 53.3 24.6 42.2 37.6 52.3
Old : 26.5 42.2 43.2 53.3 24.6 42.2 37.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 06, 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 : 5,023: 1,394 311 591 2,693 3,924 4,678 4,826: 345 197
Old : 5,023: 1,394 311 591 2,693 3,924 4,678 4,826: 345 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 100: 76 226 -151 137 41 62 116: 38 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.2 11.8 53.6 78.1 93.1 96.1: 6.9 3.9
Old : 100.0: 27.8 6.2 11.8 53.6 78.1 93.1 96.1: 6.9 3.9
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 : 35: 17 3 7 12 14 31 22:
Old : 35: 17 3 7 12 14 31 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 : 41.3 51.3 58.8 75.7 26.0 31.1 34.1 42.0
Old : 41.3 51.3 58.8 75.7 26.0 31.1 34.1 42.0
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, October 06, 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 : 378,687: 109,938 46,362 51,515 160,460 246,294 321,913 344,171: 56,774 34,516
Old : 353,842: 110,777 45,764 43,933 145,567 232,386 300,277 322,083: 53,565 31,759
Other: 24,845: 2,018 3,455 4,725 14,893 13,908 21,636 22,088: 3,209 2,757
: : :
: : Changes in Commitments from: September 29, 2015 :
: 10,127: -1,972 -2,866 6,027 1,951 5,556 6,006 8,717: 4,121 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 12.2 13.6 42.4 65.0 85.0 90.9: 15.0 9.1
Old : 100.0: 31.3 12.9 12.4 41.1 65.7 84.9 91.0: 15.1 9.0
Other: 100.0: 8.1 13.9 19.0 59.9 56.0 87.1 88.9: 12.9 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 45 73 88 79 214 170:
Old : 249: 91 46 73 87 77 213 168:
Other: 78: 16 13 16 36 21 62 42:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 34.4 18.6 43.0 10.9 29.8 16.6 37.5
Old : 11.4 34.7 18.0 43.8 11.1 31.3 17.0 39.5
Other: 31.4 42.5 46.6 62.2 28.7 36.1 39.3 47.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 06, 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 : 12,473: 3,072 4,211 847 5,463 6,170 9,382 11,228: 3,091 1,245
Old : 12,387: 3,072 4,259 798 5,450 6,153 9,320 11,210: 3,067 1,177
Other: 86: 49 1 0 13 17 62 18: 24 68
: : :
: : Changes in Commitments from: September 29, 2015 :
: 883: 543 399 22 256 353 821 774: 62 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 33.8 6.8 43.8 49.5 75.2 90.0: 24.8 10.0
Old : 100.0: 24.8 34.4 6.4 44.0 49.7 75.2 90.5: 24.8 9.5
Other: 100.0: 57.0 1.2 0.0 15.1 19.8 72.1 20.9: 27.9 79.1
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 17 27 13 20 11 50 42:
Old : 72: 17 27 13 19 11 49 42:
Other: 7: 2 1 0 2 2 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 43.4 47.4 56.7 37.5 43.0 45.5 56.0
Old : 38.2 43.7 47.8 57.0 37.8 43.3 45.8 56.4
Other: 72.1 20.9 72.1 20.9 72.1 20.9 72.1 20.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 06, 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 : 1,080,510: 273,308 267,735 19,156 668,210 658,497 960,674 945,388: 119,836 135,122
Old : 1,080,510: 273,308 267,735 19,156 668,210 658,497 960,674 945,388: 119,836 135,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -48,582: -24,248 -1,951 -7,078 -16,010 -37,674 -47,336 -46,703: -1,246 -1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 24.8 1.8 61.8 60.9 88.9 87.5: 11.1 12.5
Old : 100.0: 25.3 24.8 1.8 61.8 60.9 88.9 87.5: 11.1 12.5
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 : 263: 47 56 27 90 124 154 190:
Old : 263: 47 56 27 90 124 154 190:
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 : 23.6 18.2 36.7 27.6 23.4 17.4 34.2 25.4
Old : 23.6 18.2 36.7 27.6 23.4 17.4 34.2 25.4
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, October 06, 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 : 2,769,936: 450,872 453,415 71,600 1,903,711 1,835,662 2,426,183 2,360,677: 343,753 409,259
Old : 2,769,936: 450,872 453,415 71,600 1,903,711 1,835,662 2,426,183 2,360,677: 343,753 409,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 16,297: -7,685 17,348 15,889 14,049 -6,086 22,253 27,151: -5,956 -10,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.4 2.6 68.7 66.3 87.6 85.2: 12.4 14.8
Old : 100.0: 16.3 16.4 2.6 68.7 66.3 87.6 85.2: 12.4 14.8
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 : 377: 74 87 55 149 160 260 265:
Old : 377: 74 87 55 149 160 260 265:
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 : 33.9 20.8 42.5 28.6 30.7 18.9 38.4 24.6
Old : 33.9 20.8 42.5 28.6 30.7 18.9 38.4 24.6
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, October 06, 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 : 2,414,214: 358,795 404,159 54,400 1,702,662 1,634,547 2,115,857 2,093,106: 298,357 321,108
Old : 2,414,214: 358,795 404,159 54,400 1,702,662 1,634,547 2,115,857 2,093,106: 298,357 321,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -18,327: 12,960 -34,232 -6,695 -19,854 36,831 -13,589 -4,096: -4,738 -14,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.7 2.3 70.5 67.7 87.6 86.7: 12.4 13.3
Old : 100.0: 14.9 16.7 2.3 70.5 67.7 87.6 86.7: 12.4 13.3
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 : 287: 44 67 30 100 140 165 217:
Old : 287: 44 67 30 100 140 165 217:
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 : 34.3 15.4 46.5 25.7 29.7 15.0 39.1 22.8
Old : 34.3 15.4 46.5 25.7 29.7 15.0 39.1 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, October 06, 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 : 860,543: 154,094 86,928 94,933 592,800 614,275 841,827 796,136: 18,716 64,407
Old : 860,543: 154,094 86,928 94,933 592,800 614,275 841,827 796,136: 18,716 64,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -53,890: 35,276 -18,309 -13,553 -75,631 -21,096 -53,908 -52,958: 18 -932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.1 11.0 68.9 71.4 97.8 92.5: 2.2 7.5
Old : 100.0: 17.9 10.1 11.0 68.9 71.4 97.8 92.5: 2.2 7.5
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 : 123: 14 30 29 54 74 85 117:
Old : 123: 14 30 29 54 74 85 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 24.5 67.5 36.4 36.3 13.4 44.3 20.0
Old : 44.9 24.5 67.5 36.4 36.3 13.4 44.3 20.0
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, October 06, 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 : 34,668: 13,130 12,187 1 16,800 13,607 29,931 25,794: 4,738 8,874
Old : 34,668: 13,130 12,187 1 16,800 13,607 29,931 25,794: 4,738 8,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 2,679: 2,171 1,384 -42 890 -285 3,018 1,058: -340 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 35.2 0.0 48.5 39.2 86.3 74.4: 13.7 25.6
Old : 100.0: 37.9 35.2 0.0 48.5 39.2 86.3 74.4: 13.7 25.6
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 : 81: 17 18 1 33 18 50 37:
Old : 81: 17 18 1 33 18 50 37:
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 26.0 42.7 40.4 27.7 26.0 41.6 40.0
Old : 27.8 26.0 42.7 40.4 27.7 26.0 41.6 40.0
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, October 06, 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 : 69,336: 26,260 24,373 2 33,599 27,213 59,861 51,588: 9,475 17,748
Old : 69,336: 26,260 24,373 2 33,599 27,213 59,861 51,588: 9,475 17,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,357: 4,341 2,768 -84 1,779 -569 6,036 2,115: -679 3,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 35.2 0.0 48.5 39.2 86.3 74.4: 13.7 25.6
Old : 100.0: 37.9 35.2 0.0 48.5 39.2 86.3 74.4: 13.7 25.6
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 : 81: 17 18 1 33 18 50 37:
Old : 81: 17 18 1 33 18 50 37:
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 26.0 42.7 40.4 27.7 26.0 41.6 40.0
Old : 27.8 26.0 42.7 40.4 27.7 26.0 41.6 40.0
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, October 06, 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 : 20,223: 17,496 18,714 803 1,560 678 19,859 20,195: 364 28
Old : 20,223: 17,496 18,714 803 1,560 678 19,859 20,195: 364 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -962: 53 -934 -28 -1,014 0 -989 -962: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 92.5 4.0 7.7 3.4 98.2 99.9: 1.8 0.1
Old : 100.0: 86.5 92.5 4.0 7.7 3.4 98.2 99.9: 1.8 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 : 36: 23 11 3 2 1 27 13:
Old : 36: 23 11 3 2 1 27 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 81.0 84.8 97.2 71.5 79.0 81.5 91.9
Old : 72.6 81.0 84.8 97.2 71.5 79.0 81.5 91.9
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, October 06, 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 : 43,507: 30,747 23,799 104 12,548 19,545 43,399 43,448: 108 59
Old : 43,507: 30,747 23,799 104 12,548 19,545 43,399 43,448: 108 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 582: -895 1,098 40 1,440 -525 585 613: -3 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 54.7 0.2 28.8 44.9 99.8 99.9: 0.2 0.1
Old : 100.0: 70.7 54.7 0.2 28.8 44.9 99.8 99.9: 0.2 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 : 46: 7 18 1 5 16 12 35:
Old : 46: 7 18 1 5 16 12 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 : 87.9 53.4 97.0 72.1 87.9 53.4 97.0 72.1
Old : 87.9 53.4 97.0 72.1 87.9 53.4 97.0 72.1
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, October 06, 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 : 41,789: 20,356 16,526 0 21,358 25,140 41,714 41,666: 75 123
Old : 41,789: 20,356 16,526 0 21,358 25,140 41,714 41,666: 75 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,908: -1,523 493 0 3,501 1,369 1,978 1,862: -70 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 39.5 0.0 51.1 60.2 99.8 99.7: 0.2 0.3
Old : 100.0: 48.7 39.5 0.0 51.1 60.2 99.8 99.7: 0.2 0.3
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 : 40: 5 20 0 4 12 9 32:
Old : 40: 5 20 0 4 12 9 32:
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 : 97.5 64.2 99.8 79.3 97.5 64.2 99.8 79.3
Old : 97.5 64.2 99.8 79.3 97.5 64.2 99.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015