WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 26, 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 : 397,145: 107,192 169,375 68,956 182,963 119,483 359,111 357,814: 38,034 39,331
Old : 21,681: 3,062 4,516 6 14,492 14,105 17,560 18,627: 4,121 3,054
Other: 375,464: 107,751 168,480 65,329 168,471 105,378 341,551 339,187: 33,913 36,277
: : :
: : Changes in Commitments from: April 19, 2016 :
: -51,465: -944 -20,792 -29,799 -15,025 -3,074 -45,768 -53,665: -5,697 2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 42.6 17.4 46.1 30.1 90.4 90.1: 9.6 9.9
Old : 100.0: 14.1 20.8 0.0 66.8 65.1 81.0 85.9: 19.0 14.1
Other: 100.0: 28.7 44.9 17.4 44.9 28.1 91.0 90.3: 9.0 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 130 110 118 93 93 291 275:
Old : 90: 23 20 2 22 28 47 48:
Other: 381: 133 115 112 89 91 282 271:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 12.9 24.8 22.4 14.4 10.6 21.7 17.9
Old : 47.2 44.9 64.2 65.0 46.2 44.9 63.2 65.0
Other: 16.7 13.7 25.7 23.2 15.2 11.2 23.0 18.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 26, 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 : 201,352: 64,180 67,187 22,546 95,578 88,519 182,304 178,252: 19,048 23,100
Old : 11,843: 3,074 548 1 6,421 9,784 9,496 10,333: 2,347 1,510
Other: 189,509: 63,908 69,441 19,743 89,157 78,735 172,808 167,919: 16,701 21,590
: : :
: : Changes in Commitments from: April 19, 2016 :
: -15,566: -594 -17,810 -4,594 -8,254 6,950 -13,442 -15,454: -2,124 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 33.4 11.2 47.5 44.0 90.5 88.5: 9.5 11.5
Old : 100.0: 26.0 4.6 0.0 54.2 82.6 80.2 87.2: 19.8 12.8
Other: 100.0: 33.7 36.6 10.4 47.0 41.5 91.2 88.6: 8.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 65 59 53 78 72 170 167:
Old : 73: 15 5 1 23 31 39 37:
Other: 230: 62 66 50 75 72 165 166:
:----------------------------------------------------------------------------------------------------
: 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 23.2 24.4 32.1 10.6 14.7 18.3 22.4
Old : 39.8 59.1 56.3 68.8 38.9 59.1 53.6 68.0
Other: 15.6 23.3 25.2 32.8 11.2 15.7 19.1 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 26, 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 : 1,402,906: 391,813 223,499 219,633 657,887 771,150 1,269,333 1,214,282: 133,573 188,624
Old : 991,236: 379,665 255,811 88,429 435,333 540,205 903,427 884,445: 87,809 106,791
Other: 411,670: 122,477 78,017 20,875 222,554 230,945 365,906 329,837: 45,764 81,833
: : :
: : Changes in Commitments from: April 19, 2016 :
: -37,026: 38,612 -64,739 -24,780 -39,726 50,671 -25,894 -38,848: -11,132 1,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.9 15.7 46.9 55.0 90.5 86.6: 9.5 13.4
Old : 100.0: 38.3 25.8 8.9 43.9 54.5 91.1 89.2: 8.9 10.8
Other: 100.0: 29.8 19.0 5.1 54.1 56.1 88.9 80.1: 11.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 173 142 177 264 303 537 545:
Old : 662: 175 136 121 233 277 470 479:
Other: 531: 85 105 54 150 272 265 408:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 15.9 21.3 23.8 9.9 9.6 16.2 15.5
Old : 13.0 19.6 22.3 29.0 12.9 17.6 22.3 26.3
Other: 26.8 18.5 35.9 25.2 20.9 13.1 28.9 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 26, 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 : 9,231: 3,046 3,239 332 3,138 3,700 6,516 7,271: 2,715 1,960
Old : 1,081: 294 158 0 197 729 491 887: 590 194
Other: 8,150: 2,752 3,081 332 2,941 2,971 6,025 6,384: 2,125 1,766
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,640: -757 -1,164 -256 -215 298 -1,228 -1,122: -412 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 35.1 3.6 34.0 40.1 70.6 78.8: 29.4 21.2
Old : 100.0: 27.2 14.6 0.0 18.2 67.4 45.4 82.1: 54.6 17.9
Other: 100.0: 33.8 37.8 4.1 36.1 36.5 73.9 78.3: 26.1 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 14 5 13 10 26 27:
Old : 10: 2 1 0 4 3 6 4:
Other: 40: 10 13 5 12 10 24 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 : 44.0 40.6 51.9 56.9 42.0 39.3 49.9 53.8
Old : 42.8 82.1 45.4 82.1 42.8 82.1 45.4 82.1
Other: 47.2 38.4 56.2 55.8 44.9 38.4 53.9 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 26, 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 : 807,402: 270,169 89,089 138,982 343,048 470,167 752,199 698,238: 55,203 109,164
Old : 490,214: 232,476 109,631 38,751 180,904 291,698 452,131 440,080: 38,083 50,134
Other: 317,188: 108,696 50,461 29,228 162,144 178,469 300,068 258,158: 17,120 59,030
: : :
: : Changes in Commitments from: April 19, 2016 :
: -88,181: 959 -47,410 -18,335 -63,118 -23,733 -80,494 -89,478: -7,687 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.0 17.2 42.5 58.2 93.2 86.5: 6.8 13.5
Old : 100.0: 47.4 22.4 7.9 36.9 59.5 92.2 89.8: 7.8 10.2
Other: 100.0: 34.3 15.9 9.2 51.1 56.3 94.6 81.4: 5.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 219 152 200 171 229 505 506:
Old : 633: 198 173 125 132 203 409 437:
Other: 490: 140 123 91 110 194 293 371:
:----------------------------------------------------------------------------------------------------
: 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 13.9 22.0 23.2 9.9 12.0 16.1 18.0
Old : 12.2 18.8 20.9 31.3 11.5 17.9 19.6 28.5
Other: 26.8 11.2 37.8 19.8 24.3 11.1 33.5 19.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,519: 10,667 1,243 88 382 4,014 11,137 5,345: 12,382 18,174
Old : 5,092: 3,553 211 86 381 697 4,020 994: 1,072 4,098
Other: 18,427: 7,114 1,032 2 1 3,317 7,117 4,351: 11,310 14,076
: : :
: : Changes in Commitments from: April 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 5.3 0.4 1.6 17.1 47.4 22.7: 52.6 77.3
Old : 100.0: 69.8 4.1 1.7 7.5 13.7 78.9 19.5: 21.1 80.5
Other: 100.0: 38.6 5.6 0.0 0.0 18.0 38.6 23.6: 61.4 76.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 2 4 12 8 17:
Old : 20: 4 3 1 4 11 8 15:
Other: 20: 4 3 2 1 12 5 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 : 45.7 12.1 47.4 17.2 45.4 12.1 46.8 17.1
Old : 74.0 14.8 78.9 18.6 72.3 14.3 76.8 16.9
Other: 38.6 12.3 38.6 18.0 38.6 12.3 38.6 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 26, 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 : 434,911: 165,454 38,797 90,384 132,277 282,141 388,115 411,322: 46,796 23,589
Old : 315,017: 155,839 51,772 41,382 83,613 204,954 280,834 298,108: 34,183 16,909
Other: 119,894: 40,622 18,032 17,995 48,664 77,187 107,281 113,214: 12,613 6,680
: : :
: : Changes in Commitments from: April 19, 2016 :
: -44,521: -11,573 -24,219 -18,742 -12,940 -2,208 -43,255 -45,169: -1,266 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 8.9 20.8 30.4 64.9 89.2 94.6: 10.8 5.4
Old : 100.0: 49.5 16.4 13.1 26.5 65.1 89.1 94.6: 10.9 5.4
Other: 100.0: 33.9 15.0 15.0 40.6 64.4 89.5 94.4: 10.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 108 68 123 74 78 262 228:
Old : 315: 118 68 96 65 76 234 212:
Other: 176: 50 41 27 55 46 124 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.7 32.2 14.9 39.6 8.6 30.5 14.5 37.4
Old : 8.9 32.6 16.8 41.1 8.9 31.8 16.3 39.8
Other: 14.8 34.8 24.6 45.6 13.9 32.5 22.8 41.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 26, 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 : 520,073: 112,732 64,557 12,356 247,980 309,498 373,068 386,411: 147,005 133,662
Old : 520,073: 112,732 64,557 12,356 247,980 309,498 373,068 386,411: 147,005 133,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -22,761: -18,171 -13,371 -120 -5,207 -9,295 -23,498 -22,786: 737 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.4 2.4 47.7 59.5 71.7 74.3: 28.3 25.7
Old : 100.0: 21.7 12.4 2.4 47.7 59.5 71.7 74.3: 28.3 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 31 28 18 52 59 90 98:
Old : 135: 31 28 18 52 59 90 98:
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 : 21.3 22.0 31.2 32.7 17.3 15.5 24.9 23.7
Old : 21.3 22.0 31.2 32.7 17.3 15.5 24.9 23.7
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 26, 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 : 622,083: 49,474 158,267 7,709 435,621 385,973 492,804 551,949: 129,279 70,134
Old : 622,083: 49,474 158,267 7,709 435,621 385,973 492,804 551,949: 129,279 70,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -7,239: -5,519 -5,443 55 9,943 -1,464 4,479 -6,852: -11,718 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 25.4 1.2 70.0 62.0 79.2 88.7: 20.8 11.3
Old : 100.0: 8.0 25.4 1.2 70.0 62.0 79.2 88.7: 20.8 11.3
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 : 98: 11 16 10 53 52 71 71:
Old : 98: 11 16 10 53 52 71 71:
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 : 25.5 45.2 40.7 54.8 22.4 45.2 33.3 54.3
Old : 25.5 45.2 40.7 54.8 22.4 45.2 33.3 54.3
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 26, 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 : 4,462: 1,002 1,158 409 2,679 2,705 4,090 4,272: 372 190
Old : 4,462: 1,002 1,158 409 2,679 2,705 4,090 4,272: 372 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 24: 510 296 -93 -407 -124 10 79: 14 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.0 9.2 60.0 60.6 91.7 95.7: 8.3 4.3
Old : 100.0: 22.5 26.0 9.2 60.0 60.6 91.7 95.7: 8.3 4.3
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 : 33: 9 6 3 11 15 22 22:
Old : 33: 9 6 3 11 15 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 60.4 76.5 78.9 52.1 54.2 66.8 65.4
Old : 57.7 60.4 76.5 78.9 52.1 54.2 66.8 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 26, 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 : 357,327: 94,022 44,943 48,963 163,570 233,357 306,555 327,263: 50,772 30,064
Old : 253,803: 88,962 46,832 18,049 110,237 167,349 217,248 232,230: 36,555 21,573
Other: 103,524: 22,809 15,860 13,165 53,333 66,008 89,307 95,033: 14,217 8,491
: : :
: : Changes in Commitments from: April 19, 2016 :
: -15,271: 7,823 -15,556 -8,618 -11,632 14,613 -12,427 -9,561: -2,844 -5,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.6 13.7 45.8 65.3 85.8 91.6: 14.2 8.4
Old : 100.0: 35.1 18.5 7.1 43.4 65.9 85.6 91.5: 14.4 8.5
Other: 100.0: 22.0 15.3 12.7 51.5 63.8 86.3 91.8: 13.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 94 56 89 90 86 236 201:
Old : 275: 98 60 65 79 82 210 178:
Other: 182: 55 34 32 73 48 144 101:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 35.5 21.3 44.0 12.5 28.7 17.8 35.6
Old : 15.7 36.6 23.1 45.2 14.5 31.0 21.1 39.2
Other: 17.8 38.6 26.1 50.2 13.8 30.8 21.2 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 26, 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 : 10,750: 1,399 3,259 730 6,420 4,934 8,549 8,923: 2,201 1,827
Old : 9,151: 1,699 3,081 239 5,246 4,283 7,184 7,603: 1,967 1,548
Other: 1,599: 82 560 109 1,174 651 1,365 1,320: 234 279
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,279: -83 -511 -425 -470 58 -978 -878: -301 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 30.3 6.8 59.7 45.9 79.5 83.0: 20.5 17.0
Old : 100.0: 18.6 33.7 2.6 57.3 46.8 78.5 83.1: 21.5 16.9
Other: 100.0: 5.1 35.0 6.8 73.4 40.7 85.4 82.6: 14.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 24 9 22 13 43 43:
Old : 65: 17 23 3 20 11 39 35:
Other: 21: 1 7 3 5 8 8 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 : 39.0 36.0 49.5 49.5 39.0 35.9 46.0 45.5
Old : 36.0 41.7 47.9 55.5 35.9 40.8 44.6 52.4
Other: 76.3 44.2 85.4 65.8 74.3 41.9 76.3 63.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 26, 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 : 1,054,485: 140,848 236,932 25,972 766,790 641,934 933,610 904,838: 120,875 149,647
Old : 1,054,485: 140,848 236,932 25,972 766,790 641,934 933,610 904,838: 120,875 149,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 21,571: 18,445 29,404 -265 5,702 -3,350 23,882 25,789: -2,311 -4,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 22.5 2.5 72.7 60.9 88.5 85.8: 11.5 14.2
Old : 100.0: 13.4 22.5 2.5 72.7 60.9 88.5 85.8: 11.5 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 : 232: 40 56 34 81 105 142 174:
Old : 232: 40 56 34 81 105 142 174:
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 : 28.5 18.1 41.3 27.5 27.0 18.1 35.9 26.9
Old : 28.5 18.1 41.3 27.5 27.0 18.1 35.9 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 26, 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 : 2,678,615: 422,940 486,715 79,841 1,840,854 1,694,512 2,343,635 2,261,068: 334,980 417,547
Old : 2,678,615: 422,940 486,715 79,841 1,840,854 1,694,512 2,343,635 2,261,068: 334,980 417,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -127,368: -57,077 -17,581 10,457 -68,020 -139,644 -114,640 -146,768: -12,728 19,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 18.2 3.0 68.7 63.3 87.5 84.4: 12.5 15.6
Old : 100.0: 15.8 18.2 3.0 68.7 63.3 87.5 84.4: 12.5 15.6
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 : 358: 82 79 60 141 146 255 254:
Old : 358: 82 79 60 141 146 255 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 19.5 41.7 26.3 31.2 16.0 38.1 22.3
Old : 34.2 19.5 41.7 26.3 31.2 16.0 38.1 22.3
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 26, 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 : 112,565: 18,514 10,510 200 53,210 50,791 71,924 61,501: 40,641 51,064
Old : 112,565: 18,514 10,510 200 53,210 50,791 71,924 61,501: 40,641 51,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,189: 1,230 2,156 -162 1,069 6,303 2,137 8,297: -948 -7,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.3 0.2 47.3 45.1 63.9 54.6: 36.1 45.4
Old : 100.0: 16.4 9.3 0.2 47.3 45.1 63.9 54.6: 36.1 45.4
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 : 28: 5 3 1 15 13 20 17:
Old : 28: 5 3 1 15 13 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 32.9 44.7 44.3 26.2 32.7 43.7 43.1
Old : 26.7 32.9 44.7 44.3 26.2 32.7 43.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 26, 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 : 2,503,026: 364,136 481,981 33,779 1,824,072 1,658,092 2,221,987 2,173,852: 281,039 329,174
Old : 2,503,026: 364,136 481,981 33,779 1,824,072 1,658,092 2,221,987 2,173,852: 281,039 329,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -13,003: 26,294 13,614 5,820 -51,057 -37,123 -18,943 -17,689: 5,940 4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.3 1.3 72.9 66.2 88.8 86.8: 11.2 13.2
Old : 100.0: 14.5 19.3 1.3 72.9 66.2 88.8 86.8: 11.2 13.2
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 : 280: 50 63 37 95 145 164 226:
Old : 280: 50 63 37 95 145 164 226:
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 : 37.0 15.0 46.9 25.1 33.6 13.9 42.0 22.3
Old : 37.0 15.0 46.9 25.1 33.6 13.9 42.0 22.3
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 26, 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 : 978,589: 41,392 145,507 150,840 763,783 578,970 956,015 875,317: 22,574 103,272
Old : 978,589: 41,392 145,507 150,840 763,783 578,970 956,015 875,317: 22,574 103,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -22,511: 957 12,818 -3,015 -23,149 -75,518 -25,207 -65,715: 2,696 43,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.9 15.4 78.0 59.2 97.7 89.4: 2.3 10.6
Old : 100.0: 4.2 14.9 15.4 78.0 59.2 97.7 89.4: 2.3 10.6
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 48 36 54 67 94 126:
Old : 132: 12 48 36 54 67 94 126:
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 : 40.7 26.3 57.4 36.3 31.0 13.8 39.8 19.6
Old : 40.7 26.3 57.4 36.3 31.0 13.8 39.8 19.6
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 26, 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 : 60,869: 25,610 19,471 258 26,874 31,946 52,742 51,675: 8,127 9,194
Old : 60,869: 25,610 19,471 258 26,874 31,946 52,742 51,675: 8,127 9,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,106: 612 1,874 -73 218 -53 757 1,748: 349 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 32.0 0.4 44.2 52.5 86.6 84.9: 13.4 15.1
Old : 100.0: 42.1 32.0 0.4 44.2 52.5 86.6 84.9: 13.4 15.1
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 : 106: 30 25 5 32 27 64 55:
Old : 106: 30 25 5 32 27 64 55:
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 41.7 44.6 54.4 28.7 41.4 44.4 54.2
Old : 28.9 41.7 44.6 54.4 28.7 41.4 44.4 54.2
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 26, 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 : 121,737: 51,220 38,942 516 53,748 63,891 105,484 103,349: 16,253 18,388
Old : 121,737: 51,220 38,942 516 53,748 63,891 105,484 103,349: 16,253 18,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,211: 1,223 3,747 -146 436 -105 1,513 3,496: 698 -1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 32.0 0.4 44.2 52.5 86.6 84.9: 13.4 15.1
Old : 100.0: 42.1 32.0 0.4 44.2 52.5 86.6 84.9: 13.4 15.1
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 : 106: 30 25 5 32 27 64 55:
Old : 106: 30 25 5 32 27 64 55:
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 41.7 44.6 54.4 28.7 41.4 44.4 54.2
Old : 28.9 41.7 44.6 54.4 28.7 41.4 44.4 54.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,288: 16,642 17,866 748 1,786 645 19,176 19,259: 112 29
Old : 19,288: 16,642 17,866 748 1,786 645 19,176 19,259: 112 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 572: 511 499 51 1 0 563 550: 9 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 92.6 3.9 9.3 3.3 99.4 99.8: 0.6 0.2
Old : 100.0: 86.3 92.6 3.9 9.3 3.3 99.4 99.8: 0.6 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 : 33: 20 11 2 2 1 23 13:
Old : 33: 20 11 2 2 1 23 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 : 68.3 71.8 87.0 94.8 66.5 71.8 81.8 91.5
Old : 68.3 71.8 87.0 94.8 66.5 71.8 81.8 91.5
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 26, 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 : 25,474: 18,870 11,583 331 6,113 13,431 25,314 25,345: 160 129
Old : 25,474: 18,870 11,583 331 6,113 13,431 25,314 25,345: 160 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -854: -724 -289 32 -169 -613 -861 -870: 7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 45.5 1.3 24.0 52.7 99.4 99.5: 0.6 0.5
Old : 100.0: 74.1 45.5 1.3 24.0 52.7 99.4 99.5: 0.6 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 : 43: 6 16 1 5 18 12 34:
Old : 43: 6 16 1 5 18 12 34:
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 : 87.9 49.5 96.8 68.0 87.9 49.5 96.2 68.0
Old : 87.9 49.5 96.8 68.0 87.9 49.5 96.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,713: 21,850 13,144 0 8,766 17,457 30,616 30,601: 97 112
Old : 30,713: 21,850 13,144 0 8,766 17,457 30,616 30,601: 97 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -446: -751 -88 0 298 -347 -453 -435: 7 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 42.8 0.0 28.5 56.8 99.7 99.6: 0.3 0.4
Old : 100.0: 71.1 42.8 0.0 28.5 56.8 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: 8 15 0 4 11 12 26:
Old : 37: 8 15 0 4 11 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.8 59.7 98.6 80.5 91.8 59.7 96.7 80.5
Old : 91.8 59.7 98.6 80.5 91.8 59.7 96.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016