WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 400,509: 106,695 195,365 73,886 182,725 88,321 363,306 357,572: 37,203 42,937
Old : 298,574: 98,142 188,147 37,991 135,502 41,408 271,635 267,546: 26,939 31,028
Other: 101,935: 34,365 33,030 10,083 47,223 46,913 91,671 90,026: 10,264 11,909
: : :
: : Changes in Commitments from: December 29, 2015 :
: 39,684: 9,756 23,061 11,808 16,625 183 38,189 35,052: 1,495 4,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 48.8 18.4 45.6 22.1 90.7 89.3: 9.3 10.7
Old : 100.0: 32.9 63.0 12.7 45.4 13.9 91.0 89.6: 9.0 10.4
Other: 100.0: 33.7 32.4 9.9 46.3 46.0 89.9 88.3: 10.1 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 141 128 112 106 96 309 288:
Old : 408: 147 125 77 96 79 275 251:
Other: 226: 63 61 33 64 69 150 144:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 11.4 23.9 20.0 16.1 11.4 23.6 19.6
Old : 17.4 14.6 25.7 24.7 17.2 14.5 25.1 23.9
Other: 23.5 23.2 36.3 35.1 23.0 19.8 33.9 30.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 204,323: 51,113 78,893 27,532 105,961 72,038 184,606 178,463: 19,717 25,860
Old : 136,367: 43,953 72,417 16,750 62,543 30,059 123,246 119,226: 13,121 17,141
Other: 67,956: 16,175 15,491 1,767 43,418 41,979 61,360 59,237: 6,596 8,719
: : :
: : Changes in Commitments from: December 29, 2015 :
: 14,000: 531 6,582 2,901 9,595 2,943 13,027 12,426: 973 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 38.6 13.5 51.9 35.3 90.4 87.3: 9.6 12.7
Old : 100.0: 32.2 53.1 12.3 45.9 22.0 90.4 87.4: 9.6 12.6
Other: 100.0: 23.8 22.8 2.6 63.9 61.8 90.3 87.2: 9.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 56 63 44 77 65 158 158:
Old : 214: 61 58 23 62 53 131 128:
Other: 147: 33 27 14 62 52 104 86:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.9 25.1 29.5 12.9 16.9 21.6 25.9
Old : 19.5 18.6 29.5 30.7 16.6 18.2 25.8 29.5
Other: 21.2 34.6 34.4 45.4 20.3 28.2 31.8 36.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,356,517: 345,953 407,715 205,403 656,017 563,544 1,207,373 1,176,662: 149,144 179,855
Old : 1,187,995: 339,657 397,898 157,451 562,721 481,326 1,059,829 1,036,675: 128,166 151,320
Other: 168,522: 48,884 52,405 5,364 93,296 82,218 147,544 139,987: 20,978 28,535
: : :
: : Changes in Commitments from: December 29, 2015 :
: 38,703: 14,826 37,014 4,712 9,367 -8,457 28,905 33,269: 9,798 5,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 30.1 15.1 48.4 41.5 89.0 86.7: 11.0 13.3
Old : 100.0: 28.6 33.5 13.3 47.4 40.5 89.2 87.3: 10.8 12.7
Other: 100.0: 29.0 31.1 3.2 55.4 48.8 87.6 83.1: 12.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 144 179 149 252 295 479 560:
Old : 703: 144 185 129 242 283 456 535:
Other: 395: 61 58 21 90 217 161 290:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 11.6 20.2 18.2 11.2 11.4 18.9 16.9
Old : 13.5 12.6 22.4 19.8 13.5 12.4 22.3 18.4
Other: 25.5 22.7 37.2 33.6 24.0 22.0 35.6 32.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,148: 3,062 1,985 864 2,851 4,617 6,777 7,466: 2,371 1,682
Old : 8,571: 3,275 1,981 648 2,404 4,384 6,327 7,013: 2,244 1,558
Other: 577: 3 220 0 447 233 450 453: 127 124
: : :
: : Changes in Commitments from: December 29, 2015 :
: -66: -15 368 -40 -138 -612 -193 -284: 127 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 21.7 9.4 31.2 50.5 74.1 81.6: 25.9 18.4
Old : 100.0: 38.2 23.1 7.6 28.0 51.1 73.8 81.8: 26.2 18.2
Other: 100.0: 0.5 38.1 0.0 77.5 40.4 78.0 78.5: 22.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 12 5 13 10 26 26:
Old : 41: 12 11 4 12 9 25 24:
Other: 12: 1 3 0 4 5 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 50.3 44.3 57.7 65.2 42.9 43.7 50.2 59.3
Old : 49.4 46.6 57.4 68.0 43.4 46.6 51.2 62.6
Other: 77.5 66.2 78.0 78.5 74.7 66.2 75.2 75.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 658,069: 117,716 196,631 112,465 373,441 278,964 603,622 588,060: 54,447 70,009
Old : 565,663: 118,584 184,715 96,173 301,799 225,580 516,556 506,468: 49,107 59,195
Other: 92,406: 11,489 24,273 3,935 71,642 53,384 87,066 81,592: 5,340 10,814
: : :
: : Changes in Commitments from: December 29, 2015 :
: 11,412: 6,202 24,834 4,468 3,135 -20,489 13,805 8,813: -2,393 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.9 17.1 56.7 42.4 91.7 89.4: 8.3 10.6
Old : 100.0: 21.0 32.7 17.0 53.4 39.9 91.3 89.5: 8.7 10.5
Other: 100.0: 12.4 26.3 4.3 77.5 57.8 94.2 88.3: 5.8 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 124 186 184 151 161 393 450:
Old : 532: 142 181 167 144 133 373 412:
Other: 258: 45 75 40 55 107 129 197:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 14.9 30.2 22.8 20.3 14.8 26.8 22.1
Old : 17.4 15.9 26.2 24.4 16.4 15.9 24.0 24.0
Other: 59.3 35.0 71.5 52.0 59.2 34.4 71.4 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 385,135: 120,238 47,770 76,602 155,269 233,818 352,109 358,190: 33,026 26,945
Old : 338,206: 123,920 50,918 53,167 133,794 209,697 310,881 313,782: 27,325 24,424
Other: 46,929: 11,054 11,588 8,699 21,475 24,121 41,228 44,408: 5,701 2,521
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,713: -5,073 7,786 3,625 4,089 -14,120 2,641 -2,709: -4,354 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 12.4 19.9 40.3 60.7 91.4 93.0: 8.6 7.0
Old : 100.0: 36.6 15.1 15.7 39.6 62.0 91.9 92.8: 8.1 7.2
Other: 100.0: 23.6 24.7 18.5 45.8 51.4 87.9 94.6: 12.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 92 73 99 79 71 232 207:
Old : 293: 100 75 89 76 66 226 194:
Other: 98: 17 25 21 43 18 74 55:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 38.9 15.7 44.8 9.0 36.8 15.4 40.8
Old : 10.0 39.8 16.8 46.1 10.0 38.7 16.5 43.5
Other: 25.7 46.7 40.7 69.2 23.5 40.2 32.0 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 491,104: 74,067 82,254 3,994 280,218 283,292 358,279 369,540: 132,825 121,564
Old : 491,104: 74,067 82,254 3,994 280,218 283,292 358,279 369,540: 132,825 121,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -20,630: -8,895 -719 -6,377 -8,294 -5,984 -23,566 -13,080: 2,936 -7,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.7 0.8 57.1 57.7 73.0 75.2: 27.0 24.8
Old : 100.0: 15.1 16.7 0.8 57.1 57.7 73.0 75.2: 27.0 24.8
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 : 139: 25 34 12 57 60 89 99:
Old : 139: 25 34 12 57 60 89 99:
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 : 25.2 20.9 34.2 31.8 21.6 17.4 28.3 25.4
Old : 25.2 20.9 34.2 31.8 21.6 17.4 28.3 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 614,216: 53,393 151,161 5,067 436,214 375,690 494,674 531,918: 119,542 82,298
Old : 614,216: 53,393 151,161 5,067 436,214 375,690 494,674 531,918: 119,542 82,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 40: -2,975 713 -1,569 -876 682 -5,420 -174: 5,460 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 24.6 0.8 71.0 61.2 80.5 86.6: 19.5 13.4
Old : 100.0: 8.7 24.6 0.8 71.0 61.2 80.5 86.6: 19.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 11 14 8 56 51 71 69:
Old : 97: 11 14 8 56 51 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 45.7 41.0 56.8 24.6 45.7 34.8 55.7
Old : 27.3 45.7 41.0 56.8 24.6 45.7 34.8 55.7
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,045: 1,139 604 461 2,239 2,713 3,839 3,778: 206 267
Old : 4,045: 1,139 604 461 2,239 2,713 3,839 3,778: 206 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 7: -1 174 -34 0 -164 -35 -24: 42 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.9 11.4 55.4 67.1 94.9 93.4: 5.1 6.6
Old : 100.0: 28.2 14.9 11.4 55.4 67.1 94.9 93.4: 5.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 7 4 9 11 20 20:
Old : 29: 9 7 4 9 11 20 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 : 46.4 51.8 73.6 73.4 39.7 37.3 56.5 51.7
Old : 46.4 51.8 73.6 73.4 39.7 37.3 56.5 51.7
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,616: 84,465 122,809 58,442 213,488 185,294 356,395 366,545: 49,221 39,071
Old : 352,683: 85,591 118,800 42,614 181,719 157,390 309,924 318,804: 42,759 33,879
Other: 52,933: 6,754 11,889 7,948 31,769 27,904 46,471 47,741: 6,462 5,192
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,244: 2,959 10,563 2,501 1,582 -7,651 7,042 5,413: -1,798 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 30.3 14.4 52.6 45.7 87.9 90.4: 12.1 9.6
Old : 100.0: 24.3 33.7 12.1 51.5 44.6 87.9 90.4: 12.1 9.6
Other: 100.0: 12.8 22.5 15.0 60.0 52.7 87.8 90.2: 12.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 75 89 82 98 75 224 217:
Old : 299: 93 85 78 95 68 221 204:
Other: 129: 23 37 23 58 27 99 70:
:----------------------------------------------------------------------------------------------------
: 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 26.7 22.5 32.7 13.0 21.8 19.5 27.5
Old : 14.6 26.7 22.2 33.4 14.2 24.1 21.1 30.6
Other: 25.9 39.7 39.8 57.4 25.9 34.2 37.5 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,412: 1,726 3,987 1,853 7,497 5,828 11,076 11,668: 2,336 1,744
Old : 13,317: 1,755 4,061 1,746 7,489 5,817 10,990 11,624: 2,327 1,693
Other: 95: 74 29 4 8 11 86 44: 9 51
: : :
: : Changes in Commitments from: December 29, 2015 :
: -863: 29 28 -489 -202 -157 -662 -618: -201 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 29.7 13.8 55.9 43.5 82.6 87.0: 17.4 13.0
Old : 100.0: 13.2 30.5 13.1 56.2 43.7 82.5 87.3: 17.5 12.7
Other: 100.0: 77.9 30.5 4.2 8.4 11.6 90.5 46.3: 9.5 53.7
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 19 22 20 21 9 55 41:
Old : 70: 19 24 19 20 9 54 40:
Other: 7: 2 2 1 1 1 4 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 : 42.0 41.0 53.6 56.0 39.3 40.1 43.7 49.5
Old : 42.2 41.2 53.9 56.4 39.6 40.4 44.2 49.9
Other: 90.5 46.3 90.5 46.3 86.3 42.1 86.3 42.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,031,431: 203,699 309,760 19,025 703,569 559,921 926,293 888,706: 105,138 142,725
Old : 1,031,431: 203,699 309,760 19,025 703,569 559,921 926,293 888,706: 105,138 142,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 14,204: 12,875 14,040 -1,530 -3,538 2,499 7,807 15,009: 6,397 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 30.0 1.8 68.2 54.3 89.8 86.2: 10.2 13.8
Old : 100.0: 19.7 30.0 1.8 68.2 54.3 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 : 256: 40 64 25 96 106 149 182:
Old : 256: 40 64 25 96 106 149 182:
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 : 21.8 15.7 35.8 24.3 19.7 15.6 31.9 23.9
Old : 21.8 15.7 35.8 24.3 19.7 15.6 31.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,534,485: 471,955 453,669 62,162 1,715,821 1,584,845 2,249,938 2,100,676: 284,547 433,809
Old : 2,534,485: 471,955 453,669 62,162 1,715,821 1,584,845 2,249,938 2,100,676: 284,547 433,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 47,418: -11 24,684 7,511 39,551 15,624 47,051 47,819: 367 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.9 2.5 67.7 62.5 88.8 82.9: 11.2 17.1
Old : 100.0: 18.6 17.9 2.5 67.7 62.5 88.8 82.9: 11.2 17.1
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 : 354: 65 91 45 136 143 233 247:
Old : 354: 65 91 45 136 143 233 247:
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 : 33.3 16.4 42.6 24.5 28.7 12.1 36.2 17.3
Old : 33.3 16.4 42.6 24.5 28.7 12.1 36.2 17.3
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,294,334: 198,814 457,325 38,578 1,801,608 1,453,521 2,039,000 1,949,424: 255,334 344,910
Old : 2,294,334: 198,814 457,325 38,578 1,801,608 1,453,521 2,039,000 1,949,424: 255,334 344,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,954: -28,789 50,283 -2,854 21,267 -53,106 -10,376 -5,677: 3,422 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.9 1.7 78.5 63.4 88.9 85.0: 11.1 15.0
Old : 100.0: 8.7 19.9 1.7 78.5 63.4 88.9 85.0: 11.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 38 65 29 98 122 154 198:
Old : 264: 38 65 29 98 122 154 198:
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 : 39.0 15.5 53.5 26.0 35.4 15.5 46.1 24.4
Old : 39.0 15.5 53.5 26.0 35.4 15.5 46.1 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 690,098: 54,719 74,740 97,680 516,853 472,270 669,252 644,690: 20,846 45,408
Old : 690,098: 54,719 74,740 97,680 516,853 472,270 669,252 644,690: 20,846 45,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -57,773: -6,685 -5,584 -2,372 -49,515 -54,760 -58,572 -62,716: 799 4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.8 14.2 74.9 68.4 97.0 93.4: 3.0 6.6
Old : 100.0: 7.9 10.8 14.2 74.9 68.4 97.0 93.4: 3.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 17 25 28 38 55 66 98:
Old : 98: 17 25 28 38 55 66 98:
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 : 45.2 21.0 59.0 33.7 36.8 13.5 40.8 22.5
Old : 45.2 21.0 59.0 33.7 36.8 13.5 40.8 22.5
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,445: 14,055 9,060 544 16,884 22,018 31,482 31,621: 5,963 5,825
Old : 37,445: 14,055 9,060 544 16,884 22,018 31,482 31,621: 5,963 5,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,727: -2,402 2,863 117 -1,045 -6,680 -3,331 -3,700: -396 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 24.2 1.5 45.1 58.8 84.1 84.4: 15.9 15.6
Old : 100.0: 37.5 24.2 1.5 45.1 58.8 84.1 84.4: 15.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 26 17 4 35 19 63 38:
Old : 92: 26 17 4 35 19 63 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 44.4 34.6 56.2 19.6 44.4 33.4 56.2
Old : 20.7 44.4 34.6 56.2 19.6 44.4 33.4 56.2
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,890: 28,109 18,119 1,087 33,768 44,035 62,964 63,241: 11,926 11,649
Old : 74,890: 28,109 18,119 1,087 33,768 44,035 62,964 63,241: 11,926 11,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -7,453: -4,804 5,726 233 -2,090 -13,359 -6,661 -7,400: -792 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 24.2 1.5 45.1 58.8 84.1 84.4: 15.9 15.6
Old : 100.0: 37.5 24.2 1.5 45.1 58.8 84.1 84.4: 15.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 26 17 4 35 19 63 38:
Old : 92: 26 17 4 35 19 63 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 44.4 34.6 56.2 19.6 44.4 33.4 56.2
Old : 20.7 44.4 34.6 56.2 19.6 44.4 33.4 56.2
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,220: 10,202 11,393 2,092 1,749 680 14,043 14,165: 177 55
Old : 14,220: 10,202 11,393 2,092 1,749 680 14,043 14,165: 177 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -5,403: -5,666 -5,395 0 374 0 -5,292 -5,395: -111 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 80.1 14.7 12.3 4.8 98.8 99.6: 1.2 0.4
Old : 100.0: 71.7 80.1 14.7 12.3 4.8 98.8 99.6: 1.2 0.4
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 : 28: 15 12 3 1 1 17 15:
Old : 28: 15 12 3 1 1 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 65.1 93.0 94.0 68.3 63.6 74.8 78.7
Old : 83.9 65.1 93.0 94.0 68.3 63.6 74.8 78.7
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,309: 23,028 14,620 287 6,875 15,324 30,190 30,231: 119 78
Old : 30,309: 23,028 14,620 287 6,875 15,324 30,190 30,231: 119 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 894: 991 631 -40 -89 302 862 893: 32 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 48.2 0.9 22.7 50.6 99.6 99.7: 0.4 0.3
Old : 100.0: 76.0 48.2 0.9 22.7 50.6 99.6 99.7: 0.4 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 : 42: 8 13 1 5 16 14 29:
Old : 42: 8 13 1 5 16 14 29:
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 : 84.3 52.0 93.6 72.5 84.3 52.0 93.6 72.5
Old : 84.3 52.0 93.6 72.5 84.3 52.0 93.6 72.5
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 33,556: 27,073 14,444 11 6,381 19,047 33,465 33,502: 91 54
Old : 33,556: 27,073 14,444 11 6,381 19,047 33,465 33,502: 91 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,713: -1,384 1,823 -48 3,124 -51 1,692 1,724: 21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 43.0 0.0 19.0 56.8 99.7 99.8: 0.3 0.2
Old : 100.0: 80.7 43.0 0.0 19.0 56.8 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 : 37: 3 20 1 4 11 8 31:
Old : 37: 3 20 1 4 11 8 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.5 65.1 99.7 80.7 98.5 65.1 99.7 80.7
Old : 98.5 65.1 99.7 80.7 98.5 65.1 99.7 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016