WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 15, 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 : 415,670: 107,378 178,101 86,474 183,415 112,963 377,267 377,538: 38,403 38,132
Old : 208,299: 89,131 141,144 12,709 85,169 37,158 187,009 191,011: 21,290 17,288
Other: 207,371: 52,340 71,050 39,672 98,246 75,805 190,258 186,527: 17,113 20,844
: : :
: : Changes in Commitments from: March 8, 2016 :
: -14,070: -9,745 -28,769 122 -3,040 15,836 -12,663 -12,811: -1,407 -1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 42.8 20.8 44.1 27.2 90.8 90.8: 9.2 9.2
Old : 100.0: 42.8 67.8 6.1 40.9 17.8 89.8 91.7: 10.2 8.3
Other: 100.0: 25.2 34.3 19.1 47.4 36.6 91.7 89.9: 8.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 125 112 119 101 96 296 280:
Old : 345: 125 106 33 63 62 202 187:
Other: 276: 75 82 67 80 85 199 203:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 10.6 22.3 19.0 13.6 9.1 20.3 16.0
Old : 17.7 14.4 27.3 27.2 17.5 14.4 26.9 27.1
Other: 17.7 16.5 28.2 25.9 16.3 13.7 25.0 22.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 15, 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 : 198,960: 54,569 71,335 25,230 99,574 78,993 179,373 175,558: 19,587 23,402
Old : 89,063: 40,276 53,640 2,726 36,956 21,613 79,958 77,979: 9,105 11,084
Other: 109,897: 27,972 31,374 8,825 62,618 57,380 99,415 97,579: 10,482 12,318
: : :
: : Changes in Commitments from: March 8, 2016 :
: -11,200: -5,348 -20,053 3,035 -8,773 5,163 -11,086 -11,855: -114 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 35.9 12.7 50.0 39.7 90.2 88.2: 9.8 11.8
Old : 100.0: 45.2 60.2 3.1 41.5 24.3 89.8 87.6: 10.2 12.4
Other: 100.0: 25.5 28.5 8.0 57.0 52.2 90.5 88.8: 9.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 57 57 53 75 71 162 161:
Old : 185: 55 43 10 50 43 108 93:
Other: 173: 44 39 29 67 63 130 117:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 21.8 22.6 32.4 10.8 16.5 18.9 24.6
Old : 15.4 26.4 27.3 41.1 15.4 26.4 27.1 41.1
Other: 18.9 30.4 32.0 40.1 13.8 19.7 23.7 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 15, 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 : 1,349,275: 359,345 433,578 197,546 642,269 550,561 1,199,160 1,181,685: 150,115 167,590
Old : 1,084,704: 341,979 417,345 134,112 492,764 410,731 968,855 962,188: 115,849 122,516
Other: 264,571: 60,525 59,392 20,275 149,505 139,830 230,305 219,497: 34,266 45,074
: : :
: : Changes in Commitments from: March 8, 2016 :
: -7,017: -7,059 -33,002 2,616 -1,876 25,269 -6,319 -5,117: -698 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 32.1 14.6 47.6 40.8 88.9 87.6: 11.1 12.4
Old : 100.0: 31.5 38.5 12.4 45.4 37.9 89.3 88.7: 10.7 11.3
Other: 100.0: 22.9 22.4 7.7 56.5 52.9 87.0 83.0: 13.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 689: 172 160 158 242 275 487 539:
Old : 667: 173 157 121 226 245 452 477:
Other: 447: 76 79 45 124 223 224 330:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.7 18.2 17.9 9.7 9.2 16.0 15.2
Old : 12.6 11.2 21.5 19.8 12.6 11.1 21.1 18.9
Other: 23.7 22.6 34.2 30.8 19.3 16.2 27.2 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,120: 3,543 4,193 676 3,854 3,691 8,073 8,560: 3,047 2,560
Old : 8,182: 3,057 4,162 0 2,452 2,290 5,509 6,452: 2,673 1,730
Other: 2,938: 978 523 184 1,402 1,401 2,564 2,108: 374 830
: : :
: : Changes in Commitments from: March 8, 2016 :
: 92: -33 289 0 268 -249 235 40: -143 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 37.7 6.1 34.7 33.2 72.6 77.0: 27.4 23.0
Old : 100.0: 37.4 50.9 0.0 30.0 28.0 67.3 78.9: 32.7 21.1
Other: 100.0: 33.3 17.8 6.3 47.7 47.7 87.3 71.7: 12.7 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 18 6 16 10 28 32:
Old : 46: 11 17 0 13 5 24 22:
Other: 21: 2 7 3 6 10 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 48.0 35.1 56.2 48.0 45.3 33.3 51.6 44.7
Old : 40.2 44.6 49.0 58.9 40.2 44.6 49.0 58.9
Other: 79.6 32.8 87.0 55.5 72.0 32.8 77.2 53.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 15, 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 : 710,513: 174,423 160,962 121,091 359,962 354,971 655,476 637,024: 55,037 73,489
Old : 530,440: 172,652 167,356 64,077 249,580 247,763 486,309 479,196: 44,131 51,244
Other: 180,073: 43,924 35,759 14,861 110,382 107,208 169,167 157,828: 10,906 22,245
: : :
: : Changes in Commitments from: March 8, 2016 :
: 13,659: 35,372 -20,381 -5,339 -15,254 35,553 14,779 9,833: -1,120 3,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 22.7 17.0 50.7 50.0 92.3 89.7: 7.7 10.3
Old : 100.0: 32.5 31.6 12.1 47.1 46.7 91.7 90.3: 8.3 9.7
Other: 100.0: 24.4 19.9 8.3 61.3 59.5 93.9 87.6: 6.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 148 184 189 144 170 412 452:
Old : 546: 158 184 140 130 141 368 393:
Other: 354: 107 76 62 77 135 214 247:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 13.0 26.6 21.8 14.7 12.2 21.3 19.3
Old : 14.3 15.2 24.7 24.4 12.4 14.9 21.2 22.5
Other: 39.0 26.6 47.9 39.0 37.3 26.5 45.6 38.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 15, 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 : 418,463: 147,804 50,879 73,747 154,374 268,066 375,925 392,692: 42,538 25,771
Old : 341,476: 147,729 55,606 39,733 120,108 226,029 307,570 321,368: 33,906 20,108
Other: 76,987: 19,710 14,908 14,379 34,266 42,037 68,355 71,324: 8,632 5,663
: : :
: : Changes in Commitments from: March 8, 2016 :
: 35,246: 33,488 -7,773 -1,646 -3,483 44,436 28,359 35,017: 6,887 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 12.2 17.6 36.9 64.1 89.8 93.8: 10.2 6.2
Old : 100.0: 43.3 16.3 11.6 35.2 66.2 90.1 94.1: 9.9 5.9
Other: 100.0: 25.6 19.4 18.7 44.5 54.6 88.8 92.6: 11.2 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 113 66 106 78 84 251 220:
Old : 311: 120 66 93 72 78 238 204:
Other: 143: 38 32 29 52 34 108 80:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 33.3 15.9 40.7 8.1 30.4 14.0 35.4
Old : 9.7 35.4 17.1 43.4 8.5 33.0 14.9 38.9
Other: 18.3 32.8 32.1 47.6 16.8 27.9 27.1 38.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 15, 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 : 506,384: 108,632 66,330 14,478 243,283 303,563 366,393 384,371: 139,991 122,013
Old : 506,384: 108,632 66,330 14,478 243,283 303,563 366,393 384,371: 139,991 122,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -19,271: 3,725 -1,726 2,933 -17,137 -15,447 -10,479 -14,240: -8,792 -5,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 13.1 2.9 48.0 59.9 72.4 75.9: 27.6 24.1
Old : 100.0: 21.5 13.1 2.9 48.0 59.9 72.4 75.9: 27.6 24.1
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 : 150: 39 29 17 57 64 104 102:
Old : 150: 39 29 17 57 64 104 102:
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 : 18.1 21.2 28.2 32.2 13.6 16.8 21.2 24.1
Old : 18.1 21.2 28.2 32.2 13.6 16.8 21.2 24.1
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, March 15, 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 : 621,198: 48,148 147,752 9,865 421,735 382,146 479,748 539,763: 141,450 81,435
Old : 621,198: 48,148 147,752 9,865 421,735 382,146 479,748 539,763: 141,450 81,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2,931: 74 3,343 -1,867 3,157 -2,026 1,364 -550: -4,295 -2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 23.8 1.6 67.9 61.5 77.2 86.9: 22.8 13.1
Old : 100.0: 7.8 23.8 1.6 67.9 61.5 77.2 86.9: 22.8 13.1
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 : 93: 11 14 9 55 48 71 66:
Old : 93: 11 14 9 55 48 71 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 : 25.8 45.8 38.7 56.3 23.5 45.2 33.4 55.1
Old : 25.8 45.8 38.7 56.3 23.5 45.2 33.4 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, March 15, 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 : 4,261: 715 1,041 694 2,586 2,290 3,995 4,025: 266 236
Old : 4,261: 715 1,041 694 2,586 2,290 3,995 4,025: 266 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 237: -36 -69 251 92 74 307 256: -70 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 24.4 16.3 60.7 53.7 93.8 94.5: 6.2 5.5
Old : 100.0: 16.8 24.4 16.3 60.7 53.7 93.8 94.5: 6.2 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 : 28: 7 7 3 11 11 19 20:
Old : 28: 7 7 3 11 11 19 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 : 57.4 56.0 76.1 77.1 47.2 45.0 60.9 56.5
Old : 57.4 56.0 76.1 77.1 47.2 45.0 60.9 56.5
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, March 15, 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 : 373,582: 77,422 102,207 54,331 193,546 176,035 325,299 332,573: 48,283 41,009
Old : 302,128: 78,765 96,459 33,519 152,489 138,585 264,773 268,563: 37,355 33,565
Other: 71,454: 9,877 16,968 9,592 41,057 37,450 60,526 64,010: 10,928 7,444
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,675: 5,978 3,679 -4,228 3,519 2,469 5,269 1,920: -1,594 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.4 14.5 51.8 47.1 87.1 89.0: 12.9 11.0
Old : 100.0: 26.1 31.9 11.1 50.5 45.9 87.6 88.9: 12.4 11.1
Other: 100.0: 13.8 23.7 13.4 57.5 52.4 84.7 89.6: 15.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 83 90 81 101 77 227 219:
Old : 299: 92 87 76 96 69 219 205:
Other: 153: 37 35 22 68 35 121 78:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 26.5 23.5 32.2 13.2 21.9 19.8 27.4
Old : 15.2 27.0 23.0 33.9 14.2 24.0 20.9 30.8
Other: 21.6 35.0 34.9 51.0 20.9 32.0 33.9 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 15, 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 : 12,495: 2,001 4,578 1,048 7,236 4,973 10,285 10,599: 2,210 1,896
Old : 12,002: 2,276 4,763 529 7,038 4,929 9,843 10,221: 2,159 1,781
Other: 493: 193 283 51 198 44 442 378: 51 115
: : :
: : Changes in Commitments from: March 8, 2016 :
: 572: -60 -93 327 217 134 484 368: 88 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 36.6 8.4 57.9 39.8 82.3 84.8: 17.7 15.2
Old : 100.0: 19.0 39.7 4.4 58.6 41.1 82.0 85.2: 18.0 14.8
Other: 100.0: 39.1 57.4 10.3 40.2 8.9 89.7 76.7: 10.3 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 26 13 20 10 48 48:
Old : 78: 21 28 10 19 10 47 45:
Other: 15: 2 5 2 3 6 6 12:
:----------------------------------------------------------------------------------------------------
: 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 : 44.1 38.9 53.6 50.5 43.7 38.6 52.2 48.2
Old : 44.6 40.5 54.5 52.6 44.3 40.1 53.3 50.2
Other: 84.8 55.4 89.7 75.7 76.7 51.7 79.1 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 15, 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 : 919,026: 120,816 191,098 22,687 660,562 563,860 804,065 777,645: 114,961 141,381
Old : 919,026: 120,816 191,098 22,687 660,562 563,860 804,065 777,645: 114,961 141,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -63,757: -16,487 -8,495 -437 -45,386 -53,621 -62,310 -62,553: -1,447 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.8 2.5 71.9 61.4 87.5 84.6: 12.5 15.4
Old : 100.0: 13.1 20.8 2.5 71.9 61.4 87.5 84.6: 12.5 15.4
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 : 224: 39 52 29 91 97 145 163:
Old : 224: 39 52 29 91 97 145 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 19.7 37.2 30.5 24.4 17.2 34.2 26.9
Old : 25.3 19.7 37.2 30.5 24.4 17.2 34.2 26.9
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, March 15, 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 : 2,673,671: 501,193 436,095 93,450 1,743,173 1,752,675 2,337,816 2,282,220: 335,855 391,451
Old : 2,673,671: 501,193 436,095 93,450 1,743,173 1,752,675 2,337,816 2,282,220: 335,855 391,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -127,491: -9,374 -6,385 -11,575 -110,247 -104,592 -131,196 -122,552: 3,705 -4,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.3 3.5 65.2 65.6 87.4 85.4: 12.6 14.6
Old : 100.0: 18.7 16.3 3.5 65.2 65.6 87.4 85.4: 12.6 14.6
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 : 360: 84 81 55 133 145 252 246:
Old : 360: 84 81 55 133 145 252 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 18.5 37.8 27.2 25.9 16.1 32.8 22.0
Old : 28.6 18.5 37.8 27.2 25.9 16.1 32.8 22.0
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, March 15, 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 : 2,403,380: 276,753 452,693 34,807 1,830,654 1,577,313 2,142,214 2,064,813: 261,166 338,567
Old : 2,403,380: 276,753 452,693 34,807 1,830,654 1,577,313 2,142,214 2,064,813: 261,166 338,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -111,138: -17,031 -7,111 -13,059 -59,656 -67,322 -89,746 -87,492: -21,392 -23,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.8 1.4 76.2 65.6 89.1 85.9: 10.9 14.1
Old : 100.0: 11.5 18.8 1.4 76.2 65.6 89.1 85.9: 10.9 14.1
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 : 276: 50 62 32 97 131 165 207:
Old : 276: 50 62 32 97 131 165 207:
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 : 33.3 15.6 44.4 25.6 29.0 15.1 38.5 24.5
Old : 33.3 15.6 44.4 25.6 29.0 15.1 38.5 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, March 15, 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 : 815,639: 63,010 112,054 99,412 634,290 557,523 796,712 768,989: 18,927 46,650
Old : 815,639: 63,010 112,054 99,412 634,290 557,523 796,712 768,989: 18,927 46,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 45,121: 18,835 18,901 -9,008 36,903 32,637 46,730 42,530: -1,609 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.7 12.2 77.8 68.4 97.7 94.3: 2.3 5.7
Old : 100.0: 7.7 13.7 12.2 77.8 68.4 97.7 94.3: 2.3 5.7
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 : 111: 16 36 27 45 57 78 103:
Old : 111: 16 36 27 45 57 78 103:
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 : 41.6 29.3 61.5 42.3 33.2 15.4 42.9 23.1
Old : 41.6 29.3 61.5 42.3 33.2 15.4 42.9 23.1
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, March 15, 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 : 44,843: 9,700 9,286 433 28,396 26,214 38,529 35,933: 6,315 8,910
Old : 44,843: 9,700 9,286 433 28,396 26,214 38,529 35,933: 6,315 8,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 11,601: 1,148 1,877 -2 9,631 8,315 10,777 10,191: 824 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.7 1.0 63.3 58.5 85.9 80.1: 14.1 19.9
Old : 100.0: 21.6 20.7 1.0 63.3 58.5 85.9 80.1: 14.1 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 : 94: 24 19 5 36 30 62 53:
Old : 94: 24 19 5 36 30 62 53:
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 : 31.5 28.3 45.3 43.9 16.4 22.9 26.7 32.7
Old : 31.5 28.3 45.3 43.9 16.4 22.9 26.7 32.7
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, March 15, 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 : 89,686: 19,400 18,572 866 56,791 52,428 77,057 71,866: 12,629 17,820
Old : 89,686: 19,400 18,572 866 56,791 52,428 77,057 71,866: 12,629 17,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 23,201: 2,295 3,754 -3 19,262 16,630 21,554 20,381: 1,647 2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.7 1.0 63.3 58.5 85.9 80.1: 14.1 19.9
Old : 100.0: 21.6 20.7 1.0 63.3 58.5 85.9 80.1: 14.1 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 : 94: 24 19 5 36 30 62 53:
Old : 94: 24 19 5 36 30 62 53:
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 : 31.5 28.3 45.3 43.9 16.4 22.9 26.7 32.7
Old : 31.5 28.3 45.3 43.9 16.4 22.9 26.7 32.7
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, March 15, 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 : 19,022: 15,687 16,459 1,842 1,228 680 18,757 18,981: 265 41
Old : 19,022: 15,687 16,459 1,842 1,228 680 18,757 18,981: 265 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -1,811: 1,702 1,777 -3,505 0 0 -1,803 -1,728: -8 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 86.5 9.7 6.5 3.6 98.6 99.8: 1.4 0.2
Old : 100.0: 82.5 86.5 9.7 6.5 3.6 98.6 99.8: 1.4 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 : 34: 18 15 6 1 1 22 19:
Old : 34: 18 15 6 1 1 22 19:
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 : 75.3 56.8 89.4 84.2 73.3 54.0 79.8 77.9
Old : 75.3 56.8 89.4 84.2 73.3 54.0 79.8 77.9
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, March 15, 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 : 26,612: 20,271 13,007 321 5,920 13,162 26,512 26,490: 100 122
Old : 26,612: 20,271 13,007 321 5,920 13,162 26,512 26,490: 100 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -6,521: -2,625 220 -7 -3,875 -6,724 -6,507 -6,511: -14 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 48.9 1.2 22.2 49.5 99.6 99.5: 0.4 0.5
Old : 100.0: 76.2 48.9 1.2 22.2 49.5 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 13 1 6 16 16 29:
Old : 42: 9 13 1 6 16 16 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 47.1 93.6 68.0 84.1 47.1 93.6 68.0
Old : 84.1 47.1 93.6 68.0 84.1 47.1 93.6 68.0
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, March 15, 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 : 30,032: 25,097 13,108 0 4,852 16,866 29,949 29,974: 83 58
Old : 30,032: 25,097 13,108 0 4,852 16,866 29,949 29,974: 83 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -16,387: -15,750 205 -67 -605 -16,513 -16,422 -16,375: 35 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 43.6 0.0 16.2 56.2 99.7 99.8: 0.3 0.2
Old : 100.0: 83.6 43.6 0.0 16.2 56.2 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 : 40: 10 16 0 6 10 16 26:
Old : 40: 10 16 0 6 10 16 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 : 85.5 64.4 96.0 86.1 85.5 64.4 94.1 86.0
Old : 85.5 64.4 96.0 86.1 85.5 64.4 94.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016