WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 468,079: 93,140 138,976 142,150 191,907 140,785 427,197 421,912: 40,882 46,167
Old : 419,965: 90,053 134,991 123,361 169,945 121,369 383,358 379,721: 36,607 40,244
Other: 48,114: 14,011 14,910 7,865 21,962 19,416 43,839 42,191: 4,275 5,923
: : :
: : Changes in Commitments from: September 15, 2015 :
: -3,463: 2,308 -3,313 -2,339 -3,856 1,252 -3,887 -4,400: 424 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 29.7 30.4 41.0 30.1 91.3 90.1: 8.7 9.9
Old : 100.0: 21.4 32.1 29.4 40.5 28.9 91.3 90.4: 8.7 9.6
Other: 100.0: 29.1 31.0 16.3 45.6 40.4 91.1 87.7: 8.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 127 128 154 107 114 328 316:
Old : 405: 139 118 144 106 111 320 307:
Other: 157: 29 42 34 46 56 97 115:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 9.9 19.2 18.0 11.1 8.7 18.2 14.4
Old : 12.5 10.5 20.5 18.7 11.8 9.9 19.1 16.2
Other: 36.0 31.7 49.1 44.5 34.7 31.7 46.6 44.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 199,225: 60,644 71,206 27,364 90,439 75,748 178,447 174,319: 20,778 24,907
Old : 172,803: 62,167 70,129 20,005 71,841 62,077 154,014 152,211: 18,789 20,592
Other: 26,422: 3,530 6,131 2,305 18,598 13,671 24,433 22,107: 1,989 4,315
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,585: -1,440 -229 1,700 1,057 -541 1,317 929: 269 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 35.7 13.7 45.4 38.0 89.6 87.5: 10.4 12.5
Old : 100.0: 36.0 40.6 11.6 41.6 35.9 89.1 88.1: 10.9 11.9
Other: 100.0: 13.4 23.2 8.7 70.4 51.7 92.5 83.7: 7.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 59 61 59 78 74 164 173:
Old : 222: 66 54 53 71 69 154 163:
Other: 107: 10 28 15 34 51 57 83:
:----------------------------------------------------------------------------------------------------
: 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 19.2 27.4 27.6 14.8 15.6 24.5 23.8
Old : 17.6 22.1 28.8 31.7 17.0 22.1 27.9 31.5
Other: 47.8 20.4 61.0 35.1 47.5 20.0 60.7 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,726,114: 391,339 255,225 452,807 725,124 777,761 1,569,269 1,485,793: 156,845 240,321
Old : 1,623,792: 387,982 268,189 412,900 679,657 722,564 1,480,539 1,403,653: 143,253 220,139
Other: 102,322: 29,706 13,385 13,557 45,467 55,197 88,730 82,140: 13,592 20,182
: : :
: : Changes in Commitments from: September 15, 2015 :
: 25,356: -3,571 -364 23,903 7,268 3,355 27,599 26,894: -2,243 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 14.8 26.2 42.0 45.1 90.9 86.1: 9.1 13.9
Old : 100.0: 23.9 16.5 25.4 41.9 44.5 91.2 86.4: 8.8 13.6
Other: 100.0: 29.0 13.1 13.2 44.4 53.9 86.7 80.3: 13.3 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 198 178 239 291 340 614 644:
Old : 783: 198 178 234 287 338 605 641:
Other: 335: 59 37 32 88 190 159 249:
:----------------------------------------------------------------------------------------------------
: 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 10.1 17.0 17.3 7.0 6.9 12.2 11.5
Old : 10.4 9.8 17.6 17.3 7.3 7.6 12.9 12.4
Other: 18.4 25.4 31.7 36.1 18.3 24.7 29.9 33.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,591: 1,331 2,568 1,776 5,493 4,234 8,600 8,578: 1,991 2,012
Old : 10,591: 1,331 2,568 1,776 5,493 4,234 8,600 8,578: 1,991 2,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -64: 90 -59 82 -35 -79 138 -55: -202 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.2 16.8 51.9 40.0 81.2 81.0: 18.8 19.0
Old : 100.0: 12.6 24.2 16.8 51.9 40.0 81.2 81.0: 18.8 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 : 43: 10 12 8 19 13 31 31:
Old : 43: 10 12 8 19 13 31 31:
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 : 38.6 43.5 56.7 58.1 30.5 35.1 38.7 43.1
Old : 38.6 43.5 56.7 58.1 30.5 35.1 38.7 43.1
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 959,284: 144,401 154,442 329,057 426,838 384,120 900,297 867,619: 58,987 91,665
Old : 928,963: 145,509 154,231 319,536 409,316 368,343 874,361 842,111: 54,602 86,852
Other: 30,321: 3,973 5,292 4,440 17,523 15,777 25,936 25,508: 4,385 4,812
: : :
: : Changes in Commitments from: September 15, 2015 :
: 48,265: 1,264 18,376 23,592 22,921 3,498 47,777 45,465: 489 2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.1 34.3 44.5 40.0 93.9 90.4: 6.1 9.6
Old : 100.0: 15.7 16.6 34.4 44.1 39.7 94.1 90.7: 5.9 9.3
Other: 100.0: 13.1 17.5 14.6 57.8 52.0 85.5 84.1: 14.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 651: 181 218 274 178 203 516 560:
Old : 650: 178 223 269 177 201 510 557:
Other: 207: 43 43 37 47 93 111 155:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 12.5 20.9 19.0 9.2 8.5 13.9 13.1
Old : 14.0 12.4 20.8 18.8 8.9 8.1 13.7 12.9
Other: 32.9 43.7 42.7 53.7 32.0 40.0 40.7 48.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 475,547: 106,706 114,110 121,300 212,373 206,143 440,379 441,553: 35,167 33,994
Old : 454,905: 110,159 115,071 111,499 201,003 195,205 422,661 421,775: 32,244 33,130
Other: 20,642: 2,150 4,641 4,198 11,370 10,938 17,718 19,778: 2,923 864
: : :
: : Changes in Commitments from: September 15, 2015 :
: 9,454: 948 2,798 1,986 4,424 3,146 7,358 7,929: 2,096 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.0 25.5 44.7 43.3 92.6 92.9: 7.4 7.1
Old : 100.0: 24.2 25.3 24.5 44.2 42.9 92.9 92.7: 7.1 7.3
Other: 100.0: 10.4 22.5 20.3 55.1 53.0 85.8 95.8: 14.2 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 92 98 117 95 74 259 244:
Old : 326: 97 98 116 93 74 257 243:
Other: 69: 8 20 16 34 12 54 38:
:----------------------------------------------------------------------------------------------------
: 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 22.7 14.8 28.7 7.6 19.6 13.7 24.7
Old : 8.5 22.6 15.2 28.5 7.7 20.0 14.1 25.2
Other: 23.4 46.0 39.3 69.7 18.1 43.0 32.3 55.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 618,556: 56,947 53,853 66,115 349,222 363,704 472,283 483,672: 146,272 134,884
Old : 618,556: 56,947 53,853 66,115 349,222 363,704 472,283 483,672: 146,272 134,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -23,672: -6,050 -1,020 -3,636 -8,901 -7,740 -18,587 -12,396: -5,086 -11,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.7 10.7 56.5 58.8 76.4 78.2: 23.6 21.8
Old : 100.0: 9.2 8.7 10.7 56.5 58.8 76.4 78.2: 23.6 21.8
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 : 155: 29 31 38 79 78 125 130:
Old : 155: 29 31 38 79 78 125 130:
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 : 21.3 21.5 28.7 29.7 17.0 18.4 22.8 24.2
Old : 21.3 21.5 28.7 29.7 17.0 18.4 22.8 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 with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 636,909: 57,651 114,167 20,354 441,498 405,023 519,503 539,544: 117,407 97,366
Old : 636,909: 57,651 114,167 20,354 441,498 405,023 519,503 539,544: 117,407 97,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 9,970: 1,511 4,754 -8,958 18,143 15,157 10,697 10,953: -727 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.9 3.2 69.3 63.6 81.6 84.7: 18.4 15.3
Old : 100.0: 9.1 17.9 3.2 69.3 63.6 81.6 84.7: 18.4 15.3
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 : 99: 12 14 14 54 54 74 74:
Old : 99: 12 14 14 54 54 74 74:
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 : 24.5 43.0 41.1 53.6 22.8 41.2 35.8 50.8
Old : 24.5 43.0 41.1 53.6 22.8 41.2 35.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,045: 1,369 25 797 2,515 4,032 4,681 4,854: 364 191
Old : 5,045: 1,369 25 797 2,515 4,032 4,681 4,854: 364 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 223: 136 -9 27 24 335 187 353: 36 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 0.5 15.8 49.9 79.9 92.8 96.2: 7.2 3.8
Old : 100.0: 27.1 0.5 15.8 49.9 79.9 92.8 96.2: 7.2 3.8
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 : 32: 15 1 7 12 15 28 23:
Old : 32: 15 1 7 12 15 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 52.0 61.0 74.8 27.4 40.5 36.7 48.6
Old : 43.3 52.0 61.0 74.8 27.4 40.5 36.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 444,170: 109,914 55,917 90,453 186,542 262,987 386,909 409,357: 57,261 34,813
Old : 422,390: 110,467 54,459 84,263 173,682 251,042 368,411 389,764: 53,979 32,626
Other: 21,780: 1,047 3,058 4,590 12,860 11,945 18,497 19,593: 3,282 2,187
: : :
: : Changes in Commitments from: September 15, 2015 :
: -2,542: -7,104 10,171 2,880 1,907 -18,487 -2,316 -5,435: -226 2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.6 20.4 42.0 59.2 87.1 92.2: 12.9 7.8
Old : 100.0: 26.2 12.9 19.9 41.1 59.4 87.2 92.3: 12.8 7.7
Other: 100.0: 4.8 14.0 21.1 59.0 54.8 84.9 90.0: 15.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 88 69 98 103 94 246 220:
Old : 290: 96 67 98 103 94 246 220:
Other: 78: 11 18 20 39 21 63 46:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 30.3 18.0 39.3 9.4 24.6 14.2 30.9
Old : 10.7 30.4 17.6 39.6 9.5 25.4 14.5 32.1
Other: 31.2 35.3 44.1 54.3 26.5 28.1 34.8 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,421: 2,516 3,559 1,521 5,520 5,977 9,557 11,056: 2,864 1,365
Old : 12,402: 2,517 3,574 1,505 5,520 5,977 9,542 11,055: 2,860 1,347
Other: 19: 15 1 0 0 0 15 1: 4 18
: : :
: : Changes in Commitments from: September 15, 2015 :
: 175: 216 188 -188 53 31 81 32: 93 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.7 12.2 44.4 48.1 76.9 89.0: 23.1 11.0
Old : 100.0: 20.3 28.8 12.1 44.5 48.2 76.9 89.1: 23.1 10.9
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 : 66: 20 20 15 19 12 49 40:
Old : 66: 20 20 15 19 12 49 40:
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 : 35.4 40.2 45.1 53.4 33.1 38.3 40.2 51.0
Old : 35.5 40.2 45.2 53.4 33.2 38.3 40.3 51.1
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,203,699: 297,146 258,681 76,223 714,038 746,293 1,087,407 1,081,196: 116,292 122,503
Old : 1,203,699: 297,146 258,681 76,223 714,038 746,293 1,087,407 1,081,196: 116,292 122,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -4,435: -9,674 -21,171 20,367 -5,322 8,192 5,371 7,388: -9,806 -11,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 21.5 6.3 59.3 62.0 90.3 89.8: 9.7 10.2
Old : 100.0: 24.7 21.5 6.3 59.3 62.0 90.3 89.8: 9.7 10.2
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 : 273: 57 57 40 93 124 168 204:
Old : 273: 57 57 40 93 124 168 204:
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 : 19.4 18.3 30.8 27.0 19.3 18.3 29.6 25.2
Old : 19.4 18.3 30.8 27.0 19.3 18.3 29.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,192,878: 390,707 388,671 309,152 2,136,926 2,056,494 2,836,785 2,754,316: 356,093 438,562
Old : 3,192,878: 390,707 388,671 309,152 2,136,926 2,056,494 2,836,785 2,754,316: 356,093 438,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -56,103: 50,851 -20,005 -1,918 -111,276 -18,054 -62,342 -39,976: 6,239 -16,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.2 9.7 66.9 64.4 88.8 86.3: 11.2 13.7
Old : 100.0: 12.2 12.2 9.7 66.9 64.4 88.8 86.3: 11.2 13.7
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 : 385: 80 80 90 182 190 311 311:
Old : 385: 80 80 90 182 190 311 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 18.8 35.6 26.1 25.0 16.6 31.4 22.2
Old : 27.5 18.8 35.6 26.1 25.0 16.6 31.4 22.2
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, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,555,028: 317,223 435,025 155,200 1,787,744 1,612,455 2,260,167 2,202,681: 294,862 352,347
Old : 2,555,028: 317,223 435,025 155,200 1,787,744 1,612,455 2,260,167 2,202,681: 294,862 352,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 105,890: 3,230 -48,558 -17,506 106,510 190,257 92,234 124,193: 13,656 -18,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 17.0 6.1 70.0 63.1 88.5 86.2: 11.5 13.8
Old : 100.0: 12.4 17.0 6.1 70.0 63.1 88.5 86.2: 11.5 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 48 71 59 120 146 203 241:
Old : 298: 48 71 59 120 146 203 241:
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 : 28.9 15.8 41.1 24.7 25.7 14.9 34.2 21.7
Old : 28.9 15.8 41.1 24.7 25.7 14.9 34.2 21.7
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 894,145: 141,063 99,817 117,931 616,548 611,376 875,542 829,124: 18,603 65,021
Old : 894,145: 141,063 99,817 117,931 616,548 611,376 875,542 829,124: 18,603 65,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -60,000: -302 -13,989 -34,008 -15,955 -10,918 -50,266 -58,915: -9,734 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.2 13.2 69.0 68.4 97.9 92.7: 2.1 7.3
Old : 100.0: 15.8 11.2 13.2 69.0 68.4 97.9 92.7: 2.1 7.3
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 : 138: 15 44 39 56 74 100 130:
Old : 138: 15 44 39 56 74 100 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 20.8 62.9 30.3 36.6 14.5 45.5 20.8
Old : 44.0 20.8 62.9 30.3 36.6 14.5 45.5 20.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,757: 8,726 10,239 787 17,044 11,869 26,557 22,895: 5,200 8,862
Old : 31,757: 8,726 10,239 787 17,044 11,869 26,557 22,895: 5,200 8,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -19,790: -1,938 -1,865 -2,278 -15,371 -14,744 -19,587 -18,887: -204 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 32.2 2.5 53.7 37.4 83.6 72.1: 16.4 27.9
Old : 100.0: 27.5 32.2 2.5 53.7 37.4 83.6 72.1: 16.4 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 19 6 30 21 49 44:
Old : 78: 17 19 6 30 21 49 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 28.6 42.8 41.4 24.4 28.5 37.6 40.6
Old : 27.1 28.6 42.8 41.4 24.4 28.5 37.6 40.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 63,515: 17,452 20,479 1,574 34,089 23,738 53,115 45,791: 10,400 17,724
Old : 63,515: 17,452 20,479 1,574 34,089 23,738 53,115 45,791: 10,400 17,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -39,580: -3,875 -3,729 -4,557 -30,741 -29,489 -39,173 -37,775: -407 -1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 32.2 2.5 53.7 37.4 83.6 72.1: 16.4 27.9
Old : 100.0: 27.5 32.2 2.5 53.7 37.4 83.6 72.1: 16.4 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 19 6 30 21 49 44:
Old : 78: 17 19 6 30 21 49 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 28.6 42.8 41.4 24.4 28.5 37.6 40.6
Old : 27.1 28.6 42.8 41.4 24.4 28.5 37.6 40.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,838: 17,889 19,693 440 2,174 678 20,503 20,811: 335 27
Old : 20,838: 17,889 19,693 440 2,174 678 20,503 20,811: 335 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -6,044: -2,470 -1,502 -3,126 -400 0 -5,996 -4,628: -48 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 94.5 2.1 10.4 3.3 98.4 99.9: 1.6 0.1
Old : 100.0: 85.8 94.5 2.1 10.4 3.3 98.4 99.9: 1.6 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 : 39: 24 13 2 2 1 27 15:
Old : 39: 24 13 2 2 1 27 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 : 53.5 79.3 76.0 95.0 53.5 77.4 75.8 91.6
Old : 53.5 79.3 76.0 95.0 53.5 77.4 75.8 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, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 43,215: 32,563 22,917 20 9,981 20,083 42,564 43,020: 651 195
Old : 43,215: 32,563 22,917 20 9,981 20,083 42,564 43,020: 651 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -852: -2 -1,127 -6 -643 122 -651 -1,011: -201 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 53.0 0.0 23.1 46.5 98.5 99.5: 1.5 0.5
Old : 100.0: 75.4 53.0 0.0 23.1 46.5 98.5 99.5: 1.5 0.5
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 : 44: 7 16 1 5 16 12 33:
Old : 44: 7 16 1 5 16 12 33:
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 54.1 94.8 73.4 85.8 54.1 94.8 73.4
Old : 85.8 54.1 94.8 73.4 85.8 54.1 94.8 73.4
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 38,027: 22,044 15,886 0 15,769 22,005 37,813 37,891: 214 136
Old : 38,027: 22,044 15,886 0 15,769 22,005 37,813 37,891: 214 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,564: -30 1,355 0 1,631 173 1,601 1,528: -37 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 41.8 0.0 41.5 57.9 99.4 99.6: 0.6 0.4
Old : 100.0: 58.0 41.8 0.0 41.5 57.9 99.4 99.6: 0.6 0.4
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: 5 16 0 4 13 9 29:
Old : 37: 5 16 0 4 13 9 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.6 68.0 99.4 81.3 97.6 68.0 99.4 81.3
Old : 97.6 68.0 99.4 81.3 97.6 68.0 99.4 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015