WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 526,908: 96,769 219,855 157,145 226,064 103,983 479,977 480,983: 46,931 45,926
Old : 301,519: 84,182 172,513 67,677 123,175 35,857 275,034 276,047: 26,486 25,472
Other: 225,389: 48,189 82,944 53,865 102,889 68,126 204,944 204,935: 20,445 20,454
: : :
: : Changes in Commitments from: February 23, 2016 :
: 16,007: -3,773 8,905 21,190 -304 -14,511 17,113 15,584: -1,106 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 41.7 29.8 42.9 19.7 91.1 91.3: 8.9 8.7
Old : 100.0: 27.9 57.2 22.4 40.9 11.9 91.2 91.6: 8.8 8.4
Other: 100.0: 21.4 36.8 23.9 45.6 30.2 90.9 90.9: 9.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 139 153 148 121 96 333 335:
Old : 401: 138 135 95 100 70 273 265:
Other: 294: 77 97 82 92 83 221 219:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 8.8 20.5 16.2 12.5 8.6 18.5 14.3
Old : 14.5 12.8 23.1 22.0 13.7 12.4 21.9 20.7
Other: 15.0 14.2 25.0 23.9 14.6 10.8 21.9 19.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 227,029: 56,557 98,746 32,672 117,197 71,778 206,426 203,196: 20,603 23,833
Old : 107,607: 41,854 71,904 5,845 50,366 17,089 98,064 94,838: 9,543 12,769
Other: 119,422: 26,010 38,149 15,520 66,831 54,689 108,362 108,358: 11,060 11,064
: : :
: : Changes in Commitments from: February 23, 2016 :
: -5,195: 3,018 4,137 -597 -4,613 -5,837 -2,192 -2,297: -3,003 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 43.5 14.4 51.6 31.6 90.9 89.5: 9.1 10.5
Old : 100.0: 38.9 66.8 5.4 46.8 15.9 91.1 88.1: 8.9 11.9
Other: 100.0: 21.8 31.9 13.0 56.0 45.8 90.7 90.7: 9.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 66 71 60 86 69 186 177:
Old : 205: 63 53 20 65 40 137 104:
Other: 192: 55 50 40 71 62 147 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 22.8 23.1 33.7 12.4 17.6 20.6 28.2
Old : 17.4 26.7 28.8 43.5 17.4 26.5 28.8 42.6
Other: 17.2 31.5 29.6 40.7 13.7 21.9 22.3 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 1,630,381: 312,061 440,093 387,799 746,142 588,155 1,446,002 1,416,048: 184,379 214,333
Old : 1,279,401: 308,633 419,994 266,493 567,522 443,186 1,142,648 1,129,673: 136,753 149,728
Other: 350,980: 52,558 69,229 72,177 178,620 144,969 303,355 286,375: 47,625 64,605
: : :
: : Changes in Commitments from: February 23, 2016 :
: 8,379: -6,166 59,883 10,370 7,967 -48,146 12,170 22,107: -3,792 -13,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.0 23.8 45.8 36.1 88.7 86.9: 11.3 13.1
Old : 100.0: 24.1 32.8 20.8 44.4 34.6 89.3 88.3: 10.7 11.7
Other: 100.0: 15.0 19.7 20.6 50.9 41.3 86.4 81.6: 13.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 752: 168 208 217 290 292 579 619:
Old : 723: 168 204 185 274 269 537 572:
Other: 494: 86 98 81 179 241 309 381:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 8.5 19.5 15.3 8.7 7.3 14.5 11.6
Old : 11.4 9.7 20.9 16.7 11.1 9.0 19.1 14.7
Other: 20.1 18.2 29.3 24.6 14.8 12.1 21.1 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 12,226: 2,370 3,566 2,040 4,713 4,118 9,123 9,725: 3,104 2,502
Old : 9,481: 2,741 3,527 882 3,070 3,091 6,693 7,501: 2,788 1,981
Other: 2,745: 507 917 280 1,643 1,027 2,429 2,224: 316 521
: : :
: : Changes in Commitments from: February 23, 2016 :
: 466: 139 245 328 30 -360 497 213: -31 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.2 16.7 38.5 33.7 74.6 79.5: 25.4 20.5
Old : 100.0: 28.9 37.2 9.3 32.4 32.6 70.6 79.1: 29.4 20.9
Other: 100.0: 18.5 33.4 10.2 59.8 37.4 88.5 81.0: 11.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 14 7 14 11 28 31:
Old : 44: 14 13 3 12 10 26 26:
Other: 20: 2 7 4 6 9 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 42.6 57.5 52.8 30.9 29.8 36.2 38.3
Old : 38.1 47.5 50.7 60.5 31.1 40.7 40.7 51.3
Other: 79.0 46.8 87.9 67.3 69.8 46.4 75.7 62.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 866,539: 130,982 216,941 238,876 426,625 333,438 796,483 789,255: 70,056 77,283
Old : 658,178: 131,734 209,715 166,477 302,825 226,491 601,035 602,683: 57,143 55,495
Other: 208,361: 31,311 39,289 40,336 123,801 106,947 195,448 186,572: 12,913 21,789
: : :
: : Changes in Commitments from: February 23, 2016 :
: 4,725: -19,983 35,285 17,300 4,754 -40,768 2,071 11,817: 2,654 -7,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.0 27.6 49.2 38.5 91.9 91.1: 8.1 8.9
Old : 100.0: 20.0 31.9 25.3 46.0 34.4 91.3 91.6: 8.7 8.4
Other: 100.0: 15.0 18.9 19.4 59.4 51.3 93.8 89.5: 6.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 163 211 247 162 171 469 516:
Old : 586: 168 213 212 151 140 429 467:
Other: 348: 88 101 114 91 124 246 276:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 11.5 24.8 18.4 15.7 9.4 21.3 15.1
Old : 14.5 12.8 21.9 20.0 13.4 11.9 20.7 18.3
Other: 35.5 20.5 44.4 32.9 33.1 19.6 40.2 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 421,163: 110,854 60,311 102,050 170,919 228,854 383,823 391,215: 37,341 29,949
Old : 348,417: 108,499 61,226 71,443 139,795 190,646 319,737 323,315: 28,680 25,101
Other: 72,747: 14,428 11,158 18,534 31,124 38,207 64,086 67,900: 8,661 4,847
: : :
: : Changes in Commitments from: February 23, 2016 :
: -25,405: -6,882 6,850 -8,606 -7,248 -24,140 -22,737 -25,896: -2,668 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.3 24.2 40.6 54.3 91.1 92.9: 8.9 7.1
Old : 100.0: 31.1 17.6 20.5 40.1 54.7 91.8 92.8: 8.2 7.2
Other: 100.0: 19.8 15.3 25.5 42.8 52.5 88.1 93.3: 11.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 86 81 111 80 84 240 227:
Old : 303: 95 78 101 77 83 231 219:
Other: 137: 29 34 37 54 33 107 85:
:----------------------------------------------------------------------------------------------------
: 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 27.6 16.9 33.9 8.2 23.5 14.1 28.1
Old : 10.6 28.2 18.1 34.3 9.4 24.9 16.3 30.0
Other: 19.2 34.7 33.6 50.3 16.4 27.7 25.0 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 657,638: 91,111 65,702 67,904 341,273 374,530 500,289 508,136: 157,349 149,502
Old : 657,638: 91,111 65,702 67,904 341,273 374,530 500,289 508,136: 157,349 149,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 15,384: 12,206 4,921 6,832 16,837 16,761 35,875 28,514: -20,491 -13,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.0 10.3 51.9 57.0 76.1 77.3: 23.9 22.7
Old : 100.0: 13.9 10.0 10.3 51.9 57.0 76.1 77.3: 23.9 22.7
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 : 153: 35 31 40 69 77 122 130:
Old : 153: 35 31 40 69 77 122 130:
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 : 19.4 18.3 26.9 27.4 13.8 13.2 19.4 18.6
Old : 19.4 18.3 26.9 27.4 13.8 13.2 19.4 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 624,658: 49,366 142,204 8,190 426,102 390,198 483,658 540,592: 141,000 84,066
Old : 624,658: 49,366 142,204 8,190 426,102 390,198 483,658 540,592: 141,000 84,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -37,994: -12,313 -4,299 951 -8,864 -30,527 -20,226 -33,875: -17,767 -4,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.8 1.3 68.2 62.5 77.4 86.5: 22.6 13.5
Old : 100.0: 7.9 22.8 1.3 68.2 62.5 77.4 86.5: 22.6 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 : 98: 12 16 8 59 48 76 67:
Old : 98: 12 16 8 59 48 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 46.0 38.3 57.5 21.9 45.1 32.4 56.2
Old : 24.3 46.0 38.3 57.5 21.9 45.1 32.4 56.2
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 4,208: 760 638 667 2,465 2,601 3,892 3,906: 316 302
Old : 4,208: 760 638 667 2,465 2,601 3,892 3,906: 316 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -276: 136 178 -317 -169 -227 -350 -366: 74 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.2 15.9 58.6 61.8 92.5 92.8: 7.5 7.2
Old : 100.0: 18.1 15.2 15.9 58.6 61.8 92.5 92.8: 7.5 7.2
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 : 26: 6 5 2 11 12 18 18:
Old : 26: 6 5 2 11 12 18 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 : 52.9 53.9 75.3 75.9 42.4 38.9 55.6 52.7
Old : 52.9 53.9 75.3 75.9 42.4 38.9 55.6 52.7
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 444,548: 59,011 123,105 101,070 232,030 173,263 392,111 397,439: 52,437 47,109
Old : 363,046: 63,009 115,991 71,656 187,163 136,510 321,828 324,157: 41,218 38,889
Other: 81,502: 7,909 19,022 17,506 44,867 36,754 70,283 73,282: 11,219 8,220
: : :
: : Changes in Commitments from: February 23, 2016 :
: -17,150: -109 3,301 -2,076 -10,946 -17,560 -13,132 -16,335: -4,019 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.7 22.7 52.2 39.0 88.2 89.4: 11.8 10.6
Old : 100.0: 17.4 31.9 19.7 51.6 37.6 88.6 89.3: 11.4 10.7
Other: 100.0: 9.7 23.3 21.5 55.1 45.1 86.2 89.9: 13.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 70 108 100 103 83 237 249:
Old : 315: 85 102 96 101 77 231 239:
Other: 155: 21 50 39 71 37 123 97:
:----------------------------------------------------------------------------------------------------
: 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 23.5 23.9 29.5 13.2 17.1 19.1 22.0
Old : 15.0 22.9 23.2 29.1 14.6 19.0 20.6 24.9
Other: 20.5 30.6 33.6 47.9 18.5 26.0 29.0 35.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 12,455: 1,558 4,657 1,215 7,580 4,805 10,353 10,678: 2,102 1,778
Old : 12,226: 1,664 4,736 1,010 7,537 4,753 10,211 10,499: 2,015 1,728
Other: 229: 83 111 16 43 52 142 179: 87 50
: : :
: : Changes in Commitments from: February 23, 2016 :
: -363: 337 20 -264 -277 -241 -204 -485: -159 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 37.4 9.8 60.9 38.6 83.1 85.7: 16.9 14.3
Old : 100.0: 13.6 38.7 8.3 61.6 38.9 83.5 85.9: 16.5 14.1
Other: 100.0: 36.1 48.3 7.0 18.8 22.9 62.0 78.3: 38.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 17 31 19 21 10 52 49:
Old : 75: 19 31 18 20 10 51 48:
Other: 14: 2 5 3 2 5 6 11:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 37.7 52.7 49.4 42.1 33.8 49.9 43.3
Old : 44.0 38.4 53.6 50.3 42.9 34.4 51.1 44.1
Other: 57.9 49.9 62.0 76.3 54.9 44.1 54.9 69.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 1,086,148: 189,529 229,519 36,733 742,990 669,433 969,252 935,685: 116,896 150,463
Old : 1,086,148: 189,529 229,519 36,733 742,990 669,433 969,252 935,685: 116,896 150,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -74,780: -3,943 -12,495 -5,270 -36,718 -49,125 -45,931 -66,890: -28,849 -7,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.1 3.4 68.4 61.6 89.2 86.1: 10.8 13.9
Old : 100.0: 17.4 21.1 3.4 68.4 61.6 89.2 86.1: 10.8 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 : 248: 50 55 42 101 105 175 178:
Old : 248: 50 55 42 101 105 175 178:
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 : 22.8 17.6 33.8 26.8 22.3 15.8 31.5 24.4
Old : 22.8 17.6 33.8 26.8 22.3 15.8 31.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 3,403,907: 449,469 474,514 374,015 2,187,724 2,109,967 3,011,208 2,958,496: 392,699 445,411
Old : 3,403,907: 449,469 474,514 374,015 2,187,724 2,109,967 3,011,208 2,958,496: 392,699 445,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -111,095: -68,145 28,506 64,328 -65,272 -186,772 -69,089 -93,938: -42,006 -17,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.9 11.0 64.3 62.0 88.5 86.9: 11.5 13.1
Old : 100.0: 13.2 13.9 11.0 64.3 62.0 88.5 86.9: 11.5 13.1
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 : 360: 80 82 104 157 171 290 304:
Old : 360: 80 82 104 157 171 290 304:
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 18.0 36.4 25.1 25.2 14.7 31.2 19.3
Old : 27.6 18.0 36.4 25.1 25.2 14.7 31.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 2,794,419: 282,993 427,241 175,210 2,051,599 1,827,618 2,509,802 2,430,069: 284,618 364,350
Old : 2,794,419: 282,993 427,241 175,210 2,051,599 1,827,618 2,509,802 2,430,069: 284,618 364,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -13,413: -18,256 -4,786 47,214 11,832 -9,207 40,789 33,221: -54,202 -46,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.3 6.3 73.4 65.4 89.8 87.0: 10.2 13.0
Old : 100.0: 10.1 15.3 6.3 73.4 65.4 89.8 87.0: 10.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 47 65 59 114 146 192 239:
Old : 282: 47 65 59 114 146 192 239:
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 15.5 43.5 25.8 29.9 14.2 37.1 22.5
Old : 33.8 15.5 43.5 25.8 29.9 14.2 37.1 22.5
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 744,266: 32,077 75,969 132,215 556,276 493,981 720,568 702,166: 23,698 42,101
Old : 744,266: 32,077 75,969 132,215 556,276 493,981 720,568 702,166: 23,698 42,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -72,561: 2,115 -35,411 -9,856 -66,554 -27,599 -74,294 -72,865: 1,733 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.2 17.8 74.7 66.4 96.8 94.3: 3.2 5.7
Old : 100.0: 4.3 10.2 17.8 74.7 66.4 96.8 94.3: 3.2 5.7
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 : 101: 14 34 29 43 50 76 95:
Old : 101: 14 34 29 43 50 76 95:
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 : 48.6 31.1 63.0 43.5 36.2 15.5 40.1 23.7
Old : 48.6 31.1 63.0 43.5 36.2 15.5 40.1 23.7
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 34,247: 7,659 5,546 1,416 19,380 20,215 28,454 27,177: 5,793 7,070
Old : 34,247: 7,659 5,546 1,416 19,380 20,215 28,454 27,177: 5,793 7,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,458: 730 -27 6 860 3,043 1,595 3,022: 863 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.2 4.1 56.6 59.0 83.1 79.4: 16.9 20.6
Old : 100.0: 22.4 16.2 4.1 56.6 59.0 83.1 79.4: 16.9 20.6
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 : 87: 25 13 8 33 28 62 45:
Old : 87: 25 13 8 33 28 62 45:
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 : 20.0 23.7 32.4 39.1 18.9 23.6 29.7 38.7
Old : 20.0 23.7 32.4 39.1 18.9 23.6 29.7 38.7
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 68,494: 15,318 11,092 2,831 38,760 40,430 56,909 54,353: 11,585 14,141
Old : 68,494: 15,318 11,092 2,831 38,760 40,430 56,909 54,353: 11,585 14,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 4,916: 1,460 -54 11 1,719 6,087 3,191 6,044: 1,725 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.2 4.1 56.6 59.0 83.1 79.4: 16.9 20.6
Old : 100.0: 22.4 16.2 4.1 56.6 59.0 83.1 79.4: 16.9 20.6
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 : 87: 25 13 8 33 28 62 45:
Old : 87: 25 13 8 33 28 62 45:
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 : 20.0 23.7 32.4 39.1 18.9 23.6 29.7 38.7
Old : 20.0 23.7 32.4 39.1 18.9 23.6 29.7 38.7
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 18,044: 15,239 16,355 905 1,581 680 17,725 17,940: 319 104
Old : 18,044: 15,239 16,355 905 1,581 680 17,725 17,940: 319 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 797: 987 875 -33 -156 0 798 842: -1 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 90.6 5.0 8.8 3.8 98.2 99.4: 1.8 0.6
Old : 100.0: 84.5 90.6 5.0 8.8 3.8 98.2 99.4: 1.8 0.6
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 : 31: 16 14 4 1 1 18 18:
Old : 31: 16 14 4 1 1 18 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 : 81.3 57.5 93.4 84.0 76.6 57.2 85.4 82.5
Old : 81.3 57.5 93.4 84.0 76.6 57.2 85.4 82.5
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 with Delta-adjusted Options and Futures Combined, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,345: 22,591 12,550 593 9,058 19,065 32,242 32,208: 103 137
Old : 32,345: 22,591 12,550 593 9,058 19,065 32,242 32,208: 103 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,651: 1,388 193 316 -47 1,111 1,657 1,620: -6 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 38.8 1.8 28.0 58.9 99.7 99.6: 0.3 0.4
Old : 100.0: 69.8 38.8 1.8 28.0 58.9 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 : 47: 9 15 3 6 20 16 37:
Old : 47: 9 15 3 6 20 16 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 46.5 93.8 64.9 84.2 46.1 93.6 64.5
Old : 84.4 46.5 93.8 64.9 84.2 46.1 93.6 64.5
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 with Delta-adjusted Options and Futures Combined, March 01, 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 : 41,718: 38,700 12,121 6 2,898 29,550 41,604 41,677: 114 41
Old : 41,718: 38,700 12,121 6 2,898 29,550 41,604 41,677: 114 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,632: 2,406 -1,582 6 -761 3,264 1,651 1,688: -19 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 29.1 0.0 6.9 70.8 99.7 99.9: 0.3 0.1
Old : 100.0: 92.8 29.1 0.0 6.9 70.8 99.7 99.9: 0.3 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 : 39: 9 14 1 5 14 15 28:
Old : 39: 9 14 1 5 14 15 28:
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 : 94.3 71.3 98.1 88.5 94.3 71.2 97.5 88.4
Old : 94.3 71.3 98.1 88.5 94.3 71.2 97.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016