WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 09, 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 : 445,244: 115,990 197,463 99,411 187,074 103,983 402,475 400,857: 42,769 44,387
Old : 302,793: 104,659 178,831 44,135 123,173 48,668 271,967 271,634: 30,826 31,159
Other: 142,451: 49,092 56,393 17,515 63,901 55,315 130,508 129,223: 11,943 13,228
: : :
: : Changes in Commitments from: February 2, 2016 :
: 37,746: 8,304 33,770 3,358 23,899 -1,842 35,561 35,286: 2,185 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 44.3 22.3 42.0 23.4 90.4 90.0: 9.6 10.0
Old : 100.0: 34.6 59.1 14.6 40.7 16.1 89.8 89.7: 10.2 10.3
Other: 100.0: 34.5 39.6 12.3 44.9 38.8 91.6 90.7: 8.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 131 144 139 110 91 325 311:
Old : 405: 143 130 91 94 67 280 253:
Other: 256: 78 70 50 72 73 178 171:
:----------------------------------------------------------------------------------------------------
: 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 10.2 20.6 18.2 13.3 10.1 20.1 17.1
Old : 13.1 14.2 21.1 23.7 13.0 13.3 20.7 22.4
Other: 21.5 18.3 34.6 29.9 21.4 15.8 32.6 26.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 09, 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 : 222,982: 53,917 88,635 33,084 111,293 74,717 198,294 196,436: 24,688 26,546
Old : 129,665: 43,300 72,153 15,276 55,123 25,748 113,699 113,177: 15,966 16,488
Other: 93,317: 23,416 29,281 5,009 56,170 48,969 84,595 83,259: 8,722 10,058
: : :
: : Changes in Commitments from: February 2, 2016 :
: 3,858: 2,473 7,928 -1,816 145 -4,373 802 1,739: 3,056 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 39.7 14.8 49.9 33.5 88.9 88.1: 11.1 11.9
Old : 100.0: 33.4 55.6 11.8 42.5 19.9 87.7 87.3: 12.3 12.7
Other: 100.0: 25.1 31.4 5.4 60.2 52.5 90.7 89.2: 9.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 61 63 63 78 66 175 175:
Old : 210: 70 52 38 59 47 137 133:
Other: 160: 39 39 23 63 53 120 101:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 22.6 22.0 32.6 11.7 17.2 19.6 26.8
Old : 15.7 24.8 25.0 38.4 15.5 22.3 24.4 35.4
Other: 21.7 30.4 34.4 43.1 17.6 22.6 27.2 33.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 09, 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 : 1,403,163: 343,188 358,187 238,897 665,959 604,222 1,248,044 1,201,306: 155,119 201,857
Old : 1,199,288: 333,619 348,199 186,501 548,253 499,917 1,068,373 1,034,617: 130,915 164,671
Other: 203,875: 53,441 53,860 8,524 117,706 104,305 179,671 166,689: 24,204 37,186
: : :
: : Changes in Commitments from: February 2, 2016 :
: 34,331: -3,645 37,084 7,384 18,253 -27,047 21,992 17,421: 12,339 16,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.5 17.0 47.5 43.1 88.9 85.6: 11.1 14.4
Old : 100.0: 27.8 29.0 15.6 45.7 41.7 89.1 86.3: 10.9 13.7
Other: 100.0: 26.2 26.4 4.2 57.7 51.2 88.1 81.8: 11.9 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 143 191 197 260 289 530 587:
Old : 710: 150 195 176 248 270 505 554:
Other: 441: 76 77 37 105 226 199 326:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 9.3 19.1 15.4 10.3 7.2 16.9 12.2
Old : 12.6 9.9 21.2 16.9 12.6 8.4 20.8 14.5
Other: 26.1 19.3 36.5 29.7 24.4 18.0 34.6 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 09, 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 : 10,419: 3,435 3,381 559 3,626 4,130 7,620 8,070: 2,799 2,349
Old : 8,831: 3,196 3,344 154 2,811 3,397 6,161 6,895: 2,670 1,936
Other: 1,588: 471 269 173 815 733 1,459 1,175: 129 413
: : :
: : Changes in Commitments from: February 2, 2016 :
: 371: 261 239 60 56 -179 377 120: -6 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 32.5 5.4 34.8 39.6 73.1 77.5: 26.9 22.5
Old : 100.0: 36.2 37.9 1.7 31.8 38.5 69.8 78.1: 30.2 21.9
Other: 100.0: 29.7 16.9 10.9 51.3 46.2 91.9 74.0: 8.1 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 15 9 14 10 29 32:
Old : 44: 13 14 5 13 10 27 29:
Other: 21: 4 6 2 5 7 10 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 37.8 54.7 52.5 39.0 32.0 46.5 46.1
Old : 37.6 44.6 49.2 57.7 34.7 38.7 43.5 51.0
Other: 85.9 49.0 91.6 65.3 73.6 43.8 79.2 56.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 09, 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 : 736,229: 134,895 205,434 127,161 414,157 329,939 676,213 662,534: 60,016 73,695
Old : 606,618: 134,108 194,116 96,641 323,394 257,061 554,143 547,818: 52,475 58,800
Other: 129,611: 23,295 33,826 8,012 90,763 72,878 122,070 114,716: 7,541 14,895
: : :
: : Changes in Commitments from: February 2, 2016 :
: 20,612: -13,538 16,474 14,378 20,120 -12,430 20,960 18,422: -348 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.9 17.3 56.3 44.8 91.8 90.0: 8.2 10.0
Old : 100.0: 22.1 32.0 15.9 53.3 42.4 91.3 90.3: 8.7 9.7
Other: 100.0: 18.0 26.1 6.2 70.0 56.2 94.2 88.5: 5.8 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 134 175 196 166 165 427 450:
Old : 544: 148 178 173 161 139 404 414:
Other: 296: 61 82 52 65 118 162 220:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 14.3 29.2 22.6 18.5 13.4 24.7 20.0
Old : 17.0 16.7 25.1 25.3 16.2 15.4 24.0 22.6
Other: 50.5 26.7 61.6 40.5 49.4 26.3 60.4 40.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 09, 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 : 413,790: 120,119 50,742 86,614 165,470 246,033 372,203 383,389: 41,587 30,401
Old : 346,998: 120,557 53,602 53,534 138,547 214,437 312,638 321,573: 34,360 25,425
Other: 66,792: 14,738 12,316 17,904 26,923 31,596 59,565 61,816: 7,227 4,976
: : :
: : Changes in Commitments from: February 2, 2016 :
: -3,178: 161 4,468 -8,120 2,584 -2,917 -5,375 -6,569: 2,197 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 12.3 20.9 40.0 59.5 89.9 92.7: 10.1 7.3
Old : 100.0: 34.7 15.4 15.4 39.9 61.8 90.1 92.7: 9.9 7.3
Other: 100.0: 22.1 18.4 26.8 40.3 47.3 89.2 92.6: 10.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 98 65 104 78 77 239 204:
Old : 295: 104 66 94 76 75 231 196:
Other: 113: 28 22 25 48 24 89 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 : 8.5 34.3 14.9 40.0 8.4 31.4 14.2 36.3
Old : 9.4 36.4 16.4 42.8 9.2 34.4 15.6 39.9
Other: 21.8 34.1 36.5 52.7 17.8 28.7 27.1 40.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 09, 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 : 571,022: 100,592 102,477 12,988 312,978 324,397 426,558 439,862: 144,464 131,160
Old : 571,022: 100,592 102,477 12,988 312,978 324,397 426,558 439,862: 144,464 131,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 20,535: 7,565 20,741 953 17,500 9,326 26,018 31,020: -5,483 -10,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.9 2.3 54.8 56.8 74.7 77.0: 25.3 23.0
Old : 100.0: 17.6 17.9 2.3 54.8 56.8 74.7 77.0: 25.3 23.0
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 : 158: 33 32 21 61 72 103 116:
Old : 158: 33 32 21 61 72 103 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 17.9 32.7 27.2 18.8 14.3 26.5 20.6
Old : 23.6 17.9 32.7 27.2 18.8 14.3 26.5 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, February 09, 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 : 631,270: 61,692 145,707 4,478 435,616 402,340 501,786 552,525: 129,484 78,745
Old : 631,270: 61,692 145,707 4,478 435,616 402,340 501,786 552,525: 129,484 78,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 2,281: 1,597 -834 318 3,296 472 5,211 -44: -2,930 2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 23.1 0.7 69.0 63.7 79.5 87.5: 20.5 12.5
Old : 100.0: 9.8 23.1 0.7 69.0 63.7 79.5 87.5: 20.5 12.5
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 : 102: 13 16 11 56 51 76 71:
Old : 102: 13 16 11 56 51 76 71:
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 : 24.1 46.7 39.7 56.3 22.0 46.7 33.5 55.5
Old : 24.1 46.7 39.7 56.3 22.0 46.7 33.5 55.5
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, February 09, 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 : 4,383: 940 461 687 2,503 2,957 4,130 4,105: 253 278
Old : 4,383: 940 461 687 2,503 2,957 4,130 4,105: 253 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 165: 58 50 0 131 106 189 156: -24 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.5 15.7 57.1 67.5 94.2 93.7: 5.8 6.3
Old : 100.0: 21.4 10.5 15.7 57.1 67.5 94.2 93.7: 5.8 6.3
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 : 29: 7 6 4 12 13 20 22:
Old : 29: 7 6 4 12 13 20 22:
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 : 57.3 55.0 76.9 73.7 45.4 47.7 59.8 58.1
Old : 57.3 55.0 76.9 73.7 45.4 47.7 59.8 58.1
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, February 09, 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 : 422,098: 79,637 117,999 70,987 216,819 186,335 367,443 375,321: 54,655 46,777
Old : 360,280: 78,915 113,166 54,211 181,002 152,508 314,128 319,885: 46,152 40,395
Other: 61,818: 7,945 12,056 9,553 35,817 33,827 53,315 55,436: 8,503 6,382
: : :
: : Changes in Commitments from: February 2, 2016 :
: 12,879: 3,522 15,489 1,695 8,395 -8,733 13,612 8,451: -733 4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.0 16.8 51.4 44.1 87.1 88.9: 12.9 11.1
Old : 100.0: 21.9 31.4 15.0 50.2 42.3 87.2 88.8: 12.8 11.2
Other: 100.0: 12.9 19.5 15.5 57.9 54.7 86.2 89.7: 13.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 81 94 91 104 83 240 238:
Old : 311: 92 89 89 100 75 234 226:
Other: 129: 28 27 19 61 29 103 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 : 14.0 25.4 21.6 30.9 12.0 21.0 18.3 26.1
Old : 13.6 25.0 20.8 31.0 13.4 22.4 19.6 28.4
Other: 24.8 39.4 36.9 56.5 23.6 36.1 34.6 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 09, 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 : 13,444: 1,829 4,472 1,546 7,831 5,653 11,206 11,671: 2,238 1,773
Old : 13,281: 1,887 4,576 1,384 7,807 5,601 11,078 11,561: 2,203 1,720
Other: 163: 104 58 0 24 52 128 110: 35 53
: : :
: : Changes in Commitments from: February 2, 2016 :
: 404: 75 150 127 228 134 430 411: -26 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 33.3 11.5 58.2 42.0 83.4 86.8: 16.6 13.2
Old : 100.0: 14.2 34.5 10.4 58.8 42.2 83.4 87.0: 16.6 13.0
Other: 100.0: 63.8 35.6 0.0 14.7 31.9 78.5 67.5: 21.5 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 25 21 23 12 55 54:
Old : 81: 17 25 18 23 12 55 51:
Other: 11: 1 4 0 2 4 3 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 : 39.8 38.9 48.5 51.9 39.1 37.9 46.8 49.3
Old : 40.2 39.4 49.0 52.5 39.6 38.3 47.6 49.9
Other: 78.5 49.7 78.5 67.5 78.5 49.7 78.5 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 09, 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 : 1,203,130: 173,298 251,744 43,756 860,751 757,968 1,077,805 1,053,468: 125,325 149,662
Old : 1,203,130: 173,298 251,744 43,756 860,751 757,968 1,077,805 1,053,468: 125,325 149,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 72,974: 13,612 29,060 6,825 44,266 35,924 64,703 71,809: 8,271 1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.9 3.6 71.5 63.0 89.6 87.6: 10.4 12.4
Old : 100.0: 14.4 20.9 3.6 71.5 63.0 89.6 87.6: 10.4 12.4
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 : 263: 41 68 36 100 113 163 195:
Old : 263: 41 68 36 100 113 163 195:
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 : 24.1 17.5 35.0 27.2 23.6 16.0 32.1 25.5
Old : 24.1 17.5 35.0 27.2 23.6 16.0 32.1 25.5
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, February 09, 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 : 3,034,110: 460,364 522,664 93,610 2,106,615 1,981,640 2,660,589 2,597,914: 373,521 436,196
Old : 3,034,110: 460,364 522,664 93,610 2,106,615 1,981,640 2,660,589 2,597,914: 373,521 436,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 49,614: -29,319 38,834 7,284 71,738 17,403 49,703 63,521: -89 -13,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.2 3.1 69.4 65.3 87.7 85.6: 12.3 14.4
Old : 100.0: 15.2 17.2 3.1 69.4 65.3 87.7 85.6: 12.3 14.4
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 : 370: 75 87 69 140 167 255 283:
Old : 370: 75 87 69 140 167 255 283:
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 : 32.7 17.5 42.7 25.5 29.9 15.5 38.3 20.8
Old : 32.7 17.5 42.7 25.5 29.9 15.5 38.3 20.8
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, February 09, 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 : 2,758,677: 280,431 496,864 72,507 2,101,935 1,840,614 2,454,873 2,409,985: 303,804 348,692
Old : 2,758,677: 280,431 496,864 72,507 2,101,935 1,840,614 2,454,873 2,409,985: 303,804 348,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 60,479: 16,517 -69,974 33,639 -109 98,865 50,047 62,530: 10,432 -2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.0 2.6 76.2 66.7 89.0 87.4: 11.0 12.6
Old : 100.0: 10.2 18.0 2.6 76.2 66.7 89.0 87.4: 11.0 12.6
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 : 296: 45 75 45 104 142 174 237:
Old : 296: 45 75 45 104 142 174 237:
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 : 36.1 16.2 45.2 26.3 31.5 14.6 39.2 24.3
Old : 36.1 16.2 45.2 26.3 31.5 14.6 39.2 24.3
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, February 09, 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 : 779,818: 28,443 99,703 113,778 613,134 519,937 755,355 733,418: 24,463 46,400
Old : 779,818: 28,443 99,703 113,778 613,134 519,937 755,355 733,418: 24,463 46,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 39,370: -7,929 545 -20,908 67,481 53,956 38,644 33,593: 726 5,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.8 14.6 78.6 66.7 96.9 94.0: 3.1 6.0
Old : 100.0: 3.6 12.8 14.6 78.6 66.7 96.9 94.0: 3.1 6.0
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 : 103: 10 33 31 45 53 81 96:
Old : 103: 10 33 31 45 53 81 96:
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 : 52.4 30.9 64.3 42.8 39.1 15.2 42.8 23.3
Old : 52.4 30.9 64.3 42.8 39.1 15.2 42.8 23.3
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, February 09, 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 : 32,237: 7,795 8,268 429 18,880 17,202 27,103 25,898: 5,134 6,340
Old : 32,237: 7,795 8,268 429 18,880 17,202 27,103 25,898: 5,134 6,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 2,270: 231 720 -35 1,815 2,147 2,012 2,833: 259 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.6 1.3 58.6 53.4 84.1 80.3: 15.9 19.7
Old : 100.0: 24.2 25.6 1.3 58.6 53.4 84.1 80.3: 15.9 19.7
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 : 87: 20 17 6 35 25 59 44:
Old : 87: 20 17 6 35 25 59 44:
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 : 24.7 29.8 42.4 46.5 23.7 29.2 41.1 45.4
Old : 24.7 29.8 42.4 46.5 23.7 29.2 41.1 45.4
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, February 09, 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 : 64,474: 15,590 16,535 857 37,759 34,403 54,206 51,795: 10,268 12,679
Old : 64,474: 15,590 16,535 857 37,759 34,403 54,206 51,795: 10,268 12,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 4,540: 462 1,440 -69 3,630 4,294 4,023 5,665: 517 -1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.6 1.3 58.6 53.4 84.1 80.3: 15.9 19.7
Old : 100.0: 24.2 25.6 1.3 58.6 53.4 84.1 80.3: 15.9 19.7
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 : 87: 20 17 6 35 25 59 44:
Old : 87: 20 17 6 35 25 59 44:
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 : 24.7 29.8 42.4 46.5 23.7 29.2 41.1 45.4
Old : 24.7 29.8 42.4 46.5 23.7 29.2 41.1 45.4
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, February 09, 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 : 17,023: 14,311 15,060 1,183 1,137 680 16,631 16,923: 392 100
Old : 17,023: 14,311 15,060 1,183 1,137 680 16,631 16,923: 392 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 301: 557 554 -264 0 0 293 290: 8 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 88.5 6.9 6.7 4.0 97.7 99.4: 2.3 0.6
Old : 100.0: 84.1 88.5 6.9 6.7 4.0 97.7 99.4: 2.3 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 : 32: 17 14 4 1 1 20 17:
Old : 32: 17 14 4 1 1 20 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 : 82.0 57.0 90.9 86.1 77.4 55.3 81.8 79.8
Old : 82.0 57.0 90.9 86.1 77.4 55.3 81.8 79.8
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, February 09, 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 : 29,520: 20,718 11,872 259 8,384 17,301 29,361 29,432: 159 88
Old : 29,520: 20,718 11,872 259 8,384 17,301 29,361 29,432: 159 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -140: -1,109 -1,449 0 926 1,348 -183 -101: 43 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 40.2 0.9 28.4 58.6 99.5 99.7: 0.5 0.3
Old : 100.0: 70.2 40.2 0.9 28.4 58.6 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 14 1 6 17 15 31:
Old : 44: 8 14 1 6 17 15 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 50.3 91.7 68.4 75.4 50.3 91.7 68.4
Old : 75.4 50.3 91.7 68.4 75.4 50.3 91.7 68.4
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, February 09, 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 : 38,148: 34,592 13,738 0 3,378 24,386 37,970 38,124: 178 24
Old : 38,148: 34,592 13,738 0 3,378 24,386 37,970 38,124: 178 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 6,254: 4,633 434 0 1,523 5,821 6,156 6,255: 98 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 36.0 0.0 8.9 63.9 99.5 99.9: 0.5 0.1
Old : 100.0: 90.7 36.0 0.0 8.9 63.9 99.5 99.9: 0.5 0.1
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 : 39: 9 15 0 4 12 13 27:
Old : 39: 9 15 0 4 12 13 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.4 67.3 98.5 84.6 93.4 67.3 98.5 84.6
Old : 93.4 67.3 98.5 84.6 93.4 67.3 98.5 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016