WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 10, 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 : 379,741: 96,594 129,677 80,529 170,087 128,128 347,210 338,334: 32,531 41,407
Old : 310,699: 96,803 120,011 54,923 132,598 101,924 284,324 276,858: 26,375 33,841
Other: 69,042: 20,279 30,154 5,118 37,489 26,204 62,886 61,476: 6,156 7,566
: : :
: : Changes in Commitments from: November 3, 2015 :
: -7,779: -7,038 -4,994 -2,490 619 -1,366 -8,909 -8,850: 1,130 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 34.1 21.2 44.8 33.7 91.4 89.1: 8.6 10.9
Old : 100.0: 31.2 38.6 17.7 42.7 32.8 91.5 89.1: 8.5 10.9
Other: 100.0: 29.4 43.7 7.4 54.3 38.0 91.1 89.0: 8.9 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 104 135 143 98 106 295 312:
Old : 387: 120 120 124 89 102 276 292:
Other: 211: 50 60 24 54 64 121 137:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 9.8 21.8 17.6 12.7 8.7 20.5 15.7
Old : 12.7 11.8 21.7 20.8 11.9 10.4 20.0 18.2
Other: 31.6 19.4 42.9 33.5 31.5 19.4 41.1 32.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 10, 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 : 205,827: 59,628 84,448 27,054 96,718 66,999 183,400 178,501: 22,427 27,326
Old : 163,998: 57,765 81,849 17,028 70,668 43,755 145,461 142,632: 18,537 21,366
Other: 41,829: 10,990 11,726 899 26,050 23,244 37,939 35,869: 3,890 5,960
: : :
: : Changes in Commitments from: November 3, 2015 :
: 5,967: -506 4,090 2,839 2,886 -2,436 5,219 4,493: 748 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 41.0 13.1 47.0 32.6 89.1 86.7: 10.9 13.3
Old : 100.0: 35.2 49.9 10.4 43.1 26.7 88.7 87.0: 11.3 13.0
Other: 100.0: 26.3 28.0 2.1 62.3 55.6 90.7 85.8: 9.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 69 66 59 75 63 173 173:
Old : 233: 73 66 50 67 58 157 161:
Other: 128: 26 30 8 51 44 85 75:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.8 23.8 28.2 12.6 17.0 22.2 26.4
Old : 17.0 20.8 26.5 32.0 15.5 19.6 24.8 30.8
Other: 24.9 26.0 40.2 37.8 24.9 21.7 39.2 31.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 10, 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 : 1,398,265: 374,317 329,274 223,069 653,948 646,047 1,251,334 1,198,390: 146,931 199,875
Old : 1,275,913: 380,505 330,266 179,632 584,117 587,723 1,144,254 1,097,621: 131,659 178,292
Other: 122,352: 35,216 40,412 2,033 69,831 58,324 107,080 100,769: 15,272 21,583
: : :
: : Changes in Commitments from: November 3, 2015 :
: 47,766: -2,795 53,230 24,626 13,063 -37,334 34,894 40,522: 12,872 7,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 23.5 16.0 46.8 46.2 89.5 85.7: 10.5 14.3
Old : 100.0: 29.8 25.9 14.1 45.8 46.1 89.7 86.0: 10.3 14.0
Other: 100.0: 28.8 33.0 1.7 57.1 47.7 87.5 82.4: 12.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 140 176 176 283 302 535 574:
Old : 718: 154 172 161 279 296 522 557:
Other: 359: 45 62 16 77 197 132 269:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 11.5 17.4 18.1 9.2 9.2 15.6 14.9
Old : 10.3 12.4 18.1 19.3 10.1 10.4 17.5 16.5
Other: 24.8 24.9 40.2 35.5 23.9 24.7 37.5 35.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 10, 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 : 12,009: 3,500 3,196 621 5,442 6,025 9,563 9,842: 2,446 2,167
Old : 11,829: 3,644 3,196 474 5,284 6,024 9,402 9,694: 2,427 2,135
Other: 180: 3 147 0 158 1 161 148: 19 32
: : :
: : Changes in Commitments from: November 3, 2015 :
: 708: 130 64 260 311 243 701 567: 7 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 26.6 5.2 45.3 50.2 79.6 82.0: 20.4 18.0
Old : 100.0: 30.8 27.0 4.0 44.7 50.9 79.5 82.0: 20.5 18.0
Other: 100.0: 1.7 81.7 0.0 87.8 0.6 89.4 82.2: 10.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 13 6 14 9 27 28:
Old : 43: 12 13 6 14 9 27 28:
Other: 7: 1 3 0 2 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 45.6 49.6 64.1 61.1 40.0 39.8 51.2 49.4
Old : 45.0 50.3 63.7 61.4 41.7 40.4 51.9 50.1
Other: 89.4 82.2 89.4 82.2 89.4 82.2 89.4 82.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 10, 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 : 668,620: 133,163 162,108 109,162 368,851 328,350 611,176 599,620: 57,444 69,000
Old : 597,615: 133,543 155,155 95,555 316,199 285,990 545,297 536,700: 52,318 60,915
Other: 71,005: 10,786 18,119 2,441 52,652 42,360 65,879 62,920: 5,126 8,085
: : :
: : Changes in Commitments from: November 3, 2015 :
: 31,137: 1,584 31,772 9,007 21,589 -10,148 32,180 30,631: -1,043 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 24.2 16.3 55.2 49.1 91.4 89.7: 8.6 10.3
Old : 100.0: 22.3 26.0 16.0 52.9 47.9 91.2 89.8: 8.8 10.2
Other: 100.0: 15.2 25.5 3.4 74.2 59.7 92.8 88.6: 7.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 145 148 162 160 174 394 424:
Old : 529: 152 144 148 154 157 379 396:
Other: 226: 42 58 22 47 94 106 163:
:----------------------------------------------------------------------------------------------------
: 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 16.2 29.3 24.0 19.9 15.9 25.7 22.2
Old : 18.8 16.8 26.5 24.1 16.1 16.8 23.2 23.5
Other: 60.2 40.3 73.2 57.6 60.2 39.8 73.2 57.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 10, 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 : 457,536: 118,966 87,078 103,409 198,869 230,665 421,244 421,152: 36,292 36,384
Old : 424,192: 123,926 90,451 84,723 182,919 214,549 391,568 389,723: 32,624 34,469
Other: 33,344: 8,017 9,604 5,709 15,950 16,116 29,676 31,429: 3,668 1,915
: : :
: : Changes in Commitments from: November 3, 2015 :
: 11,225: 5,332 13,565 -542 5,150 -7,854 9,940 5,169: 1,285 6,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.0 22.6 43.5 50.4 92.1 92.0: 7.9 8.0
Old : 100.0: 29.2 21.3 20.0 43.1 50.6 92.3 91.9: 7.7 8.1
Other: 100.0: 24.0 28.8 17.1 47.8 48.3 89.0 94.3: 11.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 98 87 110 90 67 245 232:
Old : 318: 104 88 107 86 65 240 228:
Other: 81: 15 17 15 44 12 69 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 : 8.5 29.7 15.0 35.8 8.0 27.4 14.3 32.3
Old : 8.9 29.5 15.9 36.2 8.4 27.9 15.1 33.2
Other: 25.4 49.6 39.7 75.3 22.3 46.7 33.7 63.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 10, 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 : 479,878: 58,928 75,612 8,863 284,665 261,475 352,456 345,950: 127,422 133,928
Old : 479,878: 58,928 75,612 8,863 284,665 261,475 352,456 345,950: 127,422 133,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -13,201: 2,008 -3,194 3,967 -2,045 -7,644 3,930 -6,871: -17,131 -6,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.8 1.8 59.3 54.5 73.4 72.1: 26.6 27.9
Old : 100.0: 12.3 15.8 1.8 59.3 54.5 73.4 72.1: 26.6 27.9
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 : 143: 28 30 19 63 66 101 105:
Old : 143: 28 30 19 63 66 101 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 20.3 30.9 29.4 18.4 19.5 25.7 26.2
Old : 21.1 20.3 30.9 29.4 18.4 19.5 25.7 26.2
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 10, 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 : 619,242: 62,632 146,060 10,683 426,766 364,540 500,081 521,283: 119,161 97,959
Old : 619,242: 62,632 146,060 10,683 426,766 364,540 500,081 521,283: 119,161 97,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -9,946: -5,542 -1,946 1,877 -7,991 -13,725 -11,656 -13,794: 1,710 3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.6 1.7 68.9 58.9 80.8 84.2: 19.2 15.8
Old : 100.0: 10.1 23.6 1.7 68.9 58.9 80.8 84.2: 19.2 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 : 90: 11 14 12 58 45 75 65:
Old : 90: 11 14 12 58 45 75 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 : 27.7 40.5 41.1 51.9 24.7 38.8 34.8 48.7
Old : 27.7 40.5 41.1 51.9 24.7 38.8 34.8 48.7
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 10, 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 : 5,512: 1,838 715 468 2,937 4,132 5,243 5,315: 269 197
Old : 5,512: 1,838 715 468 2,937 4,132 5,243 5,315: 269 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -70: -2 2 -91 33 -13 -60 -102: -10 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 13.0 8.5 53.3 75.0 95.1 96.4: 4.9 3.6
Old : 100.0: 33.3 13.0 8.5 53.3 75.0 95.1 96.4: 4.9 3.6
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 : 35: 15 3 7 11 15 29 23:
Old : 35: 15 3 7 11 15 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 55.2 64.7 76.8 28.2 35.1 39.9 47.2
Old : 41.0 55.2 64.7 76.8 28.2 35.1 39.9 47.2
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 10, 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 : 422,594: 105,778 76,150 60,627 198,620 247,158 365,025 383,935: 57,569 38,659
Old : 387,328: 106,426 74,363 49,897 178,483 228,132 334,806 352,392: 52,522 34,936
Other: 35,266: 3,743 6,178 6,339 20,137 19,026 30,219 31,543: 5,047 3,723
: : :
: : Changes in Commitments from: November 3, 2015 :
: 7,665: 2,201 13,133 1,565 4,291 -9,198 8,057 5,500: -392 2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.0 14.3 47.0 58.5 86.4 90.9: 13.6 9.1
Old : 100.0: 27.5 19.2 12.9 46.1 58.9 86.4 91.0: 13.6 9.0
Other: 100.0: 10.6 17.5 18.0 57.1 53.9 85.7 89.4: 14.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 84 76 88 98 86 237 214:
Old : 291: 93 74 88 96 81 234 208:
Other: 96: 19 18 19 48 22 81 48:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 30.8 20.4 38.8 11.2 25.8 17.4 32.0
Old : 12.5 31.3 19.7 39.4 11.5 27.6 17.8 34.4
Other: 28.8 47.4 43.6 62.4 26.2 42.3 35.6 53.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 10, 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 : 12,523: 1,649 2,794 1,626 7,188 6,789 10,463 11,209: 2,060 1,314
Old : 12,437: 1,649 2,852 1,561 7,170 6,772 10,380 11,185: 2,057 1,252
Other: 86: 65 7 0 18 17 83 24: 3 62
: : :
: : Changes in Commitments from: November 3, 2015 :
: 403: -4 -300 526 486 468 1,008 694: -605 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.3 13.0 57.4 54.2 83.6 89.5: 16.4 10.5
Old : 100.0: 13.3 22.9 12.6 57.7 54.5 83.5 89.9: 16.5 10.1
Other: 100.0: 75.6 8.1 0.0 20.9 19.8 96.5 27.9: 3.5 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 17 21 23 11 55 42:
Old : 67: 17 18 21 21 11 53 42:
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 : 40.5 46.5 50.9 59.1 39.3 46.0 45.1 54.8
Old : 40.8 46.8 51.1 59.6 39.6 46.4 45.4 55.3
Other: 96.5 27.9 96.5 27.9 96.5 27.9 96.5 27.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 10, 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 : 1,117,238: 227,732 253,378 20,155 752,199 692,576 1,000,086 966,109: 117,152 151,129
Old : 1,117,238: 227,732 253,378 20,155 752,199 692,576 1,000,086 966,109: 117,152 151,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,201: -28,609 -33,521 -2,261 36,736 25,636 5,866 -10,146: -8,067 7,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.7 1.8 67.3 62.0 89.5 86.5: 10.5 13.5
Old : 100.0: 20.4 22.7 1.8 67.3 62.0 89.5 86.5: 10.5 13.5
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 : 270: 51 57 33 99 121 168 193:
Old : 270: 51 57 33 99 121 168 193:
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 : 23.1 17.8 33.0 28.2 22.3 16.2 31.1 23.6
Old : 23.1 17.8 33.0 28.2 22.3 16.2 31.1 23.6
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 10, 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 : 2,606,894: 411,720 448,656 72,724 1,803,030 1,636,625 2,287,474 2,158,005: 319,420 448,889
Old : 2,606,894: 411,720 448,656 72,724 1,803,030 1,636,625 2,287,474 2,158,005: 319,420 448,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -91,029: 5,082 -122,246 6,329 -78,476 1,039 -67,065 -114,878: -23,964 23,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.2 2.8 69.2 62.8 87.7 82.8: 12.3 17.2
Old : 100.0: 15.8 17.2 2.8 69.2 62.8 87.7 82.8: 12.3 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 : 353: 66 84 54 141 159 246 258:
Old : 353: 66 84 54 141 159 246 258:
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 : 29.6 14.5 39.3 23.7 26.0 11.6 34.2 17.4
Old : 29.6 14.5 39.3 23.7 26.0 11.6 34.2 17.4
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 10, 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 : 2,387,282: 296,860 392,747 60,683 1,761,960 1,589,834 2,119,503 2,043,264: 267,779 344,018
Old : 2,387,282: 296,860 392,747 60,683 1,761,960 1,589,834 2,119,503 2,043,264: 267,779 344,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,016: -33,205 1,768 8,812 26,353 -16,160 1,960 -5,580: 1,056 8,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.5 2.5 73.8 66.6 88.8 85.6: 11.2 14.4
Old : 100.0: 12.4 16.5 2.5 73.8 66.6 88.8 85.6: 11.2 14.4
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 : 281: 41 70 37 104 137 168 221:
Old : 281: 41 70 37 104 137 168 221:
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 : 29.4 17.0 41.9 25.9 25.9 15.6 37.7 21.4
Old : 29.4 17.0 41.9 25.9 25.9 15.6 37.7 21.4
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 10, 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 : 763,010: 102,608 76,308 99,283 541,609 539,771 743,500 715,362: 19,510 47,648
Old : 763,010: 102,608 76,308 99,283 541,609 539,771 743,500 715,362: 19,510 47,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 36,188: -12,394 12,450 -402 50,377 27,974 37,581 40,022: -1,393 -3,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.0 13.0 71.0 70.7 97.4 93.8: 2.6 6.2
Old : 100.0: 13.4 10.0 13.0 71.0 70.7 97.4 93.8: 2.6 6.2
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 : 120: 17 31 35 47 63 82 115:
Old : 120: 17 31 35 47 63 82 115:
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 : 53.2 34.6 66.1 47.5 39.5 19.3 44.0 27.0
Old : 53.2 34.6 66.1 47.5 39.5 19.3 44.0 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 10, 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 : 51,867: 19,964 9,440 87 25,141 33,215 45,191 42,741: 6,676 9,126
Old : 51,867: 19,964 9,440 87 25,141 33,215 45,191 42,741: 6,676 9,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,077: 3,064 -1,765 25 1,271 5,602 4,360 3,862: -283 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.2 0.2 48.5 64.0 87.1 82.4: 12.9 17.6
Old : 100.0: 38.5 18.2 0.2 48.5 64.0 87.1 82.4: 12.9 17.6
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 : 107: 32 24 4 35 25 68 52:
Old : 107: 32 24 4 35 25 68 52:
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 : 24.3 33.3 36.4 49.5 23.2 32.9 34.9 47.1
Old : 24.3 33.3 36.4 49.5 23.2 32.9 34.9 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 10, 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 : 103,733: 39,928 18,879 173 50,281 66,430 90,382 85,482: 13,351 18,251
Old : 103,733: 39,928 18,879 173 50,281 66,430 90,382 85,482: 13,351 18,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 8,153: 6,128 -3,530 50 2,541 11,203 8,719 7,723: -566 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.2 0.2 48.5 64.0 87.1 82.4: 12.9 17.6
Old : 100.0: 38.5 18.2 0.2 48.5 64.0 87.1 82.4: 12.9 17.6
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 : 107: 32 24 4 35 25 68 52:
Old : 107: 32 24 4 35 25 68 52:
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 : 24.3 33.3 36.4 49.5 23.2 32.9 34.9 47.1
Old : 24.3 33.3 36.4 49.5 23.2 32.9 34.9 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, November 10, 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 : 17,582: 15,189 15,856 1,021 1,017 678 17,227 17,555: 355 27
Old : 17,582: 15,189 15,856 1,021 1,017 678 17,227 17,555: 355 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,010: -858 -952 -40 -113 0 -1,011 -992: 1 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 90.2 5.8 5.8 3.9 98.0 99.8: 2.0 0.2
Old : 100.0: 86.4 90.2 5.8 5.8 3.9 98.0 99.8: 2.0 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 : 32: 20 11 3 1 1 23 13:
Old : 32: 20 11 3 1 1 23 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 : 72.4 71.8 88.5 93.6 71.6 68.4 82.0 87.5
Old : 72.4 71.8 88.5 93.6 71.6 68.4 82.0 87.5
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 10, 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 : 38,092: 28,779 19,937 330 8,867 17,749 37,976 38,016: 116 76
Old : 38,092: 28,779 19,937 330 8,867 17,749 37,976 38,016: 116 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,555: -31 -2,526 46 -3,591 -1,053 -3,576 -3,533: 21 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 52.3 0.9 23.3 46.6 99.7 99.8: 0.3 0.2
Old : 100.0: 75.6 52.3 0.9 23.3 46.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 16 1 6 16 17 32:
Old : 47: 10 16 1 6 16 17 32:
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 : 84.6 54.4 92.9 72.6 84.6 54.4 92.9 72.6
Old : 84.6 54.4 92.9 72.6 84.6 54.4 92.9 72.6
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 10, 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 : 34,725: 22,424 13,527 0 12,144 21,117 34,568 34,644: 157 81
Old : 34,725: 22,424 13,527 0 12,144 21,117 34,568 34,644: 157 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,632: -3,075 -2,346 -20 -1,551 -2,296 -4,646 -4,662: 14 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 39.0 0.0 35.0 60.8 99.5 99.8: 0.5 0.2
Old : 100.0: 64.6 39.0 0.0 35.0 60.8 99.5 99.8: 0.5 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 : 40: 10 14 0 3 14 13 28:
Old : 40: 10 14 0 3 14 13 28:
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 : 94.2 69.7 98.7 84.0 94.2 69.7 98.7 84.0
Old : 94.2 69.7 98.7 84.0 94.2 69.7 98.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015