WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 535,602: 88,474 190,844 174,615 226,441 125,803 489,530 491,262: 46,072 44,340
Old : 274,340: 76,803 156,529 60,980 112,874 36,087 250,656 253,596: 23,684 20,744
Other: 261,262: 51,956 74,599 73,351 113,567 89,716 238,874 237,666: 22,388 23,596
: : :
: : Changes in Commitments from: March 15, 2016 :
: 10,917: -540 11,831 3,068 5,446 -5,750 7,973 9,148: 2,944 1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 35.6 32.6 42.3 23.5 91.4 91.7: 8.6 8.3
Old : 100.0: 28.0 57.1 22.2 41.1 13.2 91.4 92.4: 8.6 7.6
Other: 100.0: 19.9 28.6 28.1 43.5 34.3 91.4 91.0: 8.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 131 142 165 112 103 343 330:
Old : 374: 134 119 91 86 71 260 242:
Other: 310: 89 99 92 90 91 241 232:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 9.6 21.0 17.3 11.3 7.1 16.9 12.1
Old : 16.7 13.0 26.1 22.8 16.4 12.9 24.5 21.9
Other: 15.4 14.5 24.9 23.1 13.4 11.9 20.7 18.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 217,664: 48,200 68,714 40,780 106,762 82,454 195,742 191,948: 21,921 25,715
Old : 93,399: 38,953 53,915 6,995 37,255 21,740 83,203 82,651: 10,197 10,749
Other: 124,264: 26,448 31,999 16,585 69,507 60,714 112,539 109,298: 11,725 14,967
: : :
: : Changes in Commitments from: March 15, 2016 :
: 4,009: -1,083 -2,575 3,737 825 1,851 3,479 3,014: 529 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.6 18.7 49.0 37.9 89.9 88.2: 10.1 11.8
Old : 100.0: 41.7 57.7 7.5 39.9 23.3 89.1 88.5: 10.9 11.5
Other: 100.0: 21.3 25.8 13.3 55.9 48.9 90.6 88.0: 9.4 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 57 64 67 83 74 181 178:
Old : 204: 65 49 23 58 47 131 111:
Other: 187: 45 51 40 70 68 142 135:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 18.9 21.6 29.0 9.1 14.2 16.2 21.7
Old : 13.5 24.6 23.7 41.3 13.5 24.3 23.3 41.0
Other: 18.6 27.0 29.8 36.0 12.3 18.0 21.8 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,710,319: 324,983 402,088 429,084 756,304 665,800 1,510,370 1,496,972: 199,949 213,348
Old : 1,305,778: 304,432 389,197 291,579 567,160 486,332 1,163,170 1,167,107: 142,608 138,671
Other: 404,541: 62,009 54,349 96,047 189,144 179,468 347,200 329,864: 57,341 74,677
: : :
: : Changes in Commitments from: March 15, 2016 :
: -4,118: 7,092 -32,639 2,037 -10,684 24,524 -1,554 -6,078: -2,563 1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.5 25.1 44.2 38.9 88.3 87.5: 11.7 12.5
Old : 100.0: 23.3 29.8 22.3 43.4 37.2 89.1 89.4: 10.9 10.6
Other: 100.0: 15.3 13.4 23.7 46.8 44.4 85.8 81.5: 14.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 199 174 225 303 299 605 606:
Old : 706: 187 171 191 284 271 557 550:
Other: 503: 94 92 93 185 254 322 400:
:----------------------------------------------------------------------------------------------------
: 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 10.2 17.5 17.1 7.8 7.5 12.8 12.1
Old : 11.2 10.8 19.0 18.6 10.6 9.7 17.6 15.7
Other: 17.8 18.2 26.6 25.3 12.1 10.8 17.8 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 12,370: 2,619 3,893 2,296 4,197 3,464 9,111 9,654: 3,258 2,716
Old : 8,732: 2,397 3,865 1,043 2,483 1,998 5,923 6,906: 2,809 1,826
Other: 3,638: 1,148 954 327 1,714 1,467 3,188 2,748: 450 890
: : :
: : Changes in Commitments from: March 15, 2016 :
: -409: -18 -56 198 -715 -583 -536 -441: 127 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.5 18.6 33.9 28.0 73.7 78.0: 26.3 22.0
Old : 100.0: 27.5 44.3 11.9 28.4 22.9 67.8 79.1: 32.2 20.9
Other: 100.0: 31.5 26.2 9.0 47.1 40.3 87.6 75.5: 12.4 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 15 9 14 10 28 32:
Old : 42: 12 15 4 12 7 26 24:
Other: 22: 6 5 7 6 10 14 20:
:----------------------------------------------------------------------------------------------------
: 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 : 43.4 36.7 54.2 49.2 28.2 28.4 34.2 37.5
Old : 37.4 42.6 47.6 59.3 26.2 37.8 34.7 49.7
Other: 72.4 37.7 83.0 58.7 64.6 36.7 72.6 55.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 981,010: 200,946 133,520 298,308 411,538 453,163 910,792 884,991: 70,218 96,019
Old : 722,090: 196,036 143,683 196,479 275,032 321,145 667,547 661,307: 54,543 60,783
Other: 258,920: 49,716 34,643 57,023 136,506 132,018 243,245 223,684: 15,675 35,235
: : :
: : Changes in Commitments from: March 15, 2016 :
: 74,548: 25,246 -16,484 37,081 6,045 43,403 68,372 64,000: 6,176 10,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.6 30.4 42.0 46.2 92.8 90.2: 7.2 9.8
Old : 100.0: 27.1 19.9 27.2 38.1 44.5 92.4 91.6: 7.6 8.4
Other: 100.0: 19.2 13.4 22.0 52.7 51.0 93.9 86.4: 6.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 184 198 256 167 190 509 505:
Old : 590: 183 193 222 152 173 467 464:
Other: 389: 118 91 117 106 148 284 301:
:----------------------------------------------------------------------------------------------------
: 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 12.4 20.7 19.4 9.4 9.5 14.2 14.7
Old : 10.9 14.8 18.1 22.2 8.7 12.7 14.7 18.1
Other: 28.5 20.7 36.2 30.7 25.5 19.6 31.2 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 507,806: 170,232 51,206 120,474 169,724 307,347 460,429 479,027: 47,376 28,779
Old : 422,406: 166,983 54,436 85,906 132,213 261,313 385,102 401,655: 37,304 20,751
Other: 85,400: 20,796 14,317 17,021 37,510 46,034 75,327 77,372: 10,072 8,027
: : :
: : Changes in Commitments from: March 15, 2016 :
: 40,369: 26,782 -1,134 14,434 -4,082 24,732 37,134 38,033: 3,235 2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.1 23.7 33.4 60.5 90.7 94.3: 9.3 5.7
Old : 100.0: 39.5 12.9 20.3 31.3 61.9 91.2 95.1: 8.8 4.9
Other: 100.0: 24.4 16.8 19.9 43.9 53.9 88.2 90.6: 11.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 124 69 123 89 99 282 244:
Old : 331: 128 72 110 84 95 269 232:
Other: 151: 43 31 37 58 39 121 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 : 8.1 29.7 13.9 37.9 6.9 24.8 12.2 30.6
Old : 8.2 31.2 14.5 39.6 7.3 26.6 13.0 32.7
Other: 16.5 32.4 28.9 46.3 15.2 28.5 24.3 38.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 617,005: 108,798 55,394 74,905 285,751 353,558 469,454 483,858: 147,551 133,147
Old : 617,005: 108,798 55,394 74,905 285,751 353,558 469,454 483,858: 147,551 133,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -12,941: 3,002 -5,159 -2,533 -10,297 -5,261 -9,828 -12,952: -3,113 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.0 12.1 46.3 57.3 76.1 78.4: 23.9 21.6
Old : 100.0: 17.6 9.0 12.1 46.3 57.3 76.1 78.4: 23.9 21.6
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 : 160: 43 30 44 69 78 130 134:
Old : 160: 43 30 44 69 78 130 134:
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 : 15.7 18.7 23.9 27.1 10.8 13.0 17.4 18.2
Old : 15.7 18.7 23.9 27.1 10.8 13.0 17.4 18.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 617,028: 50,443 152,577 6,701 423,340 376,953 480,484 536,231: 136,544 80,797
Old : 617,028: 50,443 152,577 6,701 423,340 376,953 480,484 536,231: 136,544 80,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -4,910: 2,295 4,834 -3,193 1,556 -5,193 658 -3,553: -5,568 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.7 1.1 68.6 61.1 77.9 86.9: 22.1 13.1
Old : 100.0: 8.2 24.7 1.1 68.6 61.1 77.9 86.9: 22.1 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 : 95: 12 15 9 55 49 72 68:
Old : 95: 12 15 9 55 49 72 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 45.6 40.2 55.8 23.8 45.5 34.8 55.4
Old : 26.3 45.6 40.2 55.8 23.8 45.5 34.8 55.4
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 22, 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 : 4,352: 508 534 917 2,678 2,648 4,103 4,099: 249 253
Old : 4,352: 508 534 917 2,678 2,648 4,103 4,099: 249 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 91: -207 -507 223 92 358 108 74: -17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.3 21.1 61.5 60.8 94.3 94.2: 5.7 5.8
Old : 100.0: 11.7 12.3 21.1 61.5 60.8 94.3 94.2: 5.7 5.8
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 : 26: 4 8 3 10 11 16 20:
Old : 26: 4 8 3 10 11 16 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 : 54.8 55.2 76.6 77.3 39.6 37.3 50.8 46.5
Old : 54.8 55.2 76.6 77.3 39.6 37.3 50.8 46.5
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 22, 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 : 432,073: 68,588 102,501 100,705 209,380 188,927 378,674 392,133: 53,400 39,940
Old : 343,472: 71,583 94,719 69,986 160,108 147,364 301,677 312,068: 41,795 31,404
Other: 88,601: 9,147 19,924 18,578 49,271 41,563 76,996 80,065: 11,605 8,536
: : :
: : Changes in Commitments from: March 15, 2016 :
: 5,362: 721 -3,677 8,586 -5,042 3,523 4,265 8,432: 1,097 -3,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 23.7 23.3 48.5 43.7 87.6 90.8: 12.4 9.2
Old : 100.0: 20.8 27.6 20.4 46.6 42.9 87.8 90.9: 12.2 9.1
Other: 100.0: 10.3 22.5 21.0 55.6 46.9 86.9 90.4: 13.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 79 93 111 108 87 258 237:
Old : 304: 96 82 100 104 81 245 223:
Other: 171: 32 51 36 76 42 138 101:
:----------------------------------------------------------------------------------------------------
: 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 25.0 22.3 31.9 11.1 18.3 16.6 23.2
Old : 14.0 25.1 21.9 32.0 12.1 20.6 18.1 26.7
Other: 19.5 28.7 31.7 45.6 16.5 24.4 26.7 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 13,637: 1,720 4,678 1,668 7,751 5,252 11,139 11,597: 2,499 2,040
Old : 12,939: 1,937 4,899 1,067 7,543 5,096 10,547 11,061: 2,392 1,878
Other: 699: 228 224 156 208 156 592 536: 107 163
: : :
: : Changes in Commitments from: March 15, 2016 :
: 197: 7 100 31 -64 -24 -26 106: 224 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 34.3 12.2 56.8 38.5 81.7 85.0: 18.3 15.0
Old : 100.0: 15.0 37.9 8.2 58.3 39.4 81.5 85.5: 18.5 14.5
Other: 100.0: 32.6 32.1 22.3 29.7 22.3 84.7 76.7: 15.3 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 18 29 14 21 10 48 50:
Old : 77: 17 33 11 20 10 46 48:
Other: 16: 4 4 4 4 5 9 12:
:----------------------------------------------------------------------------------------------------
: 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 35.8 49.1 46.6 37.7 31.4 45.3 40.5
Old : 40.5 37.8 50.5 49.1 39.4 33.1 47.7 42.9
Other: 66.2 53.7 83.3 73.9 55.5 42.1 60.5 52.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 955,436: 99,619 212,529 40,152 703,954 554,877 843,724 807,558: 111,712 147,878
Old : 955,436: 99,619 212,529 40,152 703,954 554,877 843,724 807,558: 111,712 147,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,146: -19,656 20,840 738 30,621 -19,047 11,702 2,531: -5,556 3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 22.2 4.2 73.7 58.1 88.3 84.5: 11.7 15.5
Old : 100.0: 10.4 22.2 4.2 73.7 58.1 88.3 84.5: 11.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 37 55 40 91 101 151 173:
Old : 230: 37 55 40 91 101 151 173:
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 : 26.1 17.1 37.9 27.3 23.8 15.0 34.0 24.8
Old : 26.1 17.1 37.9 27.3 23.8 15.0 34.0 24.8
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 22, 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 : 3,231,245: 411,940 441,747 383,777 2,083,626 1,988,169 2,879,343 2,813,694: 351,902 417,551
Old : 3,231,245: 411,940 441,747 383,777 2,083,626 1,988,169 2,879,343 2,813,694: 351,902 417,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -62,477: -15,310 -2,168 -39,511 -3,916 -23,409 -58,737 -65,087: -3,740 2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.7 11.9 64.5 61.5 89.1 87.1: 10.9 12.9
Old : 100.0: 12.7 13.7 11.9 64.5 61.5 89.1 87.1: 10.9 12.9
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 : 371: 80 89 105 157 170 298 303:
Old : 371: 80 89 105 157 170 298 303:
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 : 25.7 15.9 33.7 22.6 23.1 12.3 28.7 17.2
Old : 25.7 15.9 33.7 22.6 23.1 12.3 28.7 17.2
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 22, 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 : 95,518: 14,563 7,848 118 40,524 41,895 55,204 49,861: 40,314 45,657
Old : 95,518: 14,563 7,848 118 40,524 41,895 55,204 49,861: 40,314 45,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.2 0.1 42.4 43.9 57.8 52.2: 42.2 47.8
Old : 100.0: 15.2 8.2 0.1 42.4 43.9 57.8 52.2: 42.2 47.8
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 : 20: 3 1 1 13 9 16 11:
Old : 20: 3 1 1 13 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 40.9 47.0 51.9 32.2 40.8 46.7 51.4
Old : 32.5 40.9 47.0 51.9 32.2 40.8 46.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 2,570,247: 233,278 476,730 126,664 1,952,318 1,639,390 2,312,260 2,242,783: 257,987 327,464
Old : 2,570,247: 233,278 476,730 126,664 1,952,318 1,639,390 2,312,260 2,242,783: 257,987 327,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -65,487: -34,794 12,777 -23,145 4,380 -32,196 -53,559 -42,563: -11,928 -22,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 18.5 4.9 76.0 63.8 90.0 87.3: 10.0 12.7
Old : 100.0: 9.1 18.5 4.9 76.0 63.8 90.0 87.3: 10.0 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 : 281: 41 73 61 111 140 187 239:
Old : 281: 41 73 61 111 140 187 239:
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 : 33.3 14.6 43.7 24.2 29.4 14.2 38.6 23.2
Old : 33.3 14.6 43.7 24.2 29.4 14.2 38.6 23.2
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 22, 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 : 798,179: 40,101 96,417 110,574 625,733 544,045 776,407 751,036: 21,771 47,143
Old : 798,179: 40,101 96,417 110,574 625,733 544,045 776,407 751,036: 21,771 47,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -36,591: -22,870 -15,797 -5,448 -11,057 -15,446 -39,375 -36,691: 2,784 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.1 13.9 78.4 68.2 97.3 94.1: 2.7 5.9
Old : 100.0: 5.0 12.1 13.9 78.4 68.2 97.3 94.1: 2.7 5.9
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 : 110: 20 31 28 45 56 79 102:
Old : 110: 20 31 28 45 56 79 102:
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 : 40.6 27.8 59.5 40.0 31.4 16.1 40.0 22.5
Old : 40.6 27.8 59.5 40.0 31.4 16.1 40.0 22.5
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 47,231: 17,510 14,249 722 23,271 23,042 41,503 38,014: 5,728 9,218
Old : 47,231: 17,510 14,249 722 23,271 23,042 41,503 38,014: 5,728 9,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,539: 7,654 4,801 -900 -7,589 -5,395 -835 -1,494: -704 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 30.2 1.5 49.3 48.8 87.9 80.5: 12.1 19.5
Old : 100.0: 37.1 30.2 1.5 49.3 48.8 87.9 80.5: 12.1 19.5
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 : 90: 24 18 7 29 27 59 47:
Old : 90: 24 18 7 29 27 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.5 48.9 49.1 34.9 34.5 48.4 48.8
Old : 35.3 34.5 48.9 49.1 34.9 34.5 48.4 48.8
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 22, 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 : 94,462: 35,020 28,499 1,445 46,542 46,084 83,007 76,027: 11,455 18,435
Old : 94,462: 35,020 28,499 1,445 46,542 46,084 83,007 76,027: 11,455 18,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -3,077: 15,308 9,602 -1,801 -15,178 -10,790 -1,670 -2,988: -1,407 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 30.2 1.5 49.3 48.8 87.9 80.5: 12.1 19.5
Old : 100.0: 37.1 30.2 1.5 49.3 48.8 87.9 80.5: 12.1 19.5
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 : 90: 24 18 7 29 27 59 47:
Old : 90: 24 18 7 29 27 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.5 48.9 49.1 34.9 34.5 48.4 48.8
Old : 35.3 34.5 48.9 49.1 34.9 34.5 48.4 48.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,274: 16,664 17,861 739 1,576 645 18,979 19,245: 295 29
Old : 19,274: 16,664 17,861 739 1,576 645 18,979 19,245: 295 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 252: 977 1,402 -1,103 348 -35 222 264: 30 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 92.7 3.8 8.2 3.3 98.5 99.8: 1.5 0.2
Old : 100.0: 86.5 92.7 3.8 8.2 3.3 98.5 99.8: 1.5 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 : 36: 20 14 3 2 1 23 17:
Old : 36: 20 14 3 2 1 23 17:
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 : 67.6 59.8 86.9 85.8 65.1 59.8 81.1 84.4
Old : 67.6 59.8 86.9 85.8 65.1 59.8 81.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 24,957: 18,734 11,843 333 5,784 12,670 24,851 24,846: 106 111
Old : 24,957: 18,734 11,843 333 5,784 12,670 24,851 24,846: 106 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,655: -1,537 -1,164 12 -136 -492 -1,661 -1,644: 6 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 47.5 1.3 23.2 50.8 99.6 99.6: 0.4 0.4
Old : 100.0: 75.1 47.5 1.3 23.2 50.8 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 14 1 6 16 14 30:
Old : 41: 7 14 1 6 16 14 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 : 85.7 46.8 95.1 67.0 85.7 46.8 94.8 67.0
Old : 85.7 46.8 95.1 67.0 85.7 46.8 94.8 67.0
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 22, 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 : 29,443: 23,908 12,691 0 5,465 16,704 29,373 29,395: 70 48
Old : 29,443: 23,908 12,691 0 5,465 16,704 29,373 29,395: 70 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -589: -1,189 -417 0 613 -162 -576 -579: -13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 43.1 0.0 18.6 56.7 99.8 99.8: 0.2 0.2
Old : 100.0: 81.2 43.1 0.0 18.6 56.7 99.8 99.8: 0.2 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 : 38: 7 17 0 5 10 12 27:
Old : 38: 7 17 0 5 10 12 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 65.8 97.9 87.0 88.5 65.8 96.0 87.0
Old : 88.5 65.8 97.9 87.0 88.5 65.8 96.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016