WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 17, 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 : 393,780: 93,111 139,291 84,194 182,885 126,595 360,190 350,080: 33,590 43,700
Old : 315,201: 94,386 130,910 54,124 139,511 95,036 288,021 280,070: 27,180 35,131
Other: 78,579: 21,626 31,282 7,169 43,374 31,559 72,169 70,010: 6,410 8,569
: : :
: : Changes in Commitments from: November 10, 2015 :
: 14,039: -3,483 9,614 3,665 12,798 -1,533 12,980 11,746: 1,059 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 35.4 21.4 46.4 32.1 91.5 88.9: 8.5 11.1
Old : 100.0: 29.9 41.5 17.2 44.3 30.2 91.4 88.9: 8.6 11.1
Other: 100.0: 27.5 39.8 9.1 55.2 40.2 91.8 89.1: 8.2 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 121 130 146 97 105 304 314:
Old : 398: 137 117 126 90 100 285 294:
Other: 217: 55 60 30 55 64 131 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 10.8 22.2 19.4 13.5 9.1 21.1 16.2
Old : 13.3 12.5 22.3 22.5 12.7 10.9 20.8 18.3
Other: 29.1 19.0 42.9 33.0 28.5 18.9 41.1 32.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 17, 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 : 202,782: 58,543 86,231 20,725 100,636 67,300 179,904 174,256: 22,878 28,526
Old : 158,827: 57,157 82,691 10,620 72,550 43,266 140,327 136,577: 18,500 22,250
Other: 43,955: 10,671 12,825 820 28,086 24,034 39,577 37,679: 4,378 6,276
: : :
: : Changes in Commitments from: November 10, 2015 :
: -3,045: -1,085 1,783 -6,329 3,918 301 -3,496 -4,245: 451 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 42.5 10.2 49.6 33.2 88.7 85.9: 11.3 14.1
Old : 100.0: 36.0 52.1 6.7 45.7 27.2 88.4 86.0: 11.6 14.0
Other: 100.0: 24.3 29.2 1.9 63.9 54.7 90.0 85.7: 10.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 65 69 53 71 58 164 162:
Old : 222: 69 68 41 61 51 147 145:
Other: 124: 25 27 10 50 43 84 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 20.1 25.5 29.8 12.8 17.0 22.5 26.7
Old : 18.1 22.5 28.3 34.0 16.8 19.6 25.5 31.0
Other: 25.8 26.4 39.8 38.6 25.8 23.0 39.6 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 17, 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 : 1,404,100: 362,008 343,358 232,668 664,512 634,700 1,259,188 1,210,726: 144,912 193,374
Old : 1,271,005: 365,560 340,300 184,148 590,173 575,118 1,139,881 1,099,566: 131,124 171,439
Other: 133,095: 42,183 48,793 2,785 74,339 59,582 119,307 111,160: 13,788 21,935
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,835: -12,309 14,084 9,599 10,564 -11,347 7,854 12,336: -2,019 -6,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 24.5 16.6 47.3 45.2 89.7 86.2: 10.3 13.8
Old : 100.0: 28.8 26.8 14.5 46.4 45.2 89.7 86.5: 10.3 13.5
Other: 100.0: 31.7 36.7 2.1 55.9 44.8 89.6 83.5: 10.4 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 141 186 193 298 314 563 609:
Old : 748: 153 183 180 294 308 551 593:
Other: 380: 58 56 21 81 208 149 279:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 11.0 17.8 17.1 9.2 8.5 16.0 14.0
Old : 10.8 11.8 18.9 18.3 10.6 9.6 18.4 15.8
Other: 26.5 26.2 40.4 36.4 25.8 26.0 39.2 36.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 17, 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 : 10,916: 3,287 2,925 524 4,987 5,896 8,798 9,345: 2,118 1,571
Old : 10,703: 3,451 2,925 357 4,799 5,895 8,607 9,177: 2,096 1,526
Other: 213: 3 167 0 188 1 191 168: 22 45
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,093: -213 -271 -97 -455 -129 -765 -497: -328 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 26.8 4.8 45.7 54.0 80.6 85.6: 19.4 14.4
Old : 100.0: 32.2 27.3 3.3 44.8 55.1 80.4 85.7: 19.6 14.3
Other: 100.0: 1.4 78.4 0.0 88.3 0.5 89.7 78.9: 10.3 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 13 5 13 10 26 27:
Old : 42: 12 13 4 13 10 26 26:
Other: 7: 1 3 0 2 1 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 : 42.1 55.6 64.0 68.5 37.4 42.7 49.3 52.8
Old : 42.4 56.7 63.5 69.0 38.6 43.5 50.1 53.9
Other: 89.7 78.9 89.7 78.9 89.7 78.9 89.7 78.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 17, 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 : 679,275: 131,640 158,726 118,491 369,880 332,980 620,011 610,197: 59,264 69,078
Old : 606,259: 134,152 152,164 102,534 315,368 290,930 552,054 545,628: 54,205 60,631
Other: 73,016: 10,829 19,903 2,616 54,512 42,050 67,957 64,569: 5,059 8,447
: : :
: : Changes in Commitments from: November 10, 2015 :
: 10,655: -1,523 -3,382 9,329 1,029 4,630 8,835 10,577: 1,820 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.4 17.4 54.5 49.0 91.3 89.8: 8.7 10.2
Old : 100.0: 22.1 25.1 16.9 52.0 48.0 91.1 90.0: 8.9 10.0
Other: 100.0: 14.8 27.3 3.6 74.7 57.6 93.1 88.4: 6.9 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 149 146 176 161 179 406 437:
Old : 534: 163 141 162 155 160 390 408:
Other: 236: 39 66 22 47 100 105 174:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 16.7 28.9 24.5 19.5 16.5 25.3 22.9
Old : 18.4 17.5 26.0 24.7 15.6 17.5 22.7 24.0
Other: 59.8 39.5 74.4 57.1 59.7 38.7 74.4 56.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 17, 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 : 455,359: 123,129 90,500 100,458 197,052 229,543 420,639 420,501: 34,720 34,858
Old : 421,142: 127,075 92,414 83,060 180,090 212,866 390,225 388,340: 30,917 32,802
Other: 34,217: 7,317 9,349 6,135 16,962 16,677 30,414 32,161: 3,803 2,056
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,177: 4,163 3,422 -2,951 -1,817 -1,122 -605 -651: -1,572 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.9 22.1 43.3 50.4 92.4 92.3: 7.6 7.7
Old : 100.0: 30.2 21.9 19.7 42.8 50.5 92.7 92.2: 7.3 7.8
Other: 100.0: 21.4 27.3 17.9 49.6 48.7 88.9 94.0: 11.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 92 92 116 92 66 251 235:
Old : 319: 99 90 114 88 64 246 232:
Other: 82: 14 19 16 43 13 67 40:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 30.0 15.0 36.2 8.0 27.8 14.3 32.9
Old : 8.9 29.9 15.9 36.6 8.4 28.4 15.2 34.1
Other: 26.7 47.0 40.3 74.8 23.0 44.1 33.8 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 17, 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 : 471,956: 51,284 72,036 4,303 282,288 247,165 337,875 323,504: 134,081 148,452
Old : 471,956: 51,284 72,036 4,303 282,288 247,165 337,875 323,504: 134,081 148,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -7,922: -7,644 -3,576 -4,560 -2,377 -14,310 -14,581 -22,446: 6,659 14,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.3 0.9 59.8 52.4 71.6 68.5: 28.4 31.5
Old : 100.0: 10.9 15.3 0.9 59.8 52.4 71.6 68.5: 28.4 31.5
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 : 135: 25 25 15 62 67 94 100:
Old : 135: 25 25 15 62 67 94 100:
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 : 22.1 18.6 31.7 26.0 19.4 17.3 26.6 24.0
Old : 22.1 18.6 31.7 26.0 19.4 17.3 26.6 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, November 17, 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 : 623,375: 59,428 149,678 8,960 430,132 368,909 498,520 527,547: 124,855 95,828
Old : 623,375: 59,428 149,678 8,960 430,132 368,909 498,520 527,547: 124,855 95,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 4,133: -3,204 3,618 -1,723 3,366 4,369 -1,561 6,264: 5,694 -2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 24.0 1.4 69.0 59.2 80.0 84.6: 20.0 15.4
Old : 100.0: 9.5 24.0 1.4 69.0 59.2 80.0 84.6: 20.0 15.4
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 : 95: 11 15 11 59 49 76 69:
Old : 95: 11 15 11 59 49 76 69:
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 : 27.4 41.5 40.3 52.9 24.8 40.0 34.5 50.2
Old : 27.4 41.5 40.3 52.9 24.8 40.0 34.5 50.2
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, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,922: 1,679 848 300 2,678 3,548 4,657 4,696: 265 226
Old : 4,922: 1,679 848 300 2,678 3,548 4,657 4,696: 265 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -590: -159 133 -168 -259 -584 -586 -619: -4 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.2 6.1 54.4 72.1 94.6 95.4: 5.4 4.6
Old : 100.0: 34.1 17.2 6.1 54.4 72.1 94.6 95.4: 5.4 4.6
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 : 30: 14 2 5 10 12 26 18:
Old : 30: 14 2 5 10 12 26 18:
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 : 42.4 55.8 67.5 79.6 32.3 40.4 44.4 52.1
Old : 42.4 55.8 67.5 79.6 32.3 40.4 44.4 52.1
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, November 17, 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 : 426,824: 103,584 84,735 63,141 205,731 239,512 372,456 387,388: 54,368 39,436
Old : 387,367: 105,169 82,246 50,750 182,321 218,955 338,240 351,951: 49,127 35,416
Other: 39,457: 3,806 7,880 7,000 23,410 20,557 34,216 35,437: 5,241 4,020
: : :
: : Changes in Commitments from: November 10, 2015 :
: 4,230: -2,194 8,585 2,514 7,111 -7,646 7,431 3,453: -3,201 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.9 14.8 48.2 56.1 87.3 90.8: 12.7 9.2
Old : 100.0: 27.1 21.2 13.1 47.1 56.5 87.3 90.9: 12.7 9.1
Other: 100.0: 9.6 20.0 17.7 59.3 52.1 86.7 89.8: 13.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 89 74 86 102 90 238 223:
Old : 300: 98 71 85 100 85 235 216:
Other: 105: 18 22 17 53 25 84 53:
:----------------------------------------------------------------------------------------------------
: 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 29.2 20.9 36.2 11.8 25.0 17.8 30.6
Old : 13.0 29.8 20.3 36.7 12.0 27.1 18.5 33.4
Other: 26.8 44.1 41.7 61.0 25.4 38.4 34.2 49.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 17, 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 : 12,435: 1,725 2,591 1,688 6,971 6,864 10,384 11,143: 2,051 1,292
Old : 12,344: 1,732 2,661 1,611 6,963 6,847 10,306 11,119: 2,038 1,225
Other: 91: 70 7 0 8 17 78 24: 13 67
: : :
: : Changes in Commitments from: November 10, 2015 :
: -88: 76 -203 62 -217 75 -79 -66: -9 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.8 13.6 56.1 55.2 83.5 89.6: 16.5 10.4
Old : 100.0: 14.0 21.6 13.1 56.4 55.5 83.5 90.1: 16.5 9.9
Other: 100.0: 76.9 7.7 0.0 8.8 18.7 85.7 26.4: 14.3 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 20 18 18 21 9 50 42:
Old : 67: 20 19 18 20 9 49 42:
Other: 6: 2 1 0 1 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 : 39.6 49.5 49.5 60.8 39.1 47.8 45.3 56.7
Old : 39.9 49.9 49.7 61.3 39.4 48.2 45.6 57.2
Other: 85.7 26.4 85.7 26.4 85.7 26.4 85.7 26.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 17, 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 : 1,076,953: 185,241 239,006 24,194 747,699 659,905 957,134 923,105: 119,819 153,848
Old : 1,076,953: 185,241 239,006 24,194 747,699 659,905 957,134 923,105: 119,819 153,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -40,285: -42,491 -14,372 4,039 -4,500 -32,671 -42,952 -43,004: 2,667 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.2 2.2 69.4 61.3 88.9 85.7: 11.1 14.3
Old : 100.0: 17.2 22.2 2.2 69.4 61.3 88.9 85.7: 11.1 14.3
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 : 267: 46 57 31 100 124 162 196:
Old : 267: 46 57 31 100 124 162 196:
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 : 24.1 17.5 34.4 26.8 22.9 16.3 30.9 23.5
Old : 24.1 17.5 34.4 26.8 22.9 16.3 30.9 23.5
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, November 17, 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 : 2,654,590: 421,035 469,091 66,484 1,866,072 1,660,473 2,353,591 2,196,048: 300,999 458,542
Old : 2,654,590: 421,035 469,091 66,484 1,866,072 1,660,473 2,353,591 2,196,048: 300,999 458,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 47,696: 9,315 20,435 -6,240 63,042 23,848 66,117 38,043: -18,421 9,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.7 2.5 70.3 62.6 88.7 82.7: 11.3 17.3
Old : 100.0: 15.9 17.7 2.5 70.3 62.6 88.7 82.7: 11.3 17.3
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 : 350: 64 88 55 145 154 250 256:
Old : 350: 64 88 55 145 154 250 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 14.8 41.1 23.5 28.2 11.7 36.0 17.6
Old : 31.8 14.8 41.1 23.5 28.2 11.7 36.0 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 17, 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 : 2,370,639: 274,223 413,156 67,012 1,769,526 1,520,966 2,110,761 2,001,134: 259,878 369,505
Old : 2,370,639: 274,223 413,156 67,012 1,769,526 1,520,966 2,110,761 2,001,134: 259,878 369,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -16,643: -22,637 20,409 6,329 7,566 -68,868 -8,742 -42,130: -7,901 25,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.4 2.8 74.6 64.2 89.0 84.4: 11.0 15.6
Old : 100.0: 11.6 17.4 2.8 74.6 64.2 89.0 84.4: 11.0 15.6
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 : 278: 40 73 39 105 131 171 217:
Old : 278: 40 73 39 105 131 171 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 16.9 44.8 26.0 29.4 15.0 41.2 21.2
Old : 32.2 16.9 44.8 26.0 29.4 15.0 41.2 21.2
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, November 17, 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 : 782,860: 120,583 77,684 105,834 535,195 549,664 761,612 733,182: 21,248 49,678
Old : 782,860: 120,583 77,684 105,834 535,195 549,664 761,612 733,182: 21,248 49,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 19,850: 17,975 1,376 6,551 -6,414 9,893 18,112 17,820: 1,738 2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.9 13.5 68.4 70.2 97.3 93.7: 2.7 6.3
Old : 100.0: 15.4 9.9 13.5 68.4 70.2 97.3 93.7: 2.7 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 : 114: 15 27 33 49 62 82 108:
Old : 114: 15 27 33 49 62 82 108:
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 : 52.0 34.2 65.7 46.6 39.5 19.5 45.9 27.0
Old : 52.0 34.2 65.7 46.6 39.5 19.5 45.9 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 17, 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 : 49,731: 17,049 10,487 259 24,974 31,662 42,282 42,408: 7,450 7,323
Old : 49,731: 17,049 10,487 259 24,974 31,662 42,282 42,408: 7,450 7,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,136: -2,915 1,048 173 -167 -1,553 -2,910 -333: 774 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.1 0.5 50.2 63.7 85.0 85.3: 15.0 14.7
Old : 100.0: 34.3 21.1 0.5 50.2 63.7 85.0 85.3: 15.0 14.7
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 : 102: 28 23 4 36 24 64 51:
Old : 102: 28 23 4 36 24 64 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 : 26.0 33.5 38.2 52.1 24.7 33.3 36.1 50.2
Old : 26.0 33.5 38.2 52.1 24.7 33.3 36.1 50.2
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, November 17, 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 : 99,462: 34,098 20,974 518 49,947 63,324 84,563 84,816: 14,899 14,646
Old : 99,462: 34,098 20,974 518 49,947 63,324 84,563 84,816: 14,899 14,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -4,271: -5,830 2,095 345 -334 -3,106 -5,819 -666: 1,548 -3,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.1 0.5 50.2 63.7 85.0 85.3: 15.0 14.7
Old : 100.0: 34.3 21.1 0.5 50.2 63.7 85.0 85.3: 15.0 14.7
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 : 102: 28 23 4 36 24 64 51:
Old : 102: 28 23 4 36 24 64 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 : 26.0 33.5 38.2 52.1 24.7 33.3 36.1 50.2
Old : 26.0 33.5 38.2 52.1 24.7 33.3 36.1 50.2
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, November 17, 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 : 18,486: 15,428 16,285 1,486 1,218 678 18,132 18,449: 354 37
Old : 18,486: 15,428 16,285 1,486 1,218 678 18,132 18,449: 354 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 904: 239 429 465 201 0 905 894: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 88.1 8.0 6.6 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 83.5 88.1 8.0 6.6 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 : 30: 17 12 3 1 1 20 14:
Old : 30: 17 12 3 1 1 20 14:
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 : 77.0 71.5 91.4 93.6 75.0 66.9 82.2 85.1
Old : 77.0 71.5 91.4 93.6 75.0 66.9 82.2 85.1
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, November 17, 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 : 37,589: 28,335 19,483 330 8,815 17,687 37,480 37,500: 109 89
Old : 37,589: 28,335 19,483 330 8,815 17,687 37,480 37,500: 109 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -503: -444 -454 0 -52 -62 -496 -516: -7 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 51.8 0.9 23.5 47.1 99.7 99.8: 0.3 0.2
Old : 100.0: 75.4 51.8 0.9 23.5 47.1 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 15 1 6 16 17 31:
Old : 46: 10 15 1 6 16 17 31:
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 : 85.6 54.4 94.5 73.0 85.6 54.4 94.5 73.0
Old : 85.6 54.4 94.5 73.0 85.6 54.4 94.5 73.0
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, November 17, 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 : 34,592: 21,911 13,633 1 12,528 20,907 34,440 34,541: 152 51
Old : 34,592: 21,911 13,633 1 12,528 20,907 34,440 34,541: 152 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -133: -513 106 1 384 -210 -128 -103: -5 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 39.4 0.0 36.2 60.4 99.6 99.9: 0.4 0.1
Old : 100.0: 63.3 39.4 0.0 36.2 60.4 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 : 45: 11 17 1 4 14 15 32:
Old : 45: 11 17 1 4 14 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.0 72.0 98.6 85.4 93.0 72.0 98.6 85.4
Old : 93.0 72.0 98.6 85.4 93.0 72.0 98.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015