WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 23, 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 : 442,878: 120,129 213,735 79,210 199,094 106,613 398,433 399,558: 44,445 43,320
Old : 267,915: 106,753 173,298 17,585 113,936 51,709 238,274 242,592: 29,641 25,323
Other: 174,963: 48,117 75,178 26,884 85,158 54,904 160,159 156,966: 14,804 17,997
: : :
: : Changes in Commitments from: February 16, 2016 :
: -17,199: -3,383 11,239 -22,899 5,397 -6,292 -20,885 -17,952: 3,686 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 48.3 17.9 45.0 24.1 90.0 90.2: 10.0 9.8
Old : 100.0: 39.8 64.7 6.6 42.5 19.3 88.9 90.5: 11.1 9.5
Other: 100.0: 27.5 43.0 15.4 48.7 31.4 91.5 89.7: 8.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 128 144 119 107 85 305 293:
Old : 388: 138 129 54 91 60 258 215:
Other: 265: 77 81 56 76 70 183 182:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 10.5 21.9 18.9 14.0 10.4 20.8 17.4
Old : 15.0 14.2 24.2 24.6 14.9 14.0 23.1 24.0
Other: 18.4 16.7 29.5 27.8 18.2 13.7 27.7 23.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 23, 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 : 221,923: 58,715 94,449 24,838 115,807 76,784 199,360 196,071: 22,563 25,852
Old : 113,239: 42,687 70,553 3,675 54,535 24,252 100,897 98,480: 12,342 14,759
Other: 108,684: 28,488 36,356 8,703 61,272 52,532 98,463 97,591: 10,221 11,093
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,766: 3,626 5,338 -3,003 2,142 881 2,765 3,216: -999 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 42.6 11.2 52.2 34.6 89.8 88.4: 10.2 11.6
Old : 100.0: 37.7 62.3 3.2 48.2 21.4 89.1 87.0: 10.9 13.0
Other: 100.0: 26.2 33.5 8.0 56.4 48.3 90.6 89.8: 9.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 63 65 54 81 67 177 167:
Old : 203: 68 49 17 62 44 134 106:
Other: 175: 49 43 34 63 56 133 116:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 25.3 25.7 35.4 13.1 18.6 21.1 28.4
Old : 19.9 23.8 30.0 38.9 17.8 23.1 27.3 38.1
Other: 19.2 33.9 32.7 43.9 15.6 23.8 25.5 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 23, 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 : 1,355,719: 352,827 377,627 213,047 642,184 574,868 1,208,058 1,165,542: 147,661 190,177
Old : 1,127,211: 342,060 363,553 159,792 504,448 454,981 1,006,300 978,326: 120,911 148,885
Other: 228,508: 52,755 56,062 11,267 137,736 119,887 201,758 187,216: 26,750 41,292
: : :
: : Changes in Commitments from: February 16, 2016 :
: -51,343: 5,727 -10,417 -27,842 -30,463 -17,024 -52,578 -55,283: 1,235 3,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.9 15.7 47.4 42.4 89.1 86.0: 10.9 14.0
Old : 100.0: 30.3 32.3 14.2 44.8 40.4 89.3 86.8: 10.7 13.2
Other: 100.0: 23.1 24.5 4.9 60.3 52.5 88.3 81.9: 11.7 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 150 171 165 249 277 500 540:
Old : 676: 164 166 139 240 256 476 501:
Other: 434: 70 82 38 112 218 202 322:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.8 20.2 17.6 10.3 8.8 17.2 14.2
Old : 12.6 11.0 22.1 19.3 12.6 10.7 21.7 17.9
Other: 27.2 22.9 37.8 32.2 22.4 19.6 31.7 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 23, 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 : 10,348: 3,152 3,328 523 3,593 4,352 7,268 8,203: 3,080 2,145
Old : 8,278: 2,924 3,286 1 2,455 3,381 5,380 6,668: 2,898 1,610
Other: 2,070: 512 326 238 1,138 971 1,888 1,535: 182 535
: : :
: : Changes in Commitments from: February 16, 2016 :
: -291: -346 -287 -37 -254 223 -637 -101: 346 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 32.2 5.1 34.7 42.1 70.2 79.3: 29.8 20.7
Old : 100.0: 35.3 39.7 0.0 29.7 40.8 65.0 80.6: 35.0 19.4
Other: 100.0: 24.7 15.7 11.5 55.0 46.9 91.2 74.2: 8.8 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 15 6 14 9 27 28:
Old : 41: 11 14 1 10 7 21 22:
Other: 20: 3 6 3 7 8 12 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 : 46.1 44.8 55.2 55.6 42.8 41.8 49.3 52.6
Old : 40.8 55.5 49.9 66.6 40.8 55.5 49.5 66.6
Other: 81.4 44.1 90.3 63.3 68.6 39.1 74.8 54.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 23, 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 : 713,828: 149,699 179,076 121,937 381,761 336,884 653,397 637,897: 60,431 75,931
Old : 561,901: 149,492 173,458 79,271 282,171 250,310 510,934 503,039: 50,967 58,862
Other: 151,927: 31,336 36,747 11,537 99,590 86,574 142,463 134,858: 9,464 17,069
: : :
: : Changes in Commitments from: February 16, 2016 :
: -32,188: 5,367 -20,837 -7,739 -29,914 -7,978 -32,286 -36,554: 98 4,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.1 17.1 53.5 47.2 91.5 89.4: 8.5 10.6
Old : 100.0: 26.6 30.9 14.1 50.2 44.5 90.9 89.5: 9.1 10.5
Other: 100.0: 20.6 24.2 7.6 65.6 57.0 93.8 88.8: 6.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 129 188 205 158 168 429 466:
Old : 549: 140 193 169 152 144 397 424:
Other: 316: 86 79 59 64 117 185 226:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 13.1 28.2 20.5 17.3 11.9 23.7 18.9
Old : 17.2 14.7 25.4 23.4 15.0 14.3 23.1 21.9
Other: 44.8 25.1 54.9 37.4 43.2 25.0 52.8 37.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 23, 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 : 408,631: 125,101 51,532 84,358 160,391 243,950 369,850 379,840: 38,781 28,791
Old : 338,012: 123,087 55,041 51,453 132,350 207,483 306,890 313,977: 31,122 24,035
Other: 70,619: 17,629 12,106 17,290 28,041 36,467 62,960 65,863: 7,659 4,756
: : :
: : Changes in Commitments from: February 16, 2016 :
: -8,957: -891 5,615 -2,536 -799 -13,143 -4,226 -10,064: -4,731 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.6 20.6 39.3 59.7 90.5 93.0: 9.5 7.0
Old : 100.0: 36.4 16.3 15.2 39.2 61.4 90.8 92.9: 9.2 7.1
Other: 100.0: 25.0 17.1 24.5 39.7 51.6 89.2 93.3: 10.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 107 55 115 81 82 252 217:
Old : 302: 119 53 106 79 79 243 209:
Other: 128: 28 34 27 50 26 94 74:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 32.3 15.5 38.8 8.4 29.6 13.9 34.7
Old : 9.8 33.8 17.2 40.7 9.7 32.1 16.2 37.8
Other: 19.9 35.6 35.0 52.6 17.4 30.0 27.9 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 23, 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 : 546,339: 84,596 61,592 14,558 279,402 317,832 378,556 393,982: 167,783 152,357
Old : 546,339: 84,596 61,592 14,558 279,402 317,832 378,556 393,982: 167,783 152,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -22,223: -14,759 -24,277 3,825 -28,372 -14,270 -39,306 -34,722: 17,083 12,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.3 2.7 51.1 58.2 69.3 72.1: 30.7 27.9
Old : 100.0: 15.5 11.3 2.7 51.1 58.2 69.3 72.1: 30.7 27.9
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 : 139: 31 25 20 62 62 101 99:
Old : 139: 31 25 20 62 62 101 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.6 29.8 32.9 16.8 17.0 23.3 23.2
Old : 20.6 22.6 29.8 32.9 16.8 17.0 23.3 23.2
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 23, 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 : 662,294: 61,679 146,531 7,211 434,966 420,725 503,856 574,467: 158,438 87,827
Old : 662,294: 61,679 146,531 7,211 434,966 420,725 503,856 574,467: 158,438 87,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 20,086: 1,356 -554 2,982 667 6,850 5,005 9,278: 15,081 10,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.1 1.1 65.7 63.5 76.1 86.7: 23.9 13.3
Old : 100.0: 9.3 22.1 1.1 65.7 63.5 76.1 86.7: 23.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 14 10 51 46 72 64:
Old : 92: 15 14 10 51 46 72 64:
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 : 22.9 48.1 38.4 58.5 21.4 44.9 32.6 55.1
Old : 22.9 48.1 38.4 58.5 21.4 44.9 32.6 55.1
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 23, 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 : 4,484: 624 460 984 2,634 2,828 4,242 4,272: 242 212
Old : 4,484: 624 460 984 2,634 2,828 4,242 4,272: 242 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -40: -305 -82 213 8 -134 -84 -3: 44 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.3 21.9 58.7 63.1 94.6 95.3: 5.4 4.7
Old : 100.0: 13.9 10.3 21.9 58.7 63.1 94.6 95.3: 5.4 4.7
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 : 29: 9 4 5 12 12 22 20:
Old : 29: 9 4 5 12 12 22 20:
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 : 58.0 55.3 75.2 77.7 42.1 43.6 52.2 54.4
Old : 58.0 55.3 75.2 77.7 42.1 43.6 52.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 23, 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 : 413,798: 70,898 117,473 67,656 222,118 182,856 360,672 367,985: 53,126 45,813
Old : 347,291: 72,027 113,814 47,637 183,896 148,084 303,560 309,535: 43,731 37,756
Other: 66,507: 9,458 14,246 9,432 38,222 34,772 57,112 58,450: 9,395 8,057
: : :
: : Changes in Commitments from: February 16, 2016 :
: -13,750: -9,215 914 -4,596 900 -11,914 -12,911 -15,596: -839 1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 28.4 16.4 53.7 44.2 87.2 88.9: 12.8 11.1
Old : 100.0: 20.7 32.8 13.7 53.0 42.6 87.4 89.1: 12.6 10.9
Other: 100.0: 14.2 21.4 14.2 57.5 52.3 85.9 87.9: 14.1 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 76 94 87 100 79 229 231:
Old : 303: 89 87 84 95 70 222 217:
Other: 131: 29 28 20 61 31 105 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 : 16.1 24.7 24.4 30.4 14.1 19.7 20.3 24.7
Old : 16.2 24.1 23.8 30.2 15.2 21.2 21.2 27.2
Other: 23.4 37.7 37.4 54.1 23.4 34.0 36.1 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 23, 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 : 12,383: 1,492 4,632 1,151 7,520 4,974 10,163 10,757: 2,220 1,626
Old : 12,225: 1,571 4,712 992 7,492 4,933 10,055 10,637: 2,170 1,588
Other: 158: 80 79 0 28 41 108 120: 50 38
: : :
: : Changes in Commitments from: February 16, 2016 :
: -910: -461 313 -430 -94 -573 -985 -690: 75 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 37.4 9.3 60.7 40.2 82.1 86.9: 17.9 13.1
Old : 100.0: 12.9 38.5 8.1 61.3 40.4 82.2 87.0: 17.8 13.0
Other: 100.0: 50.6 50.0 0.0 17.7 25.9 68.4 75.9: 31.6 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 17 27 17 19 10 49 47:
Old : 73: 18 27 15 19 10 49 45:
Other: 11: 1 5 0 2 3 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 : 43.6 38.0 52.8 52.1 43.2 37.2 50.8 49.3
Old : 44.0 38.5 53.4 52.7 43.8 37.7 51.7 49.9
Other: 68.4 52.5 68.4 75.9 68.4 52.5 68.4 75.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 23, 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 : 1,149,530: 193,479 241,686 35,032 775,961 715,345 1,004,472 992,063: 145,058 157,467
Old : 1,149,530: 193,479 241,686 35,032 775,961 715,345 1,004,472 992,063: 145,058 157,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -57,378: 16,877 -115 -8,562 -84,183 -49,528 -75,868 -58,205: 18,490 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 21.0 3.0 67.5 62.2 87.4 86.3: 12.6 13.7
Old : 100.0: 16.8 21.0 3.0 67.5 62.2 87.4 86.3: 12.6 13.7
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 : 254: 47 61 46 99 110 175 189:
Old : 254: 47 61 46 99 110 175 189:
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 18.5 33.1 28.0 22.1 16.9 29.5 25.9
Old : 23.0 18.5 33.1 28.0 22.1 16.9 29.5 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 23, 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 : 3,086,539: 537,537 452,878 97,786 2,039,343 2,091,656 2,674,666 2,642,320: 411,873 444,219
Old : 3,086,539: 537,537 452,878 97,786 2,039,343 2,091,656 2,674,666 2,642,320: 411,873 444,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -58,338: 29,727 -95,209 -47,099 -66,497 78,609 -83,869 -63,699: 25,531 5,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.7 3.2 66.1 67.8 86.7 85.6: 13.3 14.4
Old : 100.0: 17.4 14.7 3.2 66.1 67.8 86.7 85.6: 13.3 14.4
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 : 358: 79 82 61 134 157 249 264:
Old : 358: 79 82 61 134 157 249 264:
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 : 31.1 20.5 40.4 28.8 28.5 17.4 35.9 23.1
Old : 31.1 20.5 40.4 28.8 28.5 17.4 35.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 23, 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 : 2,697,958: 313,014 430,777 64,875 1,985,638 1,799,800 2,363,527 2,295,452: 334,431 402,506
Old : 2,697,958: 313,014 430,777 64,875 1,985,638 1,799,800 2,363,527 2,295,452: 334,431 402,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -52,094: 11,919 -81,662 -31,438 -59,918 -4,904 -79,437 -118,004: 27,343 65,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 16.0 2.4 73.6 66.7 87.6 85.1: 12.4 14.9
Old : 100.0: 11.6 16.0 2.4 73.6 66.7 87.6 85.1: 12.4 14.9
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 : 279: 54 56 51 110 141 192 220:
Old : 279: 54 56 51 110 141 192 220:
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 : 34.1 15.1 43.3 25.9 29.8 14.6 36.7 24.5
Old : 34.1 15.1 43.3 25.9 29.8 14.6 36.7 24.5
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 - Futures Only, February 23, 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 : 786,174: 31,054 110,813 114,220 619,018 519,655 764,292 744,688: 21,882 41,486
Old : 786,174: 31,054 110,813 114,220 619,018 519,655 764,292 744,688: 21,882 41,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 19,904: -880 10,930 97 20,816 11,626 20,033 22,653: -129 -2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.1 14.5 78.7 66.1 97.2 94.7: 2.8 5.3
Old : 100.0: 4.0 14.1 14.5 78.7 66.1 97.2 94.7: 2.8 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 : 106: 16 31 33 44 55 82 100:
Old : 106: 16 31 33 44 55 82 100:
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 : 54.5 32.7 67.1 45.7 40.4 17.1 43.6 27.5
Old : 54.5 32.7 67.1 45.7 40.4 17.1 43.6 27.5
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 - Futures Only, February 23, 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 : 28,952: 6,829 5,566 268 17,063 15,671 24,160 21,505: 4,793 7,447
Old : 28,952: 6,829 5,566 268 17,063 15,671 24,160 21,505: 4,793 7,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -2,526: -5 -1,434 -333 -2,241 -1,365 -2,578 -3,131: 52 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.2 0.9 58.9 54.1 83.4 74.3: 16.6 25.7
Old : 100.0: 23.6 19.2 0.9 58.9 54.1 83.4 74.3: 16.6 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 17 4 33 23 53 43:
Old : 84: 19 17 4 33 23 53 43:
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 : 22.6 24.2 34.3 39.6 21.1 24.2 32.8 39.3
Old : 22.6 24.2 34.3 39.6 21.1 24.2 32.8 39.3
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 23, 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 : 57,904: 13,657 11,132 536 34,126 31,342 48,319 43,010: 9,585 14,894
Old : 57,904: 13,657 11,132 536 34,126 31,342 48,319 43,010: 9,585 14,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -5,052: -9 -2,867 -665 -4,481 -2,730 -5,155 -6,262: 103 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.2 0.9 58.9 54.1 83.4 74.3: 16.6 25.7
Old : 100.0: 23.6 19.2 0.9 58.9 54.1 83.4 74.3: 16.6 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 17 4 33 23 53 43:
Old : 84: 19 17 4 33 23 53 43:
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 : 22.6 24.2 34.3 39.6 21.1 24.2 32.8 39.3
Old : 22.6 24.2 34.3 39.6 21.1 24.2 32.8 39.3
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 23, 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 : 17,247: 14,252 15,480 938 1,737 680 16,927 17,098: 320 149
Old : 17,247: 14,252 15,480 938 1,737 680 16,927 17,098: 320 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 947: 420 925 22 600 0 1,042 947: -95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 89.8 5.4 10.1 3.9 98.1 99.1: 1.9 0.9
Old : 100.0: 82.6 89.8 5.4 10.1 3.9 98.1 99.1: 1.9 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 : 28: 13 13 4 2 1 16 17:
Old : 28: 13 13 4 2 1 16 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 : 81.1 60.5 93.6 86.9 77.3 60.2 85.1 85.4
Old : 81.1 60.5 93.6 86.9 77.3 60.2 85.1 85.4
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 23, 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 : 30,694: 21,203 12,357 277 9,105 17,954 30,585 30,588: 109 106
Old : 30,694: 21,203 12,357 277 9,105 17,954 30,585 30,588: 109 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 980: -47 781 0 1,058 187 1,011 968: -31 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 40.3 0.9 29.7 58.5 99.6 99.7: 0.4 0.3
Old : 100.0: 69.1 40.3 0.9 29.7 58.5 99.6 99.7: 0.4 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 : 50: 9 17 1 6 20 16 37:
Old : 50: 9 17 1 6 20 16 37:
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 : 83.1 47.1 92.7 66.1 83.1 47.1 92.7 66.1
Old : 83.1 47.1 92.7 66.1 83.1 47.1 92.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 23, 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 : 40,086: 36,294 13,703 0 3,659 26,286 39,953 39,989: 133 97
Old : 40,086: 36,294 13,703 0 3,659 26,286 39,953 39,989: 133 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,361: 2,608 448 0 -310 1,886 2,298 2,334: 63 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 34.2 0.0 9.1 65.6 99.7 99.8: 0.3 0.2
Old : 100.0: 90.5 34.2 0.0 9.1 65.6 99.7 99.8: 0.3 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 : 38: 10 12 0 4 14 14 26:
Old : 38: 10 12 0 4 14 14 26:
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 : 92.8 69.5 98.2 86.7 92.8 69.5 97.6 86.7
Old : 92.8 69.5 98.2 86.7 92.8 69.5 97.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016