WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 15, 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 : 378,364: 96,169 147,540 73,940 171,479 114,131 341,588 335,611: 36,776 42,753
Old : 336,021: 91,981 145,348 58,350 152,295 95,122 302,626 298,820: 33,395 37,201
Other: 42,343: 16,114 14,118 3,664 19,184 19,009 38,962 36,791: 3,381 5,552
: : :
: : Changes in Commitments from: September 8, 2015 :
: 12,989: 5,489 1,709 3,545 3,233 7,950 12,267 13,204: 722 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 39.0 19.5 45.3 30.2 90.3 88.7: 9.7 11.3
Old : 100.0: 27.4 43.3 17.4 45.3 28.3 90.1 88.9: 9.9 11.1
Other: 100.0: 38.1 33.3 8.7 45.3 44.9 92.0 86.9: 8.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 119 117 119 90 98 280 278:
Old : 375: 124 114 107 88 92 267 266:
Other: 152: 39 29 20 45 53 96 95:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 12.5 22.8 23.3 13.5 11.1 22.4 18.1
Old : 14.7 13.7 24.5 23.6 14.5 13.6 23.8 21.5
Other: 40.6 36.1 52.4 52.9 39.9 35.5 51.6 52.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 15, 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 : 186,652: 63,089 71,632 18,191 86,183 73,052 167,463 162,875: 19,189 23,777
Old : 163,512: 63,917 71,294 12,627 69,469 59,900 146,013 143,821: 17,499 19,691
Other: 23,140: 3,895 5,061 841 16,714 13,152 21,450 19,054: 1,690 4,086
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,481: 788 649 3,404 -640 -262 3,552 3,791: 929 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 38.4 9.7 46.2 39.1 89.7 87.3: 10.3 12.7
Old : 100.0: 39.1 43.6 7.7 42.5 36.6 89.3 88.0: 10.7 12.0
Other: 100.0: 16.8 21.9 3.6 72.2 56.8 92.7 82.3: 7.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 56 62 45 70 71 150 160:
Old : 220: 57 61 40 64 65 140 151:
Other: 98: 16 16 6 29 49 50 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.1 28.9 28.9 16.3 16.3 26.4 24.9
Old : 18.7 22.8 30.2 32.9 18.6 22.8 30.0 32.7
Other: 53.7 23.2 68.6 37.9 52.5 22.0 67.4 34.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 15, 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 : 1,248,454: 400,024 270,060 144,301 585,538 642,547 1,129,863 1,056,908: 118,591 191,546
Old : 1,167,237: 397,359 282,311 117,201 545,495 592,429 1,060,055 991,941: 107,182 175,296
Other: 81,217: 28,254 13,338 1,511 40,043 50,118 69,808 64,967: 11,409 16,250
: : :
: : Changes in Commitments from: September 8, 2015 :
: 23,209: 7,527 -17,230 6,792 85 35,434 14,404 24,996: 8,805 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 21.6 11.6 46.9 51.5 90.5 84.7: 9.5 15.3
Old : 100.0: 34.0 24.2 10.0 46.7 50.8 90.8 85.0: 9.2 15.0
Other: 100.0: 34.8 16.4 1.9 49.3 61.7 86.0 80.0: 14.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 701: 166 145 144 223 306 471 531:
Old : 695: 159 149 134 219 302 455 523:
Other: 312: 49 35 12 69 181 122 226:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.0 20.2 19.1 10.3 9.4 17.6 15.4
Old : 12.5 11.7 21.3 19.0 10.8 10.5 18.6 16.9
Other: 23.6 31.6 38.2 41.9 23.6 30.7 38.2 40.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 15, 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 : 9,140: 1,957 2,627 657 4,429 3,904 7,043 7,188: 2,097 1,952
Old : 9,140: 1,957 2,627 657 4,429 3,904 7,043 7,188: 2,097 1,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 257: 521 -102 0 -326 416 195 314: 62 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 28.7 7.2 48.5 42.7 77.1 78.6: 22.9 21.4
Old : 100.0: 21.4 28.7 7.2 48.5 42.7 77.1 78.6: 22.9 21.4
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 : 41: 10 10 2 18 10 28 22:
Old : 41: 10 10 2 18 10 28 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 : 40.8 50.1 56.1 64.0 34.0 45.6 47.7 55.7
Old : 40.8 50.1 56.1 64.0 34.0 45.6 47.7 55.7
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, September 15, 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 : 669,738: 173,129 146,072 115,920 331,692 333,607 620,741 595,599: 48,997 74,139
Old : 647,007: 174,814 145,157 110,928 315,834 320,735 601,576 576,820: 45,431 70,187
Other: 22,731: 2,796 5,396 511 15,858 12,872 19,165 18,779: 3,566 3,952
: : :
: : Changes in Commitments from: September 8, 2015 :
: 15,060: 2,853 10,621 6,931 4,212 -229 13,996 17,323: 1,064 -2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.8 17.3 49.5 49.8 92.7 88.9: 7.3 11.1
Old : 100.0: 27.0 22.4 17.1 48.8 49.6 93.0 89.2: 7.0 10.8
Other: 100.0: 12.3 23.7 2.2 69.8 56.6 84.3 82.6: 15.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 155 182 172 152 183 405 466:
Old : 582: 153 188 161 149 182 393 462:
Other: 195: 37 38 17 43 85 89 135:
:----------------------------------------------------------------------------------------------------
: 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 16.6 24.4 25.1 12.6 16.0 19.6 22.6
Old : 16.7 16.3 24.3 24.7 12.4 15.6 19.3 22.5
Other: 42.4 53.6 53.0 63.4 42.4 52.9 52.9 62.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 15, 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 : 416,427: 117,922 110,633 80,033 186,851 193,750 384,806 384,416: 31,621 32,011
Old : 398,750: 120,671 111,331 71,492 177,217 184,529 369,380 367,352: 29,370 31,398
Other: 17,677: 2,266 4,317 3,526 9,634 9,221 15,426 17,064: 2,251 613
: : :
: : Changes in Commitments from: September 8, 2015 :
: 6,031: 2,418 7,698 -393 5,278 -1,343 7,303 5,962: -1,272 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 26.6 19.2 44.9 46.5 92.4 92.3: 7.6 7.7
Old : 100.0: 30.3 27.9 17.9 44.4 46.3 92.6 92.1: 7.4 7.9
Other: 100.0: 12.8 24.4 19.9 54.5 52.2 87.3 96.5: 12.7 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 98 88 110 87 64 252 223:
Old : 316: 104 88 108 86 63 250 221:
Other: 64: 10 17 13 29 11 49 35:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 25.8 16.1 32.7 8.2 23.8 15.4 29.6
Old : 9.1 25.9 16.6 32.4 8.4 24.3 15.9 30.1
Other: 24.6 46.1 41.9 70.5 18.6 42.4 33.6 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 15, 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 : 519,524: 74,131 64,642 9,411 296,861 312,035 380,403 386,088: 139,121 133,436
Old : 519,524: 74,131 64,642 9,411 296,861 312,035 380,403 386,088: 139,121 133,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 10,146: 17,902 105 -2,602 -4,612 9,302 10,688 6,805: -542 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.4 1.8 57.1 60.1 73.2 74.3: 26.8 25.7
Old : 100.0: 14.3 12.4 1.8 57.1 60.1 73.2 74.3: 26.8 25.7
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 : 150: 29 28 15 71 68 108 103:
Old : 150: 29 28 15 71 68 108 103:
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 : 23.4 23.6 32.1 33.2 21.1 22.3 27.5 29.7
Old : 23.4 23.6 32.1 33.2 21.1 22.3 27.5 29.7
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 - Futures Only, September 15, 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 : 625,599: 56,140 109,483 29,242 423,355 389,733 508,737 528,458: 116,862 97,141
Old : 625,599: 56,140 109,483 29,242 423,355 389,733 508,737 528,458: 116,862 97,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 10,291: 2,794 5,149 -4,778 13,202 15,127 11,218 15,498: -927 -5,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.5 4.7 67.7 62.3 81.3 84.5: 18.7 15.5
Old : 100.0: 9.0 17.5 4.7 67.7 62.3 81.3 84.5: 18.7 15.5
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 : 98: 13 15 13 52 51 72 72:
Old : 98: 13 15 13 52 51 72 72:
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 : 24.7 42.6 40.5 52.9 23.4 39.5 35.2 49.0
Old : 24.7 42.6 40.5 52.9 23.4 39.5 35.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 15, 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 : 4,822: 1,233 34 770 2,491 3,697 4,494 4,501: 328 321
Old : 4,822: 1,233 34 770 2,491 3,697 4,494 4,501: 328 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 21: -140 -28 105 62 -80 27 -3: -6 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 0.7 16.0 51.7 76.7 93.2 93.3: 6.8 6.7
Old : 100.0: 25.6 0.7 16.0 51.7 76.7 93.2 93.3: 6.8 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 : 31: 14 1 5 12 14 27 20:
Old : 31: 14 1 5 12 14 27 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 : 45.4 54.4 64.4 72.7 29.8 39.1 38.9 46.8
Old : 45.4 54.4 64.4 72.7 29.8 39.1 38.9 46.8
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, September 15, 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 : 390,928: 120,774 43,025 50,700 165,962 267,496 337,436 361,221: 53,492 29,707
Old : 371,877: 121,578 41,414 45,362 154,349 257,322 321,289 344,098: 50,588 27,779
Other: 19,051: 891 3,306 3,643 11,613 10,174 16,147 17,123: 2,904 1,928
: : :
: : Changes in Commitments from: September 8, 2015 :
: 12,723: 3,668 -3,974 3,895 2,633 15,464 10,196 15,385: 2,527 -2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.0 13.0 42.5 68.4 86.3 92.4: 13.7 7.6
Old : 100.0: 32.7 11.1 12.2 41.5 69.2 86.4 92.5: 13.6 7.5
Other: 100.0: 4.7 17.4 19.1 61.0 53.4 84.8 89.9: 15.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 94 58 89 96 93 244 206:
Old : 291: 102 56 88 96 92 244 204:
Other: 76: 12 15 13 37 20 60 39:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 36.7 18.3 45.0 10.6 30.8 15.9 38.0
Old : 11.5 37.2 18.0 45.6 10.7 31.9 16.2 39.5
Other: 31.7 34.6 47.3 55.1 28.9 27.2 38.3 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 15, 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 : 10,703: 2,070 3,502 865 5,211 5,239 8,146 9,606: 2,557 1,097
Old : 10,684: 2,069 3,515 851 5,211 5,239 8,131 9,605: 2,553 1,079
Other: 19: 15 1 0 0 0 15 1: 4 18
: : :
: : Changes in Commitments from: September 8, 2015 :
: 831: 517 -27 2 127 847 646 822: 185 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 32.7 8.1 48.7 48.9 76.1 89.8: 23.9 10.2
Old : 100.0: 19.4 32.9 8.0 48.8 49.0 76.1 89.9: 23.9 10.1
Other: 100.0: 78.9 5.3 0.0 0.0 0.0 78.9 5.3: 21.1 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 19 16 18 12 50 40:
Old : 68: 20 19 16 18 12 50 40:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 41.4 46.6 56.5 36.8 41.3 43.8 54.9
Old : 38.0 41.5 46.7 56.6 36.8 41.4 43.9 55.0
Other: 78.9 5.3 78.9 5.3 78.9 5.3 78.9 5.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 15, 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 : 1,148,345: 306,595 280,916 24,760 693,718 712,391 1,025,073 1,018,067: 123,272 130,278
Old : 1,148,345: 306,595 280,916 24,760 693,718 712,391 1,025,073 1,018,067: 123,272 130,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -617: -12,952 19,426 -2,612 11,849 -9,372 -3,715 7,442: 3,098 -8,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.5 2.2 60.4 62.0 89.3 88.7: 10.7 11.3
Old : 100.0: 26.7 24.5 2.2 60.4 62.0 89.3 88.7: 10.7 11.3
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 : 275: 54 63 26 85 125 152 201:
Old : 275: 54 63 26 85 125 152 201:
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 : 20.9 18.8 34.0 27.8 20.8 18.8 33.4 27.0
Old : 20.9 18.8 34.0 27.8 20.8 18.8 33.4 27.0
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, September 15, 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 : 2,731,653: 380,129 419,607 85,499 1,937,155 1,798,824 2,402,783 2,303,930: 328,870 427,723
Old : 2,731,653: 380,129 419,607 85,499 1,937,155 1,798,824 2,402,783 2,303,930: 328,870 427,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -44,899: -27,691 -12,139 4,929 -11,983 -22,247 -34,745 -29,457: -10,154 -15,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.4 3.1 70.9 65.9 88.0 84.3: 12.0 15.7
Old : 100.0: 13.9 15.4 3.1 70.9 65.9 88.0 84.3: 12.0 15.7
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 : 368: 80 71 47 157 160 267 248:
Old : 368: 80 71 47 157 160 267 248:
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 : 34.7 21.8 43.5 30.0 32.3 20.0 39.4 26.3
Old : 34.7 21.8 43.5 30.0 32.3 20.0 39.4 26.3
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, September 15, 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 : 2,251,548: 319,885 485,393 66,125 1,594,095 1,345,121 1,980,105 1,896,639: 271,443 354,909
Old : 2,251,548: 319,885 485,393 66,125 1,594,095 1,345,121 1,980,105 1,896,639: 271,443 354,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -71,727: -71,760 -42,788 3,125 25,415 -32,357 -43,220 -72,020: -28,507 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 21.6 2.9 70.8 59.7 87.9 84.2: 12.1 15.8
Old : 100.0: 14.2 21.6 2.9 70.8 59.7 87.9 84.2: 12.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 45 69 35 100 139 165 223:
Old : 283: 45 69 35 100 139 165 223:
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 : 27.7 17.4 40.7 26.2 24.1 16.2 34.1 23.1
Old : 27.7 17.4 40.7 26.2 24.1 16.2 34.1 23.1
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, September 15, 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 : 944,844: 140,403 113,926 147,487 628,948 618,033 916,838 879,446: 28,006 65,398
Old : 944,844: 140,403 113,926 147,487 628,948 618,033 916,838 879,446: 28,006 65,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 110,303: 79,692 -12,270 10,424 18,807 103,975 108,923 102,129: 1,380 8,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.1 15.6 66.6 65.4 97.0 93.1: 3.0 6.9
Old : 100.0: 14.9 12.1 15.6 66.6 65.4 97.0 93.1: 3.0 6.9
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 : 134: 13 35 31 58 75 93 125:
Old : 134: 13 35 31 58 75 93 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 17.7 57.6 28.0 33.2 14.0 43.6 21.1
Old : 37.8 17.7 57.6 28.0 33.2 14.0 43.6 21.1
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, September 15, 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 : 48,589: 10,586 12,129 1,879 30,886 25,054 43,351 39,062: 5,239 9,528
Old : 48,589: 10,586 12,129 1,879 30,886 25,054 43,351 39,062: 5,239 9,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,969: 449 947 -16 4,536 2,777 4,970 3,708: -1 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 25.0 3.9 63.6 51.6 89.2 80.4: 10.8 19.6
Old : 100.0: 21.8 25.0 3.9 63.6 51.6 89.2 80.4: 10.8 19.6
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 : 93: 18 26 8 37 27 60 57:
Old : 93: 18 26 8 37 27 60 57:
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 : 32.8 36.0 48.2 52.8 27.3 35.1 40.2 45.5
Old : 32.8 36.0 48.2 52.8 27.3 35.1 40.2 45.5
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, September 15, 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 : 97,178: 21,171 24,258 3,758 61,772 50,107 86,701 78,123: 10,477 19,055
Old : 97,178: 21,171 24,258 3,758 61,772 50,107 86,701 78,123: 10,477 19,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 9,938: 898 1,893 -31 9,072 5,553 9,939 7,415: -1 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 25.0 3.9 63.6 51.6 89.2 80.4: 10.8 19.6
Old : 100.0: 21.8 25.0 3.9 63.6 51.6 89.2 80.4: 10.8 19.6
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 : 93: 18 26 8 37 27 60 57:
Old : 93: 18 26 8 37 27 60 57:
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 : 32.8 36.0 48.2 52.8 27.3 35.1 40.2 45.5
Old : 32.8 36.0 48.2 52.8 27.3 35.1 40.2 45.5
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, September 15, 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 : 26,882: 20,359 21,195 3,566 2,574 678 26,499 25,439: 383 1,443
Old : 26,882: 20,359 21,195 3,566 2,574 678 26,499 25,439: 383 1,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 5,616: 1,994 1,125 3,099 500 0 5,593 4,224: 23 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 78.8 13.3 9.6 2.5 98.6 94.6: 1.4 5.4
Old : 100.0: 75.7 78.8 13.3 9.6 2.5 98.6 94.6: 1.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 21 14 5 2 1 25 18:
Old : 37: 21 14 5 2 1 25 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 : 60.4 67.9 81.8 87.1 55.2 56.6 73.3 74.1
Old : 60.4 67.9 81.8 87.1 55.2 56.6 73.3 74.1
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, September 15, 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 : 44,067: 32,565 24,044 26 10,624 19,961 43,215 44,031: 852 36
Old : 44,067: 32,565 24,044 26 10,624 19,961 43,215 44,031: 852 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -17,056: -9,608 -5,661 -781 -6,671 -10,588 -17,060 -17,030: 4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 54.6 0.1 24.1 45.3 98.1 99.9: 1.9 0.1
Old : 100.0: 73.9 54.6 0.1 24.1 45.3 98.1 99.9: 1.9 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 : 48: 7 20 2 5 16 12 38:
Old : 48: 7 20 2 5 16 12 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 53.2 94.5 72.3 85.7 53.2 94.4 72.3
Old : 85.8 53.2 94.5 72.3 85.7 53.2 94.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 15, 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 : 36,463: 22,074 14,531 0 14,138 21,832 36,212 36,363: 251 100
Old : 36,463: 22,074 14,531 0 14,138 21,832 36,212 36,363: 251 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -505: -2,309 530 -2,705 4,515 1,637 -499 -538: -6 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 39.9 0.0 38.8 59.9 99.3 99.7: 0.7 0.3
Old : 100.0: 60.5 39.9 0.0 38.8 59.9 99.3 99.7: 0.7 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 : 36: 6 14 0 4 13 10 27:
Old : 36: 6 14 0 4 13 10 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 : 95.6 69.9 99.2 83.3 95.6 69.9 99.2 83.3
Old : 95.6 69.9 99.2 83.3 95.6 69.9 99.2 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015