WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 12, 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 : 476,076: 114,059 219,744 108,404 208,432 107,653 430,895 435,801: 45,181 40,275
Old : 158,812: 74,110 117,336 4,998 59,840 22,671 138,948 145,005: 19,864 13,807
Other: 317,264: 80,058 142,517 63,297 148,592 84,982 291,947 290,796: 25,317 26,468
: : :
: : Changes in Commitments from: April 5, 2016 :
: 37,307: 2,579 36,746 14,513 14,992 -13,462 32,084 37,797: 5,223 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 46.2 22.8 43.8 22.6 90.5 91.5: 9.5 8.5
Old : 100.0: 46.7 73.9 3.1 37.7 14.3 87.5 91.3: 12.5 8.7
Other: 100.0: 25.2 44.9 20.0 46.8 26.8 92.0 91.7: 8.0 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 131 138 136 111 91 325 308:
Old : 329: 126 92 25 67 52 201 161:
Other: 358: 103 128 97 96 82 260 255:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 9.8 20.2 17.1 12.0 8.9 17.8 15.2
Old : 16.2 20.0 26.9 32.8 16.1 19.8 26.8 32.6
Other: 16.4 13.3 25.2 22.6 15.8 11.3 24.1 19.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 12, 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 : 214,931: 58,519 85,366 28,973 104,485 77,409 191,977 191,748: 22,954 23,183
Old : 53,590: 25,074 33,739 863 19,778 12,972 45,715 47,574: 7,875 6,016
Other: 161,341: 45,898 64,080 15,657 84,707 64,437 146,262 144,174: 15,079 17,167
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,087: 3,592 12,929 -3,125 2,487 -5,635 2,954 4,169: 1,133 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 39.7 13.5 48.6 36.0 89.3 89.2: 10.7 10.8
Old : 100.0: 46.8 63.0 1.6 36.9 24.2 85.3 88.8: 14.7 11.2
Other: 100.0: 28.4 39.7 9.7 52.5 39.9 90.7 89.4: 9.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 67 63 68 81 73 177 187:
Old : 185: 64 37 10 49 38 114 84:
Other: 215: 54 62 45 73 71 148 162:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 19.9 22.2 29.8 9.4 16.6 17.2 24.8
Old : 15.1 31.9 25.7 48.4 15.1 31.9 25.6 48.4
Other: 14.9 20.9 25.1 31.9 9.9 16.3 18.4 24.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 12, 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 : 1,464,480: 344,113 399,567 242,884 721,355 638,746 1,308,352 1,281,197: 156,128 183,283
Old : 1,104,868: 336,394 375,895 150,796 504,099 454,632 991,289 981,323: 113,579 123,545
Other: 359,612: 78,652 94,605 21,155 217,256 184,114 317,063 299,874: 42,549 59,738
: : :
: : Changes in Commitments from: April 5, 2016 :
: 24,666: 5,686 -24,402 12,636 7,806 38,154 26,128 26,388: -1,462 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.3 16.6 49.3 43.6 89.3 87.5: 10.7 12.5
Old : 100.0: 30.4 34.0 13.6 45.6 41.1 89.7 88.8: 10.3 11.2
Other: 100.0: 21.9 26.3 5.9 60.4 51.2 88.2 83.4: 11.8 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 701: 158 178 184 261 266 525 550:
Old : 666: 158 172 143 233 233 473 480:
Other: 475: 75 97 45 149 226 248 352:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.3 20.7 21.7 9.4 9.3 15.6 15.6
Old : 13.5 15.1 22.1 24.6 13.5 13.7 21.7 21.9
Other: 28.4 21.9 39.0 31.5 21.3 16.5 31.0 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 12, 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 : 10,908: 3,718 4,354 746 3,328 3,300 7,792 8,400: 3,116 2,508
Old : 5,615: 2,633 3,067 0 892 1,226 3,525 4,293: 2,090 1,322
Other: 5,293: 1,580 1,782 251 2,436 2,074 4,267 4,107: 1,026 1,186
: : :
: : Changes in Commitments from: April 5, 2016 :
: -222: 83 29 -198 -117 -38 -232 -207: 10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 39.9 6.8 30.5 30.3 71.4 77.0: 28.6 23.0
Old : 100.0: 46.9 54.6 0.0 15.9 21.8 62.8 76.5: 37.2 23.5
Other: 100.0: 29.9 33.7 4.7 46.0 39.2 80.6 77.6: 19.4 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 19 7 16 11 29 34:
Old : 37: 8 16 0 9 5 17 21:
Other: 35: 6 13 5 10 9 18 25:
:----------------------------------------------------------------------------------------------------
: 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 : 45.0 33.5 53.0 45.5 41.7 31.6 48.4 43.2
Old : 42.6 47.4 52.9 65.4 42.3 47.4 52.2 65.4
Other: 55.9 28.3 68.4 46.7 52.2 28.3 63.7 46.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 12, 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 : 840,936: 240,811 157,614 147,052 395,480 437,052 783,343 741,718: 57,593 99,218
Old : 589,928: 231,668 162,190 67,858 246,240 305,807 545,766 535,855: 44,162 54,073
Other: 251,008: 65,115 51,396 23,222 149,240 131,245 237,577 205,863: 13,431 45,145
: : :
: : Changes in Commitments from: April 5, 2016 :
: 68,719: 25,784 3,647 10,053 33,323 49,553 69,160 63,253: -441 5,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.7 17.5 47.0 52.0 93.2 88.2: 6.8 11.8
Old : 100.0: 39.3 27.5 11.5 41.7 51.8 92.5 90.8: 7.5 9.2
Other: 100.0: 25.9 20.5 9.3 59.5 52.3 94.6 82.0: 5.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 175 192 218 149 202 464 503:
Old : 593: 183 180 156 124 180 397 437:
Other: 427: 116 110 86 89 161 248 321:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 13.1 24.1 21.2 10.3 9.9 16.3 14.9
Old : 12.4 16.8 20.4 25.6 11.5 12.3 18.9 19.4
Other: 35.6 17.5 45.2 26.6 33.0 17.4 41.2 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 12, 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 : 461,802: 183,194 66,999 96,893 137,499 271,367 417,586 435,259: 44,216 26,543
Old : 359,378: 180,339 71,772 54,018 91,013 212,908 325,370 338,698: 34,008 20,680
Other: 102,424: 27,789 20,161 17,941 46,486 58,459 92,216 96,561: 10,208 5,863
: : :
: : Changes in Commitments from: April 5, 2016 :
: -11,345: -8,613 2,870 11,489 -11,390 -23,676 -8,514 -9,317: -2,831 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 14.5 21.0 29.8 58.8 90.4 94.3: 9.6 5.7
Old : 100.0: 50.2 20.0 15.0 25.3 59.2 90.5 94.2: 9.5 5.8
Other: 100.0: 27.1 19.7 17.5 45.4 57.1 90.0 94.3: 10.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 116 74 129 74 85 280 240:
Old : 337: 127 81 110 69 82 262 227:
Other: 173: 49 43 38 56 35 131 98:
:----------------------------------------------------------------------------------------------------
: 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 29.7 14.0 36.1 7.9 27.7 13.8 33.9
Old : 8.0 29.8 15.0 37.0 8.0 28.5 14.4 35.3
Other: 17.3 29.9 28.0 44.1 15.5 26.7 24.4 38.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 12, 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 : 529,394: 126,752 70,884 11,284 242,133 308,093 380,169 390,261: 149,225 139,133
Old : 529,394: 126,752 70,884 11,284 242,133 308,093 380,169 390,261: 149,225 139,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 12,169: 7,120 4,989 1,697 7,579 6,707 16,396 13,393: -4,227 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 13.4 2.1 45.7 58.2 71.8 73.7: 28.2 26.3
Old : 100.0: 23.9 13.4 2.1 45.7 58.2 71.8 73.7: 28.2 26.3
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 : 149: 34 34 17 51 66 94 108:
Old : 149: 34 34 17 51 66 94 108:
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 : 18.3 22.0 28.0 32.2 15.0 17.0 23.3 25.2
Old : 18.3 22.0 28.0 32.2 15.0 17.0 23.3 25.2
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, April 12, 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 : 631,065: 53,837 155,325 9,641 425,703 388,751 489,181 553,717: 141,884 77,348
Old : 631,065: 53,837 155,325 9,641 425,703 388,751 489,181 553,717: 141,884 77,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 6,560: 2,338 0 1,511 606 9,714 4,455 11,225: 2,105 -4,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 24.6 1.5 67.5 61.6 77.5 87.7: 22.5 12.3
Old : 100.0: 8.5 24.6 1.5 67.5 61.6 77.5 87.7: 22.5 12.3
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 : 94: 13 15 9 51 50 70 68:
Old : 94: 13 15 9 51 50 70 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 44.8 39.8 54.3 21.6 44.8 33.2 53.8
Old : 24.7 44.8 39.8 54.3 21.6 44.8 33.2 53.8
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 12, 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 : 4,486: 299 617 815 3,059 2,784 4,173 4,216: 313 270
Old : 4,486: 299 617 815 3,059 2,784 4,173 4,216: 313 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 198: -151 181 -109 402 74 142 146: 56 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 13.8 18.2 68.2 62.1 93.0 94.0: 7.0 6.0
Old : 100.0: 6.7 13.8 18.2 68.2 62.1 93.0 94.0: 7.0 6.0
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 : 26: 5 6 2 9 12 15 19:
Old : 26: 5 6 2 9 12 15 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 : 62.6 60.1 83.8 77.6 52.9 42.8 59.0 50.5
Old : 62.6 60.1 83.8 77.6 52.9 42.8 59.0 50.5
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, April 12, 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 : 374,417: 78,982 80,493 63,085 178,635 191,896 320,702 335,474: 53,715 38,943
Old : 289,853: 79,630 75,885 35,731 133,038 148,566 248,399 260,182: 41,454 29,671
Other: 84,564: 16,854 22,110 9,852 45,597 43,330 72,303 75,292: 12,261 9,272
: : :
: : Changes in Commitments from: April 5, 2016 :
: -5,484: 2,988 -13,316 5,363 -16,882 5,297 -8,531 -2,656: 3,047 -2,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.5 16.8 47.7 51.3 85.7 89.6: 14.3 10.4
Old : 100.0: 27.5 26.2 12.3 45.9 51.3 85.7 89.8: 14.3 10.2
Other: 100.0: 19.9 26.1 11.7 53.9 51.2 85.5 89.0: 14.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 86 78 96 98 81 241 217:
Old : 290: 101 71 82 90 75 225 198:
Other: 167: 42 41 24 72 39 133 87:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 25.7 21.6 32.4 12.2 19.9 17.8 25.0
Old : 15.9 27.2 22.6 34.7 14.1 22.9 19.9 30.0
Other: 17.5 26.3 29.0 41.8 12.9 21.6 22.1 32.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 12, 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 : 12,977: 1,970 4,401 1,309 7,266 5,268 10,545 10,978: 2,432 1,999
Old : 11,863: 2,410 4,546 656 6,494 4,838 9,560 10,040: 2,303 1,823
Other: 1,114: 150 445 63 772 430 985 938: 129 176
: : :
: : Changes in Commitments from: April 5, 2016 :
: -36: 62 -127 50 -154 2 -42 -75: 6 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 33.9 10.1 56.0 40.6 81.3 84.6: 18.7 15.4
Old : 100.0: 20.3 38.3 5.5 54.7 40.8 80.6 84.6: 19.4 15.4
Other: 100.0: 13.5 39.9 5.7 69.3 38.6 88.4 84.2: 11.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 21 26 18 22 13 54 55:
Old : 82: 23 27 11 20 10 50 46:
Other: 22: 1 8 1 4 8 6 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 37.3 48.4 47.7 38.8 37.3 47.0 43.8
Old : 37.2 40.4 47.6 51.5 37.2 40.3 46.5 47.4
Other: 82.0 48.5 88.4 70.6 81.2 48.5 82.8 68.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 12, 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 : 1,006,000: 119,457 191,260 27,346 733,218 638,410 880,021 857,016: 125,979 148,984
Old : 1,006,000: 119,457 191,260 27,346 733,218 638,410 880,021 857,016: 125,979 148,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 13,274: 10,112 -15,570 2,338 -993 16,835 11,457 3,603: 1,817 9,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.0 2.7 72.9 63.5 87.5 85.2: 12.5 14.8
Old : 100.0: 11.9 19.0 2.7 72.9 63.5 87.5 85.2: 12.5 14.8
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 : 231: 43 48 37 87 103 152 166:
Old : 231: 43 48 37 87 103 152 166:
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 : 27.9 19.0 41.3 28.7 26.7 19.0 37.2 28.5
Old : 27.9 19.0 41.3 28.7 26.7 19.0 37.2 28.5
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 12, 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 : 2,762,020: 469,290 493,654 66,344 1,880,277 1,786,745 2,415,911 2,346,743: 346,109 415,277
Old : 2,762,020: 469,290 493,654 66,344 1,880,277 1,786,745 2,415,911 2,346,743: 346,109 415,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 72,544: 84,430 -8,511 -9,687 5,135 75,396 79,878 57,198: -7,334 15,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.9 2.4 68.1 64.7 87.5 85.0: 12.5 15.0
Old : 100.0: 17.0 17.9 2.4 68.1 64.7 87.5 85.0: 12.5 15.0
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 : 351: 82 78 56 137 149 252 250:
Old : 351: 82 78 56 137 149 252 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 19.1 40.3 26.6 28.8 15.9 35.2 22.1
Old : 32.0 19.1 40.3 26.6 28.8 15.9 35.2 22.1
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 12, 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 : 104,668: 14,331 8,101 0 48,301 39,386 62,632 47,487: 42,036 57,181
Old : 104,668: 14,331 8,101 0 48,301 39,386 62,632 47,487: 42,036 57,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -2,499: -3,280 -2,619 0 -591 -4,910 -3,871 -7,529: 1,372 5,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.7 0.0 46.1 37.6 59.8 45.4: 40.2 54.6
Old : 100.0: 13.7 7.7 0.0 46.1 37.6 59.8 45.4: 40.2 54.6
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 : 21: 4 1 0 12 9 16 10:
Old : 21: 4 1 0 12 9 16 10:
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 : 28.9 35.9 44.8 45.0 28.3 35.7 43.9 44.3
Old : 28.9 35.9 44.8 45.0 28.3 35.7 43.9 44.3
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 12, 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 : 2,452,195: 258,901 467,010 25,971 1,880,795 1,618,629 2,165,667 2,111,610: 286,528 340,585
Old : 2,452,195: 258,901 467,010 25,971 1,880,795 1,618,629 2,165,667 2,111,610: 286,528 340,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 6,236: 12,101 -21,028 -1,742 -12,635 27,350 -2,276 4,580: 8,512 1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 19.0 1.1 76.7 66.0 88.3 86.1: 11.7 13.9
Old : 100.0: 10.6 19.0 1.1 76.7 66.0 88.3 86.1: 11.7 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 : 279: 48 70 32 90 135 158 217:
Old : 279: 48 70 32 90 135 158 217:
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 : 37.3 15.6 48.0 26.6 33.5 15.4 42.3 25.5
Old : 37.3 15.6 48.0 26.6 33.5 15.4 42.3 25.5
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, April 12, 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 : 935,153: 46,653 123,252 126,387 744,963 623,537 918,003 873,176: 17,150 61,977
Old : 935,153: 46,653 123,252 126,387 744,963 623,537 918,003 873,176: 17,150 61,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 79,483: 4,378 26,379 13,869 60,893 45,235 79,140 85,483: 343 -6,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 13.2 13.5 79.7 66.7 98.2 93.4: 1.8 6.6
Old : 100.0: 5.0 13.2 13.5 79.7 66.7 98.2 93.4: 1.8 6.6
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 : 132: 12 46 35 50 67 91 124:
Old : 132: 12 46 35 50 67 91 124:
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 : 40.6 25.7 60.0 37.7 31.5 15.4 41.5 23.3
Old : 40.6 25.7 60.0 37.7 31.5 15.4 41.5 23.3
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 12, 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 : 58,324: 24,846 16,829 299 25,394 31,919 50,539 49,046: 7,786 9,278
Old : 58,324: 24,846 16,829 299 25,394 31,919 50,539 49,046: 7,786 9,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,851: 1,107 1,647 91 250 -245 1,448 1,493: 403 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 28.9 0.5 43.5 54.7 86.7 84.1: 13.3 15.9
Old : 100.0: 42.6 28.9 0.5 43.5 54.7 86.7 84.1: 13.3 15.9
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 : 106: 35 23 7 30 26 68 53:
Old : 106: 35 23 7 30 26 68 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 : 32.1 42.9 47.3 59.0 31.9 42.8 47.1 58.9
Old : 32.1 42.9 47.3 59.0 31.9 42.8 47.1 58.9
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 12, 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 : 116,648: 49,692 33,657 598 50,787 63,837 101,077 98,092: 15,571 18,556
Old : 116,648: 49,692 33,657 598 50,787 63,837 101,077 98,092: 15,571 18,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 3,701: 2,214 3,293 182 500 -489 2,896 2,986: 805 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 28.9 0.5 43.5 54.7 86.7 84.1: 13.3 15.9
Old : 100.0: 42.6 28.9 0.5 43.5 54.7 86.7 84.1: 13.3 15.9
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 : 106: 35 23 7 30 26 68 53:
Old : 106: 35 23 7 30 26 68 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 : 32.1 42.9 47.3 59.0 31.9 42.8 47.1 58.9
Old : 32.1 42.9 47.3 59.0 31.9 42.8 47.1 58.9
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 12, 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 : 15,445: 13,139 14,188 603 1,576 645 15,318 15,436: 127 9
Old : 15,445: 13,139 14,188 603 1,576 645 15,318 15,436: 127 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -903: -631 -802 -91 0 0 -722 -893: -181 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 91.9 3.9 10.2 4.2 99.2 99.9: 0.8 0.1
Old : 100.0: 85.1 91.9 3.9 10.2 4.2 99.2 99.9: 0.8 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: 21 11 2 2 1 24 13:
Old : 34: 21 11 2 2 1 24 13:
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 : 67.6 63.6 85.1 94.4 66.2 63.6 79.4 90.3
Old : 67.6 63.6 85.1 94.4 66.2 63.6 79.4 90.3
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 12, 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 : 26,483: 20,077 12,900 299 5,927 13,166 26,303 26,365: 180 118
Old : 26,483: 20,077 12,900 299 5,927 13,166 26,303 26,365: 180 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -364: 395 -396 -10 -805 39 -420 -367: 56 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 48.7 1.1 22.4 49.7 99.3 99.6: 0.7 0.4
Old : 100.0: 75.8 48.7 1.1 22.4 49.7 99.3 99.6: 0.7 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 : 44: 7 15 1 6 18 14 33:
Old : 44: 7 15 1 6 18 14 33:
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 : 87.3 47.8 96.1 66.8 87.3 47.8 95.1 66.8
Old : 87.3 47.8 96.1 66.8 87.3 47.8 95.1 66.8
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 12, 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 : 31,859: 23,781 14,360 0 7,978 17,342 31,759 31,702: 100 157
Old : 31,859: 23,781 14,360 0 7,978 17,342 31,759 31,702: 100 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -742: 1,383 -492 0 -2,134 -350 -751 -842: 9 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 45.1 0.0 25.0 54.4 99.7 99.5: 0.3 0.5
Old : 100.0: 74.6 45.1 0.0 25.0 54.4 99.7 99.5: 0.3 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 : 36: 6 16 0 4 11 10 27:
Old : 36: 6 16 0 4 11 10 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 58.1 98.7 78.7 89.6 58.1 96.9 78.7
Old : 89.6 58.1 98.7 78.7 89.6 58.1 96.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016