WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 372,290: 105,381 119,973 74,597 157,956 133,537 337,934 328,107: 34,356 44,183
Old : 340,201: 98,051 119,977 64,435 146,444 116,386 308,930 300,798: 31,271 39,403
Other: 32,089: 15,765 8,431 1,727 11,512 17,151 29,004 27,309: 3,085 4,780
: : :
: : Changes in Commitments from: August 18, 2015 :
: -42,997: -14,885 -7,926 -19,681 -8,559 -16,223 -43,125 -43,830: 128 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 32.2 20.0 42.4 35.9 90.8 88.1: 9.2 11.9
Old : 100.0: 28.8 35.3 18.9 43.0 34.2 90.8 88.4: 9.2 11.6
Other: 100.0: 49.1 26.3 5.4 35.9 53.4 90.4 85.1: 9.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 117 107 117 85 98 277 259:
Old : 365: 122 101 110 85 97 269 257:
Other: 138: 30 34 11 34 49 71 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 : 14.0 11.1 23.6 21.2 13.7 10.5 23.3 18.3
Old : 14.7 12.2 24.9 23.1 14.3 11.5 24.5 20.9
Other: 47.0 36.0 58.8 51.9 47.0 35.4 58.7 50.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,037: 62,134 70,622 18,127 85,533 73,275 165,794 162,024: 21,243 25,013
Old : 168,817: 63,743 70,669 12,910 71,843 63,813 148,496 147,392: 20,321 21,425
Other: 18,220: 3,126 4,688 482 13,690 9,462 17,298 14,632: 922 3,588
: : :
: : Changes in Commitments from: August 18, 2015 :
: -13,364: -1,781 1,077 -8,252 -2,889 -5,931 -12,922 -13,106: -442 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 37.8 9.7 45.7 39.2 88.6 86.6: 11.4 13.4
Old : 100.0: 37.8 41.9 7.6 42.6 37.8 88.0 87.3: 12.0 12.7
Other: 100.0: 17.2 25.7 2.6 75.1 51.9 94.9 80.3: 5.1 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 54 58 44 70 65 148 150:
Old : 209: 55 59 40 69 62 145 144:
Other: 82: 11 16 8 25 40 43 58:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 19.6 28.3 29.0 16.5 15.9 26.3 24.7
Old : 18.2 21.7 28.7 32.1 18.2 21.6 28.6 31.4
Other: 62.5 26.7 76.8 43.4 62.4 25.7 76.5 40.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,296,742: 399,014 247,554 162,299 621,287 676,499 1,182,600 1,086,352: 114,142 210,390
Old : 127,210: 46,481 24,612 1,365 54,199 85,873 102,045 111,850: 25,165 15,360
Other: 1,169,532: 394,787 265,196 118,680 567,088 590,626 1,080,555 974,502: 88,977 195,030
: : :
: : Changes in Commitments from: August 18, 2015 :
: -79,794: -36,926 -27,675 -27,018 -13,330 -30,760 -77,274 -85,453: -2,520 5,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 19.1 12.5 47.9 52.2 91.2 83.8: 8.8 16.2
Old : 100.0: 36.5 19.3 1.1 42.6 67.5 80.2 87.9: 19.8 12.1
Other: 100.0: 33.8 22.7 10.1 48.5 50.5 92.4 83.3: 7.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 157 151 158 299 312 547 555:
Old : 388: 64 35 2 183 138 249 173:
Other: 707: 149 168 133 217 307 442 541:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.7 18.6 18.7 9.3 7.6 16.5 13.3
Old : 20.8 41.0 30.7 54.4 20.8 41.0 30.7 54.0
Other: 11.8 9.4 20.6 16.6 10.3 7.4 18.2 13.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,940: 1,123 2,631 247 4,537 3,009 5,907 5,887: 2,033 2,053
Old : 7,940: 1,123 2,631 247 4,537 3,009 5,907 5,887: 2,033 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -868: -163 -134 119 -851 -825 -895 -840: 27 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 33.1 3.1 57.1 37.9 74.4 74.1: 25.6 25.9
Old : 100.0: 14.1 33.1 3.1 57.1 37.9 74.4 74.1: 25.6 25.9
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 : 39: 9 10 2 17 10 26 22:
Old : 39: 9 10 2 17 10 26 22:
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 : 40.3 47.6 53.8 58.4 38.7 45.9 50.2 56.6
Old : 40.3 47.6 53.8 58.4 38.7 45.9 50.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 655,907: 161,116 114,205 113,026 335,332 346,931 609,474 574,162: 46,433 81,745
Old : 634,290: 158,787 111,959 110,232 321,745 333,709 590,764 555,900: 43,526 78,390
Other: 21,617: 4,287 4,204 836 13,587 13,222 18,710 18,262: 2,907 3,355
: : :
: : Changes in Commitments from: August 18, 2015 :
: -2,456: -11,383 9,282 3,957 4,221 -23,427 -3,205 -10,188: 749 7,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.4 17.2 51.1 52.9 92.9 87.5: 7.1 12.5
Old : 100.0: 25.0 17.7 17.4 50.7 52.6 93.1 87.6: 6.9 12.4
Other: 100.0: 19.8 19.4 3.9 62.9 61.2 86.6 84.5: 13.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 147 161 159 148 184 381 447:
Old : 553: 143 165 156 146 184 373 446:
Other: 190: 39 35 16 39 80 88 128:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 16.4 24.8 25.1 13.0 15.0 19.5 20.7
Old : 17.5 15.5 25.0 24.3 13.1 14.3 19.6 20.0
Other: 35.1 59.2 47.3 67.9 35.1 58.4 47.2 66.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 407,744: 115,342 99,784 76,173 187,261 199,247 378,776 375,204: 28,968 32,540
Old : 23,367: 5,523 5,124 26 15,534 15,928 21,083 21,078: 2,284 2,289
Other: 384,377: 115,178 100,019 70,788 171,727 183,319 357,693 354,126: 26,684 30,251
: : :
: : Changes in Commitments from: August 18, 2015 :
: 19,500: -5,505 -6,345 13,521 10,682 10,837 18,698 18,013: 802 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 24.5 18.7 45.9 48.9 92.9 92.0: 7.1 8.0
Old : 100.0: 23.6 21.9 0.1 66.5 68.2 90.2 90.2: 9.8 9.8
Other: 100.0: 30.0 26.0 18.4 44.7 47.7 93.1 92.1: 6.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 97 74 99 87 65 240 212:
Old : 87: 20 16 2 32 22 53 39:
Other: 304: 98 79 95 86 62 235 206:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 26.6 16.2 33.9 8.7 24.5 15.7 31.3
Old : 43.7 44.4 59.4 61.7 43.7 44.4 59.4 61.4
Other: 9.4 25.9 16.7 33.4 9.0 23.8 16.2 30.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 554,294: 55,406 62,597 11,008 343,162 334,670 409,576 408,275: 144,718 146,019
Old : 554,294: 55,406 62,597 11,008 343,162 334,670 409,576 408,275: 144,718 146,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 28,356: -15,568 3,398 3,605 22,836 13,282 10,873 20,285: 17,483 8,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.3 2.0 61.9 60.4 73.9 73.7: 26.1 26.3
Old : 100.0: 10.0 11.3 2.0 61.9 60.4 73.9 73.7: 26.1 26.3
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 : 138: 32 21 16 63 67 99 100:
Old : 138: 32 21 16 63 67 99 100:
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 : 24.5 19.8 33.9 30.5 22.1 16.5 28.6 23.4
Old : 24.5 19.8 33.9 30.5 22.1 16.5 28.6 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 620,639: 57,034 101,652 14,172 415,570 397,973 486,776 513,797: 133,863 106,842
Old : 620,639: 57,034 101,652 14,172 415,570 397,973 486,776 513,797: 133,863 106,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 9,498: 1,664 6,988 2,793 -5,655 -12,722 -1,198 -2,941: 10,696 12,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.4 2.3 67.0 64.1 78.4 82.8: 21.6 17.2
Old : 100.0: 9.2 16.4 2.3 67.0 64.1 78.4 82.8: 21.6 17.2
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 : 96: 15 14 13 50 50 71 71:
Old : 96: 15 14 13 50 50 71 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 : 22.2 39.1 36.4 50.3 20.6 38.4 31.1 47.1
Old : 22.2 39.1 36.4 50.3 20.6 38.4 31.1 47.1
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,089: 1,333 59 788 2,617 3,900 4,738 4,747: 351 342
Old : 5,089: 1,333 59 788 2,617 3,900 4,738 4,747: 351 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -422: -269 53 -245 89 -164 -425 -356: 3 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.2 15.5 51.4 76.6 93.1 93.3: 6.9 6.7
Old : 100.0: 26.2 1.2 15.5 51.4 76.6 93.1 93.3: 6.9 6.7
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 : 32: 12 2 6 13 14 28 21:
Old : 32: 12 2 6 13 14 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 51.0 67.7 70.8 34.2 42.1 44.8 53.7
Old : 49.0 51.0 67.7 70.8 34.2 42.1 44.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 390,236: 121,815 39,037 51,065 166,480 267,743 339,360 357,845: 50,876 32,391
Old : 31,181: 8,752 2,901 2 16,951 23,987 25,705 26,890: 5,476 4,291
Other: 359,055: 121,830 44,903 42,296 149,529 243,756 313,655 330,955: 45,400 28,100
: : :
: : Changes in Commitments from: August 18, 2015 :
: 3,596: -6,775 -11,832 2,927 7,670 10,504 3,822 1,599: -226 1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.0 13.1 42.7 68.6 87.0 91.7: 13.0 8.3
Old : 100.0: 28.1 9.3 0.0 54.4 76.9 82.4 86.2: 17.6 13.8
Other: 100.0: 33.9 12.5 11.8 41.6 67.9 87.4 92.2: 12.6 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 97 49 90 92 87 242 193:
Old : 119: 33 10 2 32 47 66 58:
Other: 278: 100 56 85 91 81 237 185:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 36.9 18.3 45.5 10.9 32.7 16.5 39.9
Old : 26.8 46.5 43.9 57.1 26.0 46.3 43.1 56.9
Other: 11.5 36.4 18.2 45.3 11.3 31.8 17.0 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,434: 1,268 3,329 2,500 5,135 4,406 8,903 10,235: 2,531 1,199
Old : 11,434: 1,268 3,329 2,500 5,135 4,406 8,903 10,235: 2,531 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,246: -191 -729 786 719 1,343 1,314 1,400: -68 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 29.1 21.9 44.9 38.5 77.9 89.5: 22.1 10.5
Old : 100.0: 11.1 29.1 21.9 44.9 38.5 77.9 89.5: 22.1 10.5
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 : 66: 15 20 24 16 11 51 46:
Old : 66: 15 20 24 16 11 51 46:
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 : 34.4 37.1 45.1 51.2 31.9 33.4 38.4 43.2
Old : 34.4 37.1 45.1 51.2 31.9 33.4 38.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,363,711: 400,477 258,159 32,882 796,154 906,267 1,229,513 1,197,308: 134,198 166,403
Old : 1,363,711: 400,477 258,159 32,882 796,154 906,267 1,229,513 1,197,308: 134,198 166,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -17,519: -27,916 -61,390 8,085 -23,017 16,436 -42,848 -36,869: 25,329 19,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 18.9 2.4 58.4 66.5 90.2 87.8: 9.8 12.2
Old : 100.0: 29.4 18.9 2.4 58.4 66.5 90.2 87.8: 9.8 12.2
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 : 287: 59 60 35 98 138 176 214:
Old : 287: 59 60 35 98 138 176 214:
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 : 20.6 19.8 32.3 30.3 20.5 18.5 31.6 26.7
Old : 20.6 19.8 32.3 30.3 20.5 18.5 31.6 26.7
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,025,581: 395,247 393,934 103,314 2,094,744 2,003,915 2,593,305 2,501,163: 432,276 524,418
Old : 3,025,581: 395,247 393,934 103,314 2,094,744 2,003,915 2,593,305 2,501,163: 432,276 524,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 69,806: -58,407 -52,419 21,296 -10,974 20,774 -48,085 -10,349: 117,891 80,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.0 3.4 69.2 66.2 85.7 82.7: 14.3 17.3
Old : 100.0: 13.1 13.0 3.4 69.2 66.2 85.7 82.7: 14.3 17.3
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 : 352: 77 76 68 146 158 261 265:
Old : 352: 77 76 68 146 158 261 265:
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 : 33.9 20.6 42.3 29.7 32.0 17.3 37.9 23.5
Old : 33.9 20.6 42.3 29.7 32.0 17.3 37.9 23.5
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,515,839: 426,801 559,090 108,515 1,661,711 1,435,259 2,197,027 2,102,864: 318,812 412,975
Old : 2,515,839: 426,801 559,090 108,515 1,661,711 1,435,259 2,197,027 2,102,864: 318,812 412,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 164,840: 12,122 41,950 14,256 85,700 65,379 112,078 121,585: 52,762 43,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.2 4.3 66.0 57.0 87.3 83.6: 12.7 16.4
Old : 100.0: 17.0 22.2 4.3 66.0 57.0 87.3 83.6: 12.7 16.4
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 : 279: 47 66 36 104 133 175 211:
Old : 279: 47 66 36 104 133 175 211:
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 : 25.9 14.1 38.5 22.6 22.8 14.1 30.8 20.1
Old : 25.9 14.1 38.5 22.6 22.8 14.1 30.8 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 892,199: 51,132 133,746 132,211 687,692 576,444 871,035 842,401: 21,164 49,798
Old : 892,199: 51,132 133,746 132,211 687,692 576,444 871,035 842,401: 21,164 49,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 31,295: -1,087 -13,859 10,465 21,577 34,908 30,955 31,514: 340 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 15.0 14.8 77.1 64.6 97.6 94.4: 2.4 5.6
Old : 100.0: 5.7 15.0 14.8 77.1 64.6 97.6 94.4: 2.4 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 : 127: 17 35 32 56 67 92 119:
Old : 127: 17 35 32 56 67 92 119:
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 : 45.5 21.0 59.5 33.6 32.1 13.3 37.2 20.7
Old : 45.5 21.0 59.5 33.6 32.1 13.3 37.2 20.7
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,395: 9,798 17,726 556 29,148 21,202 39,502 39,484: 6,894 6,912
Old : 46,395: 9,798 17,726 556 29,148 21,202 39,502 39,484: 6,894 6,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -329: -491 2,204 -662 -507 -1,032 -1,659 511: 1,331 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 38.2 1.2 62.8 45.7 85.1 85.1: 14.9 14.9
Old : 100.0: 21.1 38.2 1.2 62.8 45.7 85.1 85.1: 14.9 14.9
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 : 87: 17 27 7 33 18 55 47:
Old : 87: 17 27 7 33 18 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 : 30.5 44.1 44.5 59.8 30.5 43.5 44.5 59.2
Old : 30.5 44.1 44.5 59.8 30.5 43.5 44.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,790: 19,596 35,452 1,111 58,296 42,404 79,003 78,967: 13,787 13,823
Old : 92,790: 19,596 35,452 1,111 58,296 42,404 79,003 78,967: 13,787 13,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -657: -982 4,407 -1,323 -1,013 -2,063 -3,318 1,021: 2,661 -1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 38.2 1.2 62.8 45.7 85.1 85.1: 14.9 14.9
Old : 100.0: 21.1 38.2 1.2 62.8 45.7 85.1 85.1: 14.9 14.9
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 : 87: 17 27 7 33 18 55 47:
Old : 87: 17 27 7 33 18 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 : 30.5 44.1 44.5 59.8 30.5 43.5 44.5 59.2
Old : 30.5 44.1 44.5 59.8 30.5 43.5 44.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,270: 18,356 20,475 63 2,420 678 20,839 21,216: 431 54
Old : 21,270: 18,356 20,475 63 2,420 678 20,839 21,216: 431 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -265: -723 -284 17 400 0 -306 -267: 41 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 96.3 0.3 11.4 3.2 98.0 99.7: 2.0 0.3
Old : 100.0: 86.3 96.3 0.3 11.4 3.2 98.0 99.7: 2.0 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 : 34: 20 12 1 2 1 22 14:
Old : 34: 20 12 1 2 1 22 14:
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 : 59.9 73.3 82.8 95.4 59.6 73.3 82.5 93.9
Old : 59.9 73.3 82.8 95.4 59.6 73.3 82.5 93.9
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,008: 39,859 30,670 21 13,288 23,250 53,168 53,941: 840 67
Old : 54,008: 39,859 30,670 21 13,288 23,250 53,168 53,941: 840 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -372: -469 8 0 -656 -385 -1,125 -377: 753 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 56.8 0.0 24.6 43.0 98.4 99.9: 1.6 0.1
Old : 100.0: 73.8 56.8 0.0 24.6 43.0 98.4 99.9: 1.6 0.1
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 : 47: 6 19 1 5 17 11 37:
Old : 47: 6 19 1 5 17 11 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 : 90.7 55.4 96.2 72.4 90.7 55.4 96.2 72.4
Old : 90.7 55.4 96.2 72.4 90.7 55.4 96.2 72.4
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 - Futures Only, August 25, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,914: 24,136 15,320 2,068 11,474 20,421 37,678 37,809: 236 105
Old : 37,914: 24,136 15,320 2,068 11,474 20,421 37,678 37,809: 236 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -242: -469 -770 -31 210 545 -290 -256: 48 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 40.4 5.5 30.3 53.9 99.4 99.7: 0.6 0.3
Old : 100.0: 63.7 40.4 5.5 30.3 53.9 99.4 99.7: 0.6 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 : 38: 6 17 2 5 11 12 29:
Old : 38: 6 17 2 5 11 12 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.6 66.2 98.8 81.1 89.3 66.2 93.5 78.1
Old : 94.6 66.2 98.8 81.1 89.3 66.2 93.5 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015