WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 539,263: 110,837 124,815 182,631 201,579 183,711 495,047 491,157: 44,216 48,106
Old : 513,387: 109,620 126,320 171,516 190,696 172,030 471,832 469,866: 41,555 43,520
Other: 25,877: 7,499 4,777 4,834 10,883 11,681 23,215 21,291: 2,662 4,585
: : :
: : Changes in Commitments from: July 28, 2015 :
: 38,777: -1,484 16,039 18,721 16,230 -1,552 33,466 33,208: 5,311 5,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 23.1 33.9 37.4 34.1 91.8 91.1: 8.2 8.9
Old : 100.0: 21.4 24.6 33.4 37.1 33.5 91.9 91.5: 8.1 8.5
Other: 100.0: 29.0 18.5 18.7 42.1 45.1 89.7 82.3: 10.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 130 129 162 108 120 340 327:
Old : 416: 132 129 157 107 118 335 323:
Other: 125: 25 34 24 30 46 75 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 8.7 17.8 16.1 9.2 7.0 15.4 12.1
Old : 10.7 8.8 17.9 16.5 9.2 7.5 15.4 13.0
Other: 28.7 22.5 43.7 36.3 25.9 22.5 40.4 34.9
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 8,601: 3,280 6,619 1,104 3,936 594 8,321 8,318: 280 283
Old : 8,601: 3,280 6,619 1,104 3,936 594 8,321 8,318: 280 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 77.0 12.8 45.8 6.9 96.7 96.7: 3.3 3.3
Old : 100.0: 38.1 77.0 12.8 45.8 6.9 96.7 96.7: 3.3 3.3
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 : 22: 7 10 12 4 4 19 18:
Old : 22: 7 10 12 4 4 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 64.9 87.2 82.6 66.0 58.9 76.3 74.8
Old : 69.6 64.9 87.2 82.6 66.0 58.9 76.3 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 212,541: 60,604 65,725 35,278 94,678 84,028 190,560 185,031: 21,981 27,510
Old : 196,920: 61,221 64,950 31,648 82,732 75,844 175,601 172,442: 21,319 24,478
Other: 15,621: 2,146 3,537 868 11,946 8,184 14,959 12,589: 662 3,032
: : :
: : Changes in Commitments from: July 28, 2015 :
: 8,239: 3,757 9,303 2,495 2,558 -3,207 8,810 8,591: -571 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 30.9 16.6 44.5 39.5 89.7 87.1: 10.3 12.9
Old : 100.0: 31.1 33.0 16.1 42.0 38.5 89.2 87.6: 10.8 12.4
Other: 100.0: 13.7 22.6 5.6 76.5 52.4 95.8 80.6: 4.2 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 49 59 61 66 71 151 168:
Old : 214: 55 56 60 66 69 150 165:
Other: 82: 7 23 11 19 38 35 63:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 21.7 29.5 30.0 15.2 13.1 23.6 21.2
Old : 17.6 23.4 27.8 32.4 16.4 17.9 24.9 26.6
Other: 74.3 31.8 83.8 45.7 74.3 31.8 83.7 43.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,917,728: 420,084 187,000 585,775 759,874 864,587 1,765,733 1,637,362: 151,995 280,366
Old : 584,333: 205,797 123,172 138,349 200,579 277,792 544,725 539,312: 39,608 45,021
Other: 1,333,395: 321,755 171,297 339,957 559,295 586,795 1,221,008 1,098,050: 112,387 235,346
: : :
: : Changes in Commitments from: July 28, 2015 :
: 50,036: -13,717 59,507 33,027 30,766 -33,033 50,075 59,501: -39 -9,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.8 30.5 39.6 45.1 92.1 85.4: 7.9 14.6
Old : 100.0: 35.2 21.1 23.7 34.3 47.5 93.2 92.3: 6.8 7.7
Other: 100.0: 24.1 12.8 25.5 41.9 44.0 91.6 82.3: 8.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 215 166 240 294 336 621 649:
Old : 606: 131 128 106 206 242 383 430:
Other: 749: 211 154 183 258 323 548 584:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 10.4 16.6 16.2 6.4 6.2 11.1 10.7
Old : 12.5 20.4 21.4 29.1 11.0 19.4 18.7 26.3
Other: 11.0 8.1 18.9 13.8 8.7 5.1 13.7 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 9,060: 846 2,599 596 5,790 3,927 7,232 7,123: 1,829 1,938
Old : 9,060: 846 2,599 596 5,790 3,927 7,232 7,123: 1,829 1,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: -476: 67 245 -80 -453 -509 -465 -343: -11 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.7 6.6 63.9 43.3 79.8 78.6: 20.2 21.4
Old : 100.0: 9.3 28.7 6.6 63.9 43.3 79.8 78.6: 20.2 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 13 7 18 13 28 30:
Old : 39: 7 13 7 18 13 28 30:
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 : 39.3 48.2 55.7 59.0 37.2 41.7 49.1 50.6
Old : 39.3 48.2 55.7 59.0 37.2 41.7 49.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 850,424: 157,646 80,163 267,741 371,264 408,427 796,652 756,331: 53,772 94,093
Old : 831,156: 155,279 79,277 263,041 361,827 398,191 780,148 740,508: 51,009 90,648
Other: 19,268: 3,946 2,464 3,122 9,437 10,236 16,504 15,823: 2,763 3,445
: : :
: : Changes in Commitments from: July 28, 2015 :
: 15,772: -6,442 6,715 7,791 14,535 3,427 15,884 17,934: -112 -2,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.4 31.5 43.7 48.0 93.7 88.9: 6.3 11.1
Old : 100.0: 18.7 9.5 31.6 43.5 47.9 93.9 89.1: 6.1 10.9
Other: 100.0: 20.5 12.8 16.2 49.0 53.1 85.7 82.1: 14.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 608: 178 177 233 161 215 469 510:
Old : 607: 176 179 232 157 214 463 509:
Other: 176: 35 28 28 35 88 82 136:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.2 19.5 21.9 8.1 9.7 13.2 14.7
Old : 12.6 13.3 19.6 21.9 8.2 9.6 13.4 14.4
Other: 26.6 44.1 39.2 52.6 25.0 40.7 36.6 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 411,438: 106,469 92,303 84,419 190,202 200,917 381,090 377,639: 30,348 33,799
Old : 71,269: 14,900 14,248 7,955 42,133 41,852 64,988 64,055: 6,281 7,215
Other: 340,169: 102,846 89,333 65,187 148,069 159,065 316,102 313,585: 24,067 26,584
: : :
: : Changes in Commitments from: July 28, 2015 :
: 5,238: 960 10,928 1,588 5,052 -8,187 7,601 4,330: -2,363 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.4 20.5 46.2 48.8 92.6 91.8: 7.4 8.2
Old : 100.0: 20.9 20.0 11.2 59.1 58.7 91.2 89.9: 8.8 10.1
Other: 100.0: 30.2 26.3 19.2 43.5 46.8 92.9 92.2: 7.1 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 87 88 103 92 75 248 217:
Old : 170: 54 30 34 58 46 122 100:
Other: 291: 78 94 92 84 65 227 200:
:----------------------------------------------------------------------------------------------------
: 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 25.0 16.1 31.8 8.2 22.1 14.9 28.6
Old : 28.6 32.4 41.0 44.1 28.6 31.7 40.9 43.3
Other: 10.2 24.3 18.1 31.5 10.1 22.8 18.0 29.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 647,422: 55,816 42,324 66,646 381,113 369,974 503,576 478,944: 143,846 168,479
Old : 647,422: 55,816 42,324 66,646 381,113 369,974 503,576 478,944: 143,846 168,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 33,899: 1,578 -10,773 10,556 15,363 25,858 27,497 25,641: 6,402 8,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 10.3 58.9 57.1 77.8 74.0: 22.2 26.0
Old : 100.0: 8.6 6.5 10.3 58.9 57.1 77.8 74.0: 22.2 26.0
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 : 149: 30 27 39 69 79 115 129:
Old : 149: 30 27 39 69 79 115 129:
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 : 24.6 16.0 32.8 24.6 20.2 13.7 26.7 21.2
Old : 24.6 16.0 32.8 24.6 20.2 13.7 26.7 21.2
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 605,875: 47,685 97,521 7,386 432,616 399,323 487,687 504,230: 118,188 101,644
Old : 605,875: 47,685 97,521 7,386 432,616 399,323 487,687 504,230: 118,188 101,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: -7,063: -6,904 -3,656 -395 -10,885 -13,048 -18,184 -17,099: 11,121 10,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.1 1.2 71.4 65.9 80.5 83.2: 19.5 16.8
Old : 100.0: 7.9 16.1 1.2 71.4 65.9 80.5 83.2: 19.5 16.8
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 : 93: 10 14 10 50 51 65 70:
Old : 93: 10 14 10 50 51 65 70:
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 38.5 41.2 48.3 23.9 38.3 35.6 47.3
Old : 25.4 38.5 41.2 48.3 23.9 38.3 35.6 47.3
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 5,626: 1,831 102 992 2,385 4,228 5,208 5,322: 418 304
Old : 5,626: 1,831 102 992 2,385 4,228 5,208 5,322: 418 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: -96: -379 -72 156 91 -135 -132 -51: 36 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 1.8 17.6 42.4 75.2 92.6 94.6: 7.4 5.4
Old : 100.0: 32.5 1.8 17.6 42.4 75.2 92.6 94.6: 7.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 3 6 12 16 29 25:
Old : 37: 15 3 6 12 16 29 25:
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 : 42.8 52.2 63.9 72.0 31.5 41.6 42.4 52.4
Old : 42.8 52.2 63.9 72.0 31.5 41.6 42.4 52.4
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 435,642: 140,040 47,484 76,564 166,352 278,316 382,955 402,364: 52,687 33,278
Old : 78,931: 30,411 3,503 10,586 27,431 55,170 68,427 69,258: 10,504 9,672
Other: 356,712: 122,751 57,104 52,856 138,921 223,146 314,528 333,106: 42,183 23,606
: : :
: : Changes in Commitments from: July 28, 2015 :
: -12,463: -1,368 -1,987 -5,660 -8,070 -5,004 -15,098 -12,652: 2,634 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.9 17.6 38.2 63.9 87.9 92.4: 12.1 7.6
Old : 100.0: 38.5 4.4 13.4 34.8 69.9 86.7 87.7: 13.3 12.3
Other: 100.0: 34.4 16.0 14.8 38.9 62.6 88.2 93.4: 11.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 103 67 88 90 88 245 201:
Old : 175: 57 24 30 57 60 127 101:
Other: 278: 97 73 79 82 76 226 185:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 34.8 16.1 42.9 8.5 28.5 13.4 35.2
Old : 20.9 37.7 32.9 48.6 20.9 34.1 32.4 44.7
Other: 10.9 35.6 17.5 43.6 9.2 28.9 14.7 35.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 11,121: 1,644 3,488 2,336 4,743 3,822 8,723 9,646: 2,398 1,475
Old : 11,121: 1,644 3,488 2,336 4,743 3,822 8,723 9,646: 2,398 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 1,402: 191 -545 1,294 -145 559 1,340 1,308: 62 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 31.4 21.0 42.7 34.4 78.4 86.7: 21.6 13.3
Old : 100.0: 14.8 31.4 21.0 42.7 34.4 78.4 86.7: 21.6 13.3
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 : 67: 20 21 18 17 10 50 42:
Old : 67: 20 21 18 17 10 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 32.3 40.8 44.9 29.7 32.3 35.5 42.3
Old : 31.4 32.3 40.8 44.9 29.7 32.3 35.5 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,457,975: 424,719 322,948 87,702 830,169 899,364 1,342,590 1,310,013: 115,385 147,962
Old : 1,457,975: 424,719 322,948 87,702 830,169 899,364 1,342,590 1,310,013: 115,385 147,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 44,132: -16,667 3,455 7,851 52,398 32,991 43,583 44,297: 549 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 22.2 6.0 56.9 61.7 92.1 89.9: 7.9 10.1
Old : 100.0: 29.1 22.2 6.0 56.9 61.7 92.1 89.9: 7.9 10.1
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 : 296: 58 66 43 106 134 187 221:
Old : 296: 58 66 43 106 134 187 221:
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 : 20.5 19.0 32.4 28.7 20.5 18.8 31.9 26.5
Old : 20.5 19.0 32.4 28.7 20.5 18.8 31.9 26.5
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 3,448,672: 458,100 415,570 329,047 2,334,089 2,212,017 3,121,236 2,956,634: 327,436 492,038
Old : 3,448,672: 458,100 415,570 329,047 2,334,089 2,212,017 3,121,236 2,956,634: 327,436 492,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 214,850: -17,491 -1,238 75,565 144,171 122,399 202,245 196,726: 12,605 18,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.1 9.5 67.7 64.1 90.5 85.7: 9.5 14.3
Old : 100.0: 13.3 12.1 9.5 67.7 64.1 90.5 85.7: 9.5 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 : 398: 77 94 96 181 200 315 333:
Old : 398: 77 94 96 181 200 315 333:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 17.7 41.8 25.0 29.6 15.7 37.0 20.2
Old : 31.9 17.7 41.8 25.0 29.6 15.7 37.0 20.2
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 2,520,831: 433,491 551,736 168,096 1,634,945 1,407,493 2,236,532 2,127,326: 284,299 393,505
Old : 2,520,831: 433,491 551,736 168,096 1,634,945 1,407,493 2,236,532 2,127,326: 284,299 393,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 74,492: 21,221 -16,845 5,986 24,831 43,568 52,038 32,709: 22,454 41,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.9 6.7 64.9 55.8 88.7 84.4: 11.3 15.6
Old : 100.0: 17.2 21.9 6.7 64.9 55.8 88.7 84.4: 11.3 15.6
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 : 287: 46 74 59 115 143 197 240:
Old : 287: 46 74 59 115 143 197 240:
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 13.9 38.1 22.5 24.0 13.8 32.7 19.5
Old : 26.3 13.9 38.1 22.5 24.0 13.8 32.7 19.5
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 805,860: 51,658 139,001 141,365 592,791 477,098 785,815 757,465: 20,046 48,396
Old : 805,860: 51,658 139,001 141,365 592,791 477,098 785,815 757,465: 20,046 48,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: -115,058: 8,720 -43,675 -19,217 -102,229 -44,006 -112,727 -106,899: -2,331 -8,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 17.2 17.5 73.6 59.2 97.5 94.0: 2.5 6.0
Old : 100.0: 6.4 17.2 17.5 73.6 59.2 97.5 94.0: 2.5 6.0
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 : 125: 20 39 34 51 63 87 121:
Old : 125: 20 39 34 51 63 87 121:
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 19.5 57.5 31.9 30.1 12.4 36.4 18.2
Old : 46.6 19.5 57.5 31.9 30.1 12.4 36.4 18.2
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 49,622: 10,908 12,112 670 31,305 30,653 42,883 43,434: 6,739 6,188
Old : 49,622: 10,908 12,112 670 31,305 30,653 42,883 43,434: 6,739 6,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 2,044: 1,028 -715 -341 1,327 3,009 2,013 1,954: 30 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.4 1.3 63.1 61.8 86.4 87.5: 13.6 12.5
Old : 100.0: 22.0 24.4 1.3 63.1 61.8 86.4 87.5: 13.6 12.5
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 : 91: 25 18 4 34 23 61 43:
Old : 91: 25 18 4 34 23 61 43:
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 : 28.5 42.0 41.5 57.5 28.5 41.8 41.5 57.2
Old : 28.5 42.0 41.5 57.5 28.5 41.8 41.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 99,244: 21,816 24,223 1,340 62,610 61,306 85,766 86,869: 13,478 12,375
Old : 99,244: 21,816 24,223 1,340 62,610 61,306 85,766 86,869: 13,478 12,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 4,087: 2,056 -1,429 -682 2,653 6,018 4,027 3,907: 61 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.4 1.3 63.1 61.8 86.4 87.5: 13.6 12.5
Old : 100.0: 22.0 24.4 1.3 63.1 61.8 86.4 87.5: 13.6 12.5
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 : 91: 25 18 4 34 23 61 43:
Old : 91: 25 18 4 34 23 61 43:
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 : 28.5 42.0 41.5 57.5 28.5 41.8 41.5 57.2
Old : 28.5 42.0 41.5 57.5 28.5 41.8 41.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 20,647: 17,742 19,545 374 2,146 678 20,262 20,597: 385 50
Old : 20,647: 17,742 19,545 374 2,146 678 20,262 20,597: 385 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 553: 379 532 -4 165 0 540 528: 13 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 94.7 1.8 10.4 3.3 98.1 99.8: 1.9 0.2
Old : 100.0: 85.9 94.7 1.8 10.4 3.3 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 19 12 2 2 1 21 15:
Old : 33: 19 12 2 2 1 21 15:
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 : 64.6 75.3 86.9 92.3 64.3 75.3 85.4 91.6
Old : 64.6 75.3 86.9 92.3 64.3 75.3 85.4 91.6
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 51,242: 39,292 28,548 21 11,844 22,594 51,157 51,163: 85 79
Old : 51,242: 39,292 28,548 21 11,844 22,594 51,157 51,163: 85 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 507: 394 1,006 0 122 -515 516 491: -9 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 55.7 0.0 23.1 44.1 99.8 99.8: 0.2 0.2
Old : 100.0: 76.7 55.7 0.0 23.1 44.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 19 1 4 17 11 37:
Old : 47: 7 19 1 4 17 11 37:
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 : 95.1 53.0 99.6 70.1 95.1 53.0 99.5 70.1
Old : 95.1 53.0 99.6 70.1 95.1 53.0 99.5 70.1
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 with Delta-adjusted Options and Futures Combined, August 04, 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 : 35,660: 27,081 14,921 1,037 7,384 19,609 35,502 35,567: 158 93
Old : 35,660: 27,081 14,921 1,037 7,384 19,609 35,502 35,567: 158 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 493: -548 56 140 872 270 464 466: 29 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 41.8 2.9 20.7 55.0 99.6 99.7: 0.4 0.3
Old : 100.0: 75.9 41.8 2.9 20.7 55.0 99.6 99.7: 0.4 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 : 38: 6 17 1 4 12 10 30:
Old : 38: 6 17 1 4 12 10 30:
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 : 94.9 68.7 99.1 81.6 92.0 68.7 94.5 81.1
Old : 94.9 68.7 99.1 81.6 92.0 68.7 94.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2015