WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 529,522: 93,838 204,524 167,435 223,673 114,639 484,946 486,598: 44,575 42,923
Old : 289,544: 81,486 161,273 65,586 117,887 41,184 264,959 268,042: 24,585 21,501
Other: 239,978: 47,015 77,915 67,186 105,786 73,455 219,988 218,556: 19,990 21,422
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,614: -2,931 -15,330 10,290 -2,390 10,656 4,969 5,616: -2,356 -3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 38.6 31.6 42.2 21.6 91.6 91.9: 8.4 8.1
Old : 100.0: 28.1 55.7 22.7 40.7 14.2 91.5 92.6: 8.5 7.4
Other: 100.0: 19.6 32.5 28.0 44.1 30.6 91.7 91.1: 8.3 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 142 140 155 117 101 344 323:
Old : 384: 144 117 92 93 71 273 244:
Other: 299: 82 98 87 90 86 230 223:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 8.8 20.0 15.9 11.8 7.9 17.5 13.2
Old : 14.8 11.8 23.0 21.5 14.3 11.3 21.7 20.1
Other: 14.5 14.0 24.8 23.0 13.6 10.5 20.5 18.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 223,289: 54,607 91,547 32,755 114,858 75,266 202,220 199,567: 21,070 23,722
Old : 104,090: 40,299 65,150 6,898 46,908 20,870 94,104 92,919: 9,985 11,171
Other: 119,200: 25,059 37,146 15,107 67,950 54,395 108,115 106,649: 11,084 12,551
: : :
: : Changes in Commitments from: March 1, 2016 :
: -3,740: -1,950 -7,200 84 -2,340 3,487 -4,206 -3,629: 466 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 41.0 14.7 51.4 33.7 90.6 89.4: 9.4 10.6
Old : 100.0: 38.7 62.6 6.6 45.1 20.1 90.4 89.3: 9.6 10.7
Other: 100.0: 21.0 31.2 12.7 57.0 45.6 90.7 89.5: 9.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 66 62 57 84 68 180 167:
Old : 203: 63 48 22 65 43 135 106:
Other: 181: 49 43 35 69 60 137 125:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 22.4 21.9 33.0 11.0 17.0 18.7 26.8
Old : 15.4 24.7 27.7 40.5 15.3 24.7 27.6 39.5
Other: 17.3 30.6 29.7 40.0 13.3 20.7 22.6 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 1,687,116: 311,610 465,907 410,333 764,363 598,497 1,486,306 1,474,738: 200,810 212,379
Old : 1,317,577: 304,445 448,286 280,132 584,690 443,690 1,169,267 1,172,107: 148,310 145,470
Other: 369,539: 56,628 67,084 80,738 179,673 154,808 317,039 302,630: 52,500 66,909
: : :
: : Changes in Commitments from: March 1, 2016 :
: 56,735: -451 25,814 22,534 18,221 10,342 40,304 58,690: 16,431 -1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 27.6 24.3 45.3 35.5 88.1 87.4: 11.9 12.6
Old : 100.0: 23.1 34.0 21.3 44.4 33.7 88.7 89.0: 11.3 11.0
Other: 100.0: 15.3 18.2 21.8 48.6 41.9 85.8 81.9: 14.2 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 752: 187 193 212 296 292 589 608:
Old : 722: 178 192 176 279 268 542 557:
Other: 493: 87 98 84 177 241 308 383:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 8.6 17.9 15.1 8.2 7.2 13.3 11.4
Old : 10.9 9.1 19.3 16.1 10.5 9.0 17.7 14.4
Other: 17.3 18.5 26.8 24.6 13.6 11.2 19.6 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 12,719: 2,572 3,773 2,074 4,751 4,212 9,397 10,059: 3,321 2,660
Old : 9,437: 2,520 3,734 910 3,096 2,900 6,525 7,544: 2,912 1,893
Other: 3,282: 943 930 273 1,656 1,312 2,872 2,515: 410 766
: : :
: : Changes in Commitments from: March 1, 2016 :
: 492: 203 207 33 39 94 275 335: 218 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.7 16.3 37.4 33.1 73.9 79.1: 26.1 20.9
Old : 100.0: 26.7 39.6 9.6 32.8 30.7 69.1 79.9: 30.9 20.1
Other: 100.0: 28.7 28.3 8.3 50.4 40.0 87.5 76.6: 12.5 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 14 7 15 12 28 32:
Old : 44: 13 13 3 14 9 27 25:
Other: 21: 1 8 4 6 10 10 19:
:----------------------------------------------------------------------------------------------------
: 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 : 42.9 37.6 57.0 50.3 31.6 29.8 37.5 38.9
Old : 36.4 42.2 48.6 57.4 29.0 37.0 38.1 49.0
Other: 78.5 39.0 86.9 60.7 71.8 38.0 75.7 57.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 876,425: 141,635 177,644 250,034 419,874 368,714 811,542 796,392: 64,883 80,033
Old : 655,784: 140,637 175,309 169,638 295,007 255,949 605,282 600,896: 50,502 54,888
Other: 220,641: 35,126 36,463 46,268 124,867 112,766 206,260 195,497: 14,381 25,144
: : :
: : Changes in Commitments from: March 1, 2016 :
: 9,886: 10,653 -39,297 11,158 -6,752 35,277 15,059 7,137: -5,173 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.3 28.5 47.9 42.1 92.6 90.9: 7.4 9.1
Old : 100.0: 21.4 26.7 25.9 45.0 39.0 92.3 91.6: 7.7 8.4
Other: 100.0: 15.9 16.5 21.0 56.6 51.1 93.5 88.6: 6.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 157 196 232 161 169 456 481:
Old : 555: 164 195 198 149 146 418 439:
Other: 351: 99 89 118 92 128 255 274:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 11.8 24.0 18.9 13.9 10.3 19.4 15.7
Old : 13.6 13.9 21.6 21.3 11.7 13.1 19.0 19.3
Other: 32.9 22.4 41.0 33.2 30.3 21.6 36.2 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 424,624: 108,373 61,156 103,395 175,878 233,849 387,646 398,400: 36,978 26,224
Old : 350,633: 109,298 63,900 70,430 142,534 195,564 322,262 329,893: 28,371 20,739
Other: 73,991: 15,753 13,935 16,287 33,344 38,285 65,384 68,507: 8,608 5,485
: : :
: : Changes in Commitments from: March 1, 2016 :
: 3,461: -2,481 845 1,345 4,959 4,995 3,823 7,185: -362 -3,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.4 24.3 41.4 55.1 91.3 93.8: 8.7 6.2
Old : 100.0: 31.2 18.2 20.1 40.7 55.8 91.9 94.1: 8.1 5.9
Other: 100.0: 21.3 18.8 22.0 45.1 51.7 88.4 92.6: 11.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 92 77 113 86 84 252 224:
Old : 304: 103 74 101 82 83 242 214:
Other: 144: 32 37 37 55 35 111 89:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 28.1 16.1 34.5 8.2 24.1 14.0 28.7
Old : 9.6 29.0 17.2 35.6 8.9 25.8 14.9 30.9
Other: 18.8 32.8 31.9 47.9 16.4 26.5 26.9 35.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 644,035: 101,143 65,462 68,608 312,239 369,863 481,990 503,933: 162,045 140,102
Old : 644,035: 101,143 65,462 68,608 312,239 369,863 481,990 503,933: 162,045 140,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -13,603: 10,032 -240 704 -29,034 -4,667 -18,299 -4,203: 4,696 -9,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.2 10.7 48.5 57.4 74.8 78.2: 25.2 21.8
Old : 100.0: 15.7 10.2 10.7 48.5 57.4 74.8 78.2: 25.2 21.8
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 : 153: 30 38 40 64 74 119 127:
Old : 153: 30 38 40 64 74 119 127:
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 : 17.8 18.3 25.5 27.0 13.1 13.3 19.1 18.5
Old : 17.8 18.3 25.5 27.0 13.1 13.3 19.1 18.5
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 08, 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 : 624,838: 48,074 144,423 11,763 418,759 384,172 478,596 540,358: 146,242 84,480
Old : 624,838: 48,074 144,423 11,763 418,759 384,172 478,596 540,358: 146,242 84,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 180: -1,292 2,219 3,573 -7,343 -6,026 -5,062 -234: 5,242 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.1 1.9 67.0 61.5 76.6 86.5: 23.4 13.5
Old : 100.0: 7.7 23.1 1.9 67.0 61.5 76.6 86.5: 23.4 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 : 96: 11 14 9 58 50 75 67:
Old : 96: 11 14 9 58 50 75 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 : 25.5 45.9 38.3 56.3 22.9 45.3 33.2 55.3
Old : 25.5 45.9 38.3 56.3 22.9 45.3 33.2 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 4,024: 751 1,110 443 2,494 2,216 3,688 3,769: 336 255
Old : 4,024: 751 1,110 443 2,494 2,216 3,688 3,769: 336 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -184: -9 472 -224 29 -385 -204 -137: 20 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.6 11.0 62.0 55.1 91.7 93.7: 8.3 6.3
Old : 100.0: 18.7 27.6 11.0 62.0 55.1 91.7 93.7: 8.3 6.3
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: 6 9 2 11 11 18 21:
Old : 29: 6 9 2 11 11 18 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 : 56.7 52.5 73.7 75.5 48.8 45.7 62.5 58.6
Old : 56.7 52.5 73.7 75.5 48.8 45.7 62.5 58.6
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 08, 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 : 421,302: 61,744 102,775 94,815 210,857 182,482 367,416 380,071: 53,886 41,230
Old : 339,207: 65,588 94,678 66,063 165,617 145,544 297,269 306,285: 41,938 32,922
Other: 82,095: 7,617 19,558 17,291 45,240 36,938 70,147 73,786: 11,948 8,309
: : :
: : Changes in Commitments from: March 1, 2016 :
: -23,246: 2,734 -20,331 -6,255 -21,173 9,219 -24,695 -17,368: 1,449 -5,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 24.4 22.5 50.0 43.3 87.2 90.2: 12.8 9.8
Old : 100.0: 19.3 27.9 19.5 48.8 42.9 87.6 90.3: 12.4 9.7
Other: 100.0: 9.3 23.8 21.1 55.1 45.0 85.4 89.9: 14.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 73 101 102 102 85 241 235:
Old : 300: 85 93 97 99 78 234 223:
Other: 159: 29 47 33 72 39 122 99:
:----------------------------------------------------------------------------------------------------
: 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 25.6 23.1 31.9 11.9 19.2 17.5 24.1
Old : 14.6 25.6 22.4 32.1 12.8 21.6 18.9 27.6
Other: 20.5 30.5 33.1 47.2 18.6 26.3 28.5 35.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 12,826: 1,778 4,678 1,315 7,556 5,109 10,650 11,102: 2,176 1,724
Old : 12,407: 1,929 4,851 921 7,486 4,998 10,337 10,770: 2,070 1,637
Other: 418: 200 178 42 70 111 313 331: 106 87
: : :
: : Changes in Commitments from: March 1, 2016 :
: 370: 220 20 100 -23 304 297 424: 74 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 36.5 10.3 58.9 39.8 83.0 86.6: 17.0 13.4
Old : 100.0: 15.6 39.1 7.4 60.3 40.3 83.3 86.8: 16.7 13.2
Other: 100.0: 47.9 42.6 10.1 16.7 26.5 74.7 79.2: 25.3 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 29 13 22 11 48 49:
Old : 77: 21 29 11 21 11 47 47:
Other: 17: 3 5 4 4 6 9 13:
:----------------------------------------------------------------------------------------------------
: 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 : 41.1 37.4 51.3 48.7 39.3 33.4 48.0 42.8
Old : 42.3 38.6 52.9 50.3 41.0 34.5 50.2 44.3
Other: 60.8 52.3 72.8 73.1 58.7 40.8 61.0 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 1,005,779: 136,290 200,977 36,254 715,481 624,505 888,025 861,736: 117,754 144,043
Old : 1,005,779: 136,290 200,977 36,254 715,481 624,505 888,025 861,736: 117,754 144,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -80,369: -53,239 -28,542 -479 -27,509 -44,928 -81,227 -73,949: 857 -6,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.0 3.6 71.1 62.1 88.3 85.7: 11.7 14.3
Old : 100.0: 13.6 20.0 3.6 71.1 62.1 88.3 85.7: 11.7 14.3
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 : 232: 41 55 38 98 96 162 166:
Old : 232: 41 55 38 98 96 162 166:
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 : 24.5 19.4 36.7 28.9 23.0 16.5 33.5 25.5
Old : 24.5 19.4 36.7 28.9 23.0 16.5 33.5 25.5
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 08, 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 : 3,352,503: 463,403 438,813 392,504 2,142,681 2,104,478 2,998,588 2,935,795: 353,915 416,708
Old : 3,352,503: 463,403 438,813 392,504 2,142,681 2,104,478 2,998,588 2,935,795: 353,915 416,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -51,404: 13,934 -35,700 18,489 -45,043 -5,489 -12,620 -22,701: -38,784 -28,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.1 11.7 63.9 62.8 89.4 87.6: 10.6 12.4
Old : 100.0: 13.8 13.1 11.7 63.9 62.8 89.4 87.6: 10.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 79 88 111 158 171 302 305:
Old : 366: 79 88 111 158 171 302 305:
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 : 26.3 18.4 34.5 26.1 22.9 15.0 28.6 19.7
Old : 26.3 18.4 34.5 26.1 22.9 15.0 28.6 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 101,730: 11,718 10,176 392 49,677 47,716 61,787 58,284: 39,943 43,446
Old : 101,730: 11,718 10,176 392 49,677 47,716 61,787 58,284: 39,943 43,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.0 0.4 48.8 46.9 60.7 57.3: 39.3 42.7
Old : 100.0: 11.5 10.0 0.4 48.8 46.9 60.7 57.3: 39.3 42.7
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 : 22: 3 2 1 12 11 16 13:
Old : 22: 3 2 1 12 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 40.7 51.1 52.7 34.2 40.6 50.9 52.3
Old : 34.2 40.7 51.1 52.7 34.2 40.6 50.9 52.3
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 08, 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 : 2,680,286: 281,702 467,134 134,676 1,975,175 1,705,988 2,391,552 2,307,798: 288,733 372,488
Old : 2,680,286: 281,702 467,134 134,676 1,975,175 1,705,988 2,391,552 2,307,798: 288,733 372,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -114,133: -1,291 39,894 -40,534 -76,424 -121,631 -118,249 -122,271: 4,116 8,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.4 5.0 73.7 63.6 89.2 86.1: 10.8 13.9
Old : 100.0: 10.5 17.4 5.0 73.7 63.6 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 : 278: 48 68 55 108 139 187 231:
Old : 278: 48 68 55 108 139 187 231:
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 : 34.0 14.5 43.4 24.7 29.7 13.7 37.7 22.2
Old : 34.0 14.5 43.4 24.7 29.7 13.7 37.7 22.2
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 08, 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 : 789,631: 44,153 93,636 124,821 600,063 526,769 769,037 745,226: 20,594 44,406
Old : 789,631: 44,153 93,636 124,821 600,063 526,769 769,037 745,226: 20,594 44,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 45,365: 12,076 17,667 -7,394 43,787 32,788 48,469 43,060: -3,103 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.9 15.8 76.0 66.7 97.4 94.4: 2.6 5.6
Old : 100.0: 5.6 11.9 15.8 76.0 66.7 97.4 94.4: 2.6 5.6
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 : 107: 16 35 28 44 55 77 101:
Old : 107: 16 35 28 44 55 77 101:
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 : 45.8 29.4 62.6 41.4 34.6 14.2 41.1 21.7
Old : 45.8 29.4 62.6 41.4 34.6 14.2 41.1 21.7
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 08, 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 : 36,725: 8,685 7,506 1,634 20,791 19,792 31,111 28,932: 5,614 7,793
Old : 36,725: 8,685 7,506 1,634 20,791 19,792 31,111 28,932: 5,614 7,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,478: 1,026 1,960 219 1,411 -423 2,656 1,755: -178 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.4 4.5 56.6 53.9 84.7 78.8: 15.3 21.2
Old : 100.0: 23.6 20.4 4.5 56.6 53.9 84.7 78.8: 15.3 21.2
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 : 86: 21 17 8 33 28 58 49:
Old : 86: 21 17 8 33 28 58 49:
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 : 19.8 24.7 33.1 37.4 18.8 24.7 30.0 37.3
Old : 19.8 24.7 33.1 37.4 18.8 24.7 30.0 37.3
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 08, 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 : 73,450: 17,370 15,011 3,269 41,582 39,583 62,221 57,864: 11,229 15,587
Old : 73,450: 17,370 15,011 3,269 41,582 39,583 62,221 57,864: 11,229 15,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,956: 2,053 3,920 438 2,822 -847 5,313 3,511: -356 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.4 4.5 56.6 53.9 84.7 78.8: 15.3 21.2
Old : 100.0: 23.6 20.4 4.5 56.6 53.9 84.7 78.8: 15.3 21.2
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 : 86: 21 17 8 33 28 58 49:
Old : 86: 21 17 8 33 28 58 49:
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 : 19.8 24.7 33.1 37.4 18.8 24.7 30.0 37.3
Old : 19.8 24.7 33.1 37.4 18.8 24.7 30.0 37.3
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 08, 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 : 20,833: 13,985 14,682 5,347 1,228 680 20,560 20,709: 273 124
Old : 20,833: 13,985 14,682 5,347 1,228 680 20,560 20,709: 273 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,789: -1,254 -1,673 4,442 -353 0 2,835 2,769: -46 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 70.5 25.7 5.9 3.3 98.7 99.4: 1.3 0.6
Old : 100.0: 67.1 70.5 25.7 5.9 3.3 98.7 99.4: 1.3 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 : 32: 17 14 7 1 1 22 18:
Old : 32: 17 14 7 1 1 22 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 : 72.1 60.5 90.6 84.1 60.4 46.5 65.9 65.5
Old : 72.1 60.5 90.6 84.1 60.4 46.5 65.9 65.5
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 08, 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 : 33,133: 22,896 12,787 328 9,795 19,886 33,019 33,001: 114 132
Old : 33,133: 22,896 12,787 328 9,795 19,886 33,019 33,001: 114 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 788: 305 237 -265 737 821 777 793: 11 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 38.6 1.0 29.6 60.0 99.7 99.6: 0.3 0.4
Old : 100.0: 69.1 38.6 1.0 29.6 60.0 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 : 44: 10 13 3 6 18 17 33:
Old : 44: 10 13 3 6 18 17 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 : 83.1 48.1 93.1 66.5 83.1 45.6 92.4 64.0
Old : 83.1 48.1 93.1 66.5 83.1 45.6 92.4 64.0
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 08, 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 : 46,419: 40,847 12,903 67 5,457 33,379 46,371 46,349: 48 70
Old : 46,419: 40,847 12,903 67 5,457 33,379 46,371 46,349: 48 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,701: 2,147 782 61 2,559 3,829 4,767 4,672: -66 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 27.8 0.1 11.8 71.9 99.9 99.8: 0.1 0.2
Old : 100.0: 88.0 27.8 0.1 11.8 71.9 99.9 99.8: 0.1 0.2
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 : 42: 13 14 1 5 14 18 29:
Old : 42: 13 14 1 5 14 18 29:
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 : 90.2 66.3 97.4 84.5 88.3 64.2 91.4 80.4
Old : 90.2 66.3 97.4 84.5 88.3 64.2 91.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016