WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 477,596: 99,244 131,308 147,974 194,775 154,413 441,993 433,695: 35,603 43,901
Old : 408,937: 99,098 123,359 119,614 160,155 128,869 378,867 371,841: 30,070 37,096
Other: 68,659: 17,105 24,908 11,401 34,620 25,545 63,126 61,854: 5,533 6,805
: : :
: : Changes in Commitments from: October 27, 2015 :
: -301: 2,726 -10,250 253 1,127 9,953 4,105 -45: -4,407 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.5 31.0 40.8 32.3 92.5 90.8: 7.5 9.2
Old : 100.0: 24.2 30.2 29.2 39.2 31.5 92.6 90.9: 7.4 9.1
Other: 100.0: 24.9 36.3 16.6 50.4 37.2 91.9 90.1: 8.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 115 145 161 114 117 335 335:
Old : 414: 130 130 148 110 113 322 322:
Other: 197: 44 56 43 55 62 125 141:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 9.4 18.3 16.9 10.4 7.6 17.0 13.2
Old : 10.2 10.5 17.7 18.7 9.3 8.9 16.2 14.4
Other: 32.5 15.9 43.4 29.4 32.3 15.6 41.4 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 214,915: 59,208 80,173 34,038 98,903 74,183 192,150 188,395: 22,765 26,520
Old : 178,362: 59,549 79,049 23,214 76,656 55,107 159,420 157,371: 18,943 20,991
Other: 36,553: 8,203 9,668 2,280 22,247 19,076 32,730 31,024: 3,823 5,529
: : :
: : Changes in Commitments from: October 27, 2015 :
: 6,628: -436 1,802 3,096 4,550 1,752 7,210 6,650: -582 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 37.3 15.8 46.0 34.5 89.4 87.7: 10.6 12.3
Old : 100.0: 33.4 44.3 13.0 43.0 30.9 89.4 88.2: 10.6 11.8
Other: 100.0: 22.4 26.4 6.2 60.9 52.2 89.5 84.9: 10.5 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 73 66 62 82 69 182 178:
Old : 240: 75 64 54 75 64 167 168:
Other: 122: 22 29 16 49 46 85 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 17.1 22.6 25.5 12.3 16.0 21.1 24.4
Old : 16.0 19.4 25.2 29.6 14.8 19.4 23.6 29.6
Other: 26.3 21.9 40.1 35.6 24.1 20.6 36.2 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,742,154: 368,419 264,335 442,718 757,020 795,008 1,568,157 1,502,061: 173,997 240,093
Old : 1,598,791: 368,438 268,421 386,128 687,321 731,399 1,441,888 1,385,948: 156,904 212,843
Other: 143,362: 35,649 31,582 20,921 69,699 63,609 126,269 116,112: 17,093 27,250
: : :
: : Changes in Commitments from: October 27, 2015 :
: 42,214: -485 4,703 26,401 12,653 11,777 38,569 42,881: 3,645 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.2 25.4 43.5 45.6 90.0 86.2: 10.0 13.8
Old : 100.0: 23.0 16.8 24.2 43.0 45.7 90.2 86.7: 9.8 13.3
Other: 100.0: 24.9 22.0 14.6 48.6 44.4 88.1 81.0: 11.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 766: 195 147 225 334 340 641 621:
Old : 761: 189 154 219 332 337 630 616:
Other: 378: 56 58 48 113 209 192 295:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 11.0 15.8 17.5 7.2 9.0 12.5 13.7
Old : 9.1 11.7 16.3 18.4 7.5 10.0 13.8 15.4
Other: 18.8 18.4 31.1 29.1 18.5 17.2 29.2 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 13,074: 2,342 3,134 1,701 6,499 6,150 10,543 10,985: 2,531 2,089
Old : 12,953: 2,443 3,134 1,592 6,399 6,149 10,435 10,875: 2,518 2,078
Other: 121: 2 103 6 100 1 108 110: 13 11
: : :
: : Changes in Commitments from: October 27, 2015 :
: 733: 10 114 270 309 301 589 684: 144 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 24.0 13.0 49.7 47.0 80.6 84.0: 19.4 16.0
Old : 100.0: 18.9 24.2 12.3 49.4 47.5 80.6 84.0: 19.4 16.0
Other: 100.0: 1.5 85.1 4.9 82.8 0.8 89.3 90.9: 10.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 13 10 18 11 31 33:
Old : 44: 10 13 10 18 11 31 33:
Other: 4: 1 1 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 50.2 60.9 61.1 35.4 34.5 40.7 41.8
Old : 39.3 49.9 60.7 60.8 35.7 35.6 41.8 42.9
Other: 89.3 90.9 89.3 90.9 83.5 85.1 83.5 85.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 777,481: 130,475 132,574 195,212 384,855 373,875 710,542 701,662: 66,938 75,819
Old : 702,699: 132,207 126,402 178,094 330,809 331,319 641,109 635,815: 61,590 66,884
Other: 74,781: 8,928 16,831 6,459 54,046 42,556 69,433 65,847: 5,348 8,934
: : :
: : Changes in Commitments from: October 27, 2015 :
: -10,530: -9,598 16,934 -1,447 3,426 -19,812 -7,619 -4,325: -2,911 -6,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.1 25.1 49.5 48.1 91.4 90.2: 8.6 9.8
Old : 100.0: 18.8 18.0 25.3 47.1 47.1 91.2 90.5: 8.8 9.5
Other: 100.0: 11.9 22.5 8.6 72.3 56.9 92.8 88.1: 7.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 152 156 199 181 186 440 458:
Old : 546: 154 153 190 178 178 429 443:
Other: 232: 40 59 52 52 103 128 186:
:----------------------------------------------------------------------------------------------------
: 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 14.8 26.2 21.7 16.3 14.2 21.6 20.0
Old : 16.0 15.2 23.4 22.0 12.7 14.7 19.1 20.4
Other: 59.0 36.0 70.9 53.3 58.6 35.5 70.5 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 503,883: 100,774 74,550 148,308 217,814 250,157 466,896 473,015: 36,986 30,867
Old : 471,533: 105,465 78,252 129,540 203,370 234,587 438,375 442,379: 33,158 29,153
Other: 32,350: 7,629 8,617 6,449 14,444 15,570 28,522 30,636: 3,828 1,714
: : :
: : Changes in Commitments from: October 27, 2015 :
: 19,686: -4,470 1,681 9,269 13,118 6,936 17,918 17,887: 1,768 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.8 29.4 43.2 49.6 92.7 93.9: 7.3 6.1
Old : 100.0: 22.4 16.6 27.5 43.1 49.7 93.0 93.8: 7.0 6.2
Other: 100.0: 23.6 26.6 19.9 44.6 48.1 88.2 94.7: 11.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 106 91 128 99 86 276 262:
Old : 340: 109 93 127 96 84 273 259:
Other: 83: 17 17 18 43 13 69 40:
:----------------------------------------------------------------------------------------------------
: 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 : 8.0 26.9 14.4 33.1 7.1 24.2 12.7 28.7
Old : 8.3 26.6 14.9 33.0 7.4 24.2 13.4 29.1
Other: 28.0 50.1 40.9 74.0 22.7 47.7 33.3 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 578,994: 56,375 69,686 49,096 317,635 308,818 423,106 427,600: 155,888 151,394
Old : 578,994: 56,375 69,686 49,096 317,635 308,818 423,106 427,600: 155,888 151,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 22,129: 12,093 5,810 9,985 5,671 -4,164 27,748 11,630: -5,619 10,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.0 8.5 54.9 53.3 73.1 73.9: 26.9 26.1
Old : 100.0: 9.7 12.0 8.5 54.9 53.3 73.1 73.9: 26.9 26.1
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 : 139: 25 34 31 61 68 104 115:
Old : 139: 25 34 31 61 68 104 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.1 27.8 27.0 16.9 17.2 22.7 23.6
Old : 20.0 18.1 27.8 27.0 16.9 17.2 22.7 23.6
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, November 03, 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 : 630,069: 68,174 148,006 8,806 434,813 378,465 511,793 535,277: 118,276 94,792
Old : 630,069: 68,174 148,006 8,806 434,813 378,465 511,793 535,277: 118,276 94,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -7,051: 4,044 6,376 -2,696 -3,384 -14,912 -2,036 -11,232: -5,015 4,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 1.4 69.0 60.1 81.2 85.0: 18.8 15.0
Old : 100.0: 10.8 23.5 1.4 69.0 60.1 81.2 85.0: 18.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 12 14 11 56 48 74 67:
Old : 95: 12 14 11 56 48 74 67:
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 41.5 40.8 52.9 24.6 40.7 34.8 50.9
Old : 27.5 41.5 40.8 52.9 24.6 40.7 34.8 50.9
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, November 03, 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 : 5,582: 1,840 713 559 2,904 4,145 5,303 5,417: 279 165
Old : 5,582: 1,840 713 559 2,904 4,145 5,303 5,417: 279 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 269: 7 31 73 228 170 308 274: -39 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.8 10.0 52.0 74.3 95.0 97.0: 5.0 3.0
Old : 100.0: 33.0 12.8 10.0 52.0 74.3 95.0 97.0: 5.0 3.0
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 : 36: 16 2 7 13 16 31 24:
Old : 36: 16 2 7 13 16 31 24:
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 : 40.8 55.1 62.7 76.6 27.3 34.5 38.4 45.5
Old : 40.8 55.1 62.7 76.6 27.3 34.5 38.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 471,925: 97,250 66,676 95,541 217,173 270,619 409,964 432,836: 61,961 39,088
Old : 437,021: 99,003 65,471 84,018 197,104 252,060 380,125 401,549: 56,896 35,471
Other: 34,904: 2,408 5,366 7,363 20,069 18,559 29,839 31,287: 5,065 3,617
: : :
: : Changes in Commitments from: October 27, 2015 :
: 7,564: -1,639 8,410 17 9,811 -5,369 8,189 3,059: -625 4,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 14.1 20.2 46.0 57.3 86.9 91.7: 13.1 8.3
Old : 100.0: 22.7 15.0 19.2 45.1 57.7 87.0 91.9: 13.0 8.1
Other: 100.0: 6.9 15.4 21.1 57.5 53.2 85.5 89.6: 14.5 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 75 79 98 100 90 239 215:
Old : 279: 78 79 98 100 85 238 209:
Other: 91: 15 18 21 48 26 76 53:
:----------------------------------------------------------------------------------------------------
: 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 29.0 19.6 37.4 9.8 23.2 15.2 29.1
Old : 11.5 29.2 19.0 37.9 10.2 24.5 15.4 30.9
Other: 29.6 44.1 44.5 60.0 26.3 39.9 35.3 49.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 12,913: 1,066 3,090 1,835 7,242 6,368 10,142 11,292: 2,771 1,620
Old : 12,829: 1,066 3,136 1,782 7,224 6,351 10,071 11,268: 2,758 1,560
Other: 84: 53 7 0 18 17 71 24: 13 60
: : :
: : Changes in Commitments from: October 27, 2015 :
: -520: -200 -541 -37 -425 -336 -662 -913: 142 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 23.9 14.2 56.1 49.3 78.5 87.5: 21.5 12.5
Old : 100.0: 8.3 24.4 13.9 56.3 49.5 78.5 87.8: 21.5 12.2
Other: 100.0: 63.1 8.3 0.0 21.4 20.2 84.5 28.6: 15.5 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 19 16 18 23 13 50 43:
Old : 65: 19 17 18 22 13 49 43:
Other: 7: 2 1 0 2 2 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 44.7 48.1 56.0 37.9 41.8 42.8 50.4
Old : 39.0 45.0 48.3 56.3 38.1 42.1 43.1 50.7
Other: 84.5 28.6 84.5 28.6 84.5 28.6 84.5 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,147,881: 253,512 285,854 41,233 724,345 673,508 1,019,091 1,000,596: 128,790 147,286
Old : 1,147,881: 253,512 285,854 41,233 724,345 673,508 1,019,091 1,000,596: 128,790 147,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -45,087: -59,420 -5,967 2,772 11,002 -51,967 -45,646 -55,162: 559 10,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 24.9 3.6 63.1 58.7 88.8 87.2: 11.2 12.8
Old : 100.0: 22.1 24.9 3.6 63.1 58.7 88.8 87.2: 11.2 12.8
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 : 264: 47 59 36 99 118 168 191:
Old : 264: 47 59 36 99 118 168 191:
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 : 22.7 17.9 32.6 28.4 22.5 16.3 31.1 23.2
Old : 22.7 17.9 32.6 28.4 22.5 16.3 31.1 23.2
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, November 03, 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 : 3,196,075: 384,810 526,257 282,406 2,159,925 1,932,143 2,827,142 2,740,806: 368,933 455,269
Old : 3,196,075: 384,810 526,257 282,406 2,159,925 1,932,143 2,827,142 2,740,806: 368,933 455,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 70,363: -36,929 64,177 48,860 73,052 -65,209 84,983 47,828: -14,620 22,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.5 8.8 67.6 60.5 88.5 85.8: 11.5 14.2
Old : 100.0: 12.0 16.5 8.8 67.6 60.5 88.5 85.8: 11.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 72 96 93 162 170 288 305:
Old : 371: 72 96 93 162 170 288 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 13.9 34.7 21.4 23.9 10.0 30.5 15.7
Old : 26.5 13.9 34.7 21.4 23.9 10.0 30.5 15.7
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, November 03, 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 : 2,577,423: 324,636 394,691 143,356 1,830,719 1,685,115 2,298,711 2,223,162: 278,712 354,261
Old : 2,577,423: 324,636 394,691 143,356 1,830,719 1,685,115 2,298,711 2,223,162: 278,712 354,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -10,500: -25,384 1,338 32,227 13,372 -59,688 20,215 -26,123: -30,715 15,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.3 5.6 71.0 65.4 89.2 86.3: 10.8 13.7
Old : 100.0: 12.6 15.3 5.6 71.0 65.4 89.2 86.3: 10.8 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 : 285: 51 60 56 121 147 199 236:
Old : 285: 51 60 56 121 147 199 236:
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 : 29.3 17.0 40.9 26.8 25.1 15.2 36.0 23.1
Old : 29.3 17.0 40.9 26.8 25.1 15.2 36.0 23.1
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, November 03, 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 : 745,070: 115,885 64,135 115,464 492,798 513,954 724,147 693,554: 20,923 51,517
Old : 745,070: 115,885 64,135 115,464 492,798 513,954 724,147 693,554: 20,923 51,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -190,737: -143,936 -32,953 -5,003 -37,900 -139,068 -186,839 -177,024: -3,899 -13,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 8.6 15.5 66.1 69.0 97.2 93.1: 2.8 6.9
Old : 100.0: 15.6 8.6 15.5 66.1 69.0 97.2 93.1: 2.8 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 : 116: 14 34 34 44 61 79 111:
Old : 116: 14 34 34 44 61 79 111:
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 : 51.9 32.0 66.1 44.4 38.1 17.1 42.4 23.1
Old : 51.9 32.0 66.1 44.4 38.1 17.1 42.4 23.1
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, November 03, 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 : 51,674: 17,160 11,126 916 26,559 30,515 44,635 42,557: 7,039 9,116
Old : 51,674: 17,160 11,126 916 26,559 30,515 44,635 42,557: 7,039 9,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 9,931: 4,761 847 -160 4,163 9,401 8,764 10,088: 1,167 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.5 1.8 51.4 59.1 86.4 82.4: 13.6 17.6
Old : 100.0: 33.2 21.5 1.8 51.4 59.1 86.4 82.4: 13.6 17.6
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 : 107: 31 27 8 33 27 67 59:
Old : 107: 31 27 8 33 27 67 59:
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 29.9 33.0 43.0 18.6 29.0 30.5 39.9
Old : 19.4 29.9 33.0 43.0 18.6 29.0 30.5 39.9
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, November 03, 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 : 103,348: 34,320 22,252 1,833 53,118 61,030 89,271 85,115: 14,077 18,233
Old : 103,348: 34,320 22,252 1,833 53,118 61,030 89,271 85,115: 14,077 18,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 19,863: 9,521 1,693 -319 8,326 18,801 17,528 20,175: 2,334 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.5 1.8 51.4 59.1 86.4 82.4: 13.6 17.6
Old : 100.0: 33.2 21.5 1.8 51.4 59.1 86.4 82.4: 13.6 17.6
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 : 107: 31 27 8 33 27 67 59:
Old : 107: 31 27 8 33 27 67 59:
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 29.9 33.0 43.0 18.6 29.0 30.5 39.9
Old : 19.4 29.9 33.0 43.0 18.6 29.0 30.5 39.9
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, November 03, 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 : 18,592: 16,047 16,808 1,061 1,130 678 18,238 18,547: 354 45
Old : 18,592: 16,047 16,808 1,061 1,130 678 18,238 18,547: 354 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 481: 366 445 34 70 0 470 479: 11 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 90.4 5.7 6.1 3.6 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 90.4 5.7 6.1 3.6 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 22 11 3 1 1 25 13:
Old : 34: 22 11 3 1 1 25 13:
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 : 66.9 76.0 83.6 95.2 65.5 73.5 78.8 88.3
Old : 66.9 76.0 83.6 95.2 65.5 73.5 78.8 88.3
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, November 03, 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 : 41,647: 28,810 22,463 284 12,458 18,802 41,552 41,549: 95 98
Old : 41,647: 28,810 22,463 284 12,458 18,802 41,552 41,549: 95 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -1,328: -1,672 -1,119 74 279 -313 -1,319 -1,358: -9 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 53.9 0.7 29.9 45.1 99.8 99.8: 0.2 0.2
Old : 100.0: 69.2 53.9 0.7 29.9 45.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 17 1 6 16 16 34:
Old : 48: 10 17 1 6 16 16 34:
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 : 85.7 55.2 95.0 72.7 85.7 55.2 95.0 72.7
Old : 85.7 55.2 95.0 72.7 85.7 55.2 95.0 72.7
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, November 03, 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 : 39,357: 25,499 15,873 20 13,695 23,413 39,214 39,306: 143 51
Old : 39,357: 25,499 15,873 20 13,695 23,413 39,214 39,306: 143 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -13: 2,927 292 20 -2,930 -334 17 -22: -30 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 40.3 0.1 34.8 59.5 99.6 99.9: 0.4 0.1
Old : 100.0: 64.8 40.3 0.1 34.8 59.5 99.6 99.9: 0.4 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 : 41: 12 13 1 5 12 17 26:
Old : 41: 12 13 1 5 12 17 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 68.3 97.8 83.1 89.7 68.3 97.8 83.1
Old : 89.7 68.3 97.8 83.1 89.7 68.3 97.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2015