WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 03, 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 : 387,520: 103,632 134,671 83,019 169,468 129,494 356,119 347,184: 31,401 40,336
Old : 326,896: 103,454 129,492 58,646 138,345 104,931 300,445 293,069: 26,451 33,827
Other: 60,624: 19,082 24,083 5,469 31,123 24,563 55,674 54,115: 4,950 6,509
: : :
: : Changes in Commitments from: October 27, 2015 :
: -2,266: 4,219 -9,213 -2,280 471 9,808 2,410 -1,685: -4,676 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 34.8 21.4 43.7 33.4 91.9 89.6: 8.1 10.4
Old : 100.0: 31.6 39.6 17.9 42.3 32.1 91.9 89.7: 8.1 10.3
Other: 100.0: 31.5 39.7 9.0 51.3 40.5 91.8 89.3: 8.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 108 139 135 95 106 293 310:
Old : 400: 123 127 117 91 101 278 293:
Other: 196: 51 48 29 53 61 121 127:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.4 21.3 20.0 12.5 9.4 20.7 16.2
Old : 11.9 13.0 20.8 22.7 11.7 11.1 19.9 18.3
Other: 36.8 17.9 47.7 33.3 36.8 17.6 46.0 31.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 03, 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 : 199,860: 60,134 80,358 24,215 93,832 69,435 178,181 174,008: 21,679 25,852
Old : 165,324: 60,126 79,682 14,624 72,594 50,559 147,344 144,865: 17,980 20,459
Other: 34,536: 8,650 9,318 949 21,238 18,876 30,837 29,143: 3,699 5,393
: : :
: : Changes in Commitments from: October 27, 2015 :
: 3,861: -224 1,557 1,734 2,797 606 4,307 3,897: -446 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 40.2 12.1 46.9 34.7 89.2 87.1: 10.8 12.9
Old : 100.0: 36.4 48.2 8.8 43.9 30.6 89.1 87.6: 10.9 12.4
Other: 100.0: 25.0 27.0 2.7 61.5 54.7 89.3 84.4: 10.7 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 72 67 54 75 66 173 169:
Old : 238: 71 68 46 68 61 158 159:
Other: 119: 26 23 8 46 44 80 69:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.4 24.2 27.5 13.2 17.2 22.7 26.2
Old : 17.3 21.0 27.1 31.9 15.9 21.0 25.5 31.9
Other: 27.8 23.1 42.4 37.1 25.5 21.8 38.3 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 03, 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 : 1,350,499: 377,112 276,044 198,443 640,885 683,381 1,216,440 1,157,868: 134,059 192,631
Old : 1,238,405: 378,031 280,494 160,508 579,050 626,000 1,117,589 1,067,002: 120,816 171,403
Other: 112,094: 35,539 32,008 1,477 61,835 57,381 98,851 90,866: 13,243 21,228
: : :
: : Changes in Commitments from: October 27, 2015 :
: 29,990: -1,742 1,444 20,565 9,177 9,158 28,000 31,167: 1,990 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.4 14.7 47.5 50.6 90.1 85.7: 9.9 14.3
Old : 100.0: 30.5 22.6 13.0 46.8 50.5 90.2 86.2: 9.8 13.8
Other: 100.0: 31.7 28.6 1.3 55.2 51.2 88.2 81.1: 11.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 148 140 168 279 310 530 544:
Old : 693: 151 143 155 276 308 518 533:
Other: 357: 48 53 16 84 196 143 258:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 12.4 18.5 19.9 9.9 11.0 16.9 16.9
Old : 10.9 13.4 19.5 21.2 10.7 12.2 18.7 19.1
Other: 23.7 22.7 37.5 34.4 23.5 22.4 37.1 33.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 03, 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 : 11,301: 3,370 3,132 361 5,131 5,782 8,862 9,275: 2,439 2,026
Old : 11,288: 3,371 3,132 360 5,131 5,781 8,862 9,273: 2,426 2,015
Other: 13: 0 1 0 0 1 0 2: 13 11
: : :
: : Changes in Commitments from: October 27, 2015 :
: 649: 83 112 177 245 314 505 603: 144 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 27.7 3.2 45.4 51.2 78.4 82.1: 21.6 17.9
Old : 100.0: 29.9 27.7 3.2 45.5 51.2 78.5 82.1: 21.5 17.9
Other: 100.0: 0.0 7.7 0.0 0.0 7.7 0.0 15.4: 100.0 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 12 7 17 9 30 28:
Old : 44: 11 12 7 17 9 30 28:
Other: 2: 0 1 0 0 1 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 42.0 54.1 59.8 62.9 40.7 43.7 49.8 52.1
Old : 42.1 54.1 59.9 63.0 40.7 43.7 49.8 52.1
Other: 0.0 15.4 0.0 15.4 0.0 15.4 0.0 15.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 03, 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 : 637,483: 131,579 130,336 100,155 347,262 338,498 578,996 568,989: 58,487 68,494
Old : 569,730: 133,778 123,917 87,223 294,761 298,324 515,762 509,464: 53,968 60,266
Other: 67,753: 8,730 17,348 2,003 52,501 40,174 63,234 59,525: 4,519 8,228
: : :
: : Changes in Commitments from: October 27, 2015 :
: -19,808: -10,174 12,386 -4,544 -1,415 -21,047 -16,133 -13,205: -3,675 -6,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.4 15.7 54.5 53.1 90.8 89.3: 9.2 10.7
Old : 100.0: 23.5 21.8 15.3 51.7 52.4 90.5 89.4: 9.5 10.6
Other: 100.0: 12.9 25.6 3.0 77.5 59.3 93.3 87.9: 6.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 128 137 145 155 175 366 406:
Old : 506: 136 135 130 150 162 354 381:
Other: 215: 31 54 23 42 99 93 164:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 16.7 29.8 25.1 19.6 16.6 25.8 23.7
Old : 18.3 17.3 26.5 25.6 15.2 17.3 22.8 24.3
Other: 65.1 39.7 78.3 57.2 65.1 39.2 78.2 56.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 03, 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 : 446,311: 113,634 73,513 103,951 193,719 238,519 411,304 415,983: 35,007 30,328
Old : 414,949: 117,785 77,055 86,051 179,701 223,229 383,537 386,335: 31,412 28,614
Other: 31,362: 7,979 8,588 5,770 14,018 15,290 27,767 29,648: 3,595 1,714
: : :
: : Changes in Commitments from: October 27, 2015 :
: 16,026: -5,649 385 7,725 12,161 6,268 14,237 14,378: 1,789 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.5 23.3 43.4 53.4 92.2 93.2: 7.8 6.8
Old : 100.0: 28.4 18.6 20.7 43.3 53.8 92.4 93.1: 7.6 6.9
Other: 100.0: 25.4 27.4 18.4 44.7 48.8 88.5 94.5: 11.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 103 83 115 90 75 258 239:
Old : 329: 108 84 114 85 73 253 236:
Other: 79: 15 16 15 42 11 65 36:
:----------------------------------------------------------------------------------------------------
: 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 29.8 15.7 36.4 8.1 28.4 14.5 33.6
Old : 9.2 29.6 16.6 36.6 8.5 28.8 15.4 34.3
Other: 28.9 51.5 42.1 76.2 23.4 49.0 34.3 64.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 03, 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 : 493,079: 56,920 78,806 4,896 286,710 269,119 348,526 352,821: 144,553 140,258
Old : 493,079: 56,920 78,806 4,896 286,710 269,119 348,526 352,821: 144,553 140,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 8,721: 9,300 11,021 -2,060 8,055 -10,821 15,295 -1,860: -6,574 10,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.0 1.0 58.1 54.6 70.7 71.6: 29.3 28.4
Old : 100.0: 11.5 16.0 1.0 58.1 54.6 70.7 71.6: 29.3 28.4
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 : 133: 26 29 18 59 60 96 96:
Old : 133: 26 29 18 59 60 96 96:
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 : 22.7 21.3 31.8 31.0 19.8 20.2 26.6 27.7
Old : 22.7 21.3 31.8 31.0 19.8 20.2 26.6 27.7
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, November 03, 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 : 629,188: 68,174 148,006 8,806 434,757 378,265 511,737 535,077: 117,451 94,111
Old : 629,188: 68,174 148,006 8,806 434,757 378,265 511,737 535,077: 117,451 94,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -6,889: 4,044 6,376 -2,696 -3,358 -14,999 -2,010 -11,319: -4,879 4,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 1.4 69.1 60.1 81.3 85.0: 18.7 15.0
Old : 100.0: 10.8 23.5 1.4 69.1 60.1 81.3 85.0: 18.7 15.0
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 : 94: 12 14 11 56 46 74 65:
Old : 94: 12 14 11 56 46 74 65:
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 : 27.5 41.6 40.8 53.0 24.7 40.8 34.8 51.0
Old : 27.5 41.6 40.8 53.0 24.7 40.8 34.8 51.0
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, November 03, 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 : 5,582: 1,840 713 559 2,904 4,145 5,303 5,417: 279 165
Old : 5,582: 1,840 713 559 2,904 4,145 5,303 5,417: 279 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 269: 7 31 73 228 170 308 274: -39 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.8 10.0 52.0 74.3 95.0 97.0: 5.0 3.0
Old : 100.0: 33.0 12.8 10.0 52.0 74.3 95.0 97.0: 5.0 3.0
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 : 36: 16 2 7 13 16 31 24:
Old : 36: 16 2 7 13 16 31 24:
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 55.1 62.7 76.6 27.3 34.5 38.4 45.5
Old : 40.8 55.1 62.7 76.6 27.3 34.5 38.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 03, 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 : 414,929: 103,577 63,017 59,062 194,329 256,356 356,968 378,435: 57,961 36,494
Old : 382,579: 104,641 62,272 49,016 175,868 238,356 329,525 349,644: 53,054 32,935
Other: 32,350: 3,356 5,165 5,626 18,461 18,000 27,443 28,791: 4,907 3,559
: : :
: : Changes in Commitments from: October 27, 2015 :
: 5,802: -982 7,416 -1,261 8,800 -4,277 6,557 1,878: -755 3,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.2 14.2 46.8 61.8 86.0 91.2: 14.0 8.8
Old : 100.0: 27.4 16.3 12.8 46.0 62.3 86.1 91.4: 13.9 8.6
Other: 100.0: 10.4 16.0 17.4 57.1 55.6 84.8 89.0: 15.2 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 84 60 81 95 86 226 195:
Old : 268: 88 61 81 93 81 223 189:
Other: 87: 20 13 13 44 23 71 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 32.1 20.9 40.7 11.1 26.2 17.4 32.9
Old : 12.9 32.4 20.1 41.1 11.6 27.8 17.7 35.0
Other: 30.9 47.6 47.0 64.7 28.4 43.1 38.5 52.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 03, 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 : 12,120: 1,653 3,094 1,100 6,702 6,321 9,455 10,515: 2,665 1,605
Old : 12,036: 1,653 3,140 1,047 6,684 6,304 9,384 10,491: 2,652 1,545
Other: 84: 53 7 0 18 17 71 24: 13 60
: : :
: : Changes in Commitments from: October 27, 2015 :
: -627: -108 -508 -165 -411 -353 -684 -1,026: 57 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.5 9.1 55.3 52.2 78.0 86.8: 22.0 13.2
Old : 100.0: 13.7 26.1 8.7 55.5 52.4 78.0 87.2: 22.0 12.8
Other: 100.0: 63.1 8.3 0.0 21.4 20.2 84.5 28.6: 15.5 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 17 14 22 11 49 37:
Old : 64: 18 18 14 21 11 48 37:
Other: 7: 2 1 0 2 2 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 39.6 47.6 49.4 59.6 38.5 46.8 44.2 56.0
Old : 39.9 47.9 49.6 60.0 38.8 47.2 44.5 56.4
Other: 84.5 28.6 84.5 28.6 84.5 28.6 84.5 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 03, 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 : 1,119,439: 256,341 286,899 22,416 715,463 666,940 994,220 976,255: 125,219 143,184
Old : 1,119,439: 256,341 286,899 22,416 715,463 666,940 994,220 976,255: 125,219 143,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -50,914: -57,277 -8,544 17 7,614 -50,171 -49,646 -58,698: -1,268 7,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.6 2.0 63.9 59.6 88.8 87.2: 11.2 12.8
Old : 100.0: 22.9 25.6 2.0 63.9 59.6 88.8 87.2: 11.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 48 58 31 95 117 160 189:
Old : 263: 48 58 31 95 117 160 189:
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 : 23.2 18.4 33.4 29.1 23.1 16.7 31.8 23.8
Old : 23.2 18.4 33.4 29.1 23.1 16.7 31.8 23.8
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, November 03, 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 : 2,697,923: 406,638 570,902 66,395 1,881,506 1,635,586 2,354,539 2,272,883: 343,384 425,040
Old : 2,697,923: 406,638 570,902 66,395 1,881,506 1,635,586 2,354,539 2,272,883: 343,384 425,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -58,837: -41,345 87,256 -2,437 -1,309 -158,754 -45,091 -73,935: -13,746 15,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.2 2.5 69.7 60.6 87.3 84.2: 12.7 15.8
Old : 100.0: 15.1 21.2 2.5 69.7 60.6 87.3 84.2: 12.7 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 : 362: 60 103 60 141 152 248 268:
Old : 362: 60 103 60 141 152 248 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 14.8 40.8 23.2 28.7 11.1 36.5 17.9
Old : 31.4 14.8 40.8 23.2 28.7 11.1 36.5 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 03, 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 : 2,384,266: 330,065 390,979 51,871 1,735,607 1,605,994 2,117,543 2,048,844: 266,723 335,422
Old : 2,384,266: 330,065 390,979 51,871 1,735,607 1,605,994 2,117,543 2,048,844: 266,723 335,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -79,429: -27,219 -6,387 10,669 -26,964 -91,454 -43,514 -87,172: -35,915 7,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.4 2.2 72.8 67.4 88.8 85.9: 11.2 14.1
Old : 100.0: 13.8 16.4 2.2 72.8 67.4 88.8 85.9: 11.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 45 62 32 100 136 165 210:
Old : 277: 45 62 32 100 136 165 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 18.0 44.2 28.6 27.1 16.2 38.9 24.8
Old : 31.7 18.0 44.2 28.6 27.1 16.2 38.9 24.8
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, November 03, 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 : 726,822: 115,002 63,858 99,685 491,232 511,797 705,919 675,340: 20,903 51,482
Old : 726,822: 115,002 63,858 99,685 491,232 511,797 705,919 675,340: 20,903 51,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -199,857: -144,832 -32,956 -13,390 -37,872 -139,885 -196,094 -186,231: -3,763 -13,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.8 13.7 67.6 70.4 97.1 92.9: 2.9 7.1
Old : 100.0: 15.8 8.8 13.7 67.6 70.4 97.1 92.9: 2.9 7.1
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 : 116: 15 32 33 43 61 78 110:
Old : 116: 15 32 33 43 61 78 110:
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 : 52.7 32.8 67.2 45.5 39.0 17.5 43.5 23.7
Old : 52.7 32.8 67.2 45.5 39.0 17.5 43.5 23.7
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, November 03, 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 : 47,790: 16,900 11,205 62 23,870 27,614 40,832 38,880: 6,959 8,911
Old : 47,790: 16,900 11,205 62 23,870 27,614 40,832 38,880: 6,959 8,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 9,087: 4,729 834 -202 3,340 8,624 7,867 9,256: 1,221 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 23.4 0.1 49.9 57.8 85.4 81.4: 14.6 18.6
Old : 100.0: 35.4 23.4 0.1 49.9 57.8 85.4 81.4: 14.6 18.6
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 : 104: 26 29 3 33 24 60 55:
Old : 104: 26 29 3 33 24 60 55:
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 32.3 34.8 46.5 20.1 31.3 33.0 43.2
Old : 20.9 32.3 34.8 46.5 20.1 31.3 33.0 43.2
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, November 03, 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 : 95,580: 33,800 22,409 123 47,740 55,227 81,663 77,759: 13,917 17,821
Old : 95,580: 33,800 22,409 123 47,740 55,227 81,663 77,759: 13,917 17,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 18,174: 9,457 1,668 -403 6,679 17,247 15,733 18,512: 2,441 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 23.4 0.1 49.9 57.8 85.4 81.4: 14.6 18.6
Old : 100.0: 35.4 23.4 0.1 49.9 57.8 85.4 81.4: 14.6 18.6
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 : 104: 26 29 3 33 24 60 55:
Old : 104: 26 29 3 33 24 60 55:
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 32.3 34.8 46.5 20.1 31.3 33.0 43.2
Old : 20.9 32.3 34.8 46.5 20.1 31.3 33.0 43.2
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, November 03, 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 : 18,592: 16,047 16,808 1,061 1,130 678 18,238 18,547: 354 45
Old : 18,592: 16,047 16,808 1,061 1,130 678 18,238 18,547: 354 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 481: 366 445 34 70 0 470 479: 11 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 90.4 5.7 6.1 3.6 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 90.4 5.7 6.1 3.6 98.1 99.8: 1.9 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 : 34: 22 11 3 1 1 25 13:
Old : 34: 22 11 3 1 1 25 13:
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 : 66.9 76.0 83.6 95.2 65.5 73.5 78.8 88.3
Old : 66.9 76.0 83.6 95.2 65.5 73.5 78.8 88.3
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, November 03, 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 : 41,647: 28,810 22,463 284 12,458 18,802 41,552 41,549: 95 98
Old : 41,647: 28,810 22,463 284 12,458 18,802 41,552 41,549: 95 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -1,328: -1,672 -1,119 74 279 -313 -1,319 -1,358: -9 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 53.9 0.7 29.9 45.1 99.8 99.8: 0.2 0.2
Old : 100.0: 69.2 53.9 0.7 29.9 45.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 17 1 6 16 16 34:
Old : 48: 10 17 1 6 16 16 34:
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 : 85.7 55.2 95.0 72.7 85.7 55.2 95.0 72.7
Old : 85.7 55.2 95.0 72.7 85.7 55.2 95.0 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, November 03, 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 : 39,357: 25,499 15,873 20 13,695 23,413 39,214 39,306: 143 51
Old : 39,357: 25,499 15,873 20 13,695 23,413 39,214 39,306: 143 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -13: 2,927 292 20 -2,930 -334 17 -22: -30 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 40.3 0.1 34.8 59.5 99.6 99.9: 0.4 0.1
Old : 100.0: 64.8 40.3 0.1 34.8 59.5 99.6 99.9: 0.4 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 : 41: 12 13 1 5 12 17 26:
Old : 41: 12 13 1 5 12 17 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 : 89.7 68.3 97.8 83.1 89.7 68.3 97.8 83.1
Old : 89.7 68.3 97.8 83.1 89.7 68.3 97.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2015