WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 547,245: 95,282 192,172 180,196 224,695 127,453 500,173 499,821: 47,072 47,424
Old : 381,216: 89,468 172,284 106,984 150,994 68,552 347,446 347,820: 33,770 33,396
Other: 166,029: 43,981 58,055 35,044 73,701 58,901 152,727 152,001: 13,302 14,028
: : :
: : Changes in Commitments from: February 2, 2016 :
: 45,181: 753 30,871 13,664 28,118 -2,124 42,534 42,411: 2,647 2,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 35.1 32.9 41.1 23.3 91.4 91.3: 8.6 8.7
Old : 100.0: 23.5 45.2 28.1 39.6 18.0 91.1 91.2: 8.9 8.8
Other: 100.0: 26.5 35.0 21.1 44.4 35.5 92.0 91.6: 8.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 129 163 168 119 100 356 340:
Old : 422: 151 135 132 106 82 317 296:
Other: 271: 70 87 67 84 80 200 194:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 8.3 19.1 15.7 11.8 8.2 17.3 13.4
Old : 12.2 11.3 19.1 19.3 11.5 10.5 17.3 17.7
Other: 18.7 15.7 30.8 26.4 18.4 13.5 28.0 23.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 234,549: 49,752 88,772 41,924 116,771 76,009 208,447 206,705: 26,103 27,844
Old : 135,491: 41,691 72,141 19,882 57,155 26,283 118,728 118,306: 16,763 17,185
Other: 99,058: 20,882 29,453 9,220 59,616 49,726 89,719 88,399: 9,339 10,659
: : :
: : Changes in Commitments from: February 2, 2016 :
: 4,771: 1,227 7,863 -506 905 -4,996 1,626 2,360: 3,145 2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 37.8 17.9 49.8 32.4 88.9 88.1: 11.1 11.9
Old : 100.0: 30.8 53.2 14.7 42.2 19.4 87.6 87.3: 12.4 12.7
Other: 100.0: 21.1 29.7 9.3 60.2 50.2 90.6 89.2: 9.4 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 59 65 68 81 69 179 182:
Old : 211: 69 53 46 66 54 145 147:
Other: 161: 33 45 30 66 55 124 109:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 21.5 21.4 31.0 11.6 16.4 19.1 25.4
Old : 15.4 23.8 24.3 36.7 15.2 21.4 23.6 33.9
Other: 20.4 28.7 32.7 40.6 16.6 21.3 25.6 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 1,747,003: 315,557 352,715 453,099 779,598 694,372 1,548,255 1,500,186: 198,748 246,817
Old : 1,455,308: 306,400 337,733 354,039 635,197 571,630 1,295,637 1,263,402: 159,671 191,905
Other: 291,695: 49,886 55,711 58,331 144,401 122,742 252,618 236,784: 39,078 54,912
: : :
: : Changes in Commitments from: February 2, 2016 :
: 56,460: -7,924 42,386 19,837 31,942 -29,080 43,856 33,144: 12,605 23,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.2 25.9 44.6 39.7 88.6 85.9: 11.4 14.1
Old : 100.0: 21.1 23.2 24.3 43.6 39.3 89.0 86.8: 11.0 13.2
Other: 100.0: 17.1 19.1 20.0 49.5 42.1 86.6 81.2: 13.4 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 168 205 242 309 315 619 647:
Old : 744: 169 202 232 300 295 594 620:
Other: 479: 82 93 78 155 246 279 377:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 8.2 17.3 13.8 8.1 5.8 13.5 9.6
Old : 10.8 8.6 18.8 14.6 10.0 6.9 16.9 11.8
Other: 20.0 15.5 29.0 23.9 17.2 12.2 24.3 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 12,700: 2,531 3,376 2,178 5,092 4,758 9,801 10,312: 2,899 2,388
Old : 10,704: 2,643 3,338 1,392 3,913 4,000 7,948 8,729: 2,756 1,975
Other: 1,996: 460 610 214 1,179 758 1,853 1,582: 143 414
: : :
: : Changes in Commitments from: February 2, 2016 :
: 558: 171 235 203 177 -136 551 302: 7 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 26.6 17.1 40.1 37.5 77.2 81.2: 22.8 18.8
Old : 100.0: 24.7 31.2 13.0 36.6 37.4 74.3 81.6: 25.7 18.4
Other: 100.0: 23.1 30.6 10.7 59.1 38.0 92.8 79.3: 7.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 15 11 14 11 29 35:
Old : 44: 14 14 9 14 11 29 33:
Other: 21: 3 7 5 5 7 10 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 38.8 57.6 53.6 29.8 29.3 36.7 39.2
Old : 40.8 42.0 52.6 56.6 26.8 34.6 35.1 43.0
Other: 83.2 52.9 92.2 69.1 74.8 51.7 80.7 62.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 921,162: 133,850 207,104 251,409 468,234 379,120 853,493 837,634: 67,669 83,529
Old : 762,503: 134,659 196,873 201,371 368,338 298,734 704,368 696,978: 58,136 65,525
Other: 158,659: 22,742 33,782 26,487 99,897 80,386 149,125 140,655: 9,534 18,004
: : :
: : Changes in Commitments from: February 2, 2016 :
: 31,581: -15,876 28,862 19,485 28,928 -19,528 32,538 28,819: -956 2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.5 27.3 50.8 41.2 92.7 90.9: 7.3 9.1
Old : 100.0: 17.7 25.8 26.4 48.3 39.2 92.4 91.4: 7.6 8.6
Other: 100.0: 14.3 21.3 16.7 63.0 50.7 94.0 88.7: 6.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 154 192 252 182 177 493 500:
Old : 582: 173 185 236 179 156 476 472:
Other: 315: 63 95 93 83 121 210 248:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 12.6 25.3 19.8 15.0 9.6 19.7 15.0
Old : 14.3 14.5 22.0 21.7 13.4 10.9 19.3 16.5
Other: 42.9 22.3 53.3 34.7 40.5 21.5 49.8 32.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 460,218: 114,332 50,854 121,316 181,451 256,902 417,099 429,071: 43,119 31,147
Old : 391,348: 114,577 52,409 87,796 153,355 224,980 355,729 365,185: 35,619 26,163
Other: 68,870: 14,159 12,849 19,116 28,096 31,922 61,371 63,887: 7,500 4,984
: : :
: : Changes in Commitments from: February 2, 2016 :
: 617: 537 5,073 -5,751 3,553 -1,846 -1,661 -2,524: 2,277 3,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.0 26.4 39.4 55.8 90.6 93.2: 9.4 6.8
Old : 100.0: 29.3 13.4 22.4 39.2 57.5 90.9 93.3: 9.1 6.7
Other: 100.0: 20.6 18.7 27.8 40.8 46.4 89.1 92.8: 10.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 99 69 114 85 91 253 225:
Old : 305: 107 67 107 83 90 247 219:
Other: 116: 24 26 29 51 27 95 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 : 8.5 31.2 14.9 37.0 7.6 26.9 12.8 31.3
Old : 9.1 32.7 15.9 38.6 8.2 28.9 13.7 33.9
Other: 21.1 33.2 35.4 51.2 17.3 27.8 26.3 38.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 767,678: 95,229 89,618 103,734 409,054 421,356 608,018 614,707: 159,660 152,970
Old : 767,678: 95,229 89,618 103,734 409,054 421,356 608,018 614,707: 159,660 152,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 76,450: 5,282 15,345 29,923 44,249 35,207 79,454 80,476: -3,004 -4,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.7 13.5 53.3 54.9 79.2 80.1: 20.8 19.9
Old : 100.0: 12.4 11.7 13.5 53.3 54.9 79.2 80.1: 20.8 19.9
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 : 161: 28 39 39 75 79 126 134:
Old : 161: 28 39 39 75 79 126 134:
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 : 18.2 18.7 25.3 26.5 13.0 11.6 18.3 16.5
Old : 18.2 18.7 25.3 26.5 13.0 11.6 18.3 16.5
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 09, 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 : 632,040: 61,585 145,727 4,693 435,616 402,342 501,894 552,762: 130,146 79,278
Old : 632,040: 61,585 145,727 4,693 435,616 402,342 501,894 552,762: 130,146 79,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 2,628: 1,607 -860 406 3,085 450 5,098 -3: -2,470 2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.1 0.7 68.9 63.7 79.4 87.5: 20.6 12.5
Old : 100.0: 9.7 23.1 0.7 68.9 63.7 79.4 87.5: 20.6 12.5
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 : 102: 12 17 12 56 51 76 72:
Old : 102: 12 17 12 56 51 76 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 : 24.1 46.6 39.7 56.2 21.9 46.6 33.4 55.4
Old : 24.1 46.6 39.7 56.2 21.9 46.6 33.4 55.4
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 09, 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 : 4,383: 940 461 687 2,503 2,957 4,130 4,105: 253 278
Old : 4,383: 940 461 687 2,503 2,957 4,130 4,105: 253 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 165: 58 50 0 131 106 189 156: -24 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.5 15.7 57.1 67.5 94.2 93.7: 5.8 6.3
Old : 100.0: 21.4 10.5 15.7 57.1 67.5 94.2 93.7: 5.8 6.3
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 : 29: 7 6 4 12 13 20 22:
Old : 29: 7 6 4 12 13 20 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 : 57.3 55.0 76.9 73.7 45.4 47.7 59.8 58.1
Old : 57.3 55.0 76.9 73.7 45.4 47.7 59.8 58.1
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 09, 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 : 490,072: 65,012 121,422 120,475 245,617 198,928 431,104 440,825: 58,968 49,247
Old : 417,327: 66,545 115,010 96,595 204,388 163,235 367,527 374,839: 49,800 42,488
Other: 72,745: 6,122 14,068 16,225 41,229 35,693 63,576 65,986: 9,168 6,759
: : :
: : Changes in Commitments from: February 2, 2016 :
: 19,373: 960 16,605 6,299 12,181 -8,451 19,439 14,454: -66 4,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 24.8 24.6 50.1 40.6 88.0 90.0: 12.0 10.0
Old : 100.0: 15.9 27.6 23.1 49.0 39.1 88.1 89.8: 11.9 10.2
Other: 100.0: 8.4 19.3 22.3 56.7 49.1 87.4 90.7: 12.6 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 67 112 112 109 89 254 260:
Old : 319: 82 103 110 107 81 249 249:
Other: 137: 20 39 35 66 35 113 84:
:----------------------------------------------------------------------------------------------------
: 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 23.4 20.6 30.0 10.5 17.7 16.0 22.1
Old : 12.3 22.8 19.5 28.9 11.7 19.0 17.2 24.2
Other: 22.4 33.9 35.1 51.6 20.2 30.0 29.1 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 14,576: 1,170 4,530 2,429 8,665 5,807 12,264 12,765: 2,312 1,810
Old : 14,411: 1,210 4,614 2,285 8,640 5,755 12,135 12,654: 2,276 1,757
Other: 165: 104 59 0 25 53 129 112: 36 53
: : :
: : Changes in Commitments from: February 2, 2016 :
: 404: -103 206 206 388 -8 491 405: -87 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 31.1 16.7 59.5 39.8 84.1 87.6: 15.9 12.4
Old : 100.0: 8.4 32.0 15.9 60.0 39.9 84.2 87.8: 15.8 12.2
Other: 100.0: 63.2 35.8 0.0 15.2 32.0 78.4 67.8: 21.6 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 30 23 25 14 57 58:
Old : 81: 12 30 22 25 14 57 57:
Other: 13: 1 4 1 3 5 5 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 : 37.9 36.0 48.2 47.9 36.5 31.0 44.1 41.6
Old : 38.2 36.4 48.6 48.4 37.0 31.4 44.8 42.0
Other: 78.4 49.3 78.4 67.4 78.4 49.3 78.4 67.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 1,222,335: 173,275 247,416 57,299 864,732 766,387 1,095,306 1,071,102: 127,029 151,233
Old : 1,222,335: 173,275 247,416 57,299 864,732 766,387 1,095,306 1,071,102: 127,029 151,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 76,958: 13,680 27,863 9,473 45,152 37,727 68,305 75,063: 8,653 1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.2 4.7 70.7 62.7 89.6 87.6: 10.4 12.4
Old : 100.0: 14.2 20.2 4.7 70.7 62.7 89.6 87.6: 10.4 12.4
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 : 263: 41 68 42 104 114 173 196:
Old : 263: 41 68 42 104 114 173 196:
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 17.2 34.5 26.8 23.2 15.7 31.5 25.1
Old : 23.8 17.2 34.5 26.8 23.2 15.7 31.5 25.1
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 09, 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 : 3,774,596: 446,002 454,016 458,852 2,462,987 2,393,910 3,367,840 3,306,777: 406,756 467,819
Old : 3,774,596: 446,002 454,016 458,852 2,462,987 2,393,910 3,367,840 3,306,777: 406,756 467,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 260,909: -31,129 23,018 118,768 167,643 126,992 255,282 268,777: 5,628 -7,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.0 12.2 65.3 63.4 89.2 87.6: 10.8 12.4
Old : 100.0: 11.8 12.0 12.2 65.3 63.4 89.2 87.6: 10.8 12.4
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 : 375: 83 81 100 168 186 301 317:
Old : 375: 83 81 100 168 186 301 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 16.2 35.3 23.6 23.8 13.7 30.6 17.9
Old : 26.3 16.2 35.3 23.6 23.8 13.7 30.6 17.9
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 09, 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 : 3,152,580: 278,122 470,812 270,616 2,286,386 2,039,631 2,835,124 2,781,059: 317,456 371,521
Old : 3,152,580: 278,122 470,812 270,616 2,286,386 2,039,631 2,835,124 2,781,059: 317,456 371,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 142,541: 16,028 -75,948 77,942 36,873 139,974 130,843 141,968: 11,698 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.9 8.6 72.5 64.7 89.9 88.2: 10.1 11.8
Old : 100.0: 8.8 14.9 8.6 72.5 64.7 89.9 88.2: 10.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 54 71 71 117 150 209 254:
Old : 303: 54 71 71 117 150 209 254:
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 : 32.8 15.1 42.5 25.3 27.9 13.0 35.1 21.5
Old : 32.8 15.1 42.5 25.3 27.9 13.0 35.1 21.5
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 09, 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 : 808,257: 29,052 100,976 138,965 615,691 521,560 783,708 761,501: 24,549 46,756
Old : 808,257: 29,052 100,976 138,965 615,691 521,560 783,708 761,501: 24,549 46,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 39,442: -7,791 1,224 -21,661 68,164 54,107 38,712 33,670: 729 5,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.5 17.2 76.2 64.5 97.0 94.2: 3.0 5.8
Old : 100.0: 3.6 12.5 17.2 76.2 64.5 97.0 94.2: 3.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 11 33 33 45 53 83 97:
Old : 104: 11 33 33 45 53 83 97:
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 : 50.5 29.8 62.1 41.3 37.8 14.6 41.3 22.4
Old : 50.5 29.8 62.1 41.3 37.8 14.6 41.3 22.4
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 09, 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 : 35,433: 7,768 8,268 1,754 20,545 18,854 30,068 28,876: 5,366 6,557
Old : 35,433: 7,768 8,268 1,754 20,545 18,854 30,068 28,876: 5,366 6,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 2,814: 114 720 208 2,202 2,422 2,524 3,350: 291 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.3 4.9 58.0 53.2 84.9 81.5: 15.1 18.5
Old : 100.0: 21.9 23.3 4.9 58.0 53.2 84.9 81.5: 15.1 18.5
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 : 89: 22 17 7 35 27 61 47:
Old : 89: 22 17 7 35 27 61 47:
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 : 22.5 27.1 39.7 42.3 21.6 26.6 37.4 41.3
Old : 22.5 27.1 39.7 42.3 21.6 26.6 37.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 70,867: 15,536 16,535 3,508 41,091 37,709 60,135 57,752: 10,731 13,115
Old : 70,867: 15,536 16,535 3,508 41,091 37,709 60,135 57,752: 10,731 13,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 5,629: 228 1,440 416 4,404 4,844 5,047 6,700: 582 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.3 4.9 58.0 53.2 84.9 81.5: 15.1 18.5
Old : 100.0: 21.9 23.3 4.9 58.0 53.2 84.9 81.5: 15.1 18.5
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 : 89: 22 17 7 35 27 61 47:
Old : 89: 22 17 7 35 27 61 47:
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 : 22.5 27.1 39.7 42.3 21.6 26.6 37.4 41.3
Old : 22.5 27.1 39.7 42.3 21.6 26.6 37.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 17,023: 14,311 15,060 1,183 1,137 680 16,631 16,923: 392 100
Old : 17,023: 14,311 15,060 1,183 1,137 680 16,631 16,923: 392 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 301: 557 554 -264 0 0 293 290: 8 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 88.5 6.9 6.7 4.0 97.7 99.4: 2.3 0.6
Old : 100.0: 84.1 88.5 6.9 6.7 4.0 97.7 99.4: 2.3 0.6
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 : 32: 17 14 4 1 1 20 17:
Old : 32: 17 14 4 1 1 20 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 : 82.0 57.0 90.9 86.1 77.4 55.3 81.8 79.8
Old : 82.0 57.0 90.9 86.1 77.4 55.3 81.8 79.8
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 09, 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 : 29,520: 20,718 11,872 259 8,384 17,301 29,361 29,432: 159 88
Old : 29,520: 20,718 11,872 259 8,384 17,301 29,361 29,432: 159 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -140: -1,109 -1,449 0 926 1,348 -183 -101: 43 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 40.2 0.9 28.4 58.6 99.5 99.7: 0.5 0.3
Old : 100.0: 70.2 40.2 0.9 28.4 58.6 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 14 1 6 17 15 31:
Old : 44: 8 14 1 6 17 15 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 50.3 91.7 68.4 75.4 50.3 91.7 68.4
Old : 75.4 50.3 91.7 68.4 75.4 50.3 91.7 68.4
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 09, 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 : 38,148: 34,592 13,738 0 3,378 24,386 37,970 38,124: 178 24
Old : 38,148: 34,592 13,738 0 3,378 24,386 37,970 38,124: 178 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 6,254: 4,633 434 0 1,523 5,821 6,156 6,255: 98 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 36.0 0.0 8.9 63.9 99.5 99.9: 0.5 0.1
Old : 100.0: 90.7 36.0 0.0 8.9 63.9 99.5 99.9: 0.5 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 : 39: 9 15 0 4 12 13 27:
Old : 39: 9 15 0 4 12 13 27:
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 : 93.4 67.3 98.5 84.6 93.4 67.3 98.5 84.6
Old : 93.4 67.3 98.5 84.6 93.4 67.3 98.5 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016