WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 483,373: 83,692 149,659 160,244 201,366 129,590 445,302 439,492: 38,071 43,881
Old : 426,039: 83,974 146,856 135,864 173,211 106,669 393,049 389,389: 32,991 36,650
Other: 57,334: 14,985 18,069 9,113 28,155 22,920 52,253 50,103: 5,081 7,231
: : :
: : Changes in Commitments from: October 13, 2015 :
: 21,951: -11,939 27,500 14,214 20,673 -18,725 22,949 22,989: -998 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 31.0 33.2 41.7 26.8 92.1 90.9: 7.9 9.1
Old : 100.0: 19.7 34.5 31.9 40.7 25.0 92.3 91.4: 7.7 8.6
Other: 100.0: 26.1 31.5 15.9 49.1 40.0 91.1 87.4: 8.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 127 141 166 113 115 339 340:
Old : 418: 139 131 152 111 108 329 323:
Other: 171: 33 48 38 49 62 103 131:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 9.0 18.8 16.1 10.6 8.7 17.1 14.4
Old : 11.3 10.0 19.1 17.8 10.4 9.8 16.9 16.0
Other: 32.1 21.0 45.4 32.2 31.9 21.0 43.6 32.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 203,995: 62,614 75,349 28,460 90,275 73,905 181,349 177,714: 22,646 26,282
Old : 171,221: 65,294 74,062 19,342 66,743 57,107 151,378 150,512: 19,842 20,709
Other: 32,774: 4,199 8,166 2,238 23,533 16,797 29,970 27,202: 2,804 5,572
: : :
: : Changes in Commitments from: October 13, 2015 :
: 7,390: 1,726 7,661 1,020 3,729 -3,643 6,476 5,038: 914 2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 36.9 14.0 44.3 36.2 88.9 87.1: 11.1 12.9
Old : 100.0: 38.1 43.3 11.3 39.0 33.4 88.4 87.9: 11.6 12.1
Other: 100.0: 12.8 24.9 6.8 71.8 51.3 91.4 83.0: 8.6 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 67 61 57 74 62 162 163:
Old : 215: 68 59 48 66 58 147 153:
Other: 110: 15 26 17 43 43 71 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 : 15.1 19.9 25.9 28.5 14.2 16.8 23.5 24.9
Old : 17.9 23.7 27.8 33.9 16.9 23.7 26.6 33.4
Other: 39.1 23.0 51.2 37.7 39.1 22.9 51.2 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,731,746: 366,488 262,319 446,828 754,306 779,159 1,567,623 1,488,307: 164,124 243,439
Old : 1,607,372: 364,680 264,205 404,460 688,986 719,713 1,458,125 1,388,379: 149,247 218,994
Other: 124,374: 27,760 24,065 16,417 65,320 59,446 109,497 99,928: 14,877 24,446
: : :
: : Changes in Commitments from: October 13, 2015 :
: 32,848: -17,288 35,108 27,312 21,002 -32,549 31,025 29,871: 1,822 2,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.1 25.8 43.6 45.0 90.5 85.9: 9.5 14.1
Old : 100.0: 22.7 16.4 25.2 42.9 44.8 90.7 86.4: 9.3 13.6
Other: 100.0: 22.3 19.3 13.2 52.5 47.8 88.0 80.3: 12.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 196 170 235 315 335 626 645:
Old : 781: 193 177 230 312 330 617 639:
Other: 364: 54 53 40 99 207 171 285:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 10.7 15.5 17.4 6.8 8.4 12.1 12.5
Old : 9.0 11.2 16.1 18.2 7.3 9.4 12.6 14.1
Other: 21.0 19.7 32.6 29.2 20.5 18.5 31.1 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 12,112: 2,333 2,976 1,451 6,121 5,699 9,906 10,126: 2,207 1,987
Old : 12,012: 2,422 2,978 1,356 6,035 5,698 9,812 10,031: 2,200 1,981
Other: 101: 2 88 5 87 1 94 95: 7 6
: : :
: : Changes in Commitments from: October 13, 2015 :
: 462: -152 -21 287 332 191 466 456: -4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 24.6 12.0 50.5 47.0 81.8 83.6: 18.2 16.4
Old : 100.0: 20.2 24.8 11.3 50.2 47.4 81.7 83.5: 18.3 16.5
Other: 100.0: 1.6 87.9 5.1 86.3 1.0 93.0 94.0: 7.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 13 8 18 11 30 30:
Old : 42: 10 13 8 18 11 30 30:
Other: 4: 1 1 1 2 1 3 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 : 40.0 52.2 60.2 64.4 38.0 38.5 45.0 47.1
Old : 40.4 51.9 59.9 64.1 38.3 39.5 45.4 48.2
Other: 93.0 94.0 93.0 94.0 86.9 87.9 86.9 87.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 978,958: 154,688 114,034 310,755 442,989 461,611 908,432 886,399: 70,526 92,558
Old : 909,776: 155,618 107,312 296,095 391,674 420,985 843,386 824,391: 66,390 85,385
Other: 69,182: 8,582 16,234 5,148 51,315 40,626 65,046 62,008: 4,136 7,174
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,264: -8,941 -3,089 -25,601 30,507 24,829 -4,035 -3,861: 1,771 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.6 31.7 45.3 47.2 92.8 90.5: 7.2 9.5
Old : 100.0: 17.1 11.8 32.5 43.1 46.3 92.7 90.6: 7.3 9.4
Other: 100.0: 12.4 23.5 7.4 74.2 58.7 94.0 89.6: 6.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 175 174 261 189 198 510 517:
Old : 604: 184 170 256 186 195 502 511:
Other: 217: 31 57 44 52 97 115 172:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 15.0 23.6 21.8 11.2 10.9 15.6 15.8
Old : 13.6 15.3 21.1 22.1 8.2 10.9 13.2 15.7
Other: 62.9 37.3 74.1 56.0 62.4 37.1 73.7 54.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 476,935: 108,595 72,730 126,792 205,566 248,039 440,953 447,561: 35,982 29,374
Old : 450,361: 112,257 76,309 112,174 193,546 233,661 417,977 422,143: 32,384 28,218
Other: 26,574: 5,329 5,412 5,628 12,019 14,378 22,976 25,418: 3,598 1,156
: : :
: : Changes in Commitments from: October 13, 2015 :
: 6,570: 2,880 -1,003 6,746 -1,188 801 8,439 6,544: -1,869 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.2 26.6 43.1 52.0 92.5 93.8: 7.5 6.2
Old : 100.0: 24.9 16.9 24.9 43.0 51.9 92.8 93.7: 7.2 6.3
Other: 100.0: 20.1 20.4 21.2 45.2 54.1 86.5 95.6: 13.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 87 95 108 98 84 250 239:
Old : 314: 91 95 105 95 84 246 237:
Other: 75: 15 17 18 39 12 63 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 : 7.8 29.7 14.0 35.7 7.3 27.4 13.2 31.9
Old : 8.2 29.1 14.7 35.0 7.5 27.0 13.8 31.9
Other: 26.2 52.8 39.5 76.1 18.0 50.8 29.5 64.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 633,273: 51,253 56,051 77,591 350,676 342,844 479,520 476,486: 153,753 156,787
Old : 633,273: 51,253 56,051 77,591 350,676 342,844 479,520 476,486: 153,753 156,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -17,209: -6,380 114 6,525 -16,716 -25,167 -16,571 -18,529: -638 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.9 12.3 55.4 54.1 75.7 75.2: 24.3 24.8
Old : 100.0: 8.1 8.9 12.3 55.4 54.1 75.7 75.2: 24.3 24.8
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 : 150: 31 30 40 73 74 122 126:
Old : 150: 31 30 40 73 74 122 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 19.3 28.7 26.5 17.3 17.1 23.1 22.0
Old : 20.9 19.3 28.7 26.5 17.3 17.1 23.1 22.0
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 20, 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 : 635,930: 57,222 144,733 11,463 448,146 391,039 516,831 547,235: 119,100 88,695
Old : 635,930: 57,222 144,733 11,463 448,146 391,039 516,831 547,235: 119,100 88,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -10,560: 1,095 -2,459 -40 -12,591 -8,911 -11,536 -11,410: 976 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.8 1.8 70.5 61.5 81.3 86.1: 18.7 13.9
Old : 100.0: 9.0 22.8 1.8 70.5 61.5 81.3 86.1: 18.7 13.9
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 : 99: 12 15 11 56 52 74 72:
Old : 99: 12 15 11 56 52 74 72:
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 : 27.9 42.0 42.9 53.4 25.2 41.9 37.0 52.6
Old : 27.9 42.0 42.9 53.4 25.2 41.9 37.0 52.6
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 20, 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 : 5,148: 1,588 520 501 2,724 3,950 4,813 4,971: 335 177
Old : 5,148: 1,588 520 501 2,724 3,950 4,813 4,971: 335 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 108: 27 134 13 58 -12 98 135: 10 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 10.1 9.7 52.9 76.7 93.5 96.6: 6.5 3.4
Old : 100.0: 30.8 10.1 9.7 52.9 76.7 93.5 96.6: 6.5 3.4
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 : 37: 19 3 7 13 14 33 23:
Old : 37: 19 3 7 13 14 33 23:
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 : 41.2 50.9 60.3 75.6 27.3 35.0 35.6 44.3
Old : 41.2 50.9 60.3 75.6 27.3 35.0 35.6 44.3
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 20, 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 : 473,682: 118,198 53,324 98,411 193,258 285,031 409,867 436,766: 63,814 36,915
Old : 443,088: 120,190 53,100 87,595 175,550 268,580 383,334 409,275: 59,754 33,813
Other: 30,594: 2,153 4,368 6,671 17,709 16,451 26,533 27,491: 4,060 3,103
: : :
: : Changes in Commitments from: October 13, 2015 :
: 12,241: -2,226 1,275 762 13,854 8,785 12,390 10,822: -149 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.3 20.8 40.8 60.2 86.5 92.2: 13.5 7.8
Old : 100.0: 27.1 12.0 19.8 39.6 60.6 86.5 92.4: 13.5 7.6
Other: 100.0: 7.0 14.3 21.8 57.9 53.8 86.7 89.9: 13.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 99 62 101 96 87 253 211:
Old : 293: 107 62 101 96 83 252 206:
Other: 84: 14 20 25 38 25 67 56:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 31.3 18.0 39.5 9.3 26.4 14.1 32.3
Old : 10.3 31.3 17.1 39.7 9.4 27.5 14.2 33.8
Other: 32.2 43.9 47.1 59.9 27.8 37.8 37.2 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 14,403: 1,838 3,522 2,546 7,023 7,063 11,407 13,130: 2,996 1,273
Old : 14,319: 1,838 3,543 2,518 7,010 7,046 11,366 13,106: 2,953 1,213
Other: 84: 28 7 0 13 17 41 24: 43 60
: : :
: : Changes in Commitments from: October 13, 2015 :
: 582: -1,063 -101 489 1,173 145 598 532: -16 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 24.5 17.7 48.8 49.0 79.2 91.2: 20.8 8.8
Old : 100.0: 12.8 24.7 17.6 49.0 49.2 79.4 91.5: 20.6 8.5
Other: 100.0: 33.3 8.3 0.0 15.5 20.2 48.8 28.6: 51.2 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 21 19 22 25 15 58 51:
Old : 74: 21 19 22 24 15 57 51:
Other: 6: 1 1 0 2 2 3 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 : 35.8 40.7 45.2 51.9 34.5 39.3 40.0 50.4
Old : 36.0 40.9 45.4 52.1 34.7 39.5 40.2 50.7
Other: 48.8 28.6 48.8 28.6 48.8 28.6 48.8 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,135,112: 274,741 275,498 45,243 687,447 676,951 1,007,431 997,692: 127,681 137,421
Old : 1,135,112: 274,741 275,498 45,243 687,447 676,951 1,007,431 997,692: 127,681 137,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -4,963: -6,782 -636 4,386 -4,027 -8,250 -6,423 -4,500: 1,460 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 24.3 4.0 60.6 59.6 88.8 87.9: 11.2 12.1
Old : 100.0: 24.2 24.3 4.0 60.6 59.6 88.8 87.9: 11.2 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 : 271: 54 56 36 91 128 167 198:
Old : 271: 54 56 36 91 128 167 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 18.8 34.8 28.6 21.7 16.9 31.7 25.8
Old : 21.9 18.8 34.8 28.6 21.7 16.9 31.7 25.8
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 20, 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 : 3,271,815: 427,398 424,841 312,635 2,170,470 2,109,056 2,910,503 2,846,532: 361,312 425,283
Old : 3,271,815: 427,398 424,841 312,635 2,170,470 2,109,056 2,910,503 2,846,532: 361,312 425,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -15,522: -18,669 16,301 17,368 -18,692 -49,444 -19,993 -15,776: 4,471 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.0 9.6 66.3 64.5 89.0 87.0: 11.0 13.0
Old : 100.0: 13.1 13.0 9.6 66.3 64.5 89.0 87.0: 11.0 13.0
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 : 386: 77 93 97 171 179 305 312:
Old : 386: 77 93 97 171 179 305 312:
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 : 28.7 16.7 37.0 25.0 26.7 14.8 33.1 21.2
Old : 28.7 16.7 37.0 25.0 26.7 14.8 33.1 21.2
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 20, 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 : 2,560,446: 325,961 391,372 131,609 1,800,544 1,697,474 2,258,114 2,220,455: 302,332 339,991
Old : 2,560,446: 325,961 391,372 131,609 1,800,544 1,697,474 2,258,114 2,220,455: 302,332 339,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 947: -16,138 7,646 -3,117 31,842 -7,521 12,587 -2,992: -11,641 3,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.3 5.1 70.3 66.3 88.2 86.7: 11.8 13.3
Old : 100.0: 12.7 15.3 5.1 70.3 66.3 88.2 86.7: 11.8 13.3
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 : 291: 44 64 55 130 152 205 240:
Old : 291: 44 64 55 130 152 205 240:
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 : 32.2 14.9 44.0 24.5 28.4 14.2 37.3 22.3
Old : 32.2 14.9 44.0 24.5 28.4 14.2 37.3 22.3
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 20, 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 : 921,086: 234,581 83,541 126,495 538,726 653,217 899,801 863,253: 21,284 57,833
Old : 921,086: 234,581 83,541 126,495 538,726 653,217 899,801 863,253: 21,284 57,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 13,999: 24,437 -12,706 1,486 -16,134 39,962 9,789 28,741: 4,210 -14,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.1 13.7 58.5 70.9 97.7 93.7: 2.3 6.3
Old : 100.0: 25.5 9.1 13.7 58.5 70.9 97.7 93.7: 2.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 23 38 37 54 72 94 132:
Old : 138: 23 38 37 54 72 94 132:
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 : 43.3 29.6 64.9 41.3 38.5 18.4 46.1 24.7
Old : 43.3 29.6 64.9 41.3 38.5 18.4 46.1 24.7
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 20, 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 : 39,856: 12,661 12,281 632 20,994 17,004 34,287 29,918: 5,569 9,938
Old : 39,856: 12,661 12,281 632 20,994 17,004 34,287 29,918: 5,569 9,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -273: -1,775 -139 -119 1,072 -196 -822 -455: 549 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 30.8 1.6 52.7 42.7 86.0 75.1: 14.0 24.9
Old : 100.0: 31.8 30.8 1.6 52.7 42.7 86.0 75.1: 14.0 24.9
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 : 89: 22 22 6 31 23 56 48:
Old : 89: 22 22 6 31 23 56 48:
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 23.1 37.4 39.5 21.8 23.1 35.0 39.5
Old : 23.2 23.1 37.4 39.5 21.8 23.1 35.0 39.5
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 20, 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 : 79,712: 25,323 24,563 1,264 41,988 34,009 68,575 59,836: 11,137 19,876
Old : 79,712: 25,323 24,563 1,264 41,988 34,009 68,575 59,836: 11,137 19,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -546: -3,550 -279 -238 2,145 -392 -1,643 -909: 1,097 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 30.8 1.6 52.7 42.7 86.0 75.1: 14.0 24.9
Old : 100.0: 31.8 30.8 1.6 52.7 42.7 86.0 75.1: 14.0 24.9
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 : 89: 22 22 6 31 23 56 48:
Old : 89: 22 22 6 31 23 56 48:
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 23.1 37.4 39.5 21.8 23.1 35.0 39.5
Old : 23.2 23.1 37.4 39.5 21.8 23.1 35.0 39.5
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 20, 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 : 18,209: 15,817 16,505 985 1,060 678 17,862 18,168: 347 41
Old : 18,209: 15,817 16,505 985 1,060 678 17,862 18,168: 347 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,530: 967 965 564 0 0 1,531 1,529: -1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 90.6 5.4 5.8 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 86.9 90.6 5.4 5.8 3.7 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 23 10 3 1 1 26 12:
Old : 34: 23 10 3 1 1 26 12:
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 : 70.2 80.0 85.1 97.0 69.1 77.9 80.0 90.2
Old : 70.2 80.0 85.1 97.0 69.1 77.9 80.0 90.2
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 20, 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 : 43,205: 30,117 23,696 160 12,835 19,277 43,112 43,133: 93 72
Old : 43,205: 30,117 23,696 160 12,835 19,277 43,112 43,133: 93 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -426: 149 -224 56 -611 -274 -406 -442: -20 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 54.8 0.4 29.7 44.6 99.8 99.8: 0.2 0.2
Old : 100.0: 69.7 54.8 0.4 29.7 44.6 99.8 99.8: 0.2 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 : 49: 7 21 2 6 16 13 39:
Old : 49: 7 21 2 6 16 13 39:
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 : 85.4 52.9 95.7 71.3 85.4 52.9 95.7 71.3
Old : 85.4 52.9 95.7 71.3 85.4 52.9 95.7 71.3
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 20, 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 : 41,296: 22,049 15,902 20 19,125 25,290 41,194 41,212: 102 84
Old : 41,296: 22,049 15,902 20 19,125 25,290 41,194 41,212: 102 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 288: 1,613 84 20 -1,320 227 313 331: -25 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 38.5 0.0 46.3 61.2 99.8 99.8: 0.2 0.2
Old : 100.0: 53.4 38.5 0.0 46.3 61.2 99.8 99.8: 0.2 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: 9 15 1 4 12 14 27:
Old : 39: 9 15 1 4 12 14 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.4 65.1 98.9 80.2 93.4 65.1 98.9 80.2
Old : 93.4 65.1 98.9 80.2 93.4 65.1 98.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015