WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 500,412: 87,382 174,571 164,836 206,929 116,526 459,148 455,934: 41,265 44,479
Old : 372,136: 84,851 170,278 105,541 152,504 64,741 342,897 340,560: 29,239 31,576
Other: 128,276: 35,957 37,720 25,869 54,425 51,785 116,251 115,374: 12,026 12,902
: : :
: : Changes in Commitments from: January 12, 2016 :
: -5,961: -4,403 -5,979 -1,992 1,030 3,718 -5,365 -4,253: -595 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 34.9 32.9 41.4 23.3 91.8 91.1: 8.2 8.9
Old : 100.0: 22.8 45.8 28.4 41.0 17.4 92.1 91.5: 7.9 8.5
Other: 100.0: 28.0 29.4 20.2 42.4 40.4 90.6 89.9: 9.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 131 146 159 119 106 348 323:
Old : 409: 148 124 139 108 96 319 300:
Other: 248: 61 80 56 77 73 171 179:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 8.4 19.4 15.9 11.1 8.1 17.2 13.8
Old : 12.7 10.7 19.9 18.7 11.7 10.0 18.0 17.4
Other: 21.9 16.7 33.6 27.0 21.8 12.9 29.9 21.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 222,265: 49,638 76,113 39,950 110,916 79,867 200,504 195,930: 21,761 26,335
Old : 140,540: 42,605 67,668 22,564 60,849 33,903 126,018 124,135: 14,523 16,406
Other: 81,725: 18,858 20,270 5,561 50,068 45,964 74,487 71,795: 7,238 9,929
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,706: 1,829 -1,615 1,843 -1,806 1,051 1,866 1,279: -160 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 34.2 18.0 49.9 35.9 90.2 88.2: 9.8 11.8
Old : 100.0: 30.3 48.1 16.1 43.3 24.1 89.7 88.3: 10.3 11.7
Other: 100.0: 23.1 24.8 6.8 61.3 56.2 91.1 87.9: 8.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 57 62 60 82 66 174 166:
Old : 207: 62 52 36 67 56 145 132:
Other: 156: 33 36 25 66 54 116 101:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 19.6 21.8 28.9 10.5 15.7 18.3 23.2
Old : 15.4 21.4 26.1 32.7 14.5 17.5 23.9 28.5
Other: 20.2 29.7 32.2 39.0 16.3 22.6 26.2 30.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,725,214: 309,685 392,806 457,670 765,539 657,575 1,532,894 1,508,051: 192,319 217,163
Old : 1,470,238: 309,660 386,007 362,408 639,693 549,714 1,311,760 1,298,129: 158,478 172,109
Other: 254,976: 48,604 55,377 46,684 125,846 107,861 221,134 209,922: 33,842 45,054
: : :
: : Changes in Commitments from: January 12, 2016 :
: 7,095: -1,237 -30,391 14,049 -1,491 24,852 11,321 8,509: -4,226 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.8 26.5 44.4 38.1 88.9 87.4: 11.1 12.6
Old : 100.0: 21.1 26.3 24.6 43.5 37.4 89.2 88.3: 10.8 11.7
Other: 100.0: 19.1 21.7 18.3 49.4 42.3 86.7 82.3: 13.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 773: 158 216 225 314 323 612 642:
Old : 760: 156 217 211 305 307 590 618:
Other: 462: 81 81 63 147 243 254 362:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 8.1 17.2 13.3 8.0 5.5 13.4 9.6
Old : 10.6 8.6 18.4 14.1 9.7 6.2 16.5 10.8
Other: 19.3 18.1 29.4 26.7 16.3 16.3 24.3 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 11,679: 2,425 2,812 2,205 4,488 4,672 9,117 9,689: 2,561 1,989
Old : 10,443: 2,816 2,802 1,638 3,593 4,228 8,046 8,668: 2,396 1,775
Other: 1,236: 11 412 164 895 445 1,071 1,021: 165 215
: : :
: : Changes in Commitments from: January 12, 2016 :
: 142: 119 209 -223 190 -84 86 -99: 56 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.1 18.9 38.4 40.0 78.1 83.0: 21.9 17.0
Old : 100.0: 27.0 26.8 15.7 34.4 40.5 77.1 83.0: 22.9 17.0
Other: 100.0: 0.9 33.4 13.3 72.5 36.0 86.6 82.6: 13.4 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 17 9 14 11 29 32:
Old : 43: 11 16 9 14 11 29 32:
Other: 14: 1 4 3 5 5 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 : 45.6 37.6 58.2 56.5 30.8 30.7 36.4 41.5
Old : 43.8 39.7 55.5 57.7 32.2 34.5 38.3 46.8
Other: 74.8 66.9 86.6 80.0 69.7 61.1 71.9 67.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 833,868: 133,461 162,464 220,350 414,881 374,588 768,692 757,402: 65,176 76,466
Old : 704,132: 133,882 147,427 188,505 324,480 307,008 646,867 642,939: 57,265 61,193
Other: 129,736: 12,746 28,205 18,678 90,401 67,580 121,825 114,463: 7,911 15,273
: : :
: : Changes in Commitments from: January 12, 2016 :
: -3,223: 7,462 -25,140 1,986 -11,800 19,708 -2,351 -3,446: -871 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.5 26.4 49.8 44.9 92.2 90.8: 7.8 9.2
Old : 100.0: 19.0 20.9 26.8 46.1 43.6 91.9 91.3: 8.1 8.7
Other: 100.0: 9.8 21.7 14.4 69.7 52.1 93.9 88.2: 6.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 162 162 228 174 181 460 474:
Old : 550: 176 157 213 170 165 449 444:
Other: 289: 53 84 75 80 121 181 234:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 15.0 25.9 23.1 14.9 13.0 19.9 18.8
Old : 14.1 16.5 22.0 25.0 12.5 14.0 18.3 20.7
Other: 48.5 26.2 58.7 40.7 46.3 25.5 55.8 39.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 451,196: 108,491 54,885 129,519 176,242 238,385 414,253 422,789: 36,943 28,407
Old : 390,911: 112,166 56,729 97,776 151,051 211,870 360,993 366,375: 29,918 24,536
Other: 60,285: 10,379 12,209 17,690 25,191 26,515 53,260 56,414: 7,025 3,871
: : :
: : Changes in Commitments from: January 12, 2016 :
: 8,004: 3,610 -4,577 3,687 -381 7,549 6,916 6,659: 1,088 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 12.2 28.7 39.1 52.8 91.8 93.7: 8.2 6.3
Old : 100.0: 28.7 14.5 25.0 38.6 54.2 92.3 93.7: 7.7 6.3
Other: 100.0: 17.2 20.3 29.3 41.8 44.0 88.3 93.6: 11.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 94 73 117 84 82 250 230:
Old : 308: 104 71 112 81 81 247 223:
Other: 112: 21 28 29 48 24 89 66:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 31.1 14.1 36.3 7.4 28.6 12.7 32.2
Old : 9.0 31.9 15.3 37.4 8.4 30.2 14.3 34.3
Other: 23.5 38.3 38.5 58.3 19.2 30.8 26.0 41.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 682,871: 78,588 80,009 70,730 378,464 385,810 527,782 536,548: 155,089 146,323
Old : 682,871: 78,588 80,009 70,730 378,464 385,810 527,782 536,548: 155,089 146,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 47,738: 2,824 7,902 13,086 27,099 25,387 43,010 46,375: 4,728 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.7 10.4 55.4 56.5 77.3 78.6: 22.7 21.4
Old : 100.0: 11.5 11.7 10.4 55.4 56.5 77.3 78.6: 22.7 21.4
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 : 154: 31 33 37 73 74 119 129:
Old : 154: 31 33 37 73 74 119 129:
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 17.7 28.6 26.7 14.3 11.5 19.6 16.7
Old : 21.6 17.7 28.6 26.7 14.3 11.5 19.6 16.7
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, January 19, 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 : 619,831: 58,872 148,784 5,375 431,269 381,213 495,516 535,372: 124,315 84,459
Old : 619,831: 58,872 148,784 5,375 431,269 381,213 495,516 535,372: 124,315 84,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,321: 3,287 469 504 -2,233 5,821 1,558 6,794: 2,762 -2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 24.0 0.9 69.6 61.5 79.9 86.4: 20.1 13.6
Old : 100.0: 9.5 24.0 0.9 69.6 61.5 79.9 86.4: 20.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 14 15 12 60 49 81 69:
Old : 103: 14 15 12 60 49 81 69:
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 : 24.6 46.2 38.4 57.4 22.4 46.2 32.7 56.3
Old : 24.6 46.2 38.4 57.4 22.4 46.2 32.7 56.3
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, January 19, 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 : 4,473: 1,171 461 618 2,421 3,118 4,210 4,197: 263 276
Old : 4,473: 1,171 461 618 2,421 3,118 4,210 4,197: 263 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 171: 81 -171 23 27 307 131 159: 40 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.3 13.8 54.1 69.7 94.1 93.8: 5.9 6.2
Old : 100.0: 26.2 10.3 13.8 54.1 69.7 94.1 93.8: 5.9 6.2
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: 9 8 5 9 12 21 23:
Old : 31: 9 8 5 9 12 21 23:
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 : 49.3 56.1 76.9 75.7 41.1 41.9 55.8 52.4
Old : 49.3 56.1 76.9 75.7 41.1 41.9 55.8 52.4
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, January 19, 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 : 474,896: 70,788 125,516 110,462 239,149 197,181 420,399 433,159: 54,497 41,737
Old : 410,687: 72,681 120,589 88,040 203,270 166,205 363,990 374,834: 46,696 35,853
Other: 64,209: 6,154 12,974 14,376 35,879 30,976 56,409 58,325: 7,801 5,884
: : :
: : Changes in Commitments from: January 12, 2016 :
: 10,189: -3,600 943 6,504 6,862 730 9,767 8,177: 422 2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 26.4 23.3 50.4 41.5 88.5 91.2: 11.5 8.8
Old : 100.0: 17.7 29.4 21.4 49.5 40.5 88.6 91.3: 11.4 8.7
Other: 100.0: 9.6 20.2 22.4 55.9 48.2 87.9 90.8: 12.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 65 113 106 104 84 242 251:
Old : 315: 80 108 103 103 76 239 239:
Other: 139: 18 44 40 63 32 110 89:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 24.4 20.2 30.5 10.0 18.8 15.9 23.2
Old : 11.9 24.2 19.3 29.9 11.2 20.2 17.3 25.4
Other: 20.6 34.5 33.7 51.6 19.0 30.0 27.7 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 14,655: 1,357 4,061 2,713 8,114 6,083 12,184 12,856: 2,471 1,799
Old : 14,533: 1,417 4,113 2,598 8,105 6,058 12,121 12,768: 2,412 1,765
Other: 122: 54 63 0 9 25 63 88: 59 34
: : :
: : Changes in Commitments from: January 12, 2016 :
: 263: -193 -7 94 353 -100 254 -12: 9 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.7 18.5 55.4 41.5 83.1 87.7: 16.9 12.3
Old : 100.0: 9.8 28.3 17.9 55.8 41.7 83.4 87.9: 16.6 12.1
Other: 100.0: 44.4 51.4 0.0 7.5 20.5 51.9 72.0: 48.1 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 19 23 22 23 13 56 52:
Old : 76: 20 22 21 23 13 56 51:
Other: 9: 1 4 1 2 2 4 6:
:----------------------------------------------------------------------------------------------------
: 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 : 37.8 37.2 47.6 49.2 35.7 33.2 40.9 42.2
Old : 38.1 37.6 48.0 49.6 36.0 33.6 41.5 42.6
Other: 51.9 58.9 51.9 72.0 51.9 58.8 51.9 72.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,054,593: 132,539 271,928 35,715 779,397 603,407 947,651 911,050: 106,942 143,543
Old : 1,054,593: 132,539 271,928 35,715 779,397 603,407 947,651 911,050: 106,942 143,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,701: -19,332 -5,382 3,290 18,854 2,798 2,813 705: -112 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 25.8 3.4 73.9 57.2 89.9 86.4: 10.1 13.6
Old : 100.0: 12.6 25.8 3.4 73.9 57.2 89.9 86.4: 10.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 42 62 39 98 118 161 198:
Old : 262: 42 62 39 98 118 161 198:
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 : 22.3 15.9 37.4 24.9 21.9 15.8 34.4 23.9
Old : 22.3 15.9 37.4 24.9 21.9 15.8 34.4 23.9
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, January 19, 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 : 3,337,657: 400,222 405,569 338,318 2,236,331 2,149,475 2,974,870 2,893,362: 362,786 444,295
Old : 3,337,657: 400,222 405,569 338,318 2,236,331 2,149,475 2,974,870 2,893,362: 362,786 444,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 256,129: -17,695 -14,417 73,248 165,796 238,842 221,350 297,673: 34,779 -41,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.2 10.1 67.0 64.4 89.1 86.7: 10.9 13.3
Old : 100.0: 12.0 12.2 10.1 67.0 64.4 89.1 86.7: 10.9 13.3
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 : 371: 73 87 92 169 186 293 314:
Old : 371: 73 87 92 169 186 293 314:
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 : 28.2 15.5 38.6 23.5 25.8 11.7 33.5 16.1
Old : 28.2 15.5 38.6 23.5 25.8 11.7 33.5 16.1
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, January 19, 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 : 2,862,545: 235,946 490,379 197,062 2,127,866 1,812,548 2,560,874 2,499,989: 301,671 362,556
Old : 2,862,545: 235,946 490,379 197,062 2,127,866 1,812,548 2,560,874 2,499,989: 301,671 362,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 157,902: 24,615 10,891 25,225 87,631 119,516 137,471 155,632: 20,431 2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 17.1 6.9 74.3 63.3 89.5 87.3: 10.5 12.7
Old : 100.0: 8.2 17.1 6.9 74.3 63.3 89.5 87.3: 10.5 12.7
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 : 299: 49 77 67 117 143 206 247:
Old : 299: 49 77 67 117 143 206 247:
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 13.4 47.8 23.5 30.7 12.8 39.3 22.3
Old : 37.0 13.4 47.8 23.5 30.7 12.8 39.3 22.3
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 820,759: 66,743 72,368 151,378 580,134 553,715 798,255 777,461: 22,504 43,298
Old : 820,759: 66,743 72,368 151,378 580,134 553,715 798,255 777,461: 22,504 43,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 33,112: 10,091 -9,824 20,271 1,415 21,826 31,777 32,273: 1,336 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.8 18.4 70.7 67.5 97.3 94.7: 2.7 5.3
Old : 100.0: 8.1 8.8 18.4 70.7 67.5 97.3 94.7: 2.7 5.3
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 : 109: 20 30 35 42 57 79 107:
Old : 109: 20 30 35 42 57 79 107:
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 : 43.1 24.1 53.2 35.8 34.1 14.0 38.1 21.3
Old : 43.1 24.1 53.2 35.8 34.1 14.0 38.1 21.3
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, January 19, 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 : 32,646: 8,074 6,687 1,252 16,800 18,632 26,126 26,570: 6,520 6,076
Old : 32,646: 8,074 6,687 1,252 16,800 18,632 26,126 26,570: 6,520 6,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -3,108: -3,116 164 -908 950 -2,605 -3,074 -3,349: -35 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 3.8 51.5 57.1 80.0 81.4: 20.0 18.6
Old : 100.0: 24.7 20.5 3.8 51.5 57.1 80.0 81.4: 20.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 21 11 4 36 19 57 34:
Old : 79: 21 11 4 36 19 57 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 : 18.0 41.5 32.7 58.1 17.7 41.5 30.0 58.1
Old : 18.0 41.5 32.7 58.1 17.7 41.5 30.0 58.1
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, January 19, 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 : 65,292: 16,149 13,373 2,504 33,600 37,263 52,253 53,141: 13,039 12,151
Old : 65,292: 16,149 13,373 2,504 33,600 37,263 52,253 53,141: 13,039 12,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -6,217: -6,231 328 -1,816 1,900 -5,209 -6,147 -6,697: -70 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 3.8 51.5 57.1 80.0 81.4: 20.0 18.6
Old : 100.0: 24.7 20.5 3.8 51.5 57.1 80.0 81.4: 20.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 21 11 4 36 19 57 34:
Old : 79: 21 11 4 36 19 57 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 : 18.0 41.5 32.7 58.1 17.7 41.5 30.0 58.1
Old : 18.0 41.5 32.7 58.1 17.7 41.5 30.0 58.1
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, January 19, 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 : 15,102: 12,237 12,407 1,497 1,137 680 14,871 14,584: 231 518
Old : 15,102: 12,237 12,407 1,497 1,137 680 14,871 14,584: 231 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 255: 628 248 -428 0 0 200 -180: 55 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 82.2 9.9 7.5 4.5 98.5 96.6: 1.5 3.4
Old : 100.0: 81.0 82.2 9.9 7.5 4.5 98.5 96.6: 1.5 3.4
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 : 30: 15 14 4 1 1 18 17:
Old : 30: 15 14 4 1 1 18 17:
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 : 71.7 59.0 91.9 89.9 69.5 57.5 79.8 78.3
Old : 71.7 59.0 91.9 89.9 69.5 57.5 79.8 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 31,237: 22,734 14,580 262 8,091 16,266 31,087 31,108: 150 129
Old : 31,237: 22,734 14,580 262 8,091 16,266 31,087 31,108: 150 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,418: 693 1,329 -25 1,705 1,090 2,373 2,394: 45 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 46.7 0.8 25.9 52.1 99.5 99.6: 0.5 0.4
Old : 100.0: 72.8 46.7 0.8 25.9 52.1 99.5 99.6: 0.5 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 : 51: 7 20 1 6 19 14 39:
Old : 51: 7 20 1 6 19 14 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 : 79.3 46.6 93.2 67.1 79.3 46.6 93.2 67.1
Old : 79.3 46.6 93.2 67.1 79.3 46.6 93.2 67.1
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, January 19, 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 : 32,548: 30,329 13,166 0 1,897 19,093 32,226 32,259: 322 289
Old : 32,548: 30,329 13,166 0 1,897 19,093 32,226 32,259: 322 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -1,507: 1,758 -1,373 0 -3,451 -331 -1,693 -1,704: 186 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 40.5 0.0 5.8 58.7 99.0 99.1: 1.0 0.9
Old : 100.0: 93.2 40.5 0.0 5.8 58.7 99.0 99.1: 1.0 0.9
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 : 39: 11 13 0 4 12 15 25:
Old : 39: 11 13 0 4 12 15 25:
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 : 91.5 64.3 96.7 80.5 91.5 64.3 96.7 80.5
Old : 91.5 64.3 96.7 80.5 91.5 64.3 96.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016