WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 471,542: 90,832 142,289 144,489 195,763 139,533 431,084 426,312: 40,458 45,230
Old : 423,125: 86,916 138,319 125,814 173,637 119,485 386,367 383,617: 36,758 39,508
Other: 48,417: 14,497 14,552 8,094 22,126 20,048 44,718 42,695: 3,699 5,722
: : :
: : Changes in Commitments from: September 8, 2015 :
: 11,774: 4,508 722 5,192 1,859 6,048 11,559 11,962: 215 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.2 30.6 41.5 29.6 91.4 90.4: 8.6 9.6
Old : 100.0: 20.5 32.7 29.7 41.0 28.2 91.3 90.7: 8.7 9.3
Other: 100.0: 29.9 30.1 16.7 45.7 41.4 92.4 88.2: 7.6 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 125 130 156 109 110 329 315:
Old : 400: 130 127 149 108 104 320 305:
Other: 153: 32 36 35 47 55 100 110:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.3 19.2 19.0 11.1 8.7 18.2 14.4
Old : 12.4 11.1 20.6 19.3 11.8 10.6 19.2 17.0
Other: 36.5 31.5 49.6 46.3 35.1 31.1 47.0 45.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 197,640: 62,083 71,435 25,665 89,382 76,289 177,131 173,389: 20,510 24,251
Old : 172,606: 63,108 70,545 19,038 71,697 62,918 153,843 152,500: 18,764 20,106
Other: 25,034: 3,547 5,463 2,055 17,685 13,371 23,288 20,889: 1,746 4,145
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,682: 1,031 855 3,502 -847 -121 3,685 4,235: 997 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 36.1 13.0 45.2 38.6 89.6 87.7: 10.4 12.3
Old : 100.0: 36.6 40.9 11.0 41.5 36.5 89.1 88.4: 10.9 11.6
Other: 100.0: 14.2 21.8 8.2 70.6 53.4 93.0 83.4: 7.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 51 67 54 75 74 156 171:
Old : 220: 58 60 49 70 69 147 163:
Other: 101: 11 23 13 31 51 54 76:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.0 27.3 27.3 15.4 15.4 24.8 23.5
Old : 17.7 21.6 28.6 31.1 17.6 21.6 28.4 30.9
Other: 49.6 21.4 63.6 35.0 48.5 20.3 62.4 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,700,758: 394,910 255,589 428,904 717,856 774,406 1,541,670 1,458,899: 159,088 241,859
Old : 1,599,055: 392,051 269,295 388,973 672,636 719,239 1,453,660 1,377,507: 145,395 221,548
Other: 101,703: 29,404 12,838 13,386 45,220 55,167 88,009 81,391: 13,693 20,311
: : :
: : Changes in Commitments from: September 8, 2015 :
: 18,637: 12,794 -16,769 2,460 -7,375 41,234 7,878 26,924: 10,758 -8,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.0 25.2 42.2 45.5 90.6 85.8: 9.4 14.2
Old : 100.0: 24.5 16.8 24.3 42.1 45.0 90.9 86.1: 9.1 13.9
Other: 100.0: 28.9 12.6 13.2 44.5 54.2 86.5 80.0: 13.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 189 178 228 290 341 603 635:
Old : 773: 184 183 223 286 339 594 632:
Other: 328: 58 33 33 84 191 150 251:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 10.2 17.4 17.2 7.3 7.0 12.8 11.6
Old : 10.6 9.8 18.0 17.2 7.6 7.8 13.4 12.5
Other: 18.9 25.4 32.1 35.6 18.8 24.3 30.5 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 10,655: 1,241 2,627 1,694 5,528 4,313 8,463 8,634: 2,192 2,021
Old : 10,655: 1,241 2,627 1,694 5,528 4,313 8,463 8,634: 2,192 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 430: 376 -102 186 -222 413 340 497: 90 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.7 15.9 51.9 40.5 79.4 81.0: 20.6 19.0
Old : 100.0: 11.6 24.7 15.9 51.9 40.5 79.4 81.0: 20.6 19.0
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 : 41: 10 10 7 19 13 29 30:
Old : 41: 10 10 7 19 13 29 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 : 39.2 44.8 56.6 59.8 32.3 37.7 40.5 46.1
Old : 39.2 44.8 56.6 59.8 32.3 37.7 40.5 46.1
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, September 15, 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 : 911,018: 143,138 136,066 305,465 403,917 380,623 852,520 822,154: 58,498 88,864
Old : 882,580: 144,209 135,430 297,048 386,800 365,610 828,057 798,087: 54,523 84,493
Other: 28,438: 3,381 5,089 3,965 17,117 15,013 24,463 24,067: 3,975 4,371
: : :
: : Changes in Commitments from: September 8, 2015 :
: 13,589: 2,997 8,889 7,189 3,088 927 13,275 17,006: 314 -3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.9 33.5 44.3 41.8 93.6 90.2: 6.4 9.8
Old : 100.0: 16.3 15.3 33.7 43.8 41.4 93.8 90.4: 6.2 9.6
Other: 100.0: 11.9 17.9 13.9 60.2 52.8 86.0 84.6: 14.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 173 224 265 175 202 514 547:
Old : 652: 166 234 263 174 201 511 545:
Other: 204: 44 38 40 50 89 113 152:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.2 21.8 20.2 9.5 9.1 14.8 14.2
Old : 14.5 13.0 21.7 20.1 9.2 8.8 14.6 14.0
Other: 33.9 46.5 44.5 55.5 32.9 42.9 41.5 50.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 466,092: 105,758 111,312 119,315 207,949 202,997 433,021 433,624: 33,071 32,469
Old : 447,874: 108,785 111,981 110,357 197,978 193,680 417,120 416,018: 30,754 31,856
Other: 18,219: 2,067 4,425 3,864 9,971 9,317 15,901 17,606: 2,317 613
: : :
: : Changes in Commitments from: September 8, 2015 :
: 8,252: -408 7,327 3,201 6,380 -2,258 9,173 8,271: -922 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.9 25.6 44.6 43.6 92.9 93.0: 7.1 7.0
Old : 100.0: 24.3 25.0 24.6 44.2 43.2 93.1 92.9: 6.9 7.1
Other: 100.0: 11.3 24.3 21.2 54.7 51.1 87.3 96.6: 12.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 97 98 119 94 75 263 244:
Old : 326: 103 98 117 92 75 260 243:
Other: 69: 10 20 16 30 12 53 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 23.4 15.1 29.7 7.8 20.5 14.3 25.7
Old : 8.6 23.4 15.5 29.4 7.9 20.7 14.7 25.9
Other: 23.8 44.7 40.7 68.4 18.1 41.1 32.7 53.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 642,228: 62,996 54,873 69,751 358,122 371,445 490,870 496,069: 151,358 146,160
Old : 642,228: 62,996 54,873 69,751 358,122 371,445 490,870 496,069: 151,358 146,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 27,331: 20,056 1,106 6,943 1,143 16,469 28,141 24,517: -811 2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.5 10.9 55.8 57.8 76.4 77.2: 23.6 22.8
Old : 100.0: 9.8 8.5 10.9 55.8 57.8 76.4 77.2: 23.6 22.8
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 : 157: 28 32 38 82 81 128 133:
Old : 157: 28 32 38 82 81 128 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 19.5 28.3 27.6 17.3 17.7 23.2 23.2
Old : 21.1 19.5 28.3 27.6 17.3 17.7 23.2 23.2
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, September 15, 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 : 626,940: 56,140 109,414 29,311 423,355 389,865 508,806 528,590: 118,133 98,349
Old : 626,940: 56,140 109,414 29,311 423,355 389,865 508,806 528,590: 118,133 98,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 10,121: 2,794 5,128 -4,757 13,202 15,259 11,239 15,630: -1,118 -5,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.5 4.7 67.5 62.2 81.2 84.3: 18.8 15.7
Old : 100.0: 9.0 17.5 4.7 67.5 62.2 81.2 84.3: 18.8 15.7
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 : 98: 13 15 13 52 52 72 73:
Old : 98: 13 15 13 52 52 72 73:
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 42.5 40.4 52.8 23.3 39.4 35.2 48.9
Old : 24.6 42.5 40.4 52.8 23.3 39.4 35.2 48.9
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, September 15, 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 : 4,822: 1,233 34 770 2,491 3,697 4,494 4,501: 328 321
Old : 4,822: 1,233 34 770 2,491 3,697 4,494 4,501: 328 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 21: -140 -28 105 62 -80 27 -3: -6 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 0.7 16.0 51.7 76.7 93.2 93.3: 6.8 6.7
Old : 100.0: 25.6 0.7 16.0 51.7 76.7 93.2 93.3: 6.8 6.7
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 : 31: 14 1 5 12 14 27 20:
Old : 31: 14 1 5 12 14 27 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 : 45.4 54.4 64.4 72.7 29.8 39.1 38.9 46.8
Old : 45.4 54.4 64.4 72.7 29.8 39.1 38.9 46.8
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, September 15, 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 : 446,712: 117,017 45,746 87,572 184,635 281,474 389,225 414,793: 57,487 31,919
Old : 426,196: 117,979 44,060 81,346 172,317 270,802 371,641 396,207: 54,555 29,989
Other: 20,515: 758 3,406 4,507 12,318 10,672 17,583 18,585: 2,932 1,930
: : :
: : Changes in Commitments from: September 8, 2015 :
: 10,765: 4,609 -4,241 2,496 876 15,051 7,981 13,306: 2,784 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.2 19.6 41.3 63.0 87.1 92.9: 12.9 7.1
Old : 100.0: 27.7 10.3 19.1 40.4 63.5 87.2 93.0: 12.8 7.0
Other: 100.0: 3.7 16.6 22.0 60.0 52.0 85.7 90.6: 14.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 97 60 99 101 98 255 218:
Old : 297: 105 58 99 101 97 255 217:
Other: 79: 11 18 22 39 21 65 47:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 33.3 17.6 42.1 9.2 27.3 13.8 33.6
Old : 10.3 33.6 17.2 42.6 9.3 28.3 14.1 34.9
Other: 30.5 32.1 44.9 51.1 26.8 25.2 35.2 36.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,247: 2,300 3,371 1,708 5,467 5,945 9,476 11,025: 2,771 1,222
Old : 12,228: 2,301 3,386 1,692 5,467 5,945 9,461 11,024: 2,767 1,204
Other: 19: 15 1 0 0 0 15 1: 4 18
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,227: 638 -101 211 170 1,057 1,019 1,167: 208 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.5 14.0 44.6 48.5 77.4 90.0: 22.6 10.0
Old : 100.0: 18.8 27.7 13.8 44.7 48.6 77.4 90.2: 22.6 9.8
Other: 100.0: 78.9 5.3 0.0 0.0 0.0 78.9 5.3: 21.1 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 19 18 20 12 53 41:
Old : 68: 20 19 18 20 12 53 41:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 39.4 42.3 52.6 30.3 37.8 37.6 49.7
Old : 33.4 39.5 42.4 52.7 30.3 37.9 37.6 49.7
Other: 78.9 5.3 78.9 5.3 78.9 5.3 78.9 5.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,208,134: 306,820 279,852 55,856 719,361 738,100 1,082,036 1,073,808: 126,097 134,325
Old : 1,208,134: 306,820 279,852 55,856 719,361 738,100 1,082,036 1,073,808: 126,097 134,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 20,245: -14,024 18,814 8,295 23,142 172 17,413 27,281: 2,832 -7,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 23.2 4.6 59.5 61.1 89.6 88.9: 10.4 11.1
Old : 100.0: 25.4 23.2 4.6 59.5 61.1 89.6 88.9: 10.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 58 61 41 92 127 168 211:
Old : 277: 58 61 41 92 127 168 211:
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 : 19.9 17.9 32.4 26.4 19.7 17.9 31.7 25.7
Old : 19.9 17.9 32.4 26.4 19.7 17.9 31.7 25.7
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 with Delta-adjusted Options and Futures Combined, September 15, 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 : 3,248,981: 339,856 408,675 311,069 2,248,202 2,074,548 2,899,127 2,794,292: 349,855 454,689
Old : 3,248,981: 339,856 408,675 311,069 2,248,202 2,074,548 2,899,127 2,794,292: 349,855 454,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -42,907: -39,016 -16,516 14,072 -8,567 -29,077 -33,511 -31,521: -9,396 -11,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.6 9.6 69.2 63.9 89.2 86.0: 10.8 14.0
Old : 100.0: 10.5 12.6 9.6 69.2 63.9 89.2 86.0: 10.8 14.0
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 : 382: 69 91 93 182 189 308 316:
Old : 382: 69 91 93 182 189 308 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 18.7 37.7 26.1 27.3 16.8 33.5 21.8
Old : 29.6 18.7 37.7 26.1 27.3 16.8 33.5 21.8
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, September 15, 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 : 2,449,139: 313,993 483,583 172,706 1,681,234 1,422,198 2,167,933 2,078,488: 281,206 370,651
Old : 2,449,139: 313,993 483,583 172,706 1,681,234 1,422,198 2,167,933 2,078,488: 281,206 370,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -48,758: -75,301 -42,367 14,716 38,491 -23,959 -22,094 -51,610: -26,665 2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.7 7.1 68.6 58.1 88.5 84.9: 11.5 15.1
Old : 100.0: 12.8 19.7 7.1 68.6 58.1 88.5 84.9: 11.5 15.1
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 : 290: 45 72 60 116 148 199 242:
Old : 290: 45 72 60 116 148 199 242:
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 : 25.7 16.0 37.6 24.2 22.2 14.8 31.4 21.1
Old : 25.7 16.0 37.6 24.2 22.2 14.8 31.4 21.1
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 with Delta-adjusted Options and Futures Combined, September 15, 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 : 954,144: 141,366 113,806 151,939 632,503 622,293 925,808 888,038: 28,336 66,106
Old : 954,144: 141,366 113,806 151,939 632,503 622,293 925,808 888,038: 28,336 66,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 113,165: 80,355 -12,518 11,633 19,704 105,562 111,692 104,678: 1,473 8,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.9 15.9 66.3 65.2 97.0 93.1: 3.0 6.9
Old : 100.0: 14.8 11.9 15.9 66.3 65.2 97.0 93.1: 3.0 6.9
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 : 139: 15 38 32 58 75 95 129:
Old : 139: 15 38 32 58 75 95 129:
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 : 37.7 17.7 57.2 27.9 32.9 13.8 43.2 20.9
Old : 37.7 17.7 57.2 27.9 32.9 13.8 43.2 20.9
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 with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,547: 10,664 12,104 3,065 32,415 26,613 46,144 41,783: 5,403 9,765
Old : 51,547: 10,664 12,104 3,065 32,415 26,613 46,144 41,783: 5,403 9,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 5,174: 467 922 18 4,711 2,990 5,196 3,930: -22 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 23.5 5.9 62.9 51.6 89.5 81.1: 10.5 18.9
Old : 100.0: 20.7 23.5 5.9 62.9 51.6 89.5 81.1: 10.5 18.9
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 : 96: 22 25 11 37 28 64 60:
Old : 96: 22 25 11 37 28 64 60:
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 : 30.9 33.9 47.3 49.7 25.8 33.1 37.4 42.9
Old : 30.9 33.9 47.3 49.7 25.8 33.1 37.4 42.9
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 with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,095: 21,328 24,208 6,130 64,830 53,227 92,288 83,565: 10,807 19,530
Old : 103,095: 21,328 24,208 6,130 64,830 53,227 92,288 83,565: 10,807 19,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 10,349: 935 1,843 36 9,421 5,980 10,392 7,859: -43 2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 23.5 5.9 62.9 51.6 89.5 81.1: 10.5 18.9
Old : 100.0: 20.7 23.5 5.9 62.9 51.6 89.5 81.1: 10.5 18.9
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 : 96: 22 25 11 37 28 64 60:
Old : 96: 22 25 11 37 28 64 60:
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 : 30.9 33.9 47.3 49.7 25.8 33.1 37.4 42.9
Old : 30.9 33.9 47.3 49.7 25.8 33.1 37.4 42.9
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 with Delta-adjusted Options and Futures Combined, September 15, 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 : 26,882: 20,359 21,195 3,566 2,574 678 26,499 25,439: 383 1,443
Old : 26,882: 20,359 21,195 3,566 2,574 678 26,499 25,439: 383 1,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 5,616: 1,994 1,125 3,099 500 0 5,593 4,224: 23 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 78.8 13.3 9.6 2.5 98.6 94.6: 1.4 5.4
Old : 100.0: 75.7 78.8 13.3 9.6 2.5 98.6 94.6: 1.4 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: 21 14 5 2 1 25 18:
Old : 37: 21 14 5 2 1 25 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 : 60.4 67.9 81.8 87.1 55.2 56.6 73.3 74.1
Old : 60.4 67.9 81.8 87.1 55.2 56.6 73.3 74.1
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, September 15, 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 : 44,067: 32,565 24,044 26 10,624 19,961 43,215 44,031: 852 36
Old : 44,067: 32,565 24,044 26 10,624 19,961 43,215 44,031: 852 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -17,056: -9,608 -5,661 -781 -6,671 -10,588 -17,060 -17,030: 4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 54.6 0.1 24.1 45.3 98.1 99.9: 1.9 0.1
Old : 100.0: 73.9 54.6 0.1 24.1 45.3 98.1 99.9: 1.9 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 : 48: 7 20 2 5 16 12 38:
Old : 48: 7 20 2 5 16 12 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 53.2 94.5 72.3 85.7 53.2 94.4 72.3
Old : 85.8 53.2 94.5 72.3 85.7 53.2 94.4 72.3
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, September 15, 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 : 36,463: 22,074 14,531 0 14,138 21,832 36,212 36,363: 251 100
Old : 36,463: 22,074 14,531 0 14,138 21,832 36,212 36,363: 251 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -505: -2,309 530 -2,705 4,515 1,637 -499 -538: -6 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 39.9 0.0 38.8 59.9 99.3 99.7: 0.7 0.3
Old : 100.0: 60.5 39.9 0.0 38.8 59.9 99.3 99.7: 0.7 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 : 36: 6 14 0 4 13 10 27:
Old : 36: 6 14 0 4 13 10 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 : 95.6 69.9 99.2 83.3 95.6 69.9 99.2 83.3
Old : 95.6 69.9 99.2 83.3 95.6 69.9 99.2 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015