WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 481,818: 92,530 125,075 155,956 196,895 156,072 445,381 437,103: 36,437 44,716
Old : 404,454: 92,742 112,081 126,127 155,874 129,385 374,744 367,593: 29,710 36,861
Other: 77,364: 17,871 31,077 11,746 41,021 26,687 70,638 69,510: 6,726 7,854
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,222: -6,714 -6,234 7,982 2,121 1,659 3,389 3,407: 834 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.0 32.4 40.9 32.4 92.4 90.7: 7.6 9.3
Old : 100.0: 22.9 27.7 31.2 38.5 32.0 92.7 90.9: 7.3 9.1
Other: 100.0: 23.1 40.2 15.2 53.0 34.5 91.3 89.8: 8.7 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 100 146 172 116 118 336 335:
Old : 394: 124 121 160 108 115 321 320:
Other: 212: 42 69 41 57 64 127 152:
:----------------------------------------------------------------------------------------------------
: 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 8.4 18.5 15.3 10.0 6.8 16.2 12.2
Old : 10.4 9.4 17.8 17.1 8.9 7.8 15.4 13.5
Other: 28.2 17.3 39.0 29.9 28.0 17.3 37.5 29.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 221,941: 56,203 84,528 39,344 102,951 69,880 198,498 193,752: 23,444 28,190
Old : 177,997: 55,089 81,849 27,655 75,873 46,392 158,617 155,896: 19,380 22,100
Other: 43,945: 10,400 11,965 2,403 27,078 23,487 39,881 37,855: 4,063 6,089
: : :
: : Changes in Commitments from: November 3, 2015 :
: 7,026: -3,005 4,355 5,306 4,048 -4,304 6,348 5,357: 678 1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 38.1 17.7 46.4 31.5 89.4 87.3: 10.6 12.7
Old : 100.0: 30.9 46.0 15.5 42.6 26.1 89.1 87.6: 10.9 12.4
Other: 100.0: 23.7 27.2 5.5 61.6 53.4 90.8 86.1: 9.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 67 69 66 82 66 180 183:
Old : 234: 71 68 57 74 61 164 171:
Other: 131: 24 34 16 54 45 90 84:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 17.4 22.2 26.2 11.7 15.7 20.5 24.5
Old : 15.6 19.2 24.6 29.5 14.3 18.1 22.9 28.4
Other: 23.7 24.7 38.3 36.4 23.7 20.6 37.3 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,841,342: 341,682 319,987 513,223 796,943 751,914 1,651,849 1,585,124: 189,493 256,218
Old : 1,683,958: 348,860 320,246 448,338 717,901 687,355 1,515,099 1,455,939: 168,859 228,019
Other: 157,384: 34,534 41,453 23,173 79,042 64,559 136,749 129,185: 20,635 28,199
: : :
: : Changes in Commitments from: November 3, 2015 :
: 99,188: -26,737 55,652 70,505 39,923 -43,094 83,692 83,063: 15,497 16,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.4 27.9 43.3 40.8 89.7 86.1: 10.3 13.9
Old : 100.0: 20.7 19.0 26.6 42.6 40.8 90.0 86.5: 10.0 13.5
Other: 100.0: 21.9 26.3 14.7 50.2 41.0 86.9 82.1: 13.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 175 190 236 341 329 650 642:
Old : 777: 183 184 229 338 326 638 636:
Other: 379: 47 72 50 110 210 186 305:
:----------------------------------------------------------------------------------------------------
: 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 9.8 15.7 15.7 6.7 6.7 11.8 11.2
Old : 8.9 10.2 15.9 16.4 7.4 7.5 13.2 12.4
Other: 19.7 19.5 32.9 30.5 18.9 18.8 29.6 27.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 13,826: 2,411 3,201 2,011 6,869 6,386 11,291 11,598: 2,535 2,228
Old : 13,480: 2,692 3,201 1,708 6,563 6,374 10,964 11,283: 2,516 2,196
Other: 347: 0 281 22 306 12 328 315: 19 32
: : :
: : Changes in Commitments from: November 3, 2015 :
: 752: 69 67 310 370 236 748 613: 4 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.1 14.5 49.7 46.2 81.7 83.9: 18.3 16.1
Old : 100.0: 20.0 23.7 12.7 48.7 47.3 81.3 83.7: 18.7 16.3
Other: 100.0: 0.0 81.2 6.2 88.3 3.4 94.5 90.8: 5.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 15 9 15 10 28 32:
Old : 43: 11 14 9 15 10 28 32:
Other: 10: 0 5 3 4 2 7 7:
:----------------------------------------------------------------------------------------------------
: 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 47.2 64.7 59.2 37.9 31.8 42.8 39.9
Old : 43.1 47.0 64.1 59.0 37.9 33.3 44.1 41.6
Other: 90.9 86.8 94.5 90.8 88.0 83.5 88.0 84.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 824,618: 129,613 166,155 218,830 409,040 361,712 757,482 746,696: 67,137 77,922
Old : 743,643: 129,991 159,332 198,954 353,682 316,269 682,627 674,555: 61,016 69,088
Other: 80,975: 10,130 17,332 9,367 55,358 45,443 74,855 72,141: 6,121 8,834
: : :
: : Changes in Commitments from: November 3, 2015 :
: 47,138: -862 33,582 23,617 24,185 -12,164 46,940 45,035: 198 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.1 26.5 49.6 43.9 91.9 90.6: 8.1 9.4
Old : 100.0: 17.5 21.4 26.8 47.6 42.5 91.8 90.7: 8.2 9.3
Other: 100.0: 12.5 21.4 11.6 68.4 56.1 92.4 89.1: 7.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 158 168 220 188 186 467 477:
Old : 568: 170 158 213 184 174 455 460:
Other: 237: 40 69 56 56 97 140 184:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 14.0 25.5 20.3 16.5 12.9 21.5 18.0
Old : 16.1 14.3 23.0 20.3 13.3 13.5 19.4 18.9
Other: 54.3 35.3 65.7 51.9 53.0 34.9 64.4 50.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 517,952: 102,980 89,480 149,605 226,792 241,938 479,377 481,023: 38,575 36,929
Old : 483,544: 108,116 92,769 130,311 210,444 225,450 448,871 448,530: 34,673 35,014
Other: 34,408: 7,863 9,710 6,295 16,347 16,488 30,506 32,493: 3,902 1,915
: : :
: : Changes in Commitments from: November 3, 2015 :
: 14,069: 2,206 14,930 1,297 8,978 -8,219 12,480 8,008: 1,589 6,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.3 28.9 43.8 46.7 92.6 92.9: 7.4 7.1
Old : 100.0: 22.4 19.2 26.9 43.5 46.6 92.8 92.8: 7.2 7.2
Other: 100.0: 22.9 28.2 18.3 47.5 47.9 88.7 94.4: 11.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 93 102 122 98 78 261 254:
Old : 329: 96 105 120 95 77 257 252:
Other: 85: 19 16 18 45 14 73 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 : 8.0 26.6 13.9 32.3 7.1 23.0 12.6 27.3
Old : 8.0 26.3 14.3 32.3 7.5 23.1 13.5 27.8
Other: 24.7 48.4 38.5 73.3 21.7 45.6 32.7 61.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 583,228: 50,809 62,524 66,739 324,851 308,574 442,400 437,836: 140,828 145,392
Old : 583,228: 50,809 62,524 66,739 324,851 308,574 442,400 437,836: 140,828 145,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,234: -5,566 -7,163 17,643 7,216 -244 19,293 10,236: -15,059 -6,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 11.4 55.7 52.9 75.9 75.1: 24.1 24.9
Old : 100.0: 8.7 10.7 11.4 55.7 52.9 75.9 75.1: 24.1 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 : 147: 26 35 36 67 74 114 124:
Old : 147: 26 35 36 67 74 114 124:
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 : 18.9 16.7 26.9 24.7 16.3 16.0 22.3 21.4
Old : 18.9 16.7 26.9 24.7 16.3 16.0 22.3 21.4
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, November 10, 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 : 620,391: 62,632 146,060 10,683 426,851 364,540 500,166 521,283: 120,225 99,108
Old : 620,391: 62,632 146,060 10,683 426,851 364,540 500,166 521,283: 120,225 99,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -9,678: -5,542 -1,946 1,877 -7,962 -13,925 -11,627 -13,994: 1,949 4,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.5 1.7 68.8 58.8 80.6 84.0: 19.4 16.0
Old : 100.0: 10.1 23.5 1.7 68.8 58.8 80.6 84.0: 19.4 16.0
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 : 91: 11 14 12 58 46 75 66:
Old : 91: 11 14 12 58 46 75 66:
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 : 27.7 40.5 41.0 51.8 24.6 38.7 34.7 48.6
Old : 27.7 40.5 41.0 51.8 24.6 38.7 34.7 48.6
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, November 10, 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 : 5,512: 1,838 715 468 2,937 4,132 5,243 5,315: 269 197
Old : 5,512: 1,838 715 468 2,937 4,132 5,243 5,315: 269 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -70: -2 2 -91 33 -13 -60 -102: -10 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 13.0 8.5 53.3 75.0 95.1 96.4: 4.9 3.6
Old : 100.0: 33.3 13.0 8.5 53.3 75.0 95.1 96.4: 4.9 3.6
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 : 35: 15 3 7 11 15 29 23:
Old : 35: 15 3 7 11 15 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 : 41.0 55.2 64.7 76.8 28.2 35.1 39.9 47.2
Old : 41.0 55.2 64.7 76.8 28.2 35.1 39.9 47.2
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, November 10, 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 : 488,379: 98,580 80,684 101,997 225,935 264,490 426,512 447,172: 61,868 41,208
Old : 449,934: 99,960 78,365 89,440 203,881 244,704 393,281 412,510: 56,654 37,424
Other: 38,445: 3,004 6,703 8,173 22,055 19,786 33,231 34,662: 5,214 3,783
: : :
: : Changes in Commitments from: November 3, 2015 :
: 16,455: 1,330 14,009 6,455 8,763 -6,129 16,548 14,335: -94 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.5 20.9 46.3 54.2 87.3 91.6: 12.7 8.4
Old : 100.0: 22.2 17.4 19.9 45.3 54.4 87.4 91.7: 12.6 8.3
Other: 100.0: 7.8 17.4 21.3 57.4 51.5 86.4 90.2: 13.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 78 88 107 104 90 249 235:
Old : 299: 90 82 107 104 85 248 229:
Other: 100: 14 23 27 52 26 87 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 : 11.7 27.2 19.1 35.7 9.7 22.1 15.0 27.4
Old : 10.9 27.5 18.5 36.0 9.9 23.6 15.3 29.4
Other: 27.2 43.5 40.8 58.0 24.1 38.8 33.0 48.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 13,497: 920 2,789 2,529 7,885 6,823 11,334 12,141: 2,162 1,356
Old : 13,411: 920 2,847 2,464 7,867 6,806 11,251 12,117: 2,159 1,294
Other: 86: 65 7 0 18 17 83 24: 3 62
: : :
: : Changes in Commitments from: November 3, 2015 :
: 584: -146 -301 694 643 456 1,192 849: -608 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 20.7 18.7 58.4 50.6 84.0 90.0: 16.0 10.0
Old : 100.0: 6.9 21.2 18.4 58.7 50.8 83.9 90.4: 16.1 9.6
Other: 100.0: 75.6 8.1 0.0 20.9 19.8 96.5 27.9: 3.5 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 15 19 24 24 13 56 47:
Old : 68: 15 20 24 23 13 55 47:
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 : 39.4 43.2 49.4 54.9 38.5 40.0 43.2 48.1
Old : 39.6 43.4 49.6 55.3 38.8 40.3 43.5 48.5
Other: 96.5 27.9 96.5 27.9 96.5 27.9 96.5 27.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,151,508: 223,942 251,915 43,126 763,578 702,251 1,030,647 997,292: 120,862 154,217
Old : 1,151,508: 223,942 251,915 43,126 763,578 702,251 1,030,647 997,292: 120,862 154,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,627: -29,570 -33,940 1,893 39,233 28,743 11,555 -3,304: -7,928 6,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.9 3.7 66.3 61.0 89.5 86.6: 10.5 13.4
Old : 100.0: 19.4 21.9 3.7 66.3 61.0 89.5 86.6: 10.5 13.4
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 : 271: 49 60 39 103 123 175 199:
Old : 271: 49 60 39 103 123 175 199:
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 : 22.4 17.3 32.1 27.4 21.6 15.7 30.2 22.9
Old : 22.4 17.3 32.1 27.4 21.6 15.7 30.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 3,205,120: 393,444 409,978 333,619 2,129,065 1,979,580 2,856,128 2,723,178: 348,992 481,942
Old : 3,205,120: 393,444 409,978 333,619 2,129,065 1,979,580 2,856,128 2,723,178: 348,992 481,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 9,045: 8,634 -116,278 51,213 -30,861 47,437 28,986 -17,628: -19,941 26,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.8 10.4 66.4 61.8 89.1 85.0: 10.9 15.0
Old : 100.0: 12.3 12.8 10.4 66.4 61.8 89.1 85.0: 10.9 15.0
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 : 364: 69 87 83 165 177 284 297:
Old : 364: 69 87 83 165 177 284 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 13.9 32.8 21.6 20.9 10.3 27.7 15.2
Old : 24.4 13.9 32.8 21.6 20.9 10.3 27.7 15.2
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, November 10, 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 : 2,628,793: 281,974 398,487 174,595 1,889,413 1,691,995 2,345,983 2,265,078: 282,811 363,715
Old : 2,628,793: 281,974 398,487 174,595 1,889,413 1,691,995 2,345,983 2,265,078: 282,811 363,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 51,370: -42,662 3,796 31,239 58,694 6,880 47,272 41,916: 4,098 9,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.2 6.6 71.9 64.4 89.2 86.2: 10.8 13.8
Old : 100.0: 10.7 15.2 6.6 71.9 64.4 89.2 86.2: 10.8 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 : 288: 44 69 57 124 148 199 243:
Old : 288: 44 69 57 124 148 199 243:
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 : 27.1 15.5 38.4 23.8 23.8 14.2 34.5 19.4
Old : 27.1 15.5 38.4 23.8 23.8 14.2 34.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 791,026: 104,436 77,210 123,040 544,025 543,096 771,501 743,345: 19,525 47,681
Old : 791,026: 104,436 77,210 123,040 544,025 543,096 771,501 743,345: 19,525 47,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 45,956: -11,449 13,075 7,575 51,227 29,141 47,354 49,791: -1,398 -3,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.8 15.6 68.8 68.7 97.5 94.0: 2.5 6.0
Old : 100.0: 13.2 9.8 15.6 68.8 68.7 97.5 94.0: 2.5 6.0
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 : 120: 17 31 35 48 63 83 115:
Old : 120: 17 31 35 48 63 83 115:
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 : 52.1 33.4 64.5 45.9 38.1 18.7 42.4 26.0
Old : 52.1 33.4 64.5 45.9 38.1 18.7 42.4 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 55,433: 20,363 9,286 972 27,331 35,836 48,665 46,093: 6,768 9,340
Old : 55,433: 20,363 9,286 972 27,331 35,836 48,665 46,093: 6,768 9,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,759: 3,203 -1,840 55 772 5,321 4,030 3,536: -271 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.8 1.8 49.3 64.6 87.8 83.2: 12.2 16.8
Old : 100.0: 36.7 16.8 1.8 49.3 64.6 87.8 83.2: 12.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 36 23 9 36 27 76 55:
Old : 110: 36 23 9 36 27 76 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 : 22.7 31.1 34.6 46.3 21.8 30.8 32.6 44.1
Old : 22.7 31.1 34.6 46.3 21.8 30.8 32.6 44.1
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, November 10, 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 : 110,866: 40,726 18,571 1,943 54,661 71,672 97,331 92,187: 13,536 18,680
Old : 110,866: 40,726 18,571 1,943 54,661 71,672 97,331 92,187: 13,536 18,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 7,518: 6,407 -3,681 110 1,543 10,642 8,060 7,072: -542 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.8 1.8 49.3 64.6 87.8 83.2: 12.2 16.8
Old : 100.0: 36.7 16.8 1.8 49.3 64.6 87.8 83.2: 12.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 36 23 9 36 27 76 55:
Old : 110: 36 23 9 36 27 76 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 : 22.7 31.1 34.6 46.3 21.8 30.8 32.6 44.1
Old : 22.7 31.1 34.6 46.3 21.8 30.8 32.6 44.1
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, November 10, 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 : 17,582: 15,189 15,856 1,021 1,017 678 17,227 17,555: 355 27
Old : 17,582: 15,189 15,856 1,021 1,017 678 17,227 17,555: 355 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,010: -858 -952 -40 -113 0 -1,011 -992: 1 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 90.2 5.8 5.8 3.9 98.0 99.8: 2.0 0.2
Old : 100.0: 86.4 90.2 5.8 5.8 3.9 98.0 99.8: 2.0 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 : 32: 20 11 3 1 1 23 13:
Old : 32: 20 11 3 1 1 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 71.8 88.5 93.6 71.6 68.4 82.0 87.5
Old : 72.4 71.8 88.5 93.6 71.6 68.4 82.0 87.5
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, November 10, 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 : 38,092: 28,779 19,937 330 8,867 17,749 37,976 38,016: 116 76
Old : 38,092: 28,779 19,937 330 8,867 17,749 37,976 38,016: 116 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,555: -31 -2,526 46 -3,591 -1,053 -3,576 -3,533: 21 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 52.3 0.9 23.3 46.6 99.7 99.8: 0.3 0.2
Old : 100.0: 75.6 52.3 0.9 23.3 46.6 99.7 99.8: 0.3 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 : 47: 10 16 1 6 16 17 32:
Old : 47: 10 16 1 6 16 17 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 54.4 92.9 72.6 84.6 54.4 92.9 72.6
Old : 84.6 54.4 92.9 72.6 84.6 54.4 92.9 72.6
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, November 10, 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 : 34,725: 22,424 13,527 0 12,144 21,117 34,568 34,644: 157 81
Old : 34,725: 22,424 13,527 0 12,144 21,117 34,568 34,644: 157 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,632: -3,075 -2,346 -20 -1,551 -2,296 -4,646 -4,662: 14 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 39.0 0.0 35.0 60.8 99.5 99.8: 0.5 0.2
Old : 100.0: 64.6 39.0 0.0 35.0 60.8 99.5 99.8: 0.5 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 : 40: 10 14 0 3 14 13 28:
Old : 40: 10 14 0 3 14 13 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 : 94.2 69.7 98.7 84.0 94.2 69.7 98.7 84.0
Old : 94.2 69.7 98.7 84.0 94.2 69.7 98.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015