WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 08, 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 : 349,793: 93,359 161,704 59,629 164,226 89,078 317,214 310,411: 32,579 39,382
Old : 266,049: 84,768 148,013 38,520 118,539 50,532 241,827 237,065: 24,222 28,984
Other: 83,744: 23,183 28,283 6,517 45,687 38,546 75,387 73,346: 8,357 10,398
: : :
: : Changes in Commitments from: December 1, 2015 :
: -21,065: -3,556 -3,018 -8,879 -7,185 -7,869 -19,620 -19,766: -1,445 -1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 46.2 17.0 46.9 25.5 90.7 88.7: 9.3 11.3
Old : 100.0: 31.9 55.6 14.5 44.6 19.0 90.9 89.1: 9.1 10.9
Other: 100.0: 27.7 33.8 7.8 54.6 46.0 90.0 87.6: 10.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 119 109 101 98 94 268 264:
Old : 363: 120 108 76 88 78 241 231:
Other: 212: 53 57 30 63 67 135 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.0 25.7 23.0 15.7 13.0 25.0 21.7
Old : 15.1 16.5 25.7 27.5 15.0 15.4 24.8 25.3
Other: 28.1 20.3 43.8 32.4 28.0 19.3 41.2 30.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 08, 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 : 190,229: 55,234 86,737 19,633 95,332 59,239 170,199 165,609: 20,030 24,620
Old : 132,098: 49,465 80,176 9,211 58,385 25,236 117,061 114,623: 15,037 17,475
Other: 58,131: 14,896 15,688 1,295 36,947 34,003 53,138 50,986: 4,993 7,145
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,038: -1,848 -3,904 375 -1,517 427 -2,990 -3,102: -48 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 45.6 10.3 50.1 31.1 89.5 87.1: 10.5 12.9
Old : 100.0: 37.4 60.7 7.0 44.2 19.1 88.6 86.8: 11.4 13.2
Other: 100.0: 25.6 27.0 2.2 63.6 58.5 91.4 87.7: 8.6 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 53 63 46 72 59 157 152:
Old : 213: 60 62 26 60 49 133 127:
Other: 135: 31 28 13 56 42 96 75:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 19.6 25.0 29.7 14.0 18.2 22.9 28.3
Old : 21.1 20.2 31.9 32.8 19.2 20.2 29.8 32.8
Other: 22.7 38.4 35.6 49.8 22.3 33.6 34.0 43.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 08, 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 : 1,280,685: 333,786 312,565 195,262 619,046 603,718 1,148,094 1,111,545: 132,591 169,140
Old : 1,137,285: 328,573 303,664 151,331 541,373 538,626 1,021,277 993,621: 116,008 143,664
Other: 143,400: 44,764 48,452 4,380 77,673 65,092 126,817 117,924: 16,583 25,476
: : :
: : Changes in Commitments from: December 1, 2015 :
: -20,257: -3,064 -23,314 -4,108 -11,780 10,291 -18,952 -17,131: -1,305 -3,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 24.4 15.2 48.3 47.1 89.6 86.8: 10.4 13.2
Old : 100.0: 28.9 26.7 13.3 47.6 47.4 89.8 87.4: 10.2 12.6
Other: 100.0: 31.2 33.8 3.1 54.2 45.4 88.4 82.2: 11.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 126 157 144 230 291 441 529:
Old : 664: 131 162 126 220 282 421 509:
Other: 377: 54 56 17 84 209 146 278:
:----------------------------------------------------------------------------------------------------
: 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 13.1 21.9 20.2 12.3 12.5 20.5 18.4
Old : 14.4 14.3 24.1 22.0 14.4 13.7 23.9 20.1
Other: 23.9 25.1 37.3 35.2 23.7 24.7 35.5 34.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 08, 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 : 8,293: 2,706 1,400 679 2,842 4,974 6,227 7,053: 2,066 1,240
Old : 7,993: 2,921 1,401 457 2,589 4,972 5,967 6,830: 2,026 1,163
Other: 300: 3 217 4 253 2 260 223: 40 77
: : :
: : Changes in Commitments from: December 1, 2015 :
: -413: -188 -849 94 -400 381 -494 -374: 81 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 16.9 8.2 34.3 60.0 75.1 85.0: 24.9 15.0
Old : 100.0: 36.5 17.5 5.7 32.4 62.2 74.7 85.4: 25.3 14.6
Other: 100.0: 1.0 72.3 1.3 84.3 0.7 86.7 74.3: 13.3 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 11 4 12 9 26 22:
Old : 39: 13 10 2 11 9 24 21:
Other: 9: 1 3 1 4 1 6 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 : 46.7 46.1 55.1 67.7 40.4 44.0 48.6 60.9
Old : 45.6 47.9 54.1 69.0 41.1 45.9 49.5 63.5
Other: 84.3 74.3 86.7 74.3 84.3 73.0 85.3 73.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 08, 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 : 698,467: 137,823 148,603 122,415 378,445 357,670 638,683 628,688: 59,784 69,779
Old : 619,317: 137,762 139,917 108,874 318,183 310,839 564,819 559,630: 54,498 59,687
Other: 79,150: 10,706 19,331 2,896 60,262 46,831 73,864 69,058: 5,286 10,092
: : :
: : Changes in Commitments from: December 1, 2015 :
: 9,982: 4,567 -10,861 -472 4,064 17,687 8,159 6,354: 1,823 3,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.3 17.5 54.2 51.2 91.4 90.0: 8.6 10.0
Old : 100.0: 22.2 22.6 17.6 51.4 50.2 91.2 90.4: 8.8 9.6
Other: 100.0: 13.5 24.4 3.7 76.1 59.2 93.3 87.2: 6.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 141 151 192 157 180 412 451:
Old : 530: 156 143 182 153 164 401 424:
Other: 250: 44 61 29 46 115 109 190:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 16.8 29.4 25.0 19.8 15.9 25.9 23.5
Old : 18.3 17.1 26.3 26.0 15.6 16.8 23.4 24.5
Other: 60.3 36.0 73.6 52.4 60.2 35.3 73.5 51.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 419,901: 125,774 35,424 83,537 170,725 272,430 380,036 391,391: 39,865 28,510
Old : 377,662: 128,092 37,691 62,819 152,280 251,444 343,191 351,954: 34,471 25,708
Other: 42,239: 10,384 10,435 8,016 18,445 20,986 36,845 39,437: 5,394 2,802
: : :
: : Changes in Commitments from: December 1, 2015 :
: -17,960: 2,853 -24,204 -9,226 -13,364 19,020 -19,737 -14,410: 1,777 -3,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.4 19.9 40.7 64.9 90.5 93.2: 9.5 6.8
Old : 100.0: 33.9 10.0 16.6 40.3 66.6 90.9 93.2: 9.1 6.8
Other: 100.0: 24.6 24.7 19.0 43.7 49.7 87.2 93.4: 12.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 105 65 101 79 71 243 195:
Old : 292: 111 63 97 77 68 241 188:
Other: 94: 16 25 18 42 18 70 52:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 41.5 15.8 47.7 8.7 39.7 14.8 44.2
Old : 9.9 42.5 17.2 49.2 9.7 41.8 16.0 46.8
Other: 27.3 46.8 43.2 69.4 22.9 38.6 32.8 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 08, 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 : 528,173: 64,115 85,037 15,161 317,908 289,672 397,184 389,870: 130,989 138,303
Old : 528,173: 64,115 85,037 15,161 317,908 289,672 397,184 389,870: 130,989 138,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 3,362: 8,569 3,961 1,686 11,104 1,994 21,359 7,641: -17,997 -4,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.1 2.9 60.2 54.8 75.2 73.8: 24.8 26.2
Old : 100.0: 12.1 16.1 2.9 60.2 54.8 75.2 73.8: 24.8 26.2
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 : 133: 22 30 11 55 67 79 106:
Old : 133: 22 30 11 55 67 79 106:
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 17.8 36.9 28.2 24.5 16.1 31.1 23.9
Old : 27.4 17.8 36.9 28.2 24.5 16.1 31.1 23.9
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 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 635,543: 58,505 140,689 17,583 448,412 388,463 524,500 546,735: 111,043 88,808
Old : 635,543: 58,505 140,689 17,583 448,412 388,463 524,500 546,735: 111,043 88,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -17,518: -3,262 4,630 -279 -11,582 -20,430 -15,123 -16,079: -2,395 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.1 2.8 70.6 61.1 82.5 86.0: 17.5 14.0
Old : 100.0: 9.2 22.1 2.8 70.6 61.1 82.5 86.0: 17.5 14.0
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 : 97: 11 15 11 59 50 77 69:
Old : 97: 11 15 11 59 50 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 : 26.6 44.6 39.5 56.2 23.7 42.7 34.0 52.0
Old : 26.6 44.6 39.5 56.2 23.7 42.7 34.0 52.0
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 08, 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 : 4,553: 1,707 869 152 2,500 3,379 4,359 4,400: 194 153
Old : 4,553: 1,707 869 152 2,500 3,379 4,359 4,400: 194 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -9: 9 -1 35 -59 -48 -15 -14: 6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.1 3.3 54.9 74.2 95.7 96.6: 4.3 3.4
Old : 100.0: 37.5 19.1 3.3 54.9 74.2 95.7 96.6: 4.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 3 4 10 14 25 19:
Old : 31: 13 3 4 10 14 25 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 : 43.3 52.9 68.9 79.9 33.7 40.2 47.0 53.2
Old : 43.3 52.9 68.9 79.9 33.7 40.2 47.0 53.2
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 08, 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 : 421,259: 91,161 97,954 63,481 217,404 218,490 372,046 379,925: 49,213 41,334
Old : 374,929: 92,654 94,788 49,560 188,745 194,184 330,959 338,532: 43,970 36,397
Other: 46,330: 5,829 10,488 6,599 28,659 24,306 41,087 41,393: 5,243 4,937
: : :
: : Changes in Commitments from: December 1, 2015 :
: 2,551: -2,750 -2,161 3,643 4,504 -1,839 5,397 -357: -2,846 2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.3 15.1 51.6 51.9 88.3 90.2: 11.7 9.8
Old : 100.0: 24.7 25.3 13.2 50.3 51.8 88.3 90.3: 11.7 9.7
Other: 100.0: 12.6 22.6 14.2 61.9 52.5 88.7 89.3: 11.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 83 83 88 99 77 237 211:
Old : 294: 99 77 86 98 69 236 199:
Other: 111: 18 25 17 57 23 89 52:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 31.0 22.9 37.2 13.3 26.8 20.6 32.0
Old : 14.7 31.7 22.2 38.0 14.3 29.4 21.6 35.3
Other: 27.8 40.7 43.1 61.0 27.4 35.9 39.8 48.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 08, 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 : 14,485: 2,196 3,309 2,439 7,654 6,999 12,289 12,747: 2,196 1,738
Old : 14,387: 2,203 3,386 2,355 7,646 6,982 12,204 12,723: 2,183 1,664
Other: 98: 77 7 0 8 17 85 24: 13 74
: : :
: : Changes in Commitments from: December 1, 2015 :
: 1,505: 608 683 117 796 463 1,521 1,263: -16 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 22.8 16.8 52.8 48.3 84.8 88.0: 15.2 12.0
Old : 100.0: 15.3 23.5 16.4 53.1 48.5 84.8 88.4: 15.2 11.6
Other: 100.0: 78.6 7.1 0.0 8.2 17.3 86.7 24.5: 13.3 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 22 23 21 12 56 52:
Old : 76: 21 23 23 20 11 55 51:
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 : 37.3 41.6 48.2 52.6 35.5 38.4 42.1 46.4
Old : 37.4 41.9 48.4 53.0 35.7 38.7 42.4 46.8
Other: 86.7 24.5 86.7 24.5 86.7 24.5 86.7 24.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 08, 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 : 970,634: 145,669 260,271 25,377 696,931 539,827 867,977 825,475: 102,657 145,159
Old : 970,634: 145,669 260,271 25,377 696,931 539,827 867,977 825,475: 102,657 145,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -12,955: -28,127 15,873 1,107 29,700 -24,740 2,680 -7,760: -15,635 -5,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.8 2.6 71.8 55.6 89.4 85.0: 10.6 15.0
Old : 100.0: 15.0 26.8 2.6 71.8 55.6 89.4 85.0: 10.6 15.0
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 : 255: 44 61 28 93 111 147 190:
Old : 255: 44 61 28 93 111 147 190:
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 : 21.9 17.3 33.1 26.2 20.8 17.3 29.8 25.3
Old : 21.9 17.3 33.1 26.2 20.8 17.3 29.8 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, December 08, 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 : 2,686,036: 435,528 460,077 82,845 1,889,007 1,699,740 2,407,380 2,242,662: 278,656 443,374
Old : 2,686,036: 435,528 460,077 82,845 1,889,007 1,699,740 2,407,380 2,242,662: 278,656 443,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -94,772: -24,621 15,447 -6,459 -44,379 -93,698 -75,459 -84,710: -19,313 -10,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.1 3.1 70.3 63.3 89.6 83.5: 10.4 16.5
Old : 100.0: 16.2 17.1 3.1 70.3 63.3 89.6 83.5: 10.4 16.5
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 : 352: 64 92 52 135 154 233 264:
Old : 352: 64 92 52 135 154 233 264:
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 : 34.4 18.5 43.9 28.2 30.2 14.2 38.5 20.1
Old : 34.4 18.5 43.9 28.2 30.2 14.2 38.5 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 08, 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 : 2,399,794: 216,559 509,952 45,572 1,895,398 1,484,913 2,157,529 2,040,437: 242,265 359,357
Old : 2,399,794: 216,559 509,952 45,572 1,895,398 1,484,913 2,157,529 2,040,437: 242,265 359,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -108,501: -31,781 -4,032 -10,169 -32,923 -101,068 -74,873 -115,269: -33,628 6,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 21.2 1.9 79.0 61.9 89.9 85.0: 10.1 15.0
Old : 100.0: 9.0 21.2 1.9 79.0 61.9 89.9 85.0: 10.1 15.0
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 : 279: 32 81 29 100 133 153 222:
Old : 279: 32 81 29 100 133 153 222:
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 : 39.2 16.8 51.2 26.7 35.6 15.8 47.1 24.0
Old : 39.2 16.8 51.2 26.7 35.6 15.8 47.1 24.0
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 08, 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 : 676,945: 42,970 68,041 120,617 488,992 440,757 652,579 629,415: 24,366 47,530
Old : 676,945: 42,970 68,041 120,617 488,992 440,757 652,579 629,415: 24,366 47,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 14,595: -15,617 4,291 10,647 16,928 -2,550 11,958 12,388: 2,637 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.1 17.8 72.2 65.1 96.4 93.0: 3.6 7.0
Old : 100.0: 6.3 10.1 17.8 72.2 65.1 96.4 93.0: 3.6 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 : 100: 13 23 28 43 56 72 95:
Old : 100: 13 23 28 43 56 72 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 : 48.2 22.6 63.7 36.9 37.3 15.2 45.4 26.5
Old : 48.2 22.6 63.7 36.9 37.3 15.2 45.4 26.5
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 08, 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 : 51,296: 18,560 10,820 710 25,529 32,898 44,799 44,427: 6,497 6,869
Old : 51,296: 18,560 10,820 710 25,529 32,898 44,799 44,427: 6,497 6,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,108: -2,370 -1,506 396 469 35 -1,505 -1,076: -603 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.1 1.4 49.8 64.1 87.3 86.6: 12.7 13.4
Old : 100.0: 36.2 21.1 1.4 49.8 64.1 87.3 86.6: 12.7 13.4
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 : 104: 32 19 3 39 28 72 50:
Old : 104: 32 19 3 39 28 72 50:
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 : 20.3 39.4 33.1 53.2 17.3 34.9 29.4 48.2
Old : 20.3 39.4 33.1 53.2 17.3 34.9 29.4 48.2
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, December 08, 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 : 102,591: 37,120 21,639 1,420 51,058 65,795 89,598 88,854: 12,993 13,737
Old : 102,591: 37,120 21,639 1,420 51,058 65,795 89,598 88,854: 12,993 13,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,216: -4,740 -3,012 792 938 69 -3,010 -2,151: -1,206 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.1 1.4 49.8 64.1 87.3 86.6: 12.7 13.4
Old : 100.0: 36.2 21.1 1.4 49.8 64.1 87.3 86.6: 12.7 13.4
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 : 104: 32 19 3 39 28 72 50:
Old : 104: 32 19 3 39 28 72 50:
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 : 20.3 39.4 33.1 53.2 17.3 34.9 29.4 48.2
Old : 20.3 39.4 33.1 53.2 17.3 34.9 29.4 48.2
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, December 08, 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 : 20,936: 17,646 18,142 2,068 1,029 680 20,743 20,890: 193 46
Old : 20,936: 17,646 18,142 2,068 1,029 680 20,743 20,890: 193 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6: -369 -569 545 0 0 176 -24: -182 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 86.7 9.9 4.9 3.2 99.1 99.8: 0.9 0.2
Old : 100.0: 84.3 86.7 9.9 4.9 3.2 99.1 99.8: 0.9 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: 16 13 6 1 1 19 18:
Old : 30: 16 13 6 1 1 19 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 : 80.2 73.6 93.9 92.7 78.0 71.7 83.2 84.2
Old : 80.2 73.6 93.9 92.7 78.0 71.7 83.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 41,985: 24,765 14,634 11,505 5,618 15,762 41,888 41,901: 97 84
Old : 41,985: 24,765 14,634 11,505 5,618 15,762 41,888 41,901: 97 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 7,400: -2,195 -1,503 11,177 -1,563 -2,266 7,419 7,408: -19 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.9 27.4 13.4 37.5 99.8 99.8: 0.2 0.2
Old : 100.0: 59.0 34.9 27.4 13.4 37.5 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 : 45: 10 15 3 5 15 16 32:
Old : 45: 10 15 3 5 15 16 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 : 87.2 60.7 94.2 77.4 60.8 40.4 67.8 54.2
Old : 87.2 60.7 94.2 77.4 60.8 40.4 67.8 54.2
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, December 08, 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 : 45,245: 19,319 12,680 13,707 12,102 18,758 45,128 45,145: 117 100
Old : 45,245: 19,319 12,680 13,707 12,102 18,758 45,128 45,145: 117 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 11,955: -1,907 211 13,707 190 -1,965 11,990 11,953: -35 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 28.0 30.3 26.7 41.5 99.7 99.8: 0.3 0.2
Old : 100.0: 42.7 28.0 30.3 26.7 41.5 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 : 35: 7 13 2 4 12 11 27:
Old : 35: 7 13 2 4 12 11 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 74.6 99.6 88.3 66.3 49.0 69.3 60.6
Old : 96.6 74.6 99.6 88.3 66.3 49.0 69.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015