WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 502,064: 94,529 161,300 166,532 196,577 129,577 457,639 457,410: 44,425 44,654
Old : 356,209: 87,979 153,238 99,231 136,546 73,053 323,756 325,522: 32,453 30,687
Other: 145,855: 42,535 44,047 31,317 60,031 56,524 133,883 131,888: 11,972 13,968
: : :
: : Changes in Commitments from: January 26, 2016 :
: 15,339: 5,282 4,299 5,400 2,932 5,007 13,615 14,706: 1,724 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 32.1 33.2 39.2 25.8 91.2 91.1: 8.8 8.9
Old : 100.0: 24.7 43.0 27.9 38.3 20.5 90.9 91.4: 9.1 8.6
Other: 100.0: 29.2 30.2 21.5 41.2 38.8 91.8 90.4: 8.2 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 127 139 167 119 106 349 326:
Old : 398: 137 120 138 105 90 310 289:
Other: 260: 69 81 65 80 76 192 184:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 8.6 19.2 16.0 11.5 7.9 17.2 12.9
Old : 13.3 10.5 20.0 18.6 12.2 9.6 18.2 17.3
Other: 19.9 15.9 31.8 25.8 19.8 12.8 28.9 20.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 229,778: 48,525 80,910 42,430 115,866 81,005 206,821 204,345: 22,957 25,433
Old : 142,673: 41,436 72,347 23,761 62,333 30,915 127,530 127,023: 15,143 15,650
Other: 87,105: 20,416 21,890 5,342 53,532 50,090 79,291 77,322: 7,815 9,783
: : :
: : Changes in Commitments from: January 26, 2016 :
: 2,888: 690 4,448 -259 2,641 -1,615 3,071 2,573: -183 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 35.2 18.5 50.4 35.3 90.0 88.9: 10.0 11.1
Old : 100.0: 29.0 50.7 16.7 43.7 21.7 89.4 89.0: 10.6 11.0
Other: 100.0: 23.4 25.1 6.1 61.5 57.5 91.0 88.8: 9.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 60 58 68 85 73 182 178:
Old : 210: 59 50 45 72 61 149 146:
Other: 167: 39 39 29 69 57 128 108:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 20.6 21.1 30.0 11.2 15.8 18.8 24.3
Old : 14.7 22.9 25.1 35.0 14.5 19.6 23.7 31.7
Other: 20.2 29.9 33.0 40.7 16.4 22.2 25.8 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,690,543: 323,481 310,328 433,262 747,656 723,452 1,504,399 1,467,042: 186,144 223,501
Old : 1,412,627: 317,529 298,245 336,746 608,439 604,681 1,262,715 1,239,672: 149,912 172,955
Other: 277,916: 48,841 54,973 53,626 139,217 118,771 241,684 227,370: 36,232 50,546
: : :
: : Changes in Commitments from: January 26, 2016 :
: 25,666: 17,032 -6,778 -6,515 9,034 33,178 19,551 19,885: 6,116 5,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.4 25.6 44.2 42.8 89.0 86.8: 11.0 13.2
Old : 100.0: 22.5 21.1 23.8 43.1 42.8 89.4 87.8: 10.6 12.2
Other: 100.0: 17.6 19.8 19.3 50.1 42.7 87.0 81.8: 13.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 167 197 223 312 335 612 639:
Old : 745: 158 202 212 302 317 585 614:
Other: 488: 89 85 77 150 256 270 388:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 8.9 17.7 15.1 8.5 6.4 13.9 10.5
Old : 11.4 9.7 19.1 16.0 10.4 7.9 17.4 13.1
Other: 20.7 15.6 30.3 23.9 17.8 13.3 24.9 20.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,142: 2,360 3,141 1,975 4,915 4,894 9,250 10,010: 2,892 2,132
Old : 10,752: 2,701 3,132 1,345 3,990 4,354 8,036 8,831: 2,716 1,922
Other: 1,390: 107 457 182 925 540 1,214 1,179: 176 211
: : :
: : Changes in Commitments from: January 26, 2016 :
: 689: 1 362 -59 445 153 386 455: 303 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.9 16.3 40.5 40.3 76.2 82.4: 23.8 17.6
Old : 100.0: 25.1 29.1 12.5 37.1 40.5 74.7 82.1: 25.3 17.9
Other: 100.0: 7.7 32.9 13.1 66.5 38.9 87.3 84.8: 12.7 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 18 11 15 12 30 37:
Old : 46: 14 15 10 15 12 30 36:
Other: 19: 1 7 4 5 7 9 15:
:----------------------------------------------------------------------------------------------------
: 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 : 43.2 37.7 56.2 53.0 29.3 28.9 34.8 38.5
Old : 40.9 40.0 52.6 55.1 29.6 32.2 36.1 41.7
Other: 75.9 59.2 87.0 75.1 65.2 53.6 73.0 66.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 889,581: 149,725 178,242 231,924 439,306 398,649 820,956 808,814: 68,625 80,767
Old : 738,930: 148,917 167,090 190,604 340,163 318,382 679,683 676,076: 59,247 62,854
Other: 150,651: 17,756 28,100 24,373 99,143 80,266 141,272 132,739: 9,379 17,912
: : :
: : Changes in Commitments from: January 26, 2016 :
: 42,694: 13,347 10,089 17,445 8,199 13,661 38,992 41,195: 3,702 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.0 26.1 49.4 44.8 92.3 90.9: 7.7 9.1
Old : 100.0: 20.2 22.6 25.8 46.0 43.1 92.0 91.5: 8.0 8.5
Other: 100.0: 11.8 18.7 16.2 65.8 53.3 93.8 88.1: 6.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 159 185 235 176 181 480 483:
Old : 567: 180 173 218 173 158 465 448:
Other: 309: 61 89 92 81 123 201 250:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 14.0 25.4 21.6 15.0 11.8 20.0 17.2
Old : 14.1 16.0 22.0 23.6 13.1 13.6 19.5 19.4
Other: 44.1 22.0 54.6 35.9 41.7 21.6 51.2 34.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 459,602: 113,795 45,780 127,067 177,898 258,748 418,760 431,595: 40,842 28,007
Old : 394,236: 116,707 47,712 92,574 151,569 230,310 360,849 370,597: 33,387 23,640
Other: 65,365: 12,001 12,981 19,580 26,330 28,438 57,911 60,998: 7,455 4,367
: : :
: : Changes in Commitments from: January 26, 2016 :
: 8,992: 6,132 4,587 -5,670 6,434 8,595 6,895 7,512: 2,096 1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.0 27.6 38.7 56.3 91.1 93.9: 8.9 6.1
Old : 100.0: 29.6 12.1 23.5 38.4 58.4 91.5 94.0: 8.5 6.0
Other: 100.0: 18.4 19.9 30.0 40.3 43.5 88.6 93.3: 11.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 102 58 111 86 91 253 222:
Old : 305: 114 55 108 84 90 249 218:
Other: 116: 21 30 33 51 24 96 67:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 31.7 13.6 37.1 7.2 27.8 12.2 31.5
Old : 8.4 33.1 14.7 39.0 8.0 29.9 13.4 34.1
Other: 22.5 34.9 37.5 52.7 18.2 27.7 25.3 39.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 691,227: 89,947 74,272 73,811 364,805 386,148 528,563 534,232: 162,664 156,996
Old : 691,227: 89,947 74,272 73,811 364,805 386,148 528,563 534,232: 162,664 156,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 50,662: 9,261 -1,005 24,985 14,138 20,245 48,384 44,224: 2,278 6,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.7 10.7 52.8 55.9 76.5 77.3: 23.5 22.7
Old : 100.0: 13.0 10.7 10.7 52.8 55.9 76.5 77.3: 23.5 22.7
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 : 149: 27 36 36 71 74 117 127:
Old : 149: 27 36 36 71 74 117 127:
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 : 19.8 18.0 27.0 27.2 14.8 11.3 20.6 15.9
Old : 19.8 18.0 27.0 27.2 14.8 11.3 20.6 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 629,412: 59,978 146,587 4,287 432,531 401,892 496,796 552,765: 132,616 76,647
Old : 629,412: 59,978 146,587 4,287 432,531 401,892 496,796 552,765: 132,616 76,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 1,307: -155 -2,003 -97 -8,160 8,211 -8,411 6,111: 9,719 -4,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 23.3 0.7 68.7 63.9 78.9 87.8: 21.1 12.2
Old : 100.0: 9.5 23.3 0.7 68.7 63.9 78.9 87.8: 21.1 12.2
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 : 108: 12 19 10 59 52 78 74:
Old : 108: 12 19 10 59 52 78 74:
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 : 23.8 48.1 38.2 57.7 22.3 48.1 32.7 56.9
Old : 23.8 48.1 38.2 57.7 22.3 48.1 32.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 470,699: 64,052 104,817 114,177 233,436 207,378 411,665 426,372: 59,034 44,327
Old : 402,144: 65,244 99,256 91,593 195,228 173,888 352,066 364,736: 50,078 37,408
Other: 68,555: 6,369 13,123 15,022 38,208 33,491 59,599 61,635: 8,956 6,920
: : :
: : Changes in Commitments from: January 26, 2016 :
: -5,189: -5,738 -9,496 73 -2,334 2,919 -7,999 -6,504: 2,810 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.3 24.3 49.6 44.1 87.5 90.6: 12.5 9.4
Old : 100.0: 16.2 24.7 22.8 48.5 43.2 87.5 90.7: 12.5 9.3
Other: 100.0: 9.3 19.1 21.9 55.7 48.9 86.9 89.9: 13.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 73 101 109 102 86 246 243:
Old : 305: 78 100 106 101 79 243 232:
Other: 134: 29 30 35 64 34 110 83:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 25.9 20.4 32.3 9.8 19.9 15.4 24.3
Old : 11.8 25.8 19.1 31.6 10.9 21.5 16.6 26.7
Other: 22.3 34.5 34.4 51.9 19.8 30.9 28.4 41.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,172: 1,274 4,323 2,222 8,278 5,816 11,774 12,361: 2,398 1,811
Old : 14,007: 1,349 4,427 2,043 8,252 5,763 11,644 12,233: 2,363 1,774
Other: 165: 104 75 0 25 53 129 128: 36 37
: : :
: : Changes in Commitments from: January 26, 2016 :
: -92: 21 -88 -110 -59 59 -148 -140: 56 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 30.5 15.7 58.4 41.0 83.1 87.2: 16.9 12.8
Old : 100.0: 9.6 31.6 14.6 58.9 41.1 83.1 87.3: 16.9 12.7
Other: 100.0: 63.0 45.5 0.1 15.4 32.0 78.4 77.5: 21.6 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 18 23 21 25 14 56 53:
Old : 77: 18 23 20 25 14 56 52:
Other: 14: 1 5 1 3 5 5 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 : 38.8 36.8 47.0 48.4 36.9 33.3 42.5 43.5
Old : 39.2 37.2 47.4 49.0 37.4 33.7 43.2 44.0
Other: 78.3 50.4 78.4 75.8 78.3 50.4 78.3 75.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,145,378: 159,596 219,553 47,825 819,580 728,661 1,027,001 996,039: 118,377 149,338
Old : 1,145,378: 159,596 219,553 47,825 819,580 728,661 1,027,001 996,039: 118,377 149,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 58,558: 31,441 -25,809 7,519 14,241 80,631 53,200 62,341: 5,358 -3,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.2 4.2 71.6 63.6 89.7 87.0: 10.3 13.0
Old : 100.0: 13.9 19.2 4.2 71.6 63.6 89.7 87.0: 10.3 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 : 261: 43 64 40 103 115 170 195:
Old : 261: 43 64 40 103 115 170 195:
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 : 25.1 18.0 36.0 27.7 24.7 16.8 33.7 26.4
Old : 25.1 18.0 36.0 27.7 24.7 16.8 33.7 26.4
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, 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 : 3,513,687: 477,131 430,998 340,084 2,295,344 2,266,918 3,112,559 3,038,000: 401,128 475,687
Old : 3,513,687: 477,131 430,998 340,084 2,295,344 2,266,918 3,112,559 3,038,000: 401,128 475,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 236,903: -13,021 10,764 81,064 140,873 124,391 208,916 216,219: 27,987 20,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.3 9.7 65.3 64.5 88.6 86.5: 11.4 13.5
Old : 100.0: 13.6 12.3 9.7 65.3 64.5 88.6 86.5: 11.4 13.5
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 : 371: 84 83 101 163 177 302 306:
Old : 371: 84 83 101 163 177 302 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 17.1 36.9 25.1 25.3 14.3 31.8 18.6
Old : 27.5 17.1 36.9 25.1 25.3 14.3 31.8 18.6
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, 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 : 3,010,040: 262,095 546,760 192,674 2,249,512 1,899,657 2,704,281 2,639,092: 305,759 370,948
Old : 3,010,040: 262,095 546,760 192,674 2,249,512 1,899,657 2,704,281 2,639,092: 305,759 370,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 123,022: 2,208 57,345 26,936 94,155 34,765 123,299 119,047: -277 3,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.2 6.4 74.7 63.1 89.8 87.7: 10.2 12.3
Old : 100.0: 8.7 18.2 6.4 74.7 63.1 89.8 87.7: 10.2 12.3
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 : 293: 47 77 65 114 140 202 241:
Old : 293: 47 77 65 114 140 202 241:
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 : 35.9 15.4 46.7 26.2 30.2 14.8 38.7 24.6
Old : 35.9 15.4 46.7 26.2 30.2 14.8 38.7 24.6
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, 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 : 768,816: 36,843 99,752 160,626 547,527 467,453 744,996 727,831: 23,820 40,985
Old : 768,816: 36,843 99,752 160,626 547,527 467,453 744,996 727,831: 23,820 40,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -90,919: -29,496 33,822 -7,733 -55,115 -115,375 -92,343 -89,285: 1,424 -1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 13.0 20.9 71.2 60.8 96.9 94.7: 3.1 5.3
Old : 100.0: 4.8 13.0 20.9 71.2 60.8 96.9 94.7: 3.1 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 : 107: 15 33 34 45 52 84 100:
Old : 107: 15 33 34 45 52 84 100:
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 : 46.6 26.2 57.1 36.6 35.1 13.6 38.5 21.5
Old : 46.6 26.2 57.1 36.6 35.1 13.6 38.5 21.5
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, 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 : 32,619: 7,654 7,548 1,546 18,344 16,432 27,544 25,526: 5,075 7,093
Old : 32,619: 7,654 7,548 1,546 18,344 16,432 27,544 25,526: 5,075 7,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -293: -497 -4 435 219 -1,248 157 -817: -450 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.1 4.7 56.2 50.4 84.4 78.3: 15.6 21.7
Old : 100.0: 23.5 23.1 4.7 56.2 50.4 84.4 78.3: 15.6 21.7
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 : 83: 18 17 5 36 24 55 45:
Old : 83: 18 17 5 36 24 55 45:
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 : 23.0 26.8 38.5 41.1 23.0 26.8 35.2 41.0
Old : 23.0 26.8 38.5 41.1 23.0 26.8 35.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 65,238: 15,309 15,095 3,092 36,687 32,865 55,088 51,052: 10,150 14,186
Old : 65,238: 15,309 15,095 3,092 36,687 32,865 55,088 51,052: 10,150 14,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -586: -993 -8 870 438 -2,497 314 -1,635: -900 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.1 4.7 56.2 50.4 84.4 78.3: 15.6 21.7
Old : 100.0: 23.5 23.1 4.7 56.2 50.4 84.4 78.3: 15.6 21.7
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 : 83: 18 17 5 36 24 55 45:
Old : 83: 18 17 5 36 24 55 45:
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 : 23.0 26.8 38.5 41.1 23.0 26.8 35.2 41.0
Old : 23.0 26.8 38.5 41.1 23.0 26.8 35.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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