WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 463,456: 99,361 121,936 136,301 187,057 157,379 422,720 415,615: 40,736 47,840
Old : 414,955: 98,089 119,242 116,548 164,136 138,953 378,774 374,744: 36,181 40,211
Other: 48,501: 13,456 14,878 7,569 22,921 18,425 43,946 40,872: 4,556 7,629
: : :
: : Changes in Commitments from: September 29, 2015 :
: 15,701: 7,576 -6,132 6,398 674 11,455 14,648 11,721: 1,053 3,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.3 29.4 40.4 34.0 91.2 89.7: 8.8 10.3
Old : 100.0: 23.6 28.7 28.1 39.6 33.5 91.3 90.3: 8.7 9.7
Other: 100.0: 27.7 30.7 15.6 47.3 38.0 90.6 84.3: 9.4 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 119 122 143 101 114 311 305:
Old : 390: 133 114 131 100 111 303 295:
Other: 158: 32 45 30 42 56 89 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 10.9 19.4 18.2 11.5 9.3 18.7 15.1
Old : 12.3 11.9 20.1 19.9 11.7 10.6 19.2 17.6
Other: 33.2 22.8 45.9 33.2 32.5 22.8 43.8 33.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 199,948: 60,554 67,988 28,595 88,651 79,548 177,800 176,131: 22,148 23,817
Old : 169,649: 63,096 66,683 19,652 67,187 64,370 149,935 150,705: 19,714 18,944
Other: 30,298: 3,836 7,684 2,565 21,463 15,177 27,864 25,426: 2,434 4,873
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,792: 1,169 342 2,543 -35 1,139 3,677 4,024: 115 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 34.0 14.3 44.3 39.8 88.9 88.1: 11.1 11.9
Old : 100.0: 37.2 39.3 11.6 39.6 37.9 88.4 88.8: 11.6 11.2
Other: 100.0: 12.7 25.4 8.5 70.8 50.1 92.0 83.9: 8.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 64 61 63 77 68 170 170:
Old : 223: 70 57 53 70 64 158 158:
Other: 110: 12 32 18 39 45 68 80:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.2 26.7 28.6 14.1 16.2 23.4 23.6
Old : 17.2 23.8 28.0 33.6 16.6 23.8 27.1 32.5
Other: 45.1 22.5 56.9 37.3 45.1 22.4 56.8 35.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,734,290: 409,924 222,458 414,157 743,475 860,314 1,567,556 1,496,929: 166,735 237,361
Old : 1,619,493: 409,317 230,652 372,231 684,898 802,599 1,466,446 1,405,481: 153,047 214,012
Other: 114,797: 28,449 19,649 14,083 58,577 57,716 101,109 91,448: 13,687 23,349
: : :
: : Changes in Commitments from: September 29, 2015 :
: 13,711: 16,111 -35,902 -12,717 6,090 61,858 9,483 13,239: 4,227 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 12.8 23.9 42.9 49.6 90.4 86.3: 9.6 13.7
Old : 100.0: 25.3 14.2 23.0 42.3 49.6 90.5 86.8: 9.5 13.2
Other: 100.0: 24.8 17.1 12.3 51.0 50.3 88.1 79.7: 11.9 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 191 171 227 301 346 615 637:
Old : 776: 187 176 221 299 342 607 631:
Other: 358: 57 49 37 91 203 161 277:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 12.4 17.3 19.7 7.1 8.6 12.7 12.8
Old : 10.8 13.0 17.9 20.4 7.5 9.8 13.5 14.6
Other: 23.0 19.8 35.2 29.4 22.1 19.8 33.3 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 11,527: 2,242 2,967 1,519 5,528 4,947 9,290 9,433: 2,237 2,093
Old : 11,520: 2,242 2,967 1,519 5,528 4,946 9,290 9,432: 2,230 2,087
Other: 7: 0 0 0 0 1 0 1: 7 6
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,048: 820 386 -124 166 719 862 980: 186 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 25.7 13.2 48.0 42.9 80.6 81.8: 19.4 18.2
Old : 100.0: 19.5 25.8 13.2 48.0 42.9 80.6 81.9: 19.4 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 14.3 0.0 14.3: 100.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 11 8 17 12 29 31:
Old : 43: 12 11 8 17 12 29 31:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 40.7 48.8 58.7 61.4 37.8 41.0 45.4 50.5
Old : 40.7 48.8 58.8 61.5 37.9 41.1 45.4 50.5
Other: 0.0 14.3 0.0 14.3 0.0 14.3 0.0 14.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 950,613: 146,947 124,763 316,147 423,501 418,131 886,596 859,041: 64,017 91,571
Old : 915,382: 146,580 125,165 304,702 404,131 400,031 855,413 829,897: 59,970 85,485
Other: 35,230: 6,824 6,056 4,988 19,370 18,100 31,183 29,144: 4,047 6,086
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,735: 90 -7,566 1,011 873 10,448 1,973 3,892: 3,762 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.1 33.3 44.6 44.0 93.3 90.4: 6.7 9.6
Old : 100.0: 16.0 13.7 33.3 44.1 43.7 93.4 90.7: 6.6 9.3
Other: 100.0: 19.4 17.2 14.2 55.0 51.4 88.5 82.7: 11.5 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 176 193 256 170 186 492 509:
Old : 600: 180 192 254 170 182 487 505:
Other: 200: 43 43 43 49 85 118 149:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 13.8 21.7 20.5 9.2 10.0 14.0 15.0
Old : 14.6 13.7 21.6 20.3 8.8 9.8 13.7 14.9
Other: 36.7 38.4 50.4 49.7 35.8 35.7 49.2 45.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 455,222: 106,945 80,822 114,511 197,396 230,601 418,852 425,934: 36,369 29,287
Old : 432,172: 109,641 81,957 104,005 185,748 218,259 399,394 404,221: 32,778 27,951
Other: 23,050: 2,744 4,306 5,066 11,649 12,342 19,459 21,714: 3,591 1,336
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,259: 4,670 -12,830 -843 -24 19,926 3,803 6,253: 1,456 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.8 25.2 43.4 50.7 92.0 93.6: 8.0 6.4
Old : 100.0: 25.4 19.0 24.1 43.0 50.5 92.4 93.5: 7.6 6.5
Other: 100.0: 11.9 18.7 22.0 50.5 53.5 84.4 94.2: 15.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 94 94 113 96 81 260 237:
Old : 323: 97 96 111 93 81 257 235:
Other: 71: 13 15 17 37 11 59 35:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 29.0 14.5 35.2 8.0 27.0 14.2 32.1
Old : 8.4 28.6 15.0 34.9 8.2 26.9 14.7 32.2
Other: 25.4 49.7 39.5 72.9 17.0 47.9 30.3 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 636,051: 46,725 56,296 67,183 367,060 367,056 480,969 490,535: 155,082 145,516
Old : 636,051: 46,725 56,296 67,183 367,060 367,056 480,969 490,535: 155,082 145,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 36,241: 1,614 -1,218 22,860 18,855 17,024 43,328 38,666: -7,087 -2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.9 10.6 57.7 57.7 75.6 77.1: 24.4 22.9
Old : 100.0: 7.3 8.9 10.6 57.7 57.7 75.6 77.1: 24.4 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 : 148: 30 25 35 75 78 118 125:
Old : 148: 30 25 35 75 78 118 125:
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 : 23.2 21.0 30.7 28.0 18.8 18.1 24.4 22.8
Old : 23.2 21.0 30.7 28.0 18.8 18.1 24.4 22.8
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, October 06, 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 : 636,765: 50,377 135,634 11,704 461,408 399,702 523,489 547,040: 113,277 89,725
Old : 636,765: 50,377 135,634 11,704 461,408 399,702 523,489 547,040: 113,277 89,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,898: -12,263 5,152 2,858 15,428 -5,623 6,023 2,387: -2,124 1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.3 1.8 72.5 62.8 82.2 85.9: 17.8 14.1
Old : 100.0: 7.9 21.3 1.8 72.5 62.8 82.2 85.9: 17.8 14.1
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 : 101: 12 15 9 55 53 71 73:
Old : 101: 12 15 9 55 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 : 26.5 42.1 43.1 53.2 24.5 42.1 37.6 52.2
Old : 26.5 42.1 43.1 53.2 24.5 42.1 37.6 52.2
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, October 06, 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 : 5,023: 1,394 311 591 2,693 3,924 4,678 4,826: 345 197
Old : 5,023: 1,394 311 591 2,693 3,924 4,678 4,826: 345 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 100: 76 226 -151 137 41 62 116: 38 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.2 11.8 53.6 78.1 93.1 96.1: 6.9 3.9
Old : 100.0: 27.8 6.2 11.8 53.6 78.1 93.1 96.1: 6.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 3 7 12 14 31 22:
Old : 35: 17 3 7 12 14 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 51.3 58.8 75.7 26.0 31.1 34.1 42.0
Old : 41.3 51.3 58.8 75.7 26.0 31.1 34.1 42.0
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, October 06, 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 : 436,115: 105,065 51,848 88,394 181,959 259,192 375,418 399,433: 60,698 36,682
Old : 409,095: 106,407 51,025 79,454 165,852 244,696 351,713 375,175: 57,382 33,920
Other: 27,020: 1,438 3,603 6,159 16,107 14,495 23,705 24,258: 3,316 2,762
: : :
: : Changes in Commitments from: September 29, 2015 :
: 12,079: -3,776 -2,480 7,608 3,513 5,290 7,345 10,418: 4,734 1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.9 20.3 41.7 59.4 86.1 91.6: 13.9 8.4
Old : 100.0: 26.0 12.5 19.4 40.5 59.8 86.0 91.7: 14.0 8.3
Other: 100.0: 5.3 13.3 22.8 59.6 53.6 87.7 89.8: 12.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 80 55 90 95 86 229 191:
Old : 261: 90 54 90 95 83 229 188:
Other: 82: 13 18 24 39 24 67 52:
:----------------------------------------------------------------------------------------------------
: 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 30.7 17.9 39.7 9.4 25.8 14.4 32.5
Old : 10.5 30.9 17.2 40.1 9.6 27.1 14.6 34.2
Other: 29.9 39.0 44.0 57.2 26.4 33.2 35.5 43.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 13,928: 3,211 3,760 1,888 5,553 6,949 10,653 12,597: 3,275 1,330
Old : 13,842: 3,212 3,809 1,838 5,540 6,932 10,591 12,579: 3,251 1,262
Other: 86: 49 1 0 13 17 62 18: 24 68
: : :
: : Changes in Commitments from: September 29, 2015 :
: 944: 402 115 289 280 386 971 791: -28 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.0 13.6 39.9 49.9 76.5 90.4: 23.5 9.6
Old : 100.0: 23.2 27.5 13.3 40.0 50.1 76.5 90.9: 23.5 9.1
Other: 100.0: 57.0 1.2 0.0 15.1 19.8 72.1 20.9: 27.9 79.1
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 21 17 21 11 55 42:
Old : 72: 24 20 17 20 11 54 42:
Other: 7: 2 1 0 2 2 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 41.5 42.5 54.1 32.3 41.1 38.6 53.3
Old : 34.2 41.7 42.8 54.3 32.5 41.3 38.8 53.6
Other: 72.1 20.9 72.1 20.9 72.1 20.9 72.1 20.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,114,541: 272,797 261,053 43,671 676,058 672,415 992,526 977,139: 122,015 137,402
Old : 1,114,541: 272,797 261,053 43,671 676,058 672,415 992,526 977,139: 122,015 137,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -43,814: -24,516 -2,897 -4,406 -13,207 -34,172 -42,129 -41,475: -1,685 -2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 23.4 3.9 60.7 60.3 89.1 87.7: 10.9 12.3
Old : 100.0: 24.5 23.4 3.9 60.7 60.3 89.1 87.7: 10.9 12.3
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 : 264: 50 53 36 95 127 165 196:
Old : 264: 50 53 36 95 127 165 196:
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 : 22.9 17.7 35.6 26.8 22.7 16.9 33.1 24.6
Old : 22.9 17.7 35.6 26.8 22.7 16.9 33.1 24.6
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, October 06, 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 : 3,280,459: 428,929 408,514 297,006 2,189,795 2,143,036 2,915,730 2,848,555: 364,729 431,903
Old : 3,280,459: 428,929 408,514 297,006 2,189,795 2,143,036 2,915,730 2,848,555: 364,729 431,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 64,373: 189 -2,579 33,891 40,135 42,841 74,216 74,153: -9,843 -9,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.5 9.1 66.8 65.3 88.9 86.8: 11.1 13.2
Old : 100.0: 13.1 12.5 9.1 66.8 65.3 88.9 86.8: 11.1 13.2
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 : 386: 77 88 94 179 185 311 312:
Old : 386: 77 88 94 179 185 311 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 19.6 36.4 26.5 25.8 17.1 32.2 22.1
Old : 28.8 19.6 36.4 26.5 25.8 17.1 32.2 22.1
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, October 06, 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 : 2,582,210: 350,381 398,703 146,851 1,775,567 1,703,954 2,272,799 2,249,508: 309,411 332,702
Old : 2,582,210: 350,381 398,703 146,851 1,775,567 1,703,954 2,272,799 2,249,508: 309,411 332,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 17,164: 10,577 -36,110 14,277 -4,363 48,455 20,491 26,622: -3,327 -9,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.4 5.7 68.8 66.0 88.0 87.1: 12.0 12.9
Old : 100.0: 13.6 15.4 5.7 68.8 66.0 88.0 87.1: 12.0 12.9
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 : 291: 50 63 54 121 150 201 237:
Old : 291: 50 63 54 121 150 201 237:
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 : 32.1 14.6 43.6 24.2 27.7 14.1 36.6 21.4
Old : 32.1 14.6 43.6 24.2 27.7 14.1 36.6 21.4
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, October 06, 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 : 863,809: 154,450 86,853 97,174 593,457 615,326 845,081 799,354: 18,728 64,455
Old : 863,809: 154,450 86,853 97,174 593,457 615,326 845,081 799,354: 18,728 64,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -53,903: 35,149 -18,386 -13,410 -75,588 -21,055 -53,849 -52,851: -55 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.1 11.2 68.7 71.2 97.8 92.5: 2.2 7.5
Old : 100.0: 17.9 10.1 11.2 68.7 71.2 97.8 92.5: 2.2 7.5
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 : 128: 16 33 30 55 74 88 121:
Old : 128: 16 33 30 55 74 88 121:
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 : 44.7 24.4 67.3 36.3 36.2 13.4 44.1 20.0
Old : 44.7 24.4 67.3 36.3 36.2 13.4 44.1 20.0
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, October 06, 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 : 37,168: 13,470 12,192 811 18,056 15,111 32,337 28,115: 4,831 9,053
Old : 37,168: 13,470 12,192 811 18,056 15,111 32,337 28,115: 4,831 9,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 2,574: 1,930 1,390 -69 1,092 -341 2,953 979: -380 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 32.8 2.2 48.6 40.7 87.0 75.6: 13.0 24.4
Old : 100.0: 36.2 32.8 2.2 48.6 40.7 87.0 75.6: 13.0 24.4
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 : 85: 20 19 5 33 21 55 43:
Old : 85: 20 19 5 33 21 55 43:
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 : 27.6 24.3 41.6 37.7 25.8 24.3 38.6 37.3
Old : 27.6 24.3 41.6 37.7 25.8 24.3 38.6 37.3
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, October 06, 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 : 74,336: 26,940 24,384 1,623 36,111 30,222 64,674 56,229: 9,662 18,107
Old : 74,336: 26,940 24,384 1,623 36,111 30,222 64,674 56,229: 9,662 18,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,147: 3,860 2,779 -138 2,185 -683 5,907 1,959: -760 3,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 32.8 2.2 48.6 40.7 87.0 75.6: 13.0 24.4
Old : 100.0: 36.2 32.8 2.2 48.6 40.7 87.0 75.6: 13.0 24.4
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 : 85: 20 19 5 33 21 55 43:
Old : 85: 20 19 5 33 21 55 43:
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 : 27.6 24.3 41.6 37.7 25.8 24.3 38.6 37.3
Old : 27.6 24.3 41.6 37.7 25.8 24.3 38.6 37.3
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, October 06, 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 : 20,223: 17,496 18,714 803 1,560 678 19,859 20,195: 364 28
Old : 20,223: 17,496 18,714 803 1,560 678 19,859 20,195: 364 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -962: 53 -934 -28 -1,014 0 -989 -962: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 92.5 4.0 7.7 3.4 98.2 99.9: 1.8 0.1
Old : 100.0: 86.5 92.5 4.0 7.7 3.4 98.2 99.9: 1.8 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 : 36: 23 11 3 2 1 27 13:
Old : 36: 23 11 3 2 1 27 13:
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 : 72.6 81.0 84.8 97.2 71.5 79.0 81.5 91.9
Old : 72.6 81.0 84.8 97.2 71.5 79.0 81.5 91.9
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, October 06, 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 : 43,507: 30,747 23,799 104 12,548 19,545 43,399 43,448: 108 59
Old : 43,507: 30,747 23,799 104 12,548 19,545 43,399 43,448: 108 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 582: -895 1,098 40 1,440 -525 585 613: -3 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 54.7 0.2 28.8 44.9 99.8 99.9: 0.2 0.1
Old : 100.0: 70.7 54.7 0.2 28.8 44.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 18 1 5 16 12 35:
Old : 46: 7 18 1 5 16 12 35:
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 : 87.9 53.4 97.0 72.1 87.9 53.4 97.0 72.1
Old : 87.9 53.4 97.0 72.1 87.9 53.4 97.0 72.1
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, October 06, 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 : 41,789: 20,356 16,526 0 21,358 25,140 41,714 41,666: 75 123
Old : 41,789: 20,356 16,526 0 21,358 25,140 41,714 41,666: 75 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,908: -1,523 493 0 3,501 1,369 1,978 1,862: -70 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 39.5 0.0 51.1 60.2 99.8 99.7: 0.2 0.3
Old : 100.0: 48.7 39.5 0.0 51.1 60.2 99.8 99.7: 0.2 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 : 40: 5 20 0 4 12 9 32:
Old : 40: 5 20 0 4 12 9 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 64.2 99.8 79.3 97.5 64.2 99.8 79.3
Old : 97.5 64.2 99.8 79.3 97.5 64.2 99.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015