WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 10, 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 : 407,702: 112,754 183,254 69,469 182,778 116,696 365,001 369,419: 42,701 38,283
Old : 401,323: 112,301 183,256 67,916 179,530 113,354 359,747 364,526: 41,576 36,797
Other: 6,379: 1,262 807 744 3,248 3,342 5,254 4,893: 1,125 1,486
: : :
: : Changes in Commitments from: May 3, 2016 :
: 16,662: 2,446 12,134 5,781 3,958 794 12,185 18,709: 4,477 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 44.9 17.0 44.8 28.6 89.5 90.6: 10.5 9.4
Old : 100.0: 28.0 45.7 16.9 44.7 28.2 89.6 90.8: 10.4 9.2
Other: 100.0: 19.8 12.7 11.7 50.9 52.4 82.4 76.7: 17.6 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 125 127 109 103 86 290 272:
Old : 390: 127 126 108 103 84 289 270:
Other: 64: 15 8 5 17 29 34 41:
:----------------------------------------------------------------------------------------------------
: 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 12.1 23.4 22.4 14.0 10.9 21.3 18.8
Old : 15.6 12.3 23.7 22.5 14.3 11.1 21.7 19.0
Other: 35.0 40.8 49.6 58.4 32.3 36.7 44.7 49.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 10, 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 : 215,287: 65,453 78,202 29,870 100,364 83,796 195,687 191,868: 19,600 23,419
Old : 212,803: 65,491 78,319 29,550 98,487 82,179 193,528 190,048: 19,275 22,755
Other: 2,484: 211 132 71 1,877 1,617 2,159 1,820: 325 664
: : :
: : Changes in Commitments from: May 3, 2016 :
: 12,846: 2,180 7,079 5,638 5,360 615 13,178 13,332: -332 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 36.3 13.9 46.6 38.9 90.9 89.1: 9.1 10.9
Old : 100.0: 30.8 36.8 13.9 46.3 38.6 90.9 89.3: 9.1 10.7
Other: 100.0: 8.5 5.3 2.9 75.6 65.1 86.9 73.3: 13.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 73 67 61 84 72 184 182:
Old : 249: 74 68 61 84 69 184 179:
Other: 46: 4 7 3 12 26 19 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 23.2 25.8 33.9 11.6 15.9 18.6 23.9
Old : 17.1 23.5 25.7 34.3 11.9 16.5 18.9 24.6
Other: 61.3 40.1 75.5 57.0 61.3 40.1 75.1 54.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 10, 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 : 1,323,691: 372,515 244,513 184,794 641,129 719,064 1,198,438 1,148,371: 125,253 175,320
Old : 876,238: 354,071 267,497 51,157 392,663 464,943 797,891 783,597: 78,347 92,641
Other: 447,453: 130,585 89,157 21,496 248,466 254,121 400,547 364,774: 46,906 82,679
: : :
: : Changes in Commitments from: May 3, 2016 :
: -39,731: -22,860 13,452 -15,204 -1,559 -32,760 -39,623 -34,512: -108 -5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 18.5 14.0 48.4 54.3 90.5 86.8: 9.5 13.2
Old : 100.0: 40.4 30.5 5.8 44.8 53.1 91.1 89.4: 8.9 10.6
Other: 100.0: 29.2 19.9 4.8 55.5 56.8 89.5 81.5: 10.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 181 136 175 243 302 523 542:
Old : 660: 169 142 101 200 257 427 445:
Other: 557: 116 99 58 157 272 304 407:
:----------------------------------------------------------------------------------------------------
: 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 15.4 22.5 23.9 10.9 9.9 17.5 15.9
Old : 14.4 19.7 24.8 29.8 14.4 17.4 24.7 27.4
Other: 23.9 18.0 34.5 24.7 18.8 13.3 27.3 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 10, 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 : 9,898: 3,118 3,767 234 3,374 3,710 6,726 7,711: 3,172 2,187
Old : 9,898: 3,118 3,767 234 3,374 3,710 6,726 7,711: 3,172 2,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 679: 43 805 -89 190 -193 144 523: 535 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 38.1 2.4 34.1 37.5 68.0 77.9: 32.0 22.1
Old : 100.0: 31.5 38.1 2.4 34.1 37.5 68.0 77.9: 32.0 22.1
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 : 43: 10 16 6 12 10 24 30:
Old : 43: 10 16 6 12 10 24 30:
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 : 43.5 39.7 52.9 54.2 41.6 38.1 49.5 51.1
Old : 43.5 39.7 52.9 54.2 41.6 38.1 49.5 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 10, 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 : 834,128: 314,740 85,224 136,646 326,970 500,021 778,356 721,891: 55,772 112,237
Old : 463,486: 249,946 110,199 28,531 150,590 278,880 429,067 417,610: 34,419 45,876
Other: 370,642: 139,257 49,488 33,652 176,380 221,141 349,289 304,281: 21,353 66,361
: : :
: : Changes in Commitments from: May 3, 2016 :
: 39,728: 33,295 -2,697 4,831 -1,135 32,338 36,991 34,472: 2,737 5,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.2 16.4 39.2 59.9 93.3 86.5: 6.7 13.5
Old : 100.0: 53.9 23.8 6.2 32.5 60.2 92.6 90.1: 7.4 9.9
Other: 100.0: 37.6 13.4 9.1 47.6 59.7 94.2 82.1: 5.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 230 160 181 162 248 497 513:
Old : 651: 206 169 87 101 216 361 423:
Other: 540: 156 125 108 129 221 331 414:
:----------------------------------------------------------------------------------------------------
: 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 13.2 20.7 22.2 10.9 11.6 17.8 18.5
Old : 12.9 17.4 21.4 28.9 12.6 16.7 21.1 26.9
Other: 22.8 11.9 32.9 20.0 21.0 11.7 29.7 18.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 10, 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 : 29,519: 17,193 2,516 21 117 6,530 17,331 9,067: 12,188 20,452
Old : 5,288: 4,633 540 20 114 688 4,767 1,248: 521 4,040
Other: 24,231: 12,560 1,976 1 3 5,842 12,564 7,819: 11,667 16,412
: : :
: : Changes in Commitments from: May 3, 2016 :
: 4,593: 4,611 1,152 -3 93 1,888 4,701 3,037: -108 1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 8.5 0.1 0.4 22.1 58.7 30.7: 41.3 69.3
Old : 100.0: 87.6 10.2 0.4 2.2 13.0 90.1 23.6: 9.9 76.4
Other: 100.0: 51.8 8.2 0.0 0.0 24.1 51.9 32.3: 48.1 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 7 2 3 18 8 27:
Old : 29: 5 6 1 3 18 8 25:
Other: 30: 5 7 1 1 18 6 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 : 55.3 11.8 58.7 17.3 55.2 11.8 58.2 17.3
Old : 87.6 12.3 90.1 18.1 87.2 12.3 89.2 17.6
Other: 48.3 12.6 51.9 18.9 48.3 12.6 51.8 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 10, 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 : 400,540: 139,057 39,464 89,243 131,639 249,466 359,939 378,173: 40,601 22,367
Old : 266,338: 138,243 61,712 26,733 76,368 162,949 241,344 251,394: 24,994 14,944
Other: 134,202: 44,268 21,206 19,056 55,271 86,517 118,595 126,779: 15,607 7,423
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,525: -5,190 -10,052 3,514 -6,448 2,179 -8,124 -4,359: 599 -3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 9.9 22.3 32.9 62.3 89.9 94.4: 10.1 5.6
Old : 100.0: 51.9 23.2 10.0 28.7 61.2 90.6 94.4: 9.4 5.6
Other: 100.0: 33.0 15.8 14.2 41.2 64.5 88.4 94.5: 11.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 111 66 107 72 71 249 207:
Old : 301: 121 68 69 64 64 214 180:
Other: 178: 50 44 35 54 47 133 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 31.4 16.1 38.2 9.3 30.5 15.8 36.0
Old : 10.6 29.4 19.1 37.8 10.6 29.4 18.7 37.2
Other: 16.4 38.0 25.8 47.4 16.2 35.2 25.1 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 10, 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 : 520,425: 115,003 64,272 14,041 240,810 310,778 369,854 389,091: 150,571 131,334
Old : 520,425: 115,003 64,272 14,041 240,810 310,778 369,854 389,091: 150,571 131,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 10,529: -1,599 -7,330 2,463 -218 11,647 646 6,780: 9,883 3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 12.3 2.7 46.3 59.7 71.1 74.8: 28.9 25.2
Old : 100.0: 22.1 12.3 2.7 46.3 59.7 71.1 74.8: 28.9 25.2
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 : 153: 34 33 24 62 70 107 116:
Old : 153: 34 33 24 62 70 107 116:
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 : 18.5 22.3 28.2 31.9 14.8 17.1 22.8 24.7
Old : 18.5 22.3 28.2 31.9 14.8 17.1 22.8 24.7
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, May 10, 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 : 631,450: 49,197 155,734 12,059 435,756 390,467 497,012 558,260: 134,438 73,190
Old : 631,450: 49,197 155,734 12,059 435,756 390,467 497,012 558,260: 134,438 73,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 10,171: 670 -4,016 3,083 1,258 11,043 5,011 10,110: 5,160 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.7 1.9 69.0 61.8 78.7 88.4: 21.3 11.6
Old : 100.0: 7.8 24.7 1.9 69.0 61.8 78.7 88.4: 21.3 11.6
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 : 98: 11 17 10 56 51 75 70:
Old : 98: 11 17 10 56 51 75 70:
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 : 24.8 45.5 40.0 55.2 22.5 45.1 33.6 54.5
Old : 24.8 45.5 40.0 55.2 22.5 45.1 33.6 54.5
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, May 10, 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 : 5,248: 1,613 1,320 451 2,809 3,303 4,873 5,074: 375 174
Old : 5,248: 1,613 1,320 451 2,809 3,303 4,873 5,074: 375 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 264: 201 -99 8 39 323 248 232: 16 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 25.2 8.6 53.5 62.9 92.9 96.7: 7.1 3.3
Old : 100.0: 30.7 25.2 8.6 53.5 62.9 92.9 96.7: 7.1 3.3
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 : 34: 9 6 2 11 16 21 23:
Old : 34: 9 6 2 11 16 21 23:
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 : 48.3 61.9 75.7 80.6 46.7 59.5 70.9 70.5
Old : 48.3 61.9 75.7 80.6 46.7 59.5 70.9 70.5
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, May 10, 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 : 365,161: 110,200 34,650 44,907 158,695 257,945 313,802 337,502: 51,359 27,659
Old : 242,141: 98,773 34,566 12,545 94,051 175,832 205,369 222,943: 36,772 19,198
Other: 123,020: 27,051 15,708 16,738 64,644 82,113 108,433 114,559: 14,587 8,461
: : :
: : Changes in Commitments from: May 3, 2016 :
: 16,091: 11,747 -4,889 3,560 -1,716 18,095 13,591 16,766: 2,500 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.5 12.3 43.5 70.6 85.9 92.4: 14.1 7.6
Old : 100.0: 40.8 14.3 5.2 38.8 72.6 84.8 92.1: 15.2 7.9
Other: 100.0: 22.0 12.8 13.6 52.5 66.7 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 109 52 75 82 74 232 176:
Old : 273: 108 56 43 74 70 201 152:
Other: 186: 63 29 29 68 47 147 94:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 37.6 21.2 46.6 13.5 32.6 18.7 39.6
Old : 14.8 39.5 21.4 48.5 14.8 36.0 21.3 44.1
Other: 18.5 38.6 28.8 49.2 16.5 33.0 25.0 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 10, 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 : 9,482: 1,567 2,139 236 5,445 5,623 7,248 7,998: 2,234 1,484
Old : 7,561: 1,640 1,813 7 4,003 4,682 5,650 6,502: 1,911 1,059
Other: 1,921: 55 454 101 1,442 941 1,598 1,496: 323 425
: : :
: : Changes in Commitments from: May 3, 2016 :
: -278: 90 -310 -9 -502 240 -421 -79: 143 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.6 2.5 57.4 59.3 76.4 84.3: 23.6 15.7
Old : 100.0: 21.7 24.0 0.1 52.9 61.9 74.7 86.0: 25.3 14.0
Other: 100.0: 2.9 23.6 5.3 75.1 49.0 83.2 77.9: 16.8 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 16 5 20 17 37 36:
Old : 53: 15 14 1 17 10 33 24:
Other: 26: 1 6 3 8 14 12 21:
:----------------------------------------------------------------------------------------------------
: 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 : 42.0 43.1 51.4 56.4 41.4 41.0 50.3 51.8
Old : 39.3 51.2 49.4 67.2 39.3 50.3 48.7 64.2
Other: 67.2 37.5 81.7 55.3 66.7 33.6 71.2 50.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 10, 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 : 1,115,828: 148,367 238,711 41,843 806,970 691,642 997,180 972,196: 118,648 143,632
Old : 1,115,828: 148,367 238,711 41,843 806,970 691,642 997,180 972,196: 118,648 143,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 58,961: 11,630 -1,423 11,698 37,306 51,882 60,634 62,157: -1,673 -3,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.4 3.7 72.3 62.0 89.4 87.1: 10.6 12.9
Old : 100.0: 13.3 21.4 3.7 72.3 62.0 89.4 87.1: 10.6 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 : 251: 46 62 39 87 116 158 192:
Old : 251: 46 62 39 87 116 158 192:
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 : 28.4 19.2 40.7 28.6 26.1 18.2 35.7 26.9
Old : 28.4 19.2 40.7 28.6 26.1 18.2 35.7 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, May 10, 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 : 2,756,109: 430,003 509,263 114,078 1,877,199 1,718,710 2,421,280 2,342,051: 334,829 414,058
Old : 2,756,109: 430,003 509,263 114,078 1,877,199 1,718,710 2,421,280 2,342,051: 334,829 414,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 93,308: 1,821 -939 39,384 39,085 44,704 80,290 83,149: 13,018 10,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 18.5 4.1 68.1 62.4 87.9 85.0: 12.1 15.0
Old : 100.0: 15.6 18.5 4.1 68.1 62.4 87.9 85.0: 12.1 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 : 359: 80 80 78 140 154 263 269:
Old : 359: 80 80 78 140 154 263 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 17.4 39.1 24.3 28.6 13.6 35.7 20.1
Old : 31.4 17.4 39.1 24.3 28.6 13.6 35.7 20.1
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, May 10, 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 : 124,390: 15,412 12,140 0 65,453 49,468 80,865 61,608: 43,525 62,782
Old : 124,390: 15,412 12,140 0 65,453 49,468 80,865 61,608: 43,525 62,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 10,910: -301 530 0 8,737 2,430 8,436 2,960: 2,474 7,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.8 0.0 52.6 39.8 65.0 49.5: 35.0 50.5
Old : 100.0: 12.4 9.8 0.0 52.6 39.8 65.0 49.5: 35.0 50.5
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 : 24: 3 3 0 14 11 17 14:
Old : 24: 3 3 0 14 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 30.8 51.6 40.6 33.1 30.5 49.9 39.5
Old : 33.1 30.8 51.6 40.6 33.1 30.5 49.9 39.5
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, May 10, 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 : 2,574,628: 271,991 518,104 41,648 1,952,833 1,671,216 2,266,472 2,230,968: 308,156 343,660
Old : 2,574,628: 271,991 518,104 41,648 1,952,833 1,671,216 2,266,472 2,230,968: 308,156 343,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 112,301: -15,267 41,987 7,570 93,935 41,446 86,238 91,003: 26,063 21,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.1 1.6 75.8 64.9 88.0 86.7: 12.0 13.3
Old : 100.0: 10.6 20.1 1.6 75.8 64.9 88.0 86.7: 12.0 13.3
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 : 279: 37 75 36 98 140 160 226:
Old : 279: 37 75 36 98 140 160 226:
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 : 35.8 14.3 46.5 24.5 32.2 14.0 41.4 22.2
Old : 35.8 14.3 46.5 24.5 32.2 14.0 41.4 22.2
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, May 10, 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 : 931,241: 30,117 141,141 197,145 679,449 534,403 906,711 872,689: 24,530 58,552
Old : 931,241: 30,117 141,141 197,145 679,449 534,403 906,711 872,689: 24,530 58,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 94,921: 12,479 -11,321 49,692 32,814 50,579 94,985 88,950: -64 5,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.2 21.2 73.0 57.4 97.4 93.7: 2.6 6.3
Old : 100.0: 3.2 15.2 21.2 73.0 57.4 97.4 93.7: 2.6 6.3
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 : 122: 13 43 31 48 64 81 119:
Old : 122: 13 43 31 48 64 81 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 25.2 55.9 37.5 29.4 9.9 36.0 16.2
Old : 37.0 25.2 55.9 37.5 29.4 9.9 36.0 16.2
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, May 10, 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 : 65,060: 28,754 16,528 502 26,987 39,028 56,242 56,057: 8,818 9,003
Old : 65,060: 28,754 16,528 502 26,987 39,028 56,242 56,057: 8,818 9,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,767: 2,123 -571 145 -857 2,854 1,411 2,428: 1,356 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 25.4 0.8 41.5 60.0 86.4 86.2: 13.6 13.8
Old : 100.0: 44.2 25.4 0.8 41.5 60.0 86.4 86.2: 13.6 13.8
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 : 117: 37 27 9 32 28 72 61:
Old : 117: 37 27 9 32 28 72 61:
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 : 29.8 39.2 43.4 55.7 29.8 39.0 43.3 55.5
Old : 29.8 39.2 43.4 55.7 29.8 39.0 43.3 55.5
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, May 10, 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 : 130,119: 57,507 33,055 1,003 53,974 78,056 112,484 112,114: 17,635 18,005
Old : 130,119: 57,507 33,055 1,003 53,974 78,056 112,484 112,114: 17,635 18,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 5,533: 4,246 -1,141 290 -1,714 5,707 2,822 4,856: 2,711 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 25.4 0.8 41.5 60.0 86.4 86.2: 13.6 13.8
Old : 100.0: 44.2 25.4 0.8 41.5 60.0 86.4 86.2: 13.6 13.8
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 : 117: 37 27 9 32 28 72 61:
Old : 117: 37 27 9 32 28 72 61:
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 : 29.8 39.2 43.4 55.7 29.8 39.0 43.3 55.5
Old : 29.8 39.2 43.4 55.7 29.8 39.0 43.3 55.5
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, May 10, 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 : 23,182: 20,739 21,447 1,034 1,280 645 23,053 23,126: 129 56
Old : 23,182: 20,739 21,447 1,034 1,280 645 23,053 23,126: 129 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,163: 1,512 946 183 -524 0 1,171 1,129: -8 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 92.5 4.5 5.5 2.8 99.4 99.8: 0.6 0.2
Old : 100.0: 89.5 92.5 4.5 5.5 2.8 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 : 34: 21 12 3 1 1 23 15:
Old : 34: 21 12 3 1 1 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 67.5 88.5 89.9 68.3 67.5 82.9 88.2
Old : 71.1 67.5 88.5 89.9 68.3 67.5 82.9 88.2
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, May 10, 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 : 25,116: 17,796 10,210 295 6,841 14,520 24,932 25,025: 184 91
Old : 25,116: 17,796 10,210 295 6,841 14,520 24,932 25,025: 184 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 651: 104 195 -16 587 477 675 656: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 40.7 1.2 27.2 57.8 99.3 99.6: 0.7 0.4
Old : 100.0: 70.9 40.7 1.2 27.2 57.8 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 14 1 6 19 14 33:
Old : 44: 7 14 1 6 19 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 : 85.2 48.8 95.2 68.2 85.2 48.8 94.6 68.2
Old : 85.2 48.8 95.2 68.2 85.2 48.8 94.6 68.2
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, May 10, 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 : 29,673: 21,070 13,425 0 8,523 16,081 29,593 29,506: 80 167
Old : 29,673: 21,070 13,425 0 8,523 16,081 29,593 29,506: 80 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -894: -223 -103 -1 -674 -837 -898 -941: 4 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 45.2 0.0 28.7 54.2 99.7 99.4: 0.3 0.6
Old : 100.0: 71.0 45.2 0.0 28.7 54.2 99.7 99.4: 0.3 0.6
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 : 38: 8 16 0 4 11 12 27:
Old : 38: 8 16 0 4 11 12 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 : 89.4 61.5 97.8 82.3 89.4 61.5 96.5 82.3
Old : 89.4 61.5 97.8 82.3 89.4 61.5 96.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016