WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 510,901: 100,542 210,950 135,955 226,367 118,494 462,864 465,398: 48,037 45,503
Old : 307,270: 94,450 170,565 52,036 129,172 58,183 275,658 280,783: 31,611 26,487
Other: 203,631: 43,264 77,557 46,747 97,195 60,311 187,206 184,616: 16,425 19,016
: : :
: : Changes in Commitments from: February 16, 2016 :
: -53,151: -1,050 14,553 -48,933 -6,094 -19,053 -56,077 -53,434: 2,926 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 41.3 26.6 44.3 23.2 90.6 91.1: 9.4 8.9
Old : 100.0: 30.7 55.5 16.9 42.0 18.9 89.7 91.4: 10.3 8.6
Other: 100.0: 21.2 38.1 23.0 47.7 29.6 91.9 90.7: 8.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 131 158 151 116 95 335 330:
Old : 403: 142 136 103 99 72 287 266:
Other: 283: 68 102 75 87 80 207 210:
:----------------------------------------------------------------------------------------------------
: 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 9.1 21.0 16.4 12.8 9.1 18.8 15.0
Old : 14.6 12.4 23.2 21.6 13.7 12.2 21.3 20.7
Other: 16.4 14.5 26.5 24.6 16.2 11.9 24.3 20.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 232,224: 53,539 94,609 33,269 121,810 77,615 208,618 205,493: 23,606 26,731
Old : 116,995: 40,738 70,618 7,018 56,522 24,337 104,278 101,973: 12,717 15,022
Other: 115,230: 25,362 36,552 13,690 65,287 53,278 104,340 103,520: 10,889 11,710
: : :
: : Changes in Commitments from: February 16, 2016 :
: -127: 3,227 5,337 -4,210 2,139 468 1,156 1,595: -1,283 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 40.7 14.3 52.5 33.4 89.8 88.5: 10.2 11.5
Old : 100.0: 34.8 60.4 6.0 48.3 20.8 89.1 87.2: 10.9 12.8
Other: 100.0: 22.0 31.7 11.9 56.7 46.2 90.5 89.8: 9.5 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 60 68 61 83 69 179 176:
Old : 203: 66 51 26 67 45 139 116:
Other: 176: 45 48 41 66 58 137 124:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 24.1 25.3 33.8 13.1 17.8 20.8 27.1
Old : 20.1 23.0 29.8 37.7 18.0 22.4 27.1 36.9
Other: 18.2 31.9 30.9 41.4 14.8 22.4 24.2 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,622,002: 318,227 380,210 377,430 738,175 636,301 1,433,832 1,393,940: 188,170 228,062
Old : 1,296,391: 308,736 363,541 271,781 570,291 495,120 1,150,808 1,130,443: 145,583 165,948
Other: 325,611: 52,613 59,790 62,527 167,884 141,180 283,024 263,497: 42,587 62,114
: : :
: : Changes in Commitments from: February 16, 2016 :
: -127,399: 3,833 -3,608 -79,737 -49,357 -44,112 -125,261 -127,456: -2,138 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 23.4 23.3 45.5 39.2 88.4 85.9: 11.6 14.1
Old : 100.0: 23.8 28.0 21.0 44.0 38.2 88.8 87.2: 11.2 12.8
Other: 100.0: 16.2 18.4 19.2 51.6 43.4 86.9 80.9: 13.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 170 188 218 290 301 585 606:
Old : 707: 173 182 192 279 280 546 570:
Other: 478: 89 91 76 164 238 289 371:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 8.6 18.9 15.7 8.8 7.4 14.6 12.0
Old : 11.5 9.6 20.6 17.2 11.1 9.3 19.0 15.5
Other: 21.0 18.5 30.2 25.6 15.6 13.5 22.1 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 11,760: 2,231 3,321 1,713 4,683 4,478 8,626 9,512: 3,134 2,248
Old : 9,176: 2,374 3,248 767 3,105 3,491 6,246 7,507: 2,930 1,670
Other: 2,584: 515 731 287 1,578 987 2,380 2,005: 204 578
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,145: -379 -280 -447 -615 -288 -1,441 -1,015: 297 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 28.2 14.6 39.8 38.1 73.3 80.9: 26.7 19.1
Old : 100.0: 25.9 35.4 8.4 33.8 38.0 68.1 81.8: 31.9 18.2
Other: 100.0: 19.9 28.3 11.1 61.1 38.2 92.1 77.6: 7.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 15 7 14 9 27 29:
Old : 42: 13 13 3 11 7 24 23:
Other: 20: 2 7 5 7 8 12 17:
:----------------------------------------------------------------------------------------------------
: 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 : 43.2 46.0 58.0 56.9 33.1 35.4 38.7 43.9
Old : 38.0 52.7 50.2 65.4 31.8 46.6 40.8 56.7
Other: 81.8 50.0 90.4 66.8 71.6 46.8 77.0 59.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 861,814: 150,964 181,656 221,576 421,872 374,206 794,412 777,438: 67,402 84,376
Old : 675,038: 151,173 172,622 159,429 308,868 279,526 619,471 611,577: 55,567 63,461
Other: 186,776: 27,314 36,557 34,623 113,004 94,680 174,941 165,861: 11,835 20,915
: : :
: : Changes in Commitments from: February 16, 2016 :
: -60,637: 4,481 -14,192 -29,988 -34,287 -20,235 -59,794 -64,416: -843 3,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.1 25.7 49.0 43.4 92.2 90.2: 7.8 9.8
Old : 100.0: 22.4 25.6 23.6 45.8 41.4 91.8 90.6: 8.2 9.4
Other: 100.0: 14.6 19.6 18.5 60.5 50.7 93.7 88.8: 6.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 161 189 252 168 179 480 507:
Old : 575: 168 189 225 161 160 450 474:
Other: 334: 83 96 108 83 120 231 265:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 11.9 24.9 18.4 14.6 10.0 20.0 15.9
Old : 15.2 13.5 22.4 20.9 13.1 12.5 19.9 18.6
Other: 37.7 21.1 46.9 32.0 35.1 20.2 42.6 29.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 446,568: 117,736 53,462 110,656 178,167 252,994 406,559 417,111: 40,009 29,457
Old : 373,901: 114,839 55,423 77,681 149,329 216,104 341,849 349,208: 32,052 24,693
Other: 72,667: 17,209 12,350 18,663 28,839 36,890 64,711 67,903: 7,957 4,764
: : :
: : Changes in Commitments from: February 16, 2016 :
: -20,750: -2,901 7,501 -12,589 -34 -16,335 -15,524 -21,424: -5,226 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.0 24.8 39.9 56.7 91.0 93.4: 9.0 6.6
Old : 100.0: 30.7 14.8 20.8 39.9 57.8 91.4 93.4: 8.6 6.6
Other: 100.0: 23.7 17.0 25.7 39.7 50.8 89.1 93.4: 10.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 97 70 120 86 90 262 229:
Old : 310: 110 66 113 84 89 255 223:
Other: 131: 30 32 37 53 29 106 78:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 30.0 15.8 36.3 7.8 25.5 12.9 30.1
Old : 9.8 31.0 16.9 37.3 8.7 27.1 14.6 32.2
Other: 19.4 34.7 34.1 51.2 16.9 29.1 27.1 39.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 642,253: 78,906 60,781 61,072 324,436 357,769 464,414 479,622: 177,840 162,632
Old : 642,253: 78,906 60,781 61,072 324,436 357,769 464,414 479,622: 177,840 162,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -137,016: -9,890 -6,629 -53,406 -84,283 -79,830 -147,579 -139,865: 10,564 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.5 9.5 50.5 55.7 72.3 74.7: 27.7 25.3
Old : 100.0: 12.3 9.5 9.5 50.5 55.7 72.3 74.7: 27.7 25.3
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 : 141: 27 30 38 66 72 114 119:
Old : 141: 27 30 38 66 72 114 119:
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 : 18.6 19.8 26.4 28.7 14.3 14.4 19.8 19.7
Old : 18.6 19.8 26.4 28.7 14.3 14.4 19.8 19.7
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 23, 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 : 662,652: 61,679 146,503 7,239 434,966 420,725 503,884 574,467: 158,768 88,185
Old : 662,652: 61,679 146,503 7,239 434,966 420,725 503,884 574,467: 158,768 88,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 19,770: 1,441 -592 2,813 667 6,849 4,921 9,070: 14,848 10,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.1 1.1 65.6 63.5 76.0 86.7: 24.0 13.3
Old : 100.0: 9.3 22.1 1.1 65.6 63.5 76.0 86.7: 24.0 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 : 92: 15 14 10 51 46 72 64:
Old : 92: 15 14 10 51 46 72 64:
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 48.1 38.4 58.4 21.4 44.9 32.6 55.1
Old : 22.9 48.1 38.4 58.4 21.4 44.9 32.6 55.1
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 23, 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 : 4,484: 624 460 984 2,634 2,828 4,242 4,272: 242 212
Old : 4,484: 624 460 984 2,634 2,828 4,242 4,272: 242 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -40: -305 -82 213 8 -134 -84 -3: 44 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.3 21.9 58.7 63.1 94.6 95.3: 5.4 4.7
Old : 100.0: 13.9 10.3 21.9 58.7 63.1 94.6 95.3: 5.4 4.7
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 : 29: 9 4 5 12 12 22 20:
Old : 29: 9 4 5 12 12 22 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 : 58.0 55.3 75.2 77.7 42.1 43.6 52.2 54.4
Old : 58.0 55.3 75.2 77.7 42.1 43.6 52.2 54.4
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, February 23, 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 : 461,698: 59,120 119,804 103,146 242,976 190,823 405,242 413,774: 56,456 47,924
Old : 382,865: 62,095 113,336 75,907 198,548 154,157 336,550 343,400: 46,315 39,465
Other: 78,833: 7,550 16,993 16,715 44,428 36,666 68,693 70,374: 10,140 8,459
: : :
: : Changes in Commitments from: February 16, 2016 :
: -32,518: -6,096 -522 -18,318 -6,617 -15,384 -31,030 -34,224: -1,487 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.9 22.3 52.6 41.3 87.8 89.6: 12.2 10.4
Old : 100.0: 16.2 29.6 19.8 51.9 40.3 87.9 89.7: 12.1 10.3
Other: 100.0: 9.6 21.6 21.2 56.4 46.5 87.1 89.3: 12.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 65 106 104 104 87 239 251:
Old : 309: 82 94 101 102 77 234 237:
Other: 141: 19 43 36 66 38 114 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 23.6 23.6 30.0 12.7 17.4 18.3 22.0
Old : 14.7 23.0 22.7 28.8 13.8 19.1 19.4 24.6
Other: 21.1 32.7 35.0 50.5 19.8 28.0 30.4 37.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 12,818: 1,221 4,637 1,479 7,857 5,046 10,557 11,162: 2,261 1,656
Old : 12,649: 1,305 4,716 1,313 7,829 5,005 10,447 11,033: 2,202 1,616
Other: 169: 80 86 1 28 42 109 129: 60 40
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,631: 13 305 -1,080 -608 -628 -1,674 -1,403: 44 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 36.2 11.5 61.3 39.4 82.4 87.1: 17.6 12.9
Old : 100.0: 10.3 37.3 10.4 61.9 39.6 82.6 87.2: 17.4 12.8
Other: 100.0: 47.3 51.0 0.9 16.6 24.6 64.8 76.5: 35.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 29 20 21 12 51 52:
Old : 75: 17 28 19 21 12 51 51:
Other: 12: 1 5 1 2 4 4 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 : 42.4 36.8 51.3 50.4 42.0 33.8 49.3 45.4
Old : 42.9 37.3 51.9 51.1 42.6 34.2 50.2 46.0
Other: 64.8 53.0 64.8 76.1 63.9 52.1 63.9 75.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,160,928: 193,472 242,014 42,003 779,707 718,558 1,015,183 1,002,575: 145,745 158,353
Old : 1,160,928: 193,472 242,014 42,003 779,707 718,558 1,015,183 1,002,575: 145,745 158,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -68,554: 17,118 4,265 -17,507 -85,528 -55,745 -85,917 -68,986: 17,362 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.8 3.6 67.2 61.9 87.4 86.4: 12.6 13.6
Old : 100.0: 16.7 20.8 3.6 67.2 61.9 87.4 86.4: 12.6 13.6
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 : 254: 51 57 48 99 111 177 190:
Old : 254: 51 57 48 99 111 177 190:
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 18.3 32.9 27.7 21.9 16.7 29.2 25.7
Old : 22.8 18.3 32.9 27.7 21.9 16.7 29.2 25.7
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 23, 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 : 3,515,002: 517,614 446,008 309,687 2,252,996 2,296,739 3,080,297 3,052,433: 434,705 462,568
Old : 3,515,002: 517,614 446,008 309,687 2,252,996 2,296,739 3,080,297 3,052,433: 434,705 462,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -412,626: 42,491 -25,517 -242,094 -230,563 -138,359 -430,166 -405,970: 17,540 -6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.7 8.8 64.1 65.3 87.6 86.8: 12.4 13.2
Old : 100.0: 14.7 12.7 8.8 64.1 65.3 87.6 86.8: 12.4 13.2
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 : 364: 82 80 98 158 173 290 301:
Old : 364: 82 80 98 158 173 290 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 18.7 36.2 26.7 25.3 15.5 31.7 20.5
Old : 27.8 18.7 36.2 26.7 25.3 15.5 31.7 20.5
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 23, 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 : 2,807,833: 301,249 432,026 127,997 2,039,767 1,836,825 2,469,013 2,396,848: 338,820 410,985
Old : 2,807,833: 301,249 432,026 127,997 2,039,767 1,836,825 2,469,013 2,396,848: 338,820 410,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -322,820: 12,070 -51,462 -173,915 -184,349 -156,588 -346,193 -381,965: 23,374 59,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.4 4.6 72.6 65.4 87.9 85.4: 12.1 14.6
Old : 100.0: 10.7 15.4 4.6 72.6 65.4 87.9 85.4: 12.1 14.6
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 : 284: 53 58 64 118 149 204 238:
Old : 284: 53 58 64 118 149 204 238:
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 : 33.3 14.6 42.1 25.0 29.1 14.0 35.7 23.6
Old : 33.3 14.6 42.1 25.0 29.1 14.0 35.7 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 816,828: 29,962 111,380 142,071 622,829 521,580 794,863 775,031: 21,965 41,797
Old : 816,828: 29,962 111,380 142,071 622,829 521,580 794,863 775,031: 21,965 41,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 21,338: -2,259 10,611 1,699 22,028 11,806 21,468 24,116: -130 -2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 13.6 17.4 76.2 63.9 97.3 94.9: 2.7 5.1
Old : 100.0: 3.7 13.6 17.4 76.2 63.9 97.3 94.9: 2.7 5.1
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 : 107: 17 31 35 44 55 83 102:
Old : 107: 17 31 35 44 55 83 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 31.5 64.8 44.0 38.9 16.4 42.0 26.2
Old : 52.6 31.5 64.8 44.0 38.9 16.4 42.0 26.2
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 23, 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 : 31,789: 6,929 5,573 1,410 18,520 17,172 26,859 24,154: 4,930 7,635
Old : 31,789: 6,929 5,573 1,410 18,520 17,172 26,859 24,154: 4,930 7,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,090: 285 -1,481 -778 -2,624 -1,406 -3,117 -3,665: 27 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.5 4.4 58.3 54.0 84.5 76.0: 15.5 24.0
Old : 100.0: 21.8 17.5 4.4 58.3 54.0 84.5 76.0: 15.5 24.0
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 : 86: 19 19 6 33 25 55 47:
Old : 86: 19 19 6 33 25 55 47:
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 : 21.3 22.0 32.7 36.1 19.2 22.0 29.8 35.8
Old : 21.3 22.0 32.7 36.1 19.2 22.0 29.8 35.8
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 23, 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 : 63,578: 13,857 11,145 2,820 37,041 34,343 53,718 48,309: 9,860 15,269
Old : 63,578: 13,857 11,145 2,820 37,041 34,343 53,718 48,309: 9,860 15,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -6,180: 570 -2,962 -1,556 -5,248 -2,811 -6,233 -7,329: 53 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.5 4.4 58.3 54.0 84.5 76.0: 15.5 24.0
Old : 100.0: 21.8 17.5 4.4 58.3 54.0 84.5 76.0: 15.5 24.0
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 : 86: 19 19 6 33 25 55 47:
Old : 86: 19 19 6 33 25 55 47:
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 : 21.3 22.0 32.7 36.1 19.2 22.0 29.8 35.8
Old : 21.3 22.0 32.7 36.1 19.2 22.0 29.8 35.8
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,247: 14,252 15,480 938 1,737 680 16,927 17,098: 320 149
Old : 17,247: 14,252 15,480 938 1,737 680 16,927 17,098: 320 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 947: 420 925 22 600 0 1,042 947: -95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 89.8 5.4 10.1 3.9 98.1 99.1: 1.9 0.9
Old : 100.0: 82.6 89.8 5.4 10.1 3.9 98.1 99.1: 1.9 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 : 28: 13 13 4 2 1 16 17:
Old : 28: 13 13 4 2 1 16 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 : 81.1 60.5 93.6 86.9 77.3 60.2 85.1 85.4
Old : 81.1 60.5 93.6 86.9 77.3 60.2 85.1 85.4
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,694: 21,203 12,357 277 9,105 17,954 30,585 30,588: 109 106
Old : 30,694: 21,203 12,357 277 9,105 17,954 30,585 30,588: 109 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 980: -47 781 0 1,058 187 1,011 968: -31 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 40.3 0.9 29.7 58.5 99.6 99.7: 0.4 0.3
Old : 100.0: 69.1 40.3 0.9 29.7 58.5 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 : 50: 9 17 1 6 20 16 37:
Old : 50: 9 17 1 6 20 16 37:
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 : 83.1 47.1 92.7 66.1 83.1 47.1 92.7 66.1
Old : 83.1 47.1 92.7 66.1 83.1 47.1 92.7 66.1
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 23, 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 : 40,086: 36,294 13,703 0 3,659 26,286 39,953 39,989: 133 97
Old : 40,086: 36,294 13,703 0 3,659 26,286 39,953 39,989: 133 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,361: 2,608 448 0 -310 1,886 2,298 2,334: 63 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 34.2 0.0 9.1 65.6 99.7 99.8: 0.3 0.2
Old : 100.0: 90.5 34.2 0.0 9.1 65.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 12 0 4 14 14 26:
Old : 38: 10 12 0 4 14 14 26:
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 : 92.8 69.5 98.2 86.7 92.8 69.5 97.6 86.7
Old : 92.8 69.5 98.2 86.7 92.8 69.5 97.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016