WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 21, 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 : 417,107: 117,956 169,162 56,536 198,862 151,594 373,354 377,292: 43,753 39,815
Old : 394,481: 110,867 168,114 51,148 190,683 139,855 352,698 359,117: 41,783 35,364
Other: 22,626: 10,396 4,355 2,081 8,179 11,739 20,656 18,175: 1,970 4,451
: : :
: : Changes in Commitments from: June 14, 2016 :
: -2,728: 6,172 12,674 -11,367 1,832 -4,594 -3,363 -3,287: 635 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 40.6 13.6 47.7 36.3 89.5 90.5: 10.5 9.5
Old : 100.0: 28.1 42.6 13.0 48.3 35.5 89.4 91.0: 10.6 9.0
Other: 100.0: 45.9 19.2 9.2 36.1 51.9 91.3 80.3: 8.7 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 122 127 117 111 92 307 272:
Old : 388: 129 121 109 111 89 301 263:
Other: 108: 20 27 11 22 46 52 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 : 14.7 11.7 22.9 22.4 11.6 10.1 18.6 17.5
Old : 15.1 11.6 23.7 22.5 12.4 10.7 19.2 18.5
Other: 51.0 27.0 64.2 42.4 51.0 20.7 61.0 34.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 21, 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 : 226,450: 77,083 78,814 29,907 99,551 92,384 206,541 201,105: 19,909 25,345
Old : 219,777: 75,359 78,602 29,073 96,214 88,577 200,646 196,252: 19,131 23,525
Other: 6,673: 2,556 1,044 2 3,337 3,807 5,895 4,853: 778 1,820
: : :
: : Changes in Commitments from: June 14, 2016 :
: -456: 1,088 5,958 -1,500 -918 -5,129 -1,330 -671: 874 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 34.8 13.2 44.0 40.8 91.2 88.8: 8.8 11.2
Old : 100.0: 34.3 35.8 13.2 43.8 40.3 91.3 89.3: 8.7 10.7
Other: 100.0: 38.3 15.6 0.0 50.0 57.1 88.3 72.7: 11.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 64 60 47 87 76 171 167:
Old : 232: 62 60 46 87 75 169 165:
Other: 63: 8 9 1 16 34 25 43:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 20.4 25.5 30.3 13.3 14.6 19.9 22.7
Old : 17.1 21.1 25.8 31.1 13.4 15.2 20.2 23.7
Other: 57.2 48.5 73.7 61.7 57.2 46.5 73.7 59.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 21, 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 : 1,479,366: 509,777 180,892 200,461 644,767 881,405 1,355,005 1,262,758: 124,361 216,608
Old : 756,183: 328,209 208,248 40,759 329,425 427,856 698,393 676,863: 57,790 79,320
Other: 723,183: 306,164 97,240 35,106 315,342 453,549 656,612 585,895: 66,571 137,288
: : :
: : Changes in Commitments from: June 14, 2016 :
: -1,335: -16,636 17,004 -6,685 29,455 -13,972 6,134 -3,653: -7,469 2,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.2 13.6 43.6 59.6 91.6 85.4: 8.4 14.6
Old : 100.0: 43.4 27.5 5.4 43.6 56.6 92.4 89.5: 7.6 10.5
Other: 100.0: 42.3 13.4 4.9 43.6 62.7 90.8 81.0: 9.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 796: 218 134 192 267 361 584 613:
Old : 684: 170 130 98 210 301 436 474:
Other: 704: 177 124 85 179 335 399 507:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 13.1 18.9 20.8 10.8 10.4 17.4 16.2
Old : 14.4 17.0 24.7 27.9 13.7 16.8 23.9 27.0
Other: 12.9 13.6 21.9 20.2 11.3 9.7 19.5 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 21, 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 : 9,964: 2,809 2,799 678 3,026 4,347 6,513 7,824: 3,451 2,140
Old : 9,964: 2,809 2,799 678 3,026 4,347 6,513 7,824: 3,451 2,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 83: 63 -605 15 197 440 275 -150: -192 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.1 6.8 30.4 43.6 65.4 78.5: 34.6 21.5
Old : 100.0: 28.2 28.1 6.8 30.4 43.6 65.4 78.5: 34.6 21.5
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 : 42: 13 12 6 13 11 29 26:
Old : 42: 13 12 6 13 11 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 41.1 45.4 58.3 28.8 34.9 37.0 48.1
Old : 34.2 41.1 45.4 58.3 28.8 34.9 37.0 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 21, 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 : 865,099: 317,066 74,583 117,910 369,495 572,674 804,471 765,167: 60,628 99,932
Old : 223,600: 100,664 40,510 22,645 80,213 136,614 203,522 199,769: 20,078 23,831
Other: 641,499: 254,236 71,907 57,431 289,282 436,060 600,949 565,398: 40,550 76,101
: : :
: : Changes in Commitments from: June 14, 2016 :
: -17,401: -6,089 -1,464 -4,640 -5,283 -9,468 -16,012 -15,572: -1,389 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.6 13.6 42.7 66.2 93.0 88.4: 7.0 11.6
Old : 100.0: 45.0 18.1 10.1 35.9 61.1 91.0 89.3: 9.0 10.7
Other: 100.0: 39.6 11.2 9.0 45.1 68.0 93.7 88.1: 6.3 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 238 142 179 206 260 530 510:
Old : 522: 151 105 74 132 196 324 341:
Other: 643: 208 149 124 161 246 430 463:
:----------------------------------------------------------------------------------------------------
: 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 15.1 21.7 24.1 12.8 12.0 19.0 20.1
Old : 13.6 18.3 22.6 27.7 12.7 16.3 20.8 24.2
Other: 17.5 16.0 25.9 25.2 15.2 14.2 22.7 22.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 21, 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 : 34,742: 9,469 4,788 23 12 9,789 9,504 14,600: 25,238 20,142
Old : 2,704: 1,303 457 0 9 320 1,312 777: 1,392 1,927
Other: 32,038: 8,189 4,354 0 3 9,469 8,192 13,823: 23,846 18,215
: : :
: : Changes in Commitments from: June 14, 2016 :
: -337: -3,845 -46 -21 -48 83 -3,914 16: 3,577 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.8 0.1 0.0 28.2 27.4 42.0: 72.6 58.0
Old : 100.0: 48.2 16.9 0.0 0.3 11.8 48.5 28.7: 51.5 71.3
Other: 100.0: 25.6 13.6 0.0 0.0 29.6 25.6 43.1: 74.4 56.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 16 1 5 26 8 43:
Old : 38: 2 15 0 3 20 5 35:
Other: 45: 3 16 0 2 26 5 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 : 27.3 12.0 27.4 17.8 27.3 12.0 27.3 17.8
Old : 48.5 12.1 48.5 17.9 48.3 12.1 48.3 17.9
Other: 25.6 12.4 25.6 18.5 25.6 12.4 25.6 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 21, 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 : 382,744: 112,971 50,518 68,027 167,982 235,581 348,980 354,126: 33,764 28,618
Old : 149,511: 65,443 26,989 15,704 55,642 94,088 136,789 136,781: 12,722 12,730
Other: 233,233: 71,416 47,417 28,435 112,340 141,493 212,191 217,345: 21,042 15,888
: : :
: : Changes in Commitments from: June 14, 2016 :
: -16,823: -11,368 6,388 -9,156 6,270 -14,157 -14,254 -16,925: -2,569 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.2 17.8 43.9 61.6 91.2 92.5: 8.8 7.5
Old : 100.0: 43.8 18.1 10.5 37.2 62.9 91.5 91.5: 8.5 8.5
Other: 100.0: 30.6 20.3 12.2 48.2 60.7 91.0 93.2: 9.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 94 63 99 85 75 237 203:
Old : 222: 69 52 48 63 65 157 146:
Other: 242: 79 61 64 66 54 181 153:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 29.7 16.3 37.9 9.1 27.1 15.5 34.2
Old : 14.4 25.2 24.9 38.2 14.2 23.3 24.2 34.9
Other: 13.5 33.9 22.5 43.2 13.5 31.6 22.1 39.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 21, 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 : 584,288: 173,911 70,440 16,132 237,637 362,063 427,680 448,635: 156,608 135,653
Old : 584,288: 173,911 70,440 16,132 237,637 362,063 427,680 448,635: 156,608 135,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -2,277: 11,672 -14,522 -1,498 -3,664 11,757 6,510 -4,263: -8,787 1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.1 2.8 40.7 62.0 73.2 76.8: 26.8 23.2
Old : 100.0: 29.8 12.1 2.8 40.7 62.0 73.2 76.8: 26.8 23.2
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 : 158: 45 27 16 54 64 102 104:
Old : 158: 45 27 16 54 64 102 104:
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 : 17.3 22.2 27.3 32.1 14.0 17.4 22.9 26.2
Old : 17.3 22.2 27.3 32.1 14.0 17.4 22.9 26.2
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 21, 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 : 592,820: 52,025 137,652 8,804 388,558 376,108 449,387 522,564: 143,433 70,256
Old : 592,820: 52,025 137,652 8,804 388,558 376,108 449,387 522,564: 143,433 70,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -24,787: -4,725 -5,679 -8,856 -16,491 -9,335 -30,072 -23,870: 5,285 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 23.2 1.5 65.5 63.4 75.8 88.1: 24.2 11.9
Old : 100.0: 8.8 23.2 1.5 65.5 63.4 75.8 88.1: 24.2 11.9
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 : 99: 13 15 7 54 51 72 68:
Old : 99: 13 15 7 54 51 72 68:
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 : 23.8 45.6 38.9 55.6 21.1 45.6 31.0 54.6
Old : 23.8 45.6 38.9 55.6 21.1 45.6 31.0 54.6
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 21, 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 : 5,155: 2,499 575 870 1,452 3,531 4,821 4,976: 334 179
Old : 5,155: 2,499 575 870 1,452 3,531 4,821 4,976: 334 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 27: -66 -51 130 29 -82 93 -3: -66 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 11.2 16.9 28.2 68.5 93.5 96.5: 6.5 3.5
Old : 100.0: 48.5 11.2 16.9 28.2 68.5 93.5 96.5: 6.5 3.5
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: 14 4 3 9 13 25 18:
Old : 34: 14 4 3 9 13 25 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 : 44.9 56.9 68.3 82.4 38.8 48.8 56.7 61.0
Old : 44.9 56.9 68.3 82.4 38.8 48.8 56.7 61.0
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 21, 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 : 399,547: 116,369 29,939 55,511 174,633 285,969 346,513 371,419: 53,034 28,128
Old : 140,998: 49,863 21,038 9,115 58,162 97,208 117,140 127,361: 23,858 13,637
Other: 258,549: 87,724 30,119 25,178 116,471 188,761 229,373 244,058: 29,176 14,491
: : :
: : Changes in Commitments from: June 14, 2016 :
: 4,076: -2,297 -834 2,659 4,400 3,049 4,762 4,874: -686 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.5 13.9 43.7 71.6 86.7 93.0: 13.3 7.0
Old : 100.0: 35.4 14.9 6.5 41.3 68.9 83.1 90.3: 16.9 9.7
Other: 100.0: 33.9 11.6 9.7 45.0 73.0 88.7 94.4: 11.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 102 47 86 98 101 249 209:
Old : 249: 86 40 34 79 92 180 153:
Other: 256: 87 56 53 78 79 196 159:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 32.0 18.6 39.6 11.0 29.0 15.9 34.7
Old : 15.9 27.3 23.4 38.5 15.9 26.3 23.4 35.8
Other: 14.3 35.2 22.0 44.7 13.3 31.4 20.1 39.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 21, 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 : 9,847: 2,226 1,628 215 4,914 6,350 7,355 8,193: 2,492 1,654
Old : 3,032: 502 492 0 1,592 2,017 2,094 2,509: 938 523
Other: 6,815: 1,837 1,249 102 3,322 4,333 5,261 5,684: 1,554 1,131
: : :
: : Changes in Commitments from: June 14, 2016 :
: 83: -3 -79 -30 122 17 89 -92: -6 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.5 2.2 49.9 64.5 74.7 83.2: 25.3 16.8
Old : 100.0: 16.6 16.2 0.0 52.5 66.5 69.1 82.8: 30.9 17.2
Other: 100.0: 27.0 18.3 1.5 48.7 63.6 77.2 83.4: 22.8 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 15 5 20 15 37 32:
Old : 29: 8 6 0 10 6 18 12:
Other: 48: 14 12 4 15 14 31 28:
:----------------------------------------------------------------------------------------------------
: 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 : 41.0 46.3 51.6 59.6 41.0 45.6 51.3 55.4
Old : 38.6 64.1 54.3 77.2 38.6 63.1 54.3 76.1
Other: 50.1 44.5 60.9 59.5 50.1 43.8 60.9 58.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 21, 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 : 1,017,570: 272,094 236,239 23,058 596,167 616,731 891,319 876,028: 126,251 141,542
Old : 1,017,570: 272,094 236,239 23,058 596,167 616,731 891,319 876,028: 126,251 141,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 3,726: 22,669 -35,087 -4,165 -28,782 40,827 -10,278 1,575: 14,004 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.2 2.3 58.6 60.6 87.6 86.1: 12.4 13.9
Old : 100.0: 26.7 23.2 2.3 58.6 60.6 87.6 86.1: 12.4 13.9
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 : 235: 51 59 36 81 94 150 171:
Old : 235: 51 59 36 81 94 150 171:
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 : 28.0 20.3 39.9 29.5 26.4 20.1 35.0 28.0
Old : 28.0 20.3 39.9 29.5 26.4 20.1 35.0 28.0
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 21, 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 : 2,812,962: 711,514 596,849 80,303 1,650,994 1,711,173 2,442,811 2,388,325: 370,151 424,637
Old : 2,812,962: 711,514 596,849 80,303 1,650,994 1,711,173 2,442,811 2,388,325: 370,151 424,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 66,510: 110,619 41,042 -21,807 -38,065 47,719 50,747 66,954: 15,763 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 21.2 2.9 58.7 60.8 86.8 84.9: 13.2 15.1
Old : 100.0: 25.3 21.2 2.9 58.7 60.8 86.8 84.9: 13.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 88 71 54 134 151 250 248:
Old : 358: 88 71 54 134 151 250 248:
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 16.2 38.4 24.9 27.7 13.9 34.3 20.9
Old : 31.2 16.2 38.4 24.9 27.7 13.9 34.3 20.9
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 21, 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 : 149,081: 21,898 11,216 133 70,845 69,504 92,876 80,853: 56,205 68,228
Old : 149,081: 21,898 11,216 133 70,845 69,504 92,876 80,853: 56,205 68,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 13,817: 7,074 -2,631 0 8,005 14,752 15,079 12,121: -1,262 1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.5 0.1 47.5 46.6 62.3 54.2: 37.7 45.8
Old : 100.0: 14.7 7.5 0.1 47.5 46.6 62.3 54.2: 37.7 45.8
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 : 33: 4 2 1 17 18 21 21:
Old : 33: 4 2 1 17 18 21 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 : 27.9 26.2 44.8 36.7 27.3 26.2 42.1 36.4
Old : 27.9 26.2 44.8 36.7 27.3 26.2 42.1 36.4
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 21, 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 : 2,728,468: 489,375 524,862 65,259 1,897,072 1,819,071 2,451,706 2,409,192: 276,762 319,276
Old : 2,728,468: 489,375 524,862 65,259 1,897,072 1,819,071 2,451,706 2,409,192: 276,762 319,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 125,375: 110,752 10,606 6,157 14,377 117,214 131,286 133,977: -5,911 -8,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.2 2.4 69.5 66.7 89.9 88.3: 10.1 11.7
Old : 100.0: 17.9 19.2 2.4 69.5 66.7 89.9 88.3: 10.1 11.7
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 : 304: 62 62 35 99 150 181 227:
Old : 304: 62 62 35 99 150 181 227:
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 : 38.7 19.4 47.9 29.9 35.1 18.6 43.6 28.0
Old : 38.7 19.4 47.9 29.9 35.1 18.6 43.6 28.0
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 21, 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 : 1,020,338: 81,998 146,578 193,822 722,359 624,444 998,179 964,844: 22,159 55,494
Old : 1,020,338: 81,998 146,578 193,822 722,359 624,444 998,179 964,844: 22,159 55,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 34,707: 20,696 -3,071 7,148 6,867 34,966 34,711 39,043: -4 -4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.4 19.0 70.8 61.2 97.8 94.6: 2.2 5.4
Old : 100.0: 8.0 14.4 19.0 70.8 61.2 97.8 94.6: 2.2 5.4
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 : 141: 17 47 35 51 74 90 136:
Old : 141: 17 47 35 51 74 90 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 18.9 52.5 30.6 25.4 11.8 36.7 19.0
Old : 35.2 18.9 52.5 30.6 25.4 11.8 36.7 19.0
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 21, 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 : 56,193: 32,305 10,713 368 15,296 37,533 47,969 48,614: 8,224 7,579
Old : 56,193: 32,305 10,713 368 15,296 37,533 47,969 48,614: 8,224 7,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -18,078: -622 -1,587 -566 -16,577 -14,114 -17,765 -16,267: -313 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 19.1 0.7 27.2 66.8 85.4 86.5: 14.6 13.5
Old : 100.0: 57.5 19.1 0.7 27.2 66.8 85.4 86.5: 14.6 13.5
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 : 104: 37 22 2 21 27 59 50:
Old : 104: 37 22 2 21 27 59 50:
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 : 34.8 34.1 48.8 50.5 34.8 34.1 48.8 50.5
Old : 34.8 34.1 48.8 50.5 34.8 34.1 48.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 21, 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 : 112,385: 64,609 21,425 736 30,592 75,066 95,937 97,227: 16,448 15,158
Old : 112,385: 64,609 21,425 736 30,592 75,066 95,937 97,227: 16,448 15,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -36,155: -1,244 -3,174 -1,132 -33,153 -28,227 -35,529 -32,533: -626 -3,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 19.1 0.7 27.2 66.8 85.4 86.5: 14.6 13.5
Old : 100.0: 57.5 19.1 0.7 27.2 66.8 85.4 86.5: 14.6 13.5
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 : 104: 37 22 2 21 27 59 50:
Old : 104: 37 22 2 21 27 59 50:
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 : 34.8 34.1 48.8 50.5 34.8 34.1 48.8 50.5
Old : 34.8 34.1 48.8 50.5 34.8 34.1 48.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,806: 17,131 18,965 825 1,642 0 19,598 19,790: 208 16
Old : 19,806: 17,131 18,965 825 1,642 0 19,598 19,790: 208 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,935: -2,832 -2,735 -2,044 0 0 -4,876 -4,779: -59 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 95.8 4.2 8.3 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 86.5 95.8 4.2 8.3 0.0 98.9 99.9: 1.1 0.1
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 : 33: 21 10 2 2 0 24 11:
Old : 33: 21 10 2 2 0 24 11:
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 : 65.1 76.1 85.6 95.3 62.9 76.1 83.4 93.4
Old : 65.1 76.1 85.6 95.3 62.9 76.1 83.4 93.4
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 21, 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 : 26,752: 15,516 10,863 248 10,883 15,546 26,647 26,657: 105 95
Old : 26,752: 15,516 10,863 248 10,883 15,546 26,647 26,657: 105 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -311: -100 -119 -13 -65 -34 -178 -166: -133 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 40.6 0.9 40.7 58.1 99.6 99.6: 0.4 0.4
Old : 100.0: 58.0 40.6 0.9 40.7 58.1 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 13 1 5 20 15 33:
Old : 45: 9 13 1 5 20 15 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 54.4 94.8 73.6 82.5 54.4 93.9 73.6
Old : 82.5 54.4 94.8 73.6 82.5 54.4 93.9 73.6
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 21, 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 : 26,156: 14,929 10,613 55 11,072 15,413 26,056 26,081: 100 75
Old : 26,156: 14,929 10,613 55 11,072 15,413 26,056 26,081: 100 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -163: 229 92 -2 -426 -238 -199 -148: 36 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 40.6 0.2 42.3 58.9 99.6 99.7: 0.4 0.3
Old : 100.0: 57.1 40.6 0.2 42.3 58.9 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 : 29: 7 9 1 4 10 11 20:
Old : 29: 7 9 1 4 10 11 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 : 88.7 68.5 98.5 90.7 88.7 68.5 96.5 90.7
Old : 88.7 68.5 98.5 90.7 88.7 68.5 96.5 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016