WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 436,900: 82,967 172,597 119,329 194,610 104,510 396,906 396,436: 39,994 40,464
Old : 329,938: 76,997 158,227 82,289 141,624 60,172 300,910 300,688: 29,029 29,251
Other: 106,962: 24,033 32,433 18,977 52,986 44,339 95,996 95,749: 10,965 11,213
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,750: -108 12,363 -9,671 8,447 -81 -1,332 2,611: 3,082 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 39.5 27.3 44.5 23.9 90.8 90.7: 9.2 9.3
Old : 100.0: 23.3 48.0 24.9 42.9 18.2 91.2 91.1: 8.8 8.9
Other: 100.0: 22.5 30.3 17.7 49.5 41.5 89.7 89.5: 10.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 139 127 144 118 109 332 314:
Old : 403: 139 122 118 110 100 305 288:
Other: 230: 52 73 52 73 69 159 165:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 10.1 21.3 17.8 13.6 10.1 20.5 17.3
Old : 14.3 12.8 22.3 21.0 13.6 12.5 21.3 20.5
Other: 21.0 20.6 33.9 31.3 20.7 16.7 31.4 26.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 199,135: 47,603 72,409 31,399 100,469 70,496 179,471 174,305: 19,663 24,830
Old : 131,666: 40,314 66,120 18,711 59,213 30,193 118,238 115,025: 13,428 16,641
Other: 67,468: 16,308 15,308 3,669 41,256 40,303 61,233 59,280: 6,235 8,189
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,846: 703 2,446 889 1,231 1,078 2,824 4,412: -978 -2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 36.4 15.8 50.5 35.4 90.1 87.5: 9.9 12.5
Old : 100.0: 30.6 50.2 14.2 45.0 22.9 89.8 87.4: 10.2 12.6
Other: 100.0: 24.2 22.7 5.4 61.1 59.7 90.8 87.9: 9.2 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 49 59 49 79 65 160 155:
Old : 202: 56 54 30 64 58 131 133:
Other: 144: 25 35 19 63 48 105 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 : 14.7 19.3 23.9 28.6 12.4 16.8 20.4 25.5
Old : 19.9 18.4 29.5 30.3 16.8 18.2 25.6 29.3
Other: 20.5 35.4 33.6 45.8 19.9 29.5 30.7 37.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,595,753: 311,342 362,254 368,238 738,044 652,565 1,417,624 1,383,057: 178,129 212,697
Old : 1,383,249: 311,504 352,457 291,217 630,236 565,504 1,232,957 1,209,178: 150,292 174,071
Other: 212,505: 41,374 51,333 35,485 107,808 87,060 184,667 173,879: 27,837 38,626
: : :
: : Changes in Commitments from: December 22, 2015 :
: 9,230: 6,299 60,930 -11,172 8,124 -43,441 3,250 6,317: 5,979 2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.7 23.1 46.3 40.9 88.8 86.7: 11.2 13.3
Old : 100.0: 22.5 25.5 21.1 45.6 40.9 89.1 87.4: 10.9 12.6
Other: 100.0: 19.5 24.2 16.7 50.7 41.0 86.9 81.8: 13.1 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 155 178 190 306 327 564 608:
Old : 724: 148 185 174 300 315 542 587:
Other: 423: 66 68 56 129 233 219 336:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.1 18.6 16.2 9.4 9.2 16.0 13.7
Old : 12.3 11.1 20.1 17.5 11.4 10.5 19.0 15.4
Other: 21.3 18.5 31.3 27.4 18.9 16.7 28.1 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 10,711: 2,449 1,617 1,952 4,000 5,667 8,400 9,235: 2,311 1,475
Old : 9,882: 2,922 1,613 1,454 3,295 5,432 7,671 8,498: 2,211 1,384
Other: 828: 1 478 24 704 235 729 737: 99 92
: : :
: : Changes in Commitments from: December 22, 2015 :
: 222: -78 142 85 108 -144 115 83: 107 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.1 18.2 37.3 52.9 78.4 86.2: 21.6 13.8
Old : 100.0: 29.6 16.3 14.7 33.3 55.0 77.6 86.0: 22.4 14.0
Other: 100.0: 0.1 57.6 2.9 85.0 28.4 88.0 88.9: 12.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 9 8 14 12 29 28:
Old : 40: 15 8 8 13 12 28 28:
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 : 48.2 43.6 58.9 63.0 35.8 36.6 42.1 49.6
Old : 48.1 45.6 57.6 64.5 38.8 41.9 45.6 55.7
Other: 82.2 76.9 88.0 87.5 80.3 76.8 83.2 84.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 799,448: 110,177 170,847 208,543 416,514 344,513 735,234 723,903: 64,215 75,545
Old : 693,842: 111,635 160,664 183,045 341,473 287,056 636,152 630,765: 57,690 63,077
Other: 105,606: 10,328 21,969 13,712 75,041 57,457 99,082 93,138: 6,524 12,468
: : :
: : Changes in Commitments from: December 22, 2015 :
: -64,791: -6,771 22,296 -39,047 -14,144 -47,434 -59,962 -64,185: -4,830 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.4 26.1 52.1 43.1 92.0 90.6: 8.0 9.4
Old : 100.0: 16.1 23.2 26.4 49.2 41.4 91.7 90.9: 8.3 9.1
Other: 100.0: 9.8 20.8 13.0 71.1 54.4 93.8 88.2: 6.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 148 177 220 172 178 452 472:
Old : 547: 169 161 203 170 158 440 437:
Other: 270: 49 79 69 65 111 161 217:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 13.9 26.8 20.6 17.4 11.7 22.7 17.5
Old : 15.2 14.4 23.0 21.9 13.9 12.4 19.9 19.0
Other: 53.5 30.7 64.8 46.3 51.8 30.0 62.1 44.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 425,727: 122,285 39,577 102,398 162,296 257,154 386,979 399,128: 38,748 26,599
Old : 378,090: 124,977 42,061 79,447 140,683 232,532 345,108 354,040: 32,983 24,050
Other: 47,637: 10,751 10,959 9,507 21,613 24,621 41,871 45,088: 5,766 2,549
: : :
: : Changes in Commitments from: December 22, 2015 :
: -31,508: 680 -2,095 -17,474 -12,591 -9,475 -29,385 -29,044: -2,123 -2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.3 24.1 38.1 60.4 90.9 93.8: 9.1 6.2
Old : 100.0: 33.1 11.1 21.0 37.2 61.5 91.3 93.6: 8.7 6.4
Other: 100.0: 22.6 23.0 20.0 45.4 51.7 87.9 94.6: 12.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 103 67 107 85 85 253 218:
Old : 303: 109 67 102 84 83 251 211:
Other: 101: 19 25 24 45 21 80 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 : 8.2 36.7 14.2 42.4 8.1 33.5 13.9 37.9
Old : 8.9 37.2 15.2 43.2 8.9 34.7 14.9 39.7
Other: 24.9 45.7 39.5 67.4 22.7 39.1 30.8 53.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 583,575: 81,283 73,950 45,091 319,262 327,911 445,636 446,952: 137,938 136,622
Old : 583,575: 81,283 73,950 45,091 319,262 327,911 445,636 446,952: 137,938 136,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -34,862: 3,932 -5,280 -9,104 -24,332 -22,528 -29,504 -36,913: -5,358 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.7 7.7 54.7 56.2 76.4 76.6: 23.6 23.4
Old : 100.0: 13.9 12.7 7.7 54.7 56.2 76.4 76.6: 23.6 23.4
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 : 144: 32 32 32 64 66 110 116:
Old : 144: 32 32 32 64 66 110 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 17.8 30.5 28.0 17.9 14.0 24.0 21.2
Old : 22.9 17.8 30.5 28.0 17.9 14.0 24.0 21.2
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 29, 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 : 614,488: 56,368 150,448 6,636 437,123 375,046 500,127 532,130: 114,362 82,359
Old : 614,488: 56,368 150,448 6,636 437,123 375,046 500,127 532,130: 114,362 82,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -2,430: -1,628 5,299 19 3,671 -10,311 2,062 -4,993: -4,492 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.5 1.1 71.1 61.0 81.4 86.6: 18.6 13.4
Old : 100.0: 9.2 24.5 1.1 71.1 61.0 81.4 86.6: 18.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 12 15 10 59 51 77 70:
Old : 99: 12 15 10 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 : 26.3 46.0 40.7 57.3 23.9 45.6 35.0 56.0
Old : 26.3 46.0 40.7 57.3 23.9 45.6 35.0 56.0
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 29, 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 : 4,038: 1,140 430 495 2,239 2,877 3,874 3,802: 164 236
Old : 4,038: 1,140 430 495 2,239 2,877 3,874 3,802: 164 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -202: -11 -67 -27 -161 -143 -199 -237: -3 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.6 12.3 55.4 71.2 95.9 94.2: 4.1 5.8
Old : 100.0: 28.2 10.6 12.3 55.4 71.2 95.9 94.2: 4.1 5.8
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 : 28: 10 6 5 9 10 21 19:
Old : 28: 10 6 5 9 10 21 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 : 47.3 54.8 73.7 78.0 35.7 37.2 49.9 49.5
Old : 47.3 54.8 73.7 78.0 35.7 37.2 49.9 49.5
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 29, 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 : 456,689: 73,880 116,509 94,757 233,513 204,212 402,150 415,478: 54,538 41,211
Old : 400,166: 76,652 111,830 75,793 199,810 176,641 352,255 364,265: 47,911 35,901
Other: 56,523: 5,151 12,601 11,041 33,703 27,570 49,895 51,213: 6,628 5,309
: : :
: : Changes in Commitments from: December 22, 2015 :
: -8,993: -659 8,428 -6,039 553 -11,954 -6,144 -9,565: -2,848 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.5 20.7 51.1 44.7 88.1 91.0: 11.9 9.0
Old : 100.0: 19.2 27.9 18.9 49.9 44.1 88.0 91.0: 12.0 9.0
Other: 100.0: 9.1 22.3 19.5 59.6 48.8 88.3 90.6: 11.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 70 100 101 104 83 241 237:
Old : 305: 86 95 97 102 77 238 226:
Other: 129: 14 44 30 60 30 99 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 26.5 21.5 32.8 11.7 20.6 17.4 25.6
Old : 13.0 26.6 20.6 32.9 12.7 23.0 18.7 28.7
Other: 25.0 35.8 38.3 54.7 24.2 30.8 33.2 41.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 15,147: 1,352 3,950 2,925 8,190 6,264 12,467 13,139: 2,680 2,009
Old : 15,041: 1,373 4,022 2,828 8,170 6,264 12,371 13,114: 2,670 1,928
Other: 106: 72 21 4 20 0 96 25: 10 81
: : :
: : Changes in Commitments from: December 22, 2015 :
: -2,652: 29 -127 -1,301 -1,111 -1,038 -2,384 -2,466: -269 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 26.1 19.3 54.1 41.4 82.3 86.7: 17.7 13.3
Old : 100.0: 9.1 26.7 18.8 54.3 41.6 82.2 87.2: 17.8 12.8
Other: 100.0: 67.9 19.8 3.8 18.9 0.0 90.6 23.6: 9.4 76.4
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 24 24 23 13 58 50:
Old : 74: 19 24 23 23 13 58 49:
Other: 9: 2 3 1 3 0 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 36.3 49.4 49.3 35.3 33.9 39.3 42.5
Old : 38.8 36.6 49.6 49.7 35.6 34.2 39.7 42.9
Other: 84.9 23.6 90.6 23.6 84.9 19.8 86.8 19.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,032,135: 190,629 295,727 29,266 712,407 561,831 932,302 886,823: 99,834 145,312
Old : 1,032,135: 190,629 295,727 29,266 712,407 561,831 932,302 886,823: 99,834 145,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 18,031: 22,769 11,744 -6,316 6,810 6,374 23,264 11,803: -5,233 6,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 28.7 2.8 69.0 54.4 90.3 85.9: 9.7 14.1
Old : 100.0: 18.5 28.7 2.8 69.0 54.4 90.3 85.9: 9.7 14.1
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 : 255: 42 63 30 95 111 154 187:
Old : 255: 42 63 30 95 111 154 187:
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 : 21.6 15.7 36.3 24.1 20.9 15.5 33.4 23.4
Old : 21.6 15.7 36.3 24.1 20.9 15.5 33.4 23.4
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 29, 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 : 2,778,486: 441,361 417,355 209,769 1,827,836 1,698,731 2,478,966 2,325,855: 299,521 452,631
Old : 2,778,486: 441,361 417,355 209,769 1,827,836 1,698,731 2,478,966 2,325,855: 299,521 452,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -95,859: 30,100 -24,969 -37,667 -82,637 -46,173 -90,203 -108,809: -5,656 12,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.0 7.5 65.8 61.1 89.2 83.7: 10.8 16.3
Old : 100.0: 15.9 15.0 7.5 65.8 61.1 89.2 83.7: 10.8 16.3
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 : 336: 68 80 77 142 160 255 272:
Old : 336: 68 80 77 142 160 255 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 16.3 39.1 24.1 26.6 12.6 33.5 17.1
Old : 31.0 16.3 39.1 24.1 26.6 12.6 33.5 17.1
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 29, 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 : 2,457,598: 233,940 416,786 113,603 1,850,236 1,570,248 2,197,779 2,100,637: 259,819 356,961
Old : 2,457,598: 233,940 416,786 113,603 1,850,236 1,570,248 2,197,779 2,100,637: 259,819 356,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -42,974: 22,445 -3,102 -27,405 -48,850 -17,959 -53,810 -48,465: 10,835 5,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 17.0 4.6 75.3 63.9 89.4 85.5: 10.6 14.5
Old : 100.0: 9.5 17.0 4.6 75.3 63.9 89.4 85.5: 10.6 14.5
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 : 262: 37 67 53 106 131 178 216:
Old : 262: 37 67 53 106 131 178 216:
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 : 37.3 15.0 50.3 24.2 33.8 14.8 43.2 22.6
Old : 37.3 15.0 50.3 24.2 33.8 14.8 43.2 22.6
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 29, 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 : 790,048: 61,101 81,329 137,333 571,485 530,852 769,919 749,514: 20,128 40,534
Old : 790,048: 61,101 81,329 137,333 571,485 530,852 769,919 749,514: 20,128 40,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 19,117: 1,810 16,007 1,639 17,332 5,697 20,781 23,343: -1,664 -4,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.3 17.4 72.3 67.2 97.5 94.9: 2.5 5.1
Old : 100.0: 7.7 10.3 17.4 72.3 67.2 97.5 94.9: 2.5 5.1
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 : 106: 15 27 32 42 60 74 105:
Old : 106: 15 27 32 42 60 74 105:
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 : 44.1 20.8 56.8 33.0 36.9 15.4 41.2 23.9
Old : 44.1 20.8 56.8 33.0 36.9 15.4 41.2 23.9
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 29, 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 : 42,746: 16,672 6,106 1,099 18,545 29,591 36,316 36,795: 6,430 5,951
Old : 42,746: 16,672 6,106 1,099 18,545 29,591 36,316 36,795: 6,430 5,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,199: 1,266 -361 205 994 2,076 2,466 1,921: -267 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.3 2.6 43.4 69.2 85.0 86.1: 15.0 13.9
Old : 100.0: 39.0 14.3 2.6 43.4 69.2 85.0 86.1: 15.0 13.9
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 : 94: 33 12 6 31 28 65 45:
Old : 94: 33 12 6 31 28 65 45:
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 : 24.5 41.0 37.7 55.7 23.7 41.0 37.0 55.7
Old : 24.5 41.0 37.7 55.7 23.7 41.0 37.0 55.7
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 29, 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 : 85,492: 33,345 12,211 2,198 37,090 59,182 72,633 73,591: 12,859 11,901
Old : 85,492: 33,345 12,211 2,198 37,090 59,182 72,633 73,591: 12,859 11,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 4,398: 2,533 -722 411 1,988 4,153 4,932 3,842: -534 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.3 2.6 43.4 69.2 85.0 86.1: 15.0 13.9
Old : 100.0: 39.0 14.3 2.6 43.4 69.2 85.0 86.1: 15.0 13.9
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 : 94: 33 12 6 31 28 65 45:
Old : 94: 33 12 6 31 28 65 45:
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 : 24.5 41.0 37.7 55.7 23.7 41.0 37.0 55.7
Old : 24.5 41.0 37.7 55.7 23.7 41.0 37.0 55.7
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 29, 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 : 19,623: 15,868 16,788 2,092 1,375 680 19,335 19,560: 288 63
Old : 19,623: 15,868 16,788 2,092 1,375 680 19,335 19,560: 288 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 67: -34 -4 27 0 0 -7 23: 74 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.6 10.7 7.0 3.5 98.5 99.7: 1.5 0.3
Old : 100.0: 80.9 85.6 10.7 7.0 3.5 98.5 99.7: 1.5 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 : 27: 16 9 3 2 1 19 12:
Old : 27: 16 9 3 2 1 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 81.4 92.4 97.4 73.2 78.2 79.4 85.4
Old : 79.2 81.4 92.4 97.4 73.2 78.2 79.4 85.4
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 29, 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 : 29,415: 22,037 13,989 327 6,964 15,022 29,328 29,338: 87 77
Old : 29,415: 22,037 13,989 327 6,964 15,022 29,328 29,338: 87 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -78: 74 34 0 -150 -108 -76 -74: -2 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 47.6 1.1 23.7 51.1 99.7 99.7: 0.3 0.3
Old : 100.0: 74.9 47.6 1.1 23.7 51.1 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 : 41: 8 11 1 6 16 15 27:
Old : 41: 8 11 1 6 16 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 : 84.2 52.6 94.4 73.8 84.2 52.6 94.4 73.8
Old : 84.2 52.6 94.4 73.8 84.2 52.6 94.4 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 29, 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 : 31,843: 28,457 12,621 59 3,257 19,098 31,773 31,778: 70 65
Old : 31,843: 28,457 12,621 59 3,257 19,098 31,773 31,778: 70 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 732: 367 763 43 321 -67 731 739: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 39.6 0.2 10.2 60.0 99.8 99.8: 0.2 0.2
Old : 100.0: 89.4 39.6 0.2 10.2 60.0 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 : 37: 9 13 2 4 12 14 26:
Old : 37: 9 13 2 4 12 14 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.6 68.6 98.6 84.9 95.6 68.6 98.6 84.9
Old : 95.6 68.6 98.6 84.9 95.6 68.6 98.6 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016