WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 534,234: 89,150 182,389 170,916 226,218 138,290 486,283 491,595: 47,950 42,638
Old : 256,789: 74,586 142,954 52,249 105,589 42,862 232,425 238,065: 24,364 18,724
Other: 277,445: 53,608 78,479 79,622 120,628 95,429 253,859 253,530: 23,586 23,915
: : :
: : Changes in Commitments from: March 22, 2016 :
: -1,369: 675 -8,455 -3,699 -223 12,487 -3,247 333: 1,878 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 34.1 32.0 42.3 25.9 91.0 92.0: 9.0 8.0
Old : 100.0: 29.0 55.7 20.3 41.1 16.7 90.5 92.7: 9.5 7.3
Other: 100.0: 19.3 28.3 28.7 43.5 34.4 91.5 91.4: 8.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 136 119 147 112 98 324 301:
Old : 342: 127 99 77 83 71 242 215:
Other: 301: 80 101 97 91 88 234 233:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.7 20.9 16.8 11.4 6.4 16.6 11.5
Old : 16.9 12.3 25.9 23.1 16.4 12.0 24.6 21.8
Other: 14.6 14.2 23.9 22.4 12.6 11.5 19.7 18.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 219,309: 49,802 70,886 41,579 105,359 82,321 196,740 194,786: 22,569 24,523
Old : 91,170: 40,974 56,517 6,160 33,707 18,603 80,841 81,280: 10,330 9,890
Other: 128,139: 27,011 32,551 17,237 71,652 63,718 115,900 113,506: 12,239 14,633
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,646: 1,602 2,172 799 -1,403 -132 998 2,838: 648 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 32.3 19.0 48.0 37.5 89.7 88.8: 10.3 11.2
Old : 100.0: 44.9 62.0 6.8 37.0 20.4 88.7 89.2: 11.3 10.8
Other: 100.0: 21.1 25.4 13.5 55.9 49.7 90.4 88.6: 9.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 61 60 74 79 78 184 187:
Old : 204: 70 47 24 54 46 132 109:
Other: 196: 47 55 38 70 71 141 142:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 18.9 21.4 27.1 9.1 14.4 16.0 21.1
Old : 12.4 23.6 22.8 38.9 12.4 23.4 22.4 38.6
Other: 18.3 25.6 29.2 34.4 11.8 17.5 21.0 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 1,699,627: 330,949 360,425 409,604 758,081 704,992 1,498,635 1,475,021: 200,993 224,606
Old : 1,276,475: 307,410 349,922 266,735 561,326 518,922 1,135,471 1,135,579: 141,004 140,896
Other: 423,152: 68,885 55,849 97,524 196,755 186,069 363,164 339,442: 59,988 83,710
: : :
: : Changes in Commitments from: March 22, 2016 :
: -10,692: 5,966 -41,663 -19,480 1,778 39,192 -11,735 -21,951: 1,044 11,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.2 24.1 44.6 41.5 88.2 86.8: 11.8 13.2
Old : 100.0: 24.1 27.4 20.9 44.0 40.7 89.0 89.0: 11.0 11.0
Other: 100.0: 16.3 13.2 23.0 46.5 44.0 85.8 80.2: 14.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 186 183 223 294 301 595 606:
Old : 703: 171 185 188 275 275 548 549:
Other: 509: 101 86 89 185 260 325 402:
:----------------------------------------------------------------------------------------------------
: 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 11.2 17.8 17.9 8.0 7.7 13.0 12.3
Old : 11.7 12.4 19.6 20.0 11.0 10.3 18.2 17.0
Other: 18.8 17.8 27.3 25.2 12.6 11.0 18.1 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 12,483: 2,435 3,932 2,322 4,453 3,587 9,210 9,841: 3,273 2,642
Old : 8,659: 2,311 3,899 1,073 2,540 1,963 5,924 6,936: 2,735 1,723
Other: 3,824: 1,022 931 351 1,913 1,624 3,286 2,905: 538 919
: : :
: : Changes in Commitments from: March 22, 2016 :
: 113: -183 39 26 256 122 99 187: 14 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 31.5 18.6 35.7 28.7 73.8 78.8: 26.2 21.2
Old : 100.0: 26.7 45.0 12.4 29.3 22.7 68.4 80.1: 31.6 19.9
Other: 100.0: 26.7 24.3 9.2 50.0 42.5 85.9 76.0: 14.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 15 9 17 11 30 33:
Old : 43: 11 15 4 14 7 27 24:
Other: 23: 5 5 7 8 11 15 21:
:----------------------------------------------------------------------------------------------------
: 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 : 42.6 36.9 53.3 49.3 27.1 28.2 33.1 37.0
Old : 36.0 43.7 46.3 60.9 24.4 37.8 32.7 50.6
Other: 71.4 36.3 81.4 56.7 63.2 35.2 70.5 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 978,426: 214,782 121,537 293,849 401,945 462,476 910,576 877,862: 67,849 100,564
Old : 707,882: 207,491 137,328 182,964 265,209 327,705 655,664 647,996: 52,219 59,886
Other: 270,543: 59,070 35,987 59,107 136,736 134,772 254,912 229,866: 15,631 40,678
: : :
: : Changes in Commitments from: March 22, 2016 :
: -2,585: 13,836 -11,983 -4,459 -9,593 9,313 -216 -7,129: -2,369 4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.4 30.0 41.1 47.3 93.1 89.7: 6.9 10.3
Old : 100.0: 29.3 19.4 25.8 37.5 46.3 92.6 91.5: 7.4 8.5
Other: 100.0: 21.8 13.3 21.8 50.5 49.8 94.2 85.0: 5.8 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 189 199 256 160 190 504 518:
Old : 599: 189 195 222 147 173 461 474:
Other: 405: 128 97 124 103 149 293 312:
:----------------------------------------------------------------------------------------------------
: 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 12.3 20.1 19.3 8.5 9.2 13.7 14.3
Old : 10.5 14.6 17.8 22.4 8.9 12.2 15.2 17.7
Other: 26.9 18.1 35.0 28.4 23.7 17.0 29.8 24.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 510,217: 175,045 46,946 117,608 171,415 316,831 464,068 481,385: 46,149 28,832
Old : 421,833: 169,516 50,423 83,366 132,845 267,372 385,728 401,162: 36,106 20,672
Other: 88,384: 22,038 13,032 17,732 38,569 49,459 78,340 80,223: 10,044 8,160
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,411: 4,813 -4,260 -2,866 1,691 9,483 3,639 2,358: -1,227 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.2 23.1 33.6 62.1 91.0 94.3: 9.0 5.7
Old : 100.0: 40.2 12.0 19.8 31.5 63.4 91.4 95.1: 8.6 4.9
Other: 100.0: 24.9 14.7 20.1 43.6 56.0 88.6 90.8: 11.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 120 63 119 86 100 275 237:
Old : 321: 120 72 106 80 96 259 224:
Other: 157: 49 25 41 58 41 128 91:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 30.3 14.3 39.0 7.1 26.2 12.6 32.3
Old : 8.7 31.6 15.6 40.7 7.6 27.8 13.7 34.4
Other: 16.0 31.8 27.8 44.7 14.7 28.1 23.8 37.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 596,829: 115,493 50,417 51,363 270,094 352,977 436,950 454,757: 159,879 142,072
Old : 596,829: 115,493 50,417 51,363 270,094 352,977 436,950 454,757: 159,879 142,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -20,177: 6,695 -4,978 -23,542 -15,658 -581 -32,505 -29,101: 12,328 8,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.4 8.6 45.3 59.1 73.2 76.2: 26.8 23.8
Old : 100.0: 19.4 8.4 8.6 45.3 59.1 73.2 76.2: 26.8 23.8
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 : 149: 34 29 34 67 76 117 123:
Old : 149: 34 29 34 67 76 117 123:
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 : 14.2 20.2 22.7 29.1 10.8 15.1 17.4 21.9
Old : 14.2 20.2 22.7 29.1 10.8 15.1 17.4 21.9
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 29, 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 : 620,463: 50,002 152,105 6,535 424,357 378,644 480,894 537,284: 139,569 83,179
Old : 620,463: 50,002 152,105 6,535 424,357 378,644 480,894 537,284: 139,569 83,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,435: -441 -472 -166 1,017 1,691 410 1,053: 3,025 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 24.5 1.1 68.4 61.0 77.5 86.6: 22.5 13.4
Old : 100.0: 8.1 24.5 1.1 68.4 61.0 77.5 86.6: 22.5 13.4
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 : 95: 11 14 8 57 50 73 67:
Old : 95: 11 14 8 57 50 73 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 : 25.4 46.3 39.8 56.4 22.6 46.3 33.9 56.0
Old : 25.4 46.3 39.8 56.4 22.6 46.3 33.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 3,689: 356 524 827 2,158 2,096 3,341 3,447: 348 242
Old : 3,689: 356 524 827 2,158 2,096 3,341 3,447: 348 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -663: -152 -10 -90 -520 -552 -762 -652: 99 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.2 22.4 58.5 56.8 90.6 93.4: 9.4 6.6
Old : 100.0: 9.7 14.2 22.4 58.5 56.8 90.6 93.4: 9.4 6.6
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 : 25: 3 8 2 10 10 14 19:
Old : 25: 3 8 2 10 10 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 57.0 79.6 75.3 44.9 41.1 54.6 49.7
Old : 60.9 57.0 79.6 75.3 44.9 41.1 54.6 49.7
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 29, 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 : 426,004: 67,762 91,179 97,532 203,231 195,553 368,525 384,264: 57,478 41,740
Old : 334,211: 71,621 85,695 65,424 152,434 151,459 289,479 302,578: 44,733 31,633
Other: 91,792: 10,314 19,656 17,935 50,797 44,094 79,047 81,686: 12,746 10,106
: : :
: : Changes in Commitments from: March 22, 2016 :
: -6,070: -826 -11,322 -3,173 -6,149 6,626 -10,148 -7,869: 4,078 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.4 22.9 47.7 45.9 86.5 90.2: 13.5 9.8
Old : 100.0: 21.4 25.6 19.6 45.6 45.3 86.6 90.5: 13.4 9.5
Other: 100.0: 11.2 21.4 19.5 55.3 48.0 86.1 89.0: 13.9 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 76 86 104 101 83 240 226:
Old : 287: 86 85 93 97 76 230 209:
Other: 164: 34 46 36 72 44 132 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 25.6 22.0 32.6 10.7 18.8 15.6 23.6
Old : 14.6 25.8 21.6 32.8 12.4 21.2 18.3 27.3
Other: 20.4 27.3 32.1 43.4 16.6 23.6 26.1 33.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 13,758: 1,671 4,937 1,599 7,819 4,975 11,089 11,511: 2,668 2,246
Old : 12,857: 1,937 5,085 1,003 7,401 4,720 10,342 10,808: 2,515 2,049
Other: 900: 159 278 171 418 254 747 703: 153 197
: : :
: : Changes in Commitments from: March 22, 2016 :
: 120: -49 260 -69 68 -277 -49 -86: 169 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 35.9 11.6 56.8 36.2 80.6 83.7: 19.4 16.3
Old : 100.0: 15.1 39.5 7.8 57.6 36.7 80.4 84.1: 19.6 15.9
Other: 100.0: 17.6 30.8 19.0 46.4 28.2 83.0 78.1: 17.0 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 31 16 22 11 50 54:
Old : 80: 21 31 14 21 10 49 51:
Other: 19: 3 7 4 4 6 9 15:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 34.2 49.6 44.1 37.7 31.0 45.9 39.5
Old : 39.4 36.6 50.3 47.1 38.4 33.1 47.4 42.5
Other: 68.3 44.6 82.3 71.9 61.6 43.0 62.6 54.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 963,994: 91,018 209,595 36,879 723,622 568,699 851,519 815,173: 112,474 148,821
Old : 963,994: 91,018 209,595 36,879 723,622 568,699 851,519 815,173: 112,474 148,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 8,557: -8,601 -2,934 -3,273 19,669 13,821 7,795 7,614: 762 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.7 3.8 75.1 59.0 88.3 84.6: 11.7 15.4
Old : 100.0: 9.4 21.7 3.8 75.1 59.0 88.3 84.6: 11.7 15.4
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 : 228: 36 53 39 90 99 150 167:
Old : 228: 36 53 39 90 99 150 167:
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 : 26.7 17.2 39.1 26.2 24.5 16.4 34.9 24.4
Old : 26.7 17.2 39.1 26.2 24.5 16.4 34.9 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 29, 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 : 3,055,358: 434,323 452,902 252,978 2,007,117 1,935,861 2,694,418 2,641,741: 360,940 413,617
Old : 3,055,358: 434,323 452,902 252,978 2,007,117 1,935,861 2,694,418 2,641,741: 360,940 413,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -175,887: 22,383 11,154 -130,799 -76,510 -52,308 -184,925 -171,953: 9,038 -3,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.8 8.3 65.7 63.4 88.2 86.5: 11.8 13.5
Old : 100.0: 14.2 14.8 8.3 65.7 63.4 88.2 86.5: 11.8 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 : 352: 72 85 97 152 158 280 285:
Old : 352: 72 85 97 152 158 280 285:
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 : 27.3 16.6 35.5 23.2 24.5 13.0 30.6 18.3
Old : 27.3 16.6 35.5 23.2 24.5 13.0 30.6 18.3
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 29, 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 : 2,573,949: 280,652 444,040 89,675 1,939,722 1,705,805 2,310,049 2,239,520: 263,900 334,430
Old : 2,573,949: 280,652 444,040 89,675 1,939,722 1,705,805 2,310,049 2,239,520: 263,900 334,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,702: 47,374 -32,690 -36,989 -12,596 66,415 -2,211 -3,263: 5,913 6,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.3 3.5 75.4 66.3 89.7 87.0: 10.3 13.0
Old : 100.0: 10.9 17.3 3.5 75.4 66.3 89.7 87.0: 10.3 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 : 278: 41 70 55 107 143 183 233:
Old : 278: 41 70 55 107 143 183 233:
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 : 35.0 15.1 45.1 26.0 30.8 14.9 39.6 25.3
Old : 35.0 15.1 45.1 26.0 30.8 14.9 39.6 25.3
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 29, 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 : 842,202: 46,837 100,778 127,084 647,048 563,479 820,969 791,341: 21,232 50,861
Old : 842,202: 46,837 100,778 127,084 647,048 563,479 820,969 791,341: 21,232 50,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 44,023: 6,737 4,361 16,510 21,315 19,434 44,562 40,305: -539 3,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.0 15.1 76.8 66.9 97.5 94.0: 2.5 6.0
Old : 100.0: 5.6 12.0 15.1 76.8 66.9 97.5 94.0: 2.5 6.0
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 : 117: 21 34 34 47 58 85 111:
Old : 117: 21 34 34 47 58 85 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 26.7 58.8 38.5 29.4 14.6 36.8 20.9
Old : 39.9 26.7 58.8 38.5 29.4 14.6 36.8 20.9
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 29, 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 : 52,728: 20,910 14,795 673 24,287 28,058 45,869 43,526: 6,859 9,202
Old : 52,728: 20,910 14,795 673 24,287 28,058 45,869 43,526: 6,859 9,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 5,497: 3,400 546 -50 1,016 5,016 4,366 5,512: 1,132 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 28.1 1.3 46.1 53.2 87.0 82.5: 13.0 17.5
Old : 100.0: 39.7 28.1 1.3 46.1 53.2 87.0 82.5: 13.0 17.5
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: 30 20 5 30 27 64 48:
Old : 98: 30 20 5 30 27 64 48:
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 : 33.1 38.3 48.5 54.1 32.9 38.3 48.3 54.1
Old : 33.1 38.3 48.5 54.1 32.9 38.3 48.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 105,457: 41,820 29,591 1,345 48,574 56,116 91,738 87,052: 13,718 18,405
Old : 105,457: 41,820 29,591 1,345 48,574 56,116 91,738 87,052: 13,718 18,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 10,995: 6,800 1,092 -100 2,031 10,033 8,732 11,025: 2,263 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 28.1 1.3 46.1 53.2 87.0 82.5: 13.0 17.5
Old : 100.0: 39.7 28.1 1.3 46.1 53.2 87.0 82.5: 13.0 17.5
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: 30 20 5 30 27 64 48:
Old : 98: 30 20 5 30 27 64 48:
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 : 33.1 38.3 48.5 54.1 32.9 38.3 48.3 54.1
Old : 33.1 38.3 48.5 54.1 32.9 38.3 48.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 18,436: 15,898 17,098 681 1,576 645 18,155 18,424: 281 12
Old : 18,436: 15,898 17,098 681 1,576 645 18,155 18,424: 281 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -838: -766 -763 -58 0 0 -824 -821: -14 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 92.7 3.7 8.5 3.5 98.5 99.9: 1.5 0.1
Old : 100.0: 86.2 92.7 3.7 8.5 3.5 98.5 99.9: 1.5 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 : 37: 20 15 3 2 1 23 18:
Old : 37: 20 15 3 2 1 23 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 : 64.0 54.4 84.3 86.2 62.0 54.4 78.9 84.4
Old : 64.0 54.4 84.3 86.2 62.0 54.4 78.9 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 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,888: 19,423 12,520 333 6,003 12,912 25,759 25,765: 129 123
Old : 25,888: 19,423 12,520 333 6,003 12,912 25,759 25,765: 129 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 931: 689 677 0 219 242 908 919: 23 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 48.4 1.3 23.2 49.9 99.5 99.5: 0.5 0.5
Old : 100.0: 75.0 48.4 1.3 23.2 49.9 99.5 99.5: 0.5 0.5
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 : 44: 8 14 1 6 18 15 32:
Old : 44: 8 14 1 6 18 15 32:
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 : 85.4 47.0 94.5 66.1 85.4 47.0 94.5 66.1
Old : 85.4 47.0 94.5 66.1 85.4 47.0 94.5 66.1
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 29, 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 : 31,411: 22,926 14,552 0 8,422 16,708 31,348 31,260: 63 151
Old : 31,411: 22,926 14,552 0 8,422 16,708 31,348 31,260: 63 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,968: -982 1,861 0 2,957 4 1,975 1,865: -7 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 46.3 0.0 26.8 53.2 99.8 99.5: 0.2 0.5
Old : 100.0: 73.0 46.3 0.0 26.8 53.2 99.8 99.5: 0.2 0.5
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 : 39: 7 18 0 4 11 11 29:
Old : 39: 7 18 0 4 11 11 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 : 90.6 62.9 98.8 82.1 90.6 62.9 97.1 82.1
Old : 90.6 62.9 98.8 82.1 90.6 62.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016