WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 19, 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 : 448,610: 108,136 190,167 98,755 197,988 122,557 404,879 411,479: 43,731 37,131
Old : 80,819: 33,409 47,215 2,628 32,208 24,647 68,245 74,490: 12,574 6,329
Other: 367,791: 94,235 162,460 76,619 165,780 97,910 336,634 336,989: 31,157 30,802
: : :
: : Changes in Commitments from: April 12, 2016 :
: -27,466: -5,923 -29,577 -9,649 -10,444 14,904 -26,016 -24,322: -1,450 -3,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 42.4 22.0 44.1 27.3 90.3 91.7: 9.7 8.3
Old : 100.0: 41.3 58.4 3.3 39.9 30.5 84.4 92.2: 15.6 7.8
Other: 100.0: 25.6 44.2 20.8 45.1 26.6 91.5 91.6: 8.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 128 119 129 100 102 298 298:
Old : 232: 74 62 10 54 51 134 118:
Other: 362: 116 117 104 85 92 256 271:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.0 21.8 19.0 12.5 9.3 18.9 15.8
Old : 16.0 23.6 27.4 38.0 15.9 23.5 27.0 37.9
Other: 16.6 12.3 25.4 20.9 15.6 9.6 23.5 17.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 19, 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 : 216,918: 64,774 84,997 27,140 103,832 81,569 195,746 193,706: 21,172 23,212
Old : 35,393: 15,056 15,942 245 14,507 15,162 29,808 31,349: 5,585 4,044
Other: 181,525: 59,479 78,816 17,134 89,325 66,407 165,938 162,357: 15,587 19,168
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,987: 6,255 -369 -1,833 -653 4,160 3,769 1,958: -1,782 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 39.2 12.5 47.9 37.6 90.2 89.3: 9.8 10.7
Old : 100.0: 42.5 45.0 0.7 41.0 42.8 84.2 88.6: 15.8 11.4
Other: 100.0: 32.8 43.4 9.4 49.2 36.6 91.4 89.4: 8.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 68 63 65 82 71 180 178:
Old : 136: 41 22 3 38 38 80 62:
Other: 225: 63 68 49 74 67 159 164:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 21.1 22.9 31.3 10.3 17.5 17.6 25.9
Old : 19.7 30.5 34.3 50.2 19.7 30.5 34.3 50.2
Other: 15.0 22.1 25.9 33.3 11.6 17.8 19.8 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 19, 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 : 1,439,932: 353,201 288,238 244,413 697,613 720,479 1,295,227 1,253,130: 144,705 186,802
Old : 1,057,068: 347,605 300,715 119,334 487,834 518,142 954,773 938,191: 102,295 118,877
Other: 382,864: 108,537 90,464 22,138 209,779 202,337 340,454 314,939: 42,410 67,925
: : :
: : Changes in Commitments from: April 12, 2016 :
: -24,548: 9,088 -111,329 1,529 -23,742 81,733 -13,125 -28,067: -11,423 3,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.0 17.0 48.4 50.0 90.0 87.0: 10.0 13.0
Old : 100.0: 32.9 28.4 11.3 46.1 49.0 90.3 88.8: 9.7 11.2
Other: 100.0: 28.3 23.6 5.8 54.8 52.8 88.9 82.3: 11.1 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 176 158 185 267 300 552 559:
Old : 687: 176 155 137 236 270 487 494:
Other: 516: 84 103 49 152 257 260 391:
:----------------------------------------------------------------------------------------------------
: 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 14.4 21.9 22.2 10.2 8.6 16.4 13.8
Old : 14.1 16.4 23.0 25.6 14.1 14.0 22.9 22.2
Other: 27.3 18.8 36.5 27.2 20.7 13.4 29.5 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 19, 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 : 10,871: 3,803 4,403 588 3,353 3,402 7,744 8,393: 3,127 2,478
Old : 4,142: 1,876 1,707 0 801 1,268 2,677 2,975: 1,465 1,167
Other: 6,729: 2,197 2,966 318 2,552 2,134 5,067 5,418: 1,662 1,311
: : :
: : Changes in Commitments from: April 12, 2016 :
: -37: 85 49 -158 25 102 -48 -7: 11 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 40.5 5.4 30.8 31.3 71.2 77.2: 28.8 22.8
Old : 100.0: 45.3 41.2 0.0 19.3 30.6 64.6 71.8: 35.4 28.2
Other: 100.0: 32.6 44.1 4.7 37.9 31.7 75.3 80.5: 24.7 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 18 7 15 10 29 32:
Old : 31: 7 13 0 8 4 15 17:
Other: 37: 8 14 6 10 8 20 26:
:----------------------------------------------------------------------------------------------------
: 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 : 45.2 34.3 52.6 46.2 42.6 32.3 49.3 43.7
Old : 40.3 50.1 53.6 63.5 39.9 50.1 52.7 63.5
Other: 50.7 33.6 61.9 50.9 47.1 33.6 57.2 50.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 19, 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 : 895,583: 269,210 136,499 157,317 406,166 493,900 832,693 787,716: 62,890 107,867
Old : 586,505: 254,873 159,849 48,945 235,647 324,368 539,465 533,162: 47,040 53,343
Other: 309,078: 90,113 52,426 32,596 170,519 169,532 293,228 254,554: 15,850 54,524
: : :
: : Changes in Commitments from: April 12, 2016 :
: 54,647: 28,399 -21,115 10,265 10,686 56,848 49,350 45,998: 5,297 8,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.2 17.6 45.4 55.1 93.0 88.0: 7.0 12.0
Old : 100.0: 43.5 27.3 8.3 40.2 55.3 92.0 90.9: 8.0 9.1
Other: 100.0: 29.2 17.0 10.5 55.2 54.9 94.9 82.4: 5.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 215 171 223 159 228 518 526:
Old : 649: 223 170 148 135 204 434 456:
Other: 477: 131 120 96 99 189 281 361:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 13.6 21.7 22.8 8.5 10.6 14.3 15.6
Old : 11.0 18.2 18.4 28.0 10.5 15.5 17.8 23.3
Other: 30.8 15.6 40.4 23.1 28.1 15.6 35.6 22.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 19, 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 : 479,432: 177,027 63,016 109,126 145,217 284,349 431,370 456,491: 48,062 22,941
Old : 368,560: 173,573 70,471 63,032 95,410 218,403 332,015 351,906: 36,545 16,654
Other: 110,872: 32,228 21,319 17,320 49,807 65,946 99,355 104,585: 11,517 6,287
: : :
: : Changes in Commitments from: April 12, 2016 :
: 17,630: -6,167 -3,983 12,233 7,718 12,982 13,784 21,232: 3,846 -3,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 13.1 22.8 30.3 59.3 90.0 95.2: 10.0 4.8
Old : 100.0: 47.1 19.1 17.1 25.9 59.3 90.1 95.5: 9.9 4.5
Other: 100.0: 29.1 19.2 15.6 44.9 59.5 89.6 94.3: 10.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 113 71 132 78 85 287 240:
Old : 336: 122 73 110 73 79 266 223:
Other: 172: 49 38 31 58 41 131 95:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 30.8 13.5 37.6 7.6 28.4 13.2 35.0
Old : 7.5 31.5 14.2 39.2 7.5 29.7 13.8 37.2
Other: 16.4 31.1 26.3 42.8 14.8 27.9 23.4 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 19, 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 : 542,834: 130,903 77,928 12,476 253,187 318,793 396,566 409,197: 146,268 133,637
Old : 542,834: 130,903 77,928 12,476 253,187 318,793 396,566 409,197: 146,268 133,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 13,440: 4,151 7,044 1,192 11,054 10,700 16,397 18,936: -2,957 -5,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 14.4 2.3 46.6 58.7 73.1 75.4: 26.9 24.6
Old : 100.0: 24.1 14.4 2.3 46.6 58.7 73.1 75.4: 26.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 36 36 22 54 72 104 116:
Old : 159: 36 36 22 54 72 104 116:
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 : 19.2 20.7 28.6 30.6 16.0 15.9 23.9 24.1
Old : 19.2 20.7 28.6 30.6 16.0 15.9 23.9 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, April 19, 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 : 629,322: 54,993 163,710 7,654 425,678 387,437 488,325 558,801: 140,997 70,521
Old : 629,322: 54,993 163,710 7,654 425,678 387,437 488,325 558,801: 140,997 70,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -1,743: 1,156 8,385 -1,987 -25 -1,314 -856 5,084: -887 -6,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 26.0 1.2 67.6 61.6 77.6 88.8: 22.4 11.2
Old : 100.0: 8.7 26.0 1.2 67.6 61.6 77.6 88.8: 22.4 11.2
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 : 99: 13 17 9 52 52 71 72:
Old : 99: 13 17 9 52 52 71 72:
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 : 24.9 45.3 39.6 54.7 21.7 45.3 32.6 54.1
Old : 24.9 45.3 39.6 54.7 21.7 45.3 32.6 54.1
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, April 19, 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 : 4,438: 492 862 502 3,086 2,829 4,080 4,193: 358 245
Old : 4,438: 492 862 502 3,086 2,829 4,080 4,193: 358 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -48: 193 245 -313 27 45 -93 -23: 45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.4 11.3 69.5 63.7 91.9 94.5: 8.1 5.5
Old : 100.0: 11.1 19.4 11.3 69.5 63.7 91.9 94.5: 8.1 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: 6 6 2 10 13 17 20:
Old : 28: 6 6 2 10 13 17 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 : 61.9 57.2 78.8 77.1 55.1 49.7 64.7 58.9
Old : 61.9 57.2 78.8 77.1 55.1 49.7 64.7 58.9
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 19, 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 : 372,598: 86,199 60,499 57,581 175,202 218,744 318,982 336,824: 53,616 35,774
Old : 281,840: 82,826 58,917 30,214 127,809 166,651 240,849 255,782: 40,991 26,058
Other: 90,758: 20,175 18,384 10,565 47,393 52,093 78,133 81,042: 12,625 9,716
: : :
: : Changes in Commitments from: April 12, 2016 :
: -1,819: 7,217 -19,994 -5,504 -3,433 26,848 -1,720 1,350: -99 -3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.2 15.5 47.0 58.7 85.6 90.4: 14.4 9.6
Old : 100.0: 29.4 20.9 10.7 45.3 59.1 85.5 90.8: 14.5 9.2
Other: 100.0: 22.2 20.3 11.6 52.2 57.4 86.1 89.3: 13.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 91 62 94 97 85 248 206:
Old : 284: 102 58 75 89 76 226 182:
Other: 169: 43 40 32 71 46 138 97:
:----------------------------------------------------------------------------------------------------
: 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 31.1 20.9 37.4 11.8 24.8 17.3 30.4
Old : 15.8 33.0 22.5 41.0 13.8 29.3 19.9 36.1
Other: 18.2 29.0 28.7 43.1 14.6 20.8 23.3 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 19, 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 : 12,029: 1,482 3,770 1,155 6,890 4,876 9,527 9,801: 2,502 2,228
Old : 10,638: 1,972 3,916 449 5,866 4,269 8,287 8,634: 2,351 2,004
Other: 1,391: 146 490 70 1,024 607 1,240 1,167: 151 224
: : :
: : Changes in Commitments from: April 12, 2016 :
: -948: -488 -631 -154 -376 -392 -1,018 -1,177: 70 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 31.3 9.6 57.3 40.5 79.2 81.5: 20.8 18.5
Old : 100.0: 18.5 36.8 4.2 55.1 40.1 77.9 81.2: 22.1 18.8
Other: 100.0: 10.5 35.2 5.0 73.6 43.6 89.1 83.9: 10.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 22 13 23 12 48 45:
Old : 70: 20 23 7 21 9 44 37:
Other: 19: 1 6 2 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 : 37.5 38.4 47.2 48.2 37.4 37.8 45.1 45.0
Old : 34.1 41.7 45.1 52.1 34.1 40.7 43.7 48.8
Other: 84.0 49.9 89.1 75.1 82.9 49.9 84.1 72.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 19, 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 : 1,032,914: 122,403 207,528 26,237 761,088 645,284 909,728 879,049: 123,186 153,865
Old : 1,032,914: 122,403 207,528 26,237 761,088 645,284 909,728 879,049: 123,186 153,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 26,914: 2,946 16,268 -1,109 27,870 6,874 29,707 22,033: -2,793 4,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.1 2.5 73.7 62.5 88.1 85.1: 11.9 14.9
Old : 100.0: 11.9 20.1 2.5 73.7 62.5 88.1 85.1: 11.9 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 : 230: 36 56 38 86 105 147 174:
Old : 230: 36 56 38 86 105 147 174:
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 : 28.7 17.9 42.2 27.3 26.9 17.9 37.5 27.0
Old : 28.7 17.9 42.2 27.3 26.9 17.9 37.5 27.0
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 19, 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 : 2,805,983: 480,017 504,296 69,384 1,908,874 1,834,156 2,458,275 2,407,836: 347,708 398,147
Old : 2,805,983: 480,017 504,296 69,384 1,908,874 1,834,156 2,458,275 2,407,836: 347,708 398,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 43,963: 10,727 10,642 3,040 28,597 47,411 42,364 61,093: 1,599 -17,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.0 2.5 68.0 65.4 87.6 85.8: 12.4 14.2
Old : 100.0: 17.1 18.0 2.5 68.0 65.4 87.6 85.8: 12.4 14.2
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 : 360: 77 84 61 137 151 250 260:
Old : 360: 77 84 61 137 151 250 260:
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 : 32.8 19.1 41.1 26.7 29.9 15.8 36.6 22.7
Old : 32.8 19.1 41.1 26.7 29.9 15.8 36.6 22.7
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 19, 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 : 111,376: 17,284 8,354 362 52,141 44,488 69,787 53,204: 41,589 58,172
Old : 111,376: 17,284 8,354 362 52,141 44,488 69,787 53,204: 41,589 58,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 6,708: 2,953 253 362 3,840 5,102 7,155 5,717: -447 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.5 0.3 46.8 39.9 62.7 47.8: 37.3 52.2
Old : 100.0: 15.5 7.5 0.3 46.8 39.9 62.7 47.8: 37.3 52.2
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 : 25: 5 2 1 13 11 19 13:
Old : 25: 5 2 1 13 11 19 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 : 27.7 33.1 44.8 43.2 27.2 32.6 44.0 42.7
Old : 27.7 33.1 44.8 43.2 27.2 32.6 44.0 42.7
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 19, 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 : 2,516,029: 337,842 468,367 27,959 1,875,129 1,695,215 2,240,930 2,191,541: 275,099 324,488
Old : 2,516,029: 337,842 468,367 27,959 1,875,129 1,695,215 2,240,930 2,191,541: 275,099 324,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 63,834: 78,941 1,357 1,988 -5,666 76,586 75,263 79,931: -11,429 -16,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.6 1.1 74.5 67.4 89.1 87.1: 10.9 12.9
Old : 100.0: 13.4 18.6 1.1 74.5 67.4 89.1 87.1: 10.9 12.9
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 : 288: 53 64 35 96 146 172 222:
Old : 288: 53 64 35 96 146 172 222:
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 : 36.1 16.0 46.7 26.8 32.4 15.3 41.0 24.7
Old : 36.1 16.0 46.7 26.8 32.4 15.3 41.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 19, 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 : 1,001,100: 40,435 132,689 153,855 786,932 654,488 981,222 941,032: 19,878 60,068
Old : 1,001,100: 40,435 132,689 153,855 786,932 654,488 981,222 941,032: 19,878 60,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 65,947: -6,218 9,437 27,468 41,969 30,951 63,219 67,856: 2,728 -1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 13.3 15.4 78.6 65.4 98.0 94.0: 2.0 6.0
Old : 100.0: 4.0 13.3 15.4 78.6 65.4 98.0 94.0: 2.0 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 : 138: 14 48 39 53 70 96 132:
Old : 138: 14 48 39 53 70 96 132:
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 : 40.0 24.4 58.6 36.9 30.5 14.0 40.0 21.7
Old : 40.0 24.4 58.6 36.9 30.5 14.0 40.0 21.7
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 19, 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 : 59,763: 24,999 17,598 331 26,656 31,998 51,986 49,927: 7,778 9,837
Old : 59,763: 24,999 17,598 331 26,656 31,998 51,986 49,927: 7,778 9,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,439: 153 769 32 1,263 80 1,447 881: -8 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 29.4 0.6 44.6 53.5 87.0 83.5: 13.0 16.5
Old : 100.0: 41.8 29.4 0.6 44.6 53.5 87.0 83.5: 13.0 16.5
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 : 107: 30 26 6 30 28 63 57:
Old : 107: 30 26 6 30 28 63 57:
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 : 30.1 40.8 46.6 55.0 30.0 40.7 46.4 54.8
Old : 30.1 40.8 46.6 55.0 30.0 40.7 46.4 54.8
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 19, 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 : 119,526: 49,997 35,195 662 53,312 63,996 103,971 99,853: 15,555 19,673
Old : 119,526: 49,997 35,195 662 53,312 63,996 103,971 99,853: 15,555 19,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,878: 305 1,538 64 2,525 159 2,894 1,761: -16 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 29.4 0.6 44.6 53.5 87.0 83.5: 13.0 16.5
Old : 100.0: 41.8 29.4 0.6 44.6 53.5 87.0 83.5: 13.0 16.5
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 : 107: 30 26 6 30 28 63 57:
Old : 107: 30 26 6 30 28 63 57:
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 : 30.1 40.8 46.6 55.0 30.0 40.7 46.4 54.8
Old : 30.1 40.8 46.6 55.0 30.0 40.7 46.4 54.8
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 19, 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 : 18,716: 16,131 17,367 697 1,785 645 18,613 18,709: 103 7
Old : 18,716: 16,131 17,367 697 1,785 645 18,613 18,709: 103 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,271: 2,992 3,179 94 209 0 3,295 3,273: -24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 92.8 3.7 9.5 3.4 99.4 100.0: 0.6 0.0
Old : 100.0: 86.2 92.8 3.7 9.5 3.4 99.4 100.0: 0.6 0.0
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 : 36: 23 11 2 2 1 26 13:
Old : 36: 23 11 2 2 1 26 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 : 65.4 69.2 84.9 95.4 63.7 69.2 79.8 92.0
Old : 65.4 69.2 84.9 95.4 63.7 69.2 79.8 92.0
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 19, 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 : 26,328: 19,594 11,872 299 6,282 14,044 26,175 26,215: 153 113
Old : 26,328: 19,594 11,872 299 6,282 14,044 26,175 26,215: 153 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -155: -483 -1,028 0 355 878 -128 -150: -27 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 45.1 1.1 23.9 53.3 99.4 99.6: 0.6 0.4
Old : 100.0: 74.4 45.1 1.1 23.9 53.3 99.4 99.6: 0.6 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 : 45: 6 17 1 5 19 12 36:
Old : 45: 6 17 1 5 19 12 36:
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 : 88.0 48.1 97.2 67.1 88.0 48.1 95.9 67.1
Old : 88.0 48.1 97.2 67.1 88.0 48.1 95.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, April 19, 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 : 31,159: 22,601 13,232 0 8,468 17,804 31,069 31,036: 90 123
Old : 31,159: 22,601 13,232 0 8,468 17,804 31,069 31,036: 90 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -700: -1,180 -1,128 0 490 462 -690 -666: -10 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 42.5 0.0 27.2 57.1 99.7 99.6: 0.3 0.4
Old : 100.0: 72.5 42.5 0.0 27.2 57.1 99.7 99.6: 0.3 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 : 37: 7 16 0 4 11 11 27:
Old : 37: 7 16 0 4 11 11 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 : 90.4 58.9 98.5 79.6 90.4 58.9 96.9 79.6
Old : 90.4 58.9 98.5 79.6 90.4 58.9 96.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016