WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 28, 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 : 397,489: 107,849 177,677 56,755 186,836 121,397 351,440 355,829: 46,049 41,660
Old : 373,134: 99,583 176,460 51,494 178,262 107,926 329,339 335,880: 43,795 37,254
Other: 24,355: 11,550 4,501 1,977 8,574 13,471 22,101 19,949: 2,254 4,406
: : :
: : Changes in Commitments from: June 21, 2016 :
: -19,618: -10,107 8,515 219 -12,026 -30,197 -21,914 -21,463: 2,296 1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 44.7 14.3 47.0 30.5 88.4 89.5: 11.6 10.5
Old : 100.0: 26.7 47.3 13.8 47.8 28.9 88.3 90.0: 11.7 10.0
Other: 100.0: 47.4 18.5 8.1 35.2 55.3 90.7 81.9: 9.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 116 127 94 110 96 289 266:
Old : 388: 120 127 88 109 93 282 262:
Other: 102: 22 19 10 23 47 54 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.4 23.0 20.0 14.3 9.9 21.6 17.4
Old : 15.8 11.4 24.2 20.5 15.3 10.6 22.2 18.6
Other: 50.2 29.7 62.6 44.6 50.2 25.3 60.2 38.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 215,643: 75,978 88,375 26,062 94,254 77,382 196,294 191,819: 19,349 23,824
Old : 205,270: 74,105 88,038 24,232 88,603 71,007 186,940 183,277: 18,330 21,993
Other: 10,373: 3,453 1,917 250 5,651 6,375 9,354 8,542: 1,019 1,831
: : :
: : Changes in Commitments from: June 21, 2016 :
: -10,807: -1,105 9,561 -3,845 -5,297 -15,002 -10,247 -9,286: -560 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 41.0 12.1 43.7 35.9 91.0 89.0: 9.0 11.0
Old : 100.0: 36.1 42.9 11.8 43.2 34.6 91.1 89.3: 8.9 10.7
Other: 100.0: 33.3 18.5 2.4 54.5 61.5 90.2 82.3: 9.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 68 63 47 90 70 175 167:
Old : 241: 67 62 44 90 68 173 162:
Other: 71: 7 13 4 18 36 29 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 18.3 24.2 28.8 13.6 15.5 20.7 24.3
Old : 16.1 19.2 24.9 30.3 13.9 16.3 20.6 25.6
Other: 48.9 56.9 73.0 67.3 48.9 54.3 73.0 64.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 28, 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 : 1,333,078: 440,231 151,116 172,610 598,307 811,251 1,211,148 1,134,977: 121,930 198,101
Old : 613,895: 255,178 167,785 18,502 291,967 365,985 565,647 552,272: 48,248 61,623
Other: 719,183: 297,286 95,564 41,875 306,340 445,266 645,501 582,705: 73,682 136,478
: : :
: : Changes in Commitments from: June 21, 2016 :
: -146,288: -69,546 -29,776 -27,851 -46,460 -70,154 -143,857 -127,781: -2,431 -18,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 11.3 12.9 44.9 60.9 90.9 85.1: 9.1 14.9
Old : 100.0: 41.6 27.3 3.0 47.6 59.6 92.1 90.0: 7.9 10.0
Other: 100.0: 41.3 13.3 5.8 42.6 61.9 89.8 81.0: 10.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 193 113 169 263 344 540 566:
Old : 614: 133 114 58 201 270 367 413:
Other: 664: 172 99 87 181 322 389 478:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 13.7 19.9 21.2 11.2 10.4 18.5 16.9
Old : 15.2 19.0 26.2 30.8 15.2 18.8 26.2 29.7
Other: 13.6 13.4 22.2 21.4 11.9 10.8 19.7 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 28, 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 : 10,190: 2,348 3,130 1,080 3,444 4,013 6,872 8,223: 3,318 1,967
Old : 10,190: 2,348 3,130 1,080 3,444 4,013 6,872 8,223: 3,318 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 226: -461 331 402 418 -334 359 399: -133 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 30.7 10.6 33.8 39.4 67.4 80.7: 32.6 19.3
Old : 100.0: 23.0 30.7 10.6 33.8 39.4 67.4 80.7: 32.6 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 : 47: 13 16 6 16 12 33 30:
Old : 47: 13 16 6 16 12 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.1 46.3 57.4 24.5 34.0 31.0 43.5
Old : 33.8 44.1 46.3 57.4 24.5 34.0 31.0 43.5
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 28, 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 : 781,072: 311,052 58,978 93,551 321,970 530,615 726,573 683,144: 54,499 97,928
Old : 129,139: 72,638 14,344 5,585 38,024 89,445 116,247 109,374: 12,892 19,765
Other: 651,933: 267,871 74,091 58,509 283,946 441,170 610,326 573,770: 41,607 78,163
: : :
: : Changes in Commitments from: June 21, 2016 :
: -84,027: -6,014 -15,605 -24,359 -47,525 -42,059 -77,898 -82,023: -6,129 -2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.6 12.0 41.2 67.9 93.0 87.5: 7.0 12.5
Old : 100.0: 56.2 11.1 4.3 29.4 69.3 90.0 84.7: 10.0 15.3
Other: 100.0: 41.1 11.4 9.0 43.6 67.7 93.6 88.0: 6.4 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 225 120 162 199 256 501 478:
Old : 433: 121 74 32 110 172 249 264:
Other: 632: 211 139 120 161 245 430 446:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 16.4 21.7 25.6 13.0 14.6 19.6 22.6
Old : 20.7 23.2 31.0 32.5 20.7 21.4 31.0 29.8
Other: 16.2 16.7 24.1 25.5 14.6 14.9 21.5 22.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 28, 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 : 34,029: 9,079 4,685 54 12 9,981 9,145 14,720: 24,884 19,309
Old : 1,713: 774 349 0 8 201 782 550: 931 1,163
Other: 32,316: 8,359 4,390 0 4 9,780 8,363 14,170: 23,953 18,146
: : :
: : Changes in Commitments from: June 21, 2016 :
: -713: -390 -103 31 0 192 -359 120: -354 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.8 0.2 0.0 29.3 26.9 43.3: 73.1 56.7
Old : 100.0: 45.2 20.4 0.0 0.5 11.7 45.7 32.1: 54.3 67.9
Other: 100.0: 25.9 13.6 0.0 0.0 30.3 25.9 43.8: 74.1 56.2
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 1 4 27 7 44:
Old : 38: 2 15 0 2 20 4 35:
Other: 46: 3 16 0 2 27 5 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 : 26.9 12.3 26.9 18.2 26.7 12.3 26.7 18.2
Old : 45.7 16.9 45.7 22.8 45.4 16.9 45.4 22.8
Other: 25.9 12.4 25.9 18.6 25.9 12.4 25.9 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 28, 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 : 366,438: 94,067 57,930 65,378 173,343 214,354 332,788 337,662: 33,650 28,776
Old : 112,315: 40,013 14,202 11,535 49,946 76,810 101,494 102,547: 10,821 9,768
Other: 254,123: 72,613 62,287 35,284 123,397 137,544 231,294 235,115: 22,829 19,008
: : :
: : Changes in Commitments from: June 21, 2016 :
: -16,306: -18,904 7,412 -2,649 5,361 -21,227 -16,192 -16,464: -114 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.8 17.8 47.3 58.5 90.8 92.1: 9.2 7.9
Old : 100.0: 35.6 12.6 10.3 44.5 68.4 90.4 91.3: 9.6 8.7
Other: 100.0: 28.6 24.5 13.9 48.6 54.1 91.0 92.5: 9.0 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 83 70 100 86 71 230 209:
Old : 194: 49 47 43 61 58 135 133:
Other: 252: 78 64 72 69 55 187 166:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 27.5 16.8 35.9 9.6 24.8 16.1 31.2
Old : 17.6 27.9 30.7 41.5 17.4 26.2 30.5 38.5
Other: 12.5 29.9 21.2 38.6 12.5 27.6 20.6 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 28, 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 : 553,179: 137,609 71,606 13,441 247,044 333,923 398,094 418,970: 155,085 134,209
Old : 553,179: 137,609 71,606 13,441 247,044 333,923 398,094 418,970: 155,085 134,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -31,109: -36,302 1,166 -2,691 9,407 -28,140 -29,586 -29,665: -1,523 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 12.9 2.4 44.7 60.4 72.0 75.7: 28.0 24.3
Old : 100.0: 24.9 12.9 2.4 44.7 60.4 72.0 75.7: 28.0 24.3
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 : 143: 37 25 13 51 57 91 92:
Old : 143: 37 25 13 51 57 91 92:
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 : 16.5 22.4 26.9 32.3 13.7 17.7 22.2 26.6
Old : 16.5 22.4 26.9 32.3 13.7 17.7 22.2 26.6
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 28, 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 : 583,188: 50,641 143,722 7,821 384,623 359,985 443,085 511,528: 140,103 71,660
Old : 583,188: 50,641 143,722 7,821 384,623 359,985 443,085 511,528: 140,103 71,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -9,632: -1,384 6,070 -983 -3,935 -16,123 -6,302 -11,036: -3,330 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 24.6 1.3 66.0 61.7 76.0 87.7: 24.0 12.3
Old : 100.0: 8.7 24.6 1.3 66.0 61.7 76.0 87.7: 24.0 12.3
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 : 98: 13 16 9 52 52 71 71:
Old : 98: 13 16 9 52 52 71 71:
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 43.9 38.5 54.6 21.1 43.8 31.0 53.0
Old : 23.8 43.9 38.5 54.6 21.1 43.8 31.0 53.0
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 28, 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 : 4,941: 2,329 710 876 1,397 3,184 4,602 4,770: 339 171
Old : 4,941: 2,329 710 876 1,397 3,184 4,602 4,770: 339 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -214: -170 135 6 -55 -347 -219 -206: 5 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.4 17.7 28.3 64.4 93.1 96.5: 6.9 3.5
Old : 100.0: 47.1 14.4 17.7 28.3 64.4 93.1 96.5: 6.9 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 : 37: 15 6 4 10 13 28 20:
Old : 37: 15 6 4 10 13 28 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 : 45.9 51.6 68.1 78.6 38.5 44.9 56.0 59.2
Old : 45.9 51.6 68.1 78.6 38.5 44.9 56.0 59.2
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 28, 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 : 381,041: 114,999 21,962 49,727 169,177 281,127 333,903 352,816: 47,138 28,225
Old : 111,852: 42,119 8,252 4,264 47,811 86,671 94,194 99,187: 17,658 12,665
Other: 269,189: 93,807 34,637 24,536 121,366 194,456 239,709 253,629: 29,480 15,560
: : :
: : Changes in Commitments from: June 21, 2016 :
: -18,506: -1,370 -7,977 -5,784 -5,456 -4,842 -12,610 -18,603: -5,896 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.8 13.1 44.4 73.8 87.6 92.6: 12.4 7.4
Old : 100.0: 37.7 7.4 3.8 42.7 77.5 84.2 88.7: 15.8 11.3
Other: 100.0: 34.8 12.9 9.1 45.1 72.2 89.0 94.2: 11.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 95 42 80 93 93 236 191:
Old : 208: 70 30 25 71 70 152 115:
Other: 254: 87 58 58 79 77 200 160:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 34.8 18.6 42.3 11.9 31.4 16.9 36.6
Old : 16.3 34.7 25.3 46.1 16.3 33.6 24.8 43.8
Other: 14.1 35.7 21.6 44.3 13.2 31.4 19.6 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 28, 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 : 9,537: 2,043 2,074 330 5,014 5,486 7,387 7,890: 2,150 1,647
Old : 846: 97 349 0 491 420 588 769: 258 77
Other: 8,691: 1,983 1,762 293 4,523 5,066 6,799 7,121: 1,892 1,570
: : :
: : Changes in Commitments from: June 21, 2016 :
: -310: -183 446 115 100 -864 32 -303: -342 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.7 3.5 52.6 57.5 77.5 82.7: 22.5 17.3
Old : 100.0: 11.5 41.3 0.0 58.0 49.6 69.5 90.9: 30.5 9.1
Other: 100.0: 22.8 20.3 3.4 52.0 58.3 78.2 81.9: 21.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 17 7 19 15 38 35:
Old : 17: 4 3 0 6 4 10 7:
Other: 54: 14 15 6 17 15 35 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 : 42.1 41.8 53.9 55.0 42.1 39.1 52.6 50.6
Old : 61.1 83.3 68.0 90.9 61.1 83.3 68.0 90.9
Other: 45.9 41.3 57.5 55.7 45.9 40.9 57.5 54.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 28, 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 : 987,060: 242,122 228,191 26,617 600,754 602,067 869,493 856,875: 117,567 130,185
Old : 987,060: 242,122 228,191 26,617 600,754 602,067 869,493 856,875: 117,567 130,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -30,510: -29,972 -8,048 3,559 4,587 -14,664 -21,826 -19,153: -8,684 -11,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 23.1 2.7 60.9 61.0 88.1 86.8: 11.9 13.2
Old : 100.0: 24.5 23.1 2.7 60.9 61.0 88.1 86.8: 11.9 13.2
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 : 236: 44 57 35 83 103 148 174:
Old : 236: 44 57 35 83 103 148 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 20.5 38.1 29.4 25.0 20.4 33.8 27.6
Old : 26.8 20.5 38.1 29.4 25.0 20.4 33.8 27.6
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 28, 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 : 2,819,694: 668,184 584,260 79,953 1,709,309 1,742,918 2,457,446 2,407,131: 362,248 412,563
Old : 2,819,694: 668,184 584,260 79,953 1,709,309 1,742,918 2,457,446 2,407,131: 362,248 412,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 6,732: -43,330 -12,589 -350 58,315 31,745 14,635 18,806: -7,903 -12,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.7 2.8 60.6 61.8 87.2 85.4: 12.8 14.6
Old : 100.0: 23.7 20.7 2.8 60.6 61.8 87.2 85.4: 12.8 14.6
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 : 353: 85 67 59 138 143 250 242:
Old : 353: 85 67 59 138 143 250 242:
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 : 29.5 18.4 37.0 27.3 26.1 15.9 32.5 23.4
Old : 29.5 18.4 37.0 27.3 26.1 15.9 32.5 23.4
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 28, 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 : 143,448: 24,347 11,111 107 70,733 66,441 95,187 77,659: 48,261 65,789
Old : 143,448: 24,347 11,111 107 70,733 66,441 95,187 77,659: 48,261 65,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -5,633: 2,449 -105 -26 -112 -3,063 2,311 -3,194: -7,944 -2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.7 0.1 49.3 46.3 66.4 54.1: 33.6 45.9
Old : 100.0: 17.0 7.7 0.1 49.3 46.3 66.4 54.1: 33.6 45.9
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 : 33: 4 2 1 18 17 22 20:
Old : 33: 4 2 1 18 17 22 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 : 27.1 28.6 44.6 38.3 26.5 28.6 42.4 38.0
Old : 27.1 28.6 44.6 38.3 26.5 28.6 42.4 38.0
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 28, 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 : 2,666,596: 417,849 511,969 55,802 1,910,132 1,786,819 2,383,783 2,354,590: 282,813 312,006
Old : 2,666,596: 417,849 511,969 55,802 1,910,132 1,786,819 2,383,783 2,354,590: 282,813 312,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -61,872: -71,526 -12,893 -9,457 13,060 -32,252 -67,923 -54,602: 6,051 -7,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.2 2.1 71.6 67.0 89.4 88.3: 10.6 11.7
Old : 100.0: 15.7 19.2 2.1 71.6 67.0 89.4 88.3: 10.6 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 : 278: 49 56 29 96 141 164 207:
Old : 278: 49 56 29 96 141 164 207:
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 : 39.6 21.0 49.5 30.5 36.1 20.4 45.3 29.8
Old : 39.6 21.0 49.5 30.5 36.1 20.4 45.3 29.8
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 28, 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 : 954,018: 94,254 126,338 191,253 645,513 585,355 931,020 902,946: 22,998 51,072
Old : 954,018: 94,254 126,338 191,253 645,513 585,355 931,020 902,946: 22,998 51,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -66,320: 12,256 -20,240 -2,569 -76,846 -39,089 -67,159 -61,898: 839 -4,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.2 20.0 67.7 61.4 97.6 94.6: 2.4 5.4
Old : 100.0: 9.9 13.2 20.0 67.7 61.4 97.6 94.6: 2.4 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 : 132: 19 41 33 51 68 88 126:
Old : 132: 19 41 33 51 68 88 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 21.3 50.9 34.1 22.3 10.0 32.1 16.5
Old : 33.2 21.3 50.9 34.1 22.3 10.0 32.1 16.5
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 28, 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 : 47,108: 24,762 4,674 238 15,094 36,217 40,093 41,128: 7,016 5,980
Old : 47,108: 24,762 4,674 238 15,094 36,217 40,093 41,128: 7,016 5,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -9,085: -7,543 -6,039 -131 -203 -1,317 -7,876 -7,486: -1,209 -1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 9.9 0.5 32.0 76.9 85.1 87.3: 14.9 12.7
Old : 100.0: 52.6 9.9 0.5 32.0 76.9 85.1 87.3: 14.9 12.7
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 : 96: 30 18 1 26 27 56 46:
Old : 96: 30 18 1 26 27 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 41.9 48.7 57.1 36.4 41.9 48.0 57.1
Old : 36.4 41.9 48.7 57.1 36.4 41.9 48.0 57.1
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 28, 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 : 94,216: 49,523 9,348 475 30,187 72,433 80,185 82,256: 14,031 11,960
Old : 94,216: 49,523 9,348 475 30,187 72,433 80,185 82,256: 14,031 11,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -18,169: -15,086 -12,077 -261 -405 -2,633 -15,752 -14,971: -2,417 -3,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 9.9 0.5 32.0 76.9 85.1 87.3: 14.9 12.7
Old : 100.0: 52.6 9.9 0.5 32.0 76.9 85.1 87.3: 14.9 12.7
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 : 96: 30 18 1 26 27 56 46:
Old : 96: 30 18 1 26 27 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 41.9 48.7 57.1 36.4 41.9 48.0 57.1
Old : 36.4 41.9 48.7 57.1 36.4 41.9 48.0 57.1
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 28, 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 : 16,233: 13,452 15,295 896 1,697 0 16,045 16,191: 188 42
Old : 16,233: 13,452 15,295 896 1,697 0 16,045 16,191: 188 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,573: -3,679 -3,670 71 55 0 -3,553 -3,599: -20 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 94.2 5.5 10.5 0.0 98.8 99.7: 1.2 0.3
Old : 100.0: 82.9 94.2 5.5 10.5 0.0 98.8 99.7: 1.2 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 : 32: 23 7 2 2 0 26 8:
Old : 32: 23 7 2 2 0 26 8:
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 : 65.7 83.1 84.9 99.7 62.6 80.7 81.8 94.2
Old : 65.7 83.1 84.9 99.7 62.6 80.7 81.8 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, June 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,709: 14,272 10,015 278 11,083 15,318 25,633 25,611: 76 98
Old : 25,709: 14,272 10,015 278 11,083 15,318 25,633 25,611: 76 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,043: -1,244 -848 30 200 -228 -1,014 -1,046: -29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 39.0 1.1 43.1 59.6 99.7 99.6: 0.3 0.4
Old : 100.0: 55.5 39.0 1.1 43.1 59.6 99.7 99.6: 0.3 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 : 46: 8 15 1 5 20 14 35:
Old : 46: 8 15 1 5 20 14 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 : 83.4 50.7 96.8 70.5 83.4 50.7 95.3 70.5
Old : 83.4 50.7 96.8 70.5 83.4 50.7 95.3 70.5
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 28, 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 : 24,868: 15,179 9,753 49 9,591 14,974 24,819 24,776: 49 92
Old : 24,868: 15,179 9,753 49 9,591 14,974 24,819 24,776: 49 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,288: 250 -860 -6 -1,481 -439 -1,237 -1,305: -51 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 39.2 0.2 38.6 60.2 99.8 99.6: 0.2 0.4
Old : 100.0: 61.0 39.2 0.2 38.6 60.2 99.8 99.6: 0.2 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 : 31: 9 9 1 5 9 14 19:
Old : 31: 9 9 1 5 9 14 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 : 87.2 67.3 95.7 89.5 87.2 67.3 94.2 89.5
Old : 87.2 67.3 95.7 89.5 87.2 67.3 94.2 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016