WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 535,111: 112,052 119,713 188,313 196,517 180,975 496,882 489,001: 38,229 46,110
Old : 499,573: 105,709 119,081 175,864 182,451 163,085 464,023 458,030: 35,550 41,544
Other: 35,538: 13,569 7,857 5,225 14,067 17,890 32,860 30,972: 2,678 4,566
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,968: -258 -6,623 3,555 -4,503 -1,152 -1,206 -4,220: -2,762 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.4 35.2 36.7 33.8 92.9 91.4: 7.1 8.6
Old : 100.0: 21.2 23.8 35.2 36.5 32.6 92.9 91.7: 7.1 8.3
Other: 100.0: 38.2 22.1 14.7 39.6 50.3 92.5 87.2: 7.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 126 128 163 108 114 337 319:
Old : 406: 136 122 156 107 112 330 314:
Other: 135: 23 42 27 31 50 74 101:
:----------------------------------------------------------------------------------------------------
: 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 8.8 17.7 16.3 9.8 7.5 16.3 13.3
Old : 10.8 9.4 18.3 17.3 10.0 8.3 16.8 14.6
Other: 44.9 31.6 58.1 45.5 43.0 31.6 55.3 44.4
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 8,157: 3,356 5,622 1,281 3,152 935 7,790 7,838: 367 319
Old : 8,157: 3,356 5,622 1,281 3,152 935 7,790 7,838: 367 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3: 302 85 -52 -273 -36 -23 -4: 26 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 68.9 15.7 38.6 11.5 95.5 96.1: 4.5 3.9
Old : 100.0: 41.1 68.9 15.7 38.6 11.5 95.5 96.1: 4.5 3.9
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 : 21: 6 9 9 4 4 16 16:
Old : 21: 6 9 9 4 4 16 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 : 64.0 64.9 85.5 83.2 60.9 56.9 72.8 70.9
Old : 64.0 64.9 85.5 83.2 60.9 56.9 72.8 70.9
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 18, 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 : 212,041: 62,267 68,532 36,057 91,086 81,368 189,410 185,957: 22,631 26,083
Old : 194,255: 63,546 67,850 31,311 77,715 72,113 172,572 171,274: 21,683 22,981
Other: 17,786: 2,440 4,401 1,027 13,371 9,255 16,838 14,683: 947 3,102
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,807: 2,221 -678 707 -52 3,404 2,876 3,434: -69 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 32.3 17.0 43.0 38.4 89.3 87.7: 10.7 12.3
Old : 100.0: 32.7 34.9 16.1 40.0 37.1 88.8 88.2: 11.2 11.8
Other: 100.0: 13.7 24.7 5.8 75.2 52.0 94.7 82.6: 5.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 56 65 58 71 74 158 175:
Old : 226: 58 65 56 70 70 156 169:
Other: 86: 8 22 12 23 39 42 63:
:----------------------------------------------------------------------------------------------------
: 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 17.8 26.9 26.7 15.1 13.0 23.6 21.3
Old : 16.5 19.4 26.0 29.2 16.5 18.0 25.5 27.0
Other: 66.2 25.5 76.8 43.1 66.2 25.5 76.7 40.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,912,247: 399,349 255,298 565,817 793,068 828,232 1,758,234 1,649,348: 154,013 262,899
Old : 377,457: 102,411 45,005 120,774 119,652 187,198 342,837 352,977: 34,619 24,479
Other: 1,534,791: 370,649 284,004 371,332 673,415 641,034 1,415,397 1,296,371: 119,394 238,420
: : :
: : Changes in Commitments from: August 11, 2015 :
: -26,536: -10,476 23,574 -21,696 9,704 -26,586 -22,468 -24,708: -4,068 -1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.4 29.6 41.5 43.3 91.9 86.3: 8.1 13.7
Old : 100.0: 27.1 11.9 32.0 31.7 49.6 90.8 93.5: 9.2 6.5
Other: 100.0: 24.1 18.5 24.2 43.9 41.8 92.2 84.5: 7.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 200 178 249 345 353 675 670:
Old : 552: 126 80 90 236 217 396 353:
Other: 789: 183 196 203 290 345 577 645:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 10.4 16.8 16.7 6.3 5.7 11.1 10.3
Old : 13.6 24.2 23.2 34.3 9.3 21.2 15.6 27.0
Other: 10.6 8.7 18.7 14.7 7.9 6.1 13.6 10.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,123: 812 2,774 881 6,332 4,316 8,026 7,972: 2,097 2,151
Old : 10,123: 812 2,774 881 6,332 4,316 8,026 7,972: 2,097 2,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 339: -45 87 200 165 2 320 289: 19 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 27.4 8.7 62.6 42.6 79.3 78.8: 20.7 21.2
Old : 100.0: 8.0 27.4 8.7 62.6 42.6 79.3 78.8: 20.7 21.2
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 : 40: 8 13 7 18 12 28 30:
Old : 40: 8 13 7 18 12 28 30:
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 : 41.5 46.4 56.6 58.2 34.6 36.5 44.8 45.4
Old : 41.5 46.4 56.6 58.2 34.6 36.5 44.8 45.4
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 18, 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 : 899,748: 156,319 104,574 292,932 395,466 411,925 844,716 809,431: 55,031 90,316
Old : 877,366: 154,984 103,459 287,596 382,991 399,233 825,571 790,288: 51,795 87,078
Other: 22,382: 3,396 3,177 3,275 12,475 12,692 19,146 19,144: 3,236 3,238
: : :
: : Changes in Commitments from: August 11, 2015 :
: 40,638: -7,729 36,169 22,850 26,705 -21,770 41,826 37,249: -1,188 3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.6 32.6 44.0 45.8 93.9 90.0: 6.1 10.0
Old : 100.0: 17.7 11.8 32.8 43.7 45.5 94.1 90.1: 5.9 9.9
Other: 100.0: 15.2 14.2 14.6 55.7 56.7 85.5 85.5: 14.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 185 182 247 167 214 483 532:
Old : 627: 180 187 245 165 214 478 532:
Other: 183: 38 33 30 36 86 89 138:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 13.4 20.0 21.2 8.8 9.5 13.6 14.1
Old : 12.9 13.1 20.0 20.9 8.8 8.9 13.6 13.6
Other: 30.7 50.6 43.1 59.7 28.9 47.4 39.5 54.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 15,928: 11,763 454 15 8 4,348 11,786 4,817: 4,142 11,111
Old : 15,441: 11,405 436 15 8 4,240 11,428 4,691: 4,013 10,750
Other: 487: 358 18 0 0 108 358 126: 129 361
: : :
: : Changes in Commitments from: August 11, 2015 :
: -175: 6 5 -1 4 -92 9 -88: -184 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 2.9 0.1 0.1 27.3 74.0 30.2: 26.0 69.8
Old : 100.0: 73.9 2.8 0.1 0.1 27.5 74.0 30.4: 26.0 69.6
Other: 100.0: 73.5 3.7 0.0 0.0 22.2 73.5 25.9: 26.5 74.1
: : :
:# 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 : 73.9 13.4 74.0 20.1 73.9 13.4 73.9 20.1
Old : 74.0 13.5 74.0 20.2 73.9 13.5 73.9 20.2
Other: 73.5 18.1 73.5 24.4 73.5 18.1 73.5 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 429,846: 109,646 106,206 94,897 195,782 197,363 400,325 398,467: 29,521 31,379
Old : 54,662: 11,117 8,019 9,500 30,039 33,656 50,657 51,176: 4,005 3,486
Other: 375,184: 105,409 105,067 78,516 165,743 163,708 349,668 347,291: 25,516 27,893
: : :
: : Changes in Commitments from: August 11, 2015 :
: 16,523: 125 12,786 7,063 8,311 -1,777 15,498 18,071: 1,025 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.7 22.1 45.5 45.9 93.1 92.7: 6.9 7.3
Old : 100.0: 20.3 14.7 17.4 55.0 61.6 92.7 93.6: 7.3 6.4
Other: 100.0: 28.1 28.0 20.9 44.2 43.6 93.2 92.6: 6.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 99 92 102 97 72 255 231:
Old : 158: 50 28 32 59 40 118 91:
Other: 318: 87 105 96 93 69 244 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 24.9 14.8 31.2 8.1 21.9 14.4 28.0
Old : 24.2 40.3 34.5 51.0 24.2 38.3 32.8 47.4
Other: 9.7 23.1 16.8 30.0 9.4 20.3 16.4 26.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 677,870: 56,806 50,405 81,227 396,284 390,759 534,317 522,392: 143,552 155,478
Old : 677,870: 56,806 50,405 81,227 396,284 390,759 534,317 522,392: 143,552 155,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -16,465: -1,353 100 -4,474 -7,818 5,349 -13,646 976: -2,819 -17,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.4 12.0 58.5 57.6 78.8 77.1: 21.2 22.9
Old : 100.0: 8.4 7.4 12.0 58.5 57.6 78.8 77.1: 21.2 22.9
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 : 160: 33 30 41 80 83 131 136:
Old : 160: 33 30 41 80 83 131 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.7 31.6 25.5 19.5 14.7 25.1 19.9
Old : 24.3 16.7 31.6 25.5 19.5 14.7 25.1 19.9
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 with Delta-adjusted Options and Futures Combined, August 18, 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 : 612,302: 55,370 94,742 11,383 421,239 410,778 487,992 516,903: 124,310 95,399
Old : 612,302: 55,370 94,742 11,383 421,239 410,778 487,992 516,903: 124,310 95,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,623: 6,299 10,236 1,822 -3,655 -6,159 4,466 5,898: -2,843 -4,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.5 1.9 68.8 67.1 79.7 84.4: 20.3 15.6
Old : 100.0: 9.0 15.5 1.9 68.8 67.1 79.7 84.4: 20.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 12 11 52 52 70 70:
Old : 95: 13 12 11 52 52 70 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 : 23.7 42.0 38.4 51.5 22.2 41.9 32.8 50.3
Old : 23.7 42.0 38.4 51.5 22.2 41.9 32.8 50.3
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 18, 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 : 5,511: 1,602 6 1,033 2,528 4,064 5,163 5,103: 348 408
Old : 5,511: 1,602 6 1,033 2,528 4,064 5,163 5,103: 348 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -13: 3 -104 13 15 81 31 -10: -44 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.1 18.7 45.9 73.7 93.7 92.6: 6.3 7.4
Old : 100.0: 29.1 0.1 18.7 45.9 73.7 93.7 92.6: 6.3 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 : 34: 15 1 6 11 15 29 21:
Old : 34: 15 1 6 11 15 29 21:
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 : 46.0 51.2 66.5 71.0 32.4 40.6 41.6 52.4
Old : 46.0 51.2 66.5 71.0 32.4 40.6 41.6 52.4
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 18, 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 : 446,512: 124,077 54,947 87,547 180,104 271,228 391,728 413,722: 54,785 32,790
Old : 61,803: 24,031 4,056 8,396 21,727 43,395 54,153 55,847: 7,650 5,957
Other: 384,709: 111,641 62,486 67,556 158,377 227,833 337,574 357,876: 47,135 26,834
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,396: -13,725 4,408 2,014 7,087 -13,347 -4,624 -6,926: 1,229 3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.3 19.6 40.3 60.7 87.7 92.7: 12.3 7.3
Old : 100.0: 38.9 6.6 13.6 35.2 70.2 87.6 90.4: 12.4 9.6
Other: 100.0: 29.0 16.2 17.6 41.2 59.2 87.7 93.0: 12.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 96 65 93 96 92 247 212:
Old : 176: 56 23 27 56 62 123 101:
Other: 285: 94 73 85 91 81 234 197:
:----------------------------------------------------------------------------------------------------
: 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 32.9 17.4 41.0 9.4 27.7 14.4 33.7
Old : 22.6 34.5 35.1 46.2 22.6 34.1 34.6 45.5
Other: 11.8 32.8 18.8 41.1 10.4 26.9 15.2 32.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 12,393: 1,769 3,266 3,138 4,688 4,552 9,595 10,956: 2,799 1,437
Old : 12,393: 1,769 3,266 3,138 4,688 4,552 9,595 10,956: 2,799 1,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 223: 117 30 165 -157 57 125 251: 97 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.4 25.3 37.8 36.7 77.4 88.4: 22.6 11.6
Old : 100.0: 14.3 26.4 25.3 37.8 36.7 77.4 88.4: 22.6 11.6
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 : 69: 22 20 23 17 12 55 45:
Old : 69: 22 20 23 17 12 55 45:
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 : 26.4 32.7 36.0 45.0 24.4 31.4 29.9 40.1
Old : 26.4 32.7 36.0 45.0 24.4 31.4 29.9 40.1
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 18, 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 : 1,502,841: 429,600 319,847 84,480 878,594 949,842 1,392,674 1,354,168: 110,167 148,673
Old : 1,502,841: 429,600 319,847 84,480 878,594 949,842 1,392,674 1,354,168: 110,167 148,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -7,798: -47,269 7,974 -1,806 45,162 -10,385 -3,913 -4,217: -3,885 -3,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.3 5.6 58.5 63.2 92.7 90.1: 7.3 9.9
Old : 100.0: 28.6 21.3 5.6 58.5 63.2 92.7 90.1: 7.3 9.9
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 : 311: 60 73 45 110 146 194 240:
Old : 311: 60 73 45 110 146 194 240:
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 : 19.8 17.6 31.7 27.2 19.7 17.2 30.7 24.9
Old : 19.8 17.6 31.7 27.2 19.7 17.2 30.7 24.9
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 18, 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 : 3,461,523: 440,865 405,628 309,307 2,372,854 2,274,003 3,123,026 2,988,937: 338,498 472,586
Old : 3,461,523: 440,865 405,628 309,307 2,372,854 2,274,003 3,123,026 2,988,937: 338,498 472,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -59,937: -45,120 -5,319 -6,802 -9,479 -20,043 -61,402 -32,165: 1,464 -27,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.7 8.9 68.5 65.7 90.2 86.3: 9.8 13.7
Old : 100.0: 12.7 11.7 8.9 68.5 65.7 90.2 86.3: 9.8 13.7
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 : 395: 70 100 96 176 198 309 332:
Old : 395: 70 100 96 176 198 309 332:
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 : 32.0 18.7 40.1 26.4 29.9 16.5 35.8 21.0
Old : 32.0 18.7 40.1 26.4 29.9 16.5 35.8 21.0
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 18, 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 : 2,536,873: 416,249 503,593 197,057 1,646,370 1,452,296 2,259,676 2,152,946: 277,197 383,928
Old : 2,536,873: 416,249 503,593 197,057 1,646,370 1,452,296 2,259,676 2,152,946: 277,197 383,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -15,267: -6,108 5,461 8,633 3,001 -30,274 5,527 -16,180: -20,794 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.9 7.8 64.9 57.2 89.1 84.9: 10.9 15.1
Old : 100.0: 16.4 19.9 7.8 64.9 57.2 89.1 84.9: 10.9 15.1
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 : 290: 48 63 53 121 150 198 237:
Old : 290: 48 63 53 121 150 198 237:
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 : 26.3 13.2 37.8 20.6 23.6 12.2 31.6 17.7
Old : 26.3 13.2 37.8 20.6 23.6 12.2 31.6 17.7
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 18, 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 : 868,620: 52,862 147,954 126,142 668,480 543,385 847,485 817,481: 21,135 51,140
Old : 868,620: 52,862 147,954 126,142 668,480 543,385 847,485 817,481: 21,135 51,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -17,023: -23,812 -18,848 -13,738 23,483 17,660 -14,067 -14,926: -2,956 -2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.0 14.5 77.0 62.6 97.6 94.1: 2.4 5.9
Old : 100.0: 6.1 17.0 14.5 77.0 62.6 97.6 94.1: 2.4 5.9
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 : 121: 14 40 31 53 62 86 115:
Old : 121: 14 40 31 53 62 86 115:
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 21.2 59.4 33.8 32.6 13.5 38.3 19.4
Old : 46.3 21.2 59.4 33.8 32.6 13.5 38.3 19.4
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 18, 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 : 48,411: 10,373 15,523 1,790 30,525 23,151 42,688 40,464: 5,723 7,947
Old : 48,411: 10,373 15,523 1,790 30,525 23,151 42,688 40,464: 5,723 7,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -740: -158 -468 1,211 -1,002 -2,757 52 -2,014: -792 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.1 3.7 63.1 47.8 88.2 83.6: 11.8 16.4
Old : 100.0: 21.4 32.1 3.7 63.1 47.8 88.2 83.6: 11.8 16.4
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 : 102: 32 22 7 34 21 69 47:
Old : 102: 32 22 7 34 21 69 47:
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 : 26.4 40.7 37.3 55.3 26.4 40.7 36.9 54.2
Old : 26.4 40.7 37.3 55.3 26.4 40.7 36.9 54.2
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 with Delta-adjusted Options and Futures Combined, August 18, 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 : 96,823: 20,746 31,045 3,581 61,050 46,302 85,376 80,928: 11,446 15,895
Old : 96,823: 20,746 31,045 3,581 61,050 46,302 85,376 80,928: 11,446 15,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -1,480: -315 -936 2,423 -2,003 -5,513 104 -4,027: -1,584 2,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.1 3.7 63.1 47.8 88.2 83.6: 11.8 16.4
Old : 100.0: 21.4 32.1 3.7 63.1 47.8 88.2 83.6: 11.8 16.4
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 : 102: 32 22 7 34 21 69 47:
Old : 102: 32 22 7 34 21 69 47:
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 : 26.4 40.7 37.3 55.3 26.4 40.7 36.9 54.2
Old : 26.4 40.7 37.3 55.3 26.4 40.7 36.9 54.2
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 with Delta-adjusted Options and Futures Combined, August 18, 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 : 21,535: 19,079 20,759 46 2,020 678 21,145 21,483: 390 52
Old : 21,535: 19,079 20,759 46 2,020 678 21,145 21,483: 390 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 513: 941 823 -323 -100 0 518 500: -5 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 96.4 0.2 9.4 3.1 98.2 99.8: 1.8 0.2
Old : 100.0: 88.6 96.4 0.2 9.4 3.1 98.2 99.8: 1.8 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 : 37: 21 14 1 2 1 23 16:
Old : 37: 21 14 1 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 : 63.5 72.9 86.6 92.6 63.5 72.9 85.7 92.1
Old : 63.5 72.9 86.6 92.6 63.5 72.9 85.7 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 54,380: 40,328 30,662 21 13,944 23,635 54,293 54,318: 87 62
Old : 54,380: 40,328 30,662 21 13,944 23,635 54,293 54,318: 87 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 876: 156 528 0 735 360 891 888: -15 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 56.4 0.0 25.6 43.5 99.8 99.9: 0.2 0.1
Old : 100.0: 74.2 56.4 0.0 25.6 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 : 50: 7 21 1 5 17 12 39:
Old : 50: 7 21 1 5 17 12 39:
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 : 92.7 55.8 98.3 72.5 92.7 55.8 98.3 72.5
Old : 92.7 55.8 98.3 72.5 92.7 55.8 98.3 72.5
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 18, 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 : 38,156: 24,605 16,090 2,099 11,264 19,876 37,968 38,065: 188 91
Old : 38,156: 24,605 16,090 2,099 11,264 19,876 37,968 38,065: 188 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,015: -1,346 400 997 2,341 608 1,992 2,005: 23 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 42.2 5.5 29.5 52.1 99.5 99.8: 0.5 0.2
Old : 100.0: 64.5 42.2 5.5 29.5 52.1 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 : 41: 6 20 2 4 11 11 32:
Old : 41: 6 20 2 4 11 11 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 : 96.2 64.6 99.2 79.3 90.8 64.6 93.9 76.6
Old : 96.2 64.6 99.2 79.3 90.8 64.6 93.9 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015