WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 19, 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 : 395,396: 107,539 174,866 84,306 167,004 94,845 358,849 354,017: 36,547 41,379
Old : 285,167: 100,401 172,603 38,559 120,398 44,937 259,358 256,099: 25,809 29,068
Other: 110,229: 41,021 36,146 11,864 46,606 49,908 99,491 97,918: 10,738 12,311
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,219: -6,136 -5,567 4,927 2,667 3,601 1,458 2,961: -239 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 44.2 21.3 42.2 24.0 90.8 89.5: 9.2 10.5
Old : 100.0: 35.2 60.5 13.5 42.2 15.8 90.9 89.8: 9.1 10.2
Other: 100.0: 37.2 32.8 10.8 42.3 45.3 90.3 88.8: 9.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 125 130 120 103 95 304 281:
Old : 380: 136 114 87 86 79 265 243:
Other: 233: 61 70 36 68 69 150 157:
:----------------------------------------------------------------------------------------------------
: 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 10.3 21.3 19.0 13.3 10.3 20.7 17.5
Old : 14.2 13.6 22.8 23.9 14.2 13.2 22.3 22.9
Other: 25.5 19.2 37.5 30.2 25.5 14.9 34.8 24.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 19, 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 : 211,816: 52,494 76,062 32,302 106,531 78,011 191,327 186,375: 20,489 25,441
Old : 134,290: 43,871 67,764 18,093 58,467 32,394 120,431 118,251: 13,859 16,039
Other: 77,526: 20,243 19,918 2,589 48,064 45,617 70,896 68,124: 6,630 9,402
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,970: 1,832 -1,484 1,910 -1,648 1,197 2,094 1,623: -124 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 35.9 15.3 50.3 36.8 90.3 88.0: 9.7 12.0
Old : 100.0: 32.7 50.5 13.5 43.5 24.1 89.7 88.1: 10.3 11.9
Other: 100.0: 26.1 25.7 3.3 62.0 58.8 91.4 87.9: 8.6 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 63 56 54 77 63 168 158:
Old : 204: 65 49 26 56 50 132 118:
Other: 154: 38 30 18 62 53 111 93:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 20.6 22.7 30.3 11.0 16.5 19.1 24.3
Old : 16.1 22.4 27.1 34.3 15.1 18.4 25.0 29.8
Other: 21.2 31.4 33.7 41.1 17.2 23.9 27.6 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 19, 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 : 1,390,878: 340,312 398,117 249,045 655,733 566,358 1,245,090 1,213,520: 145,788 177,358
Old : 1,208,534: 335,943 391,605 195,160 552,820 474,879 1,083,923 1,061,644: 124,611 146,890
Other: 182,344: 53,418 55,561 4,836 102,913 91,479 161,167 151,876: 21,177 30,468
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,116: -8,378 -33,882 12,698 2,458 20,470 6,778 -714: -4,662 2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 28.6 17.9 47.1 40.7 89.5 87.2: 10.5 12.8
Old : 100.0: 27.8 32.4 16.1 45.7 39.3 89.7 87.8: 10.3 12.2
Other: 100.0: 29.3 30.5 2.7 56.4 50.2 88.4 83.3: 11.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 152 191 171 255 297 513 577:
Old : 723: 154 195 148 242 282 486 549:
Other: 424: 68 72 22 96 223 175 309:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 8.4 18.7 14.2 10.1 6.7 16.8 11.2
Old : 12.3 9.3 21.0 15.6 12.3 7.7 20.5 13.1
Other: 24.7 23.6 36.0 32.9 22.4 23.4 33.2 32.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 19, 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 : 9,694: 3,210 2,792 833 3,172 4,105 7,215 7,730: 2,479 1,964
Old : 8,815: 3,301 2,788 594 2,601 3,683 6,496 7,065: 2,319 1,750
Other: 879: 11 106 137 571 422 719 665: 160 214
: : :
: : Changes in Commitments from: January 12, 2016 :
: 210: 53 206 -154 252 -90 151 -38: 59 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 28.8 8.6 32.7 42.3 74.4 79.7: 25.6 20.3
Old : 100.0: 37.4 31.6 6.7 29.5 41.8 73.7 80.1: 26.3 19.9
Other: 100.0: 1.3 12.1 15.6 65.0 48.0 81.8 75.7: 18.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 14 6 14 10 28 28:
Old : 42: 12 13 5 13 10 27 27:
Other: 11: 1 2 1 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 : 48.4 38.0 55.7 58.0 40.7 35.7 47.2 52.3
Old : 46.3 41.7 54.2 60.9 39.9 39.5 47.0 56.1
Other: 80.0 62.8 81.8 75.7 63.1 51.8 64.4 58.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 19, 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 : 665,786: 133,380 172,474 106,619 369,442 319,656 609,441 598,749: 56,345 67,037
Old : 557,653: 134,261 158,415 86,727 286,576 258,344 507,564 503,486: 50,089 54,167
Other: 108,133: 13,736 28,676 5,275 82,866 61,312 101,877 95,263: 6,256 12,870
: : :
: : Changes in Commitments from: January 12, 2016 :
: -6,020: 6,710 -19,694 -3,186 -8,252 16,894 -4,728 -5,986: -1,292 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 25.9 16.0 55.5 48.0 91.5 89.9: 8.5 10.1
Old : 100.0: 24.1 28.4 15.6 51.4 46.3 91.0 90.3: 9.0 9.7
Other: 100.0: 12.7 26.5 4.9 76.6 56.7 94.2 88.1: 5.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 124 164 176 151 168 391 428:
Old : 516: 142 159 155 143 145 372 389:
Other: 273: 46 79 34 66 118 140 205:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 16.6 30.1 26.0 18.2 15.6 24.6 22.6
Old : 16.6 18.2 25.8 28.1 15.3 17.0 23.2 24.8
Other: 56.3 31.3 68.0 47.9 55.4 30.8 66.8 47.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 19, 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 : 411,430: 116,320 56,192 96,419 163,333 231,189 376,072 383,800: 35,358 27,630
Old : 352,968: 119,322 58,254 65,921 139,183 205,028 324,426 329,203: 28,542 23,765
Other: 58,462: 10,818 11,758 16,678 24,150 26,161 51,646 54,597: 6,816 3,865
: : :
: : Changes in Commitments from: January 12, 2016 :
: 7,179: 3,427 -3,780 2,927 -190 6,638 6,164 5,785: 1,015 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.7 23.4 39.7 56.2 91.4 93.3: 8.6 6.7
Old : 100.0: 33.8 16.5 18.7 39.4 58.1 91.9 93.3: 8.1 6.7
Other: 100.0: 18.5 20.1 28.5 41.3 44.7 88.3 93.4: 11.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 95 69 111 77 73 238 217:
Old : 300: 103 69 101 73 69 233 203:
Other: 109: 20 27 25 45 21 83 62:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 33.9 15.3 39.3 8.1 32.2 13.9 36.2
Old : 10.0 35.1 16.9 40.9 9.3 34.5 15.8 39.0
Other: 24.2 39.4 39.7 60.0 19.7 31.7 26.8 43.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 19, 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 : 528,461: 82,331 88,121 7,137 297,677 303,411 387,145 398,669: 141,316 129,792
Old : 528,461: 82,331 88,121 7,137 297,677 303,411 387,145 398,669: 141,316 129,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 20,226: 6,864 10,860 503 10,022 10,642 17,389 22,005: 2,837 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.7 1.4 56.3 57.4 73.3 75.4: 26.7 24.6
Old : 100.0: 15.6 16.7 1.4 56.3 57.4 73.3 75.4: 26.7 24.6
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 : 147: 25 36 14 56 66 87 110:
Old : 147: 25 36 14 56 66 87 110:
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 16.5 34.3 27.8 21.0 14.9 28.9 21.6
Old : 25.2 16.5 34.3 27.8 21.0 14.9 28.9 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 19, 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 : 619,337: 58,859 148,881 5,238 431,269 381,213 495,366 535,332: 123,971 84,005
Old : 619,337: 58,859 148,881 5,238 431,269 381,213 495,366 535,332: 123,971 84,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,152: 3,296 566 367 -2,131 5,837 1,532 6,770: 2,620 -2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 24.0 0.8 69.6 61.6 80.0 86.4: 20.0 13.6
Old : 100.0: 9.5 24.0 0.8 69.6 61.6 80.0 86.4: 20.0 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 : 103: 14 15 10 60 49 79 69:
Old : 103: 14 15 10 60 49 79 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 : 24.6 46.2 38.4 57.4 22.4 46.2 32.7 56.3
Old : 24.6 46.2 38.4 57.4 22.4 46.2 32.7 56.3
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 19, 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 : 4,473: 1,171 461 618 2,421 3,118 4,210 4,197: 263 276
Old : 4,473: 1,171 461 618 2,421 3,118 4,210 4,197: 263 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 171: 81 -171 23 27 307 131 159: 40 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.3 13.8 54.1 69.7 94.1 93.8: 5.9 6.2
Old : 100.0: 26.2 10.3 13.8 54.1 69.7 94.1 93.8: 5.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 5 9 12 21 23:
Old : 31: 9 8 5 9 12 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 56.1 76.9 75.7 41.1 41.9 55.8 52.4
Old : 49.3 56.1 76.9 75.7 41.1 41.9 55.8 52.4
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 19, 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 : 414,457: 82,838 124,204 64,759 216,108 185,704 363,705 374,667: 50,752 39,790
Old : 358,264: 82,783 119,634 48,141 183,963 156,330 314,887 324,105: 43,377 34,159
Other: 56,193: 7,237 11,752 9,436 32,145 29,374 48,818 50,562: 7,375 5,631
: : :
: : Changes in Commitments from: January 12, 2016 :
: 6,788: -3,432 84 4,649 5,372 238 6,589 4,971: 199 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 30.0 15.6 52.1 44.8 87.8 90.4: 12.2 9.6
Old : 100.0: 23.1 33.4 13.4 51.3 43.6 87.9 90.5: 12.1 9.5
Other: 100.0: 12.9 20.9 16.8 57.2 52.3 86.9 90.0: 13.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 75 98 83 98 77 225 227:
Old : 305: 89 94 80 94 69 220 214:
Other: 132: 26 32 26 60 29 103 72:
:----------------------------------------------------------------------------------------------------
: 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 26.4 21.2 31.9 11.5 22.0 18.2 27.1
Old : 13.1 26.3 20.6 32.3 12.8 23.7 19.6 29.6
Other: 22.4 39.3 35.0 56.9 22.4 34.9 32.5 48.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 19, 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 : 13,543: 1,992 4,055 1,844 7,364 5,895 11,200 11,794: 2,343 1,749
Old : 13,423: 2,053 4,109 1,729 7,356 5,870 11,138 11,708: 2,285 1,715
Other: 120: 54 61 0 8 25 62 86: 58 34
: : :
: : Changes in Commitments from: January 12, 2016 :
: 74: 64 -31 -170 130 19 24 -182: 50 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 29.9 13.6 54.4 43.5 82.7 87.1: 17.3 12.9
Old : 100.0: 15.3 30.6 12.9 54.8 43.7 83.0 87.2: 17.0 12.8
Other: 100.0: 45.0 50.8 0.0 6.7 20.8 51.7 71.7: 48.3 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 20 21 20 22 12 55 49:
Old : 76: 20 21 18 21 12 54 47:
Other: 8: 1 4 0 1 2 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 40.1 49.6 53.0 38.2 39.2 43.7 48.9
Old : 40.2 40.5 50.0 53.5 38.6 39.6 44.5 49.4
Other: 51.7 58.3 51.7 71.7 51.7 58.3 51.7 71.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 19, 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 : 1,035,664: 132,824 273,981 23,653 773,868 595,108 930,345 892,742: 105,319 142,922
Old : 1,035,664: 132,824 273,981 23,653 773,868 595,108 930,345 892,742: 105,319 142,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 595: -18,946 -3,961 237 19,426 2,168 717 -1,556: -122 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.5 2.3 74.7 57.5 89.8 86.2: 10.2 13.8
Old : 100.0: 12.8 26.5 2.3 74.7 57.5 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 : 262: 41 63 34 94 116 152 196:
Old : 262: 41 63 34 94 116 152 196:
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 : 22.8 16.2 38.0 25.3 22.4 16.1 35.0 24.3
Old : 22.8 16.2 38.0 25.3 22.4 16.1 35.0 24.3
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 19, 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 : 2,804,120: 413,402 481,148 74,469 1,977,706 1,830,131 2,465,577 2,385,748: 338,543 418,372
Old : 2,804,120: 413,402 481,148 74,469 1,977,706 1,830,131 2,465,577 2,385,748: 338,543 418,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 153,042: -18,120 6,390 14,961 120,614 174,842 117,455 196,193: 35,587 -43,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.2 2.7 70.5 65.3 87.9 85.1: 12.1 14.9
Old : 100.0: 14.7 17.2 2.7 70.5 65.3 87.9 85.1: 12.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 59 99 55 139 163 235 280:
Old : 365: 59 99 55 139 163 235 280:
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 : 33.4 16.1 45.5 24.4 30.6 12.4 40.2 17.8
Old : 33.4 16.1 45.5 24.4 30.6 12.4 40.2 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 19, 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 : 2,520,393: 246,302 498,164 35,929 1,951,047 1,641,430 2,233,278 2,175,523: 287,115 344,870
Old : 2,520,393: 246,302 498,164 35,929 1,951,047 1,641,430 2,233,278 2,175,523: 287,115 344,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 97,647: 23,115 21,609 -4,541 58,909 82,550 77,483 99,618: 20,164 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.8 1.4 77.4 65.1 88.6 86.3: 11.4 13.7
Old : 100.0: 9.8 19.8 1.4 77.4 65.1 88.6 86.3: 11.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 47 74 33 100 135 166 223:
Old : 292: 47 74 33 100 135 166 223:
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 : 39.2 14.5 50.7 25.4 34.6 14.5 43.8 25.4
Old : 39.2 14.5 50.7 25.4 34.6 14.5 43.8 25.4
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 19, 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 : 781,508: 66,726 71,608 116,642 575,773 550,324 759,141 738,574: 22,367 42,934
Old : 781,508: 66,726 71,608 116,642 575,773 550,324 759,141 738,574: 22,367 42,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 32,947: 10,206 -9,686 19,914 1,493 21,879 31,613 32,107: 1,334 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.2 14.9 73.7 70.4 97.1 94.5: 2.9 5.5
Old : 100.0: 8.5 9.2 14.9 73.7 70.4 97.1 94.5: 2.9 5.5
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 : 108: 20 29 34 42 57 78 106:
Old : 108: 20 29 34 42 57 78 106:
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 : 45.3 25.3 55.1 37.4 35.8 14.7 39.9 22.6
Old : 45.3 25.3 55.1 37.4 35.8 14.7 39.9 22.6
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 19, 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 : 30,588: 8,004 6,687 296 15,944 17,675 24,244 24,657: 6,344 5,931
Old : 30,588: 8,004 6,687 296 15,944 17,675 24,244 24,657: 6,344 5,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -2,578: -2,891 140 -762 1,112 -2,174 -2,541 -2,796: -37 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 21.9 1.0 52.1 57.8 79.3 80.6: 20.7 19.4
Old : 100.0: 26.2 21.9 1.0 52.1 57.8 79.3 80.6: 20.7 19.4
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 : 76: 18 11 2 35 17 53 30:
Old : 76: 18 11 2 35 17 53 30:
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 : 18.9 44.3 33.0 62.1 18.9 44.3 32.0 62.1
Old : 18.9 44.3 33.0 62.1 18.9 44.3 32.0 62.1
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 19, 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 : 61,176: 16,008 13,373 592 31,888 35,349 48,488 49,314: 12,688 11,862
Old : 61,176: 16,008 13,373 592 31,888 35,349 48,488 49,314: 12,688 11,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -5,155: -5,781 280 -1,524 2,224 -4,348 -5,081 -5,592: -74 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 21.9 1.0 52.1 57.8 79.3 80.6: 20.7 19.4
Old : 100.0: 26.2 21.9 1.0 52.1 57.8 79.3 80.6: 20.7 19.4
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 : 76: 18 11 2 35 17 53 30:
Old : 76: 18 11 2 35 17 53 30:
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 : 18.9 44.3 33.0 62.1 18.9 44.3 32.0 62.1
Old : 18.9 44.3 33.0 62.1 18.9 44.3 32.0 62.1
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 19, 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 : 15,102: 12,237 12,407 1,497 1,137 680 14,871 14,584: 231 518
Old : 15,102: 12,237 12,407 1,497 1,137 680 14,871 14,584: 231 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 255: 628 248 -428 0 0 200 -180: 55 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 82.2 9.9 7.5 4.5 98.5 96.6: 1.5 3.4
Old : 100.0: 81.0 82.2 9.9 7.5 4.5 98.5 96.6: 1.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 71.7 59.0 91.9 89.9 69.5 57.5 79.8 78.3
Old : 71.7 59.0 91.9 89.9 69.5 57.5 79.8 78.3
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 19, 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 : 31,237: 22,734 14,580 262 8,091 16,266 31,087 31,108: 150 129
Old : 31,237: 22,734 14,580 262 8,091 16,266 31,087 31,108: 150 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,418: 693 1,329 -25 1,705 1,090 2,373 2,394: 45 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 46.7 0.8 25.9 52.1 99.5 99.6: 0.5 0.4
Old : 100.0: 72.8 46.7 0.8 25.9 52.1 99.5 99.6: 0.5 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 : 51: 7 20 1 6 19 14 39:
Old : 51: 7 20 1 6 19 14 39:
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 : 79.3 46.6 93.2 67.1 79.3 46.6 93.2 67.1
Old : 79.3 46.6 93.2 67.1 79.3 46.6 93.2 67.1
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 19, 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 : 32,548: 30,329 13,166 0 1,897 19,093 32,226 32,259: 322 289
Old : 32,548: 30,329 13,166 0 1,897 19,093 32,226 32,259: 322 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -1,507: 1,758 -1,373 0 -3,451 -331 -1,693 -1,704: 186 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 40.5 0.0 5.8 58.7 99.0 99.1: 1.0 0.9
Old : 100.0: 93.2 40.5 0.0 5.8 58.7 99.0 99.1: 1.0 0.9
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 : 39: 11 13 0 4 12 15 25:
Old : 39: 11 13 0 4 12 15 25:
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 : 91.5 64.3 96.7 80.5 91.5 64.3 96.7 80.5
Old : 91.5 64.3 96.7 80.5 91.5 64.3 96.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016