WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 22, 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 : 348,420: 97,183 159,957 62,044 156,412 87,499 315,639 309,500: 32,781 38,920
Old : 257,060: 86,932 147,936 35,750 110,854 45,230 233,536 228,916: 23,524 28,144
Other: 91,360: 27,607 29,377 8,938 45,558 42,269 82,103 80,584: 9,257 10,776
: : :
: : Changes in Commitments from: December 15, 2015 :
: 15,914: 1,425 15,283 5,848 7,456 -6,321 14,729 14,810: 1,185 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 45.9 17.8 44.9 25.1 90.6 88.8: 9.4 11.2
Old : 100.0: 33.8 57.5 13.9 43.1 17.6 90.8 89.1: 9.2 10.9
Other: 100.0: 30.2 32.2 9.8 49.9 46.3 89.9 88.2: 10.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 124 102 104 97 97 274 265:
Old : 360: 123 102 73 84 82 239 231:
Other: 215: 57 57 29 62 67 136 141:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 11.7 24.9 20.8 15.7 11.7 24.4 20.6
Old : 15.6 14.8 25.9 25.3 15.3 14.5 25.4 24.6
Other: 26.7 21.8 40.1 34.0 26.5 17.9 37.6 29.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 22, 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 : 188,114: 49,555 69,814 23,712 95,160 67,972 168,427 161,498: 19,687 26,616
Old : 124,477: 40,896 64,362 13,447 55,758 28,580 110,101 106,389: 14,376 18,088
Other: 63,637: 17,629 14,422 1,295 39,402 39,392 58,326 55,109: 5,311 8,528
: : :
: : Changes in Commitments from: December 15, 2015 :
: 5,461: -4,063 -6,359 4,645 5,120 4,960 5,702 3,246: -241 2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 37.1 12.6 50.6 36.1 89.5 85.9: 10.5 14.1
Old : 100.0: 32.9 51.7 10.8 44.8 23.0 88.5 85.5: 11.5 14.5
Other: 100.0: 27.7 22.7 2.0 61.9 61.9 91.7 86.6: 8.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 51 57 45 69 61 151 148:
Old : 197: 56 55 21 53 51 118 120:
Other: 140: 33 28 12 55 45 97 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 20.2 24.6 29.8 12.7 17.7 21.1 26.8
Old : 20.8 19.0 30.9 31.3 17.5 18.9 27.0 30.4
Other: 21.9 37.4 35.3 48.3 21.0 31.3 32.4 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 22, 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 : 1,284,149: 323,469 312,132 196,169 631,459 605,822 1,151,097 1,114,123: 133,052 170,026
Old : 1,127,220: 321,026 304,212 150,009 540,134 531,555 1,011,169 985,776: 116,051 141,444
Other: 156,929: 43,659 49,136 4,944 91,325 74,267 139,928 128,347: 17,001 28,582
: : :
: : Changes in Commitments from: December 15, 2015 :
: 20,431: -3,947 31,763 -2,004 22,264 -10,271 16,313 19,488: 4,118 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.3 15.3 49.2 47.2 89.6 86.8: 10.4 13.2
Old : 100.0: 28.5 27.0 13.3 47.9 47.2 89.7 87.5: 10.3 12.5
Other: 100.0: 27.8 31.3 3.2 58.2 47.3 89.2 81.8: 10.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 136 162 144 244 298 466 543:
Old : 688: 141 166 123 234 287 444 517:
Other: 397: 53 64 20 92 218 157 295:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.6 21.8 18.2 12.3 10.8 20.4 16.4
Old : 14.7 12.9 24.1 20.2 14.7 12.4 24.0 18.5
Other: 26.4 23.6 38.6 32.1 24.7 23.1 36.9 31.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 22, 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 : 9,103: 3,077 1,466 911 2,978 5,399 6,966 7,776: 2,137 1,327
Old : 8,555: 3,320 1,452 664 2,528 5,181 6,512 7,297: 2,043 1,258
Other: 548: 3 260 1 450 218 454 479: 94 69
: : :
: : Changes in Commitments from: December 15, 2015 :
: 599: 432 216 154 57 215 643 585: -44 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 16.1 10.0 32.7 59.3 76.5 85.4: 23.5 14.6
Old : 100.0: 38.8 17.0 7.8 29.5 60.6 76.1 85.3: 23.9 14.7
Other: 100.0: 0.5 47.4 0.2 82.1 39.8 82.8 87.4: 17.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 9 5 13 10 28 23:
Old : 40: 14 8 4 12 10 27 22:
Other: 12: 1 4 1 4 4 6 8:
:----------------------------------------------------------------------------------------------------
: 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 : 51.4 47.5 58.7 67.8 43.6 46.4 50.9 62.3
Old : 50.4 49.7 58.3 70.6 44.4 49.7 52.1 66.4
Other: 82.1 75.4 82.8 87.4 79.2 75.2 79.7 84.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 22, 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 : 680,534: 122,560 157,041 117,459 380,381 339,603 620,400 614,103: 60,134 66,431
Old : 591,900: 122,653 145,869 103,236 310,995 287,209 536,884 536,314: 55,016 55,586
Other: 88,634: 10,593 21,858 3,537 69,386 52,394 83,516 77,789: 5,118 10,845
: : :
: : Changes in Commitments from: December 15, 2015 :
: -12,458: -5,751 2,543 -9,802 4,442 -2,014 -11,111 -9,273: -1,347 -3,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.1 17.3 55.9 49.9 91.2 90.2: 8.8 9.8
Old : 100.0: 20.7 24.6 17.4 52.5 48.5 90.7 90.6: 9.3 9.4
Other: 100.0: 12.0 24.7 4.0 78.3 59.1 94.2 87.8: 5.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 145 160 199 150 168 416 442:
Old : 528: 155 157 177 149 154 401 413:
Other: 250: 48 63 31 49 108 119 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.6 30.6 23.7 20.0 14.8 26.2 22.7
Old : 18.5 16.2 26.7 24.9 15.5 15.7 23.1 23.7
Other: 60.8 36.2 72.9 53.0 60.7 35.6 72.8 52.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 22, 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 : 404,703: 123,621 44,203 81,173 160,635 251,924 365,429 377,300: 39,274 27,403
Old : 359,664: 125,850 47,054 59,811 140,295 227,753 325,956 334,618: 33,708 25,046
Other: 45,039: 10,755 10,133 8,378 20,340 24,171 39,473 42,682: 5,566 2,357
: : :
: : Changes in Commitments from: December 15, 2015 :
: -17,543: -2,464 9,127 -10,799 -1,771 -13,827 -15,034 -15,499: -2,509 -2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.9 20.1 39.7 62.2 90.3 93.2: 9.7 6.8
Old : 100.0: 35.0 13.1 16.6 39.0 63.3 90.6 93.0: 9.4 7.0
Other: 100.0: 23.9 22.5 18.6 45.2 53.7 87.6 94.8: 12.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 92 68 106 81 72 248 202:
Old : 293: 98 68 101 79 68 244 194:
Other: 94: 16 23 22 42 19 74 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 39.2 15.4 45.4 9.0 37.0 15.1 41.5
Old : 9.9 39.5 16.6 46.3 9.9 38.2 16.4 43.4
Other: 25.5 47.3 40.1 69.3 22.7 40.6 31.3 54.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 22, 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 : 521,144: 78,708 86,161 11,128 297,662 298,006 387,498 395,295: 133,646 125,849
Old : 521,144: 78,708 86,161 11,128 297,662 298,006 387,498 395,295: 133,646 125,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -3,260: 5,365 7,015 -1,364 -12,494 -7,383 -8,493 -1,732: 5,233 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.5 2.1 57.1 57.2 74.4 75.9: 25.6 24.1
Old : 100.0: 15.1 16.5 2.1 57.1 57.2 74.4 75.9: 25.6 24.1
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 : 143: 27 33 12 56 67 88 107:
Old : 143: 27 33 12 56 67 88 107:
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 : 26.7 19.2 35.1 28.8 23.2 16.0 30.0 24.1
Old : 26.7 19.2 35.1 28.8 23.2 16.0 30.0 24.1
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, December 22, 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 : 616,380: 57,996 145,149 6,617 433,375 385,342 497,988 537,108: 118,392 79,272
Old : 616,380: 57,996 145,149 6,617 433,375 385,342 497,988 537,108: 118,392 79,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -21,068: -620 8,203 -6,932 -13,944 -15,932 -21,496 -14,661: 428 -6,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.5 1.1 70.3 62.5 80.8 87.1: 19.2 12.9
Old : 100.0: 9.4 23.5 1.1 70.3 62.5 80.8 87.1: 19.2 12.9
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 : 98: 12 15 10 56 50 74 69:
Old : 98: 12 15 10 56 50 74 69:
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 : 26.4 46.6 40.6 58.1 23.8 46.4 34.8 56.8
Old : 26.4 46.6 40.6 58.1 23.8 46.4 34.8 56.8
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, December 22, 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 : 4,240: 1,151 497 522 2,400 3,020 4,073 4,039: 167 201
Old : 4,240: 1,151 497 522 2,400 3,020 4,073 4,039: 167 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 180: -256 -43 183 277 9 204 149: -24 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.7 12.3 56.6 71.2 96.1 95.3: 3.9 4.7
Old : 100.0: 27.1 11.7 12.3 56.6 71.2 96.1 95.3: 3.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 7 5 10 11 22 20:
Old : 29: 9 7 5 10 11 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 50.5 70.6 75.7 36.6 33.3 48.1 45.6
Old : 44.5 50.5 70.6 75.7 36.6 33.3 48.1 45.6
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, December 22, 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 : 406,089: 85,509 105,563 56,814 210,829 205,180 353,152 367,557: 52,937 38,532
Old : 357,277: 86,879 102,058 42,122 181,458 179,411 310,459 323,591: 46,818 33,686
Other: 48,812: 6,078 10,953 7,244 29,371 25,769 42,693 43,966: 6,119 4,846
: : :
: : Changes in Commitments from: December 15, 2015 :
: -16,276: -312 1,039 -7,037 -8,730 -7,815 -16,079 -13,813: -197 -2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.0 14.0 51.9 50.5 87.0 90.5: 13.0 9.5
Old : 100.0: 24.3 28.6 11.8 50.8 50.2 86.9 90.6: 13.1 9.4
Other: 100.0: 12.5 22.4 14.8 60.2 52.8 87.5 90.1: 12.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 79 85 81 100 80 233 214:
Old : 300: 98 80 78 100 75 233 204:
Other: 121: 20 35 20 56 26 93 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 29.1 23.0 35.3 13.3 24.3 19.7 29.8
Old : 14.7 29.9 22.1 36.3 14.4 27.3 20.9 33.4
Other: 27.0 40.4 42.3 58.7 27.0 35.8 40.2 47.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 22, 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 : 15,787: 2,770 4,018 2,522 7,660 7,087 12,952 13,627: 2,835 2,160
Old : 15,696: 2,778 4,086 2,444 7,642 7,076 12,864 13,606: 2,832 2,090
Other: 91: 68 8 2 18 11 88 21: 3 70
: : :
: : Changes in Commitments from: December 15, 2015 :
: 490: 133 399 -88 -66 -7 -21 304: 511 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 25.5 16.0 48.5 44.9 82.0 86.3: 18.0 13.7
Old : 100.0: 17.7 26.0 15.6 48.7 45.1 82.0 86.7: 18.0 13.3
Other: 100.0: 74.7 8.8 2.2 19.8 12.1 96.7 23.1: 3.3 76.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 23 21 21 22 13 57 51:
Old : 78: 23 22 20 21 13 56 50:
Other: 8: 2 2 1 2 1 5 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 : 34.6 39.2 45.5 51.4 32.8 37.5 39.6 45.8
Old : 34.7 39.4 45.7 51.7 33.0 37.8 39.9 46.1
Other: 94.5 23.1 96.7 23.1 94.5 20.9 94.5 20.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 22, 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 : 988,551: 168,133 286,394 21,884 695,069 543,603 885,086 851,881: 103,465 136,670
Old : 988,551: 168,133 286,394 21,884 695,069 543,603 885,086 851,881: 103,465 136,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -10,862: -481 18,114 1,845 -13,066 -28,523 -11,702 -8,564: 840 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 29.0 2.2 70.3 55.0 89.5 86.2: 10.5 13.8
Old : 100.0: 17.0 29.0 2.2 70.3 55.0 89.5 86.2: 10.5 13.8
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 : 253: 40 61 26 97 111 151 184:
Old : 253: 40 61 26 97 111 151 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 16.3 35.7 24.9 21.5 16.3 33.1 24.2
Old : 22.2 16.3 35.7 24.9 21.5 16.3 33.1 24.2
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, December 22, 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 : 2,496,673: 443,772 455,982 54,292 1,707,504 1,563,403 2,205,568 2,073,677: 291,105 422,996
Old : 2,496,673: 443,772 455,982 54,292 1,707,504 1,563,403 2,205,568 2,073,677: 291,105 422,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -98,929: -914 -147 -3,926 -88,718 -90,823 -93,558 -94,896: -5,371 -4,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.3 2.2 68.4 62.6 88.3 83.1: 11.7 16.9
Old : 100.0: 17.8 18.3 2.2 68.4 62.6 88.3 83.1: 11.7 16.9
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 : 348: 67 85 42 132 146 228 244:
Old : 348: 67 85 42 132 146 228 244:
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 : 34.6 17.8 43.8 26.7 29.9 14.1 37.5 19.0
Old : 34.6 17.8 43.8 26.7 29.9 14.1 37.5 19.0
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, December 22, 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 : 2,303,159: 216,805 412,464 43,773 1,801,594 1,504,278 2,062,172 1,960,515: 240,987 342,644
Old : 2,303,159: 216,805 412,464 43,773 1,801,594 1,504,278 2,062,172 1,960,515: 240,987 342,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -85,868: -33,162 -45,355 -4,899 -55,182 -26,863 -93,243 -77,117: 7,375 -8,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.9 1.9 78.2 65.3 89.5 85.1: 10.5 14.9
Old : 100.0: 9.4 17.9 1.9 78.2 65.3 89.5 85.1: 10.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 40 68 32 98 127 158 207:
Old : 269: 40 68 32 98 127 158 207:
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 : 39.5 15.9 52.3 25.5 36.0 15.6 46.1 23.9
Old : 39.5 15.9 52.3 25.5 36.0 15.6 46.1 23.9
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, December 22, 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 : 729,687: 59,650 64,355 99,189 549,138 521,453 707,977 684,997: 21,710 44,690
Old : 729,687: 59,650 64,355 99,189 549,138 521,453 707,977 684,997: 21,710 44,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -40,104: 7,573 -12,421 -11,707 -34,359 -14,757 -38,493 -38,885: -1,611 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.8 13.6 75.3 71.5 97.0 93.9: 3.0 6.1
Old : 100.0: 8.2 8.8 13.6 75.3 71.5 97.0 93.9: 3.0 6.1
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 : 106: 17 24 32 43 61 75 105:
Old : 106: 17 24 32 43 61 75 105:
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 : 46.8 22.7 59.3 35.5 39.0 17.2 43.9 25.9
Old : 46.8 22.7 59.3 35.5 39.0 17.2 43.9 25.9
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, December 22, 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 : 39,066: 14,938 6,467 400 17,102 26,632 32,439 33,498: 6,627 5,568
Old : 39,066: 14,938 6,467 400 17,102 26,632 32,439 33,498: 6,627 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -23,165: -5,370 -2,506 -1,019 -16,149 -18,512 -22,538 -22,036: -627 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 16.6 1.0 43.8 68.2 83.0 85.7: 17.0 14.3
Old : 100.0: 38.2 16.6 1.0 43.8 68.2 83.0 85.7: 17.0 14.3
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 : 84: 26 13 3 31 19 58 34:
Old : 84: 26 13 3 31 19 58 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 : 26.2 45.0 39.5 58.8 25.3 45.0 38.7 58.8
Old : 26.2 45.0 39.5 58.8 25.3 45.0 38.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 22, 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 : 78,131: 29,875 12,933 799 34,203 53,264 64,877 66,996: 13,254 11,135
Old : 78,131: 29,875 12,933 799 34,203 53,264 64,877 66,996: 13,254 11,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -46,329: -10,740 -5,011 -2,037 -32,298 -37,023 -45,075 -44,071: -1,254 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 16.6 1.0 43.8 68.2 83.0 85.7: 17.0 14.3
Old : 100.0: 38.2 16.6 1.0 43.8 68.2 83.0 85.7: 17.0 14.3
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 : 84: 26 13 3 31 19 58 34:
Old : 84: 26 13 3 31 19 58 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 : 26.2 45.0 39.5 58.8 25.3 45.0 38.7 58.8
Old : 26.2 45.0 39.5 58.8 25.3 45.0 38.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 22, 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 : 19,556: 15,902 16,792 2,065 1,375 680 19,342 19,537: 214 19
Old : 19,556: 15,902 16,792 2,065 1,375 680 19,342 19,537: 214 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -2,465: -1,457 -970 -1,361 346 0 -2,472 -2,331: 7 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 85.9 10.6 7.0 3.5 98.9 99.9: 1.1 0.1
Old : 100.0: 81.3 85.9 10.6 7.0 3.5 98.9 99.9: 1.1 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 : 29: 18 9 4 2 1 21 13:
Old : 29: 18 9 4 2 1 21 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 : 82.3 80.8 92.1 97.4 75.4 77.8 79.5 85.7
Old : 82.3 80.8 92.1 97.4 75.4 77.8 79.5 85.7
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, December 22, 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 : 29,493: 21,963 13,955 327 7,114 15,130 29,404 29,412: 89 81
Old : 29,493: 21,963 13,955 327 7,114 15,130 29,404 29,412: 89 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -329: 14 311 0 -334 -363 -320 -52: -9 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 47.3 1.1 24.1 51.3 99.7 99.7: 0.3 0.3
Old : 100.0: 74.5 47.3 1.1 24.1 51.3 99.7 99.7: 0.3 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 : 43: 8 13 1 6 16 15 29:
Old : 43: 8 13 1 6 16 15 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 52.8 94.1 73.6 82.8 52.8 94.1 73.6
Old : 82.8 52.8 94.1 73.6 82.8 52.8 94.1 73.6
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, December 22, 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 : 31,111: 28,090 11,858 16 2,936 19,165 31,042 31,039: 69 72
Old : 31,111: 28,090 11,858 16 2,936 19,165 31,042 31,039: 69 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 353: -1,159 -311 16 1,476 681 333 386: 20 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 38.1 0.1 9.4 61.6 99.8 99.8: 0.2 0.2
Old : 100.0: 90.3 38.1 0.1 9.4 61.6 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 : 35: 9 11 1 4 12 13 24:
Old : 35: 9 11 1 4 12 13 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 : 96.2 70.2 98.8 86.4 96.2 70.2 98.8 86.4
Old : 96.2 70.2 98.8 86.4 96.2 70.2 98.8 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015