WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 459,768: 86,324 141,567 139,298 193,904 133,485 419,526 414,350: 40,243 45,418
Old : 413,981: 79,617 136,910 123,274 174,690 114,002 377,582 374,187: 36,399 39,794
Other: 45,788: 15,136 13,087 7,594 19,214 19,483 41,944 40,164: 3,844 5,624
: : :
: : Changes in Commitments from: September 1, 2015 :
: 7,356: -6,868 11,945 6,244 7,534 -12,384 6,911 5,806: 445 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.8 30.3 42.2 29.0 91.2 90.1: 8.8 9.9
Old : 100.0: 19.2 33.1 29.8 42.2 27.5 91.2 90.4: 8.8 9.6
Other: 100.0: 33.1 28.6 16.6 42.0 42.6 91.6 87.7: 8.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 125 130 152 109 107 326 316:
Old : 403: 130 129 144 108 103 316 308:
Other: 155: 34 38 32 48 54 101 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 9.6 19.2 17.9 11.1 8.9 18.3 14.4
Old : 12.4 10.6 20.5 18.6 11.7 10.1 19.1 16.1
Other: 34.3 30.2 47.4 45.6 33.0 29.8 44.9 45.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 192,958: 61,053 70,580 22,163 90,229 76,410 173,445 169,154: 19,513 23,804
Old : 169,597: 62,450 69,591 15,859 73,275 64,133 151,584 149,584: 18,013 20,013
Other: 23,362: 3,121 5,507 1,786 16,954 12,277 21,861 19,570: 1,500 3,792
: : :
: : Changes in Commitments from: September 1, 2015 :
: 3,257: -121 2,217 1,675 1,402 -96 2,956 3,796: 301 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 36.6 11.5 46.8 39.6 89.9 87.7: 10.1 12.3
Old : 100.0: 36.8 41.0 9.4 43.2 37.8 89.4 88.2: 10.6 11.8
Other: 100.0: 13.4 23.6 7.6 72.6 52.6 93.6 83.8: 6.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 53 63 47 77 72 152 164:
Old : 215: 60 55 41 73 67 144 153:
Other: 102: 10 25 11 32 49 53 75:
:----------------------------------------------------------------------------------------------------
: 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 18.9 27.5 27.3 15.8 15.4 25.5 23.8
Old : 17.9 21.3 28.9 30.9 17.9 21.3 28.9 30.8
Other: 51.4 22.7 65.9 36.1 50.2 21.1 64.6 32.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,682,121: 382,116 272,358 426,444 725,231 733,172 1,533,791 1,431,974: 148,330 250,147
Old : 1,584,816: 378,422 284,410 390,944 681,268 678,114 1,450,634 1,353,467: 134,182 231,349
Other: 97,305: 27,840 12,095 11,354 43,963 55,058 83,157 78,507: 14,148 18,798
: : :
: : Changes in Commitments from: September 1, 2015 :
: 40,757: -3,154 36,246 13,480 23,006 -7,738 33,332 41,988: 7,425 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.2 25.4 43.1 43.6 91.2 85.1: 8.8 14.9
Old : 100.0: 23.9 17.9 24.7 43.0 42.8 91.5 85.4: 8.5 14.6
Other: 100.0: 28.6 12.4 11.7 45.2 56.6 85.5 80.7: 14.5 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 192 176 227 297 336 602 636:
Old : 774: 187 181 221 294 334 594 632:
Other: 326: 51 37 30 89 189 157 240:
:----------------------------------------------------------------------------------------------------
: 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 17.1 16.7 7.0 6.6 12.2 11.6
Old : 10.4 9.6 17.8 16.3 7.3 7.4 12.9 12.7
Other: 21.6 28.7 33.3 39.5 21.6 27.6 32.1 37.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 10,225: 864 2,729 1,508 5,750 3,900 8,122 8,137: 2,102 2,088
Old : 10,225: 864 2,729 1,508 5,750 3,900 8,122 8,137: 2,102 2,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 443: 113 104 154 106 157 374 416: 69 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 26.7 14.7 56.2 38.1 79.4 79.6: 20.6 20.4
Old : 100.0: 8.5 26.7 14.7 56.2 38.1 79.4 79.6: 20.6 20.4
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 : 42: 9 12 7 19 12 29 30:
Old : 42: 9 12 7 19 12 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 : 40.1 43.8 55.1 58.5 33.4 38.7 42.3 46.9
Old : 40.1 43.8 55.1 58.5 33.4 38.7 42.3 46.9
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 08, 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 : 897,429: 140,140 127,177 298,276 400,829 379,695 839,245 805,148: 58,184 92,280
Old : 870,172: 139,268 125,051 291,710 384,741 365,279 815,718 782,040: 54,454 88,133
Other: 27,256: 3,278 4,532 4,161 16,088 14,416 23,527 23,109: 3,730 4,148
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,289: 6,084 2,867 -1,125 -6,015 1,160 -1,056 2,903: 2,344 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.2 33.2 44.7 42.3 93.5 89.7: 6.5 10.3
Old : 100.0: 16.0 14.4 33.5 44.2 42.0 93.7 89.9: 6.3 10.1
Other: 100.0: 12.0 16.6 15.3 59.0 52.9 86.3 84.8: 13.7 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 169 201 256 172 199 498 521:
Old : 621: 167 207 252 171 198 494 518:
Other: 204: 46 35 39 48 90 112 151:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.8 22.1 20.0 9.4 8.7 14.8 13.4
Old : 14.7 12.5 22.1 19.7 9.3 8.2 14.7 13.0
Other: 32.4 46.9 43.9 55.0 31.4 42.8 40.5 49.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 457,841: 106,165 103,985 116,114 201,569 205,255 423,848 425,353: 33,993 32,488
Old : 441,560: 109,023 103,845 108,410 192,359 197,459 409,791 409,714: 31,769 31,846
Other: 16,280: 1,460 4,457 3,386 9,210 7,795 14,057 15,638: 2,224 642
: : :
: : Changes in Commitments from: September 1, 2015 :
: 16,034: 2,070 562 7,411 3,233 9,009 12,714 16,983: 3,319 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.7 25.4 44.0 44.8 92.6 92.9: 7.4 7.1
Old : 100.0: 24.7 23.5 24.6 43.6 44.7 92.8 92.8: 7.2 7.2
Other: 100.0: 9.0 27.4 20.8 56.6 47.9 86.3 96.1: 13.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 94 95 117 92 75 261 235:
Old : 320: 100 96 116 90 74 259 233:
Other: 67: 9 21 15 29 12 51 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 23.6 15.6 29.8 8.4 20.9 15.1 26.6
Old : 9.2 23.7 16.1 29.7 8.7 21.0 15.5 26.9
Other: 23.9 43.6 38.8 65.4 19.3 37.6 32.6 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 614,898: 42,941 53,767 62,809 356,980 354,976 462,729 471,551: 152,169 143,346
Old : 614,898: 42,941 53,767 62,809 356,980 354,976 462,729 471,551: 152,169 143,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -25,888: -1,187 571 -6,137 -23,770 -20,115 -31,093 -25,681: 5,206 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.7 10.2 58.1 57.7 75.3 76.7: 24.7 23.3
Old : 100.0: 7.0 8.7 10.2 58.1 57.7 75.3 76.7: 24.7 23.3
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 : 148: 21 35 34 75 79 116 128:
Old : 148: 21 35 34 75 79 116 128:
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 : 21.5 20.1 30.0 27.7 18.1 18.0 23.8 23.7
Old : 21.5 20.1 30.0 27.7 18.1 18.0 23.8 23.7
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 08, 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 : 616,818: 53,346 104,286 34,068 410,153 374,606 497,567 512,960: 119,251 103,858
Old : 616,818: 53,346 104,286 34,068 410,153 374,606 497,567 512,960: 119,251 103,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,298: -1,623 6,360 -5,599 1,485 -6,469 -5,737 -5,708: -561 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.9 5.5 66.5 60.7 80.7 83.2: 19.3 16.8
Old : 100.0: 8.6 16.9 5.5 66.5 60.7 80.7 83.2: 19.3 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 : 95: 13 15 14 49 50 70 71:
Old : 95: 13 15 14 49 50 70 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 : 23.4 41.8 38.5 51.8 21.8 38.2 32.8 47.4
Old : 23.4 41.8 38.5 51.8 21.8 38.2 32.8 47.4
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 08, 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 : 4,801: 1,373 62 665 2,429 3,777 4,467 4,504: 334 297
Old : 4,801: 1,373 62 665 2,429 3,777 4,467 4,504: 334 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -197: -133 1 -10 -31 -95 -174 -104: -23 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.3 13.9 50.6 78.7 93.0 93.8: 7.0 6.2
Old : 100.0: 28.6 1.3 13.9 50.6 78.7 93.0 93.8: 7.0 6.2
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 : 32: 13 1 6 13 14 28 21:
Old : 32: 13 1 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 : 48.1 53.9 67.2 73.4 36.9 43.7 47.3 53.8
Old : 48.1 53.9 67.2 73.4 36.9 43.7 47.3 53.8
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 08, 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 : 435,946: 112,408 49,987 85,077 183,758 266,422 381,243 401,487: 54,703 34,460
Old : 416,439: 112,945 48,299 79,470 172,111 256,053 364,526 383,822: 51,913 32,618
Other: 19,507: 892 3,118 4,178 11,647 10,369 16,718 17,665: 2,789 1,842
: : :
: : Changes in Commitments from: September 1, 2015 :
: 10,900: 59 3,216 5,918 3,881 4,588 9,857 13,723: 1,043 -2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.5 19.5 42.2 61.1 87.5 92.1: 12.5 7.9
Old : 100.0: 27.1 11.6 19.1 41.3 61.5 87.5 92.2: 12.5 7.8
Other: 100.0: 4.6 16.0 21.4 59.7 53.2 85.7 90.6: 14.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 88 67 94 100 91 245 211:
Old : 287: 94 66 94 99 90 244 210:
Other: 76: 10 18 20 38 21 63 45:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 32.7 18.2 41.3 9.8 26.5 14.5 32.8
Old : 10.8 33.1 17.9 41.9 9.8 27.5 14.7 34.2
Other: 30.9 29.0 45.5 47.5 27.5 20.4 35.6 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 11,020: 1,662 3,472 1,498 5,297 4,888 8,456 9,858: 2,563 1,162
Old : 11,003: 1,657 3,482 1,488 5,297 4,888 8,441 9,858: 2,561 1,145
Other: 17: 15 0 0 0 0 15 0: 2 17
: : :
: : Changes in Commitments from: September 1, 2015 :
: 153: 220 394 -35 -13 13 172 372: -19 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 31.5 13.6 48.1 44.4 76.7 89.5: 23.3 10.5
Old : 100.0: 15.1 31.6 13.5 48.1 44.4 76.7 89.6: 23.3 10.4
Other: 100.0: 88.2 0.0 0.0 0.0 0.0 88.2 0.0: 11.8 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 18 21 18 19 10 50 40:
Old : 66: 18 22 18 19 10 50 40:
Other: 3: 3 0 0 0 0 3 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 : 33.3 38.7 43.0 51.6 30.4 37.5 38.2 48.4
Old : 33.3 38.8 43.0 51.7 30.5 37.5 38.3 48.4
Other: 88.2 0.0 88.2 0.0 88.2 0.0 88.2 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 08, 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 : 1,187,889: 320,843 261,038 47,561 696,219 737,928 1,064,624 1,046,527: 123,265 141,362
Old : 1,187,889: 320,843 261,038 47,561 696,219 737,928 1,064,624 1,046,527: 123,265 141,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -70,610: -32,542 19,363 6,069 -38,020 -91,446 -64,493 -66,014: -6,117 -4,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 22.0 4.0 58.6 62.1 89.6 88.1: 10.4 11.9
Old : 100.0: 27.0 22.0 4.0 58.6 62.1 89.6 88.1: 10.4 11.9
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 : 271: 51 61 39 90 133 161 213:
Old : 271: 51 61 39 90 133 161 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 18.3 33.2 26.5 19.6 18.2 32.9 25.9
Old : 19.7 18.3 33.2 26.5 19.6 18.2 32.9 25.9
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, September 08, 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 : 3,291,888: 378,872 425,191 296,997 2,256,769 2,103,625 2,932,638 2,825,813: 359,251 466,075
Old : 3,291,888: 378,872 425,191 296,997 2,256,769 2,103,625 2,932,638 2,825,813: 359,251 466,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -38,724: -8,967 11,586 -5,092 -20,400 -46,491 -34,459 -39,997: -4,265 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.9 9.0 68.6 63.9 89.1 85.8: 10.9 14.2
Old : 100.0: 11.5 12.9 9.0 68.6 63.9 89.1 85.8: 10.9 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 : 377: 66 88 89 180 189 303 309:
Old : 377: 66 88 89 180 189 303 309:
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 : 29.7 18.6 37.9 25.8 27.2 16.0 33.6 21.3
Old : 29.7 18.6 37.9 25.8 27.2 16.0 33.6 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 2,497,897: 389,294 525,950 157,990 1,642,743 1,446,158 2,190,026 2,130,098: 307,871 367,799
Old : 2,497,897: 389,294 525,950 157,990 1,642,743 1,446,158 2,190,026 2,130,098: 307,871 367,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -41,581: 8,783 -57,397 -31,583 -46,803 41,278 -69,604 -47,701: 28,022 6,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 21.1 6.3 65.8 57.9 87.7 85.3: 12.3 14.7
Old : 100.0: 15.6 21.1 6.3 65.8 57.9 87.7 85.3: 12.3 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 : 284: 48 69 56 115 146 196 238:
Old : 284: 48 69 56 115 146 196 238:
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 : 24.4 15.9 35.3 24.0 21.0 14.5 29.2 21.0
Old : 24.4 15.9 35.3 24.0 21.0 14.5 29.2 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 840,979: 61,011 126,324 140,306 612,799 516,731 814,115 783,361: 26,864 57,619
Old : 840,979: 61,011 126,324 140,306 612,799 516,731 814,115 783,361: 26,864 57,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 13,590: 17,379 6,301 -95 -7,166 2,184 10,118 8,389: 3,472 5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.0 16.7 72.9 61.4 96.8 93.1: 3.2 6.9
Old : 100.0: 7.3 15.0 16.7 72.9 61.4 96.8 93.1: 3.2 6.9
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 : 133: 15 37 37 57 70 98 123:
Old : 133: 15 37 37 57 70 98 123:
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 : 40.3 19.1 56.3 29.5 32.7 14.3 41.8 21.2
Old : 40.3 19.1 56.3 29.5 32.7 14.3 41.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 46,373: 10,196 11,183 3,047 27,704 23,623 40,948 37,853: 5,425 8,520
Old : 46,373: 10,196 11,183 3,047 27,704 23,623 40,948 37,853: 5,425 8,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,129: 1,749 -3,014 1,091 -1,701 2,991 1,140 1,069: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.1 6.6 59.7 50.9 88.3 81.6: 11.7 18.4
Old : 100.0: 22.0 24.1 6.6 59.7 50.9 88.3 81.6: 11.7 18.4
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 : 98: 28 20 9 34 28 65 54:
Old : 98: 28 20 9 34 28 65 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 38.3 39.4 51.6 25.8 38.2 36.8 49.0
Old : 27.4 38.3 39.4 51.6 25.8 38.2 36.8 49.0
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 08, 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 : 92,746: 20,393 22,365 6,094 55,409 47,247 81,896 75,706: 10,850 17,040
Old : 92,746: 20,393 22,365 6,094 55,409 47,247 81,896 75,706: 10,850 17,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 2,259: 3,499 -6,027 2,183 -3,402 5,982 2,280 2,138: -21 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.1 6.6 59.7 50.9 88.3 81.6: 11.7 18.4
Old : 100.0: 22.0 24.1 6.6 59.7 50.9 88.3 81.6: 11.7 18.4
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 : 98: 28 20 9 34 28 65 54:
Old : 98: 28 20 9 34 28 65 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 38.3 39.4 51.6 25.8 38.2 36.8 49.0
Old : 27.4 38.3 39.4 51.6 25.8 38.2 36.8 49.0
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 08, 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 : 21,266: 18,365 20,070 467 2,074 678 20,906 21,215: 360 51
Old : 21,266: 18,365 20,070 467 2,074 678 20,906 21,215: 360 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 425: 387 413 12 54 0 453 425: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 94.4 2.2 9.8 3.2 98.3 99.8: 1.7 0.2
Old : 100.0: 86.4 94.4 2.2 9.8 3.2 98.3 99.8: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 23 14 2 2 1 26 16:
Old : 39: 23 14 2 2 1 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.6 81.3 91.7 62.2 72.0 79.7 89.1
Old : 62.4 72.6 81.3 91.7 62.2 72.0 79.7 89.1
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, September 08, 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 : 61,123: 42,173 29,705 807 17,295 30,549 60,275 61,061: 848 62
Old : 61,123: 42,173 29,705 807 17,295 30,549 60,275 61,061: 848 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 6,322: 772 -784 -34 5,622 7,135 6,360 6,317: -38 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 48.6 1.3 28.3 50.0 98.6 99.9: 1.4 0.1
Old : 100.0: 69.0 48.6 1.3 28.3 50.0 98.6 99.9: 1.4 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: 8 19 4 6 19 16 40:
Old : 50: 8 19 4 6 19 16 40:
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 : 88.6 53.0 94.0 72.7 79.8 49.1 84.3 64.4
Old : 88.6 53.0 94.0 72.7 79.8 49.1 84.3 64.4
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 36,968: 24,383 14,001 2,705 9,623 20,195 36,711 36,901: 257 67
Old : 36,968: 24,383 14,001 2,705 9,623 20,195 36,711 36,901: 257 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,496: 906 157 1,270 -742 70 1,434 1,497: 62 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 37.9 7.3 26.0 54.6 99.3 99.8: 0.7 0.2
Old : 100.0: 66.0 37.9 7.3 26.0 54.6 99.3 99.8: 0.7 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: 7 14 3 5 11 13 27:
Old : 36: 7 14 3 5 11 13 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 : 93.8 68.8 98.3 85.7 86.9 68.8 91.1 81.1
Old : 93.8 68.8 98.3 85.7 86.9 68.8 91.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015