WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 29, 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 : 360,825: 96,939 172,304 62,078 166,100 88,138 325,117 322,520: 35,708 38,305
Old : 266,478: 87,662 159,586 34,326 118,621 45,039 240,609 238,951: 25,869 27,527
Other: 94,347: 27,446 30,887 9,583 47,479 43,099 84,508 83,569: 9,839 10,778
: : :
: : Changes in Commitments from: December 22, 2015 :
: 12,405: -244 12,347 34 9,688 639 9,478 13,020: 2,927 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 47.8 17.2 46.0 24.4 90.1 89.4: 9.9 10.6
Old : 100.0: 32.9 59.9 12.9 44.5 16.9 90.3 89.7: 9.7 10.3
Other: 100.0: 29.1 32.7 10.2 50.3 45.7 89.6 88.6: 10.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 140 111 113 103 96 300 274:
Old : 386: 137 111 76 88 81 262 235:
Other: 221: 57 62 34 66 67 145 146:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 12.3 24.4 21.2 15.7 12.3 24.0 21.0
Old : 16.2 15.8 26.1 26.0 15.9 15.5 25.4 25.4
Other: 23.8 23.3 37.8 35.0 23.5 19.0 35.7 29.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 29, 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 : 190,323: 50,582 72,311 24,631 96,366 69,095 171,579 166,037: 18,744 24,286
Old : 126,240: 41,878 66,110 14,685 56,772 29,088 113,335 109,883: 12,905 16,357
Other: 64,083: 17,345 14,842 1,305 39,594 40,007 58,244 56,154: 5,839 7,929
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,209: 1,027 2,497 919 1,206 1,123 3,152 4,539: -943 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 38.0 12.9 50.6 36.3 90.2 87.2: 9.8 12.8
Old : 100.0: 33.2 52.4 11.6 45.0 23.0 89.8 87.0: 10.2 13.0
Other: 100.0: 27.1 23.2 2.0 61.8 62.4 90.9 87.6: 9.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 53 55 43 72 63 153 147:
Old : 200: 59 51 20 56 53 123 118:
Other: 141: 32 27 12 58 47 99 79:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 20.2 24.9 29.9 12.9 17.6 21.3 26.7
Old : 20.7 19.2 30.7 31.6 17.5 19.0 26.7 30.5
Other: 21.6 37.3 35.1 48.2 20.9 31.1 32.3 39.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 29, 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 : 1,317,814: 331,127 370,701 200,691 646,650 572,001 1,178,468 1,143,393: 139,346 174,421
Old : 1,157,133: 329,463 362,200 152,755 554,560 495,709 1,036,778 1,010,664: 120,355 146,469
Other: 160,681: 44,547 51,384 5,053 92,090 76,292 141,690 132,729: 18,991 27,952
: : :
: : Changes in Commitments from: December 22, 2015 :
: 33,665: 7,658 58,569 4,522 15,191 -33,821 27,371 29,270: 6,294 4,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.1 15.2 49.1 43.4 89.4 86.8: 10.6 13.2
Old : 100.0: 28.5 31.3 13.2 47.9 42.8 89.6 87.3: 10.4 12.7
Other: 100.0: 27.7 32.0 3.1 57.3 47.5 88.2 82.6: 11.8 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 701: 135 171 145 248 295 467 548:
Old : 691: 137 177 119 238 280 441 518:
Other: 393: 56 61 20 92 213 159 288:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.8 21.1 18.1 11.8 11.8 19.7 17.0
Old : 14.1 13.1 23.2 20.1 14.1 13.1 23.2 19.0
Other: 26.6 23.1 38.7 32.1 25.0 22.6 37.0 30.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 29, 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 : 9,214: 3,077 1,617 904 2,989 5,229 6,970 7,750: 2,244 1,464
Old : 8,659: 3,314 1,613 663 2,535 5,010 6,512 7,286: 2,147 1,373
Other: 555: 3 244 1 454 219 458 464: 97 91
: : :
: : Changes in Commitments from: December 22, 2015 :
: 111: 0 151 -7 11 -170 4 -26: 107 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 17.5 9.8 32.4 56.8 75.6 84.1: 24.4 15.9
Old : 100.0: 38.3 18.6 7.7 29.3 57.9 75.2 84.1: 24.8 15.9
Other: 100.0: 0.5 44.0 0.2 81.8 39.5 82.5 83.6: 17.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 9 5 13 10 27 23:
Old : 39: 13 8 4 12 10 26 22:
Other: 11: 1 3 1 4 4 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 51.9 46.2 59.1 66.4 44.3 44.7 51.5 60.8
Old : 51.0 47.8 58.7 69.1 45.0 47.8 52.6 64.8
Other: 81.8 73.3 82.5 83.6 78.9 73.2 79.5 80.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 29, 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 : 646,657: 111,514 171,797 107,997 370,306 299,453 589,817 579,247: 56,840 67,410
Old : 556,122: 112,417 161,176 91,896 300,008 246,244 504,321 499,316: 51,801 56,806
Other: 90,535: 11,316 22,840 3,882 70,298 53,209 85,496 79,931: 5,039 10,604
: : :
: : Changes in Commitments from: December 22, 2015 :
: -33,877: -11,046 14,756 -9,462 -10,075 -40,150 -30,583 -34,856: -3,294 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.6 16.7 57.3 46.3 91.2 89.6: 8.8 10.4
Old : 100.0: 20.2 29.0 16.5 53.9 44.3 90.7 89.8: 9.3 10.2
Other: 100.0: 12.5 25.2 4.3 77.6 58.8 94.4 88.3: 5.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 121 167 178 152 167 392 431:
Old : 512: 141 157 160 148 143 377 394:
Other: 255: 42 74 36 53 108 122 196:
:----------------------------------------------------------------------------------------------------
: 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 15.3 30.7 23.4 20.8 14.9 27.3 22.1
Old : 17.9 16.2 26.6 24.7 16.7 15.9 24.3 24.0
Other: 60.5 35.8 72.5 52.9 60.4 35.2 72.4 52.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 29, 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 : 386,848: 125,311 39,984 72,977 151,180 247,938 349,468 360,899: 37,380 25,949
Old : 340,488: 127,704 42,668 50,824 130,122 223,590 308,650 317,082: 31,838 23,406
Other: 46,360: 11,103 10,812 8,657 21,058 24,348 40,818 43,817: 5,542 2,543
: : :
: : Changes in Commitments from: December 22, 2015 :
: -17,855: 1,690 -4,219 -8,196 -9,455 -3,986 -15,961 -16,401: -1,894 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.3 18.9 39.1 64.1 90.3 93.3: 9.7 6.7
Old : 100.0: 37.5 12.5 14.9 38.2 65.7 90.6 93.1: 9.4 6.9
Other: 100.0: 23.9 23.3 18.7 45.4 52.5 88.0 94.5: 12.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 96 69 98 80 74 239 202:
Old : 293: 101 70 92 79 70 237 192:
Other: 96: 19 23 20 43 18 74 52:
:----------------------------------------------------------------------------------------------------
: 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 40.0 15.6 46.3 8.9 37.8 15.3 42.6
Old : 9.9 41.0 16.9 47.5 9.9 39.6 16.6 45.1
Other: 25.5 46.9 40.6 69.2 23.3 40.1 31.6 54.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 29, 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 : 511,734: 82,962 82,973 10,371 288,512 289,276 381,845 382,620: 129,889 129,114
Old : 511,734: 82,962 82,973 10,371 288,512 289,276 381,845 382,620: 129,889 129,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -9,410: 4,254 -3,188 -757 -9,150 -8,730 -5,653 -12,675: -3,757 3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.2 2.0 56.4 56.5 74.6 74.8: 25.4 25.2
Old : 100.0: 16.2 16.2 2.0 56.4 56.5 74.6 74.8: 25.4 25.2
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 : 138: 30 28 11 58 62 91 98:
Old : 138: 30 28 11 58 62 91 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 19.4 33.6 29.5 21.6 16.0 28.6 24.2
Old : 25.0 19.4 33.6 29.5 21.6 16.0 28.6 24.2
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, December 29, 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 : 614,176: 56,368 150,448 6,636 437,090 375,008 500,094 532,092: 114,082 82,084
Old : 614,176: 56,368 150,448 6,636 437,090 375,008 500,094 532,092: 114,082 82,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -2,204: -1,628 5,299 19 3,715 -10,334 2,106 -5,016: -4,310 2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.5 1.1 71.2 61.1 81.4 86.6: 18.6 13.4
Old : 100.0: 9.2 24.5 1.1 71.2 61.1 81.4 86.6: 18.6 13.4
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 : 99: 12 15 10 59 50 77 69:
Old : 99: 12 15 10 59 50 77 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 : 26.3 46.0 40.7 57.4 23.9 45.7 35.0 56.0
Old : 26.3 46.0 40.7 57.4 23.9 45.7 35.0 56.0
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, December 29, 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 : 4,038: 1,140 430 495 2,239 2,877 3,874 3,802: 164 236
Old : 4,038: 1,140 430 495 2,239 2,877 3,874 3,802: 164 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -202: -11 -67 -27 -161 -143 -199 -237: -3 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.6 12.3 55.4 71.2 95.9 94.2: 4.1 5.8
Old : 100.0: 28.2 10.6 12.3 55.4 71.2 95.9 94.2: 4.1 5.8
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 : 28: 10 6 5 9 10 21 19:
Old : 28: 10 6 5 9 10 21 19:
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 : 47.3 54.8 73.7 78.0 35.7 37.2 49.9 49.5
Old : 47.3 54.8 73.7 78.0 35.7 37.2 49.9 49.5
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, December 29, 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 : 400,372: 81,506 112,246 55,941 211,906 192,945 349,353 361,132: 51,019 39,240
Old : 349,751: 82,509 108,202 41,134 181,393 166,380 305,036 315,716: 44,715 34,035
Other: 50,621: 6,510 11,557 7,294 30,513 26,565 44,317 45,416: 6,304 5,205
: : :
: : Changes in Commitments from: December 22, 2015 :
: -5,717: -4,003 6,683 -873 1,077 -12,235 -3,799 -6,425: -1,918 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.0 14.0 52.9 48.2 87.3 90.2: 12.7 9.8
Old : 100.0: 23.6 30.9 11.8 51.9 47.6 87.2 90.3: 12.8 9.7
Other: 100.0: 12.9 22.8 14.4 60.3 52.5 87.5 89.7: 12.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 78 88 79 98 75 225 212:
Old : 295: 94 83 75 95 70 221 202:
Other: 126: 22 35 21 57 27 96 68:
:----------------------------------------------------------------------------------------------------
: 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 28.6 22.9 34.9 13.2 23.7 19.9 29.4
Old : 14.8 29.1 22.3 35.9 14.5 26.4 21.3 32.9
Other: 26.7 39.8 41.2 58.1 26.7 34.6 38.4 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 29, 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 : 14,275: 1,697 3,959 2,342 7,699 5,985 11,738 12,286: 2,537 1,989
Old : 14,171: 1,716 4,031 2,247 7,681 5,985 11,644 12,263: 2,527 1,908
Other: 104: 72 19 4 18 0 94 23: 10 81
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,512: -1,073 -59 -180 39 -1,102 -1,214 -1,341: -298 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 27.7 16.4 53.9 41.9 82.2 86.1: 17.8 13.9
Old : 100.0: 12.1 28.4 15.9 54.2 42.2 82.2 86.5: 17.8 13.5
Other: 100.0: 69.2 18.3 3.8 17.3 0.0 90.4 22.1: 9.6 77.9
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 20 21 20 21 11 55 44:
Old : 72: 20 22 19 20 11 54 43:
Other: 7: 2 2 1 2 0 5 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 : 39.9 38.5 51.3 52.3 37.3 36.6 41.5 45.8
Old : 40.1 38.8 51.6 52.7 37.5 36.9 41.9 46.2
Other: 86.5 22.1 90.4 22.1 86.5 18.3 86.5 18.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 29, 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 : 1,017,227: 190,824 295,720 20,555 707,107 557,422 918,486 873,697: 98,741 143,530
Old : 1,017,227: 190,824 295,720 20,555 707,107 557,422 918,486 873,697: 98,741 143,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 28,676: 22,691 9,326 -1,329 12,038 13,819 33,400 21,816: -4,724 6,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 29.1 2.0 69.5 54.8 90.3 85.9: 9.7 14.1
Old : 100.0: 18.8 29.1 2.0 69.5 54.8 90.3 85.9: 9.7 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 : 255: 40 65 24 94 108 148 183:
Old : 255: 40 65 24 94 108 148 183:
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 : 21.9 15.9 36.8 24.5 21.2 15.7 33.9 23.7
Old : 21.9 15.9 36.8 24.5 21.2 15.7 33.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 29, 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 : 2,487,067: 471,966 428,985 54,651 1,676,270 1,569,221 2,202,887 2,052,857: 284,180 434,210
Old : 2,487,067: 471,966 428,985 54,651 1,676,270 1,569,221 2,202,887 2,052,857: 284,180 434,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -9,606: 28,194 -26,997 359 -31,234 5,818 -2,681 -20,820: -6,925 11,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.2 2.2 67.4 63.1 88.6 82.5: 11.4 17.5
Old : 100.0: 19.0 17.2 2.2 67.4 63.1 88.6 82.5: 11.4 17.5
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 : 332: 63 83 42 125 141 216 238:
Old : 332: 63 83 42 125 141 216 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 17.9 43.5 26.6 29.6 14.0 37.2 19.1
Old : 34.4 17.9 43.5 26.6 29.6 14.0 37.2 19.1
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 29, 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 : 2,301,288: 227,603 407,042 41,432 1,780,341 1,506,627 2,049,376 1,955,101: 251,912 346,187
Old : 2,301,288: 227,603 407,042 41,432 1,780,341 1,506,627 2,049,376 1,955,101: 251,912 346,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,871: 10,798 -5,422 -2,341 -21,253 2,349 -12,796 -5,414: 10,925 3,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.7 1.8 77.4 65.5 89.1 85.0: 10.9 15.0
Old : 100.0: 9.9 17.7 1.8 77.4 65.5 89.1 85.0: 10.9 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 : 257: 39 62 30 94 123 153 195:
Old : 257: 39 62 30 94 123 153 195:
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 : 39.6 16.1 53.2 25.8 36.0 15.8 45.7 24.1
Old : 39.6 16.1 53.2 25.8 36.0 15.8 45.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 29, 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 : 747,871: 61,404 80,324 100,052 566,368 527,030 727,824 707,406: 20,047 40,465
Old : 747,871: 61,404 80,324 100,052 566,368 527,030 727,824 707,406: 20,047 40,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 18,184: 1,754 15,969 863 17,230 5,577 19,847 22,409: -1,663 -4,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.7 13.4 75.7 70.5 97.3 94.6: 2.7 5.4
Old : 100.0: 8.2 10.7 13.4 75.7 70.5 97.3 94.6: 2.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 16 25 32 42 60 74 104:
Old : 105: 16 25 32 42 60 74 104:
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 : 46.6 21.9 59.4 34.4 39.0 16.4 43.5 25.5
Old : 46.6 21.9 59.4 34.4 39.0 16.4 43.5 25.5
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 29, 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 : 41,172: 16,457 6,197 427 17,929 28,697 34,813 35,321: 6,359 5,851
Old : 41,172: 16,457 6,197 427 17,929 28,697 34,813 35,321: 6,359 5,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,106: 1,519 -270 28 828 2,065 2,374 1,823: -268 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.1 1.0 43.5 69.7 84.6 85.8: 15.4 14.2
Old : 100.0: 40.0 15.1 1.0 43.5 69.7 84.6 85.8: 15.4 14.2
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 : 90: 28 14 4 30 25 60 41:
Old : 90: 28 14 4 30 25 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 42.5 39.2 57.9 24.7 42.5 38.4 57.9
Old : 25.4 42.5 39.2 57.9 24.7 42.5 38.4 57.9
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 29, 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 : 82,343: 32,913 12,393 854 35,858 57,394 69,625 70,641: 12,718 11,702
Old : 82,343: 32,913 12,393 854 35,858 57,394 69,625 70,641: 12,718 11,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 4,212: 3,038 -540 55 1,655 4,130 4,748 3,645: -536 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.1 1.0 43.5 69.7 84.6 85.8: 15.4 14.2
Old : 100.0: 40.0 15.1 1.0 43.5 69.7 84.6 85.8: 15.4 14.2
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 : 90: 28 14 4 30 25 60 41:
Old : 90: 28 14 4 30 25 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 42.5 39.2 57.9 24.7 42.5 38.4 57.9
Old : 25.4 42.5 39.2 57.9 24.7 42.5 38.4 57.9
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 29, 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 : 19,623: 15,868 16,788 2,092 1,375 680 19,335 19,560: 288 63
Old : 19,623: 15,868 16,788 2,092 1,375 680 19,335 19,560: 288 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 67: -34 -4 27 0 0 -7 23: 74 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.6 10.7 7.0 3.5 98.5 99.7: 1.5 0.3
Old : 100.0: 80.9 85.6 10.7 7.0 3.5 98.5 99.7: 1.5 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 : 27: 16 9 3 2 1 19 12:
Old : 27: 16 9 3 2 1 19 12:
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 : 79.2 81.4 92.4 97.4 73.2 78.2 79.4 85.4
Old : 79.2 81.4 92.4 97.4 73.2 78.2 79.4 85.4
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 29, 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 : 29,415: 22,037 13,989 327 6,964 15,022 29,328 29,338: 87 77
Old : 29,415: 22,037 13,989 327 6,964 15,022 29,328 29,338: 87 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -78: 74 34 0 -150 -108 -76 -74: -2 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 47.6 1.1 23.7 51.1 99.7 99.7: 0.3 0.3
Old : 100.0: 74.9 47.6 1.1 23.7 51.1 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 : 41: 8 11 1 6 16 15 27:
Old : 41: 8 11 1 6 16 15 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 52.6 94.4 73.8 84.2 52.6 94.4 73.8
Old : 84.2 52.6 94.4 73.8 84.2 52.6 94.4 73.8
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 29, 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 : 31,843: 28,457 12,621 59 3,257 19,098 31,773 31,778: 70 65
Old : 31,843: 28,457 12,621 59 3,257 19,098 31,773 31,778: 70 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 732: 367 763 43 321 -67 731 739: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 39.6 0.2 10.2 60.0 99.8 99.8: 0.2 0.2
Old : 100.0: 89.4 39.6 0.2 10.2 60.0 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 : 37: 9 13 2 4 12 14 26:
Old : 37: 9 13 2 4 12 14 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 : 95.6 68.6 98.6 84.9 95.6 68.6 98.6 84.9
Old : 95.6 68.6 98.6 84.9 95.6 68.6 98.6 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016