WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 486,726: 89,247 157,001 161,132 193,645 124,570 444,024 442,703: 42,701 44,022
Old : 350,305: 81,523 151,020 99,839 137,868 70,173 319,230 321,032: 31,074 29,273
Other: 136,421: 42,406 40,664 26,611 55,777 54,397 124,794 121,672: 11,627 14,749
: : :
: : Changes in Commitments from: January 19, 2016 :
: -13,687: 1,865 -17,570 -3,704 -13,284 8,044 -15,123 -13,231: 1,436 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.3 33.1 39.8 25.6 91.2 91.0: 8.8 9.0
Old : 100.0: 23.3 43.1 28.5 39.4 20.0 91.1 91.6: 8.9 8.4
Other: 100.0: 31.1 29.8 19.5 40.9 39.9 91.5 89.2: 8.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 133 139 167 113 100 350 321:
Old : 407: 144 126 144 105 90 321 296:
Other: 250: 62 84 59 74 70 172 181:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 8.8 19.7 16.4 11.2 8.3 16.9 13.5
Old : 13.4 11.2 20.5 19.1 12.2 10.3 18.1 18.1
Other: 21.3 15.5 32.6 26.1 21.1 12.4 29.0 20.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 226,890: 47,836 76,462 42,690 113,225 82,620 203,750 201,772: 23,140 25,118
Old : 143,378: 40,777 67,966 24,818 62,176 35,800 127,770 128,584: 15,608 14,794
Other: 83,512: 19,411 20,847 5,520 51,048 46,820 75,980 73,188: 7,532 10,323
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,625: -1,802 349 2,739 2,308 2,754 3,246 5,842: 1,379 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.7 18.8 49.9 36.4 89.8 88.9: 10.2 11.1
Old : 100.0: 28.4 47.4 17.3 43.4 25.0 89.1 89.7: 10.9 10.3
Other: 100.0: 23.2 25.0 6.6 61.1 56.1 91.0 87.6: 9.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 56 64 69 84 73 184 178:
Old : 215: 61 53 46 71 61 156 145:
Other: 160: 34 38 30 68 56 123 106:
:----------------------------------------------------------------------------------------------------
: 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 20.8 21.1 30.1 10.5 15.6 18.2 24.3
Old : 14.8 23.8 25.1 35.1 14.1 19.7 23.6 31.0
Other: 20.2 29.0 33.1 38.8 16.5 21.7 26.3 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,664,876: 306,449 317,107 439,776 738,623 690,274 1,484,848 1,447,157: 180,028 217,719
Old : 1,398,526: 303,784 308,335 344,689 605,283 577,423 1,253,756 1,230,447: 144,771 168,079
Other: 266,350: 49,933 56,039 47,820 133,340 112,851 231,093 216,710: 35,257 49,640
: : :
: : Changes in Commitments from: January 19, 2016 :
: -60,337: -3,236 -75,699 -17,894 -26,917 32,699 -48,046 -60,894: -12,292 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.0 26.4 44.4 41.5 89.2 86.9: 10.8 13.1
Old : 100.0: 21.7 22.0 24.6 43.3 41.3 89.6 88.0: 10.4 12.0
Other: 100.0: 18.7 21.0 18.0 50.1 42.4 86.8 81.4: 13.2 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 761: 163 194 221 319 329 616 629:
Old : 745: 155 201 211 310 312 594 605:
Other: 476: 85 78 68 150 255 260 377:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 8.5 17.4 14.1 8.3 6.1 13.8 10.3
Old : 11.2 9.1 18.6 15.1 10.2 7.4 17.3 12.5
Other: 20.7 17.2 30.4 25.9 17.7 15.5 25.6 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,453: 2,359 2,779 2,034 4,470 4,741 8,864 9,554: 2,589 1,899
Old : 10,108: 2,755 2,775 1,397 3,541 4,247 7,693 8,419: 2,415 1,689
Other: 1,345: 60 460 182 929 494 1,171 1,135: 174 210
: : :
: : Changes in Commitments from: January 19, 2016 :
: -225: -65 -33 -170 -18 69 -253 -135: 28 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.3 17.8 39.0 41.4 77.4 83.4: 22.6 16.6
Old : 100.0: 27.3 27.5 13.8 35.0 42.0 76.1 83.3: 23.9 16.7
Other: 100.0: 4.5 34.2 13.5 69.1 36.7 87.1 84.4: 12.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 13 11 14 12 29 35:
Old : 44: 15 12 10 14 12 29 34:
Other: 18: 1 6 4 5 7 9 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 : 44.6 38.5 56.8 53.9 31.0 29.4 36.6 40.7
Old : 42.4 40.4 53.2 56.4 31.9 33.2 38.2 45.2
Other: 75.2 61.5 86.7 75.2 66.7 55.8 72.3 66.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 846,887: 136,378 168,152 214,479 431,107 384,988 781,964 767,620: 64,923 79,268
Old : 706,143: 135,229 155,080 178,447 336,125 310,647 649,800 644,173: 56,342 61,969
Other: 140,745: 15,918 27,841 21,264 94,982 74,341 132,164 123,446: 8,581 17,298
: : :
: : Changes in Commitments from: January 19, 2016 :
: 13,019: 2,917 5,688 -5,871 16,226 10,400 13,272 10,217: -253 2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.9 25.3 50.9 45.5 92.3 90.6: 7.7 9.4
Old : 100.0: 19.2 22.0 25.3 47.6 44.0 92.0 91.2: 8.0 8.8
Other: 100.0: 11.3 19.8 15.1 67.5 52.8 93.9 87.7: 6.1 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 155 177 219 174 179 456 469:
Old : 544: 177 159 204 170 156 440 434:
Other: 296: 52 89 86 81 123 194 240:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 14.8 26.3 22.9 15.6 12.1 20.1 18.1
Old : 14.5 16.8 22.8 25.2 13.5 13.7 19.7 20.1
Other: 45.9 24.4 56.3 38.2 43.6 23.9 53.2 36.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 450,610: 107,664 41,193 132,737 171,464 250,153 411,865 424,083: 38,745 26,527
Old : 387,884: 110,899 41,950 99,677 146,120 223,715 356,696 365,343: 31,189 22,542
Other: 62,726: 10,196 12,675 19,628 25,344 26,438 55,169 58,740: 7,557 3,985
: : :
: : Changes in Commitments from: January 19, 2016 :
: -586: -828 -13,691 3,218 -4,778 11,768 -2,388 1,294: 1,802 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.1 29.5 38.1 55.5 91.4 94.1: 8.6 5.9
Old : 100.0: 28.6 10.8 25.7 37.7 57.7 92.0 94.2: 8.0 5.8
Other: 100.0: 16.3 20.2 31.3 40.4 42.1 88.0 93.6: 12.0 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 104 57 110 83 82 248 216:
Old : 299: 114 56 104 81 81 245 209:
Other: 113: 17 32 32 49 24 93 67:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 31.8 13.7 37.3 7.4 28.9 12.6 32.3
Old : 8.5 32.9 14.9 38.7 8.3 30.7 14.0 34.6
Other: 23.8 38.1 39.0 57.0 18.4 30.4 25.1 39.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 640,565: 80,686 75,277 48,826 350,667 365,904 480,179 490,007: 160,386 150,558
Old : 640,565: 80,686 75,277 48,826 350,667 365,904 480,179 490,007: 160,386 150,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -42,306: 2,098 -4,731 -21,904 -27,797 -19,906 -47,603 -46,541: 5,296 4,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.8 7.6 54.7 57.1 75.0 76.5: 25.0 23.5
Old : 100.0: 12.6 11.8 7.6 54.7 57.1 75.0 76.5: 25.0 23.5
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 : 146: 25 34 34 69 74 112 124:
Old : 146: 25 34 34 69 74 112 124:
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 17.1 29.1 26.7 15.5 11.9 21.5 17.2
Old : 21.5 17.1 29.1 26.7 15.5 11.9 21.5 17.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 628,105: 60,133 148,590 4,384 440,691 393,681 505,207 546,654: 122,898 81,451
Old : 628,105: 60,133 148,590 4,384 440,691 393,681 505,207 546,654: 122,898 81,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 8,274: 1,261 -194 -991 9,422 12,468 9,691 11,282: -1,417 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.7 0.7 70.2 62.7 80.4 87.0: 19.6 13.0
Old : 100.0: 9.6 23.7 0.7 70.2 62.7 80.4 87.0: 19.6 13.0
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 : 104: 12 16 11 60 51 79 71:
Old : 104: 12 16 11 60 51 79 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 : 24.3 46.6 38.8 57.8 22.4 46.6 33.4 57.0
Old : 24.3 46.6 38.8 57.8 22.4 46.6 33.4 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,001: 808 313 672 2,261 2,660 3,741 3,645: 260 356
Old : 4,001: 808 313 672 2,261 2,660 3,741 3,645: 260 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -472: -363 -148 54 -160 -458 -469 -552: -3 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.8 16.8 56.5 66.5 93.5 91.1: 6.5 8.9
Old : 100.0: 20.2 7.8 16.8 56.5 66.5 93.5 91.1: 6.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 6 4 11 12 19 20:
Old : 26: 6 6 4 11 12 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 58.8 76.9 75.5 48.1 48.0 60.7 59.4
Old : 54.1 58.8 76.9 75.5 48.1 48.0 60.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 475,888: 69,790 114,313 114,104 235,771 204,459 419,664 432,876: 56,224 43,013
Old : 408,719: 70,950 108,898 91,703 198,115 171,767 360,767 372,367: 47,952 36,352
Other: 67,169: 6,288 12,864 14,952 37,656 32,692 58,897 60,509: 8,272 6,661
: : :
: : Changes in Commitments from: January 19, 2016 :
: 992: -998 -11,203 3,641 -3,378 7,278 -735 -284: 1,727 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 24.0 24.0 49.5 43.0 88.2 91.0: 11.8 9.0
Old : 100.0: 17.4 26.6 22.4 48.5 42.0 88.3 91.1: 11.7 8.9
Other: 100.0: 9.4 19.2 22.3 56.1 48.7 87.7 90.1: 12.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 69 104 107 103 83 244 246:
Old : 311: 80 102 104 102 75 241 234:
Other: 137: 20 41 37 63 33 110 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 : 12.1 25.1 19.6 31.4 9.3 19.3 14.9 23.9
Old : 11.4 24.9 18.3 30.7 10.2 20.8 16.1 26.1
Other: 21.6 34.4 34.4 51.6 19.3 30.3 28.2 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,264: 1,252 4,412 2,333 8,337 5,757 11,922 12,501: 2,342 1,763
Old : 14,127: 1,320 4,505 2,166 8,335 5,731 11,822 12,402: 2,305 1,725
Other: 137: 98 73 0 1 26 99 99: 38 38
: : :
: : Changes in Commitments from: January 19, 2016 :
: -391: -105 351 -380 222 -326 -262 -355: -129 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 30.9 16.4 58.4 40.4 83.6 87.6: 16.4 12.4
Old : 100.0: 9.3 31.9 15.3 59.0 40.6 83.7 87.8: 16.3 12.2
Other: 100.0: 71.5 53.3 0.0 1.0 18.8 72.5 72.2: 27.5 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 18 24 21 24 13 55 52:
Old : 75: 18 24 20 24 13 55 51:
Other: 10: 1 5 1 1 3 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 : 38.5 36.5 48.2 48.3 37.1 33.3 42.7 42.9
Old : 38.9 36.9 48.7 48.8 37.6 33.6 43.4 43.3
Other: 72.5 53.2 72.5 72.2 72.5 53.1 72.5 72.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,086,820: 128,155 245,363 40,307 805,339 648,030 973,801 933,699: 113,019 153,121
Old : 1,086,820: 128,155 245,363 40,307 805,339 648,030 973,801 933,699: 113,019 153,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 32,227: -4,384 -26,565 4,591 25,942 44,623 26,150 22,649: 6,077 9,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 22.6 3.7 74.1 59.6 89.6 85.9: 10.4 14.1
Old : 100.0: 11.8 22.6 3.7 74.1 59.6 89.6 85.9: 10.4 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 : 259: 47 59 39 98 116 164 195:
Old : 259: 47 59 39 98 116 164 195:
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 : 25.1 16.6 38.2 26.0 25.0 16.5 35.7 25.6
Old : 25.1 16.6 38.2 26.0 25.0 16.5 35.7 25.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,276,784: 490,152 420,234 259,019 2,154,471 2,142,527 2,903,643 2,821,781: 373,141 455,003
Old : 3,276,784: 490,152 420,234 259,019 2,154,471 2,142,527 2,903,643 2,821,781: 373,141 455,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -60,873: 89,930 14,665 -79,298 -81,860 -6,948 -71,228 -71,581: 10,355 10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.8 7.9 65.7 65.4 88.6 86.1: 11.4 13.9
Old : 100.0: 15.0 12.8 7.9 65.7 65.4 88.6 86.1: 11.4 13.9
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 : 363: 78 82 93 158 179 290 300:
Old : 363: 78 82 93 158 179 290 300:
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 : 29.0 17.0 39.0 26.2 26.4 14.2 34.2 19.9
Old : 29.0 17.0 39.0 26.2 26.4 14.2 34.2 19.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,887,017: 259,887 489,415 165,738 2,155,358 1,864,892 2,580,982 2,520,045: 306,035 366,972
Old : 2,887,017: 259,887 489,415 165,738 2,155,358 1,864,892 2,580,982 2,520,045: 306,035 366,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 24,472: 23,941 -964 -31,325 27,491 52,344 20,108 20,056: 4,364 4,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.0 5.7 74.7 64.6 89.4 87.3: 10.6 12.7
Old : 100.0: 9.0 17.0 5.7 74.7 64.6 89.4 87.3: 10.6 12.7
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 : 293: 50 68 65 121 143 207 240:
Old : 293: 50 68 65 121 143 207 240:
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 : 35.6 15.0 46.7 26.3 30.0 14.8 38.7 25.4
Old : 35.6 15.0 46.7 26.3 30.0 14.8 38.7 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 859,734: 66,338 65,930 168,358 602,642 582,828 837,339 817,116: 22,395 42,618
Old : 859,734: 66,338 65,930 168,358 602,642 582,828 837,339 817,116: 22,395 42,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 38,975: -405 -6,438 16,981 22,508 29,113 39,084 39,655: -109 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.7 19.6 70.1 67.8 97.4 95.0: 2.6 5.0
Old : 100.0: 7.7 7.7 19.6 70.1 67.8 97.4 95.0: 2.6 5.0
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 : 112: 19 31 36 45 59 84 108:
Old : 112: 19 31 36 45 59 84 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 26.2 53.9 36.9 34.7 14.7 38.6 21.6
Old : 43.8 26.2 53.9 36.9 34.7 14.7 38.6 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 32,912: 8,151 7,552 1,111 18,125 17,681 27,387 26,343: 5,525 6,568
Old : 32,912: 8,151 7,552 1,111 18,125 17,681 27,387 26,343: 5,525 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 266: 77 865 -141 1,325 -951 1,260 -227: -995 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 22.9 3.4 55.1 53.7 83.2 80.0: 16.8 20.0
Old : 100.0: 24.8 22.9 3.4 55.1 53.7 83.2 80.0: 16.8 20.0
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 : 83: 19 16 5 37 24 57 44:
Old : 83: 19 16 5 37 24 57 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 : 22.8 36.3 39.1 53.0 22.8 36.3 36.2 52.9
Old : 22.8 36.3 39.1 53.0 22.8 36.3 36.2 52.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 65,824: 16,302 15,103 2,222 36,249 35,361 54,774 52,687: 11,050 13,137
Old : 65,824: 16,302 15,103 2,222 36,249 35,361 54,774 52,687: 11,050 13,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 532: 153 1,730 -282 2,650 -1,902 2,521 -454: -1,989 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 22.9 3.4 55.1 53.7 83.2 80.0: 16.8 20.0
Old : 100.0: 24.8 22.9 3.4 55.1 53.7 83.2 80.0: 16.8 20.0
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 : 83: 19 16 5 37 24 57 44:
Old : 83: 19 16 5 37 24 57 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 : 22.8 36.3 39.1 53.0 22.8 36.3 36.2 52.9
Old : 22.8 36.3 39.1 53.0 22.8 36.3 36.2 52.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,387: 13,277 14,017 1,602 1,137 680 16,016 16,299: 371 88
Old : 16,387: 13,277 14,017 1,602 1,137 680 16,016 16,299: 371 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,285: 1,040 1,610 105 0 0 1,145 1,715: 140 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 85.5 9.8 6.9 4.1 97.7 99.5: 2.3 0.5
Old : 100.0: 81.0 85.5 9.8 6.9 4.1 97.7 99.5: 2.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 17 3 1 1 17 19:
Old : 32: 14 17 3 1 1 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 61.4 92.7 90.5 74.9 60.6 80.6 79.4
Old : 76.3 61.4 92.7 90.5 74.9 60.6 80.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,186: 23,242 13,763 259 7,595 17,079 31,096 31,101: 90 85
Old : 31,186: 23,242 13,763 259 7,595 17,079 31,096 31,101: 90 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -51: 508 -817 -3 -496 813 9 -7: -60 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 44.1 0.8 24.4 54.8 99.7 99.7: 0.3 0.3
Old : 100.0: 74.5 44.1 0.8 24.4 54.8 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 16 1 6 19 16 35:
Old : 49: 9 16 1 6 19 16 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 46.4 93.7 66.7 81.4 46.4 93.7 66.7
Old : 81.4 46.4 93.7 66.7 81.4 46.4 93.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,589: 31,089 13,248 0 1,420 19,224 32,509 32,472: 80 117
Old : 32,589: 31,089 13,248 0 1,420 19,224 32,509 32,472: 80 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 41: 760 82 0 -477 131 283 213: -242 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 40.7 0.0 4.4 59.0 99.8 99.6: 0.2 0.4
Old : 100.0: 95.4 40.7 0.0 4.4 59.0 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 13 0 4 12 13 25:
Old : 37: 9 13 0 4 12 13 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.0 65.3 98.5 83.2 93.0 65.3 98.5 83.2
Old : 93.0 65.3 98.5 83.2 93.0 65.3 98.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016