WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 477,897: 96,519 141,559 147,721 193,648 144,461 437,887 433,740: 40,010 44,157
Old : 416,385: 97,987 138,325 120,894 163,063 119,217 381,943 378,436: 34,442 37,950
Other: 61,512: 15,754 20,456 9,605 30,585 25,244 55,944 55,305: 5,568 6,208
: : :
: : Changes in Commitments from: October 20, 2015 :
: -5,476: 12,826 -8,100 -12,523 -7,718 14,871 -7,414 -5,752: 1,939 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.6 30.9 40.5 30.2 91.6 90.8: 8.4 9.2
Old : 100.0: 23.5 33.2 29.0 39.2 28.6 91.7 90.9: 8.3 9.1
Other: 100.0: 25.6 33.3 15.6 49.7 41.0 90.9 89.9: 9.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 128 125 158 111 116 335 321:
Old : 405: 139 119 145 107 111 325 306:
Other: 180: 35 52 40 50 63 108 136:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.5 18.3 16.7 10.4 8.5 17.0 13.8
Old : 10.4 10.9 17.7 18.0 9.7 9.7 16.5 15.6
Other: 33.2 18.5 45.8 33.6 32.9 18.5 44.1 33.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 208,287: 59,644 78,371 30,943 94,353 72,431 184,940 181,745: 23,347 26,543
Old : 175,174: 62,718 77,248 21,213 71,077 55,886 155,008 154,347: 20,166 20,826
Other: 33,114: 4,246 8,442 2,410 23,276 16,545 29,932 27,397: 3,181 5,716
: : :
: : Changes in Commitments from: October 20, 2015 :
: 4,292: -2,969 3,022 2,483 4,078 -1,473 3,592 4,031: 701 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 37.6 14.9 45.3 34.8 88.8 87.3: 11.2 12.7
Old : 100.0: 35.8 44.1 12.1 40.6 31.9 88.5 88.1: 11.5 11.9
Other: 100.0: 12.8 25.5 7.3 70.3 50.0 90.4 82.7: 9.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 63 65 61 74 63 166 169:
Old : 218: 67 62 53 68 57 154 156:
Other: 110: 15 27 17 43 43 71 76:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 18.5 23.8 27.3 13.4 16.5 22.6 25.3
Old : 17.1 22.0 26.5 32.5 15.9 22.0 25.1 32.4
Other: 33.4 23.2 46.5 36.1 33.4 22.1 46.5 33.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,699,940: 368,904 259,632 416,317 744,367 783,232 1,529,588 1,459,180: 170,352 240,759
Old : 1,570,617: 365,393 263,350 372,138 678,422 721,334 1,415,953 1,356,822: 154,665 213,796
Other: 129,322: 29,734 22,504 17,957 65,944 61,898 113,635 102,358: 15,687 26,964
: : :
: : Changes in Commitments from: October 20, 2015 :
: -31,807: 2,416 -2,688 -30,511 -9,939 4,073 -38,035 -29,127: 6,228 -2,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.3 24.5 43.8 46.1 90.0 85.8: 10.0 14.2
Old : 100.0: 23.3 16.8 23.7 43.2 45.9 90.2 86.4: 9.8 13.6
Other: 100.0: 23.0 17.4 13.9 51.0 47.9 87.9 79.1: 12.1 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 202 140 220 325 345 624 629:
Old : 766: 197 146 212 322 342 612 623:
Other: 368: 56 50 45 108 208 182 287:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 11.2 15.9 17.7 7.4 9.3 12.8 14.0
Old : 9.2 11.8 16.4 18.6 7.6 10.2 13.5 15.3
Other: 19.3 19.1 30.2 28.8 17.9 17.7 28.0 26.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 12,341: 2,332 3,020 1,431 6,190 5,849 9,954 10,301: 2,387 2,041
Old : 12,245: 2,410 3,020 1,347 6,113 5,848 9,871 10,215: 2,374 2,030
Other: 96: 2 80 5 77 1 83 85: 13 11
: : :
: : Changes in Commitments from: October 20, 2015 :
: 229: -1 44 -20 69 151 48 175: 181 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.5 11.6 50.2 47.4 80.7 83.5: 19.3 16.5
Old : 100.0: 19.7 24.7 11.0 49.9 47.8 80.6 83.4: 19.4 16.6
Other: 100.0: 1.6 82.8 4.7 80.2 1.0 86.5 88.6: 13.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 8 18 11 29 30:
Old : 41: 11 11 8 18 11 29 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 : 41.1 50.9 60.5 62.9 38.8 38.3 45.7 47.0
Old : 41.5 50.7 60.4 62.7 39.1 39.2 46.3 48.0
Other: 86.5 88.6 86.5 88.6 80.7 82.8 80.7 82.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 788,010: 140,073 115,640 196,659 381,429 393,688 718,161 705,987: 69,849 82,024
Old : 716,161: 141,121 109,103 181,267 328,957 352,060 651,345 642,430: 64,816 73,731
Other: 71,849: 8,720 16,305 5,624 52,472 41,628 66,816 63,556: 5,033 8,293
: : :
: : Changes in Commitments from: October 20, 2015 :
: -190,947: -14,615 1,606 -114,096 -61,560 -67,923 -190,271 -180,413: -677 -10,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 14.7 25.0 48.4 50.0 91.1 89.6: 8.9 10.4
Old : 100.0: 19.7 15.2 25.3 45.9 49.2 90.9 89.7: 9.1 10.3
Other: 100.0: 12.1 22.7 7.8 73.0 57.9 93.0 88.5: 7.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 156 142 192 188 190 444 446:
Old : 531: 160 137 189 184 184 434 437:
Other: 215: 35 52 38 56 97 116 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.5 25.0 22.4 14.1 14.0 19.4 20.1
Old : 15.1 15.0 22.1 22.8 10.3 14.3 16.7 20.5
Other: 60.7 37.3 72.2 55.3 60.2 37.2 71.8 53.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 484,197: 105,244 72,869 139,039 204,695 243,221 448,978 455,129: 35,218 29,068
Old : 453,289: 109,373 76,219 121,122 191,161 228,225 421,656 425,566: 31,632 27,723
Other: 30,908: 7,276 8,055 6,512 13,534 14,996 27,322 29,563: 3,586 1,345
: : :
: : Changes in Commitments from: October 20, 2015 :
: 7,262: -3,351 139 12,247 -870 -4,818 8,026 7,568: -764 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.0 28.7 42.3 50.2 92.7 94.0: 7.3 6.0
Old : 100.0: 24.1 16.8 26.7 42.2 50.3 93.0 93.9: 7.0 6.1
Other: 100.0: 23.5 26.1 21.1 43.8 48.5 88.4 95.6: 11.6 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 98 90 123 95 79 265 246:
Old : 324: 100 94 121 92 78 261 244:
Other: 82: 19 14 19 42 13 69 40:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 28.1 14.3 34.2 7.3 25.9 13.2 30.5
Old : 8.4 27.7 15.0 34.2 7.6 25.9 13.7 30.9
Other: 30.1 50.7 42.6 76.0 22.9 48.7 33.6 62.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 556,865: 44,282 63,876 39,111 311,965 312,982 395,358 415,970: 161,507 140,895
Old : 556,865: 44,282 63,876 39,111 311,965 312,982 395,358 415,970: 161,507 140,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -76,409: -6,971 7,825 -38,480 -38,712 -29,862 -84,162 -60,516: 7,753 -15,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.5 7.0 56.0 56.2 71.0 74.7: 29.0 25.3
Old : 100.0: 8.0 11.5 7.0 56.0 56.2 71.0 74.7: 29.0 25.3
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 : 140: 23 31 30 64 72 104 116:
Old : 140: 23 31 30 64 72 104 116:
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 : 21.8 19.3 29.5 27.6 18.2 18.2 23.4 24.0
Old : 21.8 19.3 29.5 27.6 18.2 18.2 23.4 24.0
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 27, 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 : 637,120: 64,130 141,630 11,502 438,197 393,377 513,829 546,509: 123,291 90,611
Old : 637,120: 64,130 141,630 11,502 438,197 393,377 513,829 546,509: 123,291 90,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,190: 6,908 -3,103 39 -9,949 2,338 -3,002 -726: 4,191 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 22.2 1.8 68.8 61.7 80.6 85.8: 19.4 14.2
Old : 100.0: 10.1 22.2 1.8 68.8 61.7 80.6 85.8: 19.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 14 12 10 55 48 74 65:
Old : 95: 14 12 10 55 48 74 65:
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 : 27.8 43.0 41.2 54.2 25.0 42.4 35.4 52.2
Old : 27.8 43.0 41.2 54.2 25.0 42.4 35.4 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 27, 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 : 5,313: 1,833 682 486 2,676 3,975 4,995 5,143: 318 170
Old : 5,313: 1,833 682 486 2,676 3,975 4,995 5,143: 318 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 165: 245 162 -15 -48 25 182 172: -17 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.8 9.1 50.4 74.8 94.0 96.8: 6.0 3.2
Old : 100.0: 34.5 12.8 9.1 50.4 74.8 94.0 96.8: 6.0 3.2
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 : 35: 17 3 7 11 14 29 23:
Old : 35: 17 3 7 11 14 29 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 : 39.8 53.1 62.1 75.8 28.8 36.6 39.8 46.6
Old : 39.8 53.1 62.1 75.8 28.8 36.6 39.8 46.6
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 27, 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 : 464,361: 98,889 58,265 95,524 207,362 275,988 401,775 429,777: 62,586 34,584
Old : 430,798: 100,787 57,530 83,832 187,893 258,204 372,511 399,566: 58,287 31,232
Other: 33,563: 2,288 4,921 7,507 19,469 17,784 29,264 30,211: 4,300 3,352
: : :
: : Changes in Commitments from: October 20, 2015 :
: -9,320: -19,309 4,942 -2,887 14,103 -9,043 -8,092 -6,989: -1,228 -2,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.5 20.6 44.7 59.4 86.5 92.6: 13.5 7.4
Old : 100.0: 23.4 13.4 19.5 43.6 59.9 86.5 92.8: 13.5 7.2
Other: 100.0: 6.8 14.7 22.4 58.0 53.0 87.2 90.0: 12.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 80 68 106 96 90 243 218:
Old : 281: 91 67 106 96 85 242 212:
Other: 90: 16 22 25 42 26 73 59:
:----------------------------------------------------------------------------------------------------
: 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 30.6 19.6 38.6 9.8 24.9 14.8 30.7
Old : 11.5 30.8 18.7 39.0 9.8 26.2 15.0 32.6
Other: 30.3 44.1 45.4 59.1 26.7 38.6 35.8 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 13,433: 1,266 3,631 1,872 7,667 6,703 10,804 12,206: 2,629 1,227
Old : 13,349: 1,266 3,676 1,820 7,654 6,686 10,739 12,182: 2,610 1,167
Other: 84: 52 7 0 13 17 65 24: 19 60
: : :
: : Changes in Commitments from: October 20, 2015 :
: -970: -573 109 -674 644 -359 -603 -925: -367 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 27.0 13.9 57.1 49.9 80.4 90.9: 19.6 9.1
Old : 100.0: 9.5 27.5 13.6 57.3 50.1 80.5 91.3: 19.5 8.7
Other: 100.0: 61.9 8.3 0.0 15.5 20.2 77.4 28.6: 22.6 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 22 20 24 15 55 50:
Old : 72: 19 23 20 23 15 54 50:
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 : 38.6 44.2 49.3 56.2 37.0 39.1 42.5 49.7
Old : 38.9 44.5 49.6 56.4 37.3 39.4 42.8 49.9
Other: 77.4 28.6 77.4 28.6 77.4 28.6 77.4 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 27, 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 : 1,192,968: 312,932 291,821 38,461 713,344 725,475 1,064,737 1,055,758: 128,231 137,210
Old : 1,192,968: 312,932 291,821 38,461 713,344 725,475 1,064,737 1,055,758: 128,231 137,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 57,856: 38,192 16,324 -6,782 25,897 48,524 57,307 58,066: 549 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 24.5 3.2 59.8 60.8 89.3 88.5: 10.7 11.5
Old : 100.0: 26.2 24.5 3.2 59.8 60.8 89.3 88.5: 10.7 11.5
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 : 269: 50 59 36 97 127 171 198:
Old : 269: 50 59 36 97 127 171 198:
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 : 23.3 19.0 34.9 28.3 23.1 17.0 33.3 24.8
Old : 23.3 19.0 34.9 28.3 23.1 17.0 33.3 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 27, 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 : 3,125,712: 421,739 462,080 233,546 2,086,874 1,997,353 2,742,159 2,692,978: 383,553 432,734
Old : 3,125,712: 421,739 462,080 233,546 2,086,874 1,997,353 2,742,159 2,692,978: 383,553 432,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -146,103: -5,658 37,238 -79,089 -83,597 -111,704 -168,344 -153,554: 22,241 7,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.8 7.5 66.8 63.9 87.7 86.2: 12.3 13.8
Old : 100.0: 13.5 14.8 7.5 66.8 63.9 87.7 86.2: 12.3 13.8
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 : 364: 78 83 93 158 166 288 290:
Old : 364: 78 83 93 158 166 288 290:
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 : 29.6 15.9 37.9 24.1 27.5 13.4 33.8 19.8
Old : 29.6 15.9 37.9 24.1 27.5 13.4 33.8 19.8
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 27, 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 : 2,587,923: 350,020 393,353 111,129 1,817,347 1,744,803 2,278,496 2,249,285: 309,427 338,638
Old : 2,587,923: 350,020 393,353 111,129 1,817,347 1,744,803 2,278,496 2,249,285: 309,427 338,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 27,477: 24,059 1,981 -20,480 16,803 47,329 20,382 28,830: 7,095 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.2 4.3 70.2 67.4 88.0 86.9: 12.0 13.1
Old : 100.0: 13.5 15.2 4.3 70.2 67.4 88.0 86.9: 12.0 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 : 291: 49 67 57 118 145 203 233:
Old : 291: 49 67 57 118 145 203 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 17.2 43.0 26.6 27.2 16.5 37.3 24.5
Old : 31.3 17.2 43.0 26.6 27.2 16.5 37.3 24.5
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 27, 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 : 935,808: 259,821 97,088 120,467 530,698 653,022 910,986 870,578: 24,822 65,230
Old : 935,808: 259,821 97,088 120,467 530,698 653,022 910,986 870,578: 24,822 65,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 14,722: 25,240 13,547 -6,028 -8,028 -195 11,185 7,325: 3,537 7,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.4 12.9 56.7 69.8 97.3 93.0: 2.7 7.0
Old : 100.0: 27.8 10.4 12.9 56.7 69.8 97.3 93.0: 2.7 7.0
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 : 131: 16 40 32 54 69 89 124:
Old : 131: 16 40 32 54 69 89 124:
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 : 45.7 29.1 67.5 41.4 41.9 18.7 49.2 24.6
Old : 45.7 29.1 67.5 41.4 41.9 18.7 49.2 24.6
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 27, 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 : 41,743: 12,399 10,279 1,076 22,396 21,114 35,871 32,470: 5,872 9,273
Old : 41,743: 12,399 10,279 1,076 22,396 21,114 35,871 32,470: 5,872 9,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,887: -262 -2,002 444 1,402 4,110 1,584 2,552: 303 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.6 2.6 53.7 50.6 85.9 77.8: 14.1 22.2
Old : 100.0: 29.7 24.6 2.6 53.7 50.6 85.9 77.8: 14.1 22.2
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 : 97: 23 27 6 33 24 58 55:
Old : 97: 23 27 6 33 24 58 55:
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 : 20.3 23.8 33.5 35.3 18.4 23.8 30.1 34.4
Old : 20.3 23.8 33.5 35.3 18.4 23.8 30.1 34.4
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 27, 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 : 83,485: 24,798 20,559 2,152 44,792 42,229 71,742 64,939: 11,743 18,546
Old : 83,485: 24,798 20,559 2,152 44,792 42,229 71,742 64,939: 11,743 18,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 3,773: -524 -4,004 888 2,804 8,220 3,167 5,103: 606 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.6 2.6 53.7 50.6 85.9 77.8: 14.1 22.2
Old : 100.0: 29.7 24.6 2.6 53.7 50.6 85.9 77.8: 14.1 22.2
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 : 97: 23 27 6 33 24 58 55:
Old : 97: 23 27 6 33 24 58 55:
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 : 20.3 23.8 33.5 35.3 18.4 23.8 30.1 34.4
Old : 20.3 23.8 33.5 35.3 18.4 23.8 30.1 34.4
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 27, 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 : 18,111: 15,681 16,363 1,027 1,060 678 17,768 18,068: 343 43
Old : 18,111: 15,681 16,363 1,027 1,060 678 17,768 18,068: 343 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -98: -136 -142 42 0 0 -94 -100: -4 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 90.3 5.7 5.9 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 86.6 90.3 5.7 5.9 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 : 33: 22 10 3 1 1 25 12:
Old : 33: 22 10 3 1 1 25 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 : 68.8 80.4 84.2 96.9 67.7 78.3 78.8 89.9
Old : 68.8 80.4 84.2 96.9 67.7 78.3 78.8 89.9
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 27, 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 : 42,975: 30,482 23,582 210 12,179 19,115 42,871 42,907: 104 68
Old : 42,975: 30,482 23,582 210 12,179 19,115 42,871 42,907: 104 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -230: 365 -114 50 -656 -162 -241 -226: 11 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 54.9 0.5 28.3 44.5 99.8 99.8: 0.2 0.2
Old : 100.0: 70.9 54.9 0.5 28.3 44.5 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 : 48: 7 20 1 6 16 13 37:
Old : 48: 7 20 1 6 16 13 37:
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 : 85.9 53.1 95.7 71.2 85.9 53.1 95.7 71.2
Old : 85.9 53.1 95.7 71.2 85.9 53.1 95.7 71.2
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 27, 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 : 39,370: 22,572 15,581 0 16,625 23,747 39,197 39,328: 173 42
Old : 39,370: 22,572 15,581 0 16,625 23,747 39,197 39,328: 173 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -1,926: 523 -321 -20 -2,500 -1,543 -1,997 -1,884: 71 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 39.6 0.0 42.2 60.3 99.6 99.9: 0.4 0.1
Old : 100.0: 57.3 39.6 0.0 42.2 60.3 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 13 0 4 13 16 26:
Old : 41: 12 13 0 4 13 16 26:
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 : 91.7 68.3 97.8 83.5 91.7 68.3 97.8 83.5
Old : 91.7 68.3 97.8 83.5 91.7 68.3 97.8 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015