WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 27, 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 : 389,786: 99,413 143,884 85,299 168,997 119,686 353,709 348,869: 36,077 40,917
Old : 335,997: 101,187 143,568 62,057 141,764 95,404 305,008 301,029: 30,989 34,968
Other: 53,789: 17,581 19,671 3,887 27,233 24,282 48,701 47,840: 5,088 5,949
: : :
: : Changes in Commitments from: October 20, 2015 :
: 4,864: 9,588 -12,868 -81 -6,880 17,997 2,627 5,048: 2,237 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 36.9 21.9 43.4 30.7 90.7 89.5: 9.3 10.5
Old : 100.0: 30.1 42.7 18.5 42.2 28.4 90.8 89.6: 9.2 10.4
Other: 100.0: 32.7 36.6 7.2 50.6 45.1 90.5 88.9: 9.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 128 114 127 95 104 295 293:
Old : 393: 138 112 111 89 98 282 275:
Other: 179: 42 44 25 48 60 104 119:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.6 21.2 19.4 12.7 10.5 20.7 17.2
Old : 12.4 13.5 20.6 22.1 12.2 12.1 20.3 19.6
Other: 37.9 21.2 50.1 38.5 37.9 21.2 49.5 38.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 27, 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 : 195,999: 60,358 78,801 22,481 91,035 68,829 173,874 170,111: 22,125 25,888
Old : 164,909: 63,279 78,325 13,796 68,767 52,484 145,842 144,605: 19,067 20,304
Other: 31,090: 4,723 8,120 1,041 22,268 16,345 28,032 25,506: 3,058 5,584
: : :
: : Changes in Commitments from: October 20, 2015 :
: 3,731: -2,523 2,850 2,113 3,628 -1,527 3,218 3,436: 513 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 40.2 11.5 46.4 35.1 88.7 86.8: 11.3 13.2
Old : 100.0: 38.4 47.5 8.4 41.7 31.8 88.4 87.7: 11.6 12.3
Other: 100.0: 15.2 26.1 3.3 71.6 52.6 90.2 82.0: 9.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 59 69 53 68 58 158 158:
Old : 218: 63 66 44 62 51 146 143:
Other: 108: 19 21 9 41 41 67 66:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 19.6 25.3 29.0 14.2 17.6 24.2 26.9
Old : 18.2 23.3 28.1 34.5 16.9 23.3 26.8 34.5
Other: 35.6 24.7 49.5 38.5 35.6 23.5 49.5 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 27, 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 : 1,320,509: 378,854 274,600 177,878 631,708 674,223 1,188,440 1,126,701: 132,069 193,808
Old : 1,219,047: 378,435 280,221 147,959 572,834 618,364 1,099,228 1,046,544: 119,819 172,503
Other: 101,462: 29,037 22,997 1,301 58,874 55,859 89,212 80,157: 12,250 21,305
: : :
: : Changes in Commitments from: October 20, 2015 :
: -8: -3,295 -7,365 -2,285 798 8,092 -4,782 -1,558: 4,774 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.8 13.5 47.8 51.1 90.0 85.3: 10.0 14.7
Old : 100.0: 31.0 23.0 12.1 47.0 50.7 90.2 85.8: 9.8 14.2
Other: 100.0: 28.6 22.7 1.3 58.0 55.1 87.9 79.0: 12.1 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 153 133 154 266 308 507 536:
Old : 689: 153 136 141 261 306 490 525:
Other: 347: 49 43 15 84 194 142 247:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 12.5 18.8 19.9 10.0 11.2 17.2 17.2
Old : 11.1 13.5 19.7 21.2 10.7 12.2 18.3 19.0
Other: 23.0 22.9 36.0 32.8 22.8 22.7 35.6 32.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 27, 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 : 10,652: 3,287 3,020 184 4,886 5,468 8,357 8,672: 2,295 1,980
Old : 10,639: 3,288 3,020 183 4,886 5,467 8,357 8,670: 2,282 1,969
Other: 13: 0 1 0 0 1 0 2: 13 11
: : :
: : Changes in Commitments from: October 20, 2015 :
: 290: -46 49 35 128 153 117 237: 173 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 28.4 1.7 45.9 51.3 78.5 81.4: 21.5 18.6
Old : 100.0: 30.9 28.4 1.7 45.9 51.4 78.6 81.5: 21.4 18.5
Other: 100.0: 0.0 7.7 0.0 0.0 7.7 0.0 15.4: 100.0 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 5 17 9 28 25:
Old : 41: 11 11 5 17 9 28 25:
Other: 2: 0 1 0 0 1 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 43.6 56.0 60.1 66.1 42.0 47.7 54.4 57.8
Old : 43.7 56.0 60.1 66.2 42.1 47.7 54.5 57.9
Other: 0.0 15.4 0.0 15.4 0.0 15.4 0.0 15.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 27, 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 : 657,291: 141,753 117,950 104,699 348,677 359,545 595,129 582,194: 62,162 75,097
Old : 591,967: 142,710 110,474 93,827 297,538 320,165 534,075 524,466: 57,892 67,501
Other: 65,324: 8,296 16,729 1,619 51,139 39,380 61,054 57,728: 4,270 7,596
: : :
: : Changes in Commitments from: October 20, 2015 :
: -76,408: -44,176 -3,839 -21,159 -12,152 -45,436 -77,487 -70,434: 1,079 -5,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.9 15.9 53.0 54.7 90.5 88.6: 9.5 11.4
Old : 100.0: 24.1 18.7 15.9 50.3 54.1 90.2 88.6: 9.8 11.4
Other: 100.0: 12.7 25.6 2.5 78.3 60.3 93.5 88.4: 6.5 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 137 134 143 166 181 384 405:
Old : 506: 141 134 134 161 170 374 386:
Other: 203: 25 54 18 46 93 88 154:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 16.1 28.3 25.3 16.6 16.0 22.9 23.5
Old : 16.9 16.6 25.0 26.0 12.2 16.5 19.7 24.0
Other: 66.7 41.1 79.4 59.2 66.6 40.9 79.3 59.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 27, 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 : 430,285: 119,283 73,128 96,226 181,558 232,251 397,067 401,605: 33,218 28,680
Old : 400,327: 122,894 76,264 79,175 168,394 217,553 370,463 372,992: 29,864 27,335
Other: 29,958: 7,548 8,023 5,892 13,164 14,698 26,604 28,613: 3,354 1,345
: : :
: : Changes in Commitments from: October 20, 2015 :
: 6,733: 875 1,105 10,870 -3,907 -4,792 7,838 7,183: -1,105 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 17.0 22.4 42.2 54.0 92.3 93.3: 7.7 6.7
Old : 100.0: 30.7 19.1 19.8 42.1 54.3 92.5 93.2: 7.5 6.8
Other: 100.0: 25.2 26.8 19.7 43.9 49.1 88.8 95.5: 11.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 99 81 111 86 69 250 226:
Old : 318: 104 83 109 80 67 243 223:
Other: 78: 16 14 16 41 11 65 36:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 31.2 15.8 37.8 8.4 30.1 15.0 35.4
Old : 9.3 30.9 16.7 37.7 8.8 30.4 15.9 36.0
Other: 31.1 52.1 43.9 78.2 23.6 50.0 34.6 64.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 27, 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 : 484,358: 47,620 67,785 6,956 278,655 279,940 333,231 354,681: 151,127 129,677
Old : 484,358: 47,620 67,785 6,956 278,655 279,940 333,231 354,681: 151,127 129,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -18,837: -16,414 598 2,986 -15,031 -5,235 -28,459 -1,651: 9,622 -17,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.0 1.4 57.5 57.8 68.8 73.2: 31.2 26.8
Old : 100.0: 9.8 14.0 1.4 57.5 57.8 68.8 73.2: 31.2 26.8
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 : 135: 26 25 16 59 64 93 97:
Old : 135: 26 25 16 59 64 93 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 22.0 33.0 30.7 20.9 20.9 27.0 27.6
Old : 24.4 22.0 33.0 30.7 20.9 20.9 27.0 27.6
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 27, 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 : 636,077: 64,130 141,630 11,502 438,115 393,264 513,747 546,396: 122,330 89,681
Old : 636,077: 64,130 141,630 11,502 438,115 393,264 513,747 546,396: 122,330 89,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 833: 6,908 -3,118 54 -9,975 2,352 -3,013 -712: 3,846 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 22.3 1.8 68.9 61.8 80.8 85.9: 19.2 14.1
Old : 100.0: 10.1 22.3 1.8 68.9 61.8 80.8 85.9: 19.2 14.1
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 : 94: 14 12 10 55 46 74 63:
Old : 94: 14 12 10 55 46 74 63:
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 43.1 41.3 54.3 25.1 42.4 35.5 52.2
Old : 27.8 43.1 41.3 54.3 25.1 42.4 35.5 52.2
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 27, 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 : 5,313: 1,833 682 486 2,676 3,975 4,995 5,143: 318 170
Old : 5,313: 1,833 682 486 2,676 3,975 4,995 5,143: 318 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 165: 245 162 -15 -48 25 182 172: -17 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.8 9.1 50.4 74.8 94.0 96.8: 6.0 3.2
Old : 100.0: 34.5 12.8 9.1 50.4 74.8 94.0 96.8: 6.0 3.2
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 : 35: 17 3 7 11 14 29 23:
Old : 35: 17 3 7 11 14 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 53.1 62.1 75.8 28.8 36.6 39.8 46.6
Old : 39.8 53.1 62.1 75.8 28.8 36.6 39.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 27, 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 : 409,127: 104,559 55,601 60,323 185,529 260,633 350,411 376,557: 58,716 32,570
Old : 378,037: 105,586 55,055 50,269 167,605 243,439 323,460 348,763: 54,577 29,274
Other: 31,090: 3,209 4,782 5,818 17,924 17,194 26,951 27,794: 4,139 3,296
: : :
: : Changes in Commitments from: October 20, 2015 :
: -10,079: -19,732 4,741 -1,842 12,630 -10,382 -8,944 -7,483: -1,135 -2,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.6 14.7 45.3 63.7 85.6 92.0: 14.4 8.0
Old : 100.0: 27.9 14.6 13.3 44.3 64.4 85.6 92.3: 14.4 7.7
Other: 100.0: 10.3 15.4 18.7 57.7 55.3 86.7 89.4: 13.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 85 58 89 92 86 229 202:
Old : 271: 94 59 89 90 81 226 196:
Other: 86: 19 19 17 38 23 68 49:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 33.8 20.5 41.7 11.4 28.1 17.0 34.7
Old : 12.8 34.2 19.8 42.3 11.4 29.7 17.3 36.8
Other: 31.7 47.6 48.0 63.5 28.8 41.7 39.2 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 27, 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 : 12,747: 1,761 3,602 1,265 7,113 6,674 10,139 11,541: 2,608 1,206
Old : 12,663: 1,761 3,647 1,213 7,100 6,657 10,074 11,517: 2,589 1,146
Other: 84: 52 7 0 13 17 65 24: 19 60
: : :
: : Changes in Commitments from: October 20, 2015 :
: -361: -339 -138 -227 520 36 -46 -329: -315 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 28.3 9.9 55.8 52.4 79.5 90.5: 20.5 9.5
Old : 100.0: 13.9 28.8 9.6 56.1 52.6 79.6 91.0: 20.4 9.0
Other: 100.0: 61.9 8.3 0.0 15.5 20.2 77.4 28.6: 22.6 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 19 18 24 13 54 46:
Old : 71: 21 20 18 23 13 53 46:
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 : 38.9 46.5 48.8 59.1 37.1 43.3 43.0 54.4
Old : 39.2 46.8 49.1 59.4 37.4 43.6 43.3 54.7
Other: 77.4 28.6 77.4 28.6 77.4 28.6 77.4 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 27, 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 : 1,170,353: 313,618 295,443 22,399 707,849 717,111 1,043,866 1,034,953: 126,487 135,400
Old : 1,170,353: 313,618 295,443 22,399 707,849 717,111 1,043,866 1,034,953: 126,487 135,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 71,565: 38,121 12,498 4,032 28,017 54,031 70,170 70,561: 1,395 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 25.2 1.9 60.5 61.3 89.2 88.4: 10.8 11.6
Old : 100.0: 26.8 25.2 1.9 60.5 61.3 89.2 88.4: 10.8 11.6
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 : 268: 50 59 27 92 124 159 193:
Old : 268: 50 59 27 92 124 159 193:
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 : 23.8 19.3 35.6 28.8 23.6 17.3 33.9 25.3
Old : 23.8 19.3 35.6 28.8 23.6 17.3 33.9 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 27, 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 : 2,756,760: 447,983 483,646 68,832 1,882,815 1,794,340 2,399,630 2,346,818: 357,130 409,942
Old : 2,756,760: 447,983 483,646 68,832 1,882,815 1,794,340 2,399,630 2,346,818: 357,130 409,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -18,612: -4,976 -7,126 -8,043 -21,023 -7,752 -34,042 -22,921: 15,430 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.5 2.5 68.3 65.1 87.0 85.1: 13.0 14.9
Old : 100.0: 16.3 17.5 2.5 68.3 65.1 87.0 85.1: 13.0 14.9
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 : 353: 69 87 56 136 151 245 254:
Old : 353: 69 87 56 136 151 245 254:
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 : 33.5 17.4 42.3 26.6 31.3 15.0 38.3 22.4
Old : 33.5 17.4 42.3 26.6 31.3 15.0 38.3 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 27, 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 : 2,463,695: 357,284 397,366 41,202 1,762,571 1,697,448 2,161,057 2,136,016: 302,638 327,679
Old : 2,463,695: 357,284 397,366 41,202 1,762,571 1,697,448 2,161,057 2,136,016: 302,638 327,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 59,291: 22,057 -1,851 -3,400 32,002 66,100 50,659 60,849: 8,632 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.1 1.7 71.5 68.9 87.7 86.7: 12.3 13.3
Old : 100.0: 14.5 16.1 1.7 71.5 68.9 87.7 86.7: 12.3 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: 50 65 34 97 137 169 214:
Old : 287: 50 65 34 97 137 169 214:
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 : 32.9 17.9 45.2 27.8 28.6 17.3 39.1 25.7
Old : 32.9 17.9 45.2 27.8 28.6 17.3 39.1 25.7
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 27, 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 : 926,679: 259,834 96,814 113,075 529,104 651,682 902,013 861,571: 24,666 65,108
Old : 926,679: 259,834 96,814 113,075 529,104 651,682 902,013 861,571: 24,666 65,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 14,056: 25,281 13,337 -6,121 -8,586 -479 10,574 6,737: 3,482 7,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.4 12.2 57.1 70.3 97.3 93.0: 2.7 7.0
Old : 100.0: 28.0 10.4 12.2 57.1 70.3 97.3 93.0: 2.7 7.0
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 : 131: 17 38 30 53 69 87 123:
Old : 131: 17 38 30 53 69 87 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 29.4 67.8 41.7 42.3 18.8 49.6 24.8
Old : 45.9 29.4 67.8 41.7 42.3 18.8 49.6 24.8
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 27, 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 : 38,703: 12,172 10,371 263 20,531 18,990 32,965 29,624: 5,738 9,080
Old : 38,703: 12,172 10,371 263 20,531 18,990 32,965 29,624: 5,738 9,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 977: -256 -1,950 255 707 3,353 706 1,658: 271 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 26.8 0.7 53.0 49.1 85.2 76.5: 14.8 23.5
Old : 100.0: 31.4 26.8 0.7 53.0 49.1 85.2 76.5: 14.8 23.5
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 : 94: 19 28 2 33 21 52 51:
Old : 94: 19 28 2 33 21 52 51:
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 : 20.7 25.7 33.8 38.0 19.8 25.7 32.4 37.1
Old : 20.7 25.7 33.8 38.0 19.8 25.7 32.4 37.1
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 27, 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 : 77,406: 24,343 20,741 526 41,061 37,980 65,930 59,247: 11,476 18,159
Old : 77,406: 24,343 20,741 526 41,061 37,980 65,930 59,247: 11,476 18,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,953: -512 -3,900 509 1,414 6,706 1,411 3,315: 542 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 26.8 0.7 53.0 49.1 85.2 76.5: 14.8 23.5
Old : 100.0: 31.4 26.8 0.7 53.0 49.1 85.2 76.5: 14.8 23.5
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 : 94: 19 28 2 33 21 52 51:
Old : 94: 19 28 2 33 21 52 51:
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 : 20.7 25.7 33.8 38.0 19.8 25.7 32.4 37.1
Old : 20.7 25.7 33.8 38.0 19.8 25.7 32.4 37.1
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 27, 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 : 18,111: 15,681 16,363 1,027 1,060 678 17,768 18,068: 343 43
Old : 18,111: 15,681 16,363 1,027 1,060 678 17,768 18,068: 343 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -98: -136 -142 42 0 0 -94 -100: -4 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 90.3 5.7 5.9 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 86.6 90.3 5.7 5.9 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 : 33: 22 10 3 1 1 25 12:
Old : 33: 22 10 3 1 1 25 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 : 68.8 80.4 84.2 96.9 67.7 78.3 78.8 89.9
Old : 68.8 80.4 84.2 96.9 67.7 78.3 78.8 89.9
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 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 42,975: 30,482 23,582 210 12,179 19,115 42,871 42,907: 104 68
Old : 42,975: 30,482 23,582 210 12,179 19,115 42,871 42,907: 104 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -230: 365 -114 50 -656 -162 -241 -226: 11 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 54.9 0.5 28.3 44.5 99.8 99.8: 0.2 0.2
Old : 100.0: 70.9 54.9 0.5 28.3 44.5 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 : 48: 7 20 1 6 16 13 37:
Old : 48: 7 20 1 6 16 13 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 : 85.9 53.1 95.7 71.2 85.9 53.1 95.7 71.2
Old : 85.9 53.1 95.7 71.2 85.9 53.1 95.7 71.2
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 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 39,370: 22,572 15,581 0 16,625 23,747 39,197 39,328: 173 42
Old : 39,370: 22,572 15,581 0 16,625 23,747 39,197 39,328: 173 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -1,926: 523 -321 -20 -2,500 -1,543 -1,997 -1,884: 71 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 39.6 0.0 42.2 60.3 99.6 99.9: 0.4 0.1
Old : 100.0: 57.3 39.6 0.0 42.2 60.3 99.6 99.9: 0.4 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 : 41: 12 13 0 4 13 16 26:
Old : 41: 12 13 0 4 13 16 26:
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 : 91.7 68.3 97.8 83.5 91.7 68.3 97.8 83.5
Old : 91.7 68.3 97.8 83.5 91.7 68.3 97.8 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015