WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 447,755: 91,786 128,068 129,903 186,383 145,923 408,072 403,894: 39,683 43,861
Old : 401,763: 89,710 123,937 111,070 165,608 128,854 366,388 363,860: 35,375 37,902
Other: 45,992: 13,515 15,570 7,394 20,775 17,070 41,684 40,034: 4,308 5,958
: : :
: : Changes in Commitments from: September 22, 2015 :
: -20,324: -1,354 -10,908 -12,247 -5,524 5,138 -19,125 -18,018: -1,198 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 28.6 29.0 41.6 32.6 91.1 90.2: 8.9 9.8
Old : 100.0: 22.3 30.8 27.6 41.2 32.1 91.2 90.6: 8.8 9.4
Other: 100.0: 29.4 33.9 16.1 45.2 37.1 90.6 87.0: 9.4 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 125 122 141 108 116 315 312:
Old : 399: 132 118 132 107 111 306 303:
Other: 161: 29 44 33 44 59 94 119:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 10.6 20.0 18.5 11.6 8.5 19.1 14.9
Old : 13.0 11.3 21.2 19.3 12.4 10.1 20.0 17.4
Other: 35.4 29.3 49.2 41.3 34.1 29.3 46.5 40.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 196,156: 59,385 67,647 26,051 88,686 78,408 174,123 172,107: 22,033 24,049
Old : 168,214: 60,918 66,278 18,947 68,754 63,742 148,619 148,966: 19,596 19,248
Other: 27,942: 3,457 6,359 2,115 19,933 14,667 25,504 23,140: 2,438 4,801
: : :
: : Changes in Commitments from: September 22, 2015 :
: -3,069: -1,258 -3,559 -1,313 -1,753 2,660 -4,324 -2,212: 1,255 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 34.5 13.3 45.2 40.0 88.8 87.7: 11.2 12.3
Old : 100.0: 36.2 39.4 11.3 40.9 37.9 88.4 88.6: 11.6 11.4
Other: 100.0: 12.4 22.8 7.6 71.3 52.5 91.3 82.8: 8.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 55 59 56 79 71 161 167:
Old : 215: 59 57 51 71 66 150 157:
Other: 104: 14 25 14 35 49 60 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 20.5 27.7 28.6 14.5 16.5 24.1 24.1
Old : 17.8 23.9 29.1 33.3 16.9 23.9 27.9 32.8
Other: 48.1 21.4 60.6 37.2 48.1 21.2 60.6 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,720,579: 393,812 258,360 426,874 737,385 798,456 1,558,072 1,483,690: 162,507 236,889
Old : 1,617,012: 391,477 271,248 385,079 692,115 745,003 1,468,670 1,401,330: 148,341 215,682
Other: 103,568: 30,575 15,352 13,556 45,271 53,453 89,402 82,360: 14,166 21,208
: : :
: : Changes in Commitments from: September 22, 2015 :
: -5,535: 2,474 3,135 -25,932 12,261 20,695 -11,197 -2,103: 5,662 -3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.0 24.8 42.9 46.4 90.6 86.2: 9.4 13.8
Old : 100.0: 24.2 16.8 23.8 42.8 46.1 90.8 86.7: 9.2 13.3
Other: 100.0: 29.5 14.8 13.1 43.7 51.6 86.3 79.5: 13.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 183 179 233 291 337 603 636:
Old : 771: 188 176 228 287 335 596 631:
Other: 337: 59 40 30 85 193 153 255:
:----------------------------------------------------------------------------------------------------
: 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 10.7 17.7 18.0 7.3 7.1 12.8 11.8
Old : 11.2 10.8 18.3 18.3 7.6 7.6 13.4 12.3
Other: 18.4 21.7 30.9 32.8 17.7 21.2 28.6 29.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,478: 1,422 2,581 1,643 5,362 4,228 8,428 8,453: 2,050 2,026
Old : 10,478: 1,422 2,581 1,643 5,362 4,228 8,428 8,453: 2,050 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -112: 91 13 -133 -130 -5 -172 -125: 60 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 24.6 15.7 51.2 40.4 80.4 80.7: 19.6 19.3
Old : 100.0: 13.6 24.6 15.7 51.2 40.4 80.4 80.7: 19.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 14 8 17 12 30 30:
Old : 43: 9 14 8 17 12 30 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 : 38.4 45.4 56.3 60.1 32.8 37.8 41.0 46.6
Old : 38.4 45.4 56.3 60.1 32.8 37.8 41.0 46.6
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, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 944,877: 146,857 132,330 315,137 422,629 407,683 884,623 855,149: 60,255 89,728
Old : 912,832: 148,984 134,394 302,978 404,769 390,770 856,730 828,142: 56,101 84,690
Other: 32,046: 5,180 5,243 4,852 17,860 16,913 27,892 27,008: 4,153 5,038
: : :
: : Changes in Commitments from: September 22, 2015 :
: -14,406: 2,456 -22,112 -13,920 -4,209 23,563 -15,674 -12,470: 1,268 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.0 33.4 44.7 43.1 93.6 90.5: 6.4 9.5
Old : 100.0: 16.3 14.7 33.2 44.3 42.8 93.9 90.7: 6.1 9.3
Other: 100.0: 16.2 16.4 15.1 55.7 52.8 87.0 84.3: 13.0 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 183 196 261 167 189 498 518:
Old : 615: 182 200 258 166 187 493 516:
Other: 205: 53 36 43 48 85 123 147:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 13.8 21.2 20.4 9.6 9.6 14.2 14.6
Old : 14.2 13.8 21.1 20.1 9.2 9.5 14.0 14.4
Other: 30.3 41.4 41.3 53.4 29.4 38.3 39.7 49.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 449,963: 102,275 93,652 115,354 197,421 210,675 415,050 419,681: 34,913 30,282
Old : 428,227: 105,352 94,709 105,212 185,792 198,889 396,356 398,810: 31,871 29,417
Other: 21,736: 2,246 4,266 4,819 11,628 11,786 18,693 20,871: 3,042 865
: : :
: : Changes in Commitments from: September 22, 2015 :
: -25,584: -4,431 -20,458 -5,946 -14,952 4,532 -25,330 -21,872: -255 -3,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 20.8 25.6 43.9 46.8 92.2 93.3: 7.8 6.7
Old : 100.0: 24.6 22.1 24.6 43.4 46.4 92.6 93.1: 7.4 6.9
Other: 100.0: 10.3 19.6 22.2 53.5 54.2 86.0 96.0: 14.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 94 94 120 95 80 264 246:
Old : 330: 103 91 117 94 79 262 243:
Other: 72: 9 21 18 35 12 58 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 : 8.3 25.5 14.8 31.7 8.0 23.3 14.4 28.5
Old : 8.4 25.2 15.2 31.3 8.1 23.1 14.9 28.6
Other: 25.0 48.4 40.0 71.3 18.0 46.1 32.0 57.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 599,810: 45,112 57,514 44,324 348,205 350,032 437,640 451,870: 162,169 147,940
Old : 599,810: 45,112 57,514 44,324 348,205 350,032 437,640 451,870: 162,169 147,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -18,746: -11,835 3,661 -21,791 -1,017 -13,672 -34,643 -31,803: 15,897 13,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.6 7.4 58.1 58.4 73.0 75.3: 27.0 24.7
Old : 100.0: 7.5 9.6 7.4 58.1 58.4 73.0 75.3: 27.0 24.7
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 : 140: 20 28 29 73 74 108 116:
Old : 140: 20 28 29 73 74 108 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 22.6 30.1 29.9 17.2 18.6 22.4 24.0
Old : 22.4 22.6 30.1 29.9 17.2 18.6 22.4 24.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 632,867: 62,640 130,482 8,846 445,980 405,325 517,466 544,653: 115,401 88,214
Old : 632,867: 62,640 130,482 8,846 445,980 405,325 517,466 544,653: 115,401 88,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -4,043: 4,989 16,315 -11,508 4,482 302 -2,037 5,109: -2,006 -9,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.6 1.4 70.5 64.0 81.8 86.1: 18.2 13.9
Old : 100.0: 9.9 20.6 1.4 70.5 64.0 81.8 86.1: 18.2 13.9
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 : 103: 13 15 13 54 55 73 77:
Old : 103: 13 15 13 54 55 73 77:
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 : 25.8 42.5 42.2 53.5 23.9 42.5 36.8 52.5
Old : 25.8 42.5 42.2 53.5 23.9 42.5 36.8 52.5
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,923: 1,318 85 742 2,556 3,883 4,616 4,710: 307 213
Old : 4,923: 1,318 85 742 2,556 3,883 4,616 4,710: 307 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -122: -51 60 -55 41 -149 -65 -144: -57 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 1.7 15.1 51.9 78.9 93.8 95.7: 6.2 4.3
Old : 100.0: 26.8 1.7 15.1 51.9 78.9 93.8 95.7: 6.2 4.3
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 : 33: 16 3 7 12 13 30 21:
Old : 33: 16 3 7 12 13 30 21:
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 : 41.8 53.0 61.2 74.6 25.4 32.8 33.2 42.8
Old : 41.8 53.0 61.2 74.6 25.4 32.8 33.2 42.8
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 424,037: 108,842 54,328 80,786 178,446 253,902 368,073 389,015: 55,964 35,021
Old : 400,515: 109,608 53,377 73,740 164,573 240,710 347,920 367,827: 52,595 32,689
Other: 23,521: 1,246 2,963 5,034 13,873 13,192 20,152 21,189: 3,369 2,332
: : :
: : Changes in Commitments from: September 22, 2015 :
: -20,133: -1,072 -1,589 -9,667 -8,096 -9,085 -18,836 -20,342: -1,297 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.8 19.1 42.1 59.9 86.8 91.7: 13.2 8.3
Old : 100.0: 27.4 13.3 18.4 41.1 60.1 86.9 91.8: 13.1 8.2
Other: 100.0: 5.3 12.6 21.4 59.0 56.1 85.7 90.1: 14.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 84 59 89 101 88 238 195:
Old : 273: 92 58 89 101 87 238 194:
Other: 77: 11 18 21 37 21 62 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 : 11.2 31.0 18.3 40.1 9.9 25.2 14.8 31.7
Old : 11.1 31.1 17.8 40.4 10.1 26.3 15.0 33.2
Other: 32.9 37.8 44.8 57.5 27.0 32.1 34.9 42.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,984: 2,810 3,645 1,598 5,274 6,563 9,681 11,806: 3,303 1,178
Old : 12,923: 2,810 3,682 1,561 5,262 6,563 9,632 11,806: 3,291 1,117
Other: 61: 37 0 0 12 0 49 0: 12 61
: : :
: : Changes in Commitments from: September 22, 2015 :
: 563: 293 86 78 -246 586 125 750: 438 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.1 12.3 40.6 50.5 74.6 90.9: 25.4 9.1
Old : 100.0: 21.7 28.5 12.1 40.7 50.8 74.5 91.4: 25.5 8.6
Other: 100.0: 60.7 0.0 0.0 19.7 0.0 80.3 0.0: 19.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 23 18 19 21 13 55 44:
Old : 70: 23 18 19 20 13 54 44:
Other: 4: 2 0 0 2 0 4 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 41.6 43.2 54.7 32.4 41.3 38.0 53.8
Old : 34.4 41.8 43.4 54.9 32.5 41.6 38.1 54.1
Other: 80.3 0.0 80.3 0.0 80.3 0.0 80.3 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,158,355: 297,313 263,949 48,077 689,265 706,587 1,034,655 1,018,614: 123,700 139,741
Old : 1,158,355: 297,313 263,949 48,077 689,265 706,587 1,034,655 1,018,614: 123,700 139,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -45,344: 167 5,269 -28,146 -24,773 -39,706 -52,752 -62,583: 7,408 17,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.8 4.2 59.5 61.0 89.3 87.9: 10.7 12.1
Old : 100.0: 25.7 22.8 4.2 59.5 61.0 89.3 87.9: 10.7 12.1
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 : 267: 53 57 34 90 120 163 191:
Old : 267: 53 57 34 90 120 163 191:
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 : 21.2 16.7 34.0 25.1 21.1 16.2 31.2 23.6
Old : 21.2 16.7 34.0 25.1 21.1 16.2 31.2 23.6
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,216,086: 428,739 411,092 263,115 2,149,659 2,100,195 2,841,514 2,774,402: 374,572 441,684
Old : 3,216,086: 428,739 411,092 263,115 2,149,659 2,100,195 2,841,514 2,774,402: 374,572 441,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 23,208: 38,032 22,422 -46,037 12,733 43,701 4,729 20,086: 18,479 3,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.8 8.2 66.8 65.3 88.4 86.3: 11.6 13.7
Old : 100.0: 13.3 12.8 8.2 66.8 65.3 88.4 86.3: 11.6 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 : 372: 77 76 87 175 185 297 303:
Old : 372: 77 76 87 175 185 297 303:
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 20.5 36.6 27.7 26.0 18.1 32.6 23.5
Old : 28.5 20.5 36.6 27.7 26.0 18.1 32.6 23.5
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,565,046: 339,804 434,813 132,574 1,779,930 1,655,499 2,252,308 2,222,886: 312,738 342,160
Old : 2,565,046: 339,804 434,813 132,574 1,779,930 1,655,499 2,252,308 2,222,886: 312,738 342,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 10,018: 22,581 -212 -22,626 -7,814 43,043 -7,858 20,205: 17,876 -10,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.0 5.2 69.4 64.5 87.8 86.7: 12.2 13.3
Old : 100.0: 13.2 17.0 5.2 69.4 64.5 87.8 86.7: 12.2 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 : 289: 55 60 57 120 145 205 232:
Old : 289: 55 60 57 120 145 205 232:
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 : 30.1 14.7 42.3 24.1 26.4 14.6 35.3 21.8
Old : 30.1 14.7 42.3 24.1 26.4 14.6 35.3 21.8
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 917,712: 119,301 105,239 110,584 669,044 636,381 898,930 852,205: 18,782 65,507
Old : 917,712: 119,301 105,239 110,584 669,044 636,381 898,930 852,205: 18,782 65,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 23,567: -21,762 5,422 -7,346 52,496 25,006 23,388 23,081: 179 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.5 12.1 72.9 69.3 98.0 92.9: 2.0 7.1
Old : 100.0: 13.0 11.5 12.1 72.9 69.3 98.0 92.9: 2.0 7.1
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 : 134: 15 39 37 58 75 97 128:
Old : 134: 15 39 37 58 75 97 128:
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 21.3 65.1 30.7 37.9 13.7 46.7 20.0
Old : 45.4 21.3 65.1 30.7 37.9 13.7 46.7 20.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 34,594: 11,540 10,803 880 16,963 15,452 29,383 27,135: 5,211 7,459
Old : 34,594: 11,540 10,803 880 16,963 15,452 29,383 27,135: 5,211 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,837: 2,814 563 93 -81 3,583 2,826 4,240: 11 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 31.2 2.5 49.0 44.7 84.9 78.4: 15.1 21.6
Old : 100.0: 33.4 31.2 2.5 49.0 44.7 84.9 78.4: 15.1 21.6
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 : 80: 19 15 4 35 20 55 38:
Old : 80: 19 15 4 35 20 55 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 : 29.2 32.3 42.5 48.3 26.9 32.2 38.2 48.0
Old : 29.2 32.3 42.5 48.3 26.9 32.2 38.2 48.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,189: 23,080 21,605 1,761 33,926 30,905 58,767 54,270: 10,422 14,918
Old : 69,189: 23,080 21,605 1,761 33,926 30,905 58,767 54,270: 10,422 14,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 5,674: 5,628 1,126 187 -163 7,167 5,652 8,480: 22 -2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 31.2 2.5 49.0 44.7 84.9 78.4: 15.1 21.6
Old : 100.0: 33.4 31.2 2.5 49.0 44.7 84.9 78.4: 15.1 21.6
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 : 80: 19 15 4 35 20 55 38:
Old : 80: 19 15 4 35 20 55 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 : 29.2 32.3 42.5 48.3 26.9 32.2 38.2 48.0
Old : 29.2 32.3 42.5 48.3 26.9 32.2 38.2 48.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,185: 17,443 19,648 831 2,574 678 20,848 21,157: 337 28
Old : 21,185: 17,443 19,648 831 2,574 678 20,848 21,157: 337 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 347: -446 -45 391 400 0 345 346: 2 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 92.7 3.9 12.2 3.2 98.4 99.9: 1.6 0.1
Old : 100.0: 82.3 92.7 3.9 12.2 3.2 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 : 37: 22 13 3 2 1 26 15:
Old : 37: 22 13 3 2 1 26 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 : 64.2 76.7 85.2 93.6 64.2 74.7 82.9 89.2
Old : 64.2 76.7 85.2 93.6 64.2 74.7 82.9 89.2
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 42,925: 31,642 22,701 64 11,108 20,070 42,814 42,835: 111 90
Old : 42,925: 31,642 22,701 64 11,108 20,070 42,814 42,835: 111 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -290: -921 -216 44 1,127 -13 250 -185: -540 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 52.9 0.1 25.9 46.8 99.7 99.8: 0.3 0.2
Old : 100.0: 73.7 52.9 0.1 25.9 46.8 99.7 99.8: 0.3 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 : 43: 6 16 1 5 16 11 33:
Old : 43: 6 16 1 5 16 11 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 : 88.0 54.1 97.3 73.4 88.0 54.1 97.3 73.4
Old : 88.0 54.1 97.3 73.4 88.0 54.1 97.3 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 39,881: 21,879 16,033 0 17,857 23,771 39,736 39,804: 145 77
Old : 39,881: 21,879 16,033 0 17,857 23,771 39,736 39,804: 145 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,854: -165 147 0 2,088 1,766 1,923 1,913: -69 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 40.2 0.0 44.8 59.6 99.6 99.8: 0.4 0.2
Old : 100.0: 54.9 40.2 0.0 44.8 59.6 99.6 99.8: 0.4 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 : 39: 6 18 0 4 12 10 30:
Old : 39: 6 18 0 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 : 95.7 67.1 99.4 82.3 95.7 67.1 99.4 82.3
Old : 95.7 67.1 99.4 82.3 95.7 67.1 99.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015