WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 13, 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 : 371,965: 97,749 129,255 81,325 157,742 120,026 336,816 330,606: 35,149 41,359
Old : 325,508: 96,565 128,050 63,002 134,872 99,991 294,439 291,043: 31,069 34,465
Other: 46,457: 16,151 16,172 3,356 22,870 20,035 42,377 39,563: 4,080 6,894
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,754: -3,183 2,749 6,683 -3,908 -8,836 -408 596: -1,346 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.7 21.9 42.4 32.3 90.6 88.9: 9.4 11.1
Old : 100.0: 29.7 39.3 19.4 41.4 30.7 90.5 89.4: 9.5 10.6
Other: 100.0: 34.8 34.8 7.2 49.2 43.1 91.2 85.2: 8.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 106 124 124 86 103 281 286:
Old : 381: 119 120 110 82 99 266 275:
Other: 166: 37 44 19 45 58 93 112:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 11.3 22.3 19.8 13.6 10.7 22.2 17.4
Old : 13.8 12.6 22.3 21.8 13.6 12.0 22.2 19.3
Other: 38.3 24.8 52.0 36.9 38.3 24.8 52.0 36.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 13, 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 : 185,121: 61,494 68,088 19,651 83,595 74,068 164,740 161,807: 20,381 23,314
Old : 155,337: 63,900 67,252 11,294 61,988 58,420 137,182 136,966: 18,155 18,371
Other: 29,784: 4,652 7,894 1,299 21,607 15,648 27,558 24,841: 2,226 4,943
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,441: 343 -92 -1,344 -1,854 -2,082 -2,855 -3,518: -586 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 36.8 10.6 45.2 40.0 89.0 87.4: 11.0 12.6
Old : 100.0: 41.1 43.3 7.3 39.9 37.6 88.3 88.2: 11.7 11.8
Other: 100.0: 15.6 26.5 4.4 72.5 52.5 92.5 83.4: 7.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 59 65 53 68 61 157 156:
Old : 218: 66 62 43 59 57 141 146:
Other: 113: 18 24 12 40 45 69 72:
:----------------------------------------------------------------------------------------------------
: 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 21.9 28.2 29.9 15.7 17.9 25.9 25.4
Old : 18.9 26.1 29.7 35.6 18.6 26.1 29.4 35.0
Other: 45.4 24.0 57.0 39.7 45.4 23.9 57.0 37.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 13, 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 : 1,290,684: 393,203 246,723 160,552 612,130 692,976 1,165,885 1,100,251: 124,799 190,433
Old : 1,196,709: 392,455 253,047 132,879 558,326 640,441 1,083,660 1,026,367: 113,049 170,342
Other: 93,975: 27,518 20,446 903 53,804 52,535 82,225 73,884: 11,750 20,091
: : :
: : Changes in Commitments from: October 6, 2015 :
: -17,282: -25,287 5,570 11,965 -4,122 -35,431 -17,444 -17,896: 162 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 19.1 12.4 47.4 53.7 90.3 85.2: 9.7 14.8
Old : 100.0: 32.8 21.1 11.1 46.7 53.5 90.6 85.8: 9.4 14.2
Other: 100.0: 29.3 21.8 1.0 57.3 55.9 87.5 78.6: 12.5 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 158 136 155 237 306 480 541:
Old : 692: 158 142 146 231 302 466 533:
Other: 333: 44 46 15 75 189 127 245:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 13.1 19.1 20.6 10.1 10.2 16.8 15.5
Old : 11.7 14.0 20.0 21.5 10.6 11.8 17.7 17.8
Other: 23.0 24.3 37.5 33.0 22.6 24.3 36.8 32.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 13, 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 : 10,066: 3,280 2,997 58 4,608 5,090 7,946 8,145: 2,120 1,921
Old : 10,059: 3,280 2,997 58 4,608 5,089 7,946 8,144: 2,113 1,915
Other: 7: 0 0 0 0 1 0 1: 7 6
: : :
: : Changes in Commitments from: October 6, 2015 :
: 200: 152 30 -273 368 545 247 302: -47 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 29.8 0.6 45.8 50.6 78.9 80.9: 21.1 19.1
Old : 100.0: 32.6 29.8 0.6 45.8 50.6 79.0 81.0: 21.0 19.0
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 : 41: 12 10 3 16 9 28 22:
Old : 41: 12 10 3 16 9 28 22:
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 : 42.1 57.5 58.1 68.2 41.7 50.5 54.8 61.3
Old : 42.1 57.5 58.1 68.3 41.7 50.5 54.8 61.3
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 13, 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 : 733,840: 192,606 129,473 145,574 336,796 380,447 674,976 655,494: 58,864 78,346
Old : 693,636: 192,131 129,015 135,770 310,216 356,958 638,117 621,743: 55,519 71,893
Other: 40,204: 8,616 8,599 1,663 26,580 23,489 36,859 33,751: 3,345 6,453
: : :
: : Changes in Commitments from: October 6, 2015 :
: 29,294: 17,010 -2,435 16,977 -9,241 11,316 24,746 25,858: 4,548 3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 17.6 19.8 45.9 51.8 92.0 89.3: 8.0 10.7
Old : 100.0: 27.7 18.6 19.6 44.7 51.5 92.0 89.6: 8.0 10.4
Other: 100.0: 21.4 21.4 4.1 66.1 58.4 91.7 83.9: 8.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 170 160 186 153 187 432 463:
Old : 581: 181 156 180 150 183 423 456:
Other: 210: 27 58 23 43 93 89 161:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.0 21.9 24.8 11.4 16.7 17.6 23.8
Old : 13.9 16.9 21.1 24.7 10.1 16.6 16.5 23.6
Other: 50.9 37.3 69.0 53.6 50.8 36.9 68.9 52.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 13, 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 : 419,797: 113,994 73,074 81,046 188,687 236,803 383,727 390,923: 36,070 28,874
Old : 395,733: 116,482 75,211 69,636 176,976 223,218 363,094 368,065: 32,639 27,668
Other: 24,064: 3,992 4,343 4,930 11,711 13,585 20,633 22,858: 3,431 1,206
: : :
: : Changes in Commitments from: October 6, 2015 :
: 12,794: -988 -7,308 4,170 8,087 15,923 11,269 12,785: 1,525 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.4 19.3 44.9 56.4 91.4 93.1: 8.6 6.9
Old : 100.0: 29.4 19.0 17.6 44.7 56.4 91.8 93.0: 8.2 7.0
Other: 100.0: 16.6 18.0 20.5 48.7 56.5 85.7 95.0: 14.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 98 74 97 90 70 235 212:
Old : 304: 101 76 95 85 69 230 209:
Other: 67: 13 11 15 38 10 57 32:
:----------------------------------------------------------------------------------------------------
: 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 33.1 15.9 39.6 8.5 32.0 15.3 37.5
Old : 9.4 32.6 16.7 39.2 8.8 31.9 16.0 37.8
Other: 26.6 53.6 40.2 79.3 17.7 51.6 29.9 63.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 13, 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 : 521,887: 69,262 62,556 4,073 306,554 311,101 379,889 377,730: 141,998 144,157
Old : 521,887: 69,262 62,556 4,073 306,554 311,101 379,889 377,730: 141,998 144,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 17,345: 13,823 -28 -292 4,057 6,516 17,588 6,196: -243 11,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.0 0.8 58.7 59.6 72.8 72.4: 27.2 27.6
Old : 100.0: 13.3 12.0 0.8 58.7 59.6 72.8 72.4: 27.2 27.6
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 : 145: 35 22 11 62 65 101 94:
Old : 145: 35 22 11 62 65 101 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 : 26.0 23.5 35.2 32.2 22.7 22.5 30.3 29.3
Old : 26.0 23.5 35.2 32.2 22.7 22.5 30.3 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, October 13, 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 : 645,806: 56,127 147,192 11,503 460,673 399,816 528,303 558,511: 117,503 87,295
Old : 645,806: 56,127 147,192 11,503 460,673 399,816 528,303 558,511: 117,503 87,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 9,649: 5,750 11,558 -201 -680 257 4,869 11,614: 4,780 -1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 22.8 1.8 71.3 61.9 81.8 86.5: 18.2 13.5
Old : 100.0: 8.7 22.8 1.8 71.3 61.9 81.8 86.5: 18.2 13.5
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 : 102: 12 17 11 58 50 76 72:
Old : 102: 12 17 11 58 50 76 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 43.0 42.9 54.5 24.8 43.0 37.3 53.7
Old : 27.0 43.0 42.9 54.5 24.8 43.0 37.3 53.7
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 13, 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 : 5,040: 1,561 386 488 2,666 3,962 4,715 4,836: 325 204
Old : 5,040: 1,561 386 488 2,666 3,962 4,715 4,836: 325 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 17: 167 75 -103 -27 38 37 10: -20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.7 9.7 52.9 78.6 93.6 96.0: 6.4 4.0
Old : 100.0: 31.0 7.7 9.7 52.9 78.6 93.6 96.0: 6.4 4.0
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 : 36: 19 2 7 13 14 33 22:
Old : 36: 19 2 7 13 14 33 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 : 41.4 52.1 59.8 75.4 27.9 33.8 36.1 42.9
Old : 41.4 52.1 59.8 75.4 27.9 33.8 36.1 42.9
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 13, 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 : 408,493: 125,364 49,204 61,868 161,523 263,779 348,755 374,851: 59,738 33,642
Old : 381,884: 126,756 49,005 53,115 146,144 249,062 326,015 351,182: 55,869 30,702
Other: 26,609: 2,344 3,935 5,017 15,379 14,717 22,740 23,669: 3,869 2,940
: : :
: : Changes in Commitments from: October 6, 2015 :
: 29,806: 15,426 2,842 10,353 1,063 17,485 26,842 30,680: 2,964 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.0 15.1 39.5 64.6 85.4 91.8: 14.6 8.2
Old : 100.0: 33.2 12.8 13.9 38.3 65.2 85.4 92.0: 14.6 8.0
Other: 100.0: 8.8 14.8 18.9 57.8 55.3 85.5 89.0: 14.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 104 50 86 85 75 237 180:
Old : 272: 115 49 85 83 72 235 175:
Other: 82: 15 19 18 35 22 63 48:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 35.0 17.8 43.1 10.4 30.5 15.7 37.6
Old : 10.7 35.2 17.1 43.6 10.6 32.0 16.0 39.5
Other: 31.4 44.9 47.4 63.3 28.3 38.3 37.8 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 13, 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 : 12,471: 2,918 3,966 1,056 5,594 6,298 9,568 11,320: 2,903 1,151
Old : 12,384: 2,918 3,990 1,023 5,581 6,281 9,522 11,294: 2,862 1,090
Other: 87: 33 9 0 13 17 46 26: 41 61
: : :
: : Changes in Commitments from: October 6, 2015 :
: -2: -154 -245 209 131 128 186 92: -188 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 31.8 8.5 44.9 50.5 76.7 90.8: 23.3 9.2
Old : 100.0: 23.6 32.2 8.3 45.1 50.7 76.9 91.2: 23.1 8.8
Other: 100.0: 37.9 10.3 0.0 14.9 19.5 52.9 29.9: 47.1 70.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 24 15 21 12 53 43:
Old : 73: 20 24 15 20 12 52 43:
Other: 7: 1 2 0 2 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 38.7 44.3 48.4 57.5 38.7 43.9 46.6 56.9
Old : 39.0 44.6 48.7 57.7 39.0 44.2 46.9 57.3
Other: 52.9 29.9 52.9 29.9 52.9 29.9 52.9 29.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 13, 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 : 1,107,222: 281,951 284,733 16,417 684,770 671,464 983,138 972,614: 124,084 134,608
Old : 1,107,222: 281,951 284,733 16,417 684,770 671,464 983,138 972,614: 124,084 134,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 26,712: 8,643 16,998 -2,739 16,560 12,967 22,464 27,226: 4,248 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 25.7 1.5 61.8 60.6 88.8 87.8: 11.2 12.2
Old : 100.0: 25.5 25.7 1.5 61.8 60.6 88.8 87.8: 11.2 12.2
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 : 276: 51 62 28 91 124 158 198:
Old : 276: 51 62 28 91 124 158 198:
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 : 22.2 18.7 35.6 27.8 21.7 17.6 33.2 25.6
Old : 22.2 18.7 35.6 27.8 21.7 17.6 33.2 25.6
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 13, 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 : 2,794,144: 470,896 453,204 75,678 1,909,682 1,858,434 2,456,256 2,387,316: 337,888 406,828
Old : 2,794,144: 470,896 453,204 75,678 1,909,682 1,858,434 2,456,256 2,387,316: 337,888 406,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 24,208: 20,024 -211 4,078 5,971 22,772 30,073 26,639: -5,865 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.2 2.7 68.3 66.5 87.9 85.4: 12.1 14.6
Old : 100.0: 16.9 16.2 2.7 68.3 66.5 87.9 85.4: 12.1 14.6
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 : 376: 72 89 55 149 160 258 267:
Old : 376: 72 89 55 149 160 258 267:
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 21.1 42.6 29.6 30.6 19.0 38.5 25.3
Old : 33.9 21.1 42.6 29.6 30.6 19.0 38.5 25.3
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 13, 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 : 2,404,009: 352,470 388,873 49,928 1,696,429 1,640,273 2,098,827 2,079,074: 305,182 324,935
Old : 2,404,009: 352,470 388,873 49,928 1,696,429 1,640,273 2,098,827 2,079,074: 305,182 324,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -10,205: -6,325 -15,286 -4,472 -6,233 5,726 -17,030 -14,032: 6,825 3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.2 2.1 70.6 68.2 87.3 86.5: 12.7 13.5
Old : 100.0: 14.7 16.2 2.1 70.6 68.2 87.3 86.5: 12.7 13.5
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 : 288: 45 65 30 100 145 164 221:
Old : 288: 45 65 30 100 145 164 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 15.7 46.6 25.4 29.9 14.9 39.3 22.8
Old : 34.2 15.7 46.6 25.4 29.9 14.9 39.3 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, October 13, 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 : 902,824: 210,270 96,396 121,708 553,782 612,190 885,760 830,294: 17,064 72,530
Old : 902,824: 210,270 96,396 121,708 553,782 612,190 885,760 830,294: 17,064 72,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 42,281: 56,176 9,468 26,775 -39,018 -2,085 43,933 34,158: -1,652 8,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.7 13.5 61.3 67.8 98.1 92.0: 1.9 8.0
Old : 100.0: 23.3 10.7 13.5 61.3 67.8 98.1 92.0: 1.9 8.0
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 : 130: 16 37 34 52 72 89 123:
Old : 130: 16 37 34 52 72 89 123:
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 : 44.0 25.3 65.5 36.7 37.9 16.0 48.8 22.9
Old : 44.0 25.3 65.5 36.7 37.9 16.0 48.8 22.9
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, October 13, 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 : 37,572: 14,124 12,347 3 18,522 15,655 32,649 28,005: 4,924 9,568
Old : 37,572: 14,124 12,347 3 18,522 15,655 32,649 28,005: 4,924 9,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 2,904: 994 161 2 1,723 2,049 2,718 2,211: 186 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 32.9 0.0 49.3 41.7 86.9 74.5: 13.1 25.5
Old : 100.0: 37.6 32.9 0.0 49.3 41.7 86.9 74.5: 13.1 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 18 25 2 34 20 53 46:
Old : 91: 18 25 2 34 20 53 46:
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 26.5 41.4 43.8 26.8 26.5 40.6 43.8
Old : 26.8 26.5 41.4 43.8 26.8 26.5 40.6 43.8
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 13, 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 : 75,144: 28,248 24,694 5 37,044 31,310 65,297 56,009: 9,847 19,135
Old : 75,144: 28,248 24,694 5 37,044 31,310 65,297 56,009: 9,847 19,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 5,808: 1,988 321 3 3,445 4,097 5,436 4,421: 372 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 32.9 0.0 49.3 41.7 86.9 74.5: 13.1 25.5
Old : 100.0: 37.6 32.9 0.0 49.3 41.7 86.9 74.5: 13.1 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 18 25 2 34 20 53 46:
Old : 91: 18 25 2 34 20 53 46:
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 26.5 41.4 43.8 26.8 26.5 40.6 43.8
Old : 26.8 26.5 41.4 43.8 26.8 26.5 40.6 43.8
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 13, 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 : 16,679: 14,850 15,540 421 1,060 678 16,331 16,639: 348 40
Old : 16,679: 14,850 15,540 421 1,060 678 16,331 16,639: 348 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,544: -2,646 -3,174 -382 -500 0 -3,528 -3,556: -16 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 93.2 2.5 6.4 4.1 97.9 99.8: 2.1 0.2
Old : 100.0: 89.0 93.2 2.5 6.4 4.1 97.9 99.8: 2.1 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 : 34: 24 9 2 1 1 26 11:
Old : 34: 24 9 2 1 1 26 11:
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 : 68.4 87.0 84.1 99.1 67.4 84.7 79.6 93.0
Old : 68.4 87.0 84.1 99.1 67.4 84.7 79.6 93.0
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 13, 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 : 43,631: 29,968 23,920 104 13,446 19,551 43,518 43,575: 113 56
Old : 43,631: 29,968 23,920 104 13,446 19,551 43,518 43,575: 113 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 124: -779 121 0 898 6 119 127: 5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 54.8 0.2 30.8 44.8 99.7 99.9: 0.3 0.1
Old : 100.0: 68.7 54.8 0.2 30.8 44.8 99.7 99.9: 0.3 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 : 45: 7 17 1 7 16 14 34:
Old : 45: 7 17 1 7 16 14 34:
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 : 87.2 53.6 96.2 71.8 87.2 53.6 96.2 71.8
Old : 87.2 53.6 96.2 71.8 87.2 53.6 96.2 71.8
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 13, 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 : 41,008: 20,436 15,818 0 20,445 25,063 40,881 40,881: 127 127
Old : 41,008: 20,436 15,818 0 20,445 25,063 40,881 40,881: 127 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -781: 80 -708 0 -913 -77 -833 -785: 52 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 38.6 0.0 49.9 61.1 99.7 99.7: 0.3 0.3
Old : 100.0: 49.8 38.6 0.0 49.9 61.1 99.7 99.7: 0.3 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 : 39: 8 16 0 4 12 12 28:
Old : 39: 8 16 0 4 12 12 28:
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 : 96.7 65.6 99.3 80.7 96.7 65.6 99.3 80.7
Old : 96.7 65.6 99.3 80.7 96.7 65.6 99.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015