WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 506,373: 91,785 180,550 166,829 205,900 112,808 464,513 460,187: 41,860 46,186
Old : 383,086: 89,306 176,773 111,095 152,431 62,368 352,832 350,235: 30,254 32,850
Other: 123,287: 33,797 35,096 24,415 53,469 50,440 111,681 109,952: 11,606 13,336
: : :
: : Changes in Commitments from: January 5, 2016 :
: 14,758: 5,996 -13,134 20,214 -11,298 6,693 14,912 13,773: -154 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 35.7 32.9 40.7 22.3 91.7 90.9: 8.3 9.1
Old : 100.0: 23.3 46.1 29.0 39.8 16.3 92.1 91.4: 7.9 8.6
Other: 100.0: 27.4 28.5 19.8 43.4 40.9 90.6 89.2: 9.4 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 135 139 155 119 104 348 313:
Old : 407: 141 127 134 113 94 320 293:
Other: 230: 59 69 52 73 71 165 162:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 8.7 18.6 16.0 11.1 8.4 16.7 14.6
Old : 12.6 10.5 19.6 18.9 11.5 10.3 17.0 17.8
Other: 21.1 18.6 33.0 29.5 20.9 14.8 30.0 23.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 220,559: 47,809 77,728 38,107 112,723 78,815 198,639 194,651: 21,920 25,908
Old : 142,996: 41,108 69,886 22,648 64,121 34,551 127,877 127,086: 15,119 15,910
Other: 77,563: 17,179 18,320 4,981 48,601 44,264 70,762 67,565: 6,802 9,998
: : :
: : Changes in Commitments from: January 5, 2016 :
: 6,392: -602 -1,241 3,416 2,355 4,870 5,169 7,045: 1,223 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.2 17.3 51.1 35.7 90.1 88.3: 9.9 11.7
Old : 100.0: 28.7 48.9 15.8 44.8 24.2 89.4 88.9: 10.6 11.1
Other: 100.0: 22.1 23.6 6.4 62.7 57.1 91.2 87.1: 8.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 53 67 54 84 69 171 167:
Old : 210: 58 58 32 71 58 143 136:
Other: 154: 27 38 23 67 53 113 99:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 20.1 23.1 29.3 11.0 16.1 19.0 24.0
Old : 15.6 20.6 26.2 32.1 13.9 17.0 23.5 27.7
Other: 21.1 32.2 33.1 41.7 18.1 25.6 28.4 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,718,119: 310,922 423,197 443,621 767,030 632,723 1,521,573 1,499,541: 196,545 218,577
Old : 1,476,875: 307,474 415,586 355,289 650,299 530,154 1,313,062 1,301,030: 163,812 175,845
Other: 241,244: 46,156 50,319 45,624 116,731 102,568 208,511 198,511: 32,733 42,733
: : :
: : Changes in Commitments from: January 5, 2016 :
: 53,608: -6,550 23,351 47,634 6,614 -14,028 47,698 56,957: 5,911 -3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.6 25.8 44.6 36.8 88.6 87.3: 11.4 12.7
Old : 100.0: 20.8 28.1 24.1 44.0 35.9 88.9 88.1: 11.1 11.9
Other: 100.0: 19.1 20.9 18.9 48.4 42.5 86.4 82.3: 13.6 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 160 199 212 319 325 600 636:
Old : 751: 157 205 200 311 308 579 612:
Other: 445: 75 73 61 142 239 245 348:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 8.8 17.4 14.8 8.5 7.0 14.4 12.0
Old : 10.9 8.6 18.5 15.4 10.2 7.8 17.1 12.8
Other: 19.7 19.6 28.5 29.5 16.6 17.0 24.5 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,537: 2,306 2,604 2,428 4,298 4,756 9,031 9,788: 2,505 1,749
Old : 10,368: 2,785 2,594 1,826 3,396 4,357 8,008 8,777: 2,360 1,591
Other: 1,168: 0 490 122 901 399 1,023 1,011: 145 158
: : :
: : Changes in Commitments from: January 5, 2016 :
: 535: 46 619 237 183 -367 466 488: 69 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.6 21.0 37.3 41.2 78.3 84.8: 21.7 15.2
Old : 100.0: 26.9 25.0 17.6 32.8 42.0 77.2 84.7: 22.8 15.3
Other: 100.0: 0.0 41.9 10.4 77.1 34.2 87.6 86.5: 12.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 17 9 14 14 29 35:
Old : 45: 11 16 9 14 14 29 35:
Other: 15: 0 5 3 5 6 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 39.8 57.9 57.7 30.9 29.7 36.3 40.2
Old : 44.3 40.1 55.3 58.5 32.5 34.8 38.6 46.7
Other: 75.8 67.8 87.6 82.2 74.3 63.0 75.7 74.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 837,091: 125,999 187,605 218,364 426,681 354,880 771,043 760,848: 66,047 76,243
Old : 718,268: 128,118 175,613 187,838 343,894 293,038 659,850 656,489: 58,418 61,779
Other: 118,823: 12,260 26,370 16,147 82,786 61,842 111,193 104,360: 7,629 14,463
: : :
: : Changes in Commitments from: January 5, 2016 :
: 13,621: 10,329 -10,170 -3,273 2,843 29,848 9,899 16,405: 3,722 -2,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 22.4 26.1 51.0 42.4 92.1 90.9: 7.9 9.1
Old : 100.0: 17.8 24.4 26.2 47.9 40.8 91.9 91.4: 8.1 8.6
Other: 100.0: 10.3 22.2 13.6 69.7 52.0 93.6 87.8: 6.4 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 142 191 231 173 178 463 484:
Old : 562: 163 180 212 168 159 448 451:
Other: 280: 50 85 76 75 112 178 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 14.8 26.0 22.2 15.9 12.6 21.1 18.7
Old : 14.6 15.4 22.4 23.6 13.4 13.4 19.0 20.2
Other: 49.2 27.4 59.6 43.0 47.8 26.7 57.5 41.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 443,192: 104,881 59,461 125,833 176,623 230,836 407,337 416,130: 35,855 27,062
Old : 390,435: 109,655 62,142 98,046 152,978 206,215 360,679 366,404: 29,756 24,031
Other: 52,757: 10,525 12,618 12,488 23,645 24,621 46,658 49,726: 6,099 3,031
: : :
: : Changes in Commitments from: January 5, 2016 :
: 18,430: -10,219 13,565 17,518 9,739 -12,060 17,038 19,022: 1,393 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 13.4 28.4 39.9 52.1 91.9 93.9: 8.1 6.1
Old : 100.0: 28.1 15.9 25.1 39.2 52.8 92.4 93.8: 7.6 6.2
Other: 100.0: 19.9 23.9 23.7 44.8 46.7 88.4 94.3: 11.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 86 76 120 87 82 249 234:
Old : 306: 96 74 112 84 80 243 225:
Other: 112: 18 31 30 48 21 88 66:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 32.8 13.4 38.1 7.5 30.2 13.0 34.4
Old : 8.4 33.4 14.5 39.1 8.4 31.6 13.9 36.4
Other: 23.9 42.2 38.1 61.7 21.8 34.6 29.6 47.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 635,134: 75,763 72,107 57,644 351,365 360,422 484,772 490,174: 150,361 144,960
Old : 635,134: 75,763 72,107 57,644 351,365 360,422 484,772 490,174: 150,361 144,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 50,685: 1,244 -152 13,634 26,302 21,547 41,181 35,029: 9,504 15,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.4 9.1 55.3 56.7 76.3 77.2: 23.7 22.8
Old : 100.0: 11.9 11.4 9.1 55.3 56.7 76.3 77.2: 23.7 22.8
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 : 149: 29 32 38 72 71 119 123:
Old : 149: 29 32 38 72 71 119 123:
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 : 21.7 18.8 28.9 28.6 14.6 13.3 20.6 18.6
Old : 21.7 18.8 28.9 28.6 14.6 13.3 20.6 18.6
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 with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 615,510: 55,585 148,315 4,871 433,502 375,392 493,958 528,578: 121,552 86,932
Old : 615,510: 55,585 148,315 4,871 433,502 375,392 493,958 528,578: 121,552 86,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 988: 2,192 -2,846 -196 -2,761 -330 -765 -3,372: 1,753 4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 24.1 0.8 70.4 61.0 80.3 85.9: 19.7 14.1
Old : 100.0: 9.0 24.1 0.8 70.4 61.0 80.3 85.9: 19.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 13 15 10 60 50 77 71:
Old : 104: 13 15 10 60 50 77 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 : 25.0 46.6 38.9 57.9 22.6 46.6 33.1 56.9
Old : 25.0 46.6 38.9 57.9 22.6 46.6 33.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,302: 1,090 632 595 2,394 2,811 4,079 4,038: 223 264
Old : 4,302: 1,090 632 595 2,394 2,811 4,079 4,038: 223 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 257: -49 28 134 155 98 240 260: 17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.7 13.8 55.6 65.3 94.8 93.9: 5.2 6.1
Old : 100.0: 25.3 14.7 13.8 55.6 65.3 94.8 93.9: 5.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 8 5 9 11 20 21:
Old : 28: 8 8 5 9 11 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 52.9 77.1 74.0 40.5 37.6 55.5 49.6
Old : 51.1 52.9 77.1 74.0 40.5 37.6 55.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 464,707: 74,388 124,573 103,958 232,286 196,451 410,632 424,982: 54,075 39,725
Old : 403,813: 77,207 120,869 81,757 198,029 166,854 356,993 369,480: 46,820 34,333
Other: 60,894: 6,353 12,876 13,029 34,257 29,597 53,639 55,502: 7,255 5,392
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,120: -815 -1,608 2,840 -4,236 -872 -2,210 360: 1,090 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 26.8 22.4 50.0 42.3 88.4 91.5: 11.6 8.5
Old : 100.0: 19.1 29.9 20.2 49.0 41.3 88.4 91.5: 11.6 8.5
Other: 100.0: 10.4 21.1 21.4 56.3 48.6 88.1 91.1: 11.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 73 102 111 105 81 248 248:
Old : 314: 81 103 109 104 73 246 236:
Other: 136: 24 37 39 62 30 110 85:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 25.5 20.5 31.4 10.1 19.5 15.7 24.1
Old : 12.0 25.4 19.3 31.1 11.0 21.3 16.9 26.6
Other: 22.7 34.7 35.8 52.1 20.5 30.0 29.1 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,391: 1,550 4,067 2,618 7,761 6,182 11,930 12,868: 2,462 1,523
Old : 14,291: 1,579 4,139 2,512 7,751 6,157 11,842 12,808: 2,449 1,483
Other: 100: 74 31 4 10 25 88 60: 12 40
: : :
: : Changes in Commitments from: January 5, 2016 :
: 70: 178 84 169 -252 62 95 314: -25 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 28.3 18.2 53.9 43.0 82.9 89.4: 17.1 10.6
Old : 100.0: 11.0 29.0 17.6 54.2 43.1 82.9 89.6: 17.1 10.4
Other: 100.0: 74.0 30.8 4.1 9.8 25.0 87.8 59.9: 12.2 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 19 24 24 23 14 58 52:
Old : 75: 20 25 23 23 14 58 51:
Other: 10: 2 3 2 2 2 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.9 49.2 52.0 35.3 35.9 40.2 44.9
Old : 38.9 38.2 49.5 52.3 35.6 36.2 40.8 45.2
Other: 86.0 57.0 87.8 59.9 83.7 54.8 83.7 55.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,051,892: 151,870 277,310 32,425 760,542 600,609 944,838 910,344: 107,054 141,548
Old : 1,051,892: 151,870 277,310 32,425 760,542 600,609 944,838 910,344: 107,054 141,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,129: -51,497 -32,775 4,365 50,256 34,452 3,124 6,042: 5 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.4 3.1 72.3 57.1 89.8 86.5: 10.2 13.5
Old : 100.0: 14.4 26.4 3.1 72.3 57.1 89.8 86.5: 10.2 13.5
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 : 266: 40 66 35 102 117 165 195:
Old : 266: 40 66 35 102 117 165 195:
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 : 22.3 17.3 37.4 25.9 21.7 16.9 35.2 24.9
Old : 22.3 17.3 37.4 25.9 21.7 16.9 35.2 24.9
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 with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,081,528: 417,916 419,985 265,070 2,070,534 1,910,633 2,753,521 2,595,689: 328,007 485,839
Old : 3,081,528: 417,916 419,985 265,070 2,070,534 1,910,633 2,753,521 2,595,689: 328,007 485,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 251,520: -35,984 -13,256 57,640 200,994 171,737 222,650 216,121: 28,870 35,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.6 8.6 67.2 62.0 89.4 84.2: 10.6 15.8
Old : 100.0: 13.6 13.6 8.6 67.2 62.0 89.4 84.2: 10.6 15.8
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 : 355: 75 83 88 157 170 281 292:
Old : 355: 75 83 88 157 170 281 292:
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 : 29.8 16.3 39.5 22.7 26.3 11.8 34.2 15.9
Old : 29.8 16.3 39.5 22.7 26.3 11.8 34.2 15.9
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 with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,704,643: 211,330 479,487 171,837 2,040,235 1,693,032 2,423,403 2,344,357: 281,240 360,286
Old : 2,704,643: 211,330 479,487 171,837 2,040,235 1,693,032 2,423,403 2,344,357: 281,240 360,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 225,661: 15,116 14,061 48,799 145,565 159,328 209,479 222,188: 16,182 3,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 17.7 6.4 75.4 62.6 89.6 86.7: 10.4 13.3
Old : 100.0: 7.8 17.7 6.4 75.4 62.6 89.6 86.7: 10.4 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 : 295: 41 79 60 120 143 204 239:
Old : 295: 41 79 60 120 143 204 239:
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 12.9 49.0 23.1 31.3 12.9 40.5 22.1
Old : 37.2 12.9 49.0 23.1 31.3 12.9 40.5 22.1
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 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 787,647: 56,652 82,192 131,107 578,719 531,889 766,478 745,188: 21,169 42,459
Old : 787,647: 56,652 82,192 131,107 578,719 531,889 766,478 745,188: 21,169 42,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 58,853: 2,180 6,706 -1,029 57,435 56,160 58,586 61,837: 267 -2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.4 16.6 73.5 67.5 97.3 94.6: 2.7 5.4
Old : 100.0: 7.2 10.4 16.6 73.5 67.5 97.3 94.6: 2.7 5.4
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 : 106: 17 31 32 41 57 73 106:
Old : 106: 17 31 32 41 57 73 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 22.0 56.0 33.4 35.3 13.6 39.3 20.8
Old : 44.3 22.0 56.0 33.4 35.3 13.6 39.3 20.8
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 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 35,754: 11,190 6,523 2,160 15,850 21,236 29,200 29,919: 6,554 5,835
Old : 35,754: 11,190 6,523 2,160 15,850 21,236 29,200 29,919: 6,554 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -3,763: -3,063 -2,526 763 -1,953 -1,914 -4,253 -3,678: 490 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 18.2 6.0 44.3 59.4 81.7 83.7: 18.3 16.3
Old : 100.0: 31.3 18.2 6.0 44.3 59.4 81.7 83.7: 18.3 16.3
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 : 93: 33 13 8 34 19 69 38:
Old : 93: 33 13 8 34 19 69 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 44.4 30.6 57.5 15.5 44.4 26.3 57.4
Old : 18.3 44.4 30.6 57.5 15.5 44.4 26.3 57.4
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 with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 71,509: 22,380 13,045 4,321 31,700 42,473 58,400 59,838: 13,109 11,671
Old : 71,509: 22,380 13,045 4,321 31,700 42,473 58,400 59,838: 13,109 11,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -7,526: -6,127 -5,052 1,525 -3,905 -3,829 -8,507 -7,356: 981 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 18.2 6.0 44.3 59.4 81.7 83.7: 18.3 16.3
Old : 100.0: 31.3 18.2 6.0 44.3 59.4 81.7 83.7: 18.3 16.3
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 : 93: 33 13 8 34 19 69 38:
Old : 93: 33 13 8 34 19 69 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 44.4 30.6 57.5 15.5 44.4 26.3 57.4
Old : 18.3 44.4 30.6 57.5 15.5 44.4 26.3 57.4
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 with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,847: 11,609 12,159 1,925 1,137 680 14,671 14,764: 176 83
Old : 14,847: 11,609 12,159 1,925 1,137 680 14,671 14,764: 176 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 627: 1,407 766 -167 -612 0 628 599: -1 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 81.9 13.0 7.7 4.6 98.8 99.4: 1.2 0.6
Old : 100.0: 78.2 81.9 13.0 7.7 4.6 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 14 4 1 1 18 17:
Old : 30: 15 14 4 1 1 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 61.2 91.4 89.3 67.2 59.0 76.4 79.2
Old : 72.5 61.2 91.4 89.3 67.2 59.0 76.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,819: 22,041 13,251 287 6,386 15,176 28,714 28,714: 105 105
Old : 28,819: 22,041 13,251 287 6,386 15,176 28,714 28,714: 105 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,490: -987 -1,369 0 -489 -148 -1,476 -1,517: -14 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 46.0 1.0 22.2 52.7 99.6 99.6: 0.4 0.4
Old : 100.0: 76.5 46.0 1.0 22.2 52.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 14 1 5 19 14 33:
Old : 45: 8 14 1 5 19 14 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 49.0 94.9 69.3 83.3 49.0 94.9 69.3
Old : 83.3 49.0 94.9 69.3 83.3 49.0 94.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 34,055: 28,571 14,539 0 5,348 19,424 33,919 33,963: 136 92
Old : 34,055: 28,571 14,539 0 5,348 19,424 33,919 33,963: 136 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 499: 1,498 95 -11 -1,033 377 454 461: 45 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 42.7 0.0 15.7 57.0 99.6 99.7: 0.4 0.3
Old : 100.0: 83.9 42.7 0.0 15.7 57.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 17 0 4 12 11 29:
Old : 39: 7 17 0 4 12 11 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.0 63.3 98.9 79.2 97.0 63.3 98.9 79.2
Old : 97.0 63.3 98.9 79.2 97.0 63.3 98.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016