WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 20, 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 : 384,922: 89,825 156,752 85,380 175,877 101,689 351,082 343,821: 33,840 41,101
Old : 334,443: 89,204 155,313 65,407 150,625 79,638 305,236 300,358: 29,207 34,085
Other: 50,479: 16,678 17,496 3,916 25,252 22,051 45,846 43,463: 4,633 7,016
: : :
: : Changes in Commitments from: October 13, 2015 :
: 12,957: -7,924 27,497 4,055 18,135 -18,337 14,266 13,215: -1,309 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 40.7 22.2 45.7 26.4 91.2 89.3: 8.8 10.7
Old : 100.0: 26.7 46.4 19.6 45.0 23.8 91.3 89.8: 8.7 10.2
Other: 100.0: 33.0 34.7 7.8 50.0 43.7 90.8 86.1: 9.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 119 135 128 94 101 293 302:
Old : 399: 130 127 111 91 93 281 282:
Other: 170: 40 40 23 48 60 99 116:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 11.0 21.8 19.0 13.1 10.9 21.4 18.0
Old : 13.4 12.7 21.7 21.4 13.2 12.5 21.3 20.3
Other: 36.4 23.8 49.4 36.6 36.4 23.8 48.6 36.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 20, 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 : 192,268: 62,881 75,951 20,368 87,407 70,356 170,656 166,675: 21,612 25,593
Old : 161,332: 65,415 75,187 12,230 64,765 53,763 142,410 141,180: 18,922 20,152
Other: 30,936: 4,558 7,856 1,046 22,642 16,593 28,246 25,495: 2,690 5,441
: : :
: : Changes in Commitments from: October 13, 2015 :
: 7,147: 1,387 7,863 717 3,812 -3,712 5,916 4,868: 1,231 2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 39.5 10.6 45.5 36.6 88.8 86.7: 11.2 13.3
Old : 100.0: 40.5 46.6 7.6 40.1 33.3 88.3 87.5: 11.7 12.5
Other: 100.0: 14.7 25.4 3.4 73.2 53.6 91.3 82.4: 8.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 60 68 49 68 56 154 151:
Old : 214: 64 63 40 60 51 139 140:
Other: 107: 18 20 9 42 41 67 65:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 21.1 27.5 30.2 15.1 17.8 25.1 26.5
Old : 19.0 25.1 29.5 35.9 18.0 25.1 28.4 35.4
Other: 41.4 24.4 54.3 40.0 41.4 24.2 54.3 37.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 20, 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 : 1,320,517: 382,149 281,965 180,163 630,910 666,131 1,193,222 1,128,259: 127,295 192,258
Old : 1,222,277: 382,509 284,697 152,034 572,226 612,291 1,106,769 1,049,022: 115,508 173,255
Other: 98,240: 26,539 24,167 1,230 58,684 53,840 86,453 79,237: 11,787 19,003
: : :
: : Changes in Commitments from: October 13, 2015 :
: 29,833: -11,054 35,242 19,611 18,780 -26,845 27,337 28,008: 2,496 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 21.4 13.6 47.8 50.4 90.4 85.4: 9.6 14.6
Old : 100.0: 31.3 23.3 12.4 46.8 50.1 90.5 85.8: 9.5 14.2
Other: 100.0: 27.0 24.6 1.3 59.7 54.8 88.0 80.7: 12.0 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 155 154 163 250 302 498 554:
Old : 705: 156 160 151 245 297 482 543:
Other: 346: 48 48 15 79 193 136 252:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 12.6 18.5 19.9 9.6 10.5 16.4 15.9
Old : 11.0 13.4 19.5 21.1 10.5 11.7 17.4 18.1
Other: 26.2 23.8 39.5 32.8 25.8 23.6 39.1 32.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 20, 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 : 10,362: 3,333 2,971 149 4,758 5,315 8,240 8,435: 2,122 1,927
Old : 10,355: 3,333 2,971 149 4,758 5,314 8,240 8,434: 2,115 1,921
Other: 7: 0 0 0 0 1 0 1: 7 6
: : :
: : Changes in Commitments from: October 13, 2015 :
: 296: 53 -26 91 150 225 294 290: 2 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 28.7 1.4 45.9 51.3 79.5 81.4: 20.5 18.6
Old : 100.0: 32.2 28.7 1.4 45.9 51.3 79.6 81.4: 20.4 18.6
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 : 42: 12 11 5 18 9 30 25:
Old : 42: 12 11 5 18 9 30 25:
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 : 42.4 57.4 59.4 67.4 41.1 48.9 53.8 58.9
Old : 42.4 57.4 59.5 67.4 41.1 48.9 53.8 58.9
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 20, 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 : 733,699: 185,929 121,789 125,858 360,829 404,981 672,616 652,628: 61,083 81,071
Old : 670,544: 187,945 115,241 114,201 310,742 366,500 612,888 595,942: 57,656 74,602
Other: 63,155: 8,206 16,770 1,435 50,087 38,481 59,728 56,686: 3,427 6,469
: : :
: : Changes in Commitments from: October 13, 2015 :
: -141: -6,677 -7,684 -19,716 24,033 24,534 -2,360 -2,866: 2,219 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 16.6 17.2 49.2 55.2 91.7 89.0: 8.3 11.0
Old : 100.0: 28.0 17.2 17.0 46.3 54.7 91.4 88.9: 8.6 11.1
Other: 100.0: 13.0 26.6 2.3 79.3 60.9 94.6 89.8: 5.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 165 153 185 157 186 426 454:
Old : 569: 177 149 178 154 180 417 444:
Other: 208: 25 57 21 42 95 83 162:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 18.4 25.4 26.5 14.7 17.6 20.0 24.2
Old : 14.8 19.0 22.1 27.3 10.7 18.2 16.9 24.8
Other: 68.9 40.9 81.2 59.7 68.8 40.6 81.1 59.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 20, 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 : 423,552: 118,408 72,023 85,356 185,465 237,043 389,229 394,422: 34,323 29,130
Old : 397,731: 121,442 75,424 71,547 173,730 222,786 366,719 369,757: 31,012 27,974
Other: 25,821: 5,716 5,349 5,059 11,735 14,257 22,510 24,665: 3,311 1,156
: : :
: : Changes in Commitments from: October 13, 2015 :
: 3,755: 4,414 -1,051 4,310 -3,222 240 5,502 3,499: -1,747 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 17.0 20.2 43.8 56.0 91.9 93.1: 8.1 6.9
Old : 100.0: 30.5 19.0 18.0 43.7 56.0 92.2 93.0: 7.8 7.0
Other: 100.0: 22.1 20.7 19.6 45.4 55.2 87.2 95.5: 12.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 96 80 98 88 73 234 220:
Old : 308: 100 80 95 83 72 228 217:
Other: 71: 16 14 14 38 10 59 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 32.8 15.6 39.1 8.4 31.8 15.1 36.9
Old : 9.2 32.3 16.4 38.5 8.8 31.6 15.9 37.1
Other: 26.9 54.3 40.6 78.4 18.4 52.3 30.3 65.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 20, 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 : 503,195: 64,034 67,187 3,970 293,686 285,175 361,690 356,332: 141,505 146,863
Old : 503,195: 64,034 67,187 3,970 293,686 285,175 361,690 356,332: 141,505 146,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -18,692: -5,228 4,631 -103 -12,868 -25,926 -18,199 -21,398: -493 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.4 0.8 58.4 56.7 71.9 70.8: 28.1 29.2
Old : 100.0: 12.7 13.4 0.8 58.4 56.7 71.9 70.8: 28.1 29.2
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 : 142: 33 24 13 62 62 99 95:
Old : 142: 33 24 13 62 62 99 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.3 32.8 31.8 19.9 21.6 27.2 27.7
Old : 23.5 23.3 32.8 31.8 19.9 21.6 27.2 27.7
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 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 635,244: 57,222 144,748 11,448 448,090 390,912 516,760 547,108: 118,484 88,136
Old : 635,244: 57,222 144,748 11,448 448,090 390,912 516,760 547,108: 118,484 88,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -10,562: 1,095 -2,444 -55 -12,583 -8,904 -11,543 -11,403: 981 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.8 1.8 70.5 61.5 81.3 86.1: 18.7 13.9
Old : 100.0: 9.0 22.8 1.8 70.5 61.5 81.3 86.1: 18.7 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 : 99: 12 15 11 56 51 74 71:
Old : 99: 12 15 11 56 51 74 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 : 27.9 42.1 42.9 53.4 25.2 42.0 37.1 52.6
Old : 27.9 42.1 42.9 53.4 25.2 42.0 37.1 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, October 20, 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 : 5,148: 1,588 520 501 2,724 3,950 4,813 4,971: 335 177
Old : 5,148: 1,588 520 501 2,724 3,950 4,813 4,971: 335 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 108: 27 134 13 58 -12 98 135: 10 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 10.1 9.7 52.9 76.7 93.5 96.6: 6.5 3.4
Old : 100.0: 30.8 10.1 9.7 52.9 76.7 93.5 96.6: 6.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 3 7 13 14 33 23:
Old : 37: 19 3 7 13 14 33 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 : 41.2 50.9 60.3 75.6 27.3 35.0 35.6 44.3
Old : 41.2 50.9 60.3 75.6 27.3 35.0 35.6 44.3
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 20, 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 : 419,206: 124,291 50,860 62,165 172,899 271,015 359,355 384,040: 59,851 35,166
Old : 390,833: 125,432 50,738 52,895 156,595 255,128 334,922 358,761: 55,911 32,072
Other: 28,373: 3,004 4,267 5,125 16,304 15,887 24,433 25,279: 3,940 3,094
: : :
: : Changes in Commitments from: October 13, 2015 :
: 10,713: -1,073 1,656 297 11,376 7,236 10,600 9,189: 113 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.1 14.8 41.2 64.6 85.7 91.6: 14.3 8.4
Old : 100.0: 32.1 13.0 13.5 40.1 65.3 85.7 91.8: 14.3 8.2
Other: 100.0: 10.6 15.0 18.1 57.5 56.0 86.1 89.1: 13.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 104 52 85 90 82 237 195:
Old : 284: 111 53 85 88 79 234 191:
Other: 80: 16 17 17 34 22 62 46:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 34.4 18.7 42.1 10.7 29.6 16.2 36.2
Old : 11.3 34.4 18.0 42.7 10.7 30.8 16.3 38.0
Other: 33.6 47.3 49.8 64.6 30.0 40.8 40.7 50.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 20, 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 : 13,108: 2,100 3,740 1,492 6,593 6,638 10,185 11,870: 2,923 1,238
Old : 13,024: 2,100 3,761 1,464 6,580 6,621 10,144 11,846: 2,880 1,178
Other: 84: 28 7 0 13 17 41 24: 43 60
: : :
: : Changes in Commitments from: October 13, 2015 :
: 637: -818 -226 436 999 340 617 550: 20 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.5 11.4 50.3 50.6 77.7 90.6: 22.3 9.4
Old : 100.0: 16.1 28.9 11.2 50.5 50.8 77.9 91.0: 22.1 9.0
Other: 100.0: 33.3 8.3 0.0 15.5 20.2 48.8 28.6: 51.2 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 21 18 24 13 56 46:
Old : 74: 19 21 18 23 13 55 46:
Other: 6: 1 1 0 2 2 3 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 : 38.0 43.2 47.9 55.4 38.0 42.8 43.9 55.0
Old : 38.2 43.4 48.2 55.7 38.2 43.0 44.2 55.3
Other: 48.8 28.6 48.8 28.6 48.8 28.6 48.8 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 20, 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 : 1,098,788: 275,497 282,945 18,367 679,832 663,080 973,696 964,392: 125,092 134,396
Old : 1,098,788: 275,497 282,945 18,367 679,832 663,080 973,696 964,392: 125,092 134,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -8,434: -6,454 -1,788 1,950 -4,938 -8,384 -9,442 -8,222: 1,008 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.8 1.7 61.9 60.3 88.6 87.8: 11.4 12.2
Old : 100.0: 25.1 25.8 1.7 61.9 60.3 88.6 87.8: 11.4 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 : 270: 50 60 28 88 123 157 192:
Old : 270: 50 60 28 88 123 157 192:
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 : 22.7 19.4 35.9 29.5 22.4 17.4 32.8 26.6
Old : 22.7 19.4 35.9 29.5 22.4 17.4 32.8 26.6
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 20, 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 : 2,775,372: 452,959 490,772 76,875 1,903,838 1,802,092 2,433,672 2,369,739: 341,700 405,633
Old : 2,775,372: 452,959 490,772 76,875 1,903,838 1,802,092 2,433,672 2,369,739: 341,700 405,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -18,772: -17,937 37,568 1,197 -5,844 -56,342 -22,584 -17,577: 3,812 -1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.7 2.8 68.6 64.9 87.7 85.4: 12.3 14.6
Old : 100.0: 16.3 17.7 2.8 68.6 64.9 87.7 85.4: 12.3 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: 69 97 56 140 159 248 273:
Old : 376: 69 97 56 140 159 248 273:
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 : 33.8 17.8 43.1 26.9 31.6 15.7 39.2 23.1
Old : 33.8 17.8 43.1 26.9 31.6 15.7 39.2 23.1
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 20, 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 : 2,404,404: 335,227 399,217 44,602 1,730,569 1,631,348 2,110,398 2,075,167: 294,006 329,237
Old : 2,404,404: 335,227 399,217 44,602 1,730,569 1,631,348 2,110,398 2,075,167: 294,006 329,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 395: -17,243 10,344 -5,326 34,140 -8,925 11,571 -3,907: -11,176 4,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.6 1.9 72.0 67.8 87.8 86.3: 12.2 13.7
Old : 100.0: 13.9 16.6 1.9 72.0 67.8 87.8 86.3: 12.2 13.7
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 : 286: 46 61 35 107 138 172 215:
Old : 286: 46 61 35 107 138 172 215:
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 15.7 46.7 26.0 30.2 15.1 39.7 23.7
Old : 34.3 15.7 46.7 26.0 30.2 15.1 39.7 23.7
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 20, 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 : 912,623: 234,553 83,477 119,196 537,690 652,161 891,439 854,834: 21,184 57,789
Old : 912,623: 234,553 83,477 119,196 537,690 652,161 891,439 854,834: 21,184 57,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 9,799: 24,283 -12,919 -2,512 -16,092 39,971 5,679 24,540: 4,120 -14,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 9.1 13.1 58.9 71.5 97.7 93.7: 2.3 6.3
Old : 100.0: 25.7 9.1 13.1 58.9 71.5 97.7 93.7: 2.3 6.3
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: 23 34 35 52 72 90 128:
Old : 134: 23 34 35 52 72 90 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 29.9 65.2 41.7 38.9 18.6 46.6 24.9
Old : 43.4 29.9 65.2 41.7 38.9 18.6 46.6 24.9
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 20, 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 : 37,727: 12,428 12,321 9 19,824 15,637 32,260 27,966: 5,467 9,761
Old : 37,727: 12,428 12,321 9 19,824 15,637 32,260 27,966: 5,467 9,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 155: -1,697 -27 6 1,302 -18 -389 -39: 544 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 32.7 0.0 52.5 41.4 85.5 74.1: 14.5 25.9
Old : 100.0: 32.9 32.7 0.0 52.5 41.4 85.5 74.1: 14.5 25.9
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 : 86: 18 23 2 31 20 50 44:
Old : 86: 18 23 2 31 20 50 44:
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 : 23.1 24.4 38.1 41.7 23.1 24.4 37.1 41.7
Old : 23.1 24.4 38.1 41.7 23.1 24.4 37.1 41.7
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 20, 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 : 75,453: 24,855 24,641 17 39,647 31,274 64,519 55,932: 10,934 19,521
Old : 75,453: 24,855 24,641 17 39,647 31,274 64,519 55,932: 10,934 19,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 309: -3,393 -53 12 2,603 -36 -778 -77: 1,087 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 32.7 0.0 52.5 41.4 85.5 74.1: 14.5 25.9
Old : 100.0: 32.9 32.7 0.0 52.5 41.4 85.5 74.1: 14.5 25.9
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 : 86: 18 23 2 31 20 50 44:
Old : 86: 18 23 2 31 20 50 44:
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 : 23.1 24.4 38.1 41.7 23.1 24.4 37.1 41.7
Old : 23.1 24.4 38.1 41.7 23.1 24.4 37.1 41.7
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 20, 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 : 18,209: 15,817 16,505 985 1,060 678 17,862 18,168: 347 41
Old : 18,209: 15,817 16,505 985 1,060 678 17,862 18,168: 347 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,530: 967 965 564 0 0 1,531 1,529: -1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 90.6 5.4 5.8 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 86.9 90.6 5.4 5.8 3.7 98.1 99.8: 1.9 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: 23 10 3 1 1 26 12:
Old : 34: 23 10 3 1 1 26 12:
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 : 70.2 80.0 85.1 97.0 69.1 77.9 80.0 90.2
Old : 70.2 80.0 85.1 97.0 69.1 77.9 80.0 90.2
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, October 20, 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 : 43,205: 30,117 23,696 160 12,835 19,277 43,112 43,133: 93 72
Old : 43,205: 30,117 23,696 160 12,835 19,277 43,112 43,133: 93 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -426: 149 -224 56 -611 -274 -406 -442: -20 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 54.8 0.4 29.7 44.6 99.8 99.8: 0.2 0.2
Old : 100.0: 69.7 54.8 0.4 29.7 44.6 99.8 99.8: 0.2 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 : 49: 7 21 2 6 16 13 39:
Old : 49: 7 21 2 6 16 13 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 52.9 95.7 71.3 85.4 52.9 95.7 71.3
Old : 85.4 52.9 95.7 71.3 85.4 52.9 95.7 71.3
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 20, 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 : 41,296: 22,049 15,902 20 19,125 25,290 41,194 41,212: 102 84
Old : 41,296: 22,049 15,902 20 19,125 25,290 41,194 41,212: 102 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 288: 1,613 84 20 -1,320 227 313 331: -25 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 38.5 0.0 46.3 61.2 99.8 99.8: 0.2 0.2
Old : 100.0: 53.4 38.5 0.0 46.3 61.2 99.8 99.8: 0.2 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: 9 15 1 4 12 14 27:
Old : 39: 9 15 1 4 12 14 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.4 65.1 98.9 80.2 93.4 65.1 98.9 80.2
Old : 93.4 65.1 98.9 80.2 93.4 65.1 98.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015