WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 429,522: 83,855 137,454 124,067 183,914 124,842 391,836 386,363: 37,685 43,158
Old : 332,044: 84,823 124,423 86,607 131,001 87,188 302,430 298,218: 29,613 33,826
Other: 97,478: 22,765 36,763 13,729 52,913 37,654 89,406 88,145: 8,072 9,333
: : :
: : Changes in Commitments from: November 17, 2015 :
: -72,326: -2,252 3,198 -39,945 -29,548 -31,903 -71,745 -68,650: -581 -3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.0 28.9 42.8 29.1 91.2 90.0: 8.8 10.0
Old : 100.0: 25.5 37.5 26.1 39.5 26.3 91.1 89.8: 8.9 10.2
Other: 100.0: 23.4 37.7 14.1 54.3 38.6 91.7 90.4: 8.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 115 134 157 114 104 327 315:
Old : 390: 135 113 138 105 99 305 295:
Other: 227: 45 78 49 65 66 146 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.1 21.2 18.3 13.4 9.7 20.8 16.6
Old : 13.9 12.5 22.2 21.4 13.5 11.4 21.6 19.3
Other: 25.7 20.6 36.7 32.6 25.5 20.5 35.4 32.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 203,707: 53,788 89,723 24,127 103,134 62,875 181,050 176,726: 22,658 26,981
Old : 148,430: 48,017 83,003 13,365 69,455 31,945 130,837 128,313: 17,593 20,117
Other: 55,277: 13,776 14,726 2,757 33,680 30,930 50,213 48,413: 5,064 6,864
: : :
: : Changes in Commitments from: November 17, 2015 :
: -13,593: -29 3,409 -8,891 -3,531 -5,702 -12,452 -11,184: -1,142 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 44.0 11.8 50.6 30.9 88.9 86.8: 11.1 13.2
Old : 100.0: 32.3 55.9 9.0 46.8 21.5 88.1 86.4: 11.9 13.6
Other: 100.0: 24.9 26.6 5.0 60.9 56.0 90.8 87.6: 9.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 64 71 62 76 59 172 171:
Old : 223: 67 65 51 69 54 155 155:
Other: 138: 28 35 21 53 44 97 85:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 20.0 25.0 30.1 13.1 17.1 22.0 27.2
Old : 19.0 19.9 29.1 32.0 17.6 18.9 26.6 29.9
Other: 22.8 33.9 35.8 45.3 22.2 30.9 33.7 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 1,569,546: 312,288 335,519 356,516 718,753 654,777 1,387,557 1,346,813: 181,989 222,733
Old : 1,390,615: 311,249 327,001 287,146 631,942 584,775 1,230,337 1,198,922: 160,279 191,693
Other: 178,931: 39,842 47,321 30,567 86,811 70,002 157,221 147,891: 21,710 31,040
: : :
: : Changes in Commitments from: November 17, 2015 :
: -266,211: -8,382 2,915 -165,236 -88,853 -84,631 -262,471 -246,951: -3,740 -19,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.4 22.7 45.8 41.7 88.4 85.8: 11.6 14.2
Old : 100.0: 22.4 23.5 20.6 45.4 42.1 88.5 86.2: 11.5 13.8
Other: 100.0: 22.3 26.4 17.1 48.5 39.1 87.9 82.7: 12.1 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 151 168 198 324 321 581 599:
Old : 715: 153 164 185 320 318 565 588:
Other: 397: 55 65 52 120 222 201 315:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 8.9 16.7 15.6 8.1 7.1 14.1 12.3
Old : 10.4 9.6 17.9 16.6 9.4 8.0 16.4 13.8
Other: 19.8 20.4 31.0 30.8 18.8 19.1 28.0 27.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 10,191: 2,469 2,739 1,312 4,287 4,743 8,068 8,795: 2,123 1,396
Old : 9,728: 2,820 2,739 942 3,872 4,741 7,634 8,422: 2,094 1,306
Other: 463: 0 352 19 415 2 434 373: 29 90
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,584: 238 -175 -605 -2,109 -1,605 -2,476 -2,385: -108 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 26.9 12.9 42.1 46.5 79.2 86.3: 20.8 13.7
Old : 100.0: 29.0 28.2 9.7 39.8 48.7 78.5 86.6: 21.5 13.4
Other: 100.0: 0.1 76.0 4.0 89.6 0.4 93.7 80.5: 6.3 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 13 5 14 9 25 26:
Old : 39: 11 12 5 14 9 25 26:
Other: 9: 1 3 2 4 1 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 46.2 44.7 61.0 62.9 36.5 33.8 42.9 47.8
Old : 45.8 46.8 59.8 63.2 38.8 36.9 46.0 51.6
Other: 89.6 80.1 93.7 80.5 89.6 76.5 89.7 76.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 856,763: 122,481 163,865 242,004 423,817 374,863 788,302 780,732: 68,461 76,032
Old : 770,636: 125,118 157,526 218,074 364,809 328,227 708,001 703,827: 62,635 66,810
Other: 86,127: 10,772 19,748 10,521 59,008 46,636 80,301 76,905: 5,826 9,222
: : :
: : Changes in Commitments from: November 17, 2015 :
: 13,180: -3,061 4,468 5,122 11,298 4,987 13,359 14,577: -179 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.1 28.2 49.5 43.8 92.0 91.1: 8.0 8.9
Old : 100.0: 16.2 20.4 28.3 47.3 42.6 91.9 91.3: 8.1 8.7
Other: 100.0: 12.5 22.9 12.2 68.5 54.1 93.2 89.3: 6.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 176 173 239 189 187 491 500:
Old : 592: 190 167 229 185 173 479 479:
Other: 255: 45 75 64 62 103 151 202:
:----------------------------------------------------------------------------------------------------
: 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 15.5 24.8 21.9 16.8 13.9 21.4 19.4
Old : 15.8 15.4 22.1 22.1 13.6 14.6 19.1 20.3
Other: 52.7 34.5 65.9 51.3 51.4 33.7 64.6 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 476,706: 111,192 77,248 122,349 203,678 243,823 437,219 443,420: 39,487 33,286
Old : 438,992: 115,754 79,462 102,770 185,346 225,692 403,870 407,924: 35,123 31,068
Other: 37,714: 7,605 9,953 7,413 18,331 18,130 33,349 35,496: 4,365 2,218
: : :
: : Changes in Commitments from: November 17, 2015 :
: -39,284: 5,508 -14,543 -25,702 -21,844 3,033 -42,037 -37,212: 2,753 -2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.2 25.7 42.7 51.1 91.7 93.0: 8.3 7.0
Old : 100.0: 26.4 18.1 23.4 42.2 51.4 92.0 92.9: 8.0 7.1
Other: 100.0: 20.2 26.4 19.7 48.6 48.1 88.4 94.1: 11.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 97 90 114 92 76 258 233:
Old : 316: 103 89 111 89 74 254 229:
Other: 90: 13 25 19 44 18 71 49:
:----------------------------------------------------------------------------------------------------
: 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 31.1 14.3 37.1 7.6 28.4 13.4 32.9
Old : 8.7 31.3 15.2 37.5 8.0 29.2 14.4 34.1
Other: 24.9 43.8 38.9 69.4 21.8 41.2 32.2 55.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 608,220: 51,748 68,533 54,675 344,651 318,902 451,074 442,111: 157,147 166,110
Old : 608,220: 51,748 68,533 54,675 344,651 318,902 451,074 442,111: 157,147 166,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 31,840: 8,292 5,014 -6,266 18,973 26,734 20,999 25,482: 10,842 6,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.3 9.0 56.7 52.4 74.2 72.7: 25.8 27.3
Old : 100.0: 8.5 11.3 9.0 56.7 52.4 74.2 72.7: 25.8 27.3
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 : 132: 23 27 29 66 69 103 112:
Old : 132: 23 27 29 66 69 103 112:
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 : 23.9 16.4 32.5 26.5 15.8 11.3 21.4 16.9
Old : 23.9 16.4 32.5 26.5 15.8 11.3 21.4 16.9
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 24, 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 : 689,500: 60,961 145,187 28,698 467,337 417,084 556,996 590,969: 132,505 98,531
Old : 689,500: 60,961 145,187 28,698 467,337 417,084 556,996 590,969: 132,505 98,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 65,111: 1,533 -4,491 19,738 37,110 47,949 58,381 63,196: 6,730 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.1 4.2 67.8 60.5 80.8 85.7: 19.2 14.3
Old : 100.0: 8.8 21.1 4.2 67.8 60.5 80.8 85.7: 19.2 14.3
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 : 92: 11 13 10 61 50 78 67:
Old : 92: 11 13 10 61 50 78 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 : 24.5 38.2 36.6 50.4 22.1 35.0 30.7 43.9
Old : 24.5 38.2 36.6 50.4 22.1 35.0 30.7 43.9
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 24, 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 : 4,560: 1,616 812 176 2,541 3,401 4,333 4,389: 227 171
Old : 4,560: 1,616 812 176 2,541 3,401 4,333 4,389: 227 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -362: -63 -36 -124 -137 -147 -324 -307: -38 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.8 3.9 55.7 74.6 95.0 96.3: 5.0 3.8
Old : 100.0: 35.4 17.8 3.9 55.7 74.6 95.0 96.3: 5.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 4 6 10 12 25 20:
Old : 30: 13 4 6 10 12 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 54.7 67.9 80.8 32.3 41.9 46.4 53.2
Old : 42.9 54.7 67.9 80.8 32.3 41.9 46.4 53.2
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 24, 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 : 472,852: 87,606 102,499 97,599 231,798 229,822 417,002 429,919: 55,850 42,933
Old : 426,565: 90,060 99,430 82,092 204,176 206,916 376,327 388,437: 50,238 38,128
Other: 46,287: 4,139 9,662 8,914 27,622 22,906 40,675 41,482: 5,612 4,805
: : :
: : Changes in Commitments from: November 17, 2015 :
: -21,748: -4,509 10,955 -10,104 -4,285 -23,375 -18,897 -22,524: -2,851 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.7 20.6 49.0 48.6 88.2 90.9: 11.8 9.1
Old : 100.0: 21.1 23.3 19.2 47.9 48.5 88.2 91.1: 11.8 8.9
Other: 100.0: 8.9 20.9 19.3 59.7 49.5 87.9 89.6: 12.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 65 104 101 103 93 239 241:
Old : 296: 77 98 99 103 85 238 230:
Other: 109: 15 26 24 57 29 91 61:
:----------------------------------------------------------------------------------------------------
: 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 26.4 20.4 32.8 10.4 21.3 16.2 25.8
Old : 12.3 26.7 19.6 33.1 10.9 23.3 17.1 28.3
Other: 26.0 38.8 40.5 56.4 25.2 34.5 34.3 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 13,146: 1,027 2,527 2,487 7,403 6,698 10,918 11,713: 2,228 1,433
Old : 13,051: 1,034 2,596 2,411 7,395 6,681 10,841 11,689: 2,210 1,362
Other: 95: 69 7 0 8 17 77 24: 18 71
: : :
: : Changes in Commitments from: November 17, 2015 :
: -303: 16 -54 -127 -252 -218 -363 -399: 60 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 19.2 18.9 56.3 51.0 83.1 89.1: 16.9 10.9
Old : 100.0: 7.9 19.9 18.5 56.7 51.2 83.1 89.6: 16.9 10.4
Other: 100.0: 72.6 7.4 0.0 8.4 17.9 81.1 25.3: 18.9 74.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 18 22 22 11 51 47:
Old : 67: 17 19 22 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 : 39.5 45.6 49.5 56.4 39.0 42.3 44.2 50.8
Old : 39.7 45.9 49.6 56.8 39.3 42.7 44.5 51.2
Other: 81.1 25.3 81.1 25.3 81.1 25.3 81.1 25.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 1,071,654: 177,086 244,502 49,058 708,785 605,731 934,929 899,291: 136,726 172,364
Old : 1,071,654: 177,086 244,502 49,058 708,785 605,731 934,929 899,291: 136,726 172,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -38,261: -3,186 8,545 1,420 -49,771 -63,915 -51,536 -53,950: 13,275 15,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.8 4.6 66.1 56.5 87.2 83.9: 12.8 16.1
Old : 100.0: 16.5 22.8 4.6 66.1 56.5 87.2 83.9: 12.8 16.1
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 : 272: 48 60 39 105 123 174 203:
Old : 272: 48 60 39 105 123 174 203:
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 15.6 32.0 23.3 21.1 15.2 29.2 22.3
Old : 22.4 15.6 32.0 23.3 21.1 15.2 29.2 22.3
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 24, 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 : 3,121,927: 418,546 398,758 245,873 2,139,077 1,978,649 2,803,496 2,623,280: 318,432 498,647
Old : 3,121,927: 418,546 398,758 245,873 2,139,077 1,978,649 2,803,496 2,623,280: 318,432 498,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -101,815: 16,346 -30,983 -62,645 -44,064 -18,969 -90,364 -112,597: -11,451 10,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.8 7.9 68.5 63.4 89.8 84.0: 10.2 16.0
Old : 100.0: 13.4 12.8 7.9 68.5 63.4 89.8 84.0: 10.2 16.0
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 : 332: 62 85 83 150 161 265 276:
Old : 332: 62 85 83 150 161 265 276:
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 17.3 38.4 25.6 25.7 13.8 32.2 18.4
Old : 29.3 17.3 38.4 25.6 25.7 13.8 32.2 18.4
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 24, 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 : 2,938,556: 261,942 503,424 137,437 2,181,697 1,831,430 2,581,075 2,472,291: 357,481 466,265
Old : 2,938,556: 261,942 503,424 137,437 2,181,697 1,831,430 2,581,075 2,472,291: 357,481 466,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 299,317: 364 76,649 -53,269 269,005 198,761 216,100 222,141: 83,217 77,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 17.1 4.7 74.2 62.3 87.8 84.1: 12.2 15.9
Old : 100.0: 8.9 17.1 4.7 74.2 62.3 87.8 84.1: 12.2 15.9
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 : 275: 33 73 55 117 144 190 232:
Old : 275: 33 73 55 117 144 190 232:
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 : 31.9 18.3 45.9 27.1 27.8 10.6 36.8 16.8
Old : 31.9 18.3 45.9 27.1 27.8 10.6 36.8 16.8
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, November 24, 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 : 862,318: 115,402 74,502 155,170 569,985 582,389 840,557 812,060: 21,761 50,258
Old : 862,318: 115,402 74,502 155,170 569,985 582,389 840,557 812,060: 21,761 50,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 51,560: -7,259 -4,088 25,915 32,403 29,180 51,059 51,007: 501 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.6 18.0 66.1 67.5 97.5 94.2: 2.5 5.8
Old : 100.0: 13.4 8.6 18.0 66.1 67.5 97.5 94.2: 2.5 5.8
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 : 114: 16 27 32 49 63 81 109:
Old : 114: 16 27 32 49 63 81 109:
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 : 47.4 29.4 61.2 41.8 35.5 16.4 42.2 25.0
Old : 47.4 29.4 61.2 41.8 35.5 16.4 42.2 25.0
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, November 24, 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 : 53,328: 19,901 10,578 844 25,806 33,423 46,551 44,845: 6,777 8,483
Old : 53,328: 19,901 10,578 844 25,806 33,423 46,551 44,845: 6,777 8,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 203: 2,380 294 -412 -958 -654 1,009 -772: -806 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.8 1.6 48.4 62.7 87.3 84.1: 12.7 15.9
Old : 100.0: 37.3 19.8 1.6 48.4 62.7 87.3 84.1: 12.7 15.9
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 : 107: 31 24 6 40 26 74 53:
Old : 107: 31 24 6 40 26 74 53:
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 : 24.4 31.2 37.5 49.1 23.8 31.2 35.6 47.3
Old : 24.4 31.2 37.5 49.1 23.8 31.2 35.6 47.3
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 24, 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 : 106,655: 39,802 21,156 1,688 51,612 66,845 93,102 89,690: 13,553 16,966
Old : 106,655: 39,802 21,156 1,688 51,612 66,845 93,102 89,690: 13,553 16,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 407: 4,760 589 -825 -1,917 -1,307 2,018 -1,543: -1,612 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.8 1.6 48.4 62.7 87.3 84.1: 12.7 15.9
Old : 100.0: 37.3 19.8 1.6 48.4 62.7 87.3 84.1: 12.7 15.9
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 : 107: 31 24 6 40 26 74 53:
Old : 107: 31 24 6 40 26 74 53:
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 : 24.4 31.2 37.5 49.1 23.8 31.2 35.6 47.3
Old : 24.4 31.2 37.5 49.1 23.8 31.2 35.6 47.3
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 24, 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 : 18,776: 16,890 17,563 501 1,029 678 18,420 18,742: 356 34
Old : 18,776: 16,890 17,563 501 1,029 678 18,420 18,742: 356 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 290: 1,462 1,278 -985 -189 0 288 293: 2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 93.5 2.7 5.5 3.6 98.1 99.8: 1.9 0.2
Old : 100.0: 90.0 93.5 2.7 5.5 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 : 31: 19 11 2 1 1 21 13:
Old : 31: 19 11 2 1 1 21 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 : 70.0 81.4 88.7 95.5 69.8 78.8 85.0 91.4
Old : 70.0 81.4 88.7 95.5 69.8 78.8 85.0 91.4
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 24, 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 : 35,066: 27,345 16,995 323 7,311 17,659 34,979 34,977: 87 89
Old : 35,066: 27,345 16,995 323 7,311 17,659 34,979 34,977: 87 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,523: -990 -2,488 -7 -1,504 -28 -2,501 -2,523: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 48.5 0.9 20.8 50.4 99.8 99.7: 0.2 0.3
Old : 100.0: 78.0 48.5 0.9 20.8 50.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.5 52.3 93.6 69.8 85.5 52.3 93.6 69.8
Old : 85.5 52.3 93.6 69.8 85.5 52.3 93.6 69.8
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 24, 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 : 35,334: 22,951 13,330 0 12,214 21,927 35,165 35,257: 169 77
Old : 35,334: 22,951 13,330 0 12,214 21,927 35,165 35,257: 169 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 742: 1,040 -303 -1 -314 1,020 725 716: 17 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 37.7 0.0 34.6 62.1 99.5 99.8: 0.5 0.2
Old : 100.0: 65.0 37.7 0.0 34.6 62.1 99.5 99.8: 0.5 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 : 42: 9 17 0 4 13 13 30:
Old : 42: 9 17 0 4 13 13 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 : 94.4 69.2 98.7 85.6 94.4 69.2 98.7 85.6
Old : 94.4 69.2 98.7 85.6 94.4 69.2 98.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015