WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 07, 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 : 410,803: 107,306 156,200 68,340 187,597 147,322 363,243 371,862: 47,560 38,941
Old : 393,021: 101,998 155,857 63,616 181,361 138,788 346,975 358,261: 46,046 34,760
Other: 17,782: 8,248 3,283 1,784 6,236 8,534 16,268 13,601: 1,514 4,181
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,882: 4,788 -24,912 -8,772 -5,878 27,851 -9,862 -5,833: 4,980 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 38.0 16.6 45.7 35.9 88.4 90.5: 11.6 9.5
Old : 100.0: 26.0 39.7 16.2 46.1 35.3 88.3 91.2: 11.7 8.8
Other: 100.0: 46.4 18.5 10.0 35.1 48.0 91.5 76.5: 8.5 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 129 115 111 105 100 298 277:
Old : 389: 137 110 106 103 96 293 270:
Other: 91: 18 15 12 23 43 51 62:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 13.6 23.9 22.7 14.4 10.3 21.5 17.1
Old : 16.4 13.5 24.6 22.8 15.0 10.7 21.5 17.6
Other: 54.6 29.1 65.5 45.0 54.6 23.0 62.4 37.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 07, 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 : 227,192: 72,048 80,421 31,176 103,750 91,633 206,974 203,230: 20,218 23,962
Old : 223,094: 70,646 80,204 31,001 101,635 89,358 203,282 200,563: 19,812 22,531
Other: 4,098: 1,569 384 8 2,115 2,275 3,692 2,667: 406 1,431
: : :
: : Changes in Commitments from: May 31, 2016 :
: -3,081: 2,264 -8,422 -3,640 -1,696 8,453 -3,072 -3,609: -9 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 35.4 13.7 45.7 40.3 91.1 89.5: 8.9 10.5
Old : 100.0: 31.7 36.0 13.9 45.6 40.1 91.1 89.9: 8.9 10.1
Other: 100.0: 38.3 9.4 0.2 51.6 55.5 90.1 65.1: 9.9 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 71 58 56 85 77 176 176:
Old : 239: 70 59 56 85 76 176 175:
Other: 49: 5 6 1 15 27 21 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 : 17.9 21.8 27.2 33.1 12.7 14.2 18.9 23.0
Old : 18.2 22.2 27.5 33.7 12.8 14.5 19.1 23.5
Other: 68.0 46.0 79.2 55.9 68.0 43.0 78.6 52.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 07, 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 : 1,466,703: 498,527 171,012 209,610 624,214 875,140 1,332,351 1,255,762: 134,352 210,941
Old : 867,121: 388,660 205,659 61,103 345,274 507,663 795,037 774,425: 72,084 92,696
Other: 599,582: 225,678 81,164 32,696 278,940 367,477 537,314 481,337: 62,268 118,245
: : :
: : Changes in Commitments from: May 31, 2016 :
: 55,451: 58,887 -19,780 2,489 -9,643 59,571 51,733 42,280: 3,718 13,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.7 14.3 42.6 59.7 90.8 85.6: 9.2 14.4
Old : 100.0: 44.8 23.7 7.0 39.8 58.5 91.7 89.3: 8.3 10.7
Other: 100.0: 37.6 13.5 5.5 46.5 61.3 89.6 80.3: 10.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 213 136 195 234 334 556 580:
Old : 699: 198 127 116 182 293 436 486:
Other: 643: 150 114 80 164 300 352 465:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 14.3 18.3 23.0 9.9 10.5 17.1 17.0
Old : 14.1 18.6 24.0 28.6 14.1 18.5 24.0 27.7
Other: 14.7 17.2 24.0 23.9 13.1 13.5 21.5 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 07, 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 : 10,989: 2,940 3,964 1,038 2,772 3,549 6,750 8,551: 4,239 2,438
Old : 10,989: 2,940 3,964 1,038 2,772 3,549 6,750 8,551: 4,239 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 460: -128 82 414 -178 -26 108 470: 352 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 36.1 9.4 25.2 32.3 61.4 77.8: 38.6 22.2
Old : 100.0: 26.8 36.1 9.4 25.2 32.3 61.4 77.8: 38.6 22.2
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 : 49: 10 17 9 14 13 31 35:
Old : 49: 10 17 9 14 13 31 35:
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 : 34.4 36.0 43.0 48.6 28.4 35.0 36.7 45.9
Old : 34.4 36.0 43.0 48.6 28.4 35.0 36.7 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, June 07, 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 : 872,273: 322,060 79,883 114,041 373,333 572,914 809,434 766,838: 62,839 105,435
Old : 356,021: 171,296 72,065 25,374 128,572 224,934 325,242 322,373: 30,779 33,648
Other: 516,252: 199,399 56,453 40,032 244,761 347,980 484,192 444,465: 32,060 71,787
: : :
: : Changes in Commitments from: May 31, 2016 :
: -13,362: 8,583 95 -16,590 -10,223 5,161 -18,230 -11,334: 4,868 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.2 13.1 42.8 65.7 92.8 87.9: 7.2 12.1
Old : 100.0: 48.1 20.2 7.1 36.1 63.2 91.4 90.5: 8.6 9.5
Other: 100.0: 38.6 10.9 7.8 47.4 67.4 93.8 86.1: 6.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 232 144 193 191 251 522 510:
Old : 596: 192 132 84 122 219 363 389:
Other: 599: 187 135 130 159 223 408 432:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 14.0 22.2 22.6 12.9 12.4 18.8 19.9
Old : 13.5 16.7 22.2 27.3 12.1 15.9 20.7 24.5
Other: 21.3 15.2 30.3 24.5 19.8 13.4 26.7 21.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 07, 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 : 34,075: 12,735 3,642 58 66 9,203 12,859 12,903: 21,216 21,172
Old : 4,536: 1,170 521 20 61 886 1,251 1,427: 3,285 3,109
Other: 29,539: 11,595 3,151 8 5 8,317 11,608 11,476: 17,931 18,063
: : :
: : Changes in Commitments from: May 31, 2016 :
: 2,224: 2,019 589 35 -10 1,151 2,044 1,775: 180 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.7 0.2 0.2 27.0 37.7 37.9: 62.3 62.1
Old : 100.0: 25.8 11.5 0.4 1.3 19.5 27.6 31.5: 72.4 68.5
Other: 100.0: 39.3 10.7 0.0 0.0 28.2 39.3 38.9: 60.7 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 11 5 6 24 12 40:
Old : 38: 5 11 1 5 21 10 33:
Other: 41: 6 11 3 3 24 9 38:
:----------------------------------------------------------------------------------------------------
: 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 12.4 37.7 18.1 36.0 12.4 37.4 18.0
Old : 26.1 14.3 27.5 21.0 25.9 14.3 26.5 20.4
Other: 37.8 12.5 39.3 18.7 37.8 12.5 39.3 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 07, 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 : 405,541: 119,494 58,853 78,610 171,838 240,010 369,942 377,473: 35,599 28,068
Old : 224,018: 100,328 64,155 20,704 84,871 121,012 205,903 205,871: 18,115 18,147
Other: 181,523: 53,742 29,274 23,330 86,967 118,998 164,039 171,602: 17,484 9,921
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,864: -2,258 -1,670 1,338 656 -3,345 -264 -3,677: -1,600 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 14.5 19.4 42.4 59.2 91.2 93.1: 8.8 6.9
Old : 100.0: 44.8 28.6 9.2 37.9 54.0 91.9 91.9: 8.1 8.1
Other: 100.0: 29.6 16.1 12.9 47.9 65.6 90.4 94.5: 9.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 101 73 99 84 70 243 212:
Old : 282: 101 76 63 72 58 196 179:
Other: 218: 73 51 51 63 53 165 133:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 28.7 16.5 36.7 8.9 26.8 15.6 33.3
Old : 11.5 23.4 20.4 34.8 11.0 22.7 19.6 33.2
Other: 15.9 37.7 25.9 46.6 15.4 35.6 24.8 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 07, 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 : 567,518: 155,585 64,837 14,955 234,983 352,488 405,523 432,280: 161,995 135,238
Old : 567,518: 155,585 64,837 14,955 234,983 352,488 405,523 432,280: 161,995 135,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,268: 16,295 -10,151 -4,132 -11,388 19,570 775 5,287: 3,493 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.4 2.6 41.4 62.1 71.5 76.2: 28.5 23.8
Old : 100.0: 27.4 11.4 2.6 41.4 62.1 71.5 76.2: 28.5 23.8
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 : 143: 36 25 12 54 64 95 96:
Old : 143: 36 25 12 54 64 95 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 : 17.0 21.1 26.3 30.9 13.9 16.5 21.8 23.8
Old : 17.0 21.1 26.3 30.9 13.9 16.5 21.8 23.8
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, June 07, 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 : 607,403: 52,565 143,140 16,485 400,381 372,678 469,431 532,303: 137,972 75,100
Old : 607,403: 52,565 143,140 16,485 400,381 372,678 469,431 532,303: 137,972 75,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -8,341: -1,018 -1,665 1,043 -7,159 -8,608 -7,134 -9,230: -1,207 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.6 2.7 65.9 61.4 77.3 87.6: 22.7 12.4
Old : 100.0: 8.7 23.6 2.7 65.9 61.4 77.3 87.6: 22.7 12.4
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 : 97: 14 15 9 55 50 76 67:
Old : 97: 14 15 9 55 50 76 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 : 24.0 44.3 38.8 55.7 21.2 43.4 31.3 53.3
Old : 24.0 44.3 38.8 55.7 21.2 43.4 31.3 53.3
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, June 07, 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 : 5,430: 2,622 1,134 475 1,914 3,646 5,011 5,255: 419 175
Old : 5,430: 2,622 1,134 475 1,914 3,646 5,011 5,255: 419 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 97: 490 118 -56 -430 9 4 71: 93 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 20.9 8.7 35.2 67.1 92.3 96.8: 7.7 3.2
Old : 100.0: 48.3 20.9 8.7 35.2 67.1 92.3 96.8: 7.7 3.2
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 : 38: 17 4 4 10 14 29 20:
Old : 38: 17 4 4 10 14 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 62.9 63.6 82.2 37.3 57.0 58.0 71.1
Old : 38.0 62.9 63.6 82.2 37.3 57.0 58.0 71.1
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, June 07, 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 : 381,841: 118,084 30,243 47,337 163,843 277,489 329,264 355,069: 52,577 26,772
Old : 201,111: 76,027 26,846 13,475 79,629 144,994 169,131 185,315: 31,980 15,796
Other: 180,730: 55,969 17,309 19,950 84,214 132,495 160,133 169,754: 20,597 10,976
: : :
: : Changes in Commitments from: May 31, 2016 :
: 2,140: -1,034 -2,036 5,122 -2,078 -596 2,010 2,490: 130 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.9 12.4 42.9 72.7 86.2 93.0: 13.8 7.0
Old : 100.0: 37.8 13.3 6.7 39.6 72.1 84.1 92.1: 15.9 7.9
Other: 100.0: 31.0 9.6 11.0 46.6 73.3 88.6 93.9: 11.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 112 45 77 89 93 240 193:
Old : 268: 103 46 42 74 87 194 161:
Other: 210: 69 37 48 72 68 167 132:
:----------------------------------------------------------------------------------------------------
: 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 33.6 18.2 40.8 12.0 31.2 17.1 36.6
Old : 12.9 32.0 20.4 41.2 12.8 30.8 20.1 39.2
Other: 15.4 35.5 24.7 47.5 14.2 31.7 23.0 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 07, 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: 2,035 1,768 179 5,076 6,288 7,290 8,235: 2,463 1,518
Old : 5,628: 1,622 1,293 0 2,541 3,459 4,163 4,752: 1,465 876
Other: 4,125: 528 590 64 2,535 2,829 3,127 3,483: 998 642
: : :
: : Changes in Commitments from: May 31, 2016 :
: 0: -7 119 -55 25 -62 -37 2: 37 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.1 1.8 52.0 64.5 74.7 84.4: 25.3 15.6
Old : 100.0: 28.8 23.0 0.0 45.1 61.5 74.0 84.4: 26.0 15.6
Other: 100.0: 12.8 14.3 1.6 61.5 68.6 75.8 84.4: 24.2 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 15 6 21 15 39 33:
Old : 46: 15 13 0 11 9 26 22:
Other: 36: 8 6 4 15 14 25 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 : 40.3 47.0 51.7 60.4 40.3 46.3 50.9 58.7
Old : 38.5 56.6 52.6 68.1 38.5 54.8 52.6 66.3
Other: 51.4 47.1 62.5 63.0 51.4 45.5 62.5 60.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 07, 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 : 970,520: 97,427 304,154 30,681 724,007 491,058 852,115 825,893: 118,405 144,627
Old : 970,520: 97,427 304,154 30,681 724,007 491,058 852,115 825,893: 118,405 144,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -33,591: -9,545 4,385 -8,274 -9,868 -32,630 -27,687 -36,519: -5,904 2,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 31.3 3.2 74.6 50.6 87.8 85.1: 12.2 14.9
Old : 100.0: 10.0 31.3 3.2 74.6 50.6 87.8 85.1: 12.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 37 67 33 79 101 136 181:
Old : 231: 37 67 33 79 101 136 181:
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 : 28.3 22.1 40.9 30.4 26.1 22.0 35.0 28.7
Old : 28.3 22.1 40.9 30.4 26.1 22.0 35.0 28.7
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, June 07, 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 : 2,706,443: 510,956 495,761 97,358 1,752,416 1,683,907 2,360,730 2,277,026: 345,713 429,417
Old : 2,706,443: 510,956 495,761 97,358 1,752,416 1,683,907 2,360,730 2,277,026: 345,713 429,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 88,064: 106,366 -49,791 -11,820 -16,954 128,133 77,592 66,522: 10,472 21,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.3 3.6 64.7 62.2 87.2 84.1: 12.8 15.9
Old : 100.0: 18.9 18.3 3.6 64.7 62.2 87.2 84.1: 12.8 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 74 80 58 137 154 246 257:
Old : 350: 74 80 58 137 154 246 257:
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 16.6 38.5 25.6 27.4 12.5 34.0 19.7
Old : 31.2 16.6 38.5 25.6 27.4 12.5 34.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, June 07, 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 : 142,745: 7,937 14,291 427 73,465 63,760 81,829 78,478: 60,916 64,267
Old : 142,745: 7,937 14,291 427 73,465 63,760 81,829 78,478: 60,916 64,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -16,125: -6,213 200 174 -19,933 -9,756 -25,972 -9,382: 9,847 -6,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.0 0.3 51.5 44.7 57.3 55.0: 42.7 45.0
Old : 100.0: 5.6 10.0 0.3 51.5 44.7 57.3 55.0: 42.7 45.0
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 : 27: 2 3 2 14 16 16 21:
Old : 27: 2 3 2 14 16 16 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 : 27.1 29.4 43.2 38.7 24.1 29.3 38.8 38.3
Old : 27.1 29.4 43.2 38.7 24.1 29.3 38.8 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 07, 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 : 2,558,386: 282,848 508,720 67,769 1,954,195 1,641,230 2,304,812 2,217,719: 253,574 340,667
Old : 2,558,386: 282,848 508,720 67,769 1,954,195 1,641,230 2,304,812 2,217,719: 253,574 340,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,307: 5,258 35,144 -27,775 29,350 9,491 6,833 16,860: -2,526 -12,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.9 2.6 76.4 64.2 90.1 86.7: 9.9 13.3
Old : 100.0: 11.1 19.9 2.6 76.4 64.2 90.1 86.7: 9.9 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 : 289: 43 71 37 99 147 168 229:
Old : 289: 43 71 37 99 147 168 229:
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 : 39.3 17.2 48.8 27.7 35.8 15.7 44.0 24.1
Old : 39.3 17.2 48.8 27.7 35.8 15.7 44.0 24.1
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, June 07, 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 : 907,876: 42,788 137,442 176,844 670,329 541,209 889,961 855,495: 17,915 52,381
Old : 907,876: 42,788 137,442 176,844 670,329 541,209 889,961 855,495: 17,915 52,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -99,628: 1,983 -28,298 -46,345 -53,262 -27,485 -97,624 -102,128: -2,004 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 15.1 19.5 73.8 59.6 98.0 94.2: 2.0 5.8
Old : 100.0: 4.7 15.1 19.5 73.8 59.6 98.0 94.2: 2.0 5.8
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 : 130: 13 45 36 52 69 89 128:
Old : 130: 13 45 36 52 69 89 128:
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 : 37.3 21.2 54.2 31.9 29.7 12.1 38.1 19.2
Old : 37.3 21.2 54.2 31.9 29.7 12.1 38.1 19.2
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, June 07, 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 : 65,122: 28,402 15,593 239 28,029 39,875 56,669 55,706: 8,453 9,416
Old : 65,122: 28,402 15,593 239 28,029 39,875 56,669 55,706: 8,453 9,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 3,924: 798 1,358 14 2,385 2,612 3,197 3,983: 727 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 23.9 0.4 43.0 61.2 87.0 85.5: 13.0 14.5
Old : 100.0: 43.6 23.9 0.4 43.0 61.2 87.0 85.5: 13.0 14.5
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 : 111: 33 29 2 37 24 72 53:
Old : 111: 33 29 2 37 24 72 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 : 30.7 38.7 46.3 53.4 30.7 38.6 46.1 53.0
Old : 30.7 38.7 46.3 53.4 30.7 38.6 46.1 53.0
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, June 07, 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 : 130,243: 56,804 31,185 477 56,057 79,750 113,338 111,412: 16,905 18,831
Old : 130,243: 56,804 31,185 477 56,057 79,750 113,338 111,412: 16,905 18,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 7,847: 1,596 2,715 28 4,769 5,223 6,393 7,966: 1,454 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 23.9 0.4 43.0 61.2 87.0 85.5: 13.0 14.5
Old : 100.0: 43.6 23.9 0.4 43.0 61.2 87.0 85.5: 13.0 14.5
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 : 111: 33 29 2 37 24 72 53:
Old : 111: 33 29 2 37 24 72 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 : 30.7 38.7 46.3 53.4 30.7 38.6 46.1 53.0
Old : 30.7 38.7 46.3 53.4 30.7 38.6 46.1 53.0
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, June 07, 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 : 22,245: 19,370 20,377 1,313 1,391 555 22,074 22,245: 171 0
Old : 22,245: 19,370 20,377 1,313 1,391 555 22,074 22,245: 171 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 990: 443 694 395 148 -90 986 999: 4 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 91.6 5.9 6.3 2.5 99.2 100.0: 0.8 0.0
Old : 100.0: 87.1 91.6 5.9 6.3 2.5 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 : 33: 21 10 4 2 1 25 13:
Old : 33: 21 10 4 2 1 25 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 : 73.3 75.3 86.9 91.5 70.9 73.5 82.1 87.9
Old : 73.3 75.3 86.9 91.5 70.9 73.5 82.1 87.9
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, June 07, 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 : 32,408: 20,815 9,928 212 11,257 22,161 32,284 32,301: 124 107
Old : 32,408: 20,815 9,928 212 11,257 22,161 32,284 32,301: 124 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,158: -205 -564 140 4,287 4,570 4,222 4,146: -64 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 30.6 0.7 34.7 68.4 99.6 99.7: 0.4 0.3
Old : 100.0: 64.2 30.6 0.7 34.7 68.4 99.6 99.7: 0.4 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 : 41: 9 10 1 6 20 15 31:
Old : 41: 9 10 1 6 20 15 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 : 84.5 52.1 94.5 71.9 77.0 45.1 83.1 62.9
Old : 84.5 52.1 94.5 71.9 77.0 45.1 83.1 62.9
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, June 07, 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 : 35,686: 26,614 11,018 252 8,771 24,312 35,637 35,582: 49 104
Old : 35,686: 26,614 11,018 252 8,771 24,312 35,637 35,582: 49 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,856: 1,555 -656 -297 3,632 5,857 4,890 4,904: -34 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 30.9 0.7 24.6 68.1 99.9 99.7: 0.1 0.3
Old : 100.0: 74.6 30.9 0.7 24.6 68.1 99.9 99.7: 0.1 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 : 31: 9 8 1 4 13 13 22:
Old : 31: 9 8 1 4 13 13 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 : 89.9 56.8 97.7 80.4 76.2 53.0 82.7 72.3
Old : 89.9 56.8 97.7 80.4 76.2 53.0 82.7 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016