WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 501,848: 86,107 134,256 164,013 213,462 156,745 463,581 455,014: 38,266 46,834
Old : 414,520: 87,759 122,392 129,443 166,187 124,709 383,390 376,545: 31,130 37,975
Other: 87,328: 18,766 32,282 14,151 47,274 32,036 80,191 78,469: 7,137 8,859
: : :
: : Changes in Commitments from: November 10, 2015 :
: 20,029: -6,423 9,181 8,057 16,566 673 18,200 17,911: 1,829 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.8 32.7 42.5 31.2 92.4 90.7: 7.6 9.3
Old : 100.0: 21.2 29.5 31.2 40.1 30.1 92.5 90.8: 7.5 9.2
Other: 100.0: 21.5 37.0 16.2 54.1 36.7 91.8 89.9: 8.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 121 142 173 111 117 337 343:
Old : 410: 139 124 158 105 113 321 327:
Other: 218: 49 67 46 59 65 138 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 9.0 18.5 16.0 10.5 7.2 16.5 12.6
Old : 10.9 9.5 18.5 17.8 9.5 8.3 15.7 13.8
Other: 26.2 17.1 38.8 29.7 25.5 17.0 37.3 29.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 217,301: 53,817 86,314 33,019 106,666 68,577 193,502 187,910: 23,799 29,390
Old : 171,237: 53,229 82,710 21,214 77,549 44,316 151,992 148,240: 19,244 22,996
Other: 46,064: 10,052 13,068 2,341 29,117 24,261 41,510 39,670: 4,555 6,394
: : :
: : Changes in Commitments from: November 10, 2015 :
: -4,641: -2,386 1,786 -6,325 3,715 -1,302 -4,996 -5,841: 355 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 39.7 15.2 49.1 31.6 89.0 86.5: 11.0 13.5
Old : 100.0: 31.1 48.3 12.4 45.3 25.9 88.8 86.6: 11.2 13.4
Other: 100.0: 21.8 28.4 5.1 63.2 52.7 90.1 86.1: 9.9 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 62 73 65 78 60 174 174:
Old : 226: 67 71 54 68 55 157 160:
Other: 127: 21 33 17 53 43 89 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 18.7 23.9 27.8 11.9 15.9 20.9 24.9
Old : 16.8 20.9 26.4 31.5 15.6 18.1 23.6 28.7
Other: 24.6 25.2 38.0 37.2 24.6 21.9 37.8 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 1,835,757: 320,670 332,604 521,752 807,606 739,408 1,650,028 1,593,764: 185,729 241,993
Old : 1,665,547: 325,326 328,533 450,559 723,798 673,470 1,499,683 1,452,562: 165,865 212,985
Other: 170,210: 40,950 49,677 25,587 83,808 65,938 150,346 141,202: 19,864 29,008
: : :
: : Changes in Commitments from: November 10, 2015 :
: -5,585: -21,012 12,618 8,529 10,663 -12,506 -1,820 8,640: -3,765 -14,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.1 28.4 44.0 40.3 89.9 86.8: 10.1 13.2
Old : 100.0: 19.5 19.7 27.1 43.5 40.4 90.0 87.2: 10.0 12.8
Other: 100.0: 24.1 29.2 15.0 49.2 38.7 88.3 83.0: 11.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 183 184 247 351 339 667 667:
Old : 795: 182 186 240 348 335 654 660:
Other: 401: 59 67 56 114 223 203 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 9.2 16.2 14.8 7.0 6.1 12.1 10.4
Old : 9.3 9.6 16.7 15.6 7.9 6.9 13.8 11.5
Other: 21.2 20.8 33.3 31.0 20.5 20.0 31.2 27.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 12,775: 2,231 2,915 1,917 6,396 6,348 10,544 11,180: 2,231 1,595
Old : 12,399: 2,522 2,914 1,603 6,065 6,333 10,190 10,849: 2,209 1,550
Other: 376: 1 292 23 330 16 354 331: 22 45
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,051: -180 -286 -94 -474 -38 -747 -418: -304 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 22.8 15.0 50.1 49.7 82.5 87.5: 17.5 12.5
Old : 100.0: 20.3 23.5 12.9 48.9 51.1 82.2 87.5: 17.8 12.5
Other: 100.0: 0.2 77.7 6.1 87.8 4.2 94.1 88.0: 5.9 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 15 8 14 10 27 30:
Old : 42: 11 14 8 14 10 27 30:
Other: 10: 1 4 3 4 2 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 43.5 51.6 63.9 63.9 34.7 34.1 40.2 42.8
Old : 42.2 51.6 63.1 63.6 34.6 35.8 41.1 44.8
Other: 89.5 84.3 94.1 88.0 87.6 81.5 87.8 81.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 843,583: 125,542 159,397 236,882 412,519 369,876 774,943 766,154: 68,640 77,429
Old : 760,406: 128,369 153,824 213,933 355,525 324,544 697,827 692,301: 62,579 68,105
Other: 83,177: 10,529 18,929 9,593 56,994 45,332 77,116 73,853: 6,061 9,324
: : :
: : Changes in Commitments from: November 10, 2015 :
: 18,965: -4,071 -6,759 18,052 3,480 8,164 17,461 19,458: 1,504 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.9 28.1 48.9 43.8 91.9 90.8: 8.1 9.2
Old : 100.0: 16.9 20.2 28.1 46.8 42.7 91.8 91.0: 8.2 9.0
Other: 100.0: 12.7 22.8 11.5 68.5 54.5 92.7 88.8: 7.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 162 172 230 187 188 475 488:
Old : 574: 177 163 222 183 175 463 469:
Other: 248: 39 76 58 57 103 142 196:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 14.7 25.0 20.9 16.2 13.7 21.0 18.8
Old : 15.8 15.1 22.4 21.1 12.9 14.3 18.9 19.6
Other: 53.7 34.6 66.6 51.5 52.4 34.0 65.2 49.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 515,991: 105,684 91,791 148,051 225,522 240,790 479,257 480,632: 36,734 35,359
Old : 480,700: 110,018 93,773 129,860 208,130 223,764 448,008 447,398: 32,692 33,303
Other: 35,290: 6,996 9,347 6,861 17,392 17,026 31,249 33,234: 4,042 2,056
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,962: 2,704 2,311 -1,554 -1,270 -1,148 -120 -391: -1,841 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.8 28.7 43.7 46.7 92.9 93.1: 7.1 6.9
Old : 100.0: 22.9 19.5 27.0 43.3 46.5 93.2 93.1: 6.8 6.9
Other: 100.0: 19.8 26.5 19.4 49.3 48.2 88.5 94.2: 11.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 88 104 128 101 76 268 254:
Old : 329: 92 104 127 98 75 264 253:
Other: 86: 15 21 19 44 15 71 44:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 26.8 13.7 32.4 7.0 23.1 12.5 27.6
Old : 8.0 26.5 14.1 32.5 7.4 23.4 13.2 28.3
Other: 26.0 45.9 39.2 72.8 22.4 43.1 32.8 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 576,380: 43,456 63,519 60,941 325,678 292,169 430,075 416,629: 146,305 159,752
Old : 576,380: 43,456 63,519 60,941 325,678 292,169 430,075 416,629: 146,305 159,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -6,848: -7,353 995 -5,798 827 -16,405 -12,325 -21,208: 5,477 14,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.0 10.6 56.5 50.7 74.6 72.3: 25.4 27.7
Old : 100.0: 7.5 11.0 10.6 56.5 50.7 74.6 72.3: 25.4 27.7
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 : 138: 20 32 30 68 73 107 116:
Old : 138: 20 32 30 68 73 107 116:
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 : 20.0 15.2 27.9 22.7 17.3 14.2 23.1 19.6
Old : 20.0 15.2 27.9 22.7 17.3 14.2 23.1 19.6
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 17, 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 : 624,389: 59,428 149,678 8,960 430,227 369,135 498,615 527,773: 125,774 96,615
Old : 624,389: 59,428 149,678 8,960 430,227 369,135 498,615 527,773: 125,774 96,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,998: -3,204 3,618 -1,723 3,376 4,595 -1,551 6,490: 5,549 -2,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 24.0 1.4 68.9 59.1 79.9 84.5: 20.1 15.5
Old : 100.0: 9.5 24.0 1.4 68.9 59.1 79.9 84.5: 20.1 15.5
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 : 95: 11 15 11 59 50 76 70:
Old : 95: 11 15 11 59 50 76 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 41.5 40.3 52.8 24.7 40.0 34.5 50.1
Old : 27.4 41.5 40.3 52.8 24.7 40.0 34.5 50.1
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 17, 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 : 4,922: 1,679 848 300 2,678 3,548 4,657 4,696: 265 226
Old : 4,922: 1,679 848 300 2,678 3,548 4,657 4,696: 265 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -590: -159 133 -168 -259 -584 -586 -619: -4 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.2 6.1 54.4 72.1 94.6 95.4: 5.4 4.6
Old : 100.0: 34.1 17.2 6.1 54.4 72.1 94.6 95.4: 5.4 4.6
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 : 30: 14 2 5 10 12 26 18:
Old : 30: 14 2 5 10 12 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 55.8 67.5 79.6 32.3 40.4 44.4 52.1
Old : 42.4 55.8 67.5 79.6 32.3 40.4 44.4 52.1
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 17, 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 : 494,600: 92,114 91,544 107,703 236,082 253,197 435,899 452,443: 58,701 42,157
Old : 451,952: 94,951 88,869 93,090 210,626 231,920 398,667 413,879: 53,285 38,073
Other: 42,648: 2,714 8,225 9,062 25,456 21,277 37,232 38,564: 5,416 4,084
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,221: -6,465 10,860 5,706 10,147 -11,294 9,387 5,271: -3,166 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.5 21.8 47.7 51.2 88.1 91.5: 11.9 8.5
Old : 100.0: 21.0 19.7 20.6 46.6 51.3 88.2 91.6: 11.8 8.4
Other: 100.0: 6.4 19.3 21.2 59.7 49.9 87.3 90.4: 12.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 71 97 105 110 95 253 243:
Old : 308: 83 90 104 110 89 252 235:
Other: 109: 13 27 25 57 29 90 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 26.6 19.7 33.5 10.2 21.2 15.3 25.9
Old : 11.8 26.9 19.1 33.6 10.3 22.8 15.9 28.1
Other: 25.8 40.8 39.9 56.8 23.8 35.5 31.5 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 13,449: 1,011 2,581 2,615 7,655 6,916 11,281 12,112: 2,168 1,337
Old : 13,358: 1,018 2,651 2,538 7,647 6,899 11,203 12,088: 2,155 1,270
Other: 91: 70 7 0 8 17 78 24: 13 67
: : :
: : Changes in Commitments from: November 10, 2015 :
: -48: 91 -207 85 -230 93 -54 -29: 6 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.2 19.4 56.9 51.4 83.9 90.1: 16.1 9.9
Old : 100.0: 7.6 19.8 19.0 57.2 51.6 83.9 90.5: 16.1 9.5
Other: 100.0: 76.9 7.7 0.0 8.8 18.7 85.7 26.4: 14.3 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 19 21 22 11 51 47:
Old : 68: 19 20 21 22 11 51 47:
Other: 6: 2 1 0 1 2 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 : 38.3 45.8 48.0 56.3 38.0 41.3 42.9 49.6
Old : 38.5 46.1 48.1 56.7 38.2 41.6 43.1 50.0
Other: 85.7 26.4 85.7 26.4 85.7 26.4 85.7 26.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 1,109,916: 180,272 235,957 47,638 758,556 669,647 986,465 953,241: 123,451 156,675
Old : 1,109,916: 180,272 235,957 47,638 758,556 669,647 986,465 953,241: 123,451 156,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -41,593: -43,671 -15,958 4,512 -5,022 -32,604 -44,182 -44,051: 2,589 2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 21.3 4.3 68.3 60.3 88.9 85.9: 11.1 14.1
Old : 100.0: 16.2 21.3 4.3 68.3 60.3 88.9 85.9: 11.1 14.1
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 : 268: 46 57 38 105 126 172 200:
Old : 268: 46 57 38 105 126 172 200:
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 : 23.4 17.0 33.4 26.0 22.2 15.8 30.0 22.8
Old : 23.4 17.0 33.4 26.0 22.2 15.8 30.0 22.8
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 17, 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 : 3,223,742: 402,200 429,741 308,518 2,183,141 1,997,617 2,893,860 2,735,877: 329,883 487,865
Old : 3,223,742: 402,200 429,741 308,518 2,183,141 1,997,617 2,893,860 2,735,877: 329,883 487,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 18,622: 8,756 19,763 -25,101 54,077 18,037 37,732 12,699: -19,109 5,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.3 9.6 67.7 62.0 89.8 84.9: 10.2 15.1
Old : 100.0: 12.5 13.3 9.6 67.7 62.0 89.8 84.9: 10.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 72 87 84 164 170 284 293:
Old : 362: 72 87 84 164 170 284 293:
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 : 26.6 14.1 34.8 21.8 23.1 10.6 29.6 15.4
Old : 26.6 14.1 34.8 21.8 23.1 10.6 29.6 15.4
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 17, 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 : 2,639,238: 261,578 426,775 190,706 1,912,692 1,632,670 2,364,975 2,250,150: 274,263 389,088
Old : 2,639,238: 261,578 426,775 190,706 1,912,692 1,632,670 2,364,975 2,250,150: 274,263 389,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 10,445: -20,397 28,287 16,110 23,279 -59,326 18,992 -14,928: -8,547 25,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.2 7.2 72.5 61.9 89.6 85.3: 10.4 14.7
Old : 100.0: 9.9 16.2 7.2 72.5 61.9 89.6 85.3: 10.4 14.7
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 : 286: 34 82 62 120 144 199 243:
Old : 286: 34 82 62 120 144 199 243:
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 : 29.8 15.3 41.4 23.7 26.8 13.4 37.6 19.1
Old : 29.8 15.3 41.4 23.7 26.8 13.4 37.6 19.1
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 17, 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 : 810,758: 122,661 78,589 129,255 537,582 553,209 789,497 761,053: 21,261 49,705
Old : 810,758: 122,661 78,589 129,255 537,582 553,209 789,497 761,053: 21,261 49,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 19,732: 18,225 1,379 6,215 -6,444 10,113 17,997 17,708: 1,736 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.7 15.9 66.3 68.2 97.4 93.9: 2.6 6.1
Old : 100.0: 15.1 9.7 15.9 66.3 68.2 97.4 93.9: 2.6 6.1
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 : 115: 15 28 33 50 62 83 109:
Old : 115: 15 28 33 50 62 83 109:
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 : 51.0 33.0 64.5 45.0 38.2 18.8 44.3 26.1
Old : 51.0 33.0 64.5 45.0 38.2 18.8 44.3 26.1
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 17, 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 : 53,124: 17,521 10,284 1,256 26,764 34,076 45,542 45,616: 7,583 7,508
Old : 53,124: 17,521 10,284 1,256 26,764 34,076 45,542 45,616: 7,583 7,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,309: -2,842 998 285 -567 -1,760 -3,124 -477: 815 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.4 2.4 50.4 64.1 85.7 85.9: 14.3 14.1
Old : 100.0: 33.0 19.4 2.4 50.4 64.1 85.7 85.9: 14.3 14.1
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 : 105: 32 22 9 37 26 71 55:
Old : 105: 32 22 9 37 26 71 55:
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 : 24.3 31.4 36.8 48.8 23.1 31.2 33.8 47.0
Old : 24.3 31.4 36.8 48.8 23.1 31.2 33.8 47.0
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, November 17, 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 : 106,249: 35,043 20,568 2,513 53,528 68,153 91,084 91,233: 15,165 15,016
Old : 106,249: 35,043 20,568 2,513 53,528 68,153 91,084 91,233: 15,165 15,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -4,618: -5,684 1,996 570 -1,133 -3,520 -6,247 -954: 1,630 -3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.4 2.4 50.4 64.1 85.7 85.9: 14.3 14.1
Old : 100.0: 33.0 19.4 2.4 50.4 64.1 85.7 85.9: 14.3 14.1
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 : 105: 32 22 9 37 26 71 55:
Old : 105: 32 22 9 37 26 71 55:
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 : 24.3 31.4 36.8 48.8 23.1 31.2 33.8 47.0
Old : 24.3 31.4 36.8 48.8 23.1 31.2 33.8 47.0
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, November 17, 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 : 18,486: 15,428 16,285 1,486 1,218 678 18,132 18,449: 354 37
Old : 18,486: 15,428 16,285 1,486 1,218 678 18,132 18,449: 354 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 904: 239 429 465 201 0 905 894: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 88.1 8.0 6.6 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 83.5 88.1 8.0 6.6 3.7 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 : 30: 17 12 3 1 1 20 14:
Old : 30: 17 12 3 1 1 20 14:
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 : 77.0 71.5 91.4 93.6 75.0 66.9 82.2 85.1
Old : 77.0 71.5 91.4 93.6 75.0 66.9 82.2 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 37,589: 28,335 19,483 330 8,815 17,687 37,480 37,500: 109 89
Old : 37,589: 28,335 19,483 330 8,815 17,687 37,480 37,500: 109 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -503: -444 -454 0 -52 -62 -496 -516: -7 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 51.8 0.9 23.5 47.1 99.7 99.8: 0.3 0.2
Old : 100.0: 75.4 51.8 0.9 23.5 47.1 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 : 46: 10 15 1 6 16 17 31:
Old : 46: 10 15 1 6 16 17 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 : 85.6 54.4 94.5 73.0 85.6 54.4 94.5 73.0
Old : 85.6 54.4 94.5 73.0 85.6 54.4 94.5 73.0
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 17, 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 : 34,592: 21,911 13,633 1 12,528 20,907 34,440 34,541: 152 51
Old : 34,592: 21,911 13,633 1 12,528 20,907 34,440 34,541: 152 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -133: -513 106 1 384 -210 -128 -103: -5 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 39.4 0.0 36.2 60.4 99.6 99.9: 0.4 0.1
Old : 100.0: 63.3 39.4 0.0 36.2 60.4 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 : 45: 11 17 1 4 14 15 32:
Old : 45: 11 17 1 4 14 15 32:
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 : 93.0 72.0 98.6 85.4 93.0 72.0 98.6 85.4
Old : 93.0 72.0 98.6 85.4 93.0 72.0 98.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015