WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 435,150: 83,075 160,234 129,000 186,163 104,591 398,238 393,825: 36,912 41,325
Old : 331,543: 75,800 146,483 93,798 135,395 61,137 304,994 301,418: 26,549 30,124
Other: 103,608: 24,551 31,028 17,925 50,768 43,454 93,244 92,407: 10,363 11,201
: : :
: : Changes in Commitments from: December 15, 2015 :
: 23,975: -3,288 13,901 14,719 11,646 -5,210 23,077 23,410: 897 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 36.8 29.6 42.8 24.0 91.5 90.5: 8.5 9.5
Old : 100.0: 22.9 44.2 28.3 40.8 18.4 92.0 90.9: 8.0 9.1
Other: 100.0: 23.7 29.9 17.3 49.0 41.9 90.0 89.2: 10.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 126 119 139 115 108 315 307:
Old : 384: 135 110 119 107 99 291 284:
Other: 223: 51 69 47 69 69 149 161:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.5 21.1 17.0 13.3 9.4 20.2 16.5
Old : 13.4 11.5 21.3 19.7 12.7 11.3 20.5 19.1
Other: 23.6 19.3 35.9 30.4 23.3 15.7 33.2 26.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 197,289: 46,900 69,964 30,510 99,237 69,419 176,647 169,893: 20,641 27,396
Old : 130,299: 39,641 64,486 17,554 58,174 29,731 115,369 111,772: 14,930 18,527
Other: 66,990: 16,669 14,887 3,547 41,064 39,688 61,279 58,121: 5,711 8,869
: : :
: : Changes in Commitments from: December 15, 2015 :
: 5,067: -3,646 -6,490 4,355 4,723 4,885 5,432 2,751: -365 2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 35.5 15.5 50.3 35.2 89.5 86.1: 10.5 13.9
Old : 100.0: 30.4 49.5 13.5 44.6 22.8 88.5 85.8: 11.5 14.2
Other: 100.0: 24.9 22.2 5.3 61.3 59.2 91.5 86.8: 8.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 48 62 52 76 63 159 158:
Old : 201: 56 57 31 62 56 128 136:
Other: 143: 26 36 18 60 46 103 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 : 14.4 19.2 23.7 28.5 12.1 16.8 20.1 25.5
Old : 20.0 18.2 29.7 29.9 16.8 18.1 25.9 29.1
Other: 20.9 35.6 33.8 45.9 19.9 29.7 30.8 37.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,586,524: 305,043 301,324 379,410 729,920 696,006 1,414,374 1,376,740: 172,150 209,784
Old : 1,376,897: 305,228 293,538 301,251 623,620 611,104 1,230,099 1,205,893: 146,798 171,004
Other: 209,627: 40,511 48,482 37,464 106,300 84,901 184,275 170,847: 25,352 38,780
: : :
: : Changes in Commitments from: December 15, 2015 :
: 41,692: -12,692 27,729 19,480 30,352 -10,032 37,140 37,177: 4,552 4,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.0 23.9 46.0 43.9 89.1 86.8: 10.9 13.2
Old : 100.0: 22.2 21.3 21.9 45.3 44.4 89.3 87.6: 10.7 12.4
Other: 100.0: 19.3 23.1 17.9 50.7 40.5 87.9 81.5: 12.1 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 152 175 194 306 330 567 609:
Old : 725: 153 175 180 300 321 549 590:
Other: 424: 61 70 53 128 239 215 339:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.4 19.0 16.4 9.6 8.2 16.2 12.9
Old : 12.5 11.2 20.5 17.7 11.6 9.5 19.2 14.7
Other: 21.2 19.0 31.3 28.0 18.5 16.9 27.7 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,488: 2,527 1,475 1,866 3,892 5,811 8,285 9,152: 2,203 1,336
Old : 9,687: 2,989 1,462 1,381 3,209 5,578 7,579 8,420: 2,108 1,267
Other: 801: 0 476 23 682 233 706 732: 95 69
: : :
: : Changes in Commitments from: December 15, 2015 :
: 831: 328 227 324 223 308 875 860: -44 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 14.1 17.8 37.1 55.4 79.0 87.3: 21.0 12.7
Old : 100.0: 30.9 15.1 14.3 33.1 57.6 78.2 86.9: 21.8 13.1
Other: 100.0: 0.1 59.5 2.9 85.2 29.1 88.1 91.4: 11.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 12 8 14 12 30 28:
Old : 41: 13 11 8 13 12 29 28:
Other: 14: 1 5 3 5 4 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 44.5 58.3 64.7 35.9 38.6 42.3 51.6
Old : 47.8 47.4 57.1 66.0 38.7 43.9 45.7 57.8
Other: 82.3 78.2 88.1 88.7 80.3 78.1 83.2 86.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 864,240: 116,948 148,551 247,590 430,658 391,947 795,195 788,088: 69,044 76,151
Old : 760,448: 117,832 138,281 223,120 357,047 335,579 697,999 696,980: 62,450 63,469
Other: 103,791: 9,729 20,884 13,857 73,611 56,368 97,197 91,109: 6,595 12,682
: : :
: : Changes in Commitments from: December 15, 2015 :
: -13,770: -6,632 -6,100 -5,870 269 1,697 -12,233 -10,273: -1,537 -3,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.2 28.6 49.8 45.4 92.0 91.2: 8.0 8.8
Old : 100.0: 15.5 18.2 29.3 47.0 44.1 91.8 91.7: 8.2 8.3
Other: 100.0: 9.4 20.1 13.4 70.9 54.3 93.6 87.8: 6.4 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 157 185 251 170 178 479 493:
Old : 567: 169 176 232 169 167 467 466:
Other: 265: 51 71 64 61 112 156 208:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 14.0 26.4 20.8 16.3 11.9 21.3 18.0
Old : 15.6 14.4 22.9 21.8 12.5 12.5 18.6 18.7
Other: 53.6 30.9 65.0 46.2 52.1 30.3 62.4 44.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 457,235: 121,605 41,672 119,872 174,887 266,629 416,364 428,172: 40,871 29,063
Old : 410,996: 124,027 44,180 97,891 153,995 242,225 375,913 384,295: 35,083 26,701
Other: 46,239: 10,366 10,281 9,193 20,892 24,404 40,451 43,877: 5,788 2,361
: : :
: : Changes in Commitments from: December 15, 2015 :
: -22,940: -2,077 9,776 -14,351 -3,986 -16,332 -20,414 -20,907: -2,526 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.1 26.2 38.2 58.3 91.1 93.6: 8.9 6.4
Old : 100.0: 30.2 10.7 23.8 37.5 58.9 91.5 93.5: 8.5 6.5
Other: 100.0: 22.4 22.2 19.9 45.2 52.8 87.5 94.9: 12.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 90 78 117 86 83 261 223:
Old : 305: 100 74 113 84 81 258 217:
Other: 98: 15 25 27 44 22 79 59:
:----------------------------------------------------------------------------------------------------
: 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 35.4 13.7 41.0 7.5 32.1 13.0 36.2
Old : 8.7 35.4 14.6 41.4 8.2 32.8 13.9 37.3
Other: 24.9 46.1 39.1 67.6 22.2 39.6 30.5 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 618,437: 77,351 79,230 54,195 343,594 350,439 475,140 483,865: 143,296 134,571
Old : 618,437: 77,351 79,230 54,195 343,594 350,439 475,140 483,865: 143,296 134,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -13,926: 6,235 9,122 -5,581 -18,270 -11,938 -17,616 -8,397: 3,691 -5,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.8 8.8 55.6 56.7 76.8 78.2: 23.2 21.8
Old : 100.0: 12.5 12.8 8.8 55.6 56.7 76.8 78.2: 23.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 34 31 35 67 73 114 126:
Old : 150: 34 31 35 67 73 114 126:
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 : 23.2 16.8 30.2 26.9 17.7 13.5 23.4 20.4
Old : 23.2 16.8 30.2 26.9 17.7 13.5 23.4 20.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 616,918: 57,996 145,149 6,617 433,452 385,357 498,065 537,123: 118,854 79,795
Old : 616,918: 57,996 145,149 6,617 433,452 385,357 498,065 537,123: 118,854 79,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -21,280: -620 8,203 -6,932 -14,013 -15,988 -21,565 -14,717: 285 -6,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.5 1.1 70.3 62.5 80.7 87.1: 19.3 12.9
Old : 100.0: 9.4 23.5 1.1 70.3 62.5 80.7 87.1: 19.3 12.9
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 : 98: 12 15 10 56 51 74 70:
Old : 98: 12 15 10 56 51 74 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 : 26.4 46.6 40.6 58.1 23.7 46.3 34.8 56.8
Old : 26.4 46.6 40.6 58.1 23.7 46.3 34.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,240: 1,151 497 522 2,400 3,020 4,073 4,039: 167 201
Old : 4,240: 1,151 497 522 2,400 3,020 4,073 4,039: 167 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 180: -256 -43 183 277 9 204 149: -24 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.7 12.3 56.6 71.2 96.1 95.3: 3.9 4.7
Old : 100.0: 27.1 11.7 12.3 56.6 71.2 96.1 95.3: 3.9 4.7
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 : 29: 9 7 5 10 11 22 20:
Old : 29: 9 7 5 10 11 22 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 : 44.5 50.5 70.6 75.7 36.6 33.3 48.1 45.6
Old : 44.5 50.5 70.6 75.7 36.6 33.3 48.1 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 465,681: 74,538 108,081 100,796 232,960 216,166 408,295 425,043: 57,387 40,638
Old : 411,670: 77,437 104,058 82,452 200,827 189,470 360,717 375,981: 50,953 35,689
Other: 54,011: 4,664 11,586 10,781 32,133 26,696 47,578 49,062: 6,433 4,949
: : :
: : Changes in Commitments from: December 15, 2015 :
: -17,323: -2,248 -1,744 -5,269 -9,384 -7,990 -16,901 -15,003: -422 -2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.2 21.6 50.0 46.4 87.7 91.3: 12.3 8.7
Old : 100.0: 18.8 25.3 20.0 48.8 46.0 87.6 91.3: 12.4 8.7
Other: 100.0: 8.6 21.5 20.0 59.5 49.4 88.1 90.8: 11.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 72 97 104 107 88 249 242:
Old : 311: 89 94 101 107 82 249 231:
Other: 124: 15 40 29 59 29 96 77:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 26.9 21.5 33.3 11.7 21.2 17.2 25.8
Old : 12.9 27.5 20.4 33.6 12.6 23.8 18.3 29.1
Other: 25.5 36.7 39.7 55.2 24.8 32.2 34.9 42.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,799: 1,323 4,078 4,226 9,301 7,301 14,851 15,605: 2,949 2,194
Old : 17,707: 1,331 4,144 4,148 9,282 7,290 14,761 15,583: 2,946 2,124
Other: 92: 68 9 2 19 11 89 22: 3 70
: : :
: : Changes in Commitments from: December 15, 2015 :
: 691: -37 436 84 135 -20 182 500: 509 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 22.9 23.7 52.3 41.0 83.4 87.7: 16.6 12.3
Old : 100.0: 7.5 23.4 23.4 52.4 41.2 83.4 88.0: 16.6 12.0
Other: 100.0: 73.6 10.2 2.2 21.0 11.9 96.8 24.2: 3.2 75.8
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 28 25 24 14 60 56:
Old : 80: 19 28 24 24 14 60 55:
Other: 10: 2 3 1 3 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 : 35.1 34.9 45.6 45.8 30.8 28.1 34.3 35.5
Old : 35.1 35.1 45.7 46.0 31.0 28.3 34.5 35.7
Other: 93.1 23.1 96.8 24.2 93.1 22.1 94.6 22.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,014,104: 167,860 283,983 35,582 705,597 555,456 909,038 875,021: 105,066 139,084
Old : 1,014,104: 167,860 283,983 35,582 705,597 555,456 909,038 875,021: 105,066 139,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -10,241: -747 18,134 2,478 -12,669 -28,679 -10,939 -8,067: 698 -2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 28.0 3.5 69.6 54.8 89.6 86.3: 10.4 13.7
Old : 100.0: 16.6 28.0 3.5 69.6 54.8 89.6 86.3: 10.4 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 : 254: 41 60 32 99 115 156 191:
Old : 254: 41 60 32 99 115 156 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 15.9 34.8 24.2 20.9 15.9 32.3 23.6
Old : 21.6 15.9 34.8 24.2 20.9 15.9 32.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,874,346: 411,261 442,324 247,436 1,910,473 1,744,904 2,569,169 2,434,664: 305,176 439,681
Old : 2,874,346: 411,261 442,324 247,436 1,910,473 1,744,904 2,569,169 2,434,664: 305,176 439,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -165,043: -4,777 -5,747 -25,825 -121,508 -121,797 -152,109 -153,369: -12,934 -11,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.4 8.6 66.5 60.7 89.4 84.7: 10.6 15.3
Old : 100.0: 14.3 15.4 8.6 66.5 60.7 89.4 84.7: 10.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 76 80 85 152 168 274 287:
Old : 355: 76 80 85 152 168 274 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 16.1 38.3 23.9 26.2 12.3 32.8 16.6
Old : 30.3 16.1 38.3 23.9 26.2 12.3 32.8 16.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,500,572: 211,495 419,887 141,008 1,899,086 1,588,206 2,251,589 2,149,101: 248,983 351,471
Old : 2,500,572: 211,495 419,887 141,008 1,899,086 1,588,206 2,251,589 2,149,101: 248,983 351,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -151,807: -28,373 -38,818 -36,327 -89,777 -63,105 -154,476 -138,250: 2,669 -13,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.8 5.6 75.9 63.5 90.0 85.9: 10.0 14.1
Old : 100.0: 8.5 16.8 5.6 75.9 63.5 90.0 85.9: 10.0 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 : 280: 41 73 64 119 138 199 236:
Old : 280: 41 73 64 119 138 199 236:
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 : 37.0 14.6 49.3 23.6 33.9 14.4 43.1 22.1
Old : 37.0 14.6 49.3 23.6 33.9 14.4 43.1 22.1
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 770,931: 59,291 65,323 135,694 554,153 525,154 749,138 726,171: 21,792 44,760
Old : 770,931: 59,291 65,323 135,694 554,153 525,154 749,138 726,171: 21,792 44,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -32,639: 6,861 -12,444 -5,049 -32,851 -13,921 -31,039 -31,414: -1,600 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.5 17.6 71.9 68.1 97.2 94.2: 2.8 5.8
Old : 100.0: 7.7 8.5 17.6 71.9 68.1 97.2 94.2: 2.8 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 : 107: 15 27 32 43 61 75 106:
Old : 107: 15 27 32 43 61 75 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 21.5 56.7 34.0 36.9 16.1 41.6 24.3
Old : 44.3 21.5 56.7 34.0 36.9 16.1 41.6 24.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,547: 15,406 6,467 894 17,551 27,515 33,850 34,875: 6,697 5,673
Old : 40,547: 15,406 6,467 894 17,551 27,515 33,850 34,875: 6,697 5,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -23,824: -5,255 -2,344 -1,522 -16,348 -18,773 -23,124 -22,638: -700 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.9 2.2 43.3 67.9 83.5 86.0: 16.5 14.0
Old : 100.0: 38.0 15.9 2.2 43.3 67.9 83.5 86.0: 16.5 14.0
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 : 88: 29 13 5 32 22 62 39:
Old : 88: 29 13 5 32 22 62 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 43.4 38.1 56.7 24.4 43.4 37.2 56.7
Old : 25.3 43.4 38.1 56.7 24.4 43.4 37.2 56.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 81,094: 30,812 12,933 1,787 35,102 55,029 67,701 69,749: 13,394 11,345
Old : 81,094: 30,812 12,933 1,787 35,102 55,029 67,701 69,749: 13,394 11,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -47,649: -10,509 -4,687 -3,044 -32,695 -37,545 -46,248 -45,277: -1,400 -2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.9 2.2 43.3 67.9 83.5 86.0: 16.5 14.0
Old : 100.0: 38.0 15.9 2.2 43.3 67.9 83.5 86.0: 16.5 14.0
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 : 88: 29 13 5 32 22 62 39:
Old : 88: 29 13 5 32 22 62 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 43.4 38.1 56.7 24.4 43.4 37.2 56.7
Old : 25.3 43.4 38.1 56.7 24.4 43.4 37.2 56.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,556: 15,902 16,792 2,065 1,375 680 19,342 19,537: 214 19
Old : 19,556: 15,902 16,792 2,065 1,375 680 19,342 19,537: 214 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -2,465: -1,457 -970 -1,361 346 0 -2,472 -2,331: 7 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 85.9 10.6 7.0 3.5 98.9 99.9: 1.1 0.1
Old : 100.0: 81.3 85.9 10.6 7.0 3.5 98.9 99.9: 1.1 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 : 29: 18 9 4 2 1 21 13:
Old : 29: 18 9 4 2 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 : 82.3 80.8 92.1 97.4 75.4 77.8 79.5 85.7
Old : 82.3 80.8 92.1 97.4 75.4 77.8 79.5 85.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,493: 21,963 13,955 327 7,114 15,130 29,404 29,412: 89 81
Old : 29,493: 21,963 13,955 327 7,114 15,130 29,404 29,412: 89 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -329: 14 311 0 -334 -363 -320 -52: -9 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 47.3 1.1 24.1 51.3 99.7 99.7: 0.3 0.3
Old : 100.0: 74.5 47.3 1.1 24.1 51.3 99.7 99.7: 0.3 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 : 43: 8 13 1 6 16 15 29:
Old : 43: 8 13 1 6 16 15 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 52.8 94.1 73.6 82.8 52.8 94.1 73.6
Old : 82.8 52.8 94.1 73.6 82.8 52.8 94.1 73.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,111: 28,090 11,858 16 2,936 19,165 31,042 31,039: 69 72
Old : 31,111: 28,090 11,858 16 2,936 19,165 31,042 31,039: 69 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 353: -1,159 -311 16 1,476 681 333 386: 20 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 38.1 0.1 9.4 61.6 99.8 99.8: 0.2 0.2
Old : 100.0: 90.3 38.1 0.1 9.4 61.6 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 : 35: 9 11 1 4 12 13 24:
Old : 35: 9 11 1 4 12 13 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 : 96.2 70.2 98.8 86.4 96.2 70.2 98.8 86.4
Old : 96.2 70.2 98.8 86.4 96.2 70.2 98.8 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015