WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 15, 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 : 332,506: 95,758 144,674 56,196 148,956 93,820 300,910 294,690: 31,596 37,816
Old : 247,328: 84,913 131,407 34,278 104,729 53,676 223,920 219,361: 23,408 27,967
Other: 85,178: 25,052 27,474 7,711 44,227 40,144 76,990 75,329: 8,188 9,849
: : :
: : Changes in Commitments from: December 8, 2015 :
: -17,287: 2,399 -17,030 -3,433 -15,270 4,742 -16,304 -15,721: -983 -1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 43.5 16.9 44.8 28.2 90.5 88.6: 9.5 11.4
Old : 100.0: 34.3 53.1 13.9 42.3 21.7 90.5 88.7: 9.5 11.3
Other: 100.0: 29.4 32.3 9.1 51.9 47.1 90.4 88.4: 9.6 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 119 106 101 92 106 258 275:
Old : 357: 116 105 73 78 92 227 241:
Other: 213: 54 57 30 62 67 132 141:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 11.8 25.5 21.0 16.4 11.7 25.3 20.3
Old : 16.5 14.3 26.9 25.0 16.4 13.8 26.3 23.9
Other: 28.7 20.9 41.7 33.2 28.5 17.2 39.8 29.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 15, 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 : 182,653: 53,618 76,173 19,067 90,040 63,012 162,725 158,252: 19,928 24,401
Old : 123,468: 47,247 70,157 8,850 52,771 27,324 108,868 106,331: 14,600 17,137
Other: 59,185: 15,396 15,041 1,192 37,269 35,688 53,857 51,921: 5,328 7,264
: : :
: : Changes in Commitments from: December 8, 2015 :
: -7,576: -1,616 -10,564 -566 -5,292 3,773 -7,474 -7,357: -102 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 41.7 10.4 49.3 34.5 89.1 86.6: 10.9 13.4
Old : 100.0: 38.3 56.8 7.2 42.7 22.1 88.2 86.1: 11.8 13.9
Other: 100.0: 26.0 25.4 2.0 63.0 60.3 91.0 87.7: 9.0 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 53 57 43 72 66 153 153:
Old : 204: 59 54 20 55 55 122 123:
Other: 142: 32 29 12 56 47 97 80:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.9 24.3 29.8 13.1 19.1 22.3 27.9
Old : 20.7 20.1 31.2 32.0 18.6 20.1 28.9 32.0
Other: 21.8 38.2 35.1 49.2 21.0 32.5 32.5 41.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 15, 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 : 1,263,718: 327,416 280,369 198,173 609,195 616,093 1,134,784 1,094,635: 128,934 169,083
Old : 1,114,504: 322,941 269,376 153,612 524,601 549,071 1,001,154 972,059: 113,350 142,445
Other: 149,214: 44,232 50,750 4,804 84,594 67,022 133,630 122,576: 15,584 26,638
: : :
: : Changes in Commitments from: December 8, 2015 :
: -16,967: -6,370 -32,196 2,911 -9,851 12,375 -13,310 -16,910: -3,657 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.2 15.7 48.2 48.8 89.8 86.6: 10.2 13.4
Old : 100.0: 29.0 24.2 13.8 47.1 49.3 89.8 87.2: 10.2 12.8
Other: 100.0: 29.6 34.0 3.2 56.7 44.9 89.6 82.1: 10.4 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 132 156 146 240 302 459 536:
Old : 672: 140 154 125 232 295 438 515:
Other: 395: 53 64 17 90 217 153 293:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 12.8 22.1 19.2 12.5 11.8 20.7 17.3
Old : 14.7 14.2 24.4 20.9 14.7 13.2 24.4 19.4
Other: 24.2 24.5 37.1 34.3 22.6 24.1 35.4 33.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 15, 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 : 8,504: 2,645 1,250 757 2,921 5,184 6,323 7,191: 2,181 1,313
Old : 8,029: 2,867 1,249 528 2,511 5,016 5,906 6,793: 2,123 1,236
Other: 475: 3 226 4 410 168 417 398: 58 77
: : :
: : Changes in Commitments from: December 8, 2015 :
: 211: -61 -150 78 79 210 96 138: 115 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.7 8.9 34.3 61.0 74.4 84.6: 25.6 15.4
Old : 100.0: 35.7 15.6 6.6 31.3 62.5 73.6 84.6: 26.4 15.4
Other: 100.0: 0.6 47.6 0.8 86.3 35.4 87.8 83.8: 12.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 9 5 13 10 26 22:
Old : 37: 11 8 4 11 10 24 21:
Other: 11: 1 3 1 4 4 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 48.9 49.0 56.8 67.3 42.5 48.8 50.4 62.5
Old : 47.2 51.9 55.6 69.0 42.5 51.9 50.9 65.3
Other: 86.3 72.0 87.8 83.8 82.9 71.2 83.6 79.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 15, 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 : 692,992: 128,311 154,498 127,261 375,939 341,617 631,511 623,376: 61,481 69,616
Old : 611,400: 128,512 143,219 114,238 312,456 294,452 555,206 551,909: 56,194 59,491
Other: 81,592: 9,991 21,471 2,831 63,483 47,165 76,305 71,467: 5,287 10,125
: : :
: : Changes in Commitments from: December 8, 2015 :
: -5,475: -9,512 5,895 4,846 -2,506 -16,053 -7,172 -5,312: 1,697 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.3 18.4 54.2 49.3 91.1 90.0: 8.9 10.0
Old : 100.0: 21.0 23.4 18.7 51.1 48.2 90.8 90.3: 9.2 9.7
Other: 100.0: 12.2 26.3 3.5 77.8 57.8 93.5 87.6: 6.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 142 162 200 152 167 415 449:
Old : 532: 159 158 187 149 147 402 420:
Other: 248: 47 65 31 46 108 116 185:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 16.5 29.8 24.8 20.3 15.4 26.1 22.5
Old : 18.1 17.0 26.2 26.1 15.9 16.2 23.3 23.9
Other: 61.9 35.8 74.4 52.4 61.8 35.1 74.3 51.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 15, 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 : 422,246: 126,085 35,076 91,972 162,406 265,751 380,463 392,799: 41,783 29,447
Old : 378,046: 128,523 37,972 70,667 142,749 242,668 341,939 351,307: 36,107 26,739
Other: 44,200: 10,743 10,285 8,124 19,657 23,083 38,524 41,492: 5,676 2,708
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,345: 311 -348 8,435 -8,319 -6,679 427 1,408: 1,918 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 8.3 21.8 38.5 62.9 90.1 93.0: 9.9 7.0
Old : 100.0: 34.0 10.0 18.7 37.8 64.2 90.4 92.9: 9.6 7.1
Other: 100.0: 24.3 23.3 18.4 44.5 52.2 87.2 93.9: 12.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 106 68 116 78 72 261 213:
Old : 313: 110 68 112 76 69 259 206:
Other: 96: 17 26 22 41 18 73 55:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 39.8 15.1 45.8 8.7 38.3 14.6 42.8
Old : 9.6 40.4 16.3 46.9 9.5 39.8 15.6 44.9
Other: 25.7 45.3 41.0 67.9 22.6 38.7 32.4 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 15, 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 : 524,404: 73,343 79,146 12,492 310,156 305,389 395,991 397,027: 128,413 127,377
Old : 524,404: 73,343 79,146 12,492 310,156 305,389 395,991 397,027: 128,413 127,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -3,769: 9,228 -5,891 -2,669 -7,752 15,717 -1,193 7,157: -2,576 -10,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.1 2.4 59.1 58.2 75.5 75.7: 24.5 24.3
Old : 100.0: 14.0 15.1 2.4 59.1 58.2 75.5 75.7: 24.5 24.3
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 : 139: 25 33 11 54 68 81 110:
Old : 139: 25 33 11 54 68 81 110:
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 : 28.7 18.6 37.0 29.4 24.8 16.6 32.1 24.8
Old : 28.7 18.6 37.0 29.4 24.8 16.6 32.1 24.8
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 15, 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 : 637,448: 58,616 136,946 13,549 447,319 401,274 519,484 551,769: 117,964 85,679
Old : 637,448: 58,616 136,946 13,549 447,319 401,274 519,484 551,769: 117,964 85,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,905: 111 -3,743 -4,034 -1,093 12,811 -5,016 5,034: 6,921 -3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.5 2.1 70.2 63.0 81.5 86.6: 18.5 13.4
Old : 100.0: 9.2 21.5 2.1 70.2 63.0 81.5 86.6: 18.5 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 : 97: 11 15 10 57 50 74 69:
Old : 97: 11 15 10 57 50 74 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 : 26.0 45.7 40.4 57.4 23.5 44.3 35.1 54.0
Old : 26.0 45.7 40.4 57.4 23.5 44.3 35.1 54.0
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 15, 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 : 4,060: 1,407 540 339 2,123 3,011 3,869 3,890: 191 170
Old : 4,060: 1,407 540 339 2,123 3,011 3,869 3,890: 191 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -493: -300 -329 187 -377 -368 -490 -510: -3 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.3 8.3 52.3 74.2 95.3 95.8: 4.7 4.2
Old : 100.0: 34.7 13.3 8.3 52.3 74.2 95.3 95.8: 4.7 4.2
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: 12 5 5 9 13 24 20:
Old : 31: 12 5 5 9 13 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 53.1 65.4 77.5 34.7 38.0 49.7 51.9
Old : 41.3 53.1 65.4 77.5 34.7 38.0 49.7 51.9
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 15, 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 : 422,365: 85,821 104,524 63,851 219,559 212,995 369,231 381,370: 53,134 40,995
Old : 374,909: 87,774 101,258 49,415 190,750 188,038 327,939 338,711: 46,970 36,198
Other: 47,456: 6,106 11,325 6,377 28,809 24,957 41,292 42,659: 6,164 4,797
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,106: -5,340 6,570 370 2,155 -5,495 -2,815 1,445: 3,921 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.7 15.1 52.0 50.4 87.4 90.3: 12.6 9.7
Old : 100.0: 23.4 27.0 13.2 50.9 50.2 87.5 90.3: 12.5 9.7
Other: 100.0: 12.9 23.9 13.4 60.7 52.6 87.0 89.9: 13.0 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 86 83 84 102 79 237 217:
Old : 302: 100 78 81 101 72 236 204:
Other: 117: 20 29 15 58 24 90 57:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 29.8 22.7 35.8 13.1 25.1 20.4 30.2
Old : 14.4 30.4 22.0 36.6 14.1 27.8 21.5 33.7
Other: 26.5 40.9 41.8 60.4 26.4 36.6 38.4 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 15, 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 : 15,297: 2,637 3,619 2,610 7,726 7,094 12,973 13,323: 2,324 1,974
Old : 15,201: 2,645 3,694 2,526 7,708 7,080 12,879 13,300: 2,322 1,901
Other: 96: 75 8 1 18 14 94 23: 2 73
: : :
: : Changes in Commitments from: December 8, 2015 :
: 812: 441 310 171 72 95 684 576: 128 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.7 17.1 50.5 46.4 84.8 87.1: 15.2 12.9
Old : 100.0: 17.4 24.3 16.6 50.7 46.6 84.7 87.5: 15.3 12.5
Other: 100.0: 78.1 8.3 1.0 18.8 14.6 97.9 24.0: 2.1 76.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 24 20 22 23 14 61 52:
Old : 81: 24 21 22 22 13 60 51:
Other: 9: 2 2 1 2 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 39.6 46.8 51.8 33.9 37.4 40.4 45.5
Old : 35.9 39.8 47.0 52.1 34.1 37.7 40.7 45.8
Other: 96.9 22.9 97.9 24.0 96.9 22.9 96.9 22.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 15, 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 : 999,413: 168,614 268,280 20,039 708,135 572,126 896,788 860,445: 102,625 138,968
Old : 999,413: 168,614 268,280 20,039 708,135 572,126 896,788 860,445: 102,625 138,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 28,779: 22,945 8,009 -5,338 11,204 32,299 28,811 34,970: -32 -6,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 26.8 2.0 70.9 57.2 89.7 86.1: 10.3 13.9
Old : 100.0: 16.9 26.8 2.0 70.9 57.2 89.7 86.1: 10.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 42 61 25 98 110 150 186:
Old : 257: 42 61 25 98 110 150 186:
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 : 22.6 16.6 34.6 25.2 22.3 16.6 31.3 24.7
Old : 22.6 16.6 34.6 25.2 22.3 16.6 31.3 24.7
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 15, 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 : 2,595,602: 444,686 456,129 58,218 1,796,222 1,654,226 2,299,126 2,168,573: 296,476 427,029
Old : 2,595,602: 444,686 456,129 58,218 1,796,222 1,654,226 2,299,126 2,168,573: 296,476 427,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -90,434: 9,158 -3,948 -24,627 -92,785 -45,514 -108,254 -74,089: 17,820 -16,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.6 2.2 69.2 63.7 88.6 83.5: 11.4 16.5
Old : 100.0: 17.1 17.6 2.2 69.2 63.7 88.6 83.5: 11.4 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 : 343: 66 89 45 127 148 224 251:
Old : 343: 66 89 45 127 148 224 251:
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 17.9 44.7 27.4 30.0 13.6 38.6 19.2
Old : 34.4 17.9 44.7 27.4 30.0 13.6 38.6 19.2
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 15, 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 : 2,389,027: 249,967 457,819 48,672 1,856,776 1,531,141 2,155,415 2,037,632: 233,612 351,395
Old : 2,389,027: 249,967 457,819 48,672 1,856,776 1,531,141 2,155,415 2,037,632: 233,612 351,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -10,767: 33,408 -52,133 3,100 -38,622 46,228 -2,114 -2,805: -8,653 -7,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.2 2.0 77.7 64.1 90.2 85.3: 9.8 14.7
Old : 100.0: 10.5 19.2 2.0 77.7 64.1 90.2 85.3: 9.8 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 : 275: 40 71 33 104 130 165 213:
Old : 275: 40 71 33 104 130 165 213:
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 : 38.8 16.0 51.0 25.7 35.3 15.5 46.0 24.0
Old : 38.8 16.0 51.0 25.7 35.3 15.5 46.0 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 15, 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 : 769,791: 52,077 76,776 110,896 583,497 536,210 746,470 723,882: 23,321 45,909
Old : 769,791: 52,077 76,776 110,896 583,497 536,210 746,470 723,882: 23,321 45,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 92,846: 9,107 8,735 -9,721 94,505 95,453 93,891 94,467: -1,045 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.0 14.4 75.8 69.7 97.0 94.0: 3.0 6.0
Old : 100.0: 6.8 10.0 14.4 75.8 69.7 97.0 94.0: 3.0 6.0
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 : 113: 12 29 32 51 66 83 110:
Old : 113: 12 29 32 51 66 83 110:
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 : 46.3 22.1 60.0 36.5 38.0 14.5 43.8 24.2
Old : 46.3 22.1 60.0 36.5 38.0 14.5 43.8 24.2
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 15, 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 : 62,230: 20,308 8,972 1,418 33,251 45,144 54,976 55,534: 7,254 6,697
Old : 62,230: 20,308 8,972 1,418 33,251 45,144 54,976 55,534: 7,254 6,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 10,935: 1,748 -1,848 708 7,722 12,246 10,177 11,107: 758 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 14.4 2.3 53.4 72.5 88.3 89.2: 11.7 10.8
Old : 100.0: 32.6 14.4 2.3 53.4 72.5 88.3 89.2: 11.7 10.8
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 : 103: 31 18 8 40 32 75 56:
Old : 103: 31 18 8 40 32 75 56:
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 : 22.4 37.9 37.5 54.8 16.1 31.2 24.8 42.2
Old : 22.4 37.9 37.5 54.8 16.1 31.2 24.8 42.2
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 15, 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 : 124,460: 40,615 17,944 2,836 66,501 90,287 109,952 111,067: 14,508 13,393
Old : 124,460: 40,615 17,944 2,836 66,501 90,287 109,952 111,067: 14,508 13,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 21,869: 3,495 -3,695 1,416 15,443 24,492 20,354 22,213: 1,515 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 14.4 2.3 53.4 72.5 88.3 89.2: 11.7 10.8
Old : 100.0: 32.6 14.4 2.3 53.4 72.5 88.3 89.2: 11.7 10.8
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 : 103: 31 18 8 40 32 75 56:
Old : 103: 31 18 8 40 32 75 56:
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 : 22.4 37.9 37.5 54.8 16.1 31.2 24.8 42.2
Old : 22.4 37.9 37.5 54.8 16.1 31.2 24.8 42.2
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 15, 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 : 22,021: 17,359 17,762 3,426 1,029 680 21,814 21,868: 207 153
Old : 22,021: 17,359 17,762 3,426 1,029 680 21,814 21,868: 207 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,085: -287 -380 1,358 0 0 1,071 978: 14 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 80.7 15.6 4.7 3.1 99.1 99.3: 0.9 0.7
Old : 100.0: 78.8 80.7 15.6 4.7 3.1 99.1 99.3: 0.9 0.7
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 : 26: 14 11 7 1 1 18 16:
Old : 26: 14 11 7 1 1 18 16:
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 : 80.5 71.9 92.2 92.1 73.1 69.8 78.1 79.9
Old : 80.5 71.9 92.2 92.1 73.1 69.8 78.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, December 15, 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 : 29,822: 21,949 13,644 327 7,448 15,493 29,724 29,464: 98 358
Old : 29,822: 21,949 13,644 327 7,448 15,493 29,724 29,464: 98 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -12,163: -2,816 -990 -11,178 1,830 -269 -12,164 -12,437: 1 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 45.8 1.1 25.0 52.0 99.7 98.8: 0.3 1.2
Old : 100.0: 73.6 45.8 1.1 25.0 52.0 99.7 98.8: 0.3 1.2
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 : 41: 8 12 1 6 15 15 27:
Old : 41: 8 12 1 6 15 15 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 : 81.4 53.7 93.3 73.8 81.4 53.7 93.3 73.8
Old : 81.4 53.7 93.3 73.8 81.4 53.7 93.3 73.8
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 15, 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 : 30,758: 29,249 12,169 0 1,460 18,484 30,709 30,653: 49 105
Old : 30,758: 29,249 12,169 0 1,460 18,484 30,709 30,653: 49 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -14,487: 9,930 -511 -13,707 -10,642 -274 -14,419 -14,492: -68 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 39.6 0.0 4.7 60.1 99.8 99.7: 0.2 0.3
Old : 100.0: 95.1 39.6 0.0 4.7 60.1 99.8 99.7: 0.2 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 : 32: 6 12 0 4 11 10 23:
Old : 32: 6 12 0 4 11 10 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.5 74.0 99.5 90.1 96.5 74.0 99.5 90.1
Old : 96.5 74.0 99.5 90.1 96.5 74.0 99.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015