WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 05, 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 : 438,769: 111,480 182,998 93,891 193,440 121,115 398,811 398,004: 39,958 40,765
Old : 196,201: 84,920 138,685 9,743 82,467 31,628 177,130 180,056: 19,071 16,145
Other: 242,568: 63,144 80,897 47,564 110,973 89,487 221,681 217,948: 20,887 24,620
: : :
: : Changes in Commitments from: March 29, 2016 :
: 6,117: 5,224 -1,170 2,526 1,019 2,625 8,769 3,981: -2,652 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 41.7 21.4 44.1 27.6 90.9 90.7: 9.1 9.3
Old : 100.0: 43.3 70.7 5.0 42.0 16.1 90.3 91.8: 9.7 8.2
Other: 100.0: 26.0 33.4 19.6 45.7 36.9 91.4 89.9: 8.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 117 111 125 99 91 293 272:
Old : 316: 113 96 30 59 59 185 172:
Other: 295: 95 87 76 81 80 220 206:
:----------------------------------------------------------------------------------------------------
: 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 9.8 21.4 17.2 13.1 8.4 19.6 15.0
Old : 17.9 15.8 28.6 29.3 17.9 15.6 28.2 29.2
Other: 15.4 15.2 24.8 24.5 13.7 13.7 22.1 21.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 05, 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 : 210,844: 54,927 72,437 32,098 101,998 83,044 189,023 187,579: 21,821 23,265
Old : 82,107: 41,617 55,988 1,470 29,972 15,323 73,059 72,781: 9,048 9,326
Other: 128,737: 32,487 35,626 11,451 72,026 67,721 115,964 114,798: 12,773 13,939
: : :
: : Changes in Commitments from: March 29, 2016 :
: 5,412: 328 1,542 1,352 2,875 2,492 4,555 5,386: 857 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 34.4 15.2 48.4 39.4 89.7 89.0: 10.3 11.0
Old : 100.0: 50.7 68.2 1.8 36.5 18.7 89.0 88.6: 11.0 11.4
Other: 100.0: 25.2 27.7 8.9 55.9 52.6 90.1 89.2: 9.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 60 62 72 79 74 182 183:
Old : 199: 70 45 12 45 43 118 97:
Other: 202: 50 55 36 73 69 145 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 19.0 21.3 27.9 8.7 14.9 16.1 21.7
Old : 14.3 25.5 24.8 41.1 14.3 25.5 23.8 41.1
Other: 18.1 26.5 29.5 37.0 11.3 17.7 21.2 24.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 05, 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 : 1,439,814: 338,427 423,969 230,248 713,549 600,592 1,282,224 1,254,809: 157,590 185,005
Old : 1,112,939: 341,285 405,910 138,337 517,678 442,066 997,300 986,313: 115,639 126,626
Other: 326,875: 70,793 91,710 18,260 195,871 158,526 284,924 268,496: 41,951 58,379
: : :
: : Changes in Commitments from: March 29, 2016 :
: 110,994: -16,832 66,992 39,279 76,924 -8,340 99,371 97,931: 11,623 13,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 29.4 16.0 49.6 41.7 89.1 87.2: 10.9 12.8
Old : 100.0: 30.7 36.5 12.4 46.5 39.7 89.6 88.6: 10.4 11.4
Other: 100.0: 21.7 28.1 5.6 59.9 48.5 87.2 82.1: 12.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 152 194 172 260 266 515 554:
Old : 675: 154 187 130 235 236 467 486:
Other: 467: 71 96 46 140 223 236 348:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 12.8 19.8 19.7 9.5 9.0 15.6 14.9
Old : 13.0 14.3 22.0 22.7 12.9 12.7 21.4 20.7
Other: 26.6 19.9 37.8 28.5 20.1 13.6 29.7 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 05, 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 : 11,130: 3,635 4,325 944 3,445 3,338 8,024 8,607: 3,106 2,523
Old : 6,955: 3,119 4,248 0 1,387 1,199 4,506 5,447: 2,449 1,508
Other: 4,175: 1,215 776 245 2,058 2,139 3,518 3,160: 657 1,015
: : :
: : Changes in Commitments from: March 29, 2016 :
: 573: 140 152 223 244 189 607 564: -34 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 38.9 8.5 31.0 30.0 72.1 77.3: 27.9 22.7
Old : 100.0: 44.8 61.1 0.0 19.9 17.2 64.8 78.3: 35.2 21.7
Other: 100.0: 29.1 18.6 5.9 49.3 51.2 84.3 75.7: 15.7 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 18 7 18 11 29 34:
Old : 41: 9 17 0 12 3 21 20:
Other: 29: 4 8 4 11 11 16 22:
:----------------------------------------------------------------------------------------------------
: 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 : 44.5 33.5 52.7 45.9 40.8 31.6 47.6 43.2
Old : 43.5 44.4 52.7 62.1 43.5 44.4 52.7 62.1
Other: 58.0 35.6 73.2 57.4 53.1 35.6 67.0 56.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 05, 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 : 772,217: 215,027 153,967 136,999 362,157 387,499 714,183 678,465: 58,034 93,752
Old : 549,452: 202,940 162,201 65,489 235,826 266,233 504,255 493,923: 45,197 55,529
Other: 222,765: 62,709 42,388 20,888 126,331 121,266 209,928 184,542: 12,837 38,223
: : :
: : Changes in Commitments from: March 29, 2016 :
: 8,517: -533 7,265 -1,898 9,978 -5,226 7,547 141: 970 8,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.9 17.7 46.9 50.2 92.5 87.9: 7.5 12.1
Old : 100.0: 36.9 29.5 11.9 42.9 48.5 91.8 89.9: 8.2 10.1
Other: 100.0: 28.2 19.0 9.4 56.7 54.4 94.2 82.8: 5.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 161 171 200 137 176 428 453:
Old : 547: 161 173 142 120 157 368 399:
Other: 375: 107 92 69 77 143 222 271:
:----------------------------------------------------------------------------------------------------
: 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 12.7 24.4 20.0 11.2 10.7 17.9 16.1
Old : 12.9 15.8 22.2 23.3 11.8 13.0 20.5 19.3
Other: 34.1 20.3 43.0 31.7 31.3 19.7 39.7 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 05, 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 : 473,147: 191,807 64,129 85,404 148,889 295,043 426,100 444,576: 47,047 28,571
Old : 383,395: 185,811 67,439 50,041 110,528 244,157 346,380 361,637: 37,015 21,758
Other: 89,752: 24,955 15,649 16,404 38,361 50,886 79,720 82,939: 10,032 6,813
: : :
: : Changes in Commitments from: March 29, 2016 :
: 27,854: 13,104 12,748 12,903 -720 1,313 25,287 26,964: 2,567 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 13.6 18.1 31.5 62.4 90.1 94.0: 9.9 6.0
Old : 100.0: 48.5 17.6 13.1 28.8 63.7 90.3 94.3: 9.7 5.7
Other: 100.0: 27.8 17.4 18.3 42.7 56.7 88.8 92.4: 11.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 123 74 111 76 89 270 233:
Old : 335: 127 80 94 69 85 250 220:
Other: 159: 44 33 29 56 36 119 85:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 31.5 14.2 39.3 7.6 29.4 13.4 36.1
Old : 8.4 32.6 15.4 41.4 7.9 31.2 14.7 38.6
Other: 16.2 29.0 28.0 41.5 14.4 25.1 24.5 35.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 05, 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 : 517,225: 119,632 65,895 9,587 234,554 301,386 363,773 376,868: 153,452 140,357
Old : 517,225: 119,632 65,895 9,587 234,554 301,386 363,773 376,868: 153,452 140,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 12,419: 1,750 7,917 -1,761 7,633 -6,278 7,622 -122: 4,797 12,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.7 1.9 45.3 58.3 70.3 72.9: 29.7 27.1
Old : 100.0: 23.1 12.7 1.9 45.3 58.3 70.3 72.9: 29.7 27.1
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 : 143: 34 29 13 52 64 90 102:
Old : 143: 34 29 13 52 64 90 102:
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 : 17.8 22.6 27.9 32.9 14.1 17.5 21.9 25.4
Old : 17.8 22.6 27.9 32.9 14.1 17.5 21.9 25.4
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, April 05, 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 : 624,505: 51,499 155,325 8,130 425,097 379,037 484,726 542,492: 139,779 82,013
Old : 624,505: 51,499 155,325 8,130 425,097 379,037 484,726 542,492: 139,779 82,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 4,748: 1,497 3,185 1,644 740 393 3,881 5,222: 867 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.9 1.3 68.1 60.7 77.6 86.9: 22.4 13.1
Old : 100.0: 8.2 24.9 1.3 68.1 60.7 77.6 86.9: 22.4 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 : 95: 12 15 7 52 51 68 69:
Old : 95: 12 15 7 52 51 68 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 45.4 40.3 55.1 22.0 45.4 34.1 54.8
Old : 25.1 45.4 40.3 55.1 22.0 45.4 34.1 54.8
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, April 05, 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 : 4,288: 450 436 924 2,657 2,710 4,031 4,070: 257 218
Old : 4,288: 450 436 924 2,657 2,710 4,031 4,070: 257 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 599: 94 -88 97 499 614 690 623: -91 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.2 21.5 62.0 63.2 94.0 94.9: 6.0 5.1
Old : 100.0: 10.5 10.2 21.5 62.0 63.2 94.0 94.9: 6.0 5.1
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 : 26: 5 5 2 11 13 16 20:
Old : 26: 5 5 2 11 13 16 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 : 60.1 58.0 82.7 76.7 44.7 40.9 54.5 48.7
Old : 60.1 58.0 82.7 76.7 44.7 40.9 54.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 05, 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 : 379,901: 75,994 93,809 57,722 195,517 186,599 329,233 338,130: 50,668 41,771
Old : 296,246: 78,176 92,181 30,881 148,398 141,371 257,455 264,433: 38,791 31,813
Other: 83,655: 15,231 19,041 9,428 47,119 45,228 71,778 73,697: 11,877 9,958
: : :
: : Changes in Commitments from: March 29, 2016 :
: 7,427: -107 8,563 -3,288 13,812 141 10,417 5,416: -2,990 2,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.7 15.2 51.5 49.1 86.7 89.0: 13.3 11.0
Old : 100.0: 26.4 31.1 10.4 50.1 47.7 86.9 89.3: 13.1 10.7
Other: 100.0: 18.2 22.8 11.3 56.3 54.1 85.8 88.1: 14.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 75 81 82 97 77 220 210:
Old : 283: 86 80 72 91 70 208 194:
Other: 157: 42 33 21 71 38 128 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 : 16.2 25.3 24.1 31.7 12.7 19.5 18.4 24.9
Old : 16.0 25.8 23.0 33.3 14.2 21.8 20.7 28.8
Other: 23.2 29.0 34.8 43.4 20.1 25.2 30.9 36.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 05, 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 : 13,013: 1,908 4,528 1,259 7,420 5,266 10,587 11,053: 2,426 1,960
Old : 11,990: 2,322 4,687 624 6,729 4,907 9,675 10,218: 2,315 1,772
Other: 1,023: 159 414 62 691 359 912 835: 111 188
: : :
: : Changes in Commitments from: March 29, 2016 :
: 45: -20 -398 154 90 532 224 288: -179 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 34.8 9.7 57.0 40.5 81.4 84.9: 18.6 15.1
Old : 100.0: 19.4 39.1 5.2 56.1 40.9 80.7 85.2: 19.3 14.8
Other: 100.0: 15.5 40.5 6.1 67.5 35.1 89.1 81.6: 10.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 28 17 21 13 50 55:
Old : 80: 21 29 10 19 11 46 47:
Other: 20: 1 7 1 4 7 6 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 : 40.0 37.0 49.9 47.2 39.9 36.6 48.7 43.1
Old : 38.4 39.7 49.2 50.6 38.4 39.3 48.2 46.4
Other: 82.6 44.9 89.1 68.3 81.4 44.9 83.1 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 05, 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 : 992,726: 109,345 206,830 25,008 734,211 621,575 868,564 853,413: 124,162 139,313
Old : 992,726: 109,345 206,830 25,008 734,211 621,575 868,564 853,413: 124,162 139,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 50,301: 16,295 69 -1,123 21,701 59,274 36,873 58,220: 13,428 -7,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.8 2.5 74.0 62.6 87.5 86.0: 12.5 14.0
Old : 100.0: 11.0 20.8 2.5 74.0 62.6 87.5 86.0: 12.5 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 : 225: 40 49 33 84 102 145 163:
Old : 225: 40 49 33 84 102 145 163:
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 : 27.5 18.9 40.7 28.8 25.8 18.9 36.3 28.2
Old : 27.5 18.9 40.7 28.8 25.8 18.9 36.3 28.2
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, April 05, 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 : 2,689,476: 384,860 502,165 76,031 1,875,142 1,711,349 2,336,033 2,289,545: 353,443 399,931
Old : 2,689,476: 384,860 502,165 76,031 1,875,142 1,711,349 2,336,033 2,289,545: 353,443 399,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 35,773: -63,815 36,627 4,801 84,176 -7,755 25,162 33,673: 10,611 2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.7 2.8 69.7 63.6 86.9 85.1: 13.1 14.9
Old : 100.0: 14.3 18.7 2.8 69.7 63.6 86.9 85.1: 13.1 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 : 342: 68 85 59 128 142 233 249:
Old : 342: 68 85 59 128 142 233 249:
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 : 31.6 18.0 40.6 25.4 28.3 14.7 35.6 20.7
Old : 31.6 18.0 40.6 25.4 28.3 14.7 35.6 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, April 05, 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 : 107,167: 17,611 10,720 0 48,892 44,296 66,503 55,016: 40,664 52,151
Old : 107,167: 17,611 10,720 0 48,892 44,296 66,503 55,016: 40,664 52,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.0 0.0 45.6 41.3 62.1 51.3: 37.9 48.7
Old : 100.0: 16.4 10.0 0.0 45.6 41.3 62.1 51.3: 37.9 48.7
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 : 23: 4 2 0 11 10 15 12:
Old : 23: 4 2 0 11 10 15 12:
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 : 33.6 36.1 49.4 46.9 33.6 35.9 49.1 46.6
Old : 33.6 36.1 49.4 46.9 33.6 35.9 49.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 05, 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 : 2,445,959: 246,800 488,038 27,713 1,893,430 1,591,279 2,167,943 2,107,030: 278,016 338,929
Old : 2,445,959: 246,800 488,038 27,713 1,893,430 1,591,279 2,167,943 2,107,030: 278,016 338,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -15,621: -38,959 39,094 2,626 1,486 -66,801 -34,847 -25,081: 19,226 9,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.0 1.1 77.4 65.1 88.6 86.1: 11.4 13.9
Old : 100.0: 10.1 20.0 1.1 77.4 65.1 88.6 86.1: 11.4 13.9
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 : 276: 45 69 29 87 137 150 217:
Old : 276: 45 69 29 87 137 150 217:
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 : 37.8 16.0 48.5 27.6 34.1 16.0 43.1 26.9
Old : 37.8 16.0 48.5 27.6 34.1 16.0 43.1 26.9
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, April 05, 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 : 855,670: 42,275 96,873 112,518 684,070 578,302 838,863 787,693: 16,807 67,977
Old : 855,670: 42,275 96,873 112,518 684,070 578,302 838,863 787,693: 16,807 67,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 33,599: -3,129 -4,277 2,033 38,749 17,856 37,653 15,612: -4,054 17,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 11.3 13.1 79.9 67.6 98.0 92.1: 2.0 7.9
Old : 100.0: 4.9 11.3 13.1 79.9 67.6 98.0 92.1: 2.0 7.9
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 : 126: 12 43 33 48 64 85 119:
Old : 126: 12 43 33 48 64 85 119:
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 : 41.7 26.7 61.4 37.6 33.9 15.3 41.9 22.0
Old : 41.7 26.7 61.4 37.6 33.9 15.3 41.9 22.0
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, April 05, 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 : 56,474: 23,739 15,182 208 25,144 32,163 49,091 47,553: 7,383 8,921
Old : 56,474: 23,739 15,182 208 25,144 32,163 49,091 47,553: 7,383 8,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 5,506: 2,935 645 96 1,876 4,895 4,906 5,635: 600 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 26.9 0.4 44.5 57.0 86.9 84.2: 13.1 15.8
Old : 100.0: 42.0 26.9 0.4 44.5 57.0 86.9 84.2: 13.1 15.8
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 : 96: 28 20 5 31 25 61 48:
Old : 96: 28 20 5 31 25 61 48:
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 : 31.7 41.3 48.1 59.3 31.5 41.2 47.8 58.6
Old : 31.7 41.3 48.1 59.3 31.5 41.2 47.8 58.6
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, April 05, 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 : 112,947: 47,478 30,364 416 50,287 64,326 98,181 95,106: 14,766 17,841
Old : 112,947: 47,478 30,364 416 50,287 64,326 98,181 95,106: 14,766 17,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 11,012: 5,870 1,289 191 3,751 9,790 9,812 11,270: 1,200 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 26.9 0.4 44.5 57.0 86.9 84.2: 13.1 15.8
Old : 100.0: 42.0 26.9 0.4 44.5 57.0 86.9 84.2: 13.1 15.8
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 : 96: 28 20 5 31 25 61 48:
Old : 96: 28 20 5 31 25 61 48:
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 : 31.7 41.3 48.1 59.3 31.5 41.2 47.8 58.6
Old : 31.7 41.3 48.1 59.3 31.5 41.2 47.8 58.6
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, April 05, 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 : 16,348: 13,770 14,990 694 1,576 645 16,040 16,329: 308 19
Old : 16,348: 13,770 14,990 694 1,576 645 16,040 16,329: 308 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,088: -2,128 -2,108 13 0 0 -2,115 -2,095: 27 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 91.7 4.2 9.6 3.9 98.1 99.9: 1.9 0.1
Old : 100.0: 84.2 91.7 4.2 9.6 3.9 98.1 99.9: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 14 2 2 1 21 16:
Old : 34: 18 14 2 2 1 21 16:
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 : 71.5 57.6 86.4 88.7 69.6 57.6 80.5 86.3
Old : 71.5 57.6 86.4 88.7 69.6 57.6 80.5 86.3
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, April 05, 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 : 26,847: 19,682 13,296 309 6,732 13,127 26,723 26,732: 124 115
Old : 26,847: 19,682 13,296 309 6,732 13,127 26,723 26,732: 124 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 959: 259 776 -24 729 215 964 967: -5 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 49.5 1.2 25.1 48.9 99.5 99.6: 0.5 0.4
Old : 100.0: 73.3 49.5 1.2 25.1 48.9 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 17 1 6 18 14 35:
Old : 46: 7 17 1 6 18 14 35:
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 : 84.8 47.3 96.5 65.7 84.8 47.3 95.5 65.7
Old : 84.8 47.3 96.5 65.7 84.8 47.3 95.5 65.7
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, April 05, 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 : 32,601: 22,398 14,852 0 10,112 17,692 32,510 32,544: 91 57
Old : 32,601: 22,398 14,852 0 10,112 17,692 32,510 32,544: 91 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,190: -528 300 0 1,690 984 1,162 1,284: 28 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 45.6 0.0 31.0 54.3 99.7 99.8: 0.3 0.2
Old : 100.0: 68.7 45.6 0.0 31.0 54.3 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 : 39: 7 18 0 4 11 11 29:
Old : 39: 7 18 0 4 11 11 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 : 89.3 56.8 98.7 77.2 89.3 56.8 96.9 77.2
Old : 89.3 56.8 98.7 77.2 89.3 56.8 96.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016