WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 425,762: 81,472 162,452 117,534 189,783 103,858 388,789 383,843: 36,973 41,919
Old : 331,596: 75,643 147,305 88,813 139,603 64,346 304,058 300,464: 27,538 31,132
Other: 94,166: 20,212 29,529 14,339 50,181 39,512 84,731 83,379: 9,435 10,787
: : :
: : Changes in Commitments from: December 1, 2015 :
: -16,838: -4,667 -3,036 -5,085 -5,773 -7,743 -15,525 -15,864: -1,313 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 38.2 27.6 44.6 24.4 91.3 90.2: 8.7 9.8
Old : 100.0: 22.8 44.4 26.8 42.1 19.4 91.7 90.6: 8.3 9.4
Other: 100.0: 21.5 31.4 15.2 53.3 42.0 90.0 88.5: 10.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 129 120 134 114 103 310 298:
Old : 386: 132 115 117 106 94 290 276:
Other: 218: 47 67 48 70 69 148 155:
:----------------------------------------------------------------------------------------------------
: 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 10.7 22.1 19.1 13.5 10.6 21.2 17.8
Old : 12.9 13.3 21.7 22.1 12.3 12.3 20.6 20.3
Other: 25.1 18.1 39.4 29.4 24.8 17.3 37.0 27.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 198,595: 52,503 86,813 25,945 99,152 60,443 177,601 173,201: 20,994 25,394
Old : 137,445: 48,017 80,228 13,012 60,726 26,182 121,755 119,422: 15,690 18,023
Other: 61,150: 14,061 16,159 3,359 38,426 34,261 55,846 53,779: 5,304 7,371
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,506: -1,948 -3,900 783 -1,282 516 -2,447 -2,600: -59 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 43.7 13.1 49.9 30.4 89.4 87.2: 10.6 12.8
Old : 100.0: 34.9 58.4 9.5 44.2 19.0 88.6 86.9: 11.4 13.1
Other: 100.0: 23.0 26.4 5.5 62.8 56.0 91.3 87.9: 8.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 50 68 56 78 61 166 163:
Old : 216: 59 65 39 66 53 142 143:
Other: 137: 25 35 20 59 43 100 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 18.8 24.2 28.5 13.5 17.4 21.9 27.1
Old : 20.4 19.4 30.7 31.5 18.5 19.4 28.6 31.5
Other: 21.8 36.5 34.1 47.4 21.2 31.9 32.4 41.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,555,113: 317,782 305,313 356,571 709,878 688,845 1,384,232 1,350,729: 170,881 204,384
Old : 1,365,838: 315,336 295,898 284,734 618,978 614,405 1,219,048 1,195,038: 146,789 170,800
Other: 189,275: 40,674 47,642 33,609 90,900 74,440 165,183 155,691: 24,092 33,584
: : :
: : Changes in Commitments from: December 1, 2015 :
: -9,243: -5,192 -24,340 3,160 -6,661 13,999 -8,693 -7,180: -550 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.6 22.9 45.6 44.3 89.0 86.9: 11.0 13.1
Old : 100.0: 23.1 21.7 20.8 45.3 45.0 89.3 87.5: 10.7 12.5
Other: 100.0: 21.5 25.2 17.8 48.0 39.3 87.3 82.3: 12.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 153 165 182 301 321 551 585:
Old : 703: 140 179 169 293 311 531 567:
Other: 406: 63 61 51 122 231 210 321:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 11.6 19.1 18.2 9.7 10.0 16.5 15.1
Old : 12.5 12.8 20.7 19.4 11.5 11.1 19.4 16.7
Other: 19.2 20.0 30.7 30.1 18.0 18.2 27.0 25.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 9,225: 2,347 1,392 1,323 3,415 5,218 7,084 7,933: 2,141 1,292
Old : 8,741: 2,716 1,388 932 2,992 5,216 6,641 7,536: 2,100 1,205
Other: 485: 0 374 21 423 2 444 397: 41 88
: : :
: : Changes in Commitments from: December 1, 2015 :
: -541: 6 -857 -2 -648 342 -644 -517: 103 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.1 14.3 37.0 56.6 76.8 86.0: 23.2 14.0
Old : 100.0: 31.1 15.9 10.7 34.2 59.7 76.0 86.2: 24.0 13.8
Other: 100.0: 0.1 77.2 4.3 87.2 0.4 91.5 81.9: 8.5 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 11 6 13 11 28 26:
Old : 40: 14 10 6 13 11 28 26:
Other: 11: 1 4 3 5 1 8 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 : 45.0 43.3 54.5 62.8 35.4 38.0 42.8 53.0
Old : 44.5 45.7 52.8 65.2 37.7 41.9 45.7 57.7
Other: 84.9 79.6 91.5 81.9 84.9 77.2 87.3 77.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 875,282: 134,519 142,585 248,049 424,157 405,236 806,725 795,871: 68,557 79,411
Old : 783,077: 134,683 134,158 225,881 360,475 355,034 721,039 715,073: 62,038 68,004
Other: 92,205: 10,400 18,992 11,604 63,682 50,202 85,686 80,798: 6,519 11,407
: : :
: : Changes in Commitments from: December 1, 2015 :
: 17,620: 4,255 -14,793 8,056 3,975 20,308 16,287 13,571: 1,333 4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.3 28.3 48.5 46.3 92.2 90.9: 7.8 9.1
Old : 100.0: 17.2 17.1 28.8 46.0 45.3 92.1 91.3: 7.9 8.7
Other: 100.0: 11.3 20.6 12.6 69.1 54.4 92.9 87.6: 7.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 164 173 248 179 191 482 506:
Old : 577: 175 169 239 177 178 473 486:
Other: 267: 52 67 61 60 118 151 211:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 14.9 25.2 21.5 16.2 13.2 21.2 19.2
Old : 15.4 15.1 22.3 22.3 12.7 13.9 19.0 19.8
Other: 53.4 30.9 65.0 46.1 52.0 30.3 63.5 44.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 474,295: 123,074 35,474 122,499 187,031 286,284 432,604 444,257: 41,691 30,038
Old : 430,882: 125,600 37,398 101,183 168,048 265,098 394,831 403,679: 36,051 27,203
Other: 43,413: 10,003 10,605 8,788 18,982 21,186 37,773 40,578: 5,640 2,835
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,689: 4,214 -25,949 1,441 -12,945 22,188 -7,290 -2,320: 1,602 -3,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 7.5 25.8 39.4 60.4 91.2 93.7: 8.8 6.3
Old : 100.0: 29.1 8.7 23.5 39.0 61.5 91.6 93.7: 8.4 6.3
Other: 100.0: 23.0 24.4 20.2 43.7 48.8 87.0 93.5: 13.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 109 65 108 84 82 252 213:
Old : 301: 114 64 107 82 80 250 210:
Other: 98: 17 25 22 44 21 75 57:
:----------------------------------------------------------------------------------------------------
: 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 37.6 14.1 43.2 7.3 34.5 12.7 38.5
Old : 8.7 38.2 15.1 44.3 8.0 36.0 13.6 40.3
Other: 26.6 45.6 42.0 67.6 22.3 37.6 31.9 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 623,919: 63,330 77,233 54,803 363,612 341,064 481,745 473,100: 142,174 150,819
Old : 623,919: 63,330 77,233 54,803 363,612 341,064 481,745 473,100: 142,174 150,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 12,818: 9,137 2,671 4,988 14,287 7,255 28,412 14,914: -15,594 -2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.4 8.8 58.3 54.7 77.2 75.8: 22.8 24.2
Old : 100.0: 10.2 12.4 8.8 58.3 54.7 77.2 75.8: 22.8 24.2
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 : 140: 28 30 33 66 70 108 119:
Old : 140: 28 30 33 66 70 108 119:
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 : 23.7 15.1 31.8 26.4 19.2 14.2 24.7 21.7
Old : 23.7 15.1 31.8 26.4 19.2 14.2 24.7 21.7
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 08, 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 : 636,072: 58,505 140,689 17,583 448,447 388,497 524,535 546,769: 111,536 89,303
Old : 636,072: 58,505 140,689 17,583 448,447 388,497 524,535 546,769: 111,536 89,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -17,136: -3,262 4,630 -279 -11,554 -20,399 -15,095 -16,048: -2,041 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.1 2.8 70.5 61.1 82.5 86.0: 17.5 14.0
Old : 100.0: 9.2 22.1 2.8 70.5 61.1 82.5 86.0: 17.5 14.0
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 : 97: 11 15 11 59 51 77 70:
Old : 97: 11 15 11 59 51 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 : 26.6 44.6 39.5 56.1 23.7 42.7 33.9 51.9
Old : 26.6 44.6 39.5 56.1 23.7 42.7 33.9 51.9
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 08, 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 : 4,553: 1,707 869 152 2,500 3,379 4,359 4,400: 194 153
Old : 4,553: 1,707 869 152 2,500 3,379 4,359 4,400: 194 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -9: 9 -1 35 -59 -48 -15 -14: 6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.1 3.3 54.9 74.2 95.7 96.6: 4.3 3.4
Old : 100.0: 37.5 19.1 3.3 54.9 74.2 95.7 96.6: 4.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 3 4 10 14 25 19:
Old : 31: 13 3 4 10 14 25 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 : 43.3 52.9 68.9 79.9 33.7 40.2 47.0 53.2
Old : 43.3 52.9 68.9 79.9 33.7 40.2 47.0 53.2
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, December 08, 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 : 477,281: 82,938 102,898 102,076 238,745 229,141 423,759 434,115: 53,522 43,167
Old : 426,485: 85,550 99,092 85,269 207,670 203,969 378,489 388,330: 47,996 38,154
Other: 50,796: 4,944 11,362 9,250 31,076 25,172 45,270 45,784: 5,526 5,012
: : :
: : Changes in Commitments from: December 1, 2015 :
: 9,725: -4,445 -694 8,456 8,371 -908 12,382 6,854: -2,658 2,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.6 21.4 50.0 48.0 88.8 91.0: 11.2 9.0
Old : 100.0: 20.1 23.2 20.0 48.7 47.8 88.7 91.1: 11.3 8.9
Other: 100.0: 9.7 22.4 18.2 61.2 49.6 89.1 90.1: 10.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 71 99 109 106 86 250 238:
Old : 302: 87 92 107 106 78 250 226:
Other: 115: 12 32 25 60 27 93 64:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 28.9 21.4 35.2 11.8 23.5 18.0 28.0
Old : 13.0 29.2 20.5 35.5 12.6 25.8 19.1 30.9
Other: 26.3 37.2 40.6 57.5 25.3 32.6 35.2 43.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 15,828: 1,189 3,332 3,632 8,734 7,058 13,554 14,022: 2,274 1,806
Old : 15,730: 1,196 3,409 3,548 8,726 7,041 13,469 13,998: 2,261 1,732
Other: 98: 77 7 0 8 17 85 24: 13 74
: : :
: : Changes in Commitments from: December 1, 2015 :
: 1,982: 237 704 526 1,251 463 2,015 1,693: -33 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.1 22.9 55.2 44.6 85.6 88.6: 14.4 11.4
Old : 100.0: 7.6 21.7 22.6 55.5 44.8 85.6 89.0: 14.4 11.0
Other: 100.0: 78.6 7.1 0.0 8.2 17.3 86.7 24.5: 13.3 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 27 27 23 13 59 57:
Old : 78: 17 28 27 23 12 59 56:
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 : 36.3 38.2 47.4 48.3 35.2 31.8 39.2 39.2
Old : 36.4 38.4 47.6 48.6 35.4 32.0 39.5 39.5
Other: 86.7 24.5 86.7 24.5 86.7 24.5 86.7 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 08, 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 : 992,768: 145,774 259,404 37,005 705,791 549,264 888,569 845,672: 104,198 147,096
Old : 992,768: 145,774 259,404 37,005 705,791 549,264 888,569 845,672: 104,198 147,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -9,780: -28,404 15,906 3,803 31,030 -24,154 6,428 -4,445: -16,208 -5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.1 3.7 71.1 55.3 89.5 85.2: 10.5 14.8
Old : 100.0: 14.7 26.1 3.7 71.1 55.3 89.5 85.2: 10.5 14.8
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 : 256: 48 57 33 95 115 153 195:
Old : 256: 48 57 33 95 115 153 195:
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 : 21.4 16.9 32.6 25.6 20.5 16.9 29.3 24.8
Old : 21.4 16.9 32.6 25.6 20.5 16.9 29.3 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, December 08, 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 : 3,083,916: 414,854 447,332 274,310 2,095,014 1,895,884 2,784,177 2,617,526: 299,738 466,390
Old : 3,083,916: 414,854 447,332 274,310 2,095,014 1,895,884 2,784,177 2,617,526: 299,738 466,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -88,347: -25,943 5,503 2,109 -46,037 -90,532 -69,871 -82,920: -18,477 -5,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.5 8.9 67.9 61.5 90.3 84.9: 9.7 15.1
Old : 100.0: 13.5 14.5 8.9 67.9 61.5 90.3 84.9: 9.7 15.1
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 : 355: 66 92 90 158 166 282 290:
Old : 355: 66 92 90 158 166 282 290:
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 : 30.6 17.0 39.0 25.6 26.6 12.7 34.0 17.8
Old : 30.6 17.0 39.0 25.6 26.6 12.7 34.0 17.8
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, December 08, 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 : 2,585,807: 214,068 514,145 132,184 1,988,655 1,569,165 2,334,907 2,215,493: 250,900 370,314
Old : 2,585,807: 214,068 514,145 132,184 1,988,655 1,569,165 2,334,907 2,215,493: 250,900 370,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -86,034: -35,268 -1,773 10,651 -26,616 -100,960 -51,232 -92,082: -34,802 6,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.9 5.1 76.9 60.7 90.3 85.7: 9.7 14.3
Old : 100.0: 8.3 19.9 5.1 76.9 60.7 90.3 85.7: 9.7 14.3
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 : 288: 33 85 55 116 146 188 247:
Old : 288: 33 85 55 116 146 188 247:
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 : 37.4 15.6 49.0 25.0 33.7 14.6 44.4 22.2
Old : 37.4 15.6 49.0 25.0 33.7 14.6 44.4 22.2
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 08, 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 : 712,038: 43,481 69,191 151,460 492,725 443,674 687,667 664,325: 24,371 47,713
Old : 712,038: 43,481 69,191 151,460 492,725 443,674 687,667 664,325: 24,371 47,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 19,098: -15,996 4,431 14,542 17,911 -2,140 16,457 16,833: 2,641 2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.7 21.3 69.2 62.3 96.6 93.3: 3.4 6.7
Old : 100.0: 6.1 9.7 21.3 69.2 62.3 96.6 93.3: 3.4 6.7
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 : 101: 13 24 28 44 56 73 96:
Old : 101: 13 24 28 44 56 73 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 : 45.9 21.5 61.6 35.8 35.5 14.5 43.1 25.1
Old : 45.9 21.5 61.6 35.8 35.5 14.5 43.1 25.1
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 08, 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 : 53,264: 18,949 10,601 1,572 26,127 34,023 46,648 46,197: 6,616 7,067
Old : 53,264: 18,949 10,601 1,572 26,127 34,023 46,648 46,197: 6,616 7,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,995: -2,283 -1,588 527 335 94 -1,422 -968: -573 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 19.9 3.0 49.1 63.9 87.6 86.7: 12.4 13.3
Old : 100.0: 35.6 19.9 3.0 49.1 63.9 87.6 86.7: 12.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 16 8 39 30 79 53:
Old : 107: 38 16 8 39 30 79 53:
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 : 19.5 37.9 32.1 51.2 16.6 33.6 28.3 46.4
Old : 19.5 37.9 32.1 51.2 16.6 33.6 28.3 46.4
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, December 08, 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 : 106,528: 37,897 21,203 3,145 52,255 68,046 93,296 92,393: 13,231 14,134
Old : 106,528: 37,897 21,203 3,145 52,255 68,046 93,296 92,393: 13,231 14,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,990: -4,566 -3,176 1,053 670 187 -2,843 -1,936: -1,146 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 19.9 3.0 49.1 63.9 87.6 86.7: 12.4 13.3
Old : 100.0: 35.6 19.9 3.0 49.1 63.9 87.6 86.7: 12.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 16 8 39 30 79 53:
Old : 107: 38 16 8 39 30 79 53:
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 : 19.5 37.9 32.1 51.2 16.6 33.6 28.3 46.4
Old : 19.5 37.9 32.1 51.2 16.6 33.6 28.3 46.4
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, December 08, 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 : 20,936: 17,646 18,142 2,068 1,029 680 20,743 20,890: 193 46
Old : 20,936: 17,646 18,142 2,068 1,029 680 20,743 20,890: 193 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6: -369 -569 545 0 0 176 -24: -182 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 86.7 9.9 4.9 3.2 99.1 99.8: 0.9 0.2
Old : 100.0: 84.3 86.7 9.9 4.9 3.2 99.1 99.8: 0.9 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 : 30: 16 13 6 1 1 19 18:
Old : 30: 16 13 6 1 1 19 18:
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 : 80.2 73.6 93.9 92.7 78.0 71.7 83.2 84.2
Old : 80.2 73.6 93.9 92.7 78.0 71.7 83.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 41,985: 24,765 14,634 11,505 5,618 15,762 41,888 41,901: 97 84
Old : 41,985: 24,765 14,634 11,505 5,618 15,762 41,888 41,901: 97 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 7,400: -2,195 -1,503 11,177 -1,563 -2,266 7,419 7,408: -19 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.9 27.4 13.4 37.5 99.8 99.8: 0.2 0.2
Old : 100.0: 59.0 34.9 27.4 13.4 37.5 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 : 45: 10 15 3 5 15 16 32:
Old : 45: 10 15 3 5 15 16 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 : 87.2 60.7 94.2 77.4 60.8 40.4 67.8 54.2
Old : 87.2 60.7 94.2 77.4 60.8 40.4 67.8 54.2
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, December 08, 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 : 45,245: 19,319 12,680 13,707 12,102 18,758 45,128 45,145: 117 100
Old : 45,245: 19,319 12,680 13,707 12,102 18,758 45,128 45,145: 117 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 11,955: -1,907 211 13,707 190 -1,965 11,990 11,953: -35 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 28.0 30.3 26.7 41.5 99.7 99.8: 0.3 0.2
Old : 100.0: 42.7 28.0 30.3 26.7 41.5 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 : 35: 7 13 2 4 12 11 27:
Old : 35: 7 13 2 4 12 11 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 74.6 99.6 88.3 66.3 49.0 69.3 60.6
Old : 96.6 74.6 99.6 88.3 66.3 49.0 69.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015