WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 411,176: 86,363 146,333 114,281 174,517 109,801 375,161 370,415: 36,015 40,761
Old : 314,470: 78,351 131,478 84,113 125,312 68,433 287,776 284,025: 26,694 30,446
Other: 96,705: 22,161 29,003 16,019 49,205 41,368 87,385 86,390: 9,321 10,315
: : :
: : Changes in Commitments from: December 8, 2015 :
: -14,586: 4,890 -16,119 -3,253 -15,266 5,943 -13,629 -13,428: -958 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 35.6 27.8 42.4 26.7 91.2 90.1: 8.8 9.9
Old : 100.0: 24.9 41.8 26.7 39.8 21.8 91.5 90.3: 8.5 9.7
Other: 100.0: 22.9 30.0 16.6 50.9 42.8 90.4 89.3: 9.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 118 124 135 111 112 301 307:
Old : 378: 121 117 117 103 104 278 287:
Other: 221: 50 67 45 69 69 144 159:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 9.5 21.2 17.1 13.3 9.5 20.5 16.4
Old : 13.5 11.2 21.7 19.7 13.0 10.8 20.7 18.8
Other: 25.3 18.4 37.1 29.8 25.0 15.2 35.3 26.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 192,222: 50,546 76,453 26,155 94,515 64,533 171,216 167,142: 21,006 25,080
Old : 129,656: 45,369 70,268 13,307 55,683 28,545 114,360 112,120: 15,296 17,535
Other: 62,566: 14,605 15,614 3,420 38,831 35,988 56,856 55,021: 5,710 7,544
: : :
: : Changes in Commitments from: December 8, 2015 :
: -6,374: -1,957 -10,360 210 -4,638 4,091 -6,385 -6,059: 12 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 39.8 13.6 49.2 33.6 89.1 87.0: 10.9 13.0
Old : 100.0: 35.0 54.2 10.3 42.9 22.0 88.2 86.5: 11.8 13.5
Other: 100.0: 23.3 25.0 5.5 62.1 57.5 90.9 87.9: 9.1 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 48 64 52 80 68 163 164:
Old : 207: 57 58 33 65 59 134 140:
Other: 144: 26 36 18 60 48 102 87:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 19.9 23.4 28.3 12.5 18.1 21.2 26.5
Old : 20.0 19.1 30.0 30.5 17.9 19.1 27.8 30.5
Other: 20.9 36.2 33.5 46.6 19.9 30.8 30.7 39.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,544,832: 317,735 273,595 359,930 699,568 706,038 1,377,233 1,339,563: 167,599 205,269
Old : 1,347,063: 316,307 262,988 285,439 601,123 628,916 1,202,869 1,177,343: 144,194 169,720
Other: 197,769: 40,647 49,825 35,273 98,445 77,122 174,365 162,220: 23,405 35,550
: : :
: : Changes in Commitments from: December 8, 2015 :
: -10,281: -47 -31,718 3,359 -10,310 17,193 -6,998 -11,166: -3,283 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.7 23.3 45.3 45.7 89.2 86.7: 10.8 13.3
Old : 100.0: 23.5 19.5 21.2 44.6 46.7 89.3 87.4: 10.7 12.6
Other: 100.0: 20.6 25.2 17.8 49.8 39.0 88.2 82.0: 11.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 150 173 188 308 335 566 601:
Old : 714: 153 167 173 300 327 545 582:
Other: 425: 64 67 49 129 239 214 337:
:----------------------------------------------------------------------------------------------------
: 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 11.8 19.2 17.8 9.8 9.8 16.5 14.3
Old : 12.6 12.8 20.8 19.1 11.7 11.1 19.6 16.3
Other: 19.0 19.6 30.5 29.3 17.1 17.8 26.8 25.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 9,657: 2,199 1,248 1,542 3,668 5,502 7,410 8,293: 2,247 1,364
Old : 8,942: 2,625 1,244 1,091 3,039 5,320 6,755 7,655: 2,188 1,287
Other: 714: 0 430 25 630 182 655 637: 59 77
: : :
: : Changes in Commitments from: December 8, 2015 :
: 431: -148 -144 219 254 285 325 360: 106 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.9 16.0 38.0 57.0 76.7 85.9: 23.3 14.1
Old : 100.0: 29.4 13.9 12.2 34.0 59.5 75.5 85.6: 24.5 14.4
Other: 100.0: 0.1 60.3 3.5 88.1 25.5 91.7 89.2: 8.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 8 7 14 12 27 26:
Old : 37: 13 7 7 13 12 26 26:
Other: 13: 1 4 3 5 4 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 46.6 45.6 56.6 64.0 35.9 41.2 43.0 52.9
Old : 45.7 49.3 54.6 65.0 38.3 46.6 46.0 58.2
Other: 84.9 76.1 91.7 87.7 83.9 75.6 86.0 83.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 878,010: 123,580 154,651 253,460 430,389 390,251 807,428 798,362: 70,581 79,648
Old : 782,850: 124,305 143,604 231,573 363,083 339,642 718,960 714,819: 63,890 68,031
Other: 95,160: 9,310 21,083 11,851 67,306 50,609 88,468 83,543: 6,692 11,617
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,728: -10,939 12,066 5,410 6,232 -14,985 704 2,491: 2,024 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.6 28.9 49.0 44.4 92.0 90.9: 8.0 9.1
Old : 100.0: 15.9 18.3 29.6 46.4 43.4 91.8 91.3: 8.2 8.7
Other: 100.0: 9.8 22.2 12.5 70.7 53.2 93.0 87.8: 7.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 158 186 252 172 178 480 501:
Old : 574: 173 181 241 170 162 470 476:
Other: 264: 51 74 62 59 111 155 206:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 14.5 25.6 21.1 16.4 12.0 21.3 17.7
Old : 15.3 14.9 22.6 22.2 12.7 12.5 18.9 18.5
Other: 54.9 30.7 66.7 46.2 53.6 30.1 64.3 44.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 480,175: 123,682 31,896 134,223 178,873 282,961 436,778 449,080: 43,397 31,095
Old : 434,804: 126,014 34,187 112,592 158,679 259,642 397,285 406,420: 37,518 28,383
Other: 45,371: 10,383 10,425 8,916 20,194 23,319 39,493 42,659: 5,879 2,712
: : :
: : Changes in Commitments from: December 8, 2015 :
: 5,880: 608 -3,578 11,724 -8,158 -3,323 4,174 4,823: 1,706 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.6 28.0 37.3 58.9 91.0 93.5: 9.0 6.5
Old : 100.0: 29.0 7.9 25.9 36.5 59.7 91.4 93.5: 8.6 6.5
Other: 100.0: 22.9 23.0 19.7 44.5 51.4 87.0 94.0: 13.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 111 67 130 85 83 280 230:
Old : 322: 116 66 128 83 81 278 226:
Other: 100: 17 27 27 43 21 79 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.7 35.8 13.3 41.4 7.2 33.1 12.4 37.1
Old : 8.4 36.0 14.3 41.9 7.8 33.9 13.1 38.4
Other: 25.1 44.2 40.0 66.2 22.1 37.8 31.6 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 632,362: 71,116 70,108 59,776 361,864 362,378 492,756 492,262: 139,606 140,100
Old : 632,362: 71,116 70,108 59,776 361,864 362,378 492,756 492,262: 139,606 140,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 8,443: 7,786 -7,125 4,974 -1,748 21,314 11,012 19,163: -2,568 -10,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.1 9.5 57.2 57.3 77.9 77.8: 22.1 22.2
Old : 100.0: 11.2 11.1 9.5 57.2 57.3 77.9 77.8: 22.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 30 32 34 64 72 109 123:
Old : 145: 30 32 34 64 72 109 123:
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 15.5 31.2 26.4 19.2 13.8 25.2 20.6
Old : 24.4 15.5 31.2 26.4 19.2 13.8 25.2 20.6
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 15, 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 : 638,199: 58,616 136,946 13,549 447,465 401,345 519,630 551,840: 118,569 86,359
Old : 638,199: 58,616 136,946 13,549 447,465 401,345 519,630 551,840: 118,569 86,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,127: 111 -3,743 -4,034 -983 12,848 -4,906 5,071: 7,033 -2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.5 2.1 70.1 62.9 81.4 86.5: 18.6 13.5
Old : 100.0: 9.2 21.5 2.1 70.1 62.9 81.4 86.5: 18.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 11 15 10 57 51 74 70:
Old : 97: 11 15 10 57 51 74 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 : 26.0 45.7 40.3 57.4 23.5 44.2 35.1 54.0
Old : 26.0 45.7 40.3 57.4 23.5 44.2 35.1 54.0
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 15, 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 : 4,060: 1,407 540 339 2,123 3,011 3,869 3,890: 191 170
Old : 4,060: 1,407 540 339 2,123 3,011 3,869 3,890: 191 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -493: -300 -329 187 -377 -368 -490 -510: -3 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.3 8.3 52.3 74.2 95.3 95.8: 4.7 4.2
Old : 100.0: 34.7 13.3 8.3 52.3 74.2 95.3 95.8: 4.7 4.2
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: 12 5 5 9 13 24 20:
Old : 31: 12 5 5 9 13 24 20:
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 : 41.3 53.1 65.4 77.5 34.7 38.0 49.7 51.9
Old : 41.3 53.1 65.4 77.5 34.7 38.0 49.7 51.9
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 15, 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 : 483,004: 76,786 109,825 106,065 242,344 224,156 425,196 440,046: 57,808 42,958
Old : 430,563: 79,787 105,790 88,412 211,022 198,302 379,221 392,504: 51,341 38,058
Other: 52,441: 5,165 12,201 9,487 31,322 25,854 45,974 47,542: 6,467 4,900
: : :
: : Changes in Commitments from: December 8, 2015 :
: 5,723: -6,152 6,927 3,989 3,599 -4,984 1,436 5,932: 4,287 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.7 22.0 50.2 46.4 88.0 91.1: 12.0 8.9
Old : 100.0: 18.5 24.6 20.5 49.0 46.1 88.1 91.2: 11.9 8.8
Other: 100.0: 9.8 23.3 18.1 59.7 49.3 87.7 90.7: 12.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 75 98 105 108 87 250 243:
Old : 310: 92 90 102 107 79 249 229:
Other: 120: 12 37 24 61 27 93 69:
:----------------------------------------------------------------------------------------------------
: 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 27.6 21.1 33.9 11.5 22.0 17.7 26.4
Old : 12.6 27.9 20.3 34.1 12.3 24.3 18.8 29.4
Other: 24.9 37.2 39.2 57.1 24.2 32.9 33.8 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 17,109: 1,361 3,642 4,142 9,167 7,321 14,669 15,105: 2,440 2,004
Old : 17,013: 1,368 3,716 4,059 9,149 7,307 14,575 15,082: 2,438 1,931
Other: 96: 75 8 1 18 14 94 23: 2 73
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,281: 172 310 510 433 263 1,115 1,082: 166 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 21.3 24.2 53.6 42.8 85.7 88.3: 14.3 11.7
Old : 100.0: 8.0 21.8 23.9 53.8 43.0 85.7 88.6: 14.3 11.4
Other: 100.0: 78.1 8.3 1.0 18.8 14.6 97.9 24.0: 2.1 76.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 20 26 27 25 15 64 58:
Old : 83: 20 27 27 25 14 64 57:
Other: 9: 2 2 1 2 2 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.5 46.2 46.5 32.2 29.3 35.8 36.6
Old : 35.3 35.7 46.3 46.7 32.3 29.5 36.0 36.8
Other: 96.9 22.9 97.9 24.0 96.9 22.9 96.9 22.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,024,346: 168,607 265,849 33,104 718,266 584,135 919,977 883,088: 104,369 141,258
Old : 1,024,346: 168,607 265,849 33,104 718,266 584,135 919,977 883,088: 104,369 141,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 31,578: 22,833 6,445 -3,900 12,475 34,871 31,407 37,416: 170 -5,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.0 3.2 70.1 57.0 89.8 86.2: 10.2 13.8
Old : 100.0: 16.5 26.0 3.2 70.1 57.0 89.8 86.2: 10.2 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 : 259: 45 58 32 101 115 158 193:
Old : 259: 45 58 32 101 115 158 193:
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 : 22.0 16.2 33.9 24.6 21.8 16.2 30.7 24.1
Old : 22.0 16.2 33.9 24.6 21.8 16.2 30.7 24.1
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 15, 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 : 3,039,389: 416,038 448,071 273,261 2,031,980 1,866,701 2,721,279 2,588,033: 318,110 451,356
Old : 3,039,389: 416,038 448,071 273,261 2,031,980 1,866,701 2,721,279 2,588,033: 318,110 451,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -44,527: 1,183 739 -1,049 -63,033 -29,183 -62,899 -29,493: 18,372 -15,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.7 9.0 66.9 61.4 89.5 85.1: 10.5 14.9
Old : 100.0: 13.7 14.7 9.0 66.9 61.4 89.5 85.1: 10.5 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 : 349: 73 85 92 150 167 278 289:
Old : 349: 73 85 92 150 167 278 289:
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 : 30.0 16.2 38.8 24.3 25.8 11.8 33.4 16.6
Old : 30.0 16.2 38.8 24.3 25.8 11.8 33.4 16.6
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 15, 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 : 2,652,379: 239,868 458,705 177,335 1,988,862 1,651,311 2,406,065 2,287,351: 246,314 365,028
Old : 2,652,379: 239,868 458,705 177,335 1,988,862 1,651,311 2,406,065 2,287,351: 246,314 365,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 66,572: 25,800 -55,439 45,151 207 82,147 71,158 71,858: -4,586 -5,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.3 6.7 75.0 62.3 90.7 86.2: 9.3 13.8
Old : 100.0: 9.0 17.3 6.7 75.0 62.3 90.7 86.2: 9.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 44 73 62 119 144 200 242:
Old : 286: 44 73 62 119 144 200 242:
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 : 35.8 14.4 47.3 23.3 32.4 14.0 42.0 21.6
Old : 35.8 14.4 47.3 23.3 32.4 14.0 42.0 21.6
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 15, 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 : 803,570: 52,430 77,767 140,743 587,005 539,075 780,178 757,585: 23,392 45,985
Old : 803,570: 52,430 77,767 140,743 587,005 539,075 780,178 757,585: 23,392 45,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 91,532: 8,949 8,576 -10,717 94,279 95,401 92,511 93,260: -979 -1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 9.7 17.5 73.0 67.1 97.1 94.3: 2.9 5.7
Old : 100.0: 6.5 9.7 17.5 73.0 67.1 97.1 94.3: 2.9 5.7
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 : 114: 11 31 32 51 66 83 111:
Old : 114: 11 31 32 51 66 83 111:
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 : 44.8 21.2 58.4 35.7 36.5 13.9 42.0 23.1
Old : 44.8 21.2 58.4 35.7 36.5 13.9 42.0 23.1
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 15, 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 : 64,372: 20,661 8,810 2,416 33,898 46,287 56,975 57,513: 7,397 6,859
Old : 64,372: 20,661 8,810 2,416 33,898 46,287 56,975 57,513: 7,397 6,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 11,108: 1,712 -1,791 843 7,771 12,264 10,326 11,316: 781 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.7 3.8 52.7 71.9 88.5 89.3: 11.5 10.7
Old : 100.0: 32.1 13.7 3.8 52.7 71.9 88.5 89.3: 11.5 10.7
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 : 107: 36 17 12 41 34 83 59:
Old : 107: 36 17 12 41 34 83 59:
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 : 21.7 36.7 36.2 53.0 15.6 30.1 24.0 40.8
Old : 21.7 36.7 36.2 53.0 15.6 30.1 24.0 40.8
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 15, 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 : 128,743: 41,321 17,620 4,831 67,797 92,574 113,949 115,026: 14,794 13,717
Old : 128,743: 41,321 17,620 4,831 67,797 92,574 113,949 115,026: 14,794 13,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 22,215: 3,424 -3,583 1,687 15,542 24,529 20,653 22,632: 1,563 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.7 3.8 52.7 71.9 88.5 89.3: 11.5 10.7
Old : 100.0: 32.1 13.7 3.8 52.7 71.9 88.5 89.3: 11.5 10.7
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 : 107: 36 17 12 41 34 83 59:
Old : 107: 36 17 12 41 34 83 59:
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 : 21.7 36.7 36.2 53.0 15.6 30.1 24.0 40.8
Old : 21.7 36.7 36.2 53.0 15.6 30.1 24.0 40.8
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 15, 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 : 22,021: 17,359 17,762 3,426 1,029 680 21,814 21,868: 207 153
Old : 22,021: 17,359 17,762 3,426 1,029 680 21,814 21,868: 207 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,085: -287 -380 1,358 0 0 1,071 978: 14 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 80.7 15.6 4.7 3.1 99.1 99.3: 0.9 0.7
Old : 100.0: 78.8 80.7 15.6 4.7 3.1 99.1 99.3: 0.9 0.7
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 : 26: 14 11 7 1 1 18 16:
Old : 26: 14 11 7 1 1 18 16:
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 : 80.5 71.9 92.2 92.1 73.1 69.8 78.1 79.9
Old : 80.5 71.9 92.2 92.1 73.1 69.8 78.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 29,822: 21,949 13,644 327 7,448 15,493 29,724 29,464: 98 358
Old : 29,822: 21,949 13,644 327 7,448 15,493 29,724 29,464: 98 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -12,163: -2,816 -990 -11,178 1,830 -269 -12,164 -12,437: 1 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 45.8 1.1 25.0 52.0 99.7 98.8: 0.3 1.2
Old : 100.0: 73.6 45.8 1.1 25.0 52.0 99.7 98.8: 0.3 1.2
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 : 41: 8 12 1 6 15 15 27:
Old : 41: 8 12 1 6 15 15 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 : 81.4 53.7 93.3 73.8 81.4 53.7 93.3 73.8
Old : 81.4 53.7 93.3 73.8 81.4 53.7 93.3 73.8
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 15, 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 : 30,758: 29,249 12,169 0 1,460 18,484 30,709 30,653: 49 105
Old : 30,758: 29,249 12,169 0 1,460 18,484 30,709 30,653: 49 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -14,487: 9,930 -511 -13,707 -10,642 -274 -14,419 -14,492: -68 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 39.6 0.0 4.7 60.1 99.8 99.7: 0.2 0.3
Old : 100.0: 95.1 39.6 0.0 4.7 60.1 99.8 99.7: 0.2 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 : 32: 6 12 0 4 11 10 23:
Old : 32: 6 12 0 4 11 10 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 : 96.5 74.0 99.5 90.1 96.5 74.0 99.5 90.1
Old : 96.5 74.0 99.5 90.1 96.5 74.0 99.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015