WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 12, 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 : 394,177: 113,675 180,433 79,379 164,337 91,244 357,391 351,056: 36,786 43,121
Old : 288,038: 105,677 177,586 37,763 118,081 42,301 261,521 257,650: 26,517 30,388
Other: 106,139: 38,532 33,381 11,082 46,256 48,943 95,870 93,406: 10,269 12,733
: : :
: : Changes in Commitments from: January 5, 2016 :
: -6,332: 6,980 -14,932 5,493 -18,388 2,923 -5,915 -6,516: -417 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 45.8 20.1 41.7 23.1 90.7 89.1: 9.3 10.9
Old : 100.0: 36.7 61.7 13.1 41.0 14.7 90.8 89.5: 9.2 10.5
Other: 100.0: 36.3 31.5 10.4 43.6 46.1 90.3 88.0: 9.7 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 135 117 116 97 95 300 271:
Old : 379: 138 109 84 86 77 263 237:
Other: 219: 62 58 31 66 68 149 139:
:----------------------------------------------------------------------------------------------------
: 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 10.9 21.0 19.7 13.5 10.8 20.7 18.8
Old : 14.3 14.0 22.4 24.8 14.2 13.7 21.4 23.7
Other: 24.6 21.6 37.4 33.1 24.3 17.2 35.0 27.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 12, 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 : 209,846: 50,662 77,546 30,392 108,179 76,814 189,233 184,752: 20,613 25,094
Old : 136,315: 42,683 69,977 17,864 61,408 32,926 121,955 120,767: 14,360 15,548
Other: 73,531: 18,267 17,857 2,240 46,771 43,888 67,278 63,985: 6,253 9,546
: : :
: : Changes in Commitments from: January 5, 2016 :
: 5,523: -451 -1,347 2,860 2,218 4,776 4,627 6,289: 896 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 37.0 14.5 51.6 36.6 90.2 88.0: 9.8 12.0
Old : 100.0: 31.3 51.3 13.1 45.0 24.2 89.5 88.6: 10.5 11.4
Other: 100.0: 24.8 24.3 3.0 63.6 59.7 91.5 87.0: 8.5 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 59 61 48 79 65 165 158:
Old : 208: 62 54 22 62 52 132 122:
Other: 152: 34 30 16 63 51 108 90:
:----------------------------------------------------------------------------------------------------
: 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 21.2 24.1 30.8 11.6 17.0 20.0 25.2
Old : 16.3 21.6 27.3 33.7 14.5 17.9 24.6 29.1
Other: 22.3 33.9 34.7 44.0 19.1 27.1 29.9 35.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 12, 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 : 1,388,762: 348,690 431,999 236,347 653,275 545,888 1,238,312 1,214,234: 150,450 174,528
Old : 1,215,783: 341,436 425,300 186,534 558,413 458,136 1,086,383 1,069,970: 129,400 145,813
Other: 172,979: 51,287 50,732 5,780 94,862 87,752 151,929 144,264: 21,050 28,715
: : :
: : Changes in Commitments from: January 5, 2016 :
: 32,245: 2,737 24,284 30,944 -2,742 -17,656 30,939 37,572: 1,306 -5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 31.1 17.0 47.0 39.3 89.2 87.4: 10.8 12.6
Old : 100.0: 28.1 35.0 15.3 45.9 37.7 89.4 88.0: 10.6 12.0
Other: 100.0: 29.6 29.3 3.3 54.8 50.7 87.8 83.4: 12.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 145 184 165 257 290 502 566:
Old : 710: 148 191 145 245 275 477 538:
Other: 404: 65 59 23 94 217 170 293:
:----------------------------------------------------------------------------------------------------
: 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 9.8 19.0 16.7 10.6 9.4 17.7 15.3
Old : 12.6 9.9 21.0 17.7 12.6 9.5 21.0 16.2
Other: 24.4 25.4 35.4 35.8 22.9 24.6 33.8 34.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 12, 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 : 9,484: 3,157 2,586 987 2,920 4,195 7,064 7,768: 2,420 1,716
Old : 8,718: 3,297 2,582 756 2,385 3,821 6,438 7,159: 2,280 1,559
Other: 766: 0 144 91 535 374 626 609: 140 157
: : :
: : Changes in Commitments from: January 5, 2016 :
: 336: 95 601 123 69 -422 287 302: 49 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 27.3 10.4 30.8 44.2 74.5 81.9: 25.5 18.1
Old : 100.0: 37.8 29.6 8.7 27.4 43.8 73.8 82.1: 26.2 17.9
Other: 100.0: 0.0 18.8 11.9 69.8 48.8 81.7 79.5: 18.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 14 6 13 12 27 30:
Old : 44: 12 13 5 12 12 26 29:
Other: 12: 0 3 1 4 6 5 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 : 49.8 40.2 56.9 58.7 41.1 38.7 47.7 52.6
Old : 48.2 42.3 55.8 61.2 40.7 42.2 47.9 56.4
Other: 79.6 61.6 81.7 77.4 67.8 51.8 67.8 65.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 12, 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 : 671,806: 126,670 192,168 109,805 377,694 302,762 614,169 604,735: 57,637 67,071
Old : 571,982: 128,647 180,627 89,925 301,842 246,561 520,414 517,113: 51,568 54,869
Other: 99,824: 13,346 26,864 4,557 75,852 56,201 93,755 87,622: 6,069 12,202
: : :
: : Changes in Commitments from: January 5, 2016 :
: 13,737: 8,954 -4,463 -2,660 4,253 23,798 10,547 16,675: 3,190 -2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.6 16.3 56.2 45.1 91.4 90.0: 8.6 10.0
Old : 100.0: 22.5 31.6 15.7 52.8 43.1 91.0 90.4: 9.0 9.6
Other: 100.0: 13.4 26.9 4.6 76.0 56.3 93.9 87.8: 6.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 122 177 175 151 165 388 438:
Old : 524: 140 171 154 145 141 370 400:
Other: 264: 48 75 37 61 110 139 195:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 16.2 29.9 24.9 18.9 15.7 25.7 23.3
Old : 17.1 17.2 26.1 26.8 16.1 16.8 23.5 25.3
Other: 56.5 32.6 68.4 50.2 56.5 32.0 68.0 49.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 12, 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 : 404,251: 112,893 59,972 93,492 163,523 224,551 369,908 378,015: 34,343 26,236
Old : 352,875: 117,045 62,478 66,898 140,486 200,286 324,429 329,662: 28,446 23,213
Other: 51,376: 10,878 12,524 11,564 23,037 24,265 45,479 48,353: 5,897 3,023
: : :
: : Changes in Commitments from: January 5, 2016 :
: 19,116: -7,345 12,202 16,890 8,254 -9,267 17,799 19,825: 1,317 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.8 23.1 40.5 55.5 91.5 93.5: 8.5 6.5
Old : 100.0: 33.2 17.7 19.0 39.8 56.8 91.9 93.4: 8.1 6.6
Other: 100.0: 21.2 24.4 22.5 44.8 47.2 88.5 94.1: 11.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 89 71 112 81 73 236 222:
Old : 299: 98 70 100 77 68 228 207:
Other: 108: 18 30 25 45 18 81 61:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 35.8 14.7 41.4 8.2 34.1 14.3 38.7
Old : 9.3 36.7 16.0 43.0 9.3 36.1 15.4 41.4
Other: 24.5 43.3 39.0 63.2 22.3 35.5 30.4 48.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 12, 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 : 508,235: 75,467 77,261 6,634 287,655 292,769 369,756 376,664: 138,479 131,571
Old : 508,235: 75,467 77,261 6,634 287,655 292,769 369,756 376,664: 138,479 131,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 17,131: 1,400 -4,993 2,640 7,437 9,477 11,477 7,124: 5,654 10,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.2 1.3 56.6 57.6 72.8 74.1: 27.2 25.9
Old : 100.0: 14.8 15.2 1.3 56.6 57.6 72.8 74.1: 27.2 25.9
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 : 141: 25 33 16 55 63 86 106:
Old : 141: 25 33 16 55 63 86 106:
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 : 24.9 19.3 33.8 30.2 21.5 16.6 29.0 23.3
Old : 24.9 19.3 33.8 30.2 21.5 16.6 29.0 23.3
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 12, 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 : 615,185: 55,563 148,315 4,871 433,400 375,376 493,834 528,562: 121,351 86,623
Old : 615,185: 55,563 148,315 4,871 433,400 375,376 493,834 528,562: 121,351 86,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 969: 2,170 -2,846 -196 -2,814 -314 -840 -3,356: 1,809 4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 24.1 0.8 70.5 61.0 80.3 85.9: 19.7 14.1
Old : 100.0: 9.0 24.1 0.8 70.5 61.0 80.3 85.9: 19.7 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 : 104: 13 15 10 60 49 77 70:
Old : 104: 13 15 10 60 49 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 : 25.0 46.7 38.9 57.9 22.6 46.7 33.1 56.9
Old : 25.0 46.7 38.9 57.9 22.6 46.7 33.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 12, 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 : 4,302: 1,090 632 595 2,394 2,811 4,079 4,038: 223 264
Old : 4,302: 1,090 632 595 2,394 2,811 4,079 4,038: 223 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 257: -49 28 134 155 98 240 260: 17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.7 13.8 55.6 65.3 94.8 93.9: 5.2 6.1
Old : 100.0: 25.3 14.7 13.8 55.6 65.3 94.8 93.9: 5.2 6.1
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 : 28: 8 8 5 9 11 20 21:
Old : 28: 8 8 5 9 11 20 21:
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 : 51.1 52.9 77.1 74.0 40.5 37.6 55.5 49.6
Old : 51.1 52.9 77.1 74.0 40.5 37.6 55.5 49.6
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 12, 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 : 407,669: 86,270 124,120 60,110 210,736 185,466 357,116 369,696: 50,553 37,973
Old : 353,705: 87,004 120,027 43,375 179,631 157,489 310,010 320,891: 43,695 32,814
Other: 53,964: 7,397 12,224 8,604 31,105 27,977 47,106 48,805: 6,858 5,159
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,053: 1,805 1,311 1,668 -2,752 172 721 3,151: 1,332 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 30.4 14.7 51.7 45.5 87.6 90.7: 12.4 9.3
Old : 100.0: 24.6 33.9 12.3 50.8 44.5 87.6 90.7: 12.4 9.3
Other: 100.0: 13.7 22.7 15.9 57.6 51.8 87.3 90.4: 12.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 80 93 89 99 74 231 227:
Old : 306: 91 91 87 95 65 227 213:
Other: 129: 26 31 26 59 27 103 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 : 13.6 27.3 21.3 33.0 11.5 22.7 18.0 28.0
Old : 13.2 27.5 20.5 33.8 12.6 24.9 19.2 30.9
Other: 24.2 39.0 37.6 57.2 24.2 34.5 35.5 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 12, 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 : 13,469: 1,928 4,086 2,014 7,234 5,876 11,176 11,976: 2,293 1,493
Old : 13,371: 1,957 4,160 1,907 7,226 5,851 11,090 11,918: 2,281 1,453
Other: 98: 74 29 4 8 25 86 58: 12 40
: : :
: : Changes in Commitments from: January 5, 2016 :
: 57: 202 99 161 -263 48 100 308: -43 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 30.3 15.0 53.7 43.6 83.0 88.9: 17.0 11.1
Old : 100.0: 14.6 31.1 14.3 54.0 43.8 82.9 89.1: 17.1 10.9
Other: 100.0: 75.5 29.6 4.1 8.2 25.5 87.8 59.2: 12.2 40.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 21 22 22 22 12 57 48:
Old : 75: 21 24 21 21 12 56 47:
Other: 8: 2 2 1 1 2 4 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 : 40.2 40.5 51.5 55.5 38.0 39.6 43.0 49.1
Old : 40.4 40.8 51.7 55.9 38.3 39.9 43.6 49.5
Other: 87.8 58.2 87.8 59.2 83.7 55.1 83.7 55.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 12, 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 : 1,035,069: 151,770 277,942 23,416 754,442 592,940 929,628 894,298: 105,441 140,771
Old : 1,035,069: 151,770 277,942 23,416 754,442 592,940 929,628 894,298: 105,441 140,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,638: -51,929 -31,818 4,391 50,873 33,019 3,335 5,592: 303 -1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.9 2.3 72.9 57.3 89.8 86.4: 10.2 13.6
Old : 100.0: 14.7 26.9 2.3 72.9 57.3 89.8 86.4: 10.2 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 40 65 28 97 115 154 191:
Old : 265: 40 65 28 97 115 154 191:
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 : 22.6 17.6 38.0 26.3 22.0 17.2 35.8 25.3
Old : 22.6 17.6 38.0 26.3 22.0 17.2 35.8 25.3
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 12, 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 : 2,651,078: 431,522 474,758 59,508 1,857,092 1,655,289 2,348,122 2,189,555: 302,956 461,523
Old : 2,651,078: 431,522 474,758 59,508 1,857,092 1,655,289 2,348,122 2,189,555: 302,956 461,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 116,593: -40,433 21,089 -2,654 141,271 70,444 98,184 88,879: 18,409 27,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.9 2.2 70.1 62.4 88.6 82.6: 11.4 17.4
Old : 100.0: 16.3 17.9 2.2 70.1 62.4 88.6 82.6: 11.4 17.4
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 : 352: 65 92 49 131 154 226 265:
Old : 352: 65 92 49 131 154 226 265:
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 : 34.2 16.9 45.2 24.0 30.2 12.4 39.6 17.7
Old : 34.2 16.9 45.2 24.0 30.2 12.4 39.6 17.7
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 12, 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 : 2,422,746: 223,187 476,555 40,470 1,892,138 1,558,880 2,155,795 2,075,905: 266,951 346,841
Old : 2,422,746: 223,187 476,555 40,470 1,892,138 1,558,880 2,155,795 2,075,905: 266,951 346,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 128,412: 24,373 19,230 1,892 90,530 105,359 116,795 126,481: 11,617 1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.7 1.7 78.1 64.3 89.0 85.7: 11.0 14.3
Old : 100.0: 9.2 19.7 1.7 78.1 64.3 89.0 85.7: 11.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 44 71 28 103 132 167 211:
Old : 288: 44 71 28 103 132 167 211:
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 : 38.8 14.4 51.4 25.1 34.6 14.4 43.8 24.7
Old : 38.8 14.4 51.4 25.1 34.6 14.4 43.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 12, 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 : 748,561: 56,520 81,294 96,728 574,280 528,445 727,528 706,467: 21,033 42,094
Old : 748,561: 56,520 81,294 96,728 574,280 528,445 727,528 706,467: 21,033 42,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 58,463: 1,801 6,554 -952 57,427 56,175 58,276 61,777: 187 -3,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.9 12.9 76.7 70.6 97.2 94.4: 2.8 5.6
Old : 100.0: 7.6 10.9 12.9 76.7 70.6 97.2 94.4: 2.8 5.6
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 : 106: 17 31 32 41 57 73 106:
Old : 106: 17 31 32 41 57 73 106:
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 : 46.6 23.2 57.8 35.0 37.2 14.3 41.3 22.1
Old : 46.6 23.2 57.8 35.0 37.2 14.3 41.3 22.1
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 - Futures Only, January 12, 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 : 33,166: 10,895 6,547 1,058 14,832 19,849 26,785 27,453: 6,381 5,713
Old : 33,166: 10,895 6,547 1,058 14,832 19,849 26,785 27,453: 6,381 5,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,280: -3,160 -2,513 515 -2,052 -2,169 -4,698 -4,168: 418 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 19.7 3.2 44.7 59.8 80.8 82.8: 19.2 17.2
Old : 100.0: 32.8 19.7 3.2 44.7 59.8 80.8 82.8: 19.2 17.2
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 : 90: 29 14 5 34 16 65 33:
Old : 90: 29 14 5 34 16 65 33:
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 : 18.1 47.9 30.5 61.9 16.7 47.9 28.6 61.9
Old : 18.1 47.9 30.5 61.9 16.7 47.9 28.6 61.9
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 12, 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 : 66,331: 21,789 13,093 2,116 29,664 39,697 53,569 54,906: 12,762 11,425
Old : 66,331: 21,789 13,093 2,116 29,664 39,697 53,569 54,906: 12,762 11,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -8,559: -6,320 -5,026 1,029 -4,104 -4,338 -9,395 -8,335: 836 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 19.7 3.2 44.7 59.8 80.8 82.8: 19.2 17.2
Old : 100.0: 32.8 19.7 3.2 44.7 59.8 80.8 82.8: 19.2 17.2
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 : 90: 29 14 5 34 16 65 33:
Old : 90: 29 14 5 34 16 65 33:
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 : 18.1 47.9 30.5 61.9 16.7 47.9 28.6 61.9
Old : 18.1 47.9 30.5 61.9 16.7 47.9 28.6 61.9
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 12, 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 : 14,847: 11,609 12,159 1,925 1,137 680 14,671 14,764: 176 83
Old : 14,847: 11,609 12,159 1,925 1,137 680 14,671 14,764: 176 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 627: 1,407 766 -167 -612 0 628 599: -1 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 81.9 13.0 7.7 4.6 98.8 99.4: 1.2 0.6
Old : 100.0: 78.2 81.9 13.0 7.7 4.6 98.8 99.4: 1.2 0.6
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 : 30: 15 14 4 1 1 18 17:
Old : 30: 15 14 4 1 1 18 17:
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 : 72.5 61.2 91.4 89.3 67.2 59.0 76.4 79.2
Old : 72.5 61.2 91.4 89.3 67.2 59.0 76.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, January 12, 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 : 28,819: 22,041 13,251 287 6,386 15,176 28,714 28,714: 105 105
Old : 28,819: 22,041 13,251 287 6,386 15,176 28,714 28,714: 105 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,490: -987 -1,369 0 -489 -148 -1,476 -1,517: -14 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 46.0 1.0 22.2 52.7 99.6 99.6: 0.4 0.4
Old : 100.0: 76.5 46.0 1.0 22.2 52.7 99.6 99.6: 0.4 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 : 45: 8 14 1 5 19 14 33:
Old : 45: 8 14 1 5 19 14 33:
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 : 83.3 49.0 94.9 69.3 83.3 49.0 94.9 69.3
Old : 83.3 49.0 94.9 69.3 83.3 49.0 94.9 69.3
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 12, 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 : 34,055: 28,571 14,539 0 5,348 19,424 33,919 33,963: 136 92
Old : 34,055: 28,571 14,539 0 5,348 19,424 33,919 33,963: 136 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 499: 1,498 95 -11 -1,033 377 454 461: 45 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 42.7 0.0 15.7 57.0 99.6 99.7: 0.4 0.3
Old : 100.0: 83.9 42.7 0.0 15.7 57.0 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 : 39: 7 17 0 4 12 11 29:
Old : 39: 7 17 0 4 12 11 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 : 97.0 63.3 98.9 79.2 97.0 63.3 98.9 79.2
Old : 97.0 63.3 98.9 79.2 97.0 63.3 98.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016