WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 539,079: 112,310 126,336 184,758 201,020 182,127 498,089 493,221: 40,990 45,858
Old : 504,968: 106,545 126,053 172,097 188,017 165,232 466,660 463,382: 38,308 41,586
Other: 34,111: 13,348 7,866 5,078 13,003 16,895 31,429 29,839: 2,682 4,272
: : :
: : Changes in Commitments from: August 4, 2015 :
: -184: 1,473 1,521 2,127 -558 -1,584 3,042 2,064: -3,226 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.4 34.3 37.3 33.8 92.4 91.5: 7.6 8.5
Old : 100.0: 21.1 25.0 34.1 37.2 32.7 92.4 91.8: 7.6 8.2
Other: 100.0: 39.1 23.1 14.9 38.1 49.5 92.1 87.5: 7.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 129 135 171 109 119 346 336:
Old : 422: 137 131 165 109 117 340 332:
Other: 140: 24 44 26 28 51 71 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 8.6 17.6 15.9 9.5 7.0 15.8 12.2
Old : 10.8 8.8 18.1 16.6 9.6 7.6 16.1 13.3
Other: 46.7 29.5 60.0 43.0 44.4 29.5 57.0 41.8
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 8,154: 3,054 5,537 1,333 3,425 971 7,813 7,841: 341 312
Old : 8,154: 3,054 5,537 1,333 3,425 971 7,813 7,841: 341 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -447: -226 -1,082 229 -511 377 -508 -476: 61 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 67.9 16.4 42.0 11.9 95.8 96.2: 4.2 3.8
Old : 100.0: 37.5 67.9 16.4 42.0 11.9 95.8 96.2: 4.2 3.8
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 : 21: 6 9 10 4 5 17 17:
Old : 21: 6 9 10 4 5 17 17:
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 : 67.2 62.2 86.1 79.8 64.0 53.9 71.5 68.1
Old : 67.2 62.2 86.1 79.8 64.0 53.9 71.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 209,234: 60,046 69,210 35,350 91,138 77,964 186,534 182,524: 22,700 26,710
Old : 192,051: 60,928 68,252 31,140 77,950 68,946 170,018 168,337: 22,032 23,713
Other: 17,183: 2,430 4,270 897 13,188 9,018 16,515 14,186: 668 2,997
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,307: -558 3,485 72 -3,540 -6,064 -4,027 -2,507: 719 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 33.1 16.9 43.6 37.3 89.2 87.2: 10.8 12.8
Old : 100.0: 31.7 35.5 16.2 40.6 35.9 88.5 87.7: 11.5 12.3
Other: 100.0: 14.1 24.9 5.2 76.8 52.5 96.1 82.6: 3.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 48 65 58 71 71 150 173:
Old : 216: 54 62 56 70 69 148 169:
Other: 89: 9 25 12 24 39 43 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.5 27.0 27.7 15.4 13.3 24.1 21.8
Old : 16.7 20.2 26.1 30.2 16.7 18.5 25.9 27.7
Other: 70.0 29.3 80.8 44.8 70.0 29.3 80.5 42.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,938,783: 409,825 231,724 587,514 783,364 854,819 1,780,702 1,674,056: 158,081 264,727
Old : 493,402: 167,869 77,088 126,432 159,345 254,067 453,646 457,587: 39,756 35,815
Other: 1,445,381: 338,431 251,111 364,607 624,019 600,751 1,327,056 1,216,469: 118,325 228,912
: : :
: : Changes in Commitments from: August 4, 2015 :
: 21,055: -10,259 44,724 1,738 23,490 -9,768 14,969 36,694: 6,086 -15,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.0 30.3 40.4 44.1 91.8 86.3: 8.2 13.7
Old : 100.0: 34.0 15.6 25.6 32.3 51.5 91.9 92.7: 8.1 7.3
Other: 100.0: 23.4 17.4 25.2 43.2 41.6 91.8 84.2: 8.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 213 160 255 320 345 653 665:
Old : 601: 156 99 110 223 233 418 403:
Other: 766: 198 171 199 272 337 561 620:
:----------------------------------------------------------------------------------------------------
: 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 10.6 16.4 16.6 6.2 6.4 10.9 10.9
Old : 11.4 21.7 19.3 31.5 8.2 20.6 14.5 28.5
Other: 10.7 9.0 18.6 14.3 8.2 5.8 13.5 9.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 9,784: 857 2,687 681 6,167 4,314 7,706 7,683: 2,078 2,101
Old : 9,784: 857 2,687 681 6,167 4,314 7,706 7,683: 2,078 2,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 724: 11 88 85 378 387 474 560: 250 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.5 7.0 63.0 44.1 78.8 78.5: 21.2 21.5
Old : 100.0: 8.8 27.5 7.0 63.0 44.1 78.8 78.5: 21.2 21.5
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 : 40: 8 13 6 18 12 28 29:
Old : 40: 8 13 6 18 12 28 29:
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 46.6 56.5 59.2 34.6 37.3 45.8 47.5
Old : 41.3 46.6 56.5 59.2 34.6 37.3 45.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 859,110: 164,048 68,405 270,082 368,760 433,695 802,890 772,182: 56,219 86,927
Old : 838,571: 161,622 67,418 265,258 358,246 422,264 785,126 754,941: 53,445 83,631
Other: 20,538: 4,055 2,615 3,195 10,514 11,431 17,764 17,242: 2,774 3,297
: : :
: : Changes in Commitments from: August 4, 2015 :
: 8,685: 6,401 -11,758 2,341 -2,504 25,268 6,238 15,851: 2,447 -7,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.0 31.4 42.9 50.5 93.5 89.9: 6.5 10.1
Old : 100.0: 19.3 8.0 31.6 42.7 50.4 93.6 90.0: 6.4 10.0
Other: 100.0: 19.7 12.7 15.6 51.2 55.7 86.5 83.9: 13.5 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 180 176 236 164 213 476 506:
Old : 606: 177 179 236 162 213 473 506:
Other: 179: 32 34 30 37 87 86 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 14.2 18.7 23.2 7.7 10.3 12.8 15.9
Old : 12.1 14.0 18.7 23.0 7.7 10.4 12.8 15.6
Other: 29.9 47.9 41.5 56.8 26.1 45.2 37.6 51.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,103: 11,757 449 16 4 4,440 11,777 4,905: 4,326 11,198
Old : 15,633: 11,404 431 16 4 4,332 11,424 4,779: 4,209 10,854
Other: 470: 353 18 0 0 108 353 126: 117 344
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 2.8 0.1 0.0 27.6 73.1 30.5: 26.9 69.5
Old : 100.0: 72.9 2.8 0.1 0.0 27.7 73.1 30.6: 26.9 69.4
Other: 100.0: 75.1 3.8 0.0 0.0 23.0 75.1 26.8: 24.9 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 2 2 14 6 18:
Old : 20: 4 2 2 2 14 6 18:
Other: 14: 2 2 0 0 10 2 12:
:----------------------------------------------------------------------------------------------------
: 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 : 73.1 13.8 73.1 20.3 73.0 13.7 73.0 20.3
Old : 73.1 13.8 73.1 20.4 72.9 13.8 72.9 20.4
Other: 75.1 18.7 75.1 25.3 75.1 18.7 75.1 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 413,322: 109,521 93,421 87,834 187,472 199,141 384,827 380,396: 28,496 32,927
Old : 61,711: 12,745 10,745 7,463 36,689 38,949 56,897 57,156: 4,814 4,555
Other: 351,611: 104,348 90,248 72,799 150,782 160,192 327,930 323,239: 23,682 28,372
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,884: 3,052 1,117 3,415 -2,731 -1,776 3,736 2,756: -1,852 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 22.6 21.3 45.4 48.2 93.1 92.0: 6.9 8.0
Old : 100.0: 20.7 17.4 12.1 59.5 63.1 92.2 92.6: 7.8 7.4
Other: 100.0: 29.7 25.7 20.7 42.9 45.6 93.3 91.9: 6.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 94 83 103 93 75 250 222:
Old : 161: 44 35 28 55 46 114 94:
Other: 302: 92 85 98 87 69 235 212:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 25.1 16.0 32.2 8.1 22.6 14.7 29.5
Old : 31.1 37.3 40.7 49.3 31.1 36.1 40.3 47.9
Other: 9.9 23.9 17.4 31.3 9.8 21.5 17.3 28.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 694,335: 58,159 50,305 85,701 404,103 385,410 547,964 521,416: 146,371 172,918
Old : 694,335: 58,159 50,305 85,701 404,103 385,410 547,964 521,416: 146,371 172,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 46,912: 2,343 7,981 19,055 22,990 15,436 44,388 42,473: 2,525 4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.2 12.3 58.2 55.5 78.9 75.1: 21.1 24.9
Old : 100.0: 8.4 7.2 12.3 58.2 55.5 78.9 75.1: 21.1 24.9
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 : 155: 33 27 39 73 80 121 131:
Old : 155: 33 27 39 73 80 121 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 16.9 30.7 25.3 19.0 13.4 24.0 19.3
Old : 23.7 16.9 30.7 25.3 19.0 13.4 24.0 19.3
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 610,679: 49,071 84,506 9,561 424,894 416,938 483,526 511,005: 127,153 99,674
Old : 610,679: 49,071 84,506 9,561 424,894 416,938 483,526 511,005: 127,153 99,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 4,804: 1,386 -13,015 2,175 -7,721 17,615 -4,160 6,775: 8,965 -1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.8 1.6 69.6 68.3 79.2 83.7: 20.8 16.3
Old : 100.0: 8.0 13.8 1.6 69.6 68.3 79.2 83.7: 20.8 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 : 94: 10 14 10 53 52 69 70:
Old : 94: 10 14 10 53 52 69 70:
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 : 25.1 40.9 40.5 49.9 23.5 40.5 34.2 49.0
Old : 25.1 40.9 40.5 49.9 23.5 40.5 34.2 49.0
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 with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,524: 1,599 110 1,020 2,513 3,983 5,132 5,113: 392 411
Old : 5,524: 1,599 110 1,020 2,513 3,983 5,132 5,113: 392 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -102: -232 8 28 128 -245 -76 -209: -26 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.0 18.5 45.5 72.1 92.9 92.6: 7.1 7.4
Old : 100.0: 28.9 2.0 18.5 45.5 72.1 92.9 92.6: 7.1 7.4
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 : 33: 14 1 5 10 15 27 20:
Old : 33: 14 1 5 10 15 27 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 : 44.8 52.9 66.1 72.6 34.7 40.0 44.3 52.1
Old : 44.8 52.9 66.1 72.6 34.7 40.0 44.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 449,908: 137,802 50,539 85,533 173,017 284,575 396,352 420,648: 53,556 29,260
Old : 73,962: 30,112 3,429 10,186 23,134 53,250 63,432 66,865: 10,530 7,097
Other: 375,946: 122,024 61,444 61,013 149,883 231,326 332,920 353,783: 43,026 22,163
: : :
: : Changes in Commitments from: August 4, 2015 :
: 14,266: -2,238 3,055 8,969 6,666 6,259 13,397 18,283: 869 -4,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 11.2 19.0 38.5 63.3 88.1 93.5: 11.9 6.5
Old : 100.0: 40.7 4.6 13.8 31.3 72.0 85.8 90.4: 14.2 9.6
Other: 100.0: 32.5 16.3 16.2 39.9 61.5 88.6 94.1: 11.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 110 67 93 95 89 260 212:
Old : 183: 61 23 30 60 60 131 103:
Other: 299: 106 74 85 87 82 240 202:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 33.5 15.7 41.5 8.1 28.0 13.1 34.4
Old : 20.0 34.5 32.1 47.1 20.0 34.1 31.6 46.3
Other: 10.8 34.2 17.7 41.9 9.5 27.7 14.9 33.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 12,171: 1,651 3,236 2,973 4,844 4,496 9,469 10,705: 2,701 1,465
Old : 12,171: 1,651 3,236 2,973 4,844 4,496 9,469 10,705: 2,701 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,050: 8 -252 638 101 673 746 1,059: 303 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 26.6 24.4 39.8 36.9 77.8 88.0: 22.2 12.0
Old : 100.0: 13.6 26.6 24.4 39.8 36.9 77.8 88.0: 22.2 12.0
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 : 69: 21 20 23 17 10 55 44:
Old : 69: 21 20 23 17 10 55 44:
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 : 28.2 32.8 37.5 45.5 26.5 31.4 31.9 41.5
Old : 28.2 32.8 37.5 45.5 26.5 31.4 31.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,510,639: 476,869 311,873 86,286 833,432 960,227 1,396,587 1,358,385: 114,052 152,254
Old : 1,510,639: 476,869 311,873 86,286 833,432 960,227 1,396,587 1,358,385: 114,052 152,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 52,664: 52,150 -11,075 -1,416 3,263 60,863 53,997 48,372: -1,333 4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.6 5.7 55.2 63.6 92.5 89.9: 7.5 10.1
Old : 100.0: 31.6 20.6 5.7 55.2 63.6 92.5 89.9: 7.5 10.1
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 : 308: 65 67 43 104 145 189 235:
Old : 308: 65 67 43 104 145 189 235:
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 : 20.8 17.4 32.3 27.1 20.8 17.0 31.4 24.4
Old : 20.8 17.4 32.3 27.1 20.8 17.0 31.4 24.4
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 3,521,460: 485,985 410,947 316,109 2,382,333 2,294,046 3,184,427 3,021,102: 337,033 500,358
Old : 3,521,460: 485,985 410,947 316,109 2,382,333 2,294,046 3,184,427 3,021,102: 337,033 500,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 72,788: 27,884 -4,623 -12,938 48,244 82,028 63,191 64,468: 9,597 8,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.7 9.0 67.7 65.1 90.4 85.8: 9.6 14.2
Old : 100.0: 13.8 11.7 9.0 67.7 65.1 90.4 85.8: 9.6 14.2
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 : 404: 73 102 95 184 203 320 337:
Old : 404: 73 102 95 184 203 320 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 18.5 40.9 26.0 30.0 16.4 36.9 21.3
Old : 32.2 18.5 40.9 26.0 30.0 16.4 36.9 21.3
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 2,552,140: 422,357 498,132 188,424 1,643,369 1,482,571 2,254,149 2,169,126: 297,991 383,014
Old : 2,552,140: 422,357 498,132 188,424 1,643,369 1,482,571 2,254,149 2,169,126: 297,991 383,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 31,309: -11,134 -53,605 20,327 8,424 75,077 17,618 41,800: 13,692 -10,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.5 7.4 64.4 58.1 88.3 85.0: 11.7 15.0
Old : 100.0: 16.5 19.5 7.4 64.4 58.1 88.3 85.0: 11.7 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 : 294: 48 67 56 124 150 206 239:
Old : 294: 48 67 56 124 150 206 239:
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 : 26.5 13.4 38.0 21.8 23.7 12.8 31.8 18.8
Old : 26.5 13.4 38.0 21.8 23.7 12.8 31.8 18.8
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 885,644: 76,674 166,801 139,880 644,998 525,725 861,552 832,407: 24,091 53,237
Old : 885,644: 76,674 166,801 139,880 644,998 525,725 861,552 832,407: 24,091 53,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 79,783: 25,016 27,801 -1,485 52,207 48,627 75,737 74,942: 4,046 4,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.8 15.8 72.8 59.4 97.3 94.0: 2.7 6.0
Old : 100.0: 8.7 18.8 15.8 72.8 59.4 97.3 94.0: 2.7 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 : 127: 19 41 34 54 62 91 121:
Old : 127: 19 41 34 54 62 91 121:
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 19.1 55.5 31.7 29.1 12.4 35.7 18.4
Old : 43.4 19.1 55.5 31.7 29.1 12.4 35.7 18.4
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 with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,152: 10,531 15,991 579 31,527 25,908 42,636 42,477: 6,515 6,674
Old : 49,152: 10,531 15,991 579 31,527 25,908 42,636 42,477: 6,515 6,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -471: -377 3,879 -91 221 -4,745 -247 -957: -224 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.5 1.2 64.1 52.7 86.7 86.4: 13.3 13.6
Old : 100.0: 21.4 32.5 1.2 64.1 52.7 86.7 86.4: 13.3 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 27 22 5 35 22 65 46:
Old : 98: 27 22 5 35 22 65 46:
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 : 27.5 44.2 40.0 59.3 27.5 44.0 40.0 59.1
Old : 27.5 44.2 40.0 59.3 27.5 44.0 40.0 59.1
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 98,303: 21,061 31,981 1,158 63,053 51,815 85,273 84,955: 13,030 13,348
Old : 98,303: 21,061 31,981 1,158 63,053 51,815 85,273 84,955: 13,030 13,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -941: -755 7,758 -182 443 -9,491 -493 -1,914: -448 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.5 1.2 64.1 52.7 86.7 86.4: 13.3 13.6
Old : 100.0: 21.4 32.5 1.2 64.1 52.7 86.7 86.4: 13.3 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 27 22 5 35 22 65 46:
Old : 98: 27 22 5 35 22 65 46:
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 : 27.5 44.2 40.0 59.3 27.5 44.0 40.0 59.1
Old : 27.5 44.2 40.0 59.3 27.5 44.0 40.0 59.1
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 21,022: 18,138 19,936 369 2,120 678 20,627 20,983: 395 39
Old : 21,022: 18,138 19,936 369 2,120 678 20,627 20,983: 395 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 375: 396 391 -5 -26 0 365 386: 10 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 94.8 1.8 10.1 3.2 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 94.8 1.8 10.1 3.2 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 21 13 2 2 1 23 16:
Old : 36: 21 13 2 2 1 23 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 : 62.7 74.9 84.7 92.2 62.4 74.9 83.9 91.6
Old : 62.7 74.9 84.7 92.2 62.4 74.9 83.9 91.6
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 53,504: 40,172 30,134 21 13,209 23,275 53,402 53,430: 102 74
Old : 53,504: 40,172 30,134 21 13,209 23,275 53,402 53,430: 102 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,262: 880 1,586 0 1,365 681 2,245 2,267: 17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 56.3 0.0 24.7 43.5 99.8 99.9: 0.2 0.1
Old : 100.0: 75.1 56.3 0.0 24.7 43.5 99.8 99.9: 0.2 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 : 47: 5 20 1 6 16 11 37:
Old : 47: 5 20 1 6 16 11 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.9 55.5 98.4 72.6 93.9 55.5 98.4 72.6
Old : 93.9 55.5 98.4 72.6 93.9 55.5 98.4 72.6
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 with Delta-adjusted Options and Futures Combined, August 11, 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 : 36,141: 25,951 15,690 1,102 8,923 19,268 35,976 36,060: 165 81
Old : 36,141: 25,951 15,690 1,102 8,923 19,268 35,976 36,060: 165 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 481: -1,130 769 65 1,539 -341 474 493: 7 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 43.4 3.0 24.7 53.3 99.5 99.8: 0.5 0.2
Old : 100.0: 71.8 43.4 3.0 24.7 53.3 99.5 99.8: 0.5 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 : 39: 5 19 1 4 11 9 31:
Old : 39: 5 19 1 4 11 9 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 : 96.2 67.9 99.4 80.8 93.2 67.9 96.4 80.6
Old : 96.2 67.9 99.4 80.8 93.2 67.9 96.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015