WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 461,422: 95,631 122,158 146,029 180,693 148,315 422,353 416,503: 39,069 44,919
Old : 408,327: 94,251 118,769 124,666 154,888 127,132 373,804 370,567: 34,523 37,760
Other: 53,095: 14,630 16,639 8,114 25,805 21,183 48,549 45,936: 4,546 7,159
: : :
: : Changes in Commitments from: October 6, 2015 :
: -2,034: -3,731 223 9,729 -6,364 -9,064 -366 888: -1,667 -2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.5 31.6 39.2 32.1 91.5 90.3: 8.5 9.7
Old : 100.0: 23.1 29.1 30.5 37.9 31.1 91.5 90.8: 8.5 9.2
Other: 100.0: 27.6 31.3 15.3 48.6 39.9 91.4 86.5: 8.6 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 115 131 157 105 117 326 320:
Old : 399: 129 124 146 103 114 315 311:
Other: 168: 34 49 35 45 59 98 126:
:----------------------------------------------------------------------------------------------------
: 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 9.5 19.1 17.2 11.2 8.7 18.1 14.1
Old : 11.8 10.4 19.2 18.4 11.2 9.8 18.0 15.7
Other: 33.5 21.7 47.4 32.3 33.2 21.7 45.6 32.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 196,605: 60,887 67,688 27,440 86,546 77,547 174,873 172,675: 21,733 23,930
Old : 164,712: 63,285 66,077 18,117 63,891 61,674 145,293 145,868: 19,419 18,844
Other: 31,893: 4,303 8,312 2,622 22,655 15,873 29,580 26,808: 2,313 5,086
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,342: 333 -300 -1,155 -2,105 -2,000 -2,927 -3,456: -416 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 34.4 14.0 44.0 39.4 88.9 87.8: 11.1 12.2
Old : 100.0: 38.4 40.1 11.0 38.8 37.4 88.2 88.6: 11.8 11.4
Other: 100.0: 13.5 26.1 8.2 71.0 49.8 92.7 84.1: 7.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 60 64 60 74 67 164 168:
Old : 219: 69 59 50 65 64 148 159:
Other: 116: 14 31 20 41 47 73 82:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 20.6 26.6 28.2 14.7 16.8 24.2 23.9
Old : 17.8 24.6 28.0 33.6 17.6 24.6 27.5 33.0
Other: 42.4 22.4 53.4 37.1 42.4 22.3 53.3 35.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,698,898: 383,776 227,211 419,517 733,304 811,708 1,536,597 1,458,436: 162,301 240,462
Old : 1,580,470: 380,259 232,867 379,194 673,271 753,389 1,432,724 1,365,450: 147,746 215,020
Other: 118,428: 28,973 19,801 14,866 60,034 58,319 103,873 92,986: 14,555 25,442
: : :
: : Changes in Commitments from: October 6, 2015 :
: -35,392: -26,148 4,753 5,360 -10,170 -48,606 -30,958 -38,493: -4,433 3,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.4 24.7 43.2 47.8 90.4 85.8: 9.6 14.2
Old : 100.0: 24.1 14.7 24.0 42.6 47.7 90.7 86.4: 9.3 13.6
Other: 100.0: 24.5 16.7 12.6 50.7 49.2 87.7 78.5: 12.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 197 154 233 303 340 612 638:
Old : 770: 192 163 230 301 336 606 634:
Other: 352: 56 45 38 92 201 161 273:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 11.2 16.4 18.2 7.1 8.4 12.4 12.4
Old : 9.6 11.8 16.6 19.0 7.4 9.6 12.9 14.1
Other: 18.9 20.5 31.6 29.2 18.1 19.3 29.3 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 11,650: 2,486 2,997 1,164 5,790 5,508 9,440 9,669: 2,211 1,981
Old : 11,630: 2,499 2,997 1,151 5,777 5,507 9,426 9,655: 2,204 1,975
Other: 20: 0 13 0 13 1 13 14: 7 6
: : :
: : Changes in Commitments from: October 6, 2015 :
: 124: 244 30 -355 262 561 150 236: -26 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 25.7 10.0 49.7 47.3 81.0 83.0: 19.0 17.0
Old : 100.0: 21.5 25.8 9.9 49.7 47.3 81.1 83.0: 18.9 17.0
Other: 100.0: 0.0 65.6 0.0 65.6 4.9 65.6 70.5: 34.4 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 7 18 11 30 28:
Old : 41: 11 11 7 18 11 30 28:
Other: 4: 0 2 0 1 1 1 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 : 40.1 51.7 58.6 64.0 38.5 41.3 46.0 50.6
Old : 40.2 51.7 58.6 64.0 38.5 41.5 46.2 50.8
Other: 65.6 70.5 65.6 70.5 65.6 70.5 65.6 70.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 981,222: 163,629 117,123 336,356 412,482 436,781 912,467 890,260: 68,755 90,962
Old : 935,153: 162,484 117,036 323,158 384,727 411,131 870,369 851,326: 64,784 83,828
Other: 46,069: 8,915 7,856 5,428 27,755 25,650 42,098 38,934: 3,971 7,134
: : :
: : Changes in Commitments from: October 6, 2015 :
: 30,609: 16,682 -7,640 20,208 -11,019 18,651 25,872 31,219: 4,738 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.9 34.3 42.0 44.5 93.0 90.7: 7.0 9.3
Old : 100.0: 17.4 12.5 34.6 41.1 44.0 93.1 91.0: 6.9 9.0
Other: 100.0: 19.4 17.1 11.8 60.2 55.7 91.4 84.5: 8.6 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 196 179 265 181 201 523 532:
Old : 633: 199 180 261 179 197 516 526:
Other: 220: 36 56 47 50 96 118 174:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.3 20.0 20.8 8.8 10.8 13.7 15.9
Old : 12.4 14.0 19.3 20.5 7.7 10.6 12.8 15.5
Other: 44.4 33.7 60.2 49.0 43.7 32.2 59.4 46.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 470,365: 105,715 73,733 120,046 206,753 247,238 432,514 441,017: 37,851 29,348
Old : 445,543: 108,852 76,064 107,805 194,756 233,532 411,413 417,401: 34,130 28,142
Other: 24,822: 3,598 4,404 5,506 11,997 13,706 21,101 23,616: 3,721 1,206
: : :
: : Changes in Commitments from: October 6, 2015 :
: 15,143: -1,230 -7,089 5,535 9,357 16,637 13,662 15,083: 1,481 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 15.7 25.5 44.0 52.6 92.0 93.8: 8.0 6.2
Old : 100.0: 24.4 17.1 24.2 43.7 52.4 92.3 93.7: 7.7 6.3
Other: 100.0: 14.5 17.7 22.2 48.3 55.2 85.0 95.1: 15.0 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 85 92 103 98 82 248 229:
Old : 310: 88 94 101 95 82 245 227:
Other: 71: 12 14 19 39 12 61 37:
:----------------------------------------------------------------------------------------------------
: 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 30.0 14.4 36.1 7.5 27.9 13.5 32.8
Old : 8.5 29.5 15.0 35.6 7.7 27.7 14.1 32.9
Other: 25.9 52.0 39.0 76.8 17.3 50.1 29.0 61.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 650,482: 57,633 55,938 71,066 367,393 368,011 496,091 495,015: 154,391 155,468
Old : 650,482: 57,633 55,938 71,066 367,393 368,011 496,091 495,015: 154,391 155,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 14,431: 10,908 -359 3,882 332 955 15,123 4,479: -692 9,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.6 10.9 56.5 56.6 76.3 76.1: 23.7 23.9
Old : 100.0: 8.9 8.6 10.9 56.5 56.6 76.3 76.1: 23.7 23.9
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 : 152: 29 31 37 75 76 123 125:
Old : 152: 29 31 37 75 76 123 125:
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 : 22.9 20.0 30.4 27.4 19.0 17.8 25.1 23.1
Old : 22.9 20.0 30.4 27.4 19.0 17.8 25.1 23.1
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 13, 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 : 646,490: 56,127 147,192 11,503 460,737 399,950 528,367 558,645: 118,123 87,845
Old : 646,490: 56,127 147,192 11,503 460,737 399,950 528,367 558,645: 118,123 87,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 9,725: 5,750 11,558 -201 -671 249 4,878 11,606: 4,847 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 22.8 1.8 71.3 61.9 81.7 86.4: 18.3 13.6
Old : 100.0: 8.7 22.8 1.8 71.3 61.9 81.7 86.4: 18.3 13.6
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 : 102: 12 17 11 59 51 77 73:
Old : 102: 12 17 11 59 51 77 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 : 27.0 43.0 42.8 54.4 24.7 42.9 37.3 53.6
Old : 27.0 43.0 42.8 54.4 24.7 42.9 37.3 53.6
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 13, 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 : 5,040: 1,561 386 488 2,666 3,962 4,715 4,836: 325 204
Old : 5,040: 1,561 386 488 2,666 3,962 4,715 4,836: 325 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 17: 167 75 -103 -27 38 37 10: -20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.7 9.7 52.9 78.6 93.6 96.0: 6.4 4.0
Old : 100.0: 31.0 7.7 9.7 52.9 78.6 93.6 96.0: 6.4 4.0
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 : 36: 19 2 7 13 14 33 22:
Old : 36: 19 2 7 13 14 33 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 : 41.4 52.1 59.8 75.4 27.9 33.8 36.1 42.9
Old : 41.4 52.1 59.8 75.4 27.9 33.8 36.1 42.9
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 13, 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 : 461,441: 120,424 52,048 97,649 179,404 276,246 397,478 425,944: 63,963 35,497
Old : 432,765: 122,729 51,959 87,236 162,829 261,020 372,794 400,215: 59,971 32,550
Other: 28,676: 1,563 3,958 6,545 16,575 15,226 24,684 25,729: 3,993 2,947
: : :
: : Changes in Commitments from: October 6, 2015 :
: 25,326: 15,359 200 9,256 -2,555 17,054 22,060 26,511: 3,266 -1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.3 21.2 38.9 59.9 86.1 92.3: 13.9 7.7
Old : 100.0: 28.4 12.0 20.2 37.6 60.3 86.1 92.5: 13.9 7.5
Other: 100.0: 5.5 13.8 22.8 57.8 53.1 86.1 89.7: 13.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 101 62 100 92 81 250 201:
Old : 284: 111 61 99 92 77 250 195:
Other: 86: 15 21 26 38 25 68 58:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 31.9 17.1 40.4 9.1 27.4 13.8 33.6
Old : 10.0 32.1 16.2 40.8 9.3 28.6 14.0 35.3
Other: 30.2 41.7 45.0 58.7 26.2 35.5 34.3 44.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 13,821: 2,902 3,623 2,057 5,850 6,918 10,809 12,598: 3,012 1,223
Old : 13,734: 2,902 3,647 2,024 5,837 6,901 10,763 12,572: 2,971 1,162
Other: 87: 33 9 0 13 17 46 26: 41 61
: : :
: : Changes in Commitments from: October 6, 2015 :
: -107: -310 -137 169 297 -31 156 1: -263 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.2 14.9 42.3 50.1 78.2 91.2: 21.8 8.8
Old : 100.0: 21.1 26.6 14.7 42.5 50.2 78.4 91.5: 21.6 8.5
Other: 100.0: 37.9 10.3 0.0 14.9 19.5 52.9 29.9: 47.1 70.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 24 18 22 13 56 45:
Old : 73: 20 24 18 21 13 55 45:
Other: 7: 1 2 0 2 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 35.3 42.4 44.1 54.2 33.7 41.1 40.9 52.8
Old : 35.5 42.6 44.4 54.4 33.9 41.3 41.1 53.2
Other: 52.9 29.9 52.9 29.9 52.9 29.9 52.9 29.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,140,075: 281,522 276,134 40,857 691,474 685,201 1,013,854 1,002,192: 126,221 137,883
Old : 1,140,075: 281,522 276,134 40,857 691,474 685,201 1,013,854 1,002,192: 126,221 137,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 25,534: 8,726 15,082 -2,814 15,416 12,786 21,328 25,053: 4,207 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 24.2 3.6 60.7 60.1 88.9 87.9: 11.1 12.1
Old : 100.0: 24.7 24.2 3.6 60.7 60.1 88.9 87.9: 11.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 56 57 38 96 129 171 205:
Old : 277: 56 57 38 96 129 171 205:
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 : 21.6 18.2 34.6 27.0 21.0 17.1 32.2 24.8
Old : 21.6 18.2 34.6 27.0 21.0 17.1 32.2 24.8
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 13, 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 : 3,287,337: 446,066 408,540 295,267 2,189,162 2,158,500 2,930,496 2,862,308: 356,841 425,029
Old : 3,287,337: 446,066 408,540 295,267 2,189,162 2,158,500 2,930,496 2,862,308: 356,841 425,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 6,878: 17,137 27 -1,739 -632 15,465 14,766 13,753: -7,888 -6,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.4 9.0 66.6 65.7 89.1 87.1: 10.9 12.9
Old : 100.0: 13.6 12.4 9.0 66.6 65.7 89.1 87.1: 10.9 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 : 385: 74 91 100 178 185 312 316:
Old : 385: 74 91 100 178 185 312 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 20.0 36.7 27.4 25.9 17.9 32.5 23.3
Old : 29.0 20.0 36.7 27.4 25.9 17.9 32.5 23.3
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, October 13, 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 : 2,559,500: 342,099 383,726 134,726 1,768,702 1,704,995 2,245,527 2,223,447: 313,973 336,053
Old : 2,559,500: 342,099 383,726 134,726 1,768,702 1,704,995 2,245,527 2,223,447: 313,973 336,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -22,711: -8,282 -14,976 -12,126 -6,865 1,041 -27,272 -26,061: 4,562 3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.0 5.3 69.1 66.6 87.7 86.9: 12.3 13.1
Old : 100.0: 13.4 15.0 5.3 69.1 66.6 87.7 86.9: 12.3 13.1
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 : 292: 46 66 55 122 153 201 241:
Old : 292: 46 66 55 122 153 201 241:
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 14.8 44.0 23.9 28.1 14.1 36.9 21.5
Old : 32.1 14.8 44.0 23.9 28.1 14.1 36.9 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, October 13, 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 : 907,087: 210,144 96,246 125,009 554,860 613,256 890,013 834,511: 17,075 72,576
Old : 907,087: 210,144 96,246 125,009 554,860 613,256 890,013 834,511: 17,075 72,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 43,279: 55,693 9,393 27,835 -38,597 -2,070 44,932 35,158: -1,653 8,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.6 13.8 61.2 67.6 98.1 92.0: 1.9 8.0
Old : 100.0: 23.2 10.6 13.8 61.2 67.6 98.1 92.0: 1.9 8.0
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 : 135: 17 41 36 54 72 93 128:
Old : 135: 17 41 36 54 72 93 128:
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 : 43.8 25.2 65.2 36.6 37.7 15.9 48.6 22.8
Old : 43.8 25.2 65.2 36.6 37.7 15.9 48.6 22.8
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 13, 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 : 40,129: 14,436 12,421 751 19,922 17,201 35,109 30,373: 5,020 9,756
Old : 40,129: 14,436 12,421 751 19,922 17,201 35,109 30,373: 5,020 9,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 2,961: 966 229 -60 1,866 2,089 2,772 2,258: 189 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 31.0 1.9 49.6 42.9 87.5 75.7: 12.5 24.3
Old : 100.0: 36.0 31.0 1.9 49.6 42.9 87.5 75.7: 12.5 24.3
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 : 96: 22 26 6 34 23 59 52:
Old : 96: 22 26 6 34 23 59 52:
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 : 26.7 24.8 40.4 41.0 25.1 24.8 38.0 41.0
Old : 26.7 24.8 40.4 41.0 25.1 24.8 38.0 41.0
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, October 13, 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 : 80,258: 28,872 24,842 1,503 39,843 34,401 70,218 60,746: 10,040 19,513
Old : 80,258: 28,872 24,842 1,503 39,843 34,401 70,218 60,746: 10,040 19,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 5,922: 1,932 458 -120 3,732 4,179 5,545 4,517: 378 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 31.0 1.9 49.6 42.9 87.5 75.7: 12.5 24.3
Old : 100.0: 36.0 31.0 1.9 49.6 42.9 87.5 75.7: 12.5 24.3
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 : 96: 22 26 6 34 23 59 52:
Old : 96: 22 26 6 34 23 59 52:
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 : 26.7 24.8 40.4 41.0 25.1 24.8 38.0 41.0
Old : 26.7 24.8 40.4 41.0 25.1 24.8 38.0 41.0
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, October 13, 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 : 16,679: 14,850 15,540 421 1,060 678 16,331 16,639: 348 40
Old : 16,679: 14,850 15,540 421 1,060 678 16,331 16,639: 348 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,544: -2,646 -3,174 -382 -500 0 -3,528 -3,556: -16 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 93.2 2.5 6.4 4.1 97.9 99.8: 2.1 0.2
Old : 100.0: 89.0 93.2 2.5 6.4 4.1 97.9 99.8: 2.1 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 : 34: 24 9 2 1 1 26 11:
Old : 34: 24 9 2 1 1 26 11:
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 : 68.4 87.0 84.1 99.1 67.4 84.7 79.6 93.0
Old : 68.4 87.0 84.1 99.1 67.4 84.7 79.6 93.0
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 13, 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 : 43,631: 29,968 23,920 104 13,446 19,551 43,518 43,575: 113 56
Old : 43,631: 29,968 23,920 104 13,446 19,551 43,518 43,575: 113 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 124: -779 121 0 898 6 119 127: 5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 54.8 0.2 30.8 44.8 99.7 99.9: 0.3 0.1
Old : 100.0: 68.7 54.8 0.2 30.8 44.8 99.7 99.9: 0.3 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 : 45: 7 17 1 7 16 14 34:
Old : 45: 7 17 1 7 16 14 34:
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 : 87.2 53.6 96.2 71.8 87.2 53.6 96.2 71.8
Old : 87.2 53.6 96.2 71.8 87.2 53.6 96.2 71.8
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 13, 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 : 41,008: 20,436 15,818 0 20,445 25,063 40,881 40,881: 127 127
Old : 41,008: 20,436 15,818 0 20,445 25,063 40,881 40,881: 127 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -781: 80 -708 0 -913 -77 -833 -785: 52 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 38.6 0.0 49.9 61.1 99.7 99.7: 0.3 0.3
Old : 100.0: 49.8 38.6 0.0 49.9 61.1 99.7 99.7: 0.3 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 : 39: 8 16 0 4 12 12 28:
Old : 39: 8 16 0 4 12 12 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.7 65.6 99.3 80.7 96.7 65.6 99.3 80.7
Old : 96.7 65.6 99.3 80.7 96.7 65.6 99.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015