WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 14, 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 : 419,835: 111,784 156,488 67,903 197,030 156,188 376,717 380,579: 43,118 39,256
Old : 397,101: 105,900 155,778 61,552 188,329 144,842 355,781 362,172: 41,320 34,929
Other: 22,734: 9,865 4,691 2,370 8,701 11,346 20,936 18,407: 1,798 4,327
: : :
: : Changes in Commitments from: June 7, 2016 :
: 9,032: 4,478 288 -437 9,433 8,866 13,474 8,717: -4,442 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 37.3 16.2 46.9 37.2 89.7 90.6: 10.3 9.4
Old : 100.0: 26.7 39.2 15.5 47.4 36.5 89.6 91.2: 10.4 8.8
Other: 100.0: 43.4 20.6 10.4 38.3 49.9 92.1 81.0: 7.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 124 128 124 108 102 308 292:
Old : 394: 133 120 119 106 99 303 282:
Other: 107: 17 25 15 25 47 56 78:
:----------------------------------------------------------------------------------------------------
: 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 11.9 23.1 21.6 13.2 9.8 20.7 16.7
Old : 15.2 11.8 23.8 21.6 13.9 10.4 21.5 17.7
Other: 52.5 26.4 66.8 41.3 52.3 20.3 63.0 33.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 14, 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 : 226,906: 75,995 72,856 31,407 100,469 97,513 207,871 201,776: 19,035 25,130
Old : 221,321: 74,434 72,612 30,869 97,583 94,293 202,886 197,774: 18,435 23,547
Other: 5,585: 2,094 777 5 2,886 3,220 4,985 4,002: 600 1,583
: : :
: : Changes in Commitments from: June 7, 2016 :
: -286: 3,947 -7,565 231 -3,281 5,880 897 -1,454: -1,183 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 32.1 13.8 44.3 43.0 91.6 88.9: 8.4 11.1
Old : 100.0: 33.6 32.8 13.9 44.1 42.6 91.7 89.4: 8.3 10.6
Other: 100.0: 37.5 13.9 0.1 51.7 57.7 89.3 71.7: 10.7 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 75 59 56 86 82 181 182:
Old : 246: 71 59 56 86 81 179 181:
Other: 62: 9 8 1 16 33 25 42:
:----------------------------------------------------------------------------------------------------
: 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 21.2 27.0 31.0 13.3 13.3 20.1 20.3
Old : 18.5 21.7 27.1 31.7 13.4 14.0 20.4 21.1
Other: 68.1 46.6 79.1 58.8 68.1 44.4 78.9 56.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 14, 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 : 1,480,701: 526,413 163,888 207,146 615,312 895,377 1,348,871 1,266,411: 131,830 214,290
Old : 822,866: 384,446 198,402 51,291 320,502 488,166 756,239 737,859: 66,627 85,007
Other: 657,835: 265,871 89,390 31,951 294,810 407,211 592,632 528,552: 65,203 129,283
: : :
: : Changes in Commitments from: June 7, 2016 :
: 13,998: 27,886 -7,124 -2,464 -8,902 20,237 16,520 10,649: -2,522 3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.1 14.0 41.6 60.5 91.1 85.5: 8.9 14.5
Old : 100.0: 46.7 24.1 6.2 38.9 59.3 91.9 89.7: 8.1 10.3
Other: 100.0: 40.4 13.6 4.9 44.8 61.9 90.1 80.3: 9.9 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 227 129 187 244 356 570 598:
Old : 693: 190 121 106 176 305 414 486:
Other: 683: 163 119 82 179 326 388 486:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 13.5 18.1 21.5 10.3 10.3 17.1 16.8
Old : 13.4 19.0 23.2 28.9 12.9 18.8 22.7 28.3
Other: 13.2 13.7 22.1 20.5 11.8 10.2 20.2 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 14, 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 : 9,881: 2,746 3,404 663 2,829 3,907 6,238 7,974: 3,643 1,907
Old : 9,881: 2,746 3,404 663 2,829 3,907 6,238 7,974: 3,643 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,108: -194 -560 -375 57 358 -512 -577: -596 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 34.4 6.7 28.6 39.5 63.1 80.7: 36.9 19.3
Old : 100.0: 27.8 34.4 6.7 28.6 39.5 63.1 80.7: 36.9 19.3
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 : 50: 12 17 8 15 12 32 34:
Old : 50: 12 17 8 15 12 32 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 : 32.7 37.9 42.0 52.7 29.1 36.7 37.7 49.3
Old : 32.7 37.9 42.0 52.7 29.1 36.7 37.7 49.3
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 14, 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 : 882,500: 323,155 76,047 122,550 374,778 582,142 820,483 780,739: 62,017 101,761
Old : 276,247: 137,642 57,932 27,206 87,299 164,205 252,147 249,343: 24,100 26,904
Other: 606,253: 227,748 60,350 53,109 287,479 417,937 568,336 531,396: 37,917 74,857
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,227: 1,095 -3,836 8,509 1,445 9,228 11,049 13,901: -822 -3,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.6 13.9 42.5 66.0 93.0 88.5: 7.0 11.5
Old : 100.0: 49.8 21.0 9.8 31.6 59.4 91.3 90.3: 8.7 9.7
Other: 100.0: 37.6 10.0 8.8 47.4 68.9 93.7 87.7: 6.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 244 134 182 196 255 525 503:
Old : 560: 177 114 71 125 205 342 355:
Other: 624: 184 153 127 158 240 416 456:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 14.5 22.0 24.2 12.8 12.6 18.9 20.8
Old : 13.3 17.2 22.8 27.2 13.2 16.5 20.8 25.0
Other: 19.0 16.0 28.1 25.6 16.5 14.1 24.5 22.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 14, 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 : 35,079: 13,314 4,834 44 60 9,706 13,418 14,584: 21,661 20,495
Old : 3,555: 1,256 600 5 57 532 1,318 1,137: 2,237 2,418
Other: 31,524: 12,091 4,267 6 3 9,174 12,100 13,447: 19,424 18,077
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,004: 579 1,192 -14 -6 503 559 1,681: 445 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 13.8 0.1 0.2 27.7 38.3 41.6: 61.7 58.4
Old : 100.0: 35.3 16.9 0.1 1.6 15.0 37.1 32.0: 62.9 68.0
Other: 100.0: 38.4 13.5 0.0 0.0 29.1 38.4 42.7: 61.6 57.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 16 3 4 25 8 44:
Old : 40: 2 15 1 3 22 6 38:
Other: 45: 4 16 1 2 25 6 42:
:----------------------------------------------------------------------------------------------------
: 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 : 38.1 11.6 38.3 17.4 38.0 11.6 38.0 17.3
Old : 36.8 12.1 37.1 19.0 36.1 11.8 36.1 18.4
Other: 38.4 12.4 38.4 18.6 38.4 12.4 38.4 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 14, 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 : 399,567: 124,339 44,130 77,183 161,712 249,738 363,234 371,051: 36,333 28,516
Old : 180,613: 90,847 35,040 16,366 56,659 113,653 163,872 165,059: 16,741 15,554
Other: 218,954: 64,835 40,433 29,474 105,053 136,085 199,362 205,992: 19,592 12,962
: : :
: : Changes in Commitments from: June 7, 2016 :
: -5,974: 4,845 -14,723 -1,427 -10,126 9,728 -6,708 -6,422: 734 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 11.0 19.3 40.5 62.5 90.9 92.9: 9.1 7.1
Old : 100.0: 50.3 19.4 9.1 31.4 62.9 90.7 91.4: 9.3 8.6
Other: 100.0: 29.6 18.5 13.5 48.0 62.2 91.1 94.1: 8.9 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 105 59 106 80 72 245 208:
Old : 252: 102 52 57 63 60 187 150:
Other: 238: 69 72 65 64 52 179 153:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 31.8 16.4 40.0 9.3 30.1 15.9 37.1
Old : 12.9 29.2 22.6 41.0 12.8 28.3 22.5 39.6
Other: 13.7 35.9 23.0 45.1 13.5 33.9 22.4 42.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 14, 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 : 586,565: 162,239 84,962 17,630 241,301 350,306 421,170 452,898: 165,395 133,667
Old : 586,565: 162,239 84,962 17,630 241,301 350,306 421,170 452,898: 165,395 133,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 19,047: 6,654 20,125 2,675 6,318 -2,182 15,647 20,618: 3,400 -1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.5 3.0 41.1 59.7 71.8 77.2: 28.2 22.8
Old : 100.0: 27.7 14.5 3.0 41.1 59.7 71.8 77.2: 28.2 22.8
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 : 154: 40 30 17 55 64 100 106:
Old : 154: 40 30 17 55 64 100 106:
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 : 16.6 20.6 26.5 30.4 13.6 16.2 22.2 24.4
Old : 16.6 20.6 26.5 30.4 13.6 16.2 22.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 14, 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 : 617,607: 56,750 143,331 17,660 405,049 385,443 479,459 546,434: 138,148 71,173
Old : 617,607: 56,750 143,331 17,660 405,049 385,443 479,459 546,434: 138,148 71,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,204: 4,185 191 1,175 4,668 12,765 10,028 14,131: 176 -3,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.2 2.9 65.6 62.4 77.6 88.5: 22.4 11.5
Old : 100.0: 9.2 23.2 2.9 65.6 62.4 77.6 88.5: 22.4 11.5
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 : 103: 14 17 7 58 53 77 72:
Old : 103: 14 17 7 58 53 77 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 43.4 38.5 54.8 20.8 42.4 31.4 52.3
Old : 23.3 43.4 38.5 54.8 20.8 42.4 31.4 52.3
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 14, 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 : 5,128: 2,565 626 740 1,423 3,613 4,728 4,979: 400 149
Old : 5,128: 2,565 626 740 1,423 3,613 4,728 4,979: 400 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -302: -57 -508 265 -491 -33 -283 -276: -19 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 12.2 14.4 27.7 70.5 92.2 97.1: 7.8 2.9
Old : 100.0: 50.0 12.2 14.4 27.7 70.5 92.2 97.1: 7.8 2.9
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 : 38: 15 5 4 9 15 27 21:
Old : 38: 15 5 4 9 15 27 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 : 41.7 56.5 63.7 79.9 39.0 48.2 57.2 62.8
Old : 41.7 56.5 63.7 79.9 39.0 48.2 57.2 62.8
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 14, 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 : 395,471: 118,666 30,773 52,852 170,233 282,920 341,751 366,545: 53,720 28,926
Old : 159,374: 62,184 25,471 8,696 59,738 111,046 130,618 145,213: 28,756 14,161
Other: 236,097: 76,799 25,619 23,839 110,495 171,874 211,133 221,332: 24,964 14,765
: : :
: : Changes in Commitments from: June 7, 2016 :
: 13,630: 582 530 5,515 6,390 5,431 12,487 11,476: 1,143 2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.8 13.4 43.0 71.5 86.4 92.7: 13.6 7.3
Old : 100.0: 39.0 16.0 5.5 37.5 69.7 82.0 91.1: 18.0 8.9
Other: 100.0: 32.5 10.9 10.1 46.8 72.8 89.4 93.7: 10.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 106 48 85 95 98 250 206:
Old : 259: 95 43 32 76 89 186 152:
Other: 241: 79 51 53 73 77 183 155:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 32.5 18.9 40.7 11.5 29.7 16.4 35.4
Old : 16.9 27.9 24.2 38.0 16.9 26.7 24.1 35.4
Other: 14.4 36.2 22.5 46.8 14.0 32.1 21.5 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 14, 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 : 9,764: 2,229 1,707 245 4,792 6,333 7,266 8,285: 2,498 1,479
Old : 4,303: 769 987 0 2,201 2,584 2,970 3,571: 1,333 732
Other: 5,461: 1,594 854 111 2,591 3,749 4,296 4,714: 1,165 747
: : :
: : Changes in Commitments from: June 7, 2016 :
: 11: 194 -61 66 -284 45 -24 50: 35 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.5 2.5 49.1 64.9 74.4 84.9: 25.6 15.1
Old : 100.0: 17.9 22.9 0.0 51.2 60.1 69.0 83.0: 31.0 17.0
Other: 100.0: 29.2 15.6 2.0 47.4 68.7 78.7 86.3: 21.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 16 7 21 15 40 35:
Old : 40: 13 11 0 12 6 25 17:
Other: 45: 11 13 5 14 13 29 27:
:----------------------------------------------------------------------------------------------------
: 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 : 42.1 47.1 52.3 61.1 42.1 46.3 52.3 59.1
Old : 44.4 55.8 53.9 68.6 44.4 53.5 53.9 66.3
Other: 49.9 51.4 62.6 63.7 49.9 50.2 62.6 62.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 14, 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 : 1,013,844: 249,425 271,326 27,223 624,949 575,904 901,597 874,453: 112,247 139,391
Old : 1,013,844: 249,425 271,326 27,223 624,949 575,904 901,597 874,453: 112,247 139,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 43,324: 151,998 -32,828 -3,458 -99,058 84,846 49,482 48,560: -6,158 -5,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 26.8 2.7 61.6 56.8 88.9 86.3: 11.1 13.7
Old : 100.0: 24.6 26.8 2.7 61.6 56.8 88.9 86.3: 11.1 13.7
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 : 241: 40 66 37 83 106 145 187:
Old : 241: 40 66 37 83 106 145 187:
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 : 29.3 19.6 41.9 27.7 27.7 19.0 36.0 26.3
Old : 29.3 19.6 41.9 27.7 27.7 19.0 36.0 26.3
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 14, 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 : 2,746,452: 600,895 555,807 102,110 1,689,059 1,663,454 2,392,064 2,321,371: 354,388 425,081
Old : 2,746,452: 600,895 555,807 102,110 1,689,059 1,663,454 2,392,064 2,321,371: 354,388 425,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 40,009: 89,939 60,046 4,752 -63,357 -20,453 31,334 44,345: 8,675 -4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 20.2 3.7 61.5 60.6 87.1 84.5: 12.9 15.5
Old : 100.0: 21.9 20.2 3.7 61.5 60.6 87.1 84.5: 12.9 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 : 356: 81 76 57 137 152 245 258:
Old : 356: 81 76 57 137 152 245 258:
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 : 30.9 15.7 38.3 24.1 27.1 12.6 33.7 19.6
Old : 30.9 15.7 38.3 24.1 27.1 12.6 33.7 19.6
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 14, 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 : 135,264: 14,824 13,847 133 62,840 54,752 77,797 68,732: 57,467 66,532
Old : 135,264: 14,824 13,847 133 62,840 54,752 77,797 68,732: 57,467 66,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -7,481: 6,887 -444 -294 -10,625 -9,008 -4,032 -9,746: -3,449 2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.2 0.1 46.5 40.5 57.5 50.8: 42.5 49.2
Old : 100.0: 11.0 10.2 0.1 46.5 40.5 57.5 50.8: 42.5 49.2
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 : 27: 3 3 1 15 15 18 19:
Old : 27: 3 3 1 15 15 18 19:
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 : 27.6 28.1 44.4 36.5 25.5 27.9 40.4 36.1
Old : 27.6 28.1 44.4 36.5 25.5 27.9 40.4 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 14, 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 : 2,603,093: 378,623 514,256 59,102 1,882,695 1,701,857 2,320,420 2,275,215: 282,673 327,878
Old : 2,603,093: 378,623 514,256 59,102 1,882,695 1,701,857 2,320,420 2,275,215: 282,673 327,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 44,707: 95,775 5,536 -8,667 -71,500 60,627 15,608 57,496: 29,099 -12,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.8 2.3 72.3 65.4 89.1 87.4: 10.9 12.6
Old : 100.0: 14.5 19.8 2.3 72.3 65.4 89.1 87.4: 10.9 12.6
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 : 287: 48 69 32 97 145 167 224:
Old : 287: 48 69 32 97 145 167 224:
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 : 39.2 17.8 48.4 29.0 35.7 16.1 44.4 25.7
Old : 39.2 17.8 48.4 29.0 35.7 16.1 44.4 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, June 14, 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 : 985,631: 61,302 149,649 186,674 715,492 589,478 963,468 925,801: 22,163 59,830
Old : 985,631: 61,302 149,649 186,674 715,492 589,478 963,468 925,801: 22,163 59,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 77,755: 18,514 12,207 9,830 45,163 48,269 73,507 70,306: 4,248 7,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 15.2 18.9 72.6 59.8 97.8 93.9: 2.2 6.1
Old : 100.0: 6.2 15.2 18.9 72.6 59.8 97.8 93.9: 2.2 6.1
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 : 140: 13 49 36 56 74 96 135:
Old : 140: 13 49 36 56 74 96 135:
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 : 38.1 20.5 53.5 32.3 28.8 12.2 37.9 18.8
Old : 38.1 20.5 53.5 32.3 28.8 12.2 37.9 18.8
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 14, 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 : 74,270: 32,927 12,300 934 31,873 51,647 65,733 64,880: 8,537 9,390
Old : 74,270: 32,927 12,300 934 31,873 51,647 65,733 64,880: 8,537 9,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 9,149: 4,525 -3,293 696 3,844 11,772 9,064 9,174: 85 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.6 1.3 42.9 69.5 88.5 87.4: 11.5 12.6
Old : 100.0: 44.3 16.6 1.3 42.9 69.5 88.5 87.4: 11.5 12.6
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 : 116: 38 24 8 42 32 84 61:
Old : 116: 38 24 8 42 32 84 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 : 28.2 38.6 43.4 53.5 27.2 34.6 39.9 46.6
Old : 28.2 38.6 43.4 53.5 27.2 34.6 39.9 46.6
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 14, 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 : 148,540: 65,853 24,599 1,868 63,745 103,293 131,466 129,760: 17,074 18,780
Old : 148,540: 65,853 24,599 1,868 63,745 103,293 131,466 129,760: 17,074 18,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 18,297: 9,049 -6,586 1,391 7,688 23,543 18,128 18,348: 169 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.6 1.3 42.9 69.5 88.5 87.4: 11.5 12.6
Old : 100.0: 44.3 16.6 1.3 42.9 69.5 88.5 87.4: 11.5 12.6
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 : 116: 38 24 8 42 32 84 61:
Old : 116: 38 24 8 42 32 84 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 : 28.2 38.6 43.4 53.5 27.2 34.6 39.9 46.6
Old : 28.2 38.6 43.4 53.5 27.2 34.6 39.9 46.6
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 14, 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 : 24,741: 19,963 21,700 2,869 1,642 0 24,474 24,569: 267 172
Old : 24,741: 19,963 21,700 2,869 1,642 0 24,474 24,569: 267 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,496: 593 1,323 1,556 251 -555 2,400 2,324: 96 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 87.7 11.6 6.6 0.0 98.9 99.3: 1.1 0.7
Old : 100.0: 80.7 87.7 11.6 6.6 0.0 98.9 99.3: 1.1 0.7
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 : 33: 20 11 5 2 0 25 13:
Old : 33: 20 11 5 2 0 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 : 68.5 76.2 86.5 91.7 65.9 69.1 79.3 82.6
Old : 68.5 76.2 86.5 91.7 65.9 69.1 79.3 82.6
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 14, 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 : 27,063: 15,616 10,982 261 10,948 15,580 26,825 26,823: 238 240
Old : 27,063: 15,616 10,982 261 10,948 15,580 26,825 26,823: 238 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -5,345: -5,199 1,054 49 -309 -6,581 -5,459 -5,478: 114 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 40.6 1.0 40.5 57.6 99.1 99.1: 0.9 0.9
Old : 100.0: 57.7 40.6 1.0 40.5 57.6 99.1 99.1: 0.9 0.9
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 : 44: 9 12 1 6 19 16 31:
Old : 44: 9 12 1 6 19 16 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 : 80.2 53.4 93.3 72.2 80.2 53.4 92.6 72.2
Old : 80.2 53.4 93.3 72.2 80.2 53.4 92.6 72.2
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,319: 14,700 10,521 57 11,498 15,651 26,255 26,229: 64 90
Old : 26,319: 14,700 10,521 57 11,498 15,651 26,255 26,229: 64 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -9,367: -11,914 -497 -195 2,727 -8,661 -9,382 -9,353: 15 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.0 0.2 43.7 59.5 99.8 99.7: 0.2 0.3
Old : 100.0: 55.9 40.0 0.2 43.7 59.5 99.8 99.7: 0.2 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 : 30: 10 7 1 4 10 14 18:
Old : 30: 10 7 1 4 10 14 18:
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 : 85.8 68.8 97.5 90.8 85.8 68.8 95.7 90.8
Old : 85.8 68.8 97.5 90.8 85.8 68.8 95.7 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016