WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 16, 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 : 460,077: 123,512 202,496 102,109 193,697 112,905 419,318 417,510: 40,759 42,567
Old : 302,254: 112,778 172,635 39,899 121,534 61,515 274,211 274,049: 28,043 28,205
Other: 157,823: 50,613 69,740 22,331 72,163 51,390 145,107 143,461: 12,716 14,362
: : :
: : Changes in Commitments from: February 9, 2016 :
: 14,833: 7,522 5,033 2,698 6,623 8,922 16,843 16,653: -2,010 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 44.0 22.2 42.1 24.5 91.1 90.7: 8.9 9.3
Old : 100.0: 37.3 57.1 13.2 40.2 20.4 90.7 90.7: 9.3 9.3
Other: 100.0: 32.1 44.2 14.1 45.7 32.6 91.9 90.9: 8.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 135 143 142 108 92 327 313:
Old : 397: 140 131 95 90 69 275 257:
Other: 268: 80 78 48 78 76 183 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 9.7 20.8 17.2 13.1 9.5 19.6 16.2
Old : 14.2 12.9 22.1 22.3 13.0 12.2 20.6 21.0
Other: 19.4 16.1 31.6 26.8 19.2 14.3 29.8 24.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 16, 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 : 220,157: 55,089 89,111 27,841 113,665 75,903 196,595 192,855: 23,562 27,302
Old : 120,339: 41,492 69,674 9,445 54,733 25,362 105,670 104,481: 14,669 15,858
Other: 99,818: 25,701 31,541 6,292 58,932 50,541 90,925 88,374: 8,893 11,444
: : :
: : Changes in Commitments from: February 9, 2016 :
: -2,825: 1,172 476 -5,243 2,372 1,186 -1,699 -3,581: -1,126 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 40.5 12.6 51.6 34.5 89.3 87.6: 10.7 12.4
Old : 100.0: 34.5 57.9 7.8 45.5 21.1 87.8 86.8: 12.2 13.2
Other: 100.0: 25.7 31.6 6.3 59.0 50.6 91.1 88.5: 8.9 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 65 65 61 76 65 173 174:
Old : 208: 67 56 31 60 45 136 125:
Other: 163: 42 39 28 62 54 124 105:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 24.1 24.8 33.9 12.7 17.3 20.6 26.6
Old : 17.2 23.7 26.6 38.4 16.6 21.8 25.5 35.5
Other: 20.9 32.0 34.5 43.1 16.9 23.6 26.9 32.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 16, 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 : 1,407,062: 347,100 388,044 240,889 672,647 591,892 1,260,636 1,220,825: 146,426 186,237
Old : 1,198,943: 340,886 376,453 185,194 551,519 488,125 1,077,599 1,049,772: 121,344 149,171
Other: 208,119: 52,393 57,770 9,516 121,128 103,767 183,037 171,053: 25,082 37,066
: : :
: : Changes in Commitments from: February 9, 2016 :
: 3,899: 3,912 29,857 1,992 6,688 -12,330 12,592 19,519: -8,693 -15,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 27.6 17.1 47.8 42.1 89.6 86.8: 10.4 13.2
Old : 100.0: 28.4 31.4 15.4 46.0 40.7 89.9 87.6: 10.1 12.4
Other: 100.0: 25.2 27.8 4.6 58.2 49.9 87.9 82.2: 12.1 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 148 188 199 252 289 526 588:
Old : 711: 157 189 176 240 270 499 555:
Other: 439: 74 79 38 105 223 197 327:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 9.2 19.2 16.1 10.3 8.3 17.0 13.3
Old : 12.6 9.9 21.6 17.5 12.6 9.5 21.2 15.6
Other: 25.9 20.6 36.2 30.6 24.2 18.6 34.3 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,639: 3,498 3,615 560 3,847 4,129 7,905 8,304: 2,734 2,335
Old : 8,745: 3,216 3,573 94 2,843 3,253 6,153 6,920: 2,592 1,825
Other: 1,894: 568 328 180 1,004 876 1,752 1,384: 142 510
: : :
: : Changes in Commitments from: February 9, 2016 :
: 220: 63 234 1 221 -1 285 234: -65 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 34.0 5.3 36.2 38.8 74.3 78.1: 25.7 21.9
Old : 100.0: 36.8 40.9 1.1 32.5 37.2 70.4 79.1: 29.6 20.9
Other: 100.0: 30.0 17.3 9.5 53.0 46.3 92.5 73.1: 7.5 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 16 8 13 10 29 32:
Old : 46: 15 15 3 12 9 27 27:
Other: 21: 4 6 2 5 8 10 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 : 44.0 39.6 56.2 53.0 40.4 32.6 46.5 45.9
Old : 38.3 47.8 49.6 60.3 36.3 41.7 43.4 54.2
Other: 84.1 46.0 92.3 62.6 72.8 41.8 79.4 55.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 16, 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 : 746,016: 144,332 199,913 129,676 411,675 344,862 685,683 674,451: 60,333 71,565
Old : 610,588: 145,249 190,461 94,514 318,217 269,802 557,980 554,777: 52,608 55,811
Other: 135,428: 24,929 35,298 9,316 93,458 75,060 127,703 119,674: 7,725 15,754
: : :
: : Changes in Commitments from: February 9, 2016 :
: 9,787: 9,437 -5,521 2,515 -2,482 14,923 9,470 11,917: 317 -2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.8 17.4 55.2 46.2 91.9 90.4: 8.1 9.6
Old : 100.0: 23.8 31.2 15.5 52.1 44.2 91.4 90.9: 8.6 9.1
Other: 100.0: 18.4 26.1 6.9 69.0 55.4 94.3 88.4: 5.7 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 133 174 210 167 177 449 471:
Old : 563: 149 178 184 159 152 421 433:
Other: 311: 64 90 55 67 120 173 227:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 13.6 28.6 21.8 18.0 12.8 24.2 19.4
Old : 16.9 15.9 25.0 24.1 15.7 14.9 23.6 22.2
Other: 49.0 25.4 59.3 38.6 47.2 24.9 57.5 38.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 16, 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 : 417,588: 125,992 45,917 86,894 161,190 257,093 374,076 389,904: 43,512 27,684
Old : 349,099: 125,653 48,882 53,398 134,110 223,831 313,161 326,111: 35,938 22,988
Other: 68,489: 16,062 12,758 17,773 27,080 33,262 60,915 63,793: 7,574 4,696
: : :
: : Changes in Commitments from: February 9, 2016 :
: 3,798: 5,873 -4,825 280 -4,280 11,060 1,873 6,515: 1,925 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 11.0 20.8 38.6 61.6 89.6 93.4: 10.4 6.6
Old : 100.0: 36.0 14.0 15.3 38.4 64.1 89.7 93.4: 10.3 6.6
Other: 100.0: 23.5 18.6 26.0 39.5 48.6 88.9 93.1: 11.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 104 54 100 77 77 241 197:
Old : 293: 112 55 89 75 74 232 187:
Other: 116: 23 29 24 49 25 87 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 : 8.4 34.5 15.1 40.8 8.4 31.4 14.0 36.4
Old : 9.2 36.7 16.3 43.1 9.2 34.4 15.7 39.9
Other: 21.1 33.7 35.7 51.5 17.3 28.4 27.7 40.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 16, 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 : 568,562: 99,355 85,869 10,733 307,774 332,102 417,862 428,704: 150,700 139,858
Old : 568,562: 99,355 85,869 10,733 307,774 332,102 417,862 428,704: 150,700 139,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -2,460: -1,237 -16,608 -2,255 -5,204 7,705 -8,696 -11,158: 6,236 8,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.1 1.9 54.1 58.4 73.5 75.4: 26.5 24.6
Old : 100.0: 17.5 15.1 1.9 54.1 58.4 73.5 75.4: 26.5 24.6
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 : 153: 32 31 21 64 69 106 111:
Old : 153: 32 31 21 64 69 106 111:
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 18.2 33.6 27.6 19.4 15.9 26.7 21.7
Old : 24.1 18.2 33.6 27.6 19.4 15.9 26.7 21.7
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 - Futures Only, February 16, 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 : 642,208: 60,323 147,085 4,229 434,299 413,875 498,851 565,189: 143,357 77,019
Old : 642,208: 60,323 147,085 4,229 434,299 413,875 498,851 565,189: 143,357 77,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 10,938: -1,369 1,378 -249 -1,317 11,535 -2,935 12,664: 13,873 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 0.7 67.6 64.4 77.7 88.0: 22.3 12.0
Old : 100.0: 9.4 22.9 0.7 67.6 64.4 77.7 88.0: 22.3 12.0
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 : 97: 13 15 10 56 48 76 66:
Old : 97: 13 15 10 56 48 76 66:
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 : 23.7 47.7 39.8 57.7 22.1 47.6 33.8 57.5
Old : 23.7 47.7 39.8 57.7 22.1 47.6 33.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 16, 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 : 4,524: 929 542 771 2,626 2,962 4,326 4,275: 198 249
Old : 4,524: 929 542 771 2,626 2,962 4,326 4,275: 198 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 141: -11 81 84 123 5 196 170: -55 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.0 17.0 58.0 65.5 95.6 94.5: 4.4 5.5
Old : 100.0: 20.5 12.0 17.0 58.0 65.5 95.6 94.5: 4.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 6 5 12 13 21 23:
Old : 30: 8 6 5 12 13 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 : 56.2 52.5 74.8 71.6 43.0 45.0 57.0 55.5
Old : 56.2 52.5 74.8 71.6 43.0 45.0 57.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 16, 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 : 427,548: 80,113 116,559 72,252 221,218 194,770 373,583 383,581: 53,965 43,967
Old : 363,993: 80,629 112,446 53,758 184,119 160,896 318,506 327,100: 45,487 36,893
Other: 63,555: 7,841 12,470 10,137 37,099 33,874 55,077 56,481: 8,478 7,074
: : :
: : Changes in Commitments from: February 9, 2016 :
: 5,450: 476 -1,440 1,265 4,399 8,435 6,140 8,260: -690 -2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.3 16.9 51.7 45.6 87.4 89.7: 12.6 10.3
Old : 100.0: 22.2 30.9 14.8 50.6 44.2 87.5 89.9: 12.5 10.1
Other: 100.0: 12.3 19.6 15.9 58.4 53.3 86.7 88.9: 13.3 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 82 95 94 102 82 240 238:
Old : 311: 92 89 91 97 76 233 227:
Other: 134: 27 30 22 62 30 106 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 26.3 22.0 31.7 12.5 21.3 18.7 26.2
Old : 14.2 25.9 21.2 31.7 13.7 23.0 19.9 28.7
Other: 24.2 38.5 37.5 55.3 23.9 34.7 34.9 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,293: 1,953 4,319 1,581 7,614 5,547 11,148 11,447: 2,145 1,846
Old : 13,127: 2,014 4,413 1,426 7,586 5,495 11,026 11,334: 2,101 1,793
Other: 166: 94 61 0 28 52 122 113: 44 53
: : :
: : Changes in Commitments from: February 9, 2016 :
: -151: 124 -153 35 -217 -106 -58 -224: -93 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 32.5 11.9 57.3 41.7 83.9 86.1: 16.1 13.9
Old : 100.0: 15.3 33.6 10.9 57.8 41.9 84.0 86.3: 16.0 13.7
Other: 100.0: 56.6 36.7 0.0 16.9 31.3 73.5 68.1: 26.5 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 19 22 19 23 12 55 50:
Old : 78: 19 22 16 23 12 55 47:
Other: 11: 1 4 0 2 4 3 8:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 38.3 50.4 53.1 39.9 37.9 47.0 49.1
Old : 40.9 38.8 50.3 53.8 40.4 38.4 47.8 49.7
Other: 73.5 50.0 73.5 68.1 73.5 50.0 73.5 68.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 16, 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 : 1,206,908: 176,602 241,801 43,594 860,144 764,873 1,080,340 1,050,268: 126,568 156,640
Old : 1,206,908: 176,602 241,801 43,594 860,144 764,873 1,080,340 1,050,268: 126,568 156,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 3,778: 3,304 -9,943 -162 -607 6,905 2,535 -3,200: 1,243 6,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 20.0 3.6 71.3 63.4 89.5 87.0: 10.5 13.0
Old : 100.0: 14.6 20.0 3.6 71.3 63.4 89.5 87.0: 10.5 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 : 250: 38 64 37 100 109 162 186:
Old : 250: 38 64 37 100 109 162 186:
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 : 23.3 18.5 34.5 28.7 22.4 15.9 30.8 25.2
Old : 23.3 18.5 34.5 28.7 22.4 15.9 30.8 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 16, 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 : 3,144,877: 507,810 548,087 144,885 2,105,840 2,013,047 2,758,535 2,706,019: 386,342 438,858
Old : 3,144,877: 507,810 548,087 144,885 2,105,840 2,013,047 2,758,535 2,706,019: 386,342 438,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 110,767: 47,446 25,423 51,275 -775 31,407 97,946 108,105: 12,821 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.4 4.6 67.0 64.0 87.7 86.0: 12.3 14.0
Old : 100.0: 16.1 17.4 4.6 67.0 64.0 87.7 86.0: 12.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 77 93 67 148 159 268 276:
Old : 377: 77 93 67 148 159 268 276:
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 : 31.3 16.6 41.3 25.4 28.8 14.5 36.1 19.8
Old : 31.3 16.6 41.3 25.4 28.8 14.5 36.1 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 16, 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 : 2,750,052: 301,095 512,439 96,313 2,045,556 1,804,704 2,442,964 2,413,456: 307,088 336,596
Old : 2,750,052: 301,095 512,439 96,313 2,045,556 1,804,704 2,442,964 2,413,456: 307,088 336,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -8,625: 20,664 15,575 23,806 -56,379 -35,910 -11,909 3,471: 3,284 -12,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.6 3.5 74.4 65.6 88.8 87.8: 11.2 12.2
Old : 100.0: 10.9 18.6 3.5 74.4 65.6 88.8 87.8: 11.2 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 : 294: 52 68 53 107 142 188 234:
Old : 294: 52 68 53 107 142 188 234:
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 : 34.5 16.2 43.1 27.0 30.1 14.7 37.2 24.7
Old : 34.5 16.2 43.1 27.0 30.1 14.7 37.2 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 16, 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 : 766,270: 31,934 99,883 114,123 598,202 508,029 744,259 722,035: 22,011 44,235
Old : 766,270: 31,934 99,883 114,123 598,202 508,029 744,259 722,035: 22,011 44,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -13,548: 3,491 180 345 -14,932 -11,908 -11,096 -11,383: -2,452 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 13.0 14.9 78.1 66.3 97.1 94.2: 2.9 5.8
Old : 100.0: 4.2 13.0 14.9 78.1 66.3 97.1 94.2: 2.9 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 : 102: 13 33 31 42 52 78 96:
Old : 102: 13 33 31 42 52 78 96:
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 : 53.5 33.7 65.4 46.2 39.4 18.4 42.7 27.0
Old : 53.5 33.7 65.4 46.2 39.4 18.4 42.7 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, February 16, 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 : 31,478: 6,833 7,000 601 19,304 17,036 26,737 24,636: 4,741 6,842
Old : 31,478: 6,833 7,000 601 19,304 17,036 26,737 24,636: 4,741 6,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -759: -962 -1,268 172 424 -166 -366 -1,262: -393 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.2 1.9 61.3 54.1 84.9 78.3: 15.1 21.7
Old : 100.0: 21.7 22.2 1.9 61.3 54.1 84.9 78.3: 15.1 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 : 85: 19 15 7 33 25 55 44:
Old : 85: 19 15 7 33 25 55 44:
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 : 26.8 29.5 42.2 43.8 25.7 29.3 40.9 42.3
Old : 26.8 29.5 42.2 43.8 25.7 29.3 40.9 42.3
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 - Futures Only, February 16, 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 : 62,956: 13,666 13,999 1,201 38,607 34,072 53,474 49,272: 9,482 13,684
Old : 62,956: 13,666 13,999 1,201 38,607 34,072 53,474 49,272: 9,482 13,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -1,518: -1,924 -2,536 344 848 -331 -732 -2,523: -786 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.2 1.9 61.3 54.1 84.9 78.3: 15.1 21.7
Old : 100.0: 21.7 22.2 1.9 61.3 54.1 84.9 78.3: 15.1 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 : 85: 19 15 7 33 25 55 44:
Old : 85: 19 15 7 33 25 55 44:
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 : 26.8 29.5 42.2 43.8 25.7 29.3 40.9 42.3
Old : 26.8 29.5 42.2 43.8 25.7 29.3 40.9 42.3
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 - Futures Only, February 16, 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 : 16,300: 13,832 14,555 916 1,137 680 15,885 16,151: 415 149
Old : 16,300: 13,832 14,555 916 1,137 680 15,885 16,151: 415 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -723: -479 -505 -267 0 0 -746 -772: 23 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 89.3 5.6 7.0 4.2 97.5 99.1: 2.5 0.9
Old : 100.0: 84.9 89.3 5.6 7.0 4.2 97.5 99.1: 2.5 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 : 29: 14 14 4 1 1 16 18:
Old : 29: 14 14 4 1 1 16 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 : 82.6 66.7 93.3 89.1 78.7 65.1 84.4 85.7
Old : 82.6 66.7 93.3 89.1 78.7 65.1 84.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, February 16, 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 : 29,714: 21,250 11,576 277 8,047 17,767 29,574 29,620: 140 94
Old : 29,714: 21,250 11,576 277 8,047 17,767 29,574 29,620: 140 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 194: 532 -296 18 -337 466 213 188: -19 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 39.0 0.9 27.1 59.8 99.5 99.7: 0.5 0.3
Old : 100.0: 71.5 39.0 0.9 27.1 59.8 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 : 43: 8 13 1 6 17 15 30:
Old : 43: 8 13 1 6 17 15 30:
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 : 77.0 49.2 91.8 69.4 77.0 49.2 91.8 69.4
Old : 77.0 49.2 91.8 69.4 77.0 49.2 91.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 16, 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 : 37,725: 33,686 13,255 0 3,969 24,400 37,655 37,655: 70 70
Old : 37,725: 33,686 13,255 0 3,969 24,400 37,655 37,655: 70 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -423: -906 -483 0 591 14 -315 -469: -108 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 35.1 0.0 10.5 64.7 99.8 99.8: 0.2 0.2
Old : 100.0: 89.3 35.1 0.0 10.5 64.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 13 0 4 14 12 27:
Old : 37: 8 13 0 4 14 12 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 : 95.2 69.4 99.3 87.2 95.2 69.4 98.7 87.2
Old : 95.2 69.4 99.3 87.2 95.2 69.4 98.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016