WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 452,412: 93,191 129,622 133,053 186,370 145,869 412,614 408,544: 39,798 43,868
Old : 412,452: 85,897 127,463 119,290 170,692 126,901 375,879 373,653: 36,573 38,798
Other: 39,960: 14,726 9,592 6,331 15,678 18,968 36,735 34,891: 3,225 5,069
: : :
: : Changes in Commitments from: August 25, 2015 :
: 5,612: -10,519 12,698 6,422 7,383 -10,725 3,287 8,395: 2,325 -2,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.7 29.4 41.2 32.2 91.2 90.3: 8.8 9.7
Old : 100.0: 20.8 30.9 28.9 41.4 30.8 91.1 90.6: 8.9 9.4
Other: 100.0: 36.9 24.0 15.8 39.2 47.5 91.9 87.3: 8.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 111 124 145 105 110 313 301:
Old : 388: 125 118 137 104 107 306 294:
Other: 153: 26 42 36 43 56 95 111:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.3 19.1 18.0 11.2 8.7 18.5 14.3
Old : 12.3 10.7 19.9 19.1 11.7 9.7 19.3 15.8
Other: 39.4 30.3 51.4 44.9 37.9 29.9 49.1 43.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 189,701: 61,174 68,364 20,488 88,827 76,507 170,489 165,358: 19,212 24,343
Old : 168,738: 62,615 68,092 14,423 73,726 65,844 150,765 148,358: 17,974 20,380
Other: 20,963: 3,104 4,818 1,519 15,101 10,663 19,724 17,000: 1,238 3,963
: : :
: : Changes in Commitments from: August 25, 2015 :
: -6,212: -105 -1,866 -3,530 585 492 -3,049 -4,904: -3,162 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 36.0 10.8 46.8 40.3 89.9 87.2: 10.1 12.8
Old : 100.0: 37.1 40.4 8.5 43.7 39.0 89.3 87.9: 10.7 12.1
Other: 100.0: 14.8 23.0 7.2 72.0 50.9 94.1 81.1: 5.9 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 54 55 46 72 72 149 156:
Old : 210: 60 50 41 68 69 142 148:
Other: 90: 8 23 12 29 44 49 68:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 18.8 27.8 27.8 16.1 15.6 26.1 24.3
Old : 18.1 21.2 28.8 31.3 18.1 21.2 28.7 31.0
Other: 52.2 24.5 65.5 38.6 52.1 23.2 65.4 35.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,641,364: 385,270 236,112 412,965 702,225 740,910 1,500,460 1,389,986: 140,905 251,378
Old : 1,545,379: 379,574 248,304 380,126 658,450 684,564 1,418,150 1,312,993: 127,229 232,386
Other: 95,985: 28,467 10,579 10,068 43,775 56,346 82,310 76,993: 13,675 18,992
: : :
: : Changes in Commitments from: August 25, 2015 :
: -43,842: -2,130 13 3,312 -38,046 -34,000 -36,865 -30,674: -6,977 -13,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 14.4 25.2 42.8 45.1 91.4 84.7: 8.6 15.3
Old : 100.0: 24.6 16.1 24.6 42.6 44.3 91.8 85.0: 8.2 15.0
Other: 100.0: 29.7 11.0 10.5 45.6 58.7 85.8 80.2: 14.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 203 158 222 291 329 595 625:
Old : 767: 197 167 218 287 328 587 623:
Other: 321: 49 36 25 86 186 151 233:
:----------------------------------------------------------------------------------------------------
: 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 10.1 17.2 16.5 7.3 6.6 12.5 11.8
Old : 10.5 9.6 18.0 16.2 7.6 7.4 13.3 13.0
Other: 23.0 29.6 34.5 40.8 22.9 28.6 33.5 38.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 9,782: 751 2,625 1,353 5,644 3,742 7,749 7,721: 2,033 2,061
Old : 9,782: 751 2,625 1,353 5,644 3,742 7,749 7,721: 2,033 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 607: 161 -13 341 152 321 655 650: -48 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.8 13.8 57.7 38.3 79.2 78.9: 20.8 21.1
Old : 100.0: 7.7 26.8 13.8 57.7 38.3 79.2 78.9: 20.8 21.1
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 : 40: 7 12 7 20 13 29 30:
Old : 40: 7 12 7 20 13 29 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 : 41.0 43.7 55.9 57.4 35.2 38.7 44.5 46.6
Old : 41.0 43.7 55.9 57.4 35.2 38.7 44.5 46.6
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, September 01, 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 : 896,140: 134,056 124,310 299,401 406,844 378,535 840,301 802,245: 55,840 93,895
Old : 867,847: 131,958 122,473 292,344 391,037 362,930 815,339 777,748: 52,508 90,100
Other: 28,293: 4,728 4,466 4,427 15,806 15,605 24,962 24,498: 3,332 3,795
: : :
: : Changes in Commitments from: August 25, 2015 :
: 8,321: -2,451 12,143 10,747 2,132 -11,248 10,428 11,642: -2,107 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.9 33.4 45.4 42.2 93.8 89.5: 6.2 10.5
Old : 100.0: 15.2 14.1 33.7 45.1 41.8 93.9 89.6: 6.1 10.4
Other: 100.0: 16.7 15.8 15.6 55.9 55.2 88.2 86.6: 11.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 179 182 247 172 201 484 521:
Old : 618: 175 191 243 171 201 480 519:
Other: 202: 41 37 40 48 86 111 149:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.6 22.1 19.4 9.9 8.4 15.1 13.0
Old : 15.0 12.1 22.3 18.9 10.0 7.8 15.2 12.4
Other: 30.6 49.0 44.1 57.2 28.6 45.0 40.4 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 441,807: 104,095 103,423 108,702 198,336 196,245 411,133 408,370: 30,674 33,437
Old : 427,599: 106,594 103,430 102,398 190,049 189,452 399,041 395,280: 28,558 32,319
Other: 14,208: 1,189 3,680 2,616 8,287 6,793 12,092 13,090: 2,116 1,118
: : :
: : Changes in Commitments from: August 25, 2015 :
: -5,784: -1,121 2,714 1,556 -6,618 -10,292 -6,182 -6,021: 399 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 23.4 24.6 44.9 44.4 93.1 92.4: 6.9 7.6
Old : 100.0: 24.9 24.2 23.9 44.4 44.3 93.3 92.4: 6.7 7.6
Other: 100.0: 8.4 25.9 18.4 58.3 47.8 85.1 92.1: 14.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 95 95 111 88 72 251 235:
Old : 318: 104 94 110 86 71 249 233:
Other: 59: 9 15 13 28 11 46 33:
:----------------------------------------------------------------------------------------------------
: 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 23.3 16.0 29.6 8.6 20.7 15.5 26.8
Old : 9.4 23.4 16.4 29.5 8.9 21.2 15.9 27.1
Other: 23.6 45.0 38.5 67.6 19.7 39.5 34.3 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 640,786: 44,127 53,196 68,946 380,749 375,091 493,822 497,232: 146,963 143,553
Old : 640,786: 44,127 53,196 68,946 380,749 375,091 493,822 497,232: 146,963 143,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -7,898: 1,215 -2,911 15,024 -13,279 -3,985 2,960 8,129: -10,858 -16,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.3 10.8 59.4 58.5 77.1 77.6: 22.9 22.4
Old : 100.0: 6.9 8.3 10.8 59.4 58.5 77.1 77.6: 22.9 22.4
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 : 147: 27 29 33 72 77 113 125:
Old : 147: 27 29 33 72 77 113 125:
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 : 21.3 19.1 29.8 28.4 18.3 17.0 24.0 22.7
Old : 21.3 19.1 29.8 28.4 18.3 17.0 24.0 22.7
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, September 01, 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 : 623,116: 54,969 97,926 39,667 408,668 381,075 503,304 518,668: 119,812 104,448
Old : 623,116: 54,969 97,926 39,667 408,668 381,075 503,304 518,668: 119,812 104,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 553: -2,065 -3,723 25,491 -6,902 -16,898 16,524 4,870: -15,971 -4,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.7 6.4 65.6 61.2 80.8 83.2: 19.2 16.8
Old : 100.0: 8.8 15.7 6.4 65.6 61.2 80.8 83.2: 19.2 16.8
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 : 96: 13 14 13 51 53 71 73:
Old : 96: 13 14 13 51 53 71 73:
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 : 23.1 42.1 39.0 52.2 20.8 37.2 32.2 46.2
Old : 23.1 42.1 39.0 52.2 20.8 37.2 32.2 46.2
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,998: 1,506 61 675 2,460 3,872 4,641 4,608: 357 390
Old : 4,998: 1,506 61 675 2,460 3,872 4,641 4,608: 357 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -91: 173 2 -113 -157 -28 -97 -139: 6 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 1.2 13.5 49.2 77.5 92.9 92.2: 7.1 7.8
Old : 100.0: 30.1 1.2 13.5 49.2 77.5 92.9 92.2: 7.1 7.8
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 : 29: 12 1 4 12 14 25 19:
Old : 29: 12 1 4 12 14 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 53.8 69.3 72.6 37.6 43.4 47.6 54.1
Old : 49.8 53.8 69.3 72.6 37.6 43.4 47.6 54.1
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, September 01, 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 : 425,046: 112,349 46,771 79,159 179,878 261,834 371,386 387,764: 53,660 37,282
Old : 406,209: 112,985 45,497 73,836 168,243 251,300 355,064 370,633: 51,144 35,575
Other: 18,837: 806 2,716 3,881 11,635 10,534 16,322 17,130: 2,516 1,707
: : :
: : Changes in Commitments from: August 25, 2015 :
: -16,381: -6,065 4,689 -4,886 -4,733 -19,273 -15,685 -19,470: -696 3,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 11.0 18.6 42.3 61.6 87.4 91.2: 12.6 8.8
Old : 100.0: 27.8 11.2 18.2 41.4 61.9 87.4 91.2: 12.6 8.8
Other: 100.0: 4.3 14.4 20.6 61.8 55.9 86.6 90.9: 13.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 86 60 90 96 89 237 199:
Old : 273: 91 60 90 95 88 236 198:
Other: 72: 11 16 20 35 21 59 44:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 32.1 17.2 40.8 10.1 27.3 15.0 33.8
Old : 10.6 32.6 16.9 41.5 10.1 28.4 15.3 35.4
Other: 31.7 28.6 47.1 46.2 27.9 20.0 36.2 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 10,867: 1,442 3,078 1,533 5,310 4,875 8,284 9,486: 2,582 1,381
Old : 10,862: 1,442 3,081 1,530 5,310 4,875 8,281 9,486: 2,580 1,376
Other: 5: 3 0 0 0 0 3 0: 2 5
: : :
: : Changes in Commitments from: August 25, 2015 :
: -1,394: 91 -195 -1,426 21 113 -1,313 -1,508: -80 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 28.3 14.1 48.9 44.9 76.2 87.3: 23.8 12.7
Old : 100.0: 13.3 28.4 14.1 48.9 44.9 76.2 87.3: 23.8 12.7
Other: 100.0: 60.0 0.0 0.0 0.0 0.0 60.0 0.0: 40.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 18 16 19 11 48 39:
Old : 64: 19 19 16 19 11 48 39:
Other: 1: 1 0 0 0 0 1 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 : 35.5 37.6 44.1 50.3 32.1 36.8 39.5 47.3
Old : 35.5 37.6 44.1 50.3 32.1 36.8 39.5 47.3
Other: 60.0 0.0 60.0 0.0 60.0 0.0 60.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,258,499: 353,385 241,675 41,492 734,239 829,374 1,129,116 1,112,542: 129,382 145,957
Old : 1,258,499: 353,385 241,675 41,492 734,239 829,374 1,129,116 1,112,542: 129,382 145,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -142,959: -48,468 -16,720 -10,494 -76,884 -92,519 -135,847 -119,733: -7,113 -23,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.2 3.3 58.3 65.9 89.7 88.4: 10.3 11.6
Old : 100.0: 28.1 19.2 3.3 58.3 65.9 89.7 88.4: 10.3 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 : 273: 58 56 39 93 130 170 206:
Old : 273: 58 56 39 93 130 170 206:
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 : 18.8 21.0 31.3 30.0 18.7 19.8 31.0 28.0
Old : 18.8 21.0 31.3 30.0 18.7 19.8 31.0 28.0
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, September 01, 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 : 3,330,612: 387,839 413,605 302,089 2,277,169 2,150,116 2,967,097 2,865,810: 363,516 464,803
Old : 3,330,612: 387,839 413,605 302,089 2,277,169 2,150,116 2,967,097 2,865,810: 363,516 464,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -138,195: -327 23,973 17,158 -55,320 -92,451 -38,489 -51,321: -99,707 -86,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.4 9.1 68.4 64.6 89.1 86.0: 10.9 14.0
Old : 100.0: 11.6 12.4 9.1 68.4 64.6 89.1 86.0: 10.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 73 85 89 171 186 296 308:
Old : 376: 73 85 89 171 186 296 308:
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 : 30.1 18.3 38.5 25.8 27.3 15.4 33.8 20.6
Old : 30.1 18.3 38.5 25.8 27.3 15.4 33.8 20.6
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, September 01, 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 : 2,539,479: 380,511 583,347 189,573 1,689,546 1,404,879 2,259,630 2,177,799: 279,849 361,680
Old : 2,539,479: 380,511 583,347 189,573 1,689,546 1,404,879 2,259,630 2,177,799: 279,849 361,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -122,454: -38,550 33,639 -5,740 -32,427 -88,433 -76,717 -60,533: -45,737 -61,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.0 7.5 66.5 55.3 89.0 85.8: 11.0 14.2
Old : 100.0: 15.0 23.0 7.5 66.5 55.3 89.0 85.8: 11.0 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 : 293: 56 65 57 117 146 204 237:
Old : 293: 56 65 57 117 146 204 237:
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 : 23.6 15.2 35.4 24.1 20.4 15.1 28.2 21.5
Old : 23.6 15.2 35.4 24.1 20.4 15.1 28.2 21.5
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, September 01, 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 : 827,389: 43,632 120,023 140,401 619,965 514,548 803,997 774,971: 23,392 52,418
Old : 827,389: 43,632 120,023 140,401 619,965 514,548 803,997 774,971: 23,392 52,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -72,635: -8,054 -13,254 3,435 -69,983 -64,563 -74,602 -74,382: 1,967 1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.5 17.0 74.9 62.2 97.2 93.7: 2.8 6.3
Old : 100.0: 5.3 14.5 17.0 74.9 62.2 97.2 93.7: 2.8 6.3
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 : 130: 18 36 34 56 67 94 121:
Old : 130: 18 36 34 56 67 94 121:
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 : 42.1 18.9 56.1 30.1 31.7 14.4 38.3 22.1
Old : 42.1 18.9 56.1 30.1 31.7 14.4 38.3 22.1
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, September 01, 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 : 45,244: 8,447 14,196 1,956 29,405 20,632 39,808 36,784: 5,436 8,460
Old : 45,244: 8,447 14,196 1,956 29,405 20,632 39,808 36,784: 5,436 8,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -3,656: -1,553 -3,530 361 -730 -1,770 -1,922 -4,939: -1,734 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 31.4 4.3 65.0 45.6 88.0 81.3: 12.0 18.7
Old : 100.0: 18.7 31.4 4.3 65.0 45.6 88.0 81.3: 12.0 18.7
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 : 85: 21 20 7 33 21 58 44:
Old : 85: 21 20 7 33 21 58 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 : 31.1 41.9 46.8 56.9 31.1 40.9 44.3 55.9
Old : 31.1 41.9 46.8 56.9 31.1 40.9 44.3 55.9
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, September 01, 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 : 90,487: 16,894 28,392 3,912 58,811 41,264 79,616 73,568: 10,871 16,919
Old : 90,487: 16,894 28,392 3,912 58,811 41,264 79,616 73,568: 10,871 16,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -7,313: -3,107 -7,060 722 -1,459 -3,540 -3,844 -9,878: -3,469 2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 31.4 4.3 65.0 45.6 88.0 81.3: 12.0 18.7
Old : 100.0: 18.7 31.4 4.3 65.0 45.6 88.0 81.3: 12.0 18.7
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 : 85: 21 20 7 33 21 58 44:
Old : 85: 21 20 7 33 21 58 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 : 31.1 41.9 46.8 56.9 31.1 40.9 44.3 55.9
Old : 31.1 41.9 46.8 56.9 31.1 40.9 44.3 55.9
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,841: 17,978 19,657 455 2,020 678 20,453 20,790: 388 51
Old : 20,841: 17,978 19,657 455 2,020 678 20,453 20,790: 388 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -429: -378 -818 392 -400 0 -386 -426: -43 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 94.3 2.2 9.7 3.3 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 94.3 2.2 9.7 3.3 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 24 15:
Old : 36: 21 13 2 2 1 24 15:
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 : 61.3 74.7 83.1 93.5 61.1 74.1 82.5 90.8
Old : 61.3 74.7 83.1 93.5 61.1 74.1 82.5 90.8
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, September 01, 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 : 54,801: 41,401 30,489 841 11,673 23,414 53,915 54,744: 886 57
Old : 54,801: 41,401 30,489 841 11,673 23,414 53,915 54,744: 886 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 793: 1,542 -181 820 -1,615 164 747 803: 46 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 55.6 1.5 21.3 42.7 98.4 99.9: 1.6 0.1
Old : 100.0: 75.5 55.6 1.5 21.3 42.7 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 : 48: 7 19 2 5 17 12 38:
Old : 48: 7 19 2 5 17 12 38:
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 : 89.8 55.6 95.6 72.6 88.3 55.6 94.1 72.6
Old : 89.8 55.6 95.6 72.6 88.3 55.6 94.1 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, September 01, 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 : 35,472: 23,477 13,844 1,435 10,365 20,125 35,277 35,404: 195 68
Old : 35,472: 23,477 13,844 1,435 10,365 20,125 35,277 35,404: 195 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -2,442: -659 -1,476 -633 -1,109 -296 -2,401 -2,405: -41 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 39.0 4.0 29.2 56.7 99.5 99.8: 0.5 0.2
Old : 100.0: 66.2 39.0 4.0 29.2 56.7 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 : 37: 8 14 2 5 12 14 27:
Old : 37: 8 14 2 5 12 14 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 71.1 98.3 85.3 90.6 71.1 94.4 83.9
Old : 94.5 71.1 98.3 85.3 90.6 71.1 94.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015