WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 407,498: 107,686 163,693 96,053 163,175 105,825 366,914 365,571: 40,584 41,927
Old : 283,304: 96,726 157,771 44,471 112,282 52,354 253,479 254,596: 29,825 28,708
Other: 124,194: 47,358 42,320 15,184 50,893 53,471 113,435 110,975: 10,759 13,219
: : :
: : Changes in Commitments from: January 26, 2016 :
: 19,516: 5,553 5,817 6,175 5,714 6,519 17,442 18,511: 2,074 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 40.2 23.6 40.0 26.0 90.0 89.7: 10.0 10.3
Old : 100.0: 34.1 55.7 15.7 39.6 18.5 89.5 89.9: 10.5 10.1
Other: 100.0: 38.1 34.1 12.2 41.0 43.1 91.3 89.4: 8.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 123 127 134 104 93 312 288:
Old : 375: 130 113 95 90 72 269 240:
Other: 245: 74 66 45 70 70 171 159:
:----------------------------------------------------------------------------------------------------
: 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 21.3 18.0 13.7 9.7 20.7 16.3
Old : 14.7 12.8 22.9 22.7 14.6 12.3 22.5 21.8
Other: 23.4 18.5 36.1 28.9 23.3 15.2 33.9 24.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,124: 51,444 80,707 34,900 111,148 79,090 197,492 194,697: 21,632 24,427
Old : 136,793: 42,623 72,320 19,647 60,134 29,643 122,404 121,610: 14,389 15,183
Other: 82,331: 21,824 21,390 2,250 51,014 49,447 75,088 73,087: 7,243 9,244
: : :
: : Changes in Commitments from: January 26, 2016 :
: 3,041: 289 4,444 109 2,830 -1,716 3,228 2,837: -187 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 36.8 15.9 50.7 36.1 90.1 88.9: 9.9 11.1
Old : 100.0: 31.2 52.9 14.4 44.0 21.7 89.5 88.9: 10.5 11.1
Other: 100.0: 26.5 26.0 2.7 62.0 60.1 91.2 88.8: 8.8 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 61 56 64 82 71 178 172:
Old : 208: 62 47 36 62 53 138 130:
Other: 165: 43 34 23 66 56 123 102:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 21.6 22.1 31.4 11.7 16.6 19.6 25.5
Old : 15.3 23.9 26.1 36.5 15.1 20.5 24.7 33.1
Other: 21.3 31.6 34.7 43.1 17.3 23.5 27.3 32.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,368,832: 346,833 321,103 231,513 647,706 631,269 1,226,052 1,183,885: 142,780 184,947
Old : 1,173,278: 340,565 312,324 179,465 533,359 531,081 1,053,389 1,022,870: 119,889 150,408
Other: 195,554: 51,343 53,854 6,973 114,347 100,188 172,663 161,015: 22,891 34,539
: : :
: : Changes in Commitments from: January 26, 2016 :
: 12,390: 19,351 -5,701 -16,320 3,545 28,246 6,576 6,225: 5,814 6,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 23.5 16.9 47.3 46.1 89.6 86.5: 10.4 13.5
Old : 100.0: 29.0 26.6 15.3 45.5 45.3 89.8 87.2: 10.2 12.8
Other: 100.0: 26.3 27.5 3.6 58.5 51.2 88.3 82.3: 11.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 147 180 174 252 309 511 575:
Old : 710: 154 180 156 241 292 489 546:
Other: 451: 76 76 37 99 237 189 339:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 9.6 20.1 15.9 11.0 7.6 17.7 12.6
Old : 13.2 10.6 22.3 17.6 13.2 9.7 21.8 15.7
Other: 26.6 19.7 37.9 29.9 24.9 19.4 34.9 28.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,048: 3,174 3,142 499 3,570 4,309 7,243 7,950: 2,805 2,098
Old : 9,013: 3,216 3,139 195 2,968 3,791 6,379 7,125: 2,634 1,888
Other: 1,035: 109 154 153 602 518 864 825: 171 210
: : :
: : Changes in Commitments from: January 26, 2016 :
: 671: 17 361 -89 443 166 371 438: 300 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 31.3 5.0 35.5 42.9 72.1 79.1: 27.9 20.9
Old : 100.0: 35.7 34.8 2.2 32.9 42.1 70.8 79.1: 29.2 20.9
Other: 100.0: 10.5 14.9 14.8 58.2 50.0 83.5 79.7: 16.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 16 9 15 11 30 34:
Old : 46: 13 15 6 14 11 28 32:
Other: 17: 2 5 2 4 7 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 37.9 52.3 53.0 38.9 32.7 45.2 47.0
Old : 38.2 42.2 49.6 56.7 37.0 36.6 44.0 50.4
Other: 81.3 55.4 83.5 70.8 65.5 47.6 67.2 58.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 715,617: 148,433 188,960 112,783 394,037 342,369 655,253 644,112: 60,364 71,505
Old : 592,686: 147,268 177,615 88,030 304,561 270,561 539,859 536,206: 52,827 56,480
Other: 122,931: 18,659 28,839 7,259 89,476 71,808 115,394 107,906: 7,537 15,025
: : :
: : Changes in Commitments from: January 26, 2016 :
: 30,549: 13,712 13,735 6,573 6,712 8,489 26,997 28,797: 3,552 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.4 15.8 55.1 47.8 91.6 90.0: 8.4 10.0
Old : 100.0: 24.8 30.0 14.9 51.4 45.6 91.1 90.5: 8.9 9.5
Other: 100.0: 15.2 23.5 5.9 72.8 58.4 93.9 87.8: 6.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 136 173 174 158 170 413 430:
Old : 533: 153 170 152 153 141 393 389:
Other: 290: 53 82 46 63 120 150 220:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 15.1 29.8 23.8 18.4 13.8 25.0 20.8
Old : 16.7 17.4 25.9 26.6 16.1 15.9 24.6 23.2
Other: 52.3 26.8 63.8 42.6 51.2 26.7 62.5 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 416,968: 119,958 46,274 94,734 162,886 248,950 377,578 389,958: 39,390 27,010
Old : 353,628: 122,317 48,732 61,398 137,709 220,847 321,424 330,977: 32,204 22,651
Other: 63,340: 12,563 12,464 18,414 25,177 28,103 56,154 58,981: 7,186 4,359
: : :
: : Changes in Commitments from: January 26, 2016 :
: 5,588: 6,920 4,474 -7,896 4,339 7,831 3,363 4,409: 2,225 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 11.1 22.7 39.1 59.7 90.6 93.5: 9.4 6.5
Old : 100.0: 34.6 13.8 17.4 38.9 62.5 90.9 93.6: 9.1 6.4
Other: 100.0: 19.8 19.7 29.1 39.7 44.4 88.7 93.1: 11.3 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 99 58 104 80 78 242 204:
Old : 296: 111 55 96 78 76 235 197:
Other: 113: 25 26 29 48 21 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 : 7.9 34.5 13.9 40.2 7.9 32.0 13.4 36.1
Old : 8.9 36.5 15.5 43.1 8.9 34.9 14.9 39.5
Other: 23.2 35.9 38.7 54.3 18.8 28.6 26.1 40.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 550,487: 93,027 81,736 12,035 295,478 315,071 400,540 408,842: 149,947 141,645
Old : 550,487: 93,027 81,736 12,035 295,478 315,071 400,540 408,842: 149,947 141,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 16,312: 9,416 2,499 5,371 1,567 5,747 16,354 13,617: -42 2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.8 2.2 53.7 57.2 72.8 74.3: 27.2 25.7
Old : 100.0: 16.9 14.8 2.2 53.7 57.2 72.8 74.3: 27.2 25.7
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 : 145: 28 32 21 58 67 98 108:
Old : 145: 28 32 21 58 67 98 108:
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 : 24.0 16.7 33.0 28.1 20.6 14.2 28.8 20.1
Old : 24.0 16.7 33.0 28.1 20.6 14.2 28.8 20.1
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 628,989: 60,095 146,541 4,160 432,320 401,868 496,575 552,569: 132,414 76,420
Old : 628,989: 60,095 146,541 4,160 432,320 401,868 496,575 552,569: 132,414 76,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 1,142: -78 -2,035 -169 -8,243 8,222 -8,490 6,018: 9,632 -4,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.3 0.7 68.7 63.9 78.9 87.9: 21.1 12.1
Old : 100.0: 9.6 23.3 0.7 68.7 63.9 78.9 87.9: 21.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 13 18 9 59 51 78 72:
Old : 108: 13 18 9 59 51 78 72:
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 48.1 38.2 57.7 22.3 48.1 32.7 57.0
Old : 23.9 48.1 38.2 57.7 22.3 48.1 32.7 57.0
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,218: 882 411 687 2,372 2,851 3,941 3,949: 277 269
Old : 4,218: 882 411 687 2,372 2,851 3,941 3,949: 277 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 217: 74 98 15 111 191 200 304: 17 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.7 16.3 56.2 67.6 93.4 93.6: 6.6 6.4
Old : 100.0: 20.9 9.7 16.3 56.2 67.6 93.4 93.6: 6.6 6.4
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: 7 6 4 11 13 19 22:
Old : 29: 7 6 4 11 13 19 22:
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 : 55.3 58.4 77.9 75.2 50.0 48.4 63.1 59.7
Old : 55.3 58.4 77.9 75.2 50.0 48.4 63.1 59.7
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 409,219: 76,115 102,510 69,292 208,424 195,068 353,831 366,870: 55,388 42,349
Old : 349,850: 75,194 97,772 53,135 174,597 163,226 302,926 314,133: 46,924 35,717
Other: 59,369: 7,781 11,598 9,297 33,827 31,842 50,905 52,737: 8,464 6,632
: : :
: : Changes in Commitments from: January 26, 2016 :
: -5,726: -5,430 -9,493 -335 -2,600 2,841 -8,365 -6,987: 2,639 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 25.1 16.9 50.9 47.7 86.5 89.7: 13.5 10.3
Old : 100.0: 21.5 27.9 15.2 49.9 46.7 86.6 89.8: 13.4 10.2
Other: 100.0: 13.1 19.5 15.7 57.0 53.6 85.7 88.8: 14.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 82 85 90 97 81 232 223:
Old : 296: 89 82 87 93 74 227 211:
Other: 126: 32 23 20 59 30 100 65:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 28.1 21.0 33.4 11.4 23.6 17.7 28.6
Old : 13.1 28.0 20.3 34.0 12.6 25.5 19.0 31.4
Other: 24.5 39.7 36.3 56.6 23.3 36.3 33.9 48.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,040: 1,754 4,322 1,419 7,603 5,519 10,776 11,260: 2,264 1,780
Old : 12,877: 1,828 4,426 1,241 7,579 5,467 10,648 11,134: 2,229 1,743
Other: 163: 104 74 0 24 52 128 126: 35 37
: : :
: : Changes in Commitments from: January 26, 2016 :
: -183: -49 -76 -116 -81 -36 -246 -228: 63 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 33.1 10.9 58.3 42.3 82.6 86.3: 17.4 13.7
Old : 100.0: 14.2 34.4 9.6 58.9 42.5 82.7 86.5: 17.3 13.5
Other: 100.0: 63.8 45.4 0.0 14.7 31.9 78.5 77.3: 21.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 17 22 19 23 12 53 49:
Old : 76: 18 22 16 23 12 53 46:
Other: 12: 1 5 0 2 4 3 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.7 49.8 52.3 40.2 38.6 46.3 49.7
Old : 41.5 40.2 50.3 53.0 40.8 39.1 47.2 50.4
Other: 78.5 50.9 78.5 76.1 78.5 50.9 78.5 76.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,130,156: 159,686 222,684 36,931 816,485 722,044 1,013,102 981,659: 117,054 148,497
Old : 1,130,156: 159,686 222,684 36,931 816,485 722,044 1,013,102 981,659: 117,054 148,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 55,871: 32,191 -24,568 4,784 13,758 79,751 50,733 59,967: 5,138 -4,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.7 3.3 72.2 63.9 89.6 86.9: 10.4 13.1
Old : 100.0: 14.1 19.7 3.3 72.2 63.9 89.6 86.9: 10.4 13.1
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 : 261: 39 68 35 99 114 161 194:
Old : 261: 39 68 35 99 114 161 194:
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 : 25.4 18.2 36.5 28.1 25.1 17.0 34.1 26.7
Old : 25.4 18.2 36.5 28.1 25.1 17.0 34.1 26.7
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,984,496: 489,683 483,830 86,326 2,034,877 1,964,237 2,610,886 2,534,393: 373,610 450,103
Old : 2,984,496: 489,683 483,830 86,326 2,034,877 1,964,237 2,610,886 2,534,393: 373,610 450,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 98,548: -6,747 31,941 13,076 72,421 37,272 78,750 82,289: 19,798 16,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.2 2.9 68.2 65.8 87.5 84.9: 12.5 15.1
Old : 100.0: 16.4 16.2 2.9 68.2 65.8 87.5 84.9: 12.5 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 : 365: 75 90 56 138 156 244 271:
Old : 365: 75 90 56 138 156 244 271:
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 : 32.4 18.1 42.9 26.7 29.9 15.3 37.7 20.3
Old : 32.4 18.1 42.9 26.7 29.9 15.3 37.7 20.3
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,698,198: 263,914 566,838 38,868 2,102,044 1,741,749 2,404,826 2,347,455: 293,372 350,743
Old : 2,698,198: 263,914 566,838 38,868 2,102,044 1,741,749 2,404,826 2,347,455: 293,372 350,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 62,364: 1,322 57,350 -2,509 65,816 7,651 64,629 62,492: -2,265 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.0 1.4 77.9 64.6 89.1 87.0: 10.9 13.0
Old : 100.0: 9.8 21.0 1.4 77.9 64.6 89.1 87.0: 10.9 13.0
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 : 286: 42 76 39 103 134 169 225:
Old : 286: 42 76 39 103 134 169 225:
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 : 37.7 17.1 49.2 28.0 33.3 16.4 42.5 27.3
Old : 37.7 17.1 49.2 28.0 33.3 16.4 42.5 27.3
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 740,448: 36,372 99,158 134,686 545,653 465,981 716,711 699,825: 23,737 40,623
Old : 740,448: 36,372 99,158 134,686 545,653 465,981 716,711 699,825: 23,737 40,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -79,258: -29,568 34,339 1,378 -52,538 -113,355 -80,728 -77,638: 1,470 -1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 13.4 18.2 73.7 62.9 96.8 94.5: 3.2 5.5
Old : 100.0: 4.9 13.4 18.2 73.7 62.9 96.8 94.5: 3.2 5.5
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 : 106: 14 33 32 45 52 82 99:
Old : 106: 14 33 32 45 52 82 99:
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 : 48.4 27.2 59.3 38.0 36.4 14.2 40.0 22.3
Old : 48.4 27.2 59.3 38.0 36.4 14.2 40.0 22.3
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,967: 7,564 7,548 463 17,065 15,055 25,092 23,065: 4,876 6,902
Old : 29,967: 7,564 7,548 463 17,065 15,055 25,092 23,065: 4,876 6,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -588: -585 -4 395 55 -1,501 -136 -1,110: -453 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.2 1.5 56.9 50.2 83.7 77.0: 16.3 23.0
Old : 100.0: 25.2 25.2 1.5 56.9 50.2 83.7 77.0: 16.3 23.0
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 : 81: 16 17 4 36 21 53 41:
Old : 81: 16 17 4 36 21 53 41:
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 : 25.0 29.2 39.7 44.7 25.0 29.2 38.3 44.6
Old : 25.0 29.2 39.7 44.7 25.0 29.2 38.3 44.6
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,934: 15,128 15,095 926 34,129 30,109 50,183 46,130: 9,751 13,804
Old : 59,934: 15,128 15,095 926 34,129 30,109 50,183 46,130: 9,751 13,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -1,176: -1,170 -8 789 110 -3,001 -271 -2,220: -905 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.2 1.5 56.9 50.2 83.7 77.0: 16.3 23.0
Old : 100.0: 25.2 25.2 1.5 56.9 50.2 83.7 77.0: 16.3 23.0
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 : 81: 16 17 4 36 21 53 41:
Old : 81: 16 17 4 36 21 53 41:
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 : 25.0 29.2 39.7 44.7 25.0 29.2 38.3 44.6
Old : 25.0 29.2 39.7 44.7 25.0 29.2 38.3 44.6
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,722: 13,754 14,506 1,447 1,137 680 16,338 16,633: 384 89
Old : 16,722: 13,754 14,506 1,447 1,137 680 16,338 16,633: 384 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 335: 477 489 -155 0 0 322 334: 13 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 86.7 8.7 6.8 4.1 97.7 99.5: 2.3 0.5
Old : 100.0: 82.3 86.7 8.7 6.8 4.1 97.7 99.5: 2.3 0.5
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 : 33: 17 15 4 1 1 20 18:
Old : 33: 17 15 4 1 1 20 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 : 77.6 57.7 91.0 85.9 74.5 56.2 80.1 78.7
Old : 77.6 57.7 91.0 85.9 74.5 56.2 80.1 78.7
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 - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,660: 21,827 13,321 259 7,458 15,953 29,544 29,533: 116 127
Old : 29,660: 21,827 13,321 259 7,458 15,953 29,544 29,533: 116 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -1,526: -1,415 -442 0 -137 -1,126 -1,552 -1,568: 26 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 44.9 0.9 25.1 53.8 99.6 99.6: 0.4 0.4
Old : 100.0: 73.6 44.9 0.9 25.1 53.8 99.6 99.6: 0.4 0.4
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: 7 16 1 6 18 14 34:
Old : 46: 7 16 1 6 18 14 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 49.3 93.1 70.4 81.1 49.3 93.1 70.4
Old : 81.1 49.3 93.1 70.4 81.1 49.3 93.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,894: 29,959 13,304 0 1,855 18,565 31,814 31,869: 80 25
Old : 31,894: 29,959 13,304 0 1,855 18,565 31,814 31,869: 80 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -695: -1,130 56 0 435 -659 -695 -603: 0 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 41.7 0.0 5.8 58.2 99.7 99.9: 0.3 0.1
Old : 100.0: 93.9 41.7 0.0 5.8 58.2 99.7 99.9: 0.3 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 : 42: 10 17 0 4 12 14 29:
Old : 42: 10 17 0 4 12 14 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 : 93.8 66.1 98.7 82.9 93.8 66.1 98.7 82.9
Old : 93.8 66.1 98.7 82.9 93.8 66.1 98.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2016