WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 31, 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 : 415,685: 102,518 181,112 77,112 193,475 119,471 373,105 377,695: 42,580 37,990
Old : 404,501: 101,413 182,658 72,473 189,461 113,722 363,347 368,853: 41,154 35,648
Other: 11,184: 4,162 1,511 1,582 4,014 5,749 9,758 8,842: 1,426 2,342
: : :
: : Changes in Commitments from: May 24, 2016 :
: -2,611: 2,292 2,005 -5,086 475 324 -2,319 -2,757: -292 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 43.6 18.6 46.5 28.7 89.8 90.9: 10.2 9.1
Old : 100.0: 25.1 45.2 17.9 46.8 28.1 89.8 91.2: 10.2 8.8
Other: 100.0: 37.2 13.5 14.1 35.9 51.4 87.2 79.1: 12.8 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 122 127 116 112 93 302 284:
Old : 394: 123 128 112 110 90 296 281:
Other: 79: 23 8 6 20 35 46 47:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.5 22.5 20.9 13.3 9.5 20.0 16.5
Old : 15.0 12.2 23.0 20.9 13.8 9.8 20.8 17.0
Other: 38.2 41.1 52.2 60.0 34.1 33.8 44.2 45.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 31, 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 : 230,273: 69,784 88,843 34,816 105,446 83,180 210,046 206,839: 20,227 23,434
Old : 227,442: 69,634 89,005 34,442 103,537 81,424 207,613 204,871: 19,829 22,571
Other: 2,831: 462 150 62 1,909 1,756 2,433 1,968: 398 863
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,957: 1,366 1,338 779 696 1,444 2,841 3,561: 116 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 38.6 15.1 45.8 36.1 91.2 89.8: 8.8 10.2
Old : 100.0: 30.6 39.1 15.1 45.5 35.8 91.3 90.1: 8.7 9.9
Other: 100.0: 16.3 5.3 2.2 67.4 62.0 85.9 69.5: 14.1 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 71 67 57 90 73 182 181:
Old : 246: 70 69 56 90 72 181 180:
Other: 48: 6 6 3 15 24 24 31:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 22.3 26.3 33.2 11.8 15.9 18.0 24.6
Old : 17.2 22.5 26.3 33.6 11.8 16.2 18.1 25.1
Other: 51.8 49.2 70.0 60.8 51.8 44.9 69.2 56.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 31, 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 : 1,411,252: 439,640 190,792 207,121 633,857 815,569 1,280,618 1,213,482: 130,634 197,770
Old : 889,332: 378,575 230,122 61,287 373,539 502,247 813,401 793,656: 75,931 95,676
Other: 521,920: 179,190 78,795 27,709 260,318 313,322 467,217 419,826: 54,703 102,094
: : :
: : Changes in Commitments from: May 24, 2016 :
: -1,669: 36,145 -29,535 5,868 -43,204 10,008 -1,191 -13,659: -478 11,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 13.5 14.7 44.9 57.8 90.7 86.0: 9.3 14.0
Old : 100.0: 42.6 25.9 6.9 42.0 56.5 91.5 89.2: 8.5 10.8
Other: 100.0: 34.3 15.1 5.3 49.9 60.0 89.5 80.4: 10.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 199 131 172 231 312 528 543:
Old : 667: 182 128 100 191 272 433 446:
Other: 587: 126 106 66 154 280 315 426:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 15.2 19.4 24.0 10.5 11.4 17.7 17.6
Old : 13.7 18.6 23.9 29.7 13.7 18.1 23.9 28.6
Other: 18.0 20.0 28.6 26.6 17.3 16.1 26.2 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 31, 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 : 10,529: 3,068 3,882 624 2,950 3,575 6,642 8,081: 3,887 2,448
Old : 10,529: 3,068 3,882 624 2,950 3,575 6,642 8,081: 3,887 2,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 298: -25 -10 231 3 32 209 253: 89 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 36.9 5.9 28.0 34.0 63.1 76.7: 36.9 23.3
Old : 100.0: 29.1 36.9 5.9 28.0 34.0 63.1 76.7: 36.9 23.3
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 : 45: 10 16 5 13 12 26 31:
Old : 45: 10 16 5 13 12 26 31:
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 38.1 46.3 51.5 31.2 35.8 38.7 45.9
Old : 36.1 38.1 46.3 51.5 31.2 35.8 38.7 45.9
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 31, 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 : 885,635: 313,477 79,788 130,631 383,556 567,753 827,664 778,172: 57,971 107,463
Old : 419,010: 210,062 97,867 27,709 150,267 254,403 388,038 379,979: 30,972 39,031
Other: 466,625: 169,691 48,197 36,646 233,289 313,350 439,626 398,193: 26,999 68,432
: : :
: : Changes in Commitments from: May 24, 2016 :
: 15,893: 7,839 -1,273 5,514 5,748 14,010 19,101 18,251: -3,208 -2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 9.0 14.7 43.3 64.1 93.5 87.9: 6.5 12.1
Old : 100.0: 50.1 23.4 6.6 35.9 60.7 92.6 90.7: 7.4 9.3
Other: 100.0: 36.4 10.3 7.9 50.0 67.2 94.2 85.3: 5.8 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 222 139 193 178 248 501 508:
Old : 617: 183 158 87 105 214 340 413:
Other: 557: 169 122 119 142 222 362 416:
:----------------------------------------------------------------------------------------------------
: 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 13.2 21.2 21.6 12.0 11.6 17.8 19.0
Old : 12.4 16.2 21.3 26.9 11.3 14.8 20.0 24.2
Other: 23.2 14.5 33.3 23.8 21.9 13.0 30.2 20.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 31, 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 : 31,851: 10,716 3,053 23 76 8,052 10,815 11,128: 21,036 20,723
Old : 4,877: 1,144 320 20 72 958 1,236 1,298: 3,641 3,579
Other: 26,974: 9,572 2,733 3 4 7,094 9,579 9,830: 17,395 17,144
: : :
: : Changes in Commitments from: May 24, 2016 :
: 402: 982 -123 0 -16 240 966 117: -564 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.6 0.1 0.2 25.3 34.0 34.9: 66.0 65.1
Old : 100.0: 23.5 6.6 0.4 1.5 19.6 25.3 26.6: 74.7 73.4
Other: 100.0: 35.5 10.1 0.0 0.0 26.3 35.5 36.4: 64.5 63.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 3 4 21 8 34:
Old : 34: 4 9 1 4 21 8 31:
Other: 35: 4 10 2 2 21 6 33:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 12.1 34.0 17.9 33.6 12.1 33.6 17.9
Old : 23.9 13.1 25.3 19.2 23.5 13.0 24.3 18.7
Other: 35.5 12.6 35.5 19.0 35.5 12.6 35.5 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 31, 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 : 407,405: 121,752 60,523 77,272 171,182 243,355 370,206 381,150: 37,199 26,255
Old : 252,416: 106,812 74,872 26,014 99,096 132,873 231,922 233,759: 20,494 18,657
Other: 154,989: 48,664 19,375 17,534 72,086 110,482 138,284 147,391: 16,705 7,598
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,644: 622 8,998 238 3,245 -3,803 4,105 5,433: 1,539 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.9 19.0 42.0 59.7 90.9 93.6: 9.1 6.4
Old : 100.0: 42.3 29.7 10.3 39.3 52.6 91.9 92.6: 8.1 7.4
Other: 100.0: 31.4 12.5 11.3 46.5 71.3 89.2 95.1: 10.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 96 67 101 84 71 238 210:
Old : 286: 94 78 60 73 62 195 179:
Other: 209: 74 36 47 63 54 166 119:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 30.8 15.9 38.2 9.0 29.4 15.4 35.2
Old : 10.0 25.6 18.1 35.0 10.0 24.5 18.0 32.9
Other: 14.6 41.1 24.4 50.8 14.0 38.4 23.4 48.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 31, 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 : 563,250: 139,290 74,988 19,087 246,371 332,918 404,748 426,993: 158,502 136,257
Old : 563,250: 139,290 74,988 19,087 246,371 332,918 404,748 426,993: 158,502 136,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 24,571: 9,093 17,107 7,179 15,055 16,853 31,327 41,139: -6,756 -16,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.3 3.4 43.7 59.1 71.9 75.8: 28.1 24.2
Old : 100.0: 24.7 13.3 3.4 43.7 59.1 71.9 75.8: 28.1 24.2
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 : 134: 32 26 17 54 60 93 96:
Old : 134: 32 26 17 54 60 93 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 22.9 28.6 32.3 14.0 15.3 21.7 22.0
Old : 18.3 22.9 28.6 32.3 14.0 15.3 21.7 22.0
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 31, 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 : 615,744: 53,583 144,805 15,442 407,540 381,286 476,565 541,533: 139,179 74,211
Old : 615,744: 53,583 144,805 15,442 407,540 381,286 476,565 541,533: 139,179 74,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -17,254: 3,572 3,952 7,212 -19,615 -20,860 -8,831 -9,696: -8,423 -7,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.5 2.5 66.2 61.9 77.4 87.9: 22.6 12.1
Old : 100.0: 8.7 23.5 2.5 66.2 61.9 77.4 87.9: 22.6 12.1
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 : 93: 13 15 10 53 49 73 67:
Old : 93: 13 15 10 53 49 73 67:
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 : 24.4 45.4 39.0 56.6 21.9 44.7 32.3 54.7
Old : 24.4 45.4 39.0 56.6 21.9 44.7 32.3 54.7
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 31, 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 : 5,333: 2,132 1,016 531 2,344 3,637 5,007 5,184: 326 149
Old : 5,333: 2,132 1,016 531 2,344 3,637 5,007 5,184: 326 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 107: 196 25 -65 119 176 250 136: -143 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 19.1 10.0 44.0 68.2 93.9 97.2: 6.1 2.8
Old : 100.0: 40.0 19.1 10.0 44.0 68.2 93.9 97.2: 6.1 2.8
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 : 36: 13 6 4 10 14 26 21:
Old : 36: 13 6 4 10 14 26 21:
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 : 42.0 60.0 70.0 79.8 39.4 54.9 63.4 69.6
Old : 42.0 60.0 70.0 79.8 39.4 54.9 63.4 69.6
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 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 379,701: 119,118 32,279 42,215 165,921 278,085 327,254 352,579: 52,447 27,122
Old : 221,843: 86,866 29,109 13,909 86,960 161,309 187,735 204,327: 34,108 17,516
Other: 157,858: 45,682 16,600 14,876 78,961 116,776 139,519 148,252: 18,339 9,606
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,497: 5,280 3,453 -2,869 980 4,988 3,391 5,572: 2,106 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.5 11.1 43.7 73.2 86.2 92.9: 13.8 7.1
Old : 100.0: 39.2 13.1 6.3 39.2 72.7 84.6 92.1: 15.4 7.9
Other: 100.0: 28.9 10.5 9.4 50.0 74.0 88.4 93.9: 11.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 109 52 74 91 96 242 191:
Old : 277: 103 52 47 78 90 203 169:
Other: 200: 66 33 33 73 64 157 114:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 36.8 18.9 44.1 12.1 34.2 17.1 39.3
Old : 13.3 34.9 20.1 43.5 13.3 33.3 20.1 41.1
Other: 17.1 39.9 28.8 50.5 16.1 35.5 25.9 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 31, 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 : 9,753: 2,042 1,649 234 5,051 6,350 7,327 8,233: 2,426 1,520
Old : 6,715: 1,972 1,227 0 2,884 4,545 4,856 5,772: 1,859 943
Other: 3,038: 268 620 36 2,167 1,805 2,471 2,461: 567 577
: : :
: : Changes in Commitments from: May 24, 2016 :
: -83: 316 80 -107 5 -206 214 -233: -297 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.9 2.4 51.8 65.1 75.1 84.4: 24.9 15.6
Old : 100.0: 29.4 18.3 0.0 42.9 67.7 72.3 86.0: 27.7 14.0
Other: 100.0: 8.8 20.4 1.2 71.3 59.4 81.3 81.0: 18.7 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 15 6 21 17 40 34:
Old : 50: 19 10 0 14 10 33 20:
Other: 34: 6 6 3 14 15 22 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 45.8 51.3 59.6 39.8 45.1 50.7 56.4
Old : 39.7 59.0 50.6 69.9 39.7 57.2 50.6 68.0
Other: 58.0 42.2 68.4 61.3 57.6 40.9 66.7 57.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 31, 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 : 1,004,111: 106,972 299,769 38,955 733,875 523,688 879,802 862,412: 124,309 141,699
Old : 1,004,111: 106,972 299,769 38,955 733,875 523,688 879,802 862,412: 124,309 141,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -177,226: -27,689 17,678 -27,781 -120,878 -137,145 -176,348 -147,248: -878 -29,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.9 3.9 73.1 52.2 87.6 85.9: 12.4 14.1
Old : 100.0: 10.7 29.9 3.9 73.1 52.2 87.6 85.9: 12.4 14.1
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 : 233: 35 70 35 81 105 137 189:
Old : 233: 35 70 35 81 105 137 189:
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 : 26.1 20.6 37.8 28.9 23.3 20.0 31.6 27.4
Old : 26.1 20.6 37.8 28.9 23.3 20.0 31.6 27.4
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 31, 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 : 2,618,379: 404,590 545,552 109,178 1,769,370 1,555,774 2,283,138 2,210,504: 335,241 407,875
Old : 2,618,379: 404,590 545,552 109,178 1,769,370 1,555,774 2,283,138 2,210,504: 335,241 407,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -208,069: -59,657 1,053 -14,379 -84,802 -109,863 -158,838 -123,189: -49,231 -84,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.8 4.2 67.6 59.4 87.2 84.4: 12.8 15.6
Old : 100.0: 15.5 20.8 4.2 67.6 59.4 87.2 84.4: 12.8 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 : 340: 65 84 56 142 150 242 255:
Old : 340: 65 84 56 142 150 242 255:
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 : 32.7 16.0 38.9 24.6 29.2 12.0 34.7 19.0
Old : 32.7 16.0 38.9 24.6 29.2 12.0 34.7 19.0
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 31, 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 : 158,870: 14,150 14,091 253 93,398 73,516 107,801 87,860: 51,069 71,010
Old : 158,870: 14,150 14,091 253 93,398 73,516 107,801 87,860: 51,069 71,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 8,288: -2,939 -4,746 -25 11,738 13,205 8,774 8,434: -486 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 0.2 58.8 46.3 67.9 55.3: 32.1 44.7
Old : 100.0: 8.9 8.9 0.2 58.8 46.3 67.9 55.3: 32.1 44.7
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 : 29: 2 4 1 16 16 18 21:
Old : 29: 2 4 1 16 16 18 21:
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 : 33.8 28.1 51.5 39.3 29.5 25.0 44.1 32.9
Old : 33.8 28.1 51.5 39.3 29.5 25.0 44.1 32.9
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 31, 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 : 2,554,079: 277,590 473,576 95,544 1,924,845 1,631,739 2,297,979 2,200,859: 256,100 353,220
Old : 2,554,079: 277,590 473,576 95,544 1,924,845 1,631,739 2,297,979 2,200,859: 256,100 353,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -168,665: -13,274 42,549 11,057 -43,661 -89,007 -45,878 -35,401: -122,787 -133,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.5 3.7 75.4 63.9 90.0 86.2: 10.0 13.8
Old : 100.0: 10.9 18.5 3.7 75.4 63.9 90.0 86.2: 10.0 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 : 276: 46 66 40 95 139 166 220:
Old : 276: 46 66 40 95 139 166 220:
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 : 38.9 18.2 48.0 30.0 35.2 15.3 43.3 25.7
Old : 38.9 18.2 48.0 30.0 35.2 15.3 43.3 25.7
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, May 31, 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 : 1,007,504: 40,805 165,740 223,189 723,591 568,694 987,585 957,623: 19,919 49,881
Old : 1,007,504: 40,805 165,740 223,189 723,591 568,694 987,585 957,623: 19,919 49,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 52,618: 20,696 15,760 723 36,097 35,863 57,516 52,346: -4,898 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.5 22.2 71.8 56.4 98.0 95.0: 2.0 5.0
Old : 100.0: 4.1 16.5 22.2 71.8 56.4 98.0 95.0: 2.0 5.0
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 : 132: 15 48 40 53 66 96 128:
Old : 132: 15 48 40 53 66 96 128:
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 : 36.9 25.9 55.1 37.6 28.2 10.7 35.5 17.1
Old : 36.9 25.9 55.1 37.6 28.2 10.7 35.5 17.1
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 31, 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 : 61,198: 27,604 14,235 225 25,644 37,264 53,473 51,723: 7,726 9,475
Old : 61,198: 27,604 14,235 225 25,644 37,264 53,473 51,723: 7,726 9,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,418: 251 559 -314 2,476 2,438 2,414 2,683: 5 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 23.3 0.4 41.9 60.9 87.4 84.5: 12.6 15.5
Old : 100.0: 45.1 23.3 0.4 41.9 60.9 87.4 84.5: 12.6 15.5
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 : 113: 34 29 3 35 23 71 53:
Old : 113: 34 29 3 35 23 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.6 48.2 55.1 31.2 40.6 48.0 54.9
Old : 31.2 40.6 48.2 55.1 31.2 40.6 48.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 31, 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 : 122,396: 55,208 28,470 449 51,288 74,527 106,945 103,446: 15,451 18,950
Old : 122,396: 55,208 28,470 449 51,288 74,527 106,945 103,446: 15,451 18,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 4,836: 502 1,117 -627 4,952 4,875 4,827 5,365: 9 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 23.3 0.4 41.9 60.9 87.4 84.5: 12.6 15.5
Old : 100.0: 45.1 23.3 0.4 41.9 60.9 87.4 84.5: 12.6 15.5
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 : 113: 34 29 3 35 23 71 53:
Old : 113: 34 29 3 35 23 71 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.6 48.2 55.1 31.2 40.6 48.0 54.9
Old : 31.2 40.6 48.2 55.1 31.2 40.6 48.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 31, 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 : 21,255: 18,927 19,683 918 1,243 645 21,088 21,246: 167 9
Old : 21,255: 18,927 19,683 918 1,243 645 21,088 21,246: 167 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,743: 2,078 1,750 -7 0 0 2,071 1,743: -328 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 92.6 4.3 5.8 3.0 99.2 100.0: 0.8 0.0
Old : 100.0: 89.0 92.6 4.3 5.8 3.0 99.2 100.0: 0.8 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 : 32: 20 10 3 2 1 23 13:
Old : 32: 20 10 3 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 : 76.9 74.7 91.2 91.6 74.4 74.7 85.4 88.8
Old : 76.9 74.7 91.2 91.6 74.4 74.7 85.4 88.8
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 31, 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 : 28,250: 21,020 10,492 72 6,970 17,591 28,062 28,155: 188 95
Old : 28,250: 21,020 10,492 72 6,970 17,591 28,062 28,155: 188 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -71: 106 -580 -113 -62 598 -69 -95: -2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 37.1 0.3 24.7 62.3 99.3 99.7: 0.7 0.3
Old : 100.0: 74.4 37.1 0.3 24.7 62.3 99.3 99.7: 0.7 0.3
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 : 45: 9 12 1 6 21 15 34:
Old : 45: 9 12 1 6 21 15 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 : 86.2 49.9 94.9 69.9 86.2 48.9 94.3 69.0
Old : 86.2 49.9 94.9 69.9 86.2 48.9 94.3 69.0
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, May 31, 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 : 30,830: 25,059 11,674 549 5,139 18,455 30,747 30,678: 83 152
Old : 30,830: 25,059 11,674 549 5,139 18,455 30,747 30,678: 83 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -687: 1,136 -702 545 -2,401 -533 -720 -690: 33 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 37.9 1.8 16.7 59.9 99.7 99.5: 0.3 0.5
Old : 100.0: 81.3 37.9 1.8 16.7 59.9 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 12 2 4 12 12 25:
Old : 34: 7 12 2 4 12 12 25:
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 61.2 97.6 82.2 89.4 61.2 95.4 82.2
Old : 89.4 61.2 97.6 82.2 89.4 61.2 95.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016