WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 442,600: 86,139 165,488 122,619 195,557 111,601 404,314 399,708: 38,286 42,893
Old : 345,524: 83,873 153,050 88,566 144,013 71,921 316,452 313,537: 29,071 31,987
Other: 97,077: 22,622 32,793 13,697 51,544 39,681 87,862 86,171: 9,214 10,906
: : :
: : Changes in Commitments from: November 24, 2015 :
: 13,079: 2,284 28,034 -1,448 11,643 -13,241 12,478 13,344: 601 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 37.4 27.7 44.2 25.2 91.3 90.3: 8.7 9.7
Old : 100.0: 24.3 44.3 25.6 41.7 20.8 91.6 90.7: 8.4 9.3
Other: 100.0: 23.3 33.8 14.1 53.1 40.9 90.5 88.8: 9.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 117 140 137 114 102 307 311:
Old : 394: 129 124 113 106 95 283 287:
Other: 222: 50 67 49 71 67 152 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 10.4 21.5 18.6 12.9 10.0 20.6 17.4
Old : 13.6 12.6 22.6 21.8 13.0 11.9 21.4 20.0
Other: 24.2 18.1 35.8 29.6 24.2 18.0 34.6 28.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 201,101: 54,452 90,713 25,162 100,434 59,927 180,048 175,801: 21,054 25,300
Old : 141,014: 48,284 84,313 13,182 63,506 26,059 124,972 123,555: 16,042 17,460
Other: 60,087: 15,195 15,427 2,952 36,928 33,868 55,076 52,247: 5,012 7,840
: : :
: : Changes in Commitments from: November 24, 2015 :
: -2,606: 663 989 1,034 -2,700 -2,948 -1,002 -925: -1,604 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 45.1 12.5 49.9 29.8 89.5 87.4: 10.5 12.6
Old : 100.0: 34.2 59.8 9.3 45.0 18.5 88.6 87.6: 11.4 12.4
Other: 100.0: 25.3 25.7 4.9 61.5 56.4 91.7 87.0: 8.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 62 72 56 79 62 172 170:
Old : 227: 62 70 41 70 58 151 154:
Other: 137: 28 32 19 57 44 97 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 : 14.9 18.6 24.1 28.4 13.1 17.2 22.1 27.0
Old : 19.5 18.9 29.0 30.8 17.7 18.9 27.0 30.8
Other: 21.3 36.6 33.3 47.5 20.7 32.2 31.7 40.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,564,356: 322,975 329,652 353,411 716,539 674,846 1,392,925 1,357,909: 171,431 206,447
Old : 1,380,401: 319,887 320,602 282,873 629,350 602,284 1,232,110 1,205,760: 148,291 174,641
Other: 183,955: 41,442 47,404 32,184 87,189 72,561 160,815 152,149: 23,141 31,806
: : :
: : Changes in Commitments from: November 24, 2015 :
: -5,190: 10,687 -5,867 -3,105 -2,214 20,069 5,367 11,096: -10,558 -16,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.1 22.6 45.8 43.1 89.0 86.8: 11.0 13.2
Old : 100.0: 23.2 23.2 20.5 45.6 43.6 89.3 87.3: 10.7 12.7
Other: 100.0: 22.5 25.8 17.5 47.4 39.4 87.4 82.7: 12.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 161 162 194 307 315 568 590:
Old : 718: 158 165 181 300 307 549 575:
Other: 405: 63 62 52 122 226 209 319:
:----------------------------------------------------------------------------------------------------
: 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 11.1 19.2 17.9 9.9 10.3 16.9 15.6
Old : 12.4 12.1 20.8 19.0 11.6 11.2 19.7 17.0
Other: 19.2 19.9 30.1 30.4 18.1 18.4 27.2 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 9,766: 2,341 2,249 1,325 4,063 4,876 7,728 8,450: 2,038 1,317
Old : 9,270: 2,732 2,247 912 3,629 4,874 7,274 8,033: 1,997 1,237
Other: 496: 1 394 20 434 2 455 416: 41 80
: : :
: : Changes in Commitments from: November 24, 2015 :
: -425: -128 -490 12 -224 133 -340 -345: -85 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.0 13.6 41.6 49.9 79.1 86.5: 20.9 13.5
Old : 100.0: 29.5 24.2 9.8 39.1 52.6 78.5 86.7: 21.5 13.3
Other: 100.0: 0.1 79.5 4.1 87.5 0.4 91.7 83.9: 8.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 6 14 10 27 27:
Old : 41: 13 11 6 14 10 27 27:
Other: 10: 1 4 2 4 1 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 45.2 42.8 58.5 61.2 36.5 33.3 42.8 47.8
Old : 44.9 45.1 57.1 61.4 38.4 36.8 45.6 52.1
Other: 87.5 81.4 91.7 83.9 87.5 79.5 87.6 79.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 857,662: 130,264 157,378 239,993 420,181 384,928 790,438 782,299: 67,224 75,362
Old : 769,204: 130,976 150,205 217,144 359,657 336,016 707,778 703,365: 61,426 65,839
Other: 88,458: 11,311 19,197 10,826 60,524 48,912 82,660 78,935: 5,798 9,523
: : :
: : Changes in Commitments from: November 24, 2015 :
: 899: 7,783 -6,487 -2,010 -3,636 10,065 2,136 1,568: -1,237 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 18.3 28.0 49.0 44.9 92.2 91.2: 7.8 8.8
Old : 100.0: 17.0 19.5 28.2 46.8 43.7 92.0 91.4: 8.0 8.6
Other: 100.0: 12.8 21.7 12.2 68.4 55.3 93.4 89.2: 6.6 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 159 185 250 187 195 497 511:
Old : 596: 174 179 239 184 181 486 490:
Other: 267: 49 73 65 60 113 152 212:
:----------------------------------------------------------------------------------------------------
: 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 15.1 25.2 21.8 15.7 13.9 20.8 19.5
Old : 15.3 15.4 22.4 22.2 12.4 14.6 18.9 20.6
Other: 53.1 34.4 66.3 51.0 51.6 33.7 64.8 49.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 479,984: 118,860 61,423 121,058 199,976 264,096 439,894 446,577: 40,089 33,406
Old : 440,885: 122,931 63,255 101,107 181,731 245,654 405,769 410,016: 35,117 30,870
Other: 39,098: 8,042 10,281 7,839 18,245 18,442 34,125 36,562: 4,973 2,537
: : :
: : Changes in Commitments from: November 24, 2015 :
: 3,277: 7,668 -15,825 -1,291 -3,702 20,273 2,675 3,157: 602 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.8 25.2 41.7 55.0 91.6 93.0: 8.4 7.0
Old : 100.0: 27.9 14.3 22.9 41.2 55.7 92.0 93.0: 8.0 7.0
Other: 100.0: 20.6 26.3 20.0 46.7 47.2 87.3 93.5: 12.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 104 83 123 88 78 267 240:
Old : 328: 107 85 119 85 76 262 236:
Other: 89: 14 23 19 43 18 70 49:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 34.9 14.6 40.7 7.8 32.3 13.5 36.3
Old : 9.0 35.6 15.6 41.5 8.3 33.4 14.5 37.9
Other: 25.1 43.0 39.3 68.6 21.2 40.3 31.1 54.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 611,101: 54,193 74,562 49,815 349,325 333,809 453,333 458,186: 157,768 152,915
Old : 611,101: 54,193 74,562 49,815 349,325 333,809 453,333 458,186: 157,768 152,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,880: 2,445 6,029 -4,860 4,675 14,907 2,259 16,075: 621 -13,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.2 8.2 57.2 54.6 74.2 75.0: 25.8 25.0
Old : 100.0: 8.9 12.2 8.2 57.2 54.6 74.2 75.0: 25.8 25.0
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 : 142: 24 33 32 67 73 110 119:
Old : 142: 24 33 32 67 73 110 119:
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 14.7 30.4 25.3 17.0 12.8 22.4 18.8
Old : 22.4 14.7 30.4 25.3 17.0 12.8 22.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 653,208: 61,767 136,059 17,862 460,002 408,895 539,631 562,816: 113,577 90,391
Old : 653,208: 61,767 136,059 17,862 460,002 408,895 539,631 562,816: 113,577 90,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -36,292: 806 -9,128 -10,836 -7,335 -8,189 -17,365 -28,153: -18,928 -8,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.8 2.7 70.4 62.6 82.6 86.2: 17.4 13.8
Old : 100.0: 9.5 20.8 2.7 70.4 62.6 82.6 86.2: 17.4 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 : 96: 12 13 9 60 53 77 70:
Old : 96: 12 13 9 60 53 77 70:
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 : 27.2 42.2 39.3 54.3 24.5 39.2 33.6 48.6
Old : 27.2 42.2 39.3 54.3 24.5 39.2 33.6 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, December 01, 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 : 4,562: 1,698 870 117 2,559 3,427 4,374 4,414: 188 148
Old : 4,562: 1,698 870 117 2,559 3,427 4,374 4,414: 188 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2: 82 58 -59 18 26 41 25: -39 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.1 2.6 56.1 75.1 95.9 96.8: 4.1 3.2
Old : 100.0: 37.2 19.1 2.6 56.1 75.1 95.9 96.8: 4.1 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 : 31: 14 2 4 11 14 26 19:
Old : 31: 14 2 4 11 14 26 19:
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 : 43.4 55.8 68.6 81.9 33.1 44.1 47.1 54.9
Old : 43.4 55.8 68.6 81.9 33.1 44.1 47.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 467,557: 87,382 103,591 93,621 230,374 230,048 411,377 427,260: 56,180 40,296
Old : 419,882: 89,994 100,571 77,710 201,729 206,569 369,433 384,849: 50,449 35,033
Other: 47,675: 4,356 9,989 8,942 28,645 23,480 41,944 42,411: 5,731 5,264
: : :
: : Changes in Commitments from: November 24, 2015 :
: -5,296: -224 1,092 -3,978 -1,424 227 -5,625 -2,659: 330 -2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.2 20.0 49.3 49.2 88.0 91.4: 12.0 8.6
Old : 100.0: 21.4 24.0 18.5 48.0 49.2 88.0 91.7: 12.0 8.3
Other: 100.0: 9.1 21.0 18.8 60.1 49.2 88.0 89.0: 12.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 69 98 99 98 88 236 234:
Old : 294: 82 94 97 98 82 235 225:
Other: 110: 14 28 25 56 28 89 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 28.5 21.1 34.5 11.4 23.1 17.7 27.5
Old : 12.7 29.0 20.0 34.9 12.1 25.4 18.5 30.4
Other: 27.2 38.4 41.5 56.1 26.3 34.2 35.6 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 13,846: 951 2,628 3,106 7,482 6,596 11,539 12,329: 2,307 1,517
Old : 13,748: 958 2,703 3,024 7,474 6,579 11,456 12,305: 2,292 1,443
Other: 98: 75 7 0 8 17 83 24: 15 74
: : :
: : Changes in Commitments from: November 24, 2015 :
: 700: -76 101 618 79 -102 621 617: 79 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.0 22.4 54.0 47.6 83.3 89.0: 16.7 11.0
Old : 100.0: 7.0 19.7 22.0 54.4 47.9 83.3 89.5: 16.7 10.5
Other: 100.0: 76.5 7.1 0.0 8.2 17.3 84.7 24.5: 15.3 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 23 24 22 12 52 51:
Old : 69: 16 23 24 22 11 52 50:
Other: 6: 2 1 0 1 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 : 39.3 43.5 47.9 52.9 37.8 39.0 42.7 47.0
Old : 39.4 43.8 48.1 53.3 38.1 39.4 43.0 47.4
Other: 84.7 24.5 84.7 24.5 84.7 24.5 84.7 24.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,002,548: 174,179 243,498 33,202 674,761 573,418 882,141 850,118: 120,407 152,430
Old : 1,002,548: 174,179 243,498 33,202 674,761 573,418 882,141 850,118: 120,407 152,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -69,106: -2,907 -1,003 -15,856 -34,024 -32,314 -52,788 -49,173: -16,319 -19,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.3 3.3 67.3 57.2 88.0 84.8: 12.0 15.2
Old : 100.0: 17.4 24.3 3.3 67.3 57.2 88.0 84.8: 12.0 15.2
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 : 254: 47 59 34 99 112 164 188:
Old : 254: 47 59 34 99 112 164 188:
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 : 21.3 17.3 31.4 25.9 20.2 16.4 28.2 24.6
Old : 21.3 17.3 31.4 25.9 20.2 16.4 28.2 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 3,172,263: 440,797 441,830 272,201 2,141,051 1,986,416 2,854,048 2,700,446: 318,215 471,817
Old : 3,172,263: 440,797 441,830 272,201 2,141,051 1,986,416 2,854,048 2,700,446: 318,215 471,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 50,336: 22,251 43,071 26,327 1,974 7,767 50,552 77,165: -217 -26,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.9 8.6 67.5 62.6 90.0 85.1: 10.0 14.9
Old : 100.0: 13.9 13.9 8.6 67.5 62.6 90.0 85.1: 10.0 14.9
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 : 347: 66 89 88 152 160 278 277:
Old : 347: 66 89 88 152 160 278 277:
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 : 30.6 18.3 38.7 25.8 27.1 14.8 33.7 19.1
Old : 30.6 18.3 38.7 25.8 27.1 14.8 33.7 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 2,671,841: 249,336 515,918 121,532 2,015,271 1,670,124 2,386,139 2,307,575: 285,702 364,266
Old : 2,671,841: 249,336 515,918 121,532 2,015,271 1,670,124 2,386,139 2,307,575: 285,702 364,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -266,715: -12,606 12,494 -15,904 -166,426 -161,306 -194,936 -164,716: -71,779 -101,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.3 4.5 75.4 62.5 89.3 86.4: 10.7 13.6
Old : 100.0: 9.3 19.3 4.5 75.4 62.5 89.3 86.4: 10.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 34 79 54 107 148 179 243:
Old : 285: 34 79 54 107 148 179 243:
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 : 36.0 15.8 46.8 25.9 32.0 13.0 42.0 20.7
Old : 36.0 15.8 46.8 25.9 32.0 13.0 42.0 20.7
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, December 01, 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 : 692,940: 59,477 64,760 136,918 474,815 445,814 671,210 647,492: 21,730 45,448
Old : 692,940: 59,477 64,760 136,918 474,815 445,814 671,210 647,492: 21,730 45,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -169,379: -55,924 -9,741 -18,252 -95,170 -136,575 -169,347 -164,568: -32 -4,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.3 19.8 68.5 64.3 96.9 93.4: 3.1 6.6
Old : 100.0: 8.6 9.3 19.8 68.5 64.3 96.9 93.4: 3.1 6.6
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 : 99: 15 21 31 45 57 76 96:
Old : 99: 15 21 31 45 57 76 96:
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 : 45.4 24.5 62.5 38.1 31.6 14.0 40.0 24.1
Old : 45.4 24.5 62.5 38.1 31.6 14.0 40.0 24.1
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, December 01, 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 : 55,259: 21,232 12,189 1,046 25,792 33,929 48,070 47,165: 7,189 8,094
Old : 55,259: 21,232 12,189 1,046 25,792 33,929 48,070 47,165: 7,189 8,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,931: 1,331 1,611 202 -14 507 1,519 2,320: 412 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 22.1 1.9 46.7 61.4 87.0 85.4: 13.0 14.6
Old : 100.0: 38.4 22.1 1.9 46.7 61.4 87.0 85.4: 13.0 14.6
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 : 113: 36 26 7 37 28 77 57:
Old : 113: 36 26 7 37 28 77 57:
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 : 20.6 32.0 33.6 48.6 19.8 32.0 31.8 46.5
Old : 20.6 32.0 33.6 48.6 19.8 32.0 31.8 46.5
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, December 01, 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 : 110,517: 42,463 24,379 2,092 51,584 67,859 96,140 94,329: 14,378 16,188
Old : 110,517: 42,463 24,379 2,092 51,584 67,859 96,140 94,329: 14,378 16,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 3,862: 2,661 3,223 404 -27 1,013 3,038 4,639: 824 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 22.1 1.9 46.7 61.4 87.0 85.4: 13.0 14.6
Old : 100.0: 38.4 22.1 1.9 46.7 61.4 87.0 85.4: 13.0 14.6
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 : 113: 36 26 7 37 28 77 57:
Old : 113: 36 26 7 37 28 77 57:
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 : 20.6 32.0 33.6 48.6 19.8 32.0 31.8 46.5
Old : 20.6 32.0 33.6 48.6 19.8 32.0 31.8 46.5
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, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,942: 18,015 18,711 1,523 1,029 680 20,567 20,914: 375 28
Old : 20,942: 18,015 18,711 1,523 1,029 680 20,567 20,914: 375 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 2,166: 1,125 1,148 1,022 0 2 2,147 2,172: 19 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 89.3 7.3 4.9 3.2 98.2 99.9: 1.8 0.1
Old : 100.0: 86.0 89.3 7.3 4.9 3.2 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 19 12 3 1 1 22 14:
Old : 32: 19 12 3 1 1 22 14:
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 : 70.6 76.5 89.0 93.6 70.2 74.2 82.3 86.1
Old : 70.6 76.5 89.0 93.6 70.2 74.2 82.3 86.1
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, December 01, 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 : 34,585: 26,960 16,137 328 7,181 18,028 34,469 34,493: 116 92
Old : 34,585: 26,960 16,137 328 7,181 18,028 34,469 34,493: 116 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -481: -385 -858 5 -130 369 -510 -484: 29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 46.7 0.9 20.8 52.1 99.7 99.7: 0.3 0.3
Old : 100.0: 78.0 46.7 0.9 20.8 52.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 15 1 6 16 16 31:
Old : 45: 9 15 1 6 16 16 31:
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 : 83.9 53.0 93.2 70.0 83.9 53.0 93.2 70.0
Old : 83.9 53.0 93.2 70.0 83.9 53.0 93.2 70.0
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, December 01, 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 : 33,290: 21,226 12,469 0 11,912 20,723 33,138 33,192: 152 98
Old : 33,290: 21,226 12,469 0 11,912 20,723 33,138 33,192: 152 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -2,044: -1,725 -861 0 -302 -1,204 -2,027 -2,065: -17 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 37.5 0.0 35.8 62.2 99.5 99.7: 0.5 0.3
Old : 100.0: 63.8 37.5 0.0 35.8 62.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 15 0 3 13 11 28:
Old : 38: 8 15 0 3 13 11 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.7 72.1 99.3 86.0 96.7 72.0 99.3 86.0
Old : 96.7 72.1 99.3 86.0 96.7 72.0 99.3 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015