WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 26, 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 : 387,982: 102,133 157,876 89,878 157,461 99,306 349,472 347,060: 38,510 40,922
Old : 270,985: 91,016 154,550 41,708 110,080 47,775 242,804 244,033: 28,181 26,952
Other: 116,997: 46,791 39,000 12,496 47,381 51,531 106,668 103,027: 10,329 13,970
: : :
: : Changes in Commitments from: January 19, 2016 :
: -7,414: -5,406 -16,990 5,572 -9,543 4,461 -9,377 -6,957: 1,963 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 40.7 23.2 40.6 25.6 90.1 89.5: 9.9 10.5
Old : 100.0: 33.6 57.0 15.4 40.6 17.6 89.6 90.1: 10.4 9.9
Other: 100.0: 40.0 33.3 10.7 40.5 44.0 91.2 88.1: 8.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 125 129 136 98 89 309 289:
Old : 382: 135 119 103 82 73 269 251:
Other: 236: 65 73 38 63 66 151 158:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.6 21.8 19.2 13.7 10.4 20.8 17.6
Old : 15.1 14.1 23.6 24.2 15.0 13.5 22.8 23.6
Other: 24.8 18.0 36.7 29.7 24.8 14.5 34.1 23.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 26, 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 : 216,083: 51,155 76,263 34,791 108,318 80,806 194,264 191,860: 21,819 24,223
Old : 136,933: 42,483 67,943 20,183 59,414 34,359 122,080 122,485: 14,853 14,448
Other: 79,150: 20,856 20,504 2,424 48,904 46,447 72,184 69,375: 6,966 9,775
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,267: -1,339 201 2,489 1,787 2,795 2,937 5,485: 1,330 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 35.3 16.1 50.1 37.4 89.9 88.8: 10.1 11.2
Old : 100.0: 31.0 49.6 14.7 43.4 25.1 89.2 89.4: 10.8 10.6
Other: 100.0: 26.3 25.9 3.1 61.8 58.7 91.2 87.7: 8.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 63 57 62 79 70 177 170:
Old : 212: 65 49 35 59 55 143 129:
Other: 158: 40 31 22 63 55 116 98:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 21.9 22.1 31.6 11.0 16.4 19.0 25.6
Old : 15.4 24.9 26.1 36.8 14.7 20.6 24.7 32.5
Other: 21.3 30.6 34.7 41.0 17.4 22.9 27.7 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 26, 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 : 1,356,442: 327,482 326,804 247,833 644,161 603,023 1,219,476 1,177,660: 136,966 178,782
Old : 1,166,517: 324,033 321,303 193,512 534,218 507,512 1,051,763 1,022,327: 114,754 144,190
Other: 189,925: 52,873 54,925 4,897 109,943 95,511 167,713 155,333: 22,212 34,592
: : :
: : Changes in Commitments from: January 19, 2016 :
: -34,436: -12,830 -71,313 -1,212 -11,572 36,665 -25,614 -35,860: -8,822 1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.1 18.3 47.5 44.5 89.9 86.8: 10.1 13.2
Old : 100.0: 27.8 27.5 16.6 45.8 43.5 90.2 87.6: 9.8 12.4
Other: 100.0: 27.8 28.9 2.6 57.9 50.3 88.3 81.8: 11.7 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 142 180 170 257 307 515 567:
Old : 709: 144 186 153 248 290 492 542:
Other: 437: 72 69 26 97 236 181 321:
:----------------------------------------------------------------------------------------------------
: 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 9.0 19.5 15.0 10.6 7.3 17.3 12.3
Old : 12.9 9.9 21.6 16.8 12.9 9.0 21.3 14.9
Other: 26.7 22.6 37.4 32.4 24.5 22.3 34.9 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 26, 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 : 9,377: 3,157 2,781 588 3,127 4,143 6,872 7,512: 2,505 1,865
Old : 8,393: 3,245 2,779 286 2,526 3,672 6,057 6,737: 2,336 1,656
Other: 984: 62 152 152 601 471 815 775: 169 209
: : :
: : Changes in Commitments from: January 19, 2016 :
: -317: -53 -11 -245 -45 38 -343 -218: 26 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 29.7 6.3 33.3 44.2 73.3 80.1: 26.7 19.9
Old : 100.0: 38.7 33.1 3.4 30.1 43.8 72.2 80.3: 27.8 19.7
Other: 100.0: 6.3 15.4 15.4 61.1 47.9 82.8 78.8: 17.2 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 14 8 13 11 28 31:
Old : 44: 13 13 5 12 11 26 29:
Other: 16: 2 4 2 4 7 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 46.0 38.3 54.4 54.4 41.6 35.6 48.3 50.8
Old : 43.1 42.5 51.9 58.7 40.3 39.7 47.7 55.0
Other: 80.5 58.1 82.8 70.2 64.0 46.4 65.9 57.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 26, 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 : 685,068: 134,721 175,225 106,210 387,325 333,880 628,256 615,315: 56,812 69,753
Old : 568,455: 133,499 162,335 84,251 300,754 266,649 518,504 513,235: 49,951 55,220
Other: 116,613: 17,131 28,799 6,050 86,571 67,231 109,752 102,080: 6,861 14,533
: : :
: : Changes in Commitments from: January 19, 2016 :
: 19,282: 1,341 2,751 -409 17,883 14,224 18,815 16,566: 467 2,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 25.6 15.5 56.5 48.7 91.7 89.8: 8.3 10.2
Old : 100.0: 23.5 28.6 14.8 52.9 46.9 91.2 90.3: 8.8 9.7
Other: 100.0: 14.7 24.7 5.2 74.2 57.7 94.1 87.5: 5.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 133 163 164 155 169 389 424:
Old : 511: 147 158 147 148 140 370 382:
Other: 280: 48 82 40 63 120 144 212:
:----------------------------------------------------------------------------------------------------
: 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 16.5 30.7 25.8 18.8 14.7 24.8 21.8
Old : 17.1 18.9 26.8 28.2 16.4 16.9 24.6 24.4
Other: 53.5 29.4 65.3 45.1 52.4 29.0 63.8 44.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 26, 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 : 411,380: 113,038 41,800 102,630 158,547 241,119 374,215 385,549: 37,165 25,831
Old : 350,592: 116,005 43,325 70,405 134,308 215,011 320,718 328,741: 29,874 21,851
Other: 60,788: 10,669 12,111 18,589 24,239 26,108 53,497 56,808: 7,291 3,980
: : :
: : Changes in Commitments from: January 19, 2016 :
: -50: -3,282 -14,392 6,211 -4,786 9,930 -1,857 1,749: 1,807 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.2 24.9 38.5 58.6 91.0 93.7: 9.0 6.3
Old : 100.0: 33.1 12.4 20.1 38.3 61.3 91.5 93.8: 8.5 6.2
Other: 100.0: 17.6 19.9 30.6 39.9 42.9 88.0 93.5: 12.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 101 57 102 77 73 234 204:
Old : 291: 112 55 94 75 70 229 195:
Other: 110: 23 26 29 46 21 88 63:
:----------------------------------------------------------------------------------------------------
: 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 34.6 14.8 40.2 8.0 32.4 13.7 36.2
Old : 9.4 36.1 16.4 42.5 9.1 34.9 15.4 39.2
Other: 24.6 39.2 40.2 58.8 19.0 31.4 25.8 41.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 26, 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 : 534,175: 83,611 79,237 6,664 293,911 309,324 384,186 395,225: 149,989 138,950
Old : 534,175: 83,611 79,237 6,664 293,911 309,324 384,186 395,225: 149,989 138,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,714: 1,280 -8,884 -473 -3,766 5,913 -2,959 -3,444: 8,673 9,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.8 1.2 55.0 57.9 71.9 74.0: 28.1 26.0
Old : 100.0: 15.7 14.8 1.2 55.0 57.9 71.9 74.0: 28.1 26.0
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 : 142: 23 34 14 56 67 86 108:
Old : 142: 23 34 14 56 67 86 108:
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 : 24.8 16.3 33.9 27.2 21.8 14.2 29.6 20.6
Old : 24.8 16.3 33.9 27.2 21.8 14.2 29.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 26, 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 : 627,847: 60,173 148,576 4,329 440,563 393,646 505,065 546,551: 122,782 81,296
Old : 627,847: 60,173 148,576 4,329 440,563 393,646 505,065 546,551: 122,782 81,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 8,510: 1,314 -305 -909 9,294 12,433 9,699 11,219: -1,189 -2,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.7 0.7 70.2 62.7 80.4 87.1: 19.6 12.9
Old : 100.0: 9.6 23.7 0.7 70.2 62.7 80.4 87.1: 19.6 12.9
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 : 104: 13 15 10 60 50 79 69:
Old : 104: 13 15 10 60 50 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 : 24.3 46.6 38.8 57.8 22.5 46.6 33.4 57.0
Old : 24.3 46.6 38.8 57.8 22.5 46.6 33.4 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 26, 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 : 4,001: 808 313 672 2,261 2,660 3,741 3,645: 260 356
Old : 4,001: 808 313 672 2,261 2,660 3,741 3,645: 260 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -472: -363 -148 54 -160 -458 -469 -552: -3 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.8 16.8 56.5 66.5 93.5 91.1: 6.5 8.9
Old : 100.0: 20.2 7.8 16.8 56.5 66.5 93.5 91.1: 6.5 8.9
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 : 26: 6 6 4 11 12 19 20:
Old : 26: 6 6 4 11 12 19 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 : 54.1 58.8 76.9 75.5 48.1 48.0 60.7 59.4
Old : 54.1 58.8 76.9 75.5 48.1 48.0 60.7 59.4
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 26, 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 : 414,945: 81,545 112,003 69,627 211,024 192,227 362,196 373,857: 52,749 41,088
Old : 356,804: 80,815 107,468 53,385 177,683 161,261 311,883 322,114: 44,921 34,690
Other: 58,141: 7,890 11,695 9,082 33,341 30,966 50,313 51,743: 7,828 6,398
: : :
: : Changes in Commitments from: January 19, 2016 :
: 488: -1,293 -12,201 4,868 -5,084 6,523 -1,509 -810: 1,997 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 27.0 16.8 50.9 46.3 87.3 90.1: 12.7 9.9
Old : 100.0: 22.6 30.1 15.0 49.8 45.2 87.4 90.3: 12.6 9.7
Other: 100.0: 13.6 20.1 15.6 57.3 53.3 86.5 89.0: 13.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 80 88 87 98 78 232 224:
Old : 303: 91 87 84 95 70 228 211:
Other: 129: 29 28 22 58 30 100 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 27.1 20.1 32.7 10.6 22.6 17.1 27.9
Old : 12.4 27.0 19.3 33.2 11.7 24.3 18.3 30.5
Other: 23.7 39.6 36.4 55.9 22.7 35.6 33.5 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 26, 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 : 13,223: 1,803 4,398 1,535 7,684 5,555 11,022 11,488: 2,201 1,735
Old : 13,088: 1,875 4,496 1,365 7,684 5,530 10,924 11,391: 2,164 1,697
Other: 135: 98 72 0 0 25 98 97: 37 38
: : :
: : Changes in Commitments from: January 19, 2016 :
: -320: -189 343 -309 320 -340 -178 -306: -142 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 33.3 11.6 58.1 42.0 83.4 86.9: 16.6 13.1
Old : 100.0: 14.3 34.4 10.4 58.7 42.3 83.5 87.0: 16.5 13.0
Other: 100.0: 72.6 53.3 0.0 0.0 18.5 72.6 71.9: 27.4 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 19 22 19 22 11 53 48:
Old : 75: 20 22 16 22 11 53 45:
Other: 8: 1 5 0 0 2 1 7:
:----------------------------------------------------------------------------------------------------
: 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 : 40.4 39.4 50.9 52.1 39.7 38.5 45.8 48.9
Old : 40.8 39.8 51.4 52.7 40.3 38.9 46.7 49.4
Other: 72.6 53.3 72.6 71.9 72.6 53.3 72.6 71.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 26, 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 : 1,074,285: 127,495 247,252 32,147 802,727 642,293 962,369 921,692: 111,916 152,593
Old : 1,074,285: 127,495 247,252 32,147 802,727 642,293 962,369 921,692: 111,916 152,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 38,621: -5,329 -26,729 8,494 28,859 47,185 32,024 28,950: 6,597 9,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 23.0 3.0 74.7 59.8 89.6 85.8: 10.4 14.2
Old : 100.0: 11.9 23.0 3.0 74.7 59.8 89.6 85.8: 10.4 14.2
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 : 259: 41 65 33 93 115 153 194:
Old : 259: 41 65 33 93 115 153 194:
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 : 25.4 16.8 38.6 26.3 25.3 16.7 36.2 25.9
Old : 25.4 16.8 38.6 26.3 25.3 16.7 36.2 25.9
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 26, 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 : 2,885,948: 496,430 451,889 73,250 1,962,456 1,926,965 2,532,136 2,452,104: 353,812 433,844
Old : 2,885,948: 496,430 451,889 73,250 1,962,456 1,926,965 2,532,136 2,452,104: 353,812 433,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 81,828: 83,028 -29,259 -1,219 -15,250 96,834 66,559 66,356: 15,269 15,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.7 2.5 68.0 66.8 87.7 85.0: 12.3 15.0
Old : 100.0: 17.2 15.7 2.5 68.0 66.8 87.7 85.0: 12.3 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 : 357: 70 89 57 129 160 234 271:
Old : 357: 70 89 57 129 160 234 271:
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 : 32.9 17.8 43.9 27.7 30.1 15.2 39.0 21.9
Old : 32.9 17.8 43.9 27.7 30.1 15.2 39.0 21.9
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 26, 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 : 2,635,834: 262,592 509,488 41,377 2,036,228 1,734,098 2,340,197 2,284,963: 295,637 350,871
Old : 2,635,834: 262,592 509,488 41,377 2,036,228 1,734,098 2,340,197 2,284,963: 295,637 350,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 115,441: 16,290 11,324 5,448 85,181 92,668 106,919 109,440: 8,522 6,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 19.3 1.6 77.3 65.8 88.8 86.7: 11.2 13.3
Old : 100.0: 10.0 19.3 1.6 77.3 65.8 88.8 86.7: 11.2 13.3
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 : 287: 44 69 33 109 137 172 220:
Old : 287: 44 69 33 109 137 172 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 16.3 48.8 28.0 33.0 16.1 42.2 27.8
Old : 37.5 16.3 48.8 28.0 33.0 16.1 42.2 27.8
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 26, 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 : 819,706: 65,940 64,819 133,308 598,191 579,336 797,439 777,463: 22,267 42,243
Old : 819,706: 65,940 64,819 133,308 598,191 579,336 797,439 777,463: 22,267 42,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 38,198: -786 -6,789 16,666 22,418 29,012 38,298 38,889: -100 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.9 16.3 73.0 70.7 97.3 94.8: 2.7 5.2
Old : 100.0: 8.0 7.9 16.3 73.0 70.7 97.3 94.8: 2.7 5.2
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 : 111: 20 29 35 45 59 83 107:
Old : 111: 20 29 35 45 59 83 107:
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 : 46.0 27.5 56.0 38.6 36.4 15.5 40.4 22.9
Old : 46.0 27.5 56.0 38.6 36.4 15.5 40.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 26, 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 : 30,555: 8,149 7,552 69 17,010 16,555 25,227 24,175: 5,328 6,380
Old : 30,555: 8,149 7,552 69 17,010 16,555 25,227 24,175: 5,328 6,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -33: 145 865 -228 1,066 -1,120 983 -482: -1,016 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.7 0.2 55.7 54.2 82.6 79.1: 17.4 20.9
Old : 100.0: 26.7 24.7 0.2 55.7 54.2 82.6 79.1: 17.4 20.9
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 : 81: 17 16 4 37 21 55 40:
Old : 81: 17 16 4 37 21 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 39.1 39.9 57.1 24.5 39.1 39.0 57.0
Old : 24.5 39.1 39.9 57.1 24.5 39.1 39.0 57.0
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 26, 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 : 61,110: 16,298 15,103 137 34,019 33,110 50,454 48,350: 10,656 12,760
Old : 61,110: 16,298 15,103 137 34,019 33,110 50,454 48,350: 10,656 12,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -66: 290 1,730 -455 2,131 -2,239 1,966 -964: -2,032 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.7 0.2 55.7 54.2 82.6 79.1: 17.4 20.9
Old : 100.0: 26.7 24.7 0.2 55.7 54.2 82.6 79.1: 17.4 20.9
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 : 81: 17 16 4 37 21 55 40:
Old : 81: 17 16 4 37 21 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 39.1 39.9 57.1 24.5 39.1 39.0 57.0
Old : 24.5 39.1 39.9 57.1 24.5 39.1 39.0 57.0
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 26, 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 : 16,387: 13,277 14,017 1,602 1,137 680 16,016 16,299: 371 88
Old : 16,387: 13,277 14,017 1,602 1,137 680 16,016 16,299: 371 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,285: 1,040 1,610 105 0 0 1,145 1,715: 140 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 85.5 9.8 6.9 4.1 97.7 99.5: 2.3 0.5
Old : 100.0: 81.0 85.5 9.8 6.9 4.1 97.7 99.5: 2.3 0.5
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 : 32: 14 17 3 1 1 17 19:
Old : 32: 14 17 3 1 1 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 61.4 92.7 90.5 74.9 60.6 80.6 79.4
Old : 76.3 61.4 92.7 90.5 74.9 60.6 80.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, January 26, 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 : 31,186: 23,242 13,763 259 7,595 17,079 31,096 31,101: 90 85
Old : 31,186: 23,242 13,763 259 7,595 17,079 31,096 31,101: 90 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -51: 508 -817 -3 -496 813 9 -7: -60 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 44.1 0.8 24.4 54.8 99.7 99.7: 0.3 0.3
Old : 100.0: 74.5 44.1 0.8 24.4 54.8 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 16 1 6 19 16 35:
Old : 49: 9 16 1 6 19 16 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 46.4 93.7 66.7 81.4 46.4 93.7 66.7
Old : 81.4 46.4 93.7 66.7 81.4 46.4 93.7 66.7
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 26, 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 : 32,589: 31,089 13,248 0 1,420 19,224 32,509 32,472: 80 117
Old : 32,589: 31,089 13,248 0 1,420 19,224 32,509 32,472: 80 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 41: 760 82 0 -477 131 283 213: -242 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 40.7 0.0 4.4 59.0 99.8 99.6: 0.2 0.4
Old : 100.0: 95.4 40.7 0.0 4.4 59.0 99.8 99.6: 0.2 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 : 37: 9 13 0 4 12 13 25:
Old : 37: 9 13 0 4 12 13 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 : 93.0 65.3 98.5 83.2 93.0 65.3 98.5 83.2
Old : 93.0 65.3 98.5 83.2 93.0 65.3 98.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016