WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 491,615: 85,789 193,685 146,614 217,198 106,115 449,601 446,414: 42,014 45,201
Old : 375,318: 82,375 186,253 98,236 164,092 57,976 344,704 342,466: 30,614 32,852
Other: 116,297: 30,822 34,839 20,970 53,105 48,139 104,897 103,948: 11,400 12,349
: : :
: : Changes in Commitments from: December 29, 2015 :
: 54,715: 2,822 21,088 27,285 22,588 1,605 52,695 49,978: 2,020 4,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 39.4 29.8 44.2 21.6 91.5 90.8: 8.5 9.2
Old : 100.0: 21.9 49.6 26.2 43.7 15.4 91.8 91.2: 8.2 8.8
Other: 100.0: 26.5 30.0 18.0 45.7 41.4 90.2 89.4: 9.8 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 143 143 150 122 109 346 334:
Old : 429: 159 129 125 117 99 321 310:
Other: 236: 60 72 52 70 71 164 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 9.3 21.4 16.5 14.0 9.3 20.1 15.9
Old : 15.5 11.7 22.7 19.7 14.7 11.5 21.1 19.0
Other: 20.6 20.3 32.3 31.0 20.2 17.3 29.7 26.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 214,167: 48,410 78,969 34,691 110,368 73,945 193,470 187,606: 20,697 26,561
Old : 142,804: 42,681 72,464 21,179 65,291 31,678 129,151 125,321: 13,652 17,482
Other: 71,363: 15,040 15,816 4,202 45,077 42,267 64,318 62,284: 7,045 9,079
: : :
: : Changes in Commitments from: December 29, 2015 :
: 15,032: 807 6,560 3,292 9,899 3,449 13,998 13,301: 1,034 1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 36.9 16.2 51.5 34.5 90.3 87.6: 9.7 12.4
Old : 100.0: 29.9 50.7 14.8 45.7 22.2 90.4 87.8: 9.6 12.2
Other: 100.0: 21.1 22.2 5.9 63.2 59.2 90.1 87.3: 9.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 53 67 50 85 69 167 168:
Old : 218: 60 60 33 72 60 143 144:
Other: 150: 27 34 21 68 53 111 94:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 19.0 24.0 28.1 12.3 16.1 20.6 24.7
Old : 18.7 17.8 28.3 29.3 15.9 17.4 24.6 28.2
Other: 20.2 33.0 33.0 43.3 19.3 26.8 30.3 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,664,511: 317,472 399,847 395,988 760,416 646,750 1,473,876 1,442,584: 190,635 221,926
Old : 1,437,363: 315,326 388,467 314,459 648,314 553,066 1,278,099 1,255,992: 159,263 181,371
Other: 227,148: 43,687 52,920 39,988 112,102 93,684 195,776 186,592: 31,371 40,556
: : :
: : Changes in Commitments from: December 29, 2015 :
: 68,757: 6,130 37,593 27,749 22,372 -5,814 56,252 59,528: 12,506 9,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 24.0 23.8 45.7 38.9 88.5 86.7: 11.5 13.3
Old : 100.0: 21.9 27.0 21.9 45.1 38.5 88.9 87.4: 11.1 12.6
Other: 100.0: 19.2 23.3 17.6 49.4 41.2 86.2 82.1: 13.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 151 203 202 314 324 585 626:
Old : 743: 154 201 191 307 312 565 607:
Other: 428: 60 79 55 130 238 224 340:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.8 18.1 16.0 9.0 8.6 15.4 13.2
Old : 11.7 10.5 19.6 17.0 10.9 9.6 18.3 14.5
Other: 20.6 18.0 30.1 28.3 17.9 15.6 26.6 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,002: 2,259 1,985 2,191 4,115 5,124 8,565 9,300: 2,436 1,702
Old : 10,062: 2,785 1,981 1,634 3,336 4,869 7,755 8,485: 2,306 1,577
Other: 940: 2 531 29 779 255 810 815: 130 125
: : :
: : Changes in Commitments from: December 29, 2015 :
: 291: -189 368 239 115 -543 166 65: 126 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.0 19.9 37.4 46.6 77.9 84.5: 22.1 15.5
Old : 100.0: 27.7 19.7 16.2 33.2 48.4 77.1 84.3: 22.9 15.7
Other: 100.0: 0.2 56.5 3.1 82.9 27.1 86.2 86.7: 13.8 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 12 8 14 13 28 32:
Old : 42: 14 11 8 13 12 27 31:
Other: 14: 1 4 2 5 5 7 10:
:----------------------------------------------------------------------------------------------------
: 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 : 46.7 43.2 58.2 62.9 32.9 33.7 38.7 45.7
Old : 45.9 44.2 56.7 64.0 35.7 39.3 42.4 51.8
Other: 81.2 73.3 86.2 84.3 79.5 73.3 81.4 81.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 823,470: 115,670 197,774 221,637 423,837 325,032 761,144 744,443: 62,326 79,027
Old : 714,843: 117,686 186,384 195,038 346,629 267,125 659,353 648,548: 55,490 66,295
Other: 108,627: 10,351 23,756 14,232 77,208 57,907 101,791 95,895: 6,835 12,731
: : :
: : Changes in Commitments from: December 29, 2015 :
: 24,022: 5,494 26,928 13,094 7,323 -19,481 25,911 20,540: -1,889 3,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 24.0 26.9 51.5 39.5 92.4 90.4: 7.6 9.6
Old : 100.0: 16.5 26.1 27.3 48.5 37.4 92.2 90.7: 7.8 9.3
Other: 100.0: 9.5 21.9 13.1 71.1 53.3 93.7 88.3: 6.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 145 199 227 173 172 454 493:
Old : 568: 163 190 213 169 151 441 460:
Other: 274: 45 86 74 67 110 166 220:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 13.3 26.1 20.1 16.9 11.1 22.1 17.0
Old : 14.6 13.9 22.4 21.2 13.5 11.8 19.5 18.2
Other: 52.2 29.8 63.4 45.3 50.6 29.1 60.9 43.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 424,762: 115,100 45,897 108,315 166,884 242,896 390,299 397,108: 34,463 27,654
Old : 376,512: 118,930 48,809 84,153 144,882 218,426 347,965 351,388: 28,547 25,124
Other: 48,250: 10,774 11,692 9,558 22,002 24,470 42,334 45,720: 5,915 2,530
: : :
: : Changes in Commitments from: December 29, 2015 :
: -965: -7,185 6,320 5,917 4,589 -14,257 3,321 -2,020: -4,286 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.8 25.5 39.3 57.2 91.9 93.5: 8.1 6.5
Old : 100.0: 31.6 13.0 22.4 38.5 58.0 92.4 93.3: 7.6 6.7
Other: 100.0: 22.3 24.2 19.8 45.6 50.7 87.7 94.8: 12.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 98 73 108 85 80 247 220:
Old : 301: 107 72 100 83 78 243 211:
Other: 102: 18 25 27 45 21 81 60:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 35.5 14.2 40.9 8.1 32.4 13.9 36.1
Old : 9.0 36.0 15.1 41.7 9.0 33.7 14.8 38.0
Other: 25.0 45.5 39.6 67.4 22.9 39.1 31.1 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 584,449: 74,519 72,260 44,010 325,062 338,875 443,591 455,144: 140,857 129,304
Old : 584,449: 74,519 72,260 44,010 325,062 338,875 443,591 455,144: 140,857 129,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 874: -6,764 -1,690 -1,081 5,800 10,963 -2,045 8,192: 2,919 -7,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.4 7.5 55.6 58.0 75.9 77.9: 24.1 22.1
Old : 100.0: 12.8 12.4 7.5 55.6 58.0 75.9 77.9: 24.1 22.1
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 : 144: 30 33 35 65 67 112 118:
Old : 144: 30 33 35 65 67 112 118:
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 : 22.3 19.0 30.0 29.5 16.8 14.6 22.4 21.4
Old : 22.3 19.0 30.0 29.5 16.8 14.6 22.4 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 614,522: 53,393 151,161 5,067 436,263 375,723 494,723 531,951: 119,800 82,572
Old : 614,522: 53,393 151,161 5,067 436,263 375,723 494,723 531,951: 119,800 82,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 34: -2,975 713 -1,569 -860 677 -5,404 -179: 5,438 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 24.6 0.8 71.0 61.1 80.5 86.6: 19.5 13.4
Old : 100.0: 8.7 24.6 0.8 71.0 61.1 80.5 86.6: 19.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 11 14 8 56 52 71 70:
Old : 97: 11 14 8 56 52 71 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 45.7 41.0 56.8 24.6 45.7 34.8 55.7
Old : 27.2 45.7 41.0 56.8 24.6 45.7 34.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,045: 1,139 604 461 2,239 2,713 3,839 3,778: 206 267
Old : 4,045: 1,139 604 461 2,239 2,713 3,839 3,778: 206 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 7: -1 174 -34 0 -164 -35 -24: 42 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.9 11.4 55.4 67.1 94.9 93.4: 5.1 6.6
Old : 100.0: 28.2 14.9 11.4 55.4 67.1 94.9 93.4: 5.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 7 4 9 11 20 20:
Old : 29: 9 7 4 9 11 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 51.8 73.6 73.4 39.7 37.3 56.5 51.7
Old : 46.4 51.8 73.6 73.4 39.7 37.3 56.5 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 465,827: 75,203 126,181 101,118 236,522 197,323 412,843 424,622: 52,985 41,205
Old : 405,999: 78,155 121,663 80,301 201,387 168,140 359,843 370,104: 46,157 35,896
Other: 59,828: 5,461 12,931 12,404 35,135 29,183 53,000 54,518: 6,828 5,310
: : :
: : Changes in Commitments from: December 29, 2015 :
: 9,139: 1,323 9,672 6,360 3,009 -6,888 10,692 9,144: -1,553 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 27.1 21.7 50.8 42.4 88.6 91.2: 11.4 8.8
Old : 100.0: 19.2 30.0 19.8 49.6 41.4 88.6 91.2: 11.4 8.8
Other: 100.0: 9.1 21.6 20.7 58.7 48.8 88.6 91.1: 11.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 67 102 101 104 85 239 242:
Old : 309: 84 98 97 103 77 238 228:
Other: 135: 15 48 36 61 30 105 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 24.8 21.3 30.8 11.4 18.7 17.0 23.7
Old : 12.8 24.5 20.5 30.6 12.5 20.8 18.5 26.4
Other: 24.3 35.2 37.4 53.6 22.7 29.7 31.8 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,321: 1,372 3,983 2,450 8,013 6,121 11,835 12,554: 2,487 1,768
Old : 14,224: 1,400 4,054 2,344 8,003 6,110 11,747 12,508: 2,478 1,717
Other: 97: 74 31 4 10 11 88 46: 9 51
: : :
: : Changes in Commitments from: December 29, 2015 :
: -826: 20 33 -475 -177 -143 -632 -585: -194 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 27.8 17.1 56.0 42.7 82.6 87.7: 17.4 12.3
Old : 100.0: 9.8 28.5 16.5 56.3 43.0 82.6 87.9: 17.4 12.1
Other: 100.0: 76.4 31.9 4.1 10.2 11.4 90.7 47.4: 9.3 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 26 24 23 12 58 48:
Old : 72: 16 28 23 23 12 58 47:
Other: 9: 2 3 1 2 1 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 38.4 51.3 52.4 36.7 36.6 41.1 45.5
Old : 40.6 38.6 51.5 52.8 36.9 36.9 41.6 45.8
Other: 88.7 46.3 90.7 47.4 86.6 43.2 86.6 43.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,048,763: 203,367 310,085 28,061 710,286 566,156 941,714 904,302: 107,049 144,461
Old : 1,048,763: 203,367 310,085 28,061 710,286 566,156 941,714 904,302: 107,049 144,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 16,628: 12,738 14,358 -1,205 -2,121 4,326 9,412 17,479: 7,216 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.6 2.7 67.7 54.0 89.8 86.2: 10.2 13.8
Old : 100.0: 19.4 29.6 2.7 67.7 54.0 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 : 257: 42 63 31 97 110 154 189:
Old : 257: 42 63 31 97 110 154 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 15.5 35.2 23.9 19.3 15.3 31.4 23.5
Old : 21.5 15.5 35.2 23.9 19.3 15.3 31.4 23.5
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 with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,830,007: 453,900 433,241 207,430 1,869,540 1,738,897 2,530,870 2,379,568: 299,137 450,440
Old : 2,830,007: 453,900 433,241 207,430 1,869,540 1,738,897 2,530,870 2,379,568: 299,137 450,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 51,521: 12,539 15,886 -2,339 41,704 40,165 51,905 53,712: -384 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.3 7.3 66.1 61.4 89.4 84.1: 10.6 15.9
Old : 100.0: 16.0 15.3 7.3 66.1 61.4 89.4 84.1: 10.6 15.9
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 : 356: 75 82 81 153 165 271 285:
Old : 356: 75 82 81 153 165 271 285:
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 : 30.1 15.3 38.5 22.6 25.8 11.1 32.6 15.8
Old : 30.1 15.3 38.5 22.6 25.8 11.1 32.6 15.8
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 with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,478,981: 196,214 465,426 123,039 1,894,670 1,533,705 2,213,923 2,122,170: 265,058 356,812
Old : 2,478,981: 196,214 465,426 123,039 1,894,670 1,533,705 2,213,923 2,122,170: 265,058 356,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 21,384: -37,726 48,641 9,435 44,435 -36,543 16,144 21,533: 5,239 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.8 5.0 76.4 61.9 89.3 85.6: 10.7 14.4
Old : 100.0: 7.9 18.8 5.0 76.4 61.9 89.3 85.6: 10.7 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 : 271: 38 69 56 107 133 179 224:
Old : 271: 38 69 56 107 133 179 224:
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 : 37.2 14.3 50.8 24.3 33.0 14.3 43.4 22.6
Old : 37.2 14.3 50.8 24.3 33.0 14.3 43.4 22.6
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 with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 728,793: 54,472 75,486 132,136 521,284 475,729 707,892 683,351: 20,902 45,442
Old : 728,793: 54,472 75,486 132,136 521,284 475,729 707,892 683,351: 20,902 45,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -61,254: -6,629 -5,843 -5,197 -50,201 -55,122 -62,028 -66,163: 773 4,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.4 18.1 71.5 65.3 97.1 93.8: 2.9 6.2
Old : 100.0: 7.5 10.4 18.1 71.5 65.3 97.1 93.8: 2.9 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 : 98: 16 26 28 38 55 66 98:
Old : 98: 16 26 28 38 55 66 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 19.9 57.0 32.2 34.8 12.7 38.7 21.1
Old : 42.8 19.9 57.0 32.2 34.8 12.7 38.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,517: 14,254 9,049 1,398 17,802 23,151 33,453 33,597: 6,064 5,920
Old : 39,517: 14,254 9,049 1,398 17,802 23,151 33,453 33,597: 6,064 5,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,229: -2,419 2,943 299 -743 -6,440 -2,863 -3,199: -366 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 22.9 3.5 45.0 58.6 84.7 85.0: 15.3 15.0
Old : 100.0: 36.1 22.9 3.5 45.0 58.6 84.7 85.0: 15.3 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 : 95: 29 17 7 35 22 67 43:
Old : 95: 29 17 7 35 22 67 43:
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 : 19.6 42.1 32.7 53.2 18.6 42.1 31.7 53.2
Old : 19.6 42.1 32.7 53.2 18.6 42.1 31.7 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 79,035: 28,507 18,097 2,795 35,605 46,302 66,907 67,194: 12,128 11,841
Old : 79,035: 28,507 18,097 2,795 35,605 46,302 66,907 67,194: 12,128 11,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,457: -4,838 5,886 597 -1,485 -12,880 -5,726 -6,397: -732 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 22.9 3.5 45.0 58.6 84.7 85.0: 15.3 15.0
Old : 100.0: 36.1 22.9 3.5 45.0 58.6 84.7 85.0: 15.3 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 : 95: 29 17 7 35 22 67 43:
Old : 95: 29 17 7 35 22 67 43:
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 : 19.6 42.1 32.7 53.2 18.6 42.1 31.7 53.2
Old : 19.6 42.1 32.7 53.2 18.6 42.1 31.7 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,220: 10,202 11,393 2,092 1,749 680 14,043 14,165: 177 55
Old : 14,220: 10,202 11,393 2,092 1,749 680 14,043 14,165: 177 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -5,403: -5,666 -5,395 0 374 0 -5,292 -5,395: -111 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 80.1 14.7 12.3 4.8 98.8 99.6: 1.2 0.4
Old : 100.0: 71.7 80.1 14.7 12.3 4.8 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 15 12 3 1 1 17 15:
Old : 28: 15 12 3 1 1 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 65.1 93.0 94.0 68.3 63.6 74.8 78.7
Old : 83.9 65.1 93.0 94.0 68.3 63.6 74.8 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,309: 23,028 14,620 287 6,875 15,324 30,190 30,231: 119 78
Old : 30,309: 23,028 14,620 287 6,875 15,324 30,190 30,231: 119 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 894: 991 631 -40 -89 302 862 893: 32 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 48.2 0.9 22.7 50.6 99.6 99.7: 0.4 0.3
Old : 100.0: 76.0 48.2 0.9 22.7 50.6 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 13 1 5 16 14 29:
Old : 42: 8 13 1 5 16 14 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 52.0 93.6 72.5 84.3 52.0 93.6 72.5
Old : 84.3 52.0 93.6 72.5 84.3 52.0 93.6 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 33,556: 27,073 14,444 11 6,381 19,047 33,465 33,502: 91 54
Old : 33,556: 27,073 14,444 11 6,381 19,047 33,465 33,502: 91 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,713: -1,384 1,823 -48 3,124 -51 1,692 1,724: 21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 43.0 0.0 19.0 56.8 99.7 99.8: 0.3 0.2
Old : 100.0: 80.7 43.0 0.0 19.0 56.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 20 1 4 11 8 31:
Old : 37: 3 20 1 4 11 8 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.5 65.1 99.7 80.7 98.5 65.1 99.7 80.7
Old : 98.5 65.1 99.7 80.7 98.5 65.1 99.7 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016