WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 01, 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 : 370,858: 96,915 164,722 68,508 171,411 96,947 336,834 330,177: 34,024 40,681
Old : 283,854: 92,108 153,943 41,682 124,323 58,139 258,113 253,764: 25,741 30,090
Other: 87,004: 25,531 31,503 6,102 47,088 38,808 78,721 76,413: 8,283 10,591
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,139: 6,759 27,265 -12,109 6,294 -13,916 944 1,240: 195 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 44.4 18.5 46.2 26.1 90.8 89.0: 9.2 11.0
Old : 100.0: 32.4 54.2 14.7 43.8 20.5 90.9 89.4: 9.1 10.6
Other: 100.0: 29.3 36.2 7.0 54.1 44.6 90.5 87.8: 9.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 117 127 109 95 92 272 277:
Old : 374: 120 119 75 87 78 242 241:
Other: 218: 56 59 31 65 65 140 140:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 12.4 24.5 22.0 15.1 11.9 23.8 20.8
Old : 15.2 15.3 25.6 26.5 15.2 14.5 25.0 24.4
Other: 27.0 20.1 39.6 32.5 27.0 20.0 38.5 31.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 01, 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 : 193,267: 57,082 90,641 19,258 96,849 58,812 173,189 168,711: 20,078 24,556
Old : 135,904: 49,803 84,264 9,512 61,229 25,204 120,544 118,980: 15,360 16,924
Other: 57,363: 15,820 14,918 1,205 35,620 33,608 52,645 49,731: 4,718 7,632
: : :
: : Changes in Commitments from: November 24, 2015 :
: -3,045: 763 969 864 -2,919 -2,955 -1,292 -1,122: -1,753 -1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 46.9 10.0 50.1 30.4 89.6 87.3: 10.4 12.7
Old : 100.0: 36.6 62.0 7.0 45.1 18.5 88.7 87.5: 11.3 12.5
Other: 100.0: 27.6 26.0 2.1 62.1 58.6 91.8 86.7: 8.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 67 65 48 74 60 165 160:
Old : 224: 63 67 30 65 54 144 139:
Other: 135: 32 27 12 54 43 93 76:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.4 24.9 29.6 13.6 17.9 23.0 28.1
Old : 20.1 19.6 29.9 32.0 18.3 19.6 28.0 32.0
Other: 22.1 38.3 34.6 49.7 21.7 33.8 33.2 42.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 01, 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 : 1,300,942: 336,850 335,879 199,370 630,826 593,427 1,167,046 1,128,676: 133,896 172,266
Old : 1,160,526: 331,993 328,488 154,644 556,013 529,343 1,042,650 1,012,475: 117,876 148,051
Other: 140,416: 45,512 48,046 4,071 74,813 64,084 124,396 116,201: 16,020 24,215
: : :
: : Changes in Commitments from: November 24, 2015 :
: -8,852: 13,980 -7,038 -9,912 -67 22,463 4,001 5,513: -12,853 -14,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 25.8 15.3 48.5 45.6 89.7 86.8: 10.3 13.2
Old : 100.0: 28.6 28.3 13.3 47.9 45.6 89.8 87.2: 10.2 12.8
Other: 100.0: 32.4 34.2 2.9 53.3 45.6 88.6 82.8: 11.4 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 137 159 161 253 291 482 542:
Old : 687: 142 161 139 244 283 461 522:
Other: 378: 55 56 18 86 207 151 275:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.7 22.0 20.0 12.4 12.5 20.7 18.6
Old : 14.2 13.5 24.0 21.5 14.2 13.4 23.9 20.2
Other: 23.9 25.2 36.3 36.2 23.7 24.7 35.4 35.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 01, 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 : 8,706: 2,894 2,249 585 3,242 4,593 6,721 7,427: 1,985 1,279
Old : 8,442: 3,085 2,247 391 3,021 4,591 6,497 7,229: 1,945 1,213
Other: 264: 3 196 0 221 2 224 198: 40 66
: : :
: : Changes in Commitments from: November 24, 2015 :
: -434: -161 -490 13 -199 124 -347 -353: -87 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 25.8 6.7 37.2 52.8 77.2 85.3: 22.8 14.7
Old : 100.0: 36.5 26.6 4.6 35.8 54.4 77.0 85.6: 23.0 14.4
Other: 100.0: 1.1 74.2 0.0 83.7 0.8 84.8 75.0: 15.2 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 12 4 13 9 26 24:
Old : 41: 13 11 3 12 9 25 23:
Other: 8: 1 3 0 3 1 4 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 : 48.0 45.8 58.5 64.0 43.0 41.3 50.7 57.6
Old : 47.0 47.2 57.8 64.9 43.4 42.6 51.3 59.4
Other: 84.8 75.0 84.8 75.0 84.8 75.0 84.8 75.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 01, 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 : 688,485: 133,256 159,464 122,887 374,381 339,983 630,524 622,334: 57,961 66,151
Old : 611,374: 134,353 151,799 107,514 316,226 294,418 558,093 553,731: 53,281 57,643
Other: 77,111: 11,408 20,170 2,868 58,155 45,565 72,431 68,603: 4,680 8,508
: : :
: : Changes in Commitments from: November 24, 2015 :
: -4,494: 4,355 -5,496 -2,637 -4,710 4,580 -2,992 -3,553: -1,502 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.2 17.8 54.4 49.4 91.6 90.4: 8.4 9.6
Old : 100.0: 22.0 24.8 17.6 51.7 48.2 91.3 90.6: 8.7 9.4
Other: 100.0: 14.8 26.2 3.7 75.4 59.1 93.9 89.0: 6.1 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 154 156 198 160 185 431 464:
Old : 562: 172 152 187 156 168 419 439:
Other: 253: 43 68 28 49 110 114 188:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 16.7 29.1 24.7 19.0 16.3 25.2 23.4
Old : 17.8 17.2 26.0 25.3 14.9 17.2 22.9 24.7
Other: 59.6 39.5 74.6 57.0 59.5 38.7 74.6 56.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 01, 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 : 437,861: 122,921 59,628 92,763 184,089 253,410 399,773 405,801: 38,088 32,060
Old : 399,909: 126,458 61,473 73,707 166,340 235,205 366,505 370,385: 33,404 29,524
Other: 37,952: 8,380 10,072 7,139 17,749 18,205 33,268 35,416: 4,684 2,536
: : :
: : Changes in Commitments from: November 24, 2015 :
: -3,956: 5,383 -15,195 -5,396 -4,384 16,920 -4,397 -3,671: 441 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 13.6 21.2 42.0 57.9 91.3 92.7: 8.7 7.3
Old : 100.0: 31.6 15.4 18.4 41.6 58.8 91.6 92.6: 8.4 7.4
Other: 100.0: 22.1 26.5 18.8 46.8 48.0 87.7 93.3: 12.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 77 113 83 66 257 219:
Old : 320: 110 77 108 79 64 251 214:
Other: 85: 16 19 15 42 15 66 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 37.6 15.8 43.9 8.7 36.1 15.0 40.5
Old : 9.8 38.5 17.0 45.0 9.3 37.6 16.2 42.6
Other: 25.9 44.2 40.5 70.5 21.9 41.4 32.0 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 01, 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 : 524,811: 55,546 81,076 13,475 306,804 287,678 375,825 382,229: 148,986 142,582
Old : 524,811: 55,546 81,076 13,475 306,804 287,678 375,825 382,229: 148,986 142,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -15,551: 4,507 8,101 -12,984 -7,225 3,844 -15,702 -1,039: 151 -14,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.4 2.6 58.5 54.8 71.6 72.8: 28.4 27.2
Old : 100.0: 10.6 15.4 2.6 58.5 54.8 71.6 72.8: 28.4 27.2
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 : 135: 18 34 11 56 69 80 108:
Old : 135: 18 34 11 56 69 80 108:
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 : 25.8 16.0 35.1 26.2 22.1 14.0 28.4 21.0
Old : 25.8 16.0 35.1 26.2 22.1 14.0 28.4 21.0
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, December 01, 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 : 653,061: 61,767 136,059 17,862 459,994 408,893 539,623 562,814: 113,438 90,247
Old : 653,061: 61,767 136,059 17,862 459,994 408,893 539,623 562,814: 113,438 90,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -36,318: 806 -9,128 -10,836 -7,341 -8,189 -17,371 -28,153: -18,947 -8,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.8 2.7 70.4 62.6 82.6 86.2: 17.4 13.8
Old : 100.0: 9.5 20.8 2.7 70.4 62.6 82.6 86.2: 17.4 13.8
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 : 96: 12 13 9 60 52 77 69:
Old : 96: 12 13 9 60 52 77 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 : 27.2 42.2 39.3 54.3 24.5 39.2 33.6 48.6
Old : 27.2 42.2 39.3 54.3 24.5 39.2 33.6 48.6
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, December 01, 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 : 4,562: 1,698 870 117 2,559 3,427 4,374 4,414: 188 148
Old : 4,562: 1,698 870 117 2,559 3,427 4,374 4,414: 188 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2: 82 58 -59 18 26 41 25: -39 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.1 2.6 56.1 75.1 95.9 96.8: 4.1 3.2
Old : 100.0: 37.2 19.1 2.6 56.1 75.1 95.9 96.8: 4.1 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 : 31: 14 2 4 11 14 26 19:
Old : 31: 14 2 4 11 14 26 19:
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 55.8 68.6 81.9 33.1 44.1 47.1 54.9
Old : 43.4 55.8 68.6 81.9 33.1 44.1 47.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 01, 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 : 418,708: 93,911 100,115 59,838 212,900 220,329 366,649 380,282: 52,059 38,426
Old : 374,636: 95,335 97,533 46,276 186,420 197,592 328,031 341,401: 46,605 33,235
Other: 44,072: 5,520 9,526 6,618 26,480 22,737 38,618 38,881: 5,454 5,191
: : :
: : Changes in Commitments from: November 24, 2015 :
: -6,030: -291 1,313 -4,571 -1,200 72 -6,062 -3,186: 32 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.9 14.3 50.8 52.6 87.6 90.8: 12.4 9.2
Old : 100.0: 25.4 26.0 12.4 49.8 52.7 87.6 91.1: 12.4 8.9
Other: 100.0: 12.5 21.6 15.0 60.1 51.6 87.6 88.2: 12.4 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 81 85 82 93 81 226 214:
Old : 289: 94 81 79 93 75 225 204:
Other: 106: 18 24 18 52 24 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 : 14.0 30.5 22.3 36.6 12.7 26.0 19.8 30.8
Old : 14.1 31.0 21.6 37.5 13.4 28.6 20.7 34.1
Other: 28.3 41.4 43.5 59.8 28.1 37.1 39.3 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 01, 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 : 12,980: 1,588 2,626 2,322 6,858 6,536 10,768 11,484: 2,212 1,496
Old : 12,882: 1,595 2,701 2,240 6,850 6,519 10,685 11,460: 2,197 1,422
Other: 98: 75 7 0 8 17 83 24: 15 74
: : :
: : Changes in Commitments from: November 24, 2015 :
: 598: 68 78 526 -119 -95 475 509: 123 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 20.2 17.9 52.8 50.4 83.0 88.5: 17.0 11.5
Old : 100.0: 12.4 21.0 17.4 53.2 50.6 82.9 89.0: 17.1 11.0
Other: 100.0: 76.5 7.1 0.0 8.2 17.3 84.7 24.5: 15.3 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 19 21 20 11 50 47:
Old : 68: 20 19 21 19 10 49 46:
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 : 39.8 46.3 48.7 56.3 37.9 43.3 43.6 51.8
Old : 39.9 46.7 48.9 56.7 38.2 43.7 43.9 52.2
Other: 84.7 24.5 84.7 24.5 84.7 24.5 84.7 24.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 01, 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 : 983,589: 173,796 244,398 24,270 667,231 564,567 865,297 833,235: 118,292 150,354
Old : 983,589: 173,796 244,398 24,270 667,231 564,567 865,297 833,235: 118,292 150,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -71,269: -3,139 -813 -16,414 -34,937 -33,206 -54,490 -50,433: -16,779 -20,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 24.8 2.5 67.8 57.4 88.0 84.7: 12.0 15.3
Old : 100.0: 17.7 24.8 2.5 67.8 57.4 88.0 84.7: 12.0 15.3
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 : 253: 46 60 31 97 110 159 186:
Old : 253: 46 60 31 97 110 159 186:
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 : 21.7 17.7 31.7 26.4 20.4 16.7 28.6 25.0
Old : 21.7 17.7 31.7 26.4 20.4 16.7 28.6 25.0
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, December 01, 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 : 2,780,808: 460,149 444,630 89,304 1,933,386 1,793,438 2,482,839 2,327,372: 297,969 453,436
Old : 2,780,808: 460,149 444,630 89,304 1,933,386 1,793,438 2,482,839 2,327,372: 297,969 453,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 18,452: 24,634 44,227 10,409 -15,121 -9,438 19,922 45,198: -1,470 -26,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.0 3.2 69.5 64.5 89.3 83.7: 10.7 16.3
Old : 100.0: 16.5 16.0 3.2 69.5 64.5 89.3 83.7: 10.7 16.3
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 : 344: 64 89 50 135 146 235 249:
Old : 344: 64 89 50 135 146 235 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 20.0 43.3 28.5 30.3 16.5 37.9 21.5
Old : 34.2 20.0 43.3 28.5 30.3 16.5 37.9 21.5
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, December 01, 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 : 2,508,295: 248,340 513,984 55,741 1,928,321 1,585,981 2,232,402 2,155,706: 275,893 352,589
Old : 2,508,295: 248,340 513,984 55,741 1,928,321 1,585,981 2,232,402 2,155,706: 275,893 352,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -274,656: -13,827 13,264 -18,939 -170,097 -166,933 -202,863 -172,608: -71,793 -102,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.5 2.2 76.9 63.2 89.0 85.9: 11.0 14.1
Old : 100.0: 9.9 20.5 2.2 76.9 63.2 89.0 85.9: 11.0 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 : 281: 34 78 31 96 139 152 226:
Old : 281: 34 78 31 96 139 152 226:
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 : 37.4 16.8 48.6 27.6 33.7 13.9 44.2 22.0
Old : 37.4 16.8 48.6 27.6 33.7 13.9 44.2 22.0
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, December 01, 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 : 662,350: 58,587 63,750 109,970 472,064 443,307 640,621 617,027: 21,729 45,323
Old : 662,350: 58,587 63,750 109,970 472,064 443,307 640,621 617,027: 21,729 45,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -167,044: -54,511 -9,832 -17,457 -95,054 -134,847 -167,022 -162,136: -22 -4,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.6 16.6 71.3 66.9 96.7 93.2: 3.3 6.8
Old : 100.0: 8.8 9.6 16.6 71.3 66.9 96.7 93.2: 3.3 6.8
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 : 98: 15 20 31 44 57 75 95:
Old : 98: 15 20 31 44 57 75 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 : 47.5 25.7 64.0 39.7 33.1 14.6 41.8 25.2
Old : 47.5 25.7 64.0 39.7 33.1 14.6 41.8 25.2
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, December 01, 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 : 53,404: 20,930 12,326 314 25,060 32,863 46,304 45,503: 7,100 7,901
Old : 53,404: 20,930 12,326 314 25,060 32,863 46,304 45,503: 7,100 7,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,897: 1,336 1,610 185 -29 497 1,492 2,291: 406 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 23.1 0.6 46.9 61.5 86.7 85.2: 13.3 14.8
Old : 100.0: 39.2 23.1 0.6 46.9 61.5 86.7 85.2: 13.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 33 26 2 37 25 70 53:
Old : 110: 33 26 2 37 25 70 53:
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 : 21.4 33.1 34.7 50.3 20.5 33.1 32.9 48.1
Old : 21.4 33.1 34.7 50.3 20.5 33.1 32.9 48.1
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, December 01, 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 : 106,807: 41,860 24,651 628 50,120 65,726 92,608 91,005: 14,199 15,802
Old : 106,807: 41,860 24,651 628 50,120 65,726 92,608 91,005: 14,199 15,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 3,794: 2,672 3,219 369 -58 993 2,983 4,581: 811 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 23.1 0.6 46.9 61.5 86.7 85.2: 13.3 14.8
Old : 100.0: 39.2 23.1 0.6 46.9 61.5 86.7 85.2: 13.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 33 26 2 37 25 70 53:
Old : 110: 33 26 2 37 25 70 53:
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 : 21.4 33.1 34.7 50.3 20.5 33.1 32.9 48.1
Old : 21.4 33.1 34.7 50.3 20.5 33.1 32.9 48.1
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, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,942: 18,015 18,711 1,523 1,029 680 20,567 20,914: 375 28
Old : 20,942: 18,015 18,711 1,523 1,029 680 20,567 20,914: 375 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,166: 1,125 1,148 1,022 0 2 2,147 2,172: 19 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 89.3 7.3 4.9 3.2 98.2 99.9: 1.8 0.1
Old : 100.0: 86.0 89.3 7.3 4.9 3.2 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 19 12 3 1 1 22 14:
Old : 32: 19 12 3 1 1 22 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 : 70.6 76.5 89.0 93.6 70.2 74.2 82.3 86.1
Old : 70.6 76.5 89.0 93.6 70.2 74.2 82.3 86.1
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, December 01, 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 : 34,585: 26,960 16,137 328 7,181 18,028 34,469 34,493: 116 92
Old : 34,585: 26,960 16,137 328 7,181 18,028 34,469 34,493: 116 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -481: -385 -858 5 -130 369 -510 -484: 29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 46.7 0.9 20.8 52.1 99.7 99.7: 0.3 0.3
Old : 100.0: 78.0 46.7 0.9 20.8 52.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 15 1 6 16 16 31:
Old : 45: 9 15 1 6 16 16 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 : 83.9 53.0 93.2 70.0 83.9 53.0 93.2 70.0
Old : 83.9 53.0 93.2 70.0 83.9 53.0 93.2 70.0
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, December 01, 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 : 33,290: 21,226 12,469 0 11,912 20,723 33,138 33,192: 152 98
Old : 33,290: 21,226 12,469 0 11,912 20,723 33,138 33,192: 152 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -2,044: -1,725 -861 0 -302 -1,204 -2,027 -2,065: -17 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 37.5 0.0 35.8 62.2 99.5 99.7: 0.5 0.3
Old : 100.0: 63.8 37.5 0.0 35.8 62.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 15 0 3 13 11 28:
Old : 38: 8 15 0 3 13 11 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.7 72.1 99.3 86.0 96.7 72.0 99.3 86.0
Old : 96.7 72.1 99.3 86.0 96.7 72.0 99.3 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015