WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 564,052: 101,592 196,397 184,888 232,461 137,547 518,941 518,832: 45,111 45,220
Old : 380,173: 97,586 165,818 102,960 148,654 81,442 349,201 350,220: 30,973 29,954
Other: 183,878: 45,016 71,590 40,918 83,807 56,105 169,740 168,612: 14,138 15,266
: : :
: : Changes in Commitments from: February 9, 2016 :
: 16,807: 6,310 4,225 4,692 7,766 10,094 18,768 19,011: -1,961 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 34.8 32.8 41.2 24.4 92.0 92.0: 8.0 8.0
Old : 100.0: 25.7 43.6 27.1 39.1 21.4 91.9 92.1: 8.1 7.9
Other: 100.0: 24.5 38.9 22.3 45.6 30.5 92.3 91.7: 7.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 143 154 172 119 103 361 347:
Old : 422: 153 134 138 104 83 318 301:
Other: 282: 73 93 68 90 82 205 207:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 8.2 19.4 15.0 11.7 7.8 17.1 12.9
Old : 13.2 10.3 19.8 18.2 11.6 9.7 17.5 16.6
Other: 17.0 14.2 28.0 24.0 16.7 12.4 25.7 21.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 232,351: 50,312 89,272 37,479 119,671 77,147 207,462 203,898: 24,889 28,453
Old : 126,381: 39,470 69,638 14,501 57,139 25,864 111,110 110,003: 15,270 16,378
Other: 105,971: 22,894 31,685 10,926 62,532 51,284 96,352 93,895: 9,619 12,075
: : :
: : Changes in Commitments from: February 9, 2016 :
: -2,198: 561 499 -4,445 2,900 1,138 -984 -2,807: -1,214 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 38.4 16.1 51.5 33.2 89.3 87.8: 10.7 12.2
Old : 100.0: 31.2 55.1 11.5 45.2 20.5 87.9 87.0: 12.1 13.0
Other: 100.0: 21.6 29.9 10.3 59.0 48.4 90.9 88.6: 9.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 63 68 67 79 68 177 182:
Old : 208: 66 57 41 66 50 144 138:
Other: 165: 40 44 35 65 56 129 113:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 22.9 24.5 32.1 12.6 16.4 20.1 25.1
Old : 17.0 22.6 25.8 36.6 16.3 20.8 24.7 33.8
Other: 19.8 30.1 32.7 40.6 16.0 22.3 25.4 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,749,401: 314,395 383,818 457,166 787,532 680,412 1,559,093 1,521,396: 190,309 228,005
Old : 1,448,375: 307,573 367,322 352,622 638,307 556,849 1,298,502 1,276,793: 149,872 171,582
Other: 301,027: 49,508 59,183 61,857 149,225 123,563 260,590 244,603: 40,437 56,424
: : :
: : Changes in Commitments from: February 9, 2016 :
: 2,398: -1,163 31,103 4,067 7,934 -13,960 10,838 21,210: -8,440 -18,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.9 26.1 45.0 38.9 89.1 87.0: 10.9 13.0
Old : 100.0: 21.2 25.4 24.3 44.1 38.4 89.7 88.2: 10.3 11.8
Other: 100.0: 16.4 19.7 20.5 49.6 41.0 86.6 81.3: 13.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 761: 169 202 241 301 313 612 643:
Old : 742: 167 204 227 292 293 586 614:
Other: 478: 88 86 78 156 244 278 378:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.0 17.3 14.4 8.1 6.7 13.5 10.5
Old : 11.0 8.4 19.1 15.0 9.9 7.9 17.1 12.9
Other: 19.8 16.5 28.6 24.3 16.8 12.0 23.9 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 12,905: 2,610 3,601 2,160 5,298 4,766 10,067 10,527: 2,838 2,378
Old : 10,608: 2,655 3,557 1,328 3,946 3,857 7,930 8,742: 2,678 1,866
Other: 2,297: 558 648 227 1,351 909 2,137 1,785: 159 512
: : :
: : Changes in Commitments from: February 9, 2016 :
: 205: 79 225 -18 205 8 266 215: -61 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 27.9 16.7 41.1 36.9 78.0 81.6: 22.0 18.4
Old : 100.0: 25.0 33.5 12.5 37.2 36.4 74.8 82.4: 25.2 17.6
Other: 100.0: 24.3 28.2 9.9 58.8 39.6 93.1 77.7: 6.9 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 17 11 13 11 30 35:
Old : 46: 14 16 8 13 10 30 31:
Other: 21: 2 8 5 5 8 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 40.2 59.5 53.9 31.2 30.1 36.9 39.6
Old : 41.4 44.5 53.2 59.2 28.2 36.7 34.9 45.2
Other: 84.1 49.9 92.3 65.7 74.8 48.3 80.2 59.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 922,451: 146,484 195,849 251,564 456,159 394,441 854,206 841,854: 68,245 80,597
Old : 756,062: 146,843 186,108 197,137 353,749 311,387 697,729 694,632: 58,333 61,430
Other: 166,389: 24,036 34,136 30,031 102,409 83,054 156,477 147,222: 9,911 19,167
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,288: 12,634 -11,256 155 -12,075 15,321 713 4,220: 575 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.2 27.3 49.5 42.8 92.6 91.3: 7.4 8.7
Old : 100.0: 19.4 24.6 26.1 46.8 41.2 92.3 91.9: 7.7 8.1
Other: 100.0: 14.4 20.5 18.0 61.5 49.9 94.0 88.5: 6.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 162 179 260 184 185 508 513:
Old : 595: 183 173 240 178 165 486 482:
Other: 330: 74 94 98 86 125 223 258:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 12.6 24.5 19.7 14.7 10.4 19.5 15.9
Old : 14.4 14.5 21.2 21.5 13.2 12.1 19.2 18.0
Other: 41.2 21.3 51.0 32.8 38.3 20.3 47.0 31.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 467,318: 120,637 45,961 123,245 178,202 269,329 422,083 438,535: 45,235 28,784
Old : 396,787: 119,640 47,551 89,472 150,327 235,683 359,439 372,706: 37,348 24,081
Other: 70,531: 15,747 13,159 19,023 27,875 33,645 62,645 65,828: 7,886 4,703
: : :
: : Changes in Commitments from: February 9, 2016 :
: 7,100: 6,304 -4,893 1,929 -3,250 12,427 4,984 9,463: 2,116 -2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.8 26.4 38.1 57.6 90.3 93.8: 9.7 6.2
Old : 100.0: 30.2 12.0 22.5 37.9 59.4 90.6 93.9: 9.4 6.1
Other: 100.0: 22.3 18.7 27.0 39.5 47.7 88.8 93.3: 11.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 105 59 109 87 89 257 216:
Old : 302: 111 60 102 85 88 250 210:
Other: 120: 30 23 31 52 28 97 70:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 31.3 15.2 37.8 7.6 26.7 12.6 31.1
Old : 9.0 32.9 16.1 39.0 8.2 28.6 13.4 33.4
Other: 20.5 32.8 34.7 50.1 16.8 27.6 26.9 38.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 779,269: 88,796 67,410 114,478 408,720 437,599 611,993 619,487: 167,276 159,783
Old : 779,269: 88,796 67,410 114,478 408,720 437,599 611,993 619,487: 167,276 159,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 11,591: -6,433 -22,208 10,743 -335 16,244 3,975 4,779: 7,616 6,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.7 14.7 52.4 56.2 78.5 79.5: 21.5 20.5
Old : 100.0: 11.4 8.7 14.7 52.4 56.2 78.5 79.5: 21.5 20.5
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 : 157: 31 35 42 73 79 126 134:
Old : 157: 31 35 42 73 79 126 134:
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 : 18.5 18.4 26.1 26.2 12.5 11.5 17.2 15.9
Old : 18.5 18.4 26.1 26.2 12.5 11.5 17.2 15.9
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, February 16, 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 : 642,882: 60,238 147,095 4,426 434,299 413,876 498,963 565,397: 143,919 77,485
Old : 642,882: 60,238 147,095 4,426 434,299 413,876 498,963 565,397: 143,919 77,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 10,843: -1,347 1,368 -267 -1,317 11,534 -2,931 12,635: 13,773 -1,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 0.7 67.6 64.4 77.6 87.9: 22.4 12.1
Old : 100.0: 9.4 22.9 0.7 67.6 64.4 77.6 87.9: 22.4 12.1
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 : 97: 13 15 11 56 48 76 67:
Old : 97: 13 15 11 56 48 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 47.6 39.7 57.7 22.0 47.6 33.7 57.4
Old : 23.7 47.6 39.7 57.7 22.0 47.6 33.7 57.4
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, February 16, 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 : 4,524: 929 542 771 2,626 2,962 4,326 4,275: 198 249
Old : 4,524: 929 542 771 2,626 2,962 4,326 4,275: 198 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 141: -11 81 84 123 5 196 170: -55 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.0 17.0 58.0 65.5 95.6 94.5: 4.4 5.5
Old : 100.0: 20.5 12.0 17.0 58.0 65.5 95.6 94.5: 4.4 5.5
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 : 30: 8 6 5 12 13 21 23:
Old : 30: 8 6 5 12 13 21 23:
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 : 56.2 52.5 74.8 71.6 43.0 45.0 57.0 55.5
Old : 56.2 52.5 74.8 71.6 43.0 45.0 57.0 55.5
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, February 16, 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 : 494,216: 65,216 120,326 121,464 249,592 206,208 436,273 447,998: 57,943 46,218
Old : 419,545: 67,565 114,216 96,154 207,044 170,441 370,762 380,810: 48,783 38,735
Other: 74,671: 6,472 14,931 16,490 42,549 35,767 65,510 67,188: 9,161 7,483
: : :
: : Changes in Commitments from: February 9, 2016 :
: 4,144: 205 -1,096 989 3,975 7,280 5,169 7,173: -1,025 -3,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 24.3 24.6 50.5 41.7 88.3 90.6: 11.7 9.4
Old : 100.0: 16.1 27.2 22.9 49.3 40.6 88.4 90.8: 11.6 9.2
Other: 100.0: 8.7 20.0 22.1 57.0 47.9 87.7 90.0: 12.3 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 72 107 115 108 86 255 256:
Old : 318: 83 100 112 106 80 250 246:
Other: 143: 19 42 39 67 37 117 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 24.2 21.1 31.0 11.0 18.1 16.5 22.3
Old : 12.7 23.8 19.9 29.9 12.1 19.6 17.6 24.6
Other: 21.9 33.6 35.5 51.3 20.6 28.9 29.1 37.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 14,449: 1,207 4,333 2,559 8,465 5,674 12,231 12,566: 2,218 1,883
Old : 14,281: 1,269 4,426 2,403 8,436 5,621 12,108 12,451: 2,173 1,830
Other: 168: 94 62 0 29 53 123 115: 45 53
: : :
: : Changes in Commitments from: February 9, 2016 :
: -127: 37 -197 130 -201 -133 -33 -200: -94 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 30.0 17.7 58.6 39.3 84.7 87.0: 15.3 13.0
Old : 100.0: 8.9 31.0 16.8 59.1 39.4 84.8 87.2: 15.2 12.8
Other: 100.0: 56.0 36.9 0.0 17.4 31.4 73.4 68.4: 26.6 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 15 26 22 25 14 57 55:
Old : 78: 16 25 21 25 14 57 54:
Other: 13: 1 4 1 3 5 5 9:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 35.2 49.3 48.9 37.4 30.9 44.4 41.1
Old : 38.6 35.6 49.2 49.5 37.8 31.2 45.1 41.6
Other: 73.4 49.6 73.4 68.0 73.4 49.6 73.4 67.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,229,483: 176,354 237,749 59,510 865,235 774,303 1,101,100 1,071,561: 128,383 157,921
Old : 1,229,483: 176,354 237,749 59,510 865,235 774,303 1,101,100 1,071,561: 128,383 157,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 7,147: 3,079 -9,667 2,211 503 7,916 5,794 459: 1,354 6,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.3 4.8 70.4 63.0 89.6 87.2: 10.4 12.8
Old : 100.0: 14.3 19.3 4.8 70.4 63.0 89.6 87.2: 10.4 12.8
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 : 250: 40 62 43 103 110 171 187:
Old : 250: 40 62 43 103 110 171 187:
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 : 22.9 18.1 33.9 28.2 21.9 15.6 30.2 24.7
Old : 22.9 18.1 33.9 28.2 21.9 15.6 30.2 24.7
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, February 16, 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 : 3,927,628: 475,123 471,524 551,781 2,483,560 2,435,098 3,510,463 3,458,403: 417,165 469,225
Old : 3,927,628: 475,123 471,524 551,781 2,483,560 2,435,098 3,510,463 3,458,403: 417,165 469,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 153,032: 29,121 17,509 92,929 20,573 41,188 142,623 151,626: 10,409 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.0 14.0 63.2 62.0 89.4 88.1: 10.6 11.9
Old : 100.0: 12.1 12.0 14.0 63.2 62.0 89.4 88.1: 10.6 11.9
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 : 383: 86 86 106 173 183 317 317:
Old : 383: 86 86 106 173 183 317 317:
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 : 25.5 15.7 34.3 23.4 23.3 12.9 29.1 17.1
Old : 25.5 15.7 34.3 23.4 23.3 12.9 29.1 17.1
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, February 16, 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 : 3,130,653: 289,179 483,488 301,912 2,224,116 1,993,413 2,815,206 2,778,813: 315,447 351,840
Old : 3,130,653: 289,179 483,488 301,912 2,224,116 1,993,413 2,815,206 2,778,813: 315,447 351,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -21,928: 11,057 12,677 31,295 -62,270 -46,218 -19,918 -2,246: -2,010 -19,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.4 9.6 71.0 63.7 89.9 88.8: 10.1 11.2
Old : 100.0: 9.2 15.4 9.6 71.0 63.7 89.9 88.8: 10.1 11.2
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 : 301: 56 69 78 120 150 219 254:
Old : 301: 56 69 78 120 150 219 254:
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 : 31.5 15.0 40.7 26.1 26.8 13.1 33.5 21.9
Old : 31.5 15.0 40.7 26.1 26.8 13.1 33.5 21.9
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, February 16, 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 : 795,490: 32,221 100,768 140,372 600,801 509,774 773,395 750,915: 22,095 44,575
Old : 795,490: 32,221 100,768 140,372 600,801 509,774 773,395 750,915: 22,095 44,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -12,767: 3,169 -207 1,407 -14,890 -11,786 -10,314 -10,586: -2,454 -2,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 12.7 17.6 75.5 64.1 97.2 94.4: 2.8 5.6
Old : 100.0: 4.1 12.7 17.6 75.5 64.1 97.2 94.4: 2.8 5.6
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 : 103: 14 33 33 42 52 80 97:
Old : 103: 14 33 33 42 52 80 97:
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 : 51.5 32.5 63.1 44.5 38.0 17.6 41.2 26.0
Old : 51.5 32.5 63.1 44.5 38.0 17.6 41.2 26.0
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, February 16, 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 : 34,879: 6,643 7,054 2,188 21,144 18,577 29,976 27,819: 4,903 7,060
Old : 34,879: 6,643 7,054 2,188 21,144 18,577 29,976 27,819: 4,903 7,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -555: -1,125 -1,214 434 599 -277 -92 -1,057: -462 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.2 6.3 60.6 53.3 85.9 79.8: 14.1 20.2
Old : 100.0: 19.0 20.2 6.3 60.6 53.3 85.9 79.8: 14.1 20.2
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 : 87: 19 17 9 33 28 57 49:
Old : 87: 19 17 9 33 28 57 49:
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 : 24.2 26.6 40.5 40.1 23.2 26.5 36.9 38.1
Old : 24.2 26.6 40.5 40.1 23.2 26.5 36.9 38.1
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, February 16, 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 : 69,757: 13,287 14,108 4,376 42,289 37,155 59,951 55,638: 9,806 14,120
Old : 69,757: 13,287 14,108 4,376 42,289 37,155 59,951 55,638: 9,806 14,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -1,109: -2,250 -2,427 868 1,198 -554 -184 -2,114: -925 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.2 6.3 60.6 53.3 85.9 79.8: 14.1 20.2
Old : 100.0: 19.0 20.2 6.3 60.6 53.3 85.9 79.8: 14.1 20.2
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 : 87: 19 17 9 33 28 57 49:
Old : 87: 19 17 9 33 28 57 49:
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 : 24.2 26.6 40.5 40.1 23.2 26.5 36.9 38.1
Old : 24.2 26.6 40.5 40.1 23.2 26.5 36.9 38.1
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, February 16, 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 : 16,300: 13,832 14,555 916 1,137 680 15,885 16,151: 415 149
Old : 16,300: 13,832 14,555 916 1,137 680 15,885 16,151: 415 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -723: -479 -505 -267 0 0 -746 -772: 23 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 89.3 5.6 7.0 4.2 97.5 99.1: 2.5 0.9
Old : 100.0: 84.9 89.3 5.6 7.0 4.2 97.5 99.1: 2.5 0.9
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 : 29: 14 14 4 1 1 16 18:
Old : 29: 14 14 4 1 1 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 66.7 93.3 89.1 78.7 65.1 84.4 85.7
Old : 82.6 66.7 93.3 89.1 78.7 65.1 84.4 85.7
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, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,714: 21,250 11,576 277 8,047 17,767 29,574 29,620: 140 94
Old : 29,714: 21,250 11,576 277 8,047 17,767 29,574 29,620: 140 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 194: 532 -296 18 -337 466 213 188: -19 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 39.0 0.9 27.1 59.8 99.5 99.7: 0.5 0.3
Old : 100.0: 71.5 39.0 0.9 27.1 59.8 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 13 1 6 17 15 30:
Old : 43: 8 13 1 6 17 15 30:
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 : 77.0 49.2 91.8 69.4 77.0 49.2 91.8 69.4
Old : 77.0 49.2 91.8 69.4 77.0 49.2 91.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 37,725: 33,686 13,255 0 3,969 24,400 37,655 37,655: 70 70
Old : 37,725: 33,686 13,255 0 3,969 24,400 37,655 37,655: 70 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -423: -906 -483 0 591 14 -315 -469: -108 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 35.1 0.0 10.5 64.7 99.8 99.8: 0.2 0.2
Old : 100.0: 89.3 35.1 0.0 10.5 64.7 99.8 99.8: 0.2 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: 8 13 0 4 14 12 27:
Old : 37: 8 13 0 4 14 12 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.2 69.4 99.3 87.2 95.2 69.4 98.7 87.2
Old : 95.2 69.4 99.3 87.2 95.2 69.4 98.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016