WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 446,800: 103,710 116,924 126,631 178,987 156,594 409,328 400,149: 37,473 46,651
Old : 409,827: 96,112 115,001 114,588 164,835 138,465 375,535 368,055: 34,292 41,772
Other: 36,973: 14,174 8,499 5,468 14,152 18,128 33,793 32,095: 3,180 4,879
: : :
: : Changes in Commitments from: August 18, 2015 :
: -88,311: -8,342 -2,788 -61,682 -17,531 -24,382 -87,555 -88,852: -756 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.2 28.3 40.1 35.0 91.6 89.6: 8.4 10.4
Old : 100.0: 23.5 28.1 28.0 40.2 33.8 91.6 89.8: 8.4 10.2
Other: 100.0: 38.3 23.0 14.8 38.3 49.0 91.4 86.8: 8.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 118 117 143 99 110 310 290:
Old : 379: 124 110 137 99 110 303 289:
Other: 139: 23 41 25 36 51 76 102:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 9.5 20.4 17.9 11.7 8.7 19.7 15.2
Old : 13.0 10.3 21.4 19.5 12.2 9.5 20.6 17.2
Other: 43.0 31.3 55.8 45.0 41.1 30.8 53.1 43.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 195,913: 61,278 70,230 24,018 88,242 76,014 173,538 170,262: 22,375 25,651
Old : 176,645: 63,007 70,054 18,282 73,942 66,340 155,232 154,676: 21,414 21,969
Other: 19,268: 2,946 4,850 1,061 14,300 9,675 18,307 15,586: 961 3,682
: : :
: : Changes in Commitments from: August 18, 2015 :
: -16,128: -989 1,697 -12,039 -2,844 -5,354 -15,872 -15,695: -256 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 35.8 12.3 45.0 38.8 88.6 86.9: 11.4 13.1
Old : 100.0: 35.7 39.7 10.3 41.9 37.6 87.9 87.6: 12.1 12.4
Other: 100.0: 15.3 25.2 5.5 74.2 50.2 95.0 80.9: 5.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 52 60 50 72 69 151 159:
Old : 209: 56 58 46 71 66 148 153:
Other: 85: 9 20 13 27 42 48 64:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 18.7 27.0 27.7 15.7 15.2 25.1 23.6
Old : 17.4 20.8 27.4 30.7 17.4 20.6 27.3 29.9
Other: 59.1 25.3 72.7 41.0 59.0 24.3 72.4 38.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,685,206: 387,400 236,099 409,653 740,271 774,910 1,537,324 1,420,661: 147,882 264,545
Old : 127,210: 46,481 24,612 1,365 54,199 85,873 102,045 111,850: 25,165 15,360
Other: 1,557,996: 383,724 254,292 365,482 686,072 689,037 1,435,279 1,308,811: 122,717 249,185
: : :
: : Changes in Commitments from: August 18, 2015 :
: -227,042: -11,949 -19,200 -156,165 -52,796 -53,323 -220,910 -228,687: -6,132 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.0 24.3 43.9 46.0 91.2 84.3: 8.8 15.7
Old : 100.0: 36.5 19.3 1.1 42.6 67.5 80.2 87.9: 19.8 12.1
Other: 100.0: 24.6 16.3 23.5 44.0 44.2 92.1 84.0: 7.9 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 184 168 232 337 340 641 640:
Old : 388: 64 35 2 183 138 249 173:
Other: 763: 182 178 216 282 337 569 632:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 10.1 16.8 16.0 7.1 5.9 12.5 10.8
Old : 20.8 41.0 30.7 54.4 20.8 41.0 30.7 54.0
Other: 10.6 8.4 18.1 14.5 7.6 5.9 13.4 10.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 9,175: 590 2,638 1,012 5,491 3,421 7,094 7,071: 2,082 2,105
Old : 9,175: 590 2,638 1,012 5,491 3,421 7,094 7,071: 2,082 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -947: -222 -137 131 -841 -895 -932 -901: -15 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 28.7 11.0 59.8 37.3 77.3 77.1: 22.7 22.9
Old : 100.0: 6.4 28.7 11.0 59.8 37.3 77.3 77.1: 22.7 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 : 39: 7 12 7 18 13 27 30:
Old : 39: 7 12 7 18 13 27 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 : 39.8 43.8 54.0 55.6 37.8 39.7 46.6 48.3
Old : 39.8 43.8 54.0 55.6 37.8 39.7 46.6 48.3
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 25, 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 : 887,819: 136,507 112,167 288,654 404,712 389,783 829,872 790,603: 57,947 97,216
Old : 861,175: 133,865 110,336 282,889 389,858 374,471 806,612 767,696: 54,563 93,479
Other: 26,644: 4,625 3,813 3,782 14,853 15,312 23,260 22,907: 3,384 3,737
: : :
: : Changes in Commitments from: August 18, 2015 :
: -11,929: -19,812 7,592 -4,278 9,246 -22,143 -14,844 -18,828: 2,915 6,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.6 32.5 45.6 43.9 93.5 89.1: 6.5 10.9
Old : 100.0: 15.5 12.8 32.8 45.3 43.5 93.7 89.1: 6.3 10.9
Other: 100.0: 17.4 14.3 14.2 55.7 57.5 87.3 86.0: 12.7 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 171 185 244 167 202 476 516:
Old : 606: 170 188 242 165 202 473 514:
Other: 193: 37 38 38 45 82 106 142:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 12.7 21.9 19.9 9.7 8.5 14.7 12.8
Old : 14.9 12.0 22.1 19.4 9.7 7.9 14.7 12.2
Other: 29.0 52.0 42.3 60.0 27.3 47.9 38.9 55.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 447,591: 105,216 100,709 107,146 204,954 206,537 417,315 414,391: 30,275 33,199
Old : 23,367: 5,523 5,124 26 15,534 15,928 21,083 21,078: 2,284 2,289
Other: 424,224: 105,629 101,521 101,184 189,420 190,609 396,232 393,313: 27,991 30,910
: : :
: : Changes in Commitments from: August 18, 2015 :
: 17,745: -4,430 -5,498 12,249 9,172 9,173 16,990 15,925: 755 1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 22.5 23.9 45.8 46.1 93.2 92.6: 6.8 7.4
Old : 100.0: 23.6 21.9 0.1 66.5 68.2 90.2 90.2: 9.8 9.8
Other: 100.0: 24.9 23.9 23.9 44.7 44.9 93.4 92.7: 6.6 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 93 84 106 94 75 252 229:
Old : 87: 20 16 2 32 22 53 39:
Other: 313: 92 91 102 93 74 247 225:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 24.5 15.4 31.1 8.1 22.0 14.7 28.1
Old : 43.7 44.4 59.4 61.7 43.7 44.4 59.4 61.4
Other: 8.9 23.7 15.8 30.5 8.5 21.2 15.3 27.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 648,683: 42,912 56,106 53,922 394,028 379,076 490,862 489,103: 157,821 159,580
Old : 648,683: 42,912 56,106 53,922 394,028 379,076 490,862 489,103: 157,821 159,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -29,186: -13,894 5,701 -27,305 -2,256 -11,684 -43,455 -33,288: 14,269 4,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.6 8.3 60.7 58.4 75.7 75.4: 24.3 24.6
Old : 100.0: 6.6 8.6 8.3 60.7 58.4 75.7 75.4: 24.3 24.6
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 : 141: 29 25 33 69 74 111 119:
Old : 141: 29 25 33 69 74 111 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 17.7 30.3 27.3 18.9 14.1 24.3 19.7
Old : 21.9 17.7 30.3 27.3 18.9 14.1 24.3 19.7
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 25, 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 : 622,564: 57,034 101,649 14,176 415,570 397,973 486,780 513,798: 135,784 108,766
Old : 622,564: 57,034 101,649 14,176 415,570 397,973 486,780 513,798: 135,784 108,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 10,262: 1,664 6,907 2,793 -5,669 -12,805 -1,212 -3,105: 11,474 13,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.3 2.3 66.8 63.9 78.2 82.5: 21.8 17.5
Old : 100.0: 9.2 16.3 2.3 66.8 63.9 78.2 82.5: 21.8 17.5
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 : 96: 15 14 13 50 50 71 71:
Old : 96: 15 14 13 50 50 71 71:
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 : 22.2 39.0 36.2 50.1 20.5 38.3 31.0 47.0
Old : 22.2 39.0 36.2 50.1 20.5 38.3 31.0 47.0
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 25, 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 : 5,089: 1,333 59 788 2,617 3,900 4,738 4,747: 351 342
Old : 5,089: 1,333 59 788 2,617 3,900 4,738 4,747: 351 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -422: -269 53 -245 89 -164 -425 -356: 3 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.2 15.5 51.4 76.6 93.1 93.3: 6.9 6.7
Old : 100.0: 26.2 1.2 15.5 51.4 76.6 93.1 93.3: 6.9 6.7
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 : 32: 12 2 6 13 14 28 21:
Old : 32: 12 2 6 13 14 28 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 : 49.0 51.0 67.7 70.8 34.2 42.1 44.8 53.7
Old : 49.0 51.0 67.7 70.8 34.2 42.1 44.8 53.7
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 25, 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 : 441,427: 118,415 42,081 84,045 184,611 281,107 387,071 407,233: 54,357 34,194
Old : 31,181: 8,752 2,901 2 16,951 23,987 25,705 26,890: 5,476 4,291
Other: 410,246: 118,360 47,878 75,345 167,660 257,120 361,366 380,343: 48,881 29,903
: : :
: : Changes in Commitments from: August 18, 2015 :
: -5,085: -5,662 -12,866 -3,502 4,507 9,879 -4,657 -6,489: -428 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.5 19.0 41.8 63.7 87.7 92.3: 12.3 7.7
Old : 100.0: 28.1 9.3 0.0 54.4 76.9 82.4 86.2: 17.6 13.8
Other: 100.0: 28.9 11.7 18.4 40.9 62.7 88.1 92.7: 11.9 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 92 57 100 98 91 252 204:
Old : 119: 33 10 2 32 47 66 58:
Other: 281: 95 64 96 97 87 247 199:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 33.8 16.6 42.3 9.6 29.6 14.4 36.0
Old : 26.8 46.5 43.9 57.1 26.0 46.3 43.1 56.9
Other: 10.2 33.1 16.7 41.8 9.9 28.5 14.9 35.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 12,260: 1,350 3,273 2,959 5,289 4,762 9,598 10,994: 2,662 1,267
Old : 12,260: 1,350 3,273 2,959 5,289 4,762 9,598 10,994: 2,662 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -133: -419 7 -179 601 209 3 37: -136 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 26.7 24.1 43.1 38.8 78.3 89.7: 21.7 10.3
Old : 100.0: 11.0 26.7 24.1 43.1 38.8 78.3 89.7: 21.7 10.3
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 : 66: 16 19 25 17 11 53 46:
Old : 66: 16 19 25 17 11 53 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 : 32.6 35.6 42.6 48.9 29.1 31.8 35.6 41.0
Old : 32.6 35.6 42.6 48.9 29.1 31.8 35.6 41.0
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 25, 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 : 1,401,458: 401,853 258,395 51,987 811,123 921,893 1,264,963 1,232,275: 136,495 169,183
Old : 1,401,458: 401,853 258,395 51,987 811,123 921,893 1,264,963 1,232,275: 136,495 169,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -101,383: -27,747 -61,452 -32,493 -67,471 -27,949 -127,711 -121,893: 26,328 20,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 18.4 3.7 57.9 65.8 90.3 87.9: 9.7 12.1
Old : 100.0: 28.7 18.4 3.7 57.9 65.8 90.3 87.9: 9.7 12.1
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 : 289: 62 59 38 100 138 180 217:
Old : 289: 62 59 38 100 138 180 217:
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 : 20.1 19.3 31.5 29.6 20.0 18.0 30.7 26.0
Old : 20.1 19.3 31.5 29.6 20.0 18.0 30.7 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 3,468,808: 388,166 389,633 284,931 2,332,489 2,242,567 3,005,585 2,917,130: 463,222 551,677
Old : 3,468,808: 388,166 389,633 284,931 2,332,489 2,242,567 3,005,585 2,917,130: 463,222 551,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 7,285: -52,698 -15,995 -24,376 -40,366 -31,436 -117,440 -71,807: 124,725 79,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.2 8.2 67.2 64.6 86.6 84.1: 13.4 15.9
Old : 100.0: 11.2 11.2 8.2 67.2 64.6 86.6 84.1: 13.4 15.9
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 : 363: 71 88 91 165 174 292 298:
Old : 363: 71 88 91 165 174 292 298:
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 : 30.3 18.5 38.2 27.3 27.7 15.3 33.1 21.1
Old : 30.3 18.5 38.2 27.3 27.7 15.3 33.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 2,661,933: 419,061 549,708 195,313 1,721,973 1,493,312 2,336,347 2,238,332: 325,586 423,601
Old : 2,661,933: 419,061 549,708 195,313 1,721,973 1,493,312 2,336,347 2,238,332: 325,586 423,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 125,060: 2,812 46,115 -1,744 75,603 41,015 76,671 85,387: 48,389 39,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.7 7.3 64.7 56.1 87.8 84.1: 12.2 15.9
Old : 100.0: 15.7 20.7 7.3 64.7 56.1 87.8 84.1: 12.2 15.9
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 : 282: 51 63 52 113 140 197 222:
Old : 282: 51 63 52 113 140 197 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 13.4 36.5 21.4 21.6 13.1 29.0 18.8
Old : 24.5 13.4 36.5 21.4 21.6 13.1 29.0 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 25, 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 : 900,024: 51,686 133,276 136,966 689,947 579,111 878,599 849,353: 21,425 50,671
Old : 900,024: 51,686 133,276 136,966 689,947 579,111 878,599 849,353: 21,425 50,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 31,404: -1,177 -14,678 10,823 21,467 35,726 31,114 31,872: 290 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 14.8 15.2 76.7 64.3 97.6 94.4: 2.4 5.6
Old : 100.0: 5.7 14.8 15.2 76.7 64.3 97.6 94.4: 2.4 5.6
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 : 128: 18 35 34 56 67 94 120:
Old : 128: 18 35 34 56 67 94 120:
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 : 45.1 20.9 59.0 33.3 31.8 13.1 36.9 20.4
Old : 45.1 20.9 59.0 33.3 31.8 13.1 36.9 20.4
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 25, 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 : 48,900: 10,000 17,726 1,595 30,135 22,402 41,730 41,723: 7,170 7,177
Old : 48,900: 10,000 17,726 1,595 30,135 22,402 41,730 41,723: 7,170 7,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 489: -373 2,204 -195 -390 -749 -958 1,259: 1,447 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 36.2 3.3 61.6 45.8 85.3 85.3: 14.7 14.7
Old : 100.0: 20.5 36.2 3.3 61.6 45.8 85.3 85.3: 14.7 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 : 91: 21 27 8 33 21 59 51:
Old : 91: 21 27 8 33 21 59 51:
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 : 29.0 41.8 43.3 56.8 29.0 41.2 42.0 56.1
Old : 29.0 41.8 43.3 56.8 29.0 41.2 42.0 56.1
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 25, 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 : 97,800: 20,001 35,452 3,190 60,270 44,805 83,460 83,446: 14,340 14,354
Old : 97,800: 20,001 35,452 3,190 60,270 44,805 83,460 83,446: 14,340 14,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 977: -745 4,407 -391 -780 -1,498 -1,916 2,519: 2,893 -1,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 36.2 3.3 61.6 45.8 85.3 85.3: 14.7 14.7
Old : 100.0: 20.5 36.2 3.3 61.6 45.8 85.3 85.3: 14.7 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 : 91: 21 27 8 33 21 59 51:
Old : 91: 21 27 8 33 21 59 51:
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 : 29.0 41.8 43.3 56.8 29.0 41.2 42.0 56.1
Old : 29.0 41.8 43.3 56.8 29.0 41.2 42.0 56.1
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 25, 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 : 21,270: 18,356 20,475 63 2,420 678 20,839 21,216: 431 54
Old : 21,270: 18,356 20,475 63 2,420 678 20,839 21,216: 431 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -265: -723 -284 17 400 0 -306 -267: 41 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 96.3 0.3 11.4 3.2 98.0 99.7: 2.0 0.3
Old : 100.0: 86.3 96.3 0.3 11.4 3.2 98.0 99.7: 2.0 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 : 34: 20 12 1 2 1 22 14:
Old : 34: 20 12 1 2 1 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 73.3 82.8 95.4 59.6 73.3 82.5 93.9
Old : 59.9 73.3 82.8 95.4 59.6 73.3 82.5 93.9
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 with Delta-adjusted Options and Futures Combined, August 25, 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 : 54,008: 39,859 30,670 21 13,288 23,250 53,168 53,941: 840 67
Old : 54,008: 39,859 30,670 21 13,288 23,250 53,168 53,941: 840 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -372: -469 8 0 -656 -385 -1,125 -377: 753 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 56.8 0.0 24.6 43.0 98.4 99.9: 1.6 0.1
Old : 100.0: 73.8 56.8 0.0 24.6 43.0 98.4 99.9: 1.6 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: 6 19 1 5 17 11 37:
Old : 47: 6 19 1 5 17 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 : 90.7 55.4 96.2 72.4 90.7 55.4 96.2 72.4
Old : 90.7 55.4 96.2 72.4 90.7 55.4 96.2 72.4
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 25, 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 : 37,914: 24,136 15,320 2,068 11,474 20,421 37,678 37,809: 236 105
Old : 37,914: 24,136 15,320 2,068 11,474 20,421 37,678 37,809: 236 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -242: -469 -770 -31 210 545 -290 -256: 48 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 40.4 5.5 30.3 53.9 99.4 99.7: 0.6 0.3
Old : 100.0: 63.7 40.4 5.5 30.3 53.9 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 17 2 5 11 12 29:
Old : 38: 6 17 2 5 11 12 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 : 94.6 66.2 98.8 81.1 89.3 66.2 93.5 78.1
Old : 94.6 66.2 98.8 81.1 89.3 66.2 93.5 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015