WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 553,313: 91,389 181,915 184,426 232,096 142,290 507,911 508,631: 45,402 44,682
Old : 244,692: 76,685 136,691 51,156 96,265 39,279 224,105 227,126: 20,587 17,566
Other: 308,621: 54,472 84,992 93,502 135,832 103,011 283,806 281,505: 24,815 27,116
: : :
: : Changes in Commitments from: March 29, 2016 :
: 19,079: 2,239 -474 13,510 5,879 4,000 21,628 17,036: -2,548 2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.9 33.3 41.9 25.7 91.8 91.9: 8.2 8.1
Old : 100.0: 31.3 55.9 20.9 39.3 16.1 91.6 92.8: 8.4 7.2
Other: 100.0: 17.7 27.5 30.3 44.0 33.4 92.0 91.2: 8.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 127 126 152 111 102 327 306:
Old : 334: 127 94 77 79 72 235 214:
Other: 322: 89 110 103 94 91 249 244:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 9.2 20.2 15.8 11.0 6.3 16.2 11.4
Old : 16.0 12.9 25.2 24.2 15.8 12.6 24.1 23.2
Other: 14.1 13.4 23.0 21.6 11.0 10.5 18.0 16.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 224,154: 50,378 72,288 42,732 107,813 84,966 200,923 199,986: 23,231 24,168
Old : 85,935: 40,744 55,731 5,125 30,683 15,622 76,552 76,478: 9,383 9,457
Other: 138,219: 28,746 35,670 18,494 77,131 69,344 124,371 123,508: 13,848 14,711
: : :
: : Changes in Commitments from: March 29, 2016 :
: 4,844: 575 1,402 1,153 2,454 2,644 4,183 5,200: 662 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 32.2 19.1 48.1 37.9 89.6 89.2: 10.4 10.8
Old : 100.0: 47.4 64.9 6.0 35.7 18.2 89.1 89.0: 10.9 11.0
Other: 100.0: 20.8 25.8 13.4 55.8 50.2 90.0 89.4: 10.0 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 63 65 79 82 77 191 191:
Old : 202: 72 45 25 51 47 129 111:
Other: 209: 49 62 45 75 73 154 152:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 17.9 20.2 26.3 8.2 14.0 15.2 20.4
Old : 13.7 24.3 23.8 39.3 13.7 24.3 22.8 39.3
Other: 17.0 24.6 27.6 34.8 10.5 16.5 19.7 23.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 1,850,969: 320,129 417,983 474,554 845,877 710,249 1,640,560 1,602,785: 210,409 248,184
Old : 1,354,736: 302,734 400,067 296,904 610,737 504,479 1,210,375 1,201,451: 144,360 153,285
Other: 496,233: 84,433 84,953 110,612 235,140 205,769 430,184 401,334: 66,048 94,899
: : :
: : Changes in Commitments from: March 29, 2016 :
: 151,341: -10,820 57,557 64,950 87,796 5,257 141,925 127,764: 9,416 23,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.6 25.6 45.7 38.4 88.6 86.6: 11.4 13.4
Old : 100.0: 22.3 29.5 21.9 45.1 37.2 89.3 88.7: 10.7 11.3
Other: 100.0: 17.0 17.1 22.3 47.4 41.5 86.7 80.9: 13.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 185 212 236 307 295 628 628:
Old : 731: 177 204 196 287 264 576 563:
Other: 529: 100 109 94 200 253 345 416:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.5 18.3 17.8 7.3 6.8 12.1 11.4
Old : 11.3 12.4 19.5 19.9 11.0 10.3 17.8 16.9
Other: 20.5 16.9 29.1 25.4 13.2 10.6 20.3 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 13,198: 2,450 4,062 2,684 4,812 3,795 9,946 10,541: 3,252 2,658
Old : 8,176: 2,450 4,012 1,105 2,110 1,491 5,664 6,607: 2,512 1,569
Other: 5,022: 1,204 1,254 375 2,703 2,304 4,282 3,934: 741 1,089
: : :
: : Changes in Commitments from: March 29, 2016 :
: 716: 15 130 362 359 208 736 700: -20 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 30.8 20.3 36.5 28.8 75.4 79.9: 24.6 20.1
Old : 100.0: 30.0 49.1 13.5 25.8 18.2 69.3 80.8: 30.7 19.2
Other: 100.0: 24.0 25.0 7.5 53.8 45.9 85.3 78.3: 14.7 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 17 9 18 12 31 35:
Old : 41: 11 15 4 13 6 25 24:
Other: 29: 4 8 6 12 12 19 23:
:----------------------------------------------------------------------------------------------------
: 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 : 44.1 36.4 54.8 48.4 27.9 26.1 33.7 34.7
Old : 40.8 41.4 52.1 59.9 28.8 34.6 37.0 48.3
Other: 59.9 40.5 72.9 59.6 53.5 39.4 66.3 57.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 977,839: 216,918 129,078 287,888 405,927 450,653 910,733 867,618: 67,106 110,220
Old : 689,602: 201,974 137,916 178,854 258,232 310,269 639,060 627,039: 50,542 62,564
Other: 288,237: 62,721 38,940 61,257 147,695 140,383 271,673 240,580: 16,563 47,657
: : :
: : Changes in Commitments from: March 29, 2016 :
: -587: 2,136 7,541 -5,961 3,982 -11,824 157 -10,244: -744 9,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.2 29.4 41.5 46.1 93.1 88.7: 6.9 11.3
Old : 100.0: 29.3 20.0 25.9 37.4 45.0 92.7 90.9: 7.3 9.1
Other: 100.0: 21.8 13.5 21.3 51.2 48.7 94.3 83.5: 5.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 185 191 255 165 191 507 507:
Old : 586: 169 197 222 150 176 460 465:
Other: 409: 128 97 122 104 154 292 317:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 11.4 20.5 18.0 8.5 8.4 13.8 13.1
Old : 10.8 13.5 18.3 21.1 9.4 10.8 16.0 16.1
Other: 27.0 17.0 35.2 27.1 23.6 15.6 30.1 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 543,095: 188,549 55,357 135,545 170,123 322,328 494,217 513,230: 48,878 29,865
Old : 446,470: 182,018 58,395 96,870 129,174 268,173 408,063 423,438: 38,407 23,031
Other: 96,625: 25,052 15,484 20,153 40,949 54,155 86,154 89,792: 10,471 6,834
: : :
: : Changes in Commitments from: March 29, 2016 :
: 32,878: 13,504 8,411 17,937 -1,292 5,497 30,149 31,845: 2,729 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 10.2 25.0 31.3 59.4 91.0 94.5: 9.0 5.5
Old : 100.0: 40.8 13.1 21.7 28.9 60.1 91.4 94.8: 8.6 5.2
Other: 100.0: 25.9 16.0 20.9 42.4 56.0 89.2 92.9: 10.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 130 72 125 84 100 289 250:
Old : 342: 133 78 110 78 97 271 239:
Other: 164: 51 27 40 59 42 131 95:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 29.0 13.3 37.2 6.7 25.3 11.7 31.3
Old : 7.8 30.0 14.1 38.3 6.9 26.4 12.6 33.0
Other: 15.1 29.1 26.0 40.8 13.4 25.2 22.8 34.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 621,065: 114,941 58,310 55,327 285,201 351,383 455,469 465,019: 165,596 156,046
Old : 621,065: 114,941 58,310 55,327 285,201 351,383 455,469 465,019: 165,596 156,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 24,237: -551 7,893 3,963 15,107 -1,593 18,519 10,263: 5,717 13,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.4 8.9 45.9 56.6 73.3 74.9: 26.7 25.1
Old : 100.0: 18.5 9.4 8.9 45.9 56.6 73.3 74.9: 26.7 25.1
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 : 147: 38 27 32 65 72 113 121:
Old : 147: 38 27 32 65 72 113 121:
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 : 15.5 20.0 23.9 29.6 11.7 15.1 18.2 21.6
Old : 15.5 20.0 23.9 29.6 11.7 15.1 18.2 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 625,219: 51,499 155,283 8,184 425,097 379,037 484,780 542,504: 140,439 82,715
Old : 625,219: 51,499 155,283 8,184 425,097 379,037 484,780 542,504: 140,439 82,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 4,755: 1,497 3,178 1,648 740 393 3,885 5,220: 870 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.8 1.3 68.0 60.6 77.5 86.8: 22.5 13.2
Old : 100.0: 8.2 24.8 1.3 68.0 60.6 77.5 86.8: 22.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 12 15 8 52 51 69 69:
Old : 95: 12 15 8 52 51 69 69:
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 : 25.1 45.3 40.2 55.0 22.0 45.3 34.1 54.8
Old : 25.1 45.3 40.2 55.0 22.0 45.3 34.1 54.8
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, April 05, 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 : 4,288: 450 436 924 2,657 2,710 4,031 4,070: 257 218
Old : 4,288: 450 436 924 2,657 2,710 4,031 4,070: 257 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 599: 94 -88 97 499 614 690 623: -91 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.2 21.5 62.0 63.2 94.0 94.9: 6.0 5.1
Old : 100.0: 10.5 10.2 21.5 62.0 63.2 94.0 94.9: 6.0 5.1
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 : 26: 5 5 2 11 13 16 20:
Old : 26: 5 5 2 11 13 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 : 60.1 58.0 82.7 76.7 44.7 40.9 54.5 48.7
Old : 60.1 58.0 82.7 76.7 44.7 40.9 54.5 48.7
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, April 05, 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 : 434,689: 67,588 99,297 94,799 217,986 196,773 380,372 390,868: 54,316 43,820
Old : 337,131: 70,610 93,711 60,734 164,347 149,339 295,691 303,784: 41,440 33,347
Other: 97,557: 12,579 21,186 18,464 53,638 47,434 84,682 87,084: 12,876 10,473
: : :
: : Changes in Commitments from: March 29, 2016 :
: 8,685: -174 8,118 -2,734 14,754 1,220 11,847 6,604: -3,162 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 22.8 21.8 50.1 45.3 87.5 89.9: 12.5 10.1
Old : 100.0: 20.9 27.8 18.0 48.7 44.3 87.7 90.1: 12.3 9.9
Other: 100.0: 12.9 21.7 18.9 55.0 48.6 86.8 89.3: 13.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 66 96 101 105 84 239 229:
Old : 293: 79 91 91 102 78 229 215:
Other: 169: 35 47 38 77 46 140 103:
:----------------------------------------------------------------------------------------------------
: 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 24.2 22.8 31.4 11.2 17.1 16.1 21.9
Old : 15.0 24.5 22.1 31.4 12.6 19.5 18.5 25.6
Other: 21.0 25.1 32.8 40.6 17.1 20.8 26.1 31.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 13,913: 1,611 4,533 1,832 7,979 5,538 11,422 11,903: 2,491 2,010
Old : 12,708: 1,922 4,692 1,164 7,284 5,045 10,370 10,900: 2,338 1,807
Other: 1,205: 193 346 164 696 493 1,053 1,003: 153 202
: : :
: : Changes in Commitments from: March 29, 2016 :
: 156: -60 -405 233 160 564 333 392: -178 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 32.6 13.2 57.4 39.8 82.1 85.6: 17.9 14.4
Old : 100.0: 15.1 36.9 9.2 57.3 39.7 81.6 85.8: 18.4 14.2
Other: 100.0: 16.0 28.7 13.6 57.7 40.9 87.3 83.2: 12.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 29 18 23 14 52 57:
Old : 80: 20 30 14 21 12 48 52:
Other: 22: 2 7 4 5 8 10 17:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 34.6 48.1 44.3 36.1 30.6 44.3 36.7
Old : 36.5 37.5 48.0 47.8 35.8 33.1 45.0 39.7
Other: 70.8 42.2 85.5 67.4 69.1 39.6 72.3 57.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 1,018,052: 106,634 209,731 37,996 747,108 629,478 891,739 877,206: 126,313 140,846
Old : 1,018,052: 106,634 209,731 37,996 747,108 629,478 891,739 877,206: 126,313 140,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 54,058: 15,617 136 1,117 23,486 60,780 40,220 62,033: 13,839 -7,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.6 3.7 73.4 61.8 87.6 86.2: 12.4 13.8
Old : 100.0: 10.5 20.6 3.7 73.4 61.8 87.6 86.2: 12.4 13.8
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 : 227: 39 51 40 88 106 151 173:
Old : 227: 39 51 40 88 106 151 173:
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 : 26.8 18.5 39.7 28.5 25.2 18.4 35.4 27.2
Old : 26.8 18.5 39.7 28.5 25.2 18.4 35.4 27.2
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, April 05, 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 : 3,154,957: 372,735 458,711 306,366 2,101,716 1,973,465 2,780,817 2,738,541: 374,140 416,415
Old : 3,154,957: 372,735 458,711 306,366 2,101,716 1,973,465 2,780,817 2,738,541: 374,140 416,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 99,599: -61,588 5,809 53,388 94,599 37,604 86,399 96,801: 13,200 2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.5 9.7 66.6 62.6 88.1 86.8: 11.9 13.2
Old : 100.0: 11.8 14.5 9.7 66.6 62.6 88.1 86.8: 11.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 79 80 103 150 162 283 291:
Old : 353: 79 80 103 150 162 283 291:
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 : 27.5 16.7 35.8 23.3 24.5 13.3 30.4 18.4
Old : 27.5 16.7 35.8 23.3 24.5 13.3 30.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 107,367: 17,462 10,720 175 48,892 44,296 66,528 55,191: 40,839 52,176
Old : 107,367: 17,462 10,720 175 48,892 44,296 66,528 55,191: 40,839 52,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.0 0.2 45.5 41.3 62.0 51.4: 38.0 48.6
Old : 100.0: 16.3 10.0 0.2 45.5 41.3 62.0 51.4: 38.0 48.6
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 : 23: 4 2 1 11 10 15 13:
Old : 23: 4 2 1 11 10 15 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 : 33.6 36.1 49.4 46.8 33.4 35.9 48.9 46.6
Old : 33.6 36.1 49.4 46.8 33.4 35.9 48.9 46.6
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, April 05, 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 : 2,576,362: 238,177 475,821 107,138 1,945,873 1,647,837 2,291,188 2,230,797: 285,174 345,566
Old : 2,576,362: 238,177 475,821 107,138 1,945,873 1,647,837 2,291,188 2,230,797: 285,174 345,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 2,413: -42,475 31,781 17,463 6,151 -57,968 -18,861 -8,723: 21,274 11,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.5 4.2 75.5 64.0 88.9 86.6: 11.1 13.4
Old : 100.0: 9.2 18.5 4.2 75.5 64.0 88.9 86.6: 11.1 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 : 279: 40 75 56 100 141 178 234:
Old : 279: 40 75 56 100 141 178 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 15.3 46.2 26.2 32.1 15.2 40.7 25.5
Old : 36.0 15.3 46.2 26.2 32.1 15.2 40.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 858,357: 42,893 95,996 114,101 684,523 580,233 841,517 790,330: 16,840 68,027
Old : 858,357: 42,893 95,996 114,101 684,523 580,233 841,517 790,330: 16,840 68,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 16,155: -3,945 -4,782 -12,983 37,475 16,754 20,547 -1,011: -4,392 17,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.2 13.3 79.7 67.6 98.0 92.1: 2.0 7.9
Old : 100.0: 5.0 11.2 13.3 79.7 67.6 98.0 92.1: 2.0 7.9
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 : 127: 15 41 35 49 64 88 120:
Old : 127: 15 41 35 49 64 88 120:
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 : 41.5 26.6 61.2 37.6 33.8 15.2 41.8 21.9
Old : 41.5 26.6 61.2 37.6 33.8 15.2 41.8 21.9
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, April 05, 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 : 58,324: 23,822 15,376 897 26,105 32,945 50,824 49,217: 7,501 9,107
Old : 58,324: 23,822 15,376 897 26,105 32,945 50,824 49,217: 7,501 9,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 5,596: 2,912 581 224 1,818 4,887 4,954 5,691: 641 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.4 1.5 44.8 56.5 87.1 84.4: 12.9 15.6
Old : 100.0: 40.8 26.4 1.5 44.8 56.5 87.1 84.4: 12.9 15.6
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 : 96: 27 21 6 32 27 63 50:
Old : 96: 27 21 6 32 27 63 50:
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 : 30.7 40.0 46.5 57.4 30.5 39.9 46.2 56.7
Old : 30.7 40.0 46.5 57.4 30.5 39.9 46.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 116,649: 47,644 30,752 1,793 52,210 65,889 101,647 98,435: 15,001 18,214
Old : 116,649: 47,644 30,752 1,793 52,210 65,889 101,647 98,435: 15,001 18,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 11,192: 5,824 1,161 448 3,637 9,773 9,909 11,382: 1,283 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.4 1.5 44.8 56.5 87.1 84.4: 12.9 15.6
Old : 100.0: 40.8 26.4 1.5 44.8 56.5 87.1 84.4: 12.9 15.6
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 : 96: 27 21 6 32 27 63 50:
Old : 96: 27 21 6 32 27 63 50:
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 : 30.7 40.0 46.5 57.4 30.5 39.9 46.2 56.7
Old : 30.7 40.0 46.5 57.4 30.5 39.9 46.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,348: 13,770 14,990 694 1,576 645 16,040 16,329: 308 19
Old : 16,348: 13,770 14,990 694 1,576 645 16,040 16,329: 308 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,088: -2,128 -2,108 13 0 0 -2,115 -2,095: 27 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 91.7 4.2 9.6 3.9 98.1 99.9: 1.9 0.1
Old : 100.0: 84.2 91.7 4.2 9.6 3.9 98.1 99.9: 1.9 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 : 34: 18 14 2 2 1 21 16:
Old : 34: 18 14 2 2 1 21 16:
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 : 71.5 57.6 86.4 88.7 69.6 57.6 80.5 86.3
Old : 71.5 57.6 86.4 88.7 69.6 57.6 80.5 86.3
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, April 05, 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 : 26,847: 19,682 13,296 309 6,732 13,127 26,723 26,732: 124 115
Old : 26,847: 19,682 13,296 309 6,732 13,127 26,723 26,732: 124 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 959: 259 776 -24 729 215 964 967: -5 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 49.5 1.2 25.1 48.9 99.5 99.6: 0.5 0.4
Old : 100.0: 73.3 49.5 1.2 25.1 48.9 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 17 1 6 18 14 35:
Old : 46: 7 17 1 6 18 14 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 47.3 96.5 65.7 84.8 47.3 95.5 65.7
Old : 84.8 47.3 96.5 65.7 84.8 47.3 95.5 65.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,601: 22,398 14,852 0 10,112 17,692 32,510 32,544: 91 57
Old : 32,601: 22,398 14,852 0 10,112 17,692 32,510 32,544: 91 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,190: -528 300 0 1,690 984 1,162 1,284: 28 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 45.6 0.0 31.0 54.3 99.7 99.8: 0.3 0.2
Old : 100.0: 68.7 45.6 0.0 31.0 54.3 99.7 99.8: 0.3 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 : 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 : 89.3 56.8 98.7 77.2 89.3 56.8 96.9 77.2
Old : 89.3 56.8 98.7 77.2 89.3 56.8 96.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016