WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 593,880: 86,353 189,426 209,859 249,427 152,412 545,640 551,698: 48,240 42,182
Old : 126,626: 24,504 43,340 43,585 44,743 31,878 112,831 118,803: 13,794 7,823
Other: 467,254: 83,833 168,069 144,291 204,684 120,535 432,809 432,895: 34,445 34,359
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,520: -961 -20,741 1,707 3,373 22,954 4,118 3,920: -1,598 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 31.9 35.3 42.0 25.7 91.9 92.9: 8.1 7.1
Old : 100.0: 19.4 34.2 34.4 35.3 25.2 89.1 93.8: 10.9 6.2
Other: 100.0: 17.9 36.0 30.9 43.8 25.8 92.6 92.6: 7.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 121 152 161 116 115 340 341:
Old : 252: 86 66 63 73 61 188 162:
Other: 399: 105 150 137 103 107 296 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 9.4 20.4 16.2 10.8 6.9 16.1 11.7
Old : 12.5 16.8 22.8 28.1 10.4 14.5 17.2 23.4
Other: 15.3 10.8 23.1 18.4 13.5 7.5 20.1 13.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 231,553: 60,171 84,692 38,506 110,244 83,925 208,921 207,123: 22,632 24,430
Old : 38,633: 14,484 15,190 3,504 14,767 15,745 32,755 34,440: 5,878 4,194
Other: 192,920: 54,983 78,798 25,706 95,476 68,180 176,166 172,683: 16,754 20,237
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,578: 7,610 -580 -1,552 -2,038 4,462 4,020 2,329: -1,442 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 36.6 16.6 47.6 36.2 90.2 89.4: 9.8 10.6
Old : 100.0: 37.5 39.3 9.1 38.2 40.8 84.8 89.1: 15.2 10.9
Other: 100.0: 28.5 40.8 13.3 49.5 35.3 91.3 89.5: 8.7 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 70 63 67 85 73 186 181:
Old : 137: 44 19 15 47 40 94 71:
Other: 228: 61 72 53 77 70 167 168:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 19.7 22.5 29.4 9.6 16.4 16.5 24.3
Old : 18.1 28.9 31.5 47.0 18.1 28.5 31.5 46.4
Other: 14.9 20.8 25.5 31.3 11.8 16.7 19.5 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,937,677: 353,865 284,103 532,466 845,672 880,004 1,732,003 1,696,572: 205,674 241,105
Old : 1,356,585: 328,673 300,029 297,762 593,153 622,556 1,219,588 1,220,346: 136,997 136,238
Other: 581,092: 124,054 82,936 135,842 252,519 257,448 512,415 476,226: 68,677 104,866
: : :
: : Changes in Commitments from: April 12, 2016 :
: 50,873: 24,085 -105,875 38,611 -8,857 120,371 53,839 53,107: -2,966 -2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.7 27.5 43.6 45.4 89.4 87.6: 10.6 12.4
Old : 100.0: 24.2 22.1 21.9 43.7 45.9 89.9 90.0: 10.1 10.0
Other: 100.0: 21.3 14.3 23.4 43.5 44.3 88.2 82.0: 11.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 205 181 254 321 334 670 644:
Old : 743: 194 177 207 292 306 602 580:
Other: 576: 115 111 109 211 287 377 460:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 13.8 19.0 20.6 7.0 6.8 11.4 10.9
Old : 11.4 15.2 19.9 23.6 10.5 11.9 17.0 18.1
Other: 21.3 16.8 29.1 24.8 14.3 10.0 20.5 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 13,140: 2,720 3,919 2,512 4,613 4,146 9,845 10,577: 3,295 2,563
Old : 5,466: 1,194 1,351 1,222 1,508 1,692 3,925 4,265: 1,541 1,201
Other: 7,673: 1,756 2,798 1,059 3,105 2,455 5,920 6,312: 1,753 1,362
: : :
: : Changes in Commitments from: April 12, 2016 :
: 47: 159 -94 -77 -93 271 -11 99: 58 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 29.8 19.1 35.1 31.6 74.9 80.5: 25.1 19.5
Old : 100.0: 21.8 24.7 22.4 27.6 30.9 71.8 78.0: 28.2 22.0
Other: 100.0: 22.9 36.5 13.8 40.5 32.0 77.2 82.3: 22.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 16 9 15 10 31 32:
Old : 31: 10 10 5 10 5 21 19:
Other: 37: 9 13 8 11 10 23 28:
:----------------------------------------------------------------------------------------------------
: 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 : 41.4 34.5 54.3 48.3 24.9 25.5 31.0 34.4
Old : 38.7 47.0 53.3 65.7 17.9 30.9 26.5 38.0
Other: 46.5 31.3 61.0 47.8 39.4 29.9 48.2 44.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,214,912: 264,945 94,711 411,552 463,001 580,609 1,139,498 1,086,872: 75,414 128,039
Old : 806,141: 243,137 118,979 241,642 267,225 384,375 752,004 744,996: 54,137 61,145
Other: 408,771: 95,661 49,585 96,057 195,776 196,234 387,494 341,876: 21,277 66,894
: : :
: : Changes in Commitments from: April 12, 2016 :
: 131,993: 23,936 -23,185 78,242 22,999 66,320 125,177 121,377: 6,816 10,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.8 33.9 38.1 47.8 93.8 89.5: 6.2 10.5
Old : 100.0: 30.2 14.8 30.0 33.1 47.7 93.3 92.4: 6.7 7.6
Other: 100.0: 23.4 12.1 23.5 47.9 48.0 94.8 83.6: 5.2 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 239 201 285 189 245 596 596:
Old : 698: 231 197 227 163 225 520 532:
Other: 517: 149 133 144 127 204 350 411:
:----------------------------------------------------------------------------------------------------
: 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 11.5 18.2 19.3 5.6 8.4 9.5 12.7
Old : 8.8 14.9 14.7 23.5 6.9 12.4 12.1 18.8
Other: 23.7 14.2 32.4 21.3 21.0 12.3 26.7 18.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 555,782: 175,171 53,230 163,425 167,677 314,872 506,273 531,527: 49,508 24,255
Old : 436,070: 171,378 61,544 112,080 115,019 244,508 398,478 418,132: 37,592 17,938
Other: 119,712: 32,661 20,554 22,477 52,658 70,364 107,796 113,395: 11,916 6,317
: : :
: : Changes in Commitments from: April 12, 2016 :
: 21,783: -4,513 -5,187 14,546 8,163 16,121 18,196 25,480: 3,587 -3,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.6 29.4 30.2 56.7 91.1 95.6: 8.9 4.4
Old : 100.0: 39.3 14.1 25.7 26.4 56.1 91.4 95.9: 8.6 4.1
Other: 100.0: 27.3 17.2 18.8 44.0 58.8 90.0 94.7: 10.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 126 65 144 85 96 304 259:
Old : 345: 132 69 126 81 92 286 245:
Other: 181: 59 32 47 61 47 148 108:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 28.3 13.3 36.4 6.6 24.0 11.3 29.7
Old : 7.7 28.6 13.8 36.7 6.3 24.2 11.6 30.3
Other: 15.2 29.8 24.3 42.5 13.7 26.7 21.7 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 638,675: 127,404 68,280 61,247 293,944 364,577 482,594 494,104: 156,081 144,571
Old : 638,675: 127,404 68,280 61,247 293,944 364,577 482,594 494,104: 156,081 144,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 12,515: 3,710 6,024 5,104 9,269 10,869 18,083 21,997: -5,568 -9,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 10.7 9.6 46.0 57.1 75.6 77.4: 24.4 22.6
Old : 100.0: 19.9 10.7 9.6 46.0 57.1 75.6 77.4: 24.4 22.6
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 : 164: 37 36 41 69 80 130 133:
Old : 164: 37 36 41 69 80 130 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 18.4 25.2 27.4 13.6 13.4 20.3 20.4
Old : 17.3 18.4 25.2 27.4 13.6 13.4 20.3 20.4
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 19, 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 : 629,877: 54,996 163,704 7,682 425,678 387,437 488,356 558,823: 141,521 71,054
Old : 629,877: 54,996 163,704 7,682 425,678 387,437 488,356 558,823: 141,521 71,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -1,857: 1,159 8,384 -2,001 -25 -1,314 -867 5,069: -990 -6,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 26.0 1.2 67.6 61.5 77.5 88.7: 22.5 11.3
Old : 100.0: 8.7 26.0 1.2 67.6 61.5 77.5 88.7: 22.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 13 17 10 52 52 72 72:
Old : 99: 13 17 10 52 52 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 45.2 39.5 54.7 21.7 45.2 32.6 54.1
Old : 24.8 45.2 39.5 54.7 21.7 45.2 32.6 54.1
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 19, 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 : 4,438: 492 862 502 3,086 2,829 4,080 4,193: 358 245
Old : 4,438: 492 862 502 3,086 2,829 4,080 4,193: 358 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -48: 193 245 -313 27 45 -93 -23: 45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.4 11.3 69.5 63.7 91.9 94.5: 8.1 5.5
Old : 100.0: 11.1 19.4 11.3 69.5 63.7 91.9 94.5: 8.1 5.5
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 : 28: 6 6 2 10 13 17 20:
Old : 28: 6 6 2 10 13 17 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 : 61.9 57.2 78.8 77.1 55.1 49.7 64.7 58.9
Old : 61.9 57.2 78.8 77.1 55.1 49.7 64.7 58.9
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 19, 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 : 445,419: 79,760 64,315 106,893 200,975 235,428 387,628 406,636: 57,791 38,782
Old : 334,919: 77,328 58,115 69,300 144,376 179,227 291,004 306,642: 43,915 28,276
Other: 110,500: 17,090 20,859 22,934 56,599 56,201 96,624 99,994: 13,876 10,506
: : :
: : Changes in Commitments from: April 12, 2016 :
: 12,127: 8,432 -21,437 3,412 -364 32,285 11,480 14,260: 647 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.4 24.0 45.1 52.9 87.0 91.3: 13.0 8.7
Old : 100.0: 23.1 17.4 20.7 43.1 53.5 86.9 91.6: 13.1 8.4
Other: 100.0: 15.5 18.9 20.8 51.2 50.9 87.4 90.5: 12.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 88 76 113 106 95 268 230:
Old : 295: 100 67 98 101 88 252 209:
Other: 182: 38 53 49 77 56 151 123:
:----------------------------------------------------------------------------------------------------
: 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 27.1 19.1 36.1 9.9 20.7 14.5 25.8
Old : 13.7 28.9 19.9 37.8 11.7 24.5 16.8 30.8
Other: 16.8 25.1 27.6 40.6 11.1 17.1 18.2 27.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 13,105: 1,401 3,771 1,690 7,431 5,323 10,522 10,784: 2,583 2,321
Old : 11,348: 1,651 3,949 919 6,394 4,401 8,964 9,269: 2,384 2,079
Other: 1,757: 276 348 245 1,037 922 1,558 1,514: 199 243
: : :
: : Changes in Commitments from: April 12, 2016 :
: -900: -301 -640 -228 -453 -293 -982 -1,161: 82 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 28.8 12.9 56.7 40.6 80.3 82.3: 19.7 17.7
Old : 100.0: 14.5 34.8 8.1 56.3 38.8 79.0 81.7: 21.0 18.3
Other: 100.0: 15.7 19.8 13.9 59.0 52.5 88.7 86.2: 11.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 23 15 25 13 53 48:
Old : 73: 20 25 11 23 11 48 43:
Other: 22: 3 6 5 5 8 11 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 : 34.6 35.3 45.2 45.9 31.7 31.0 38.8 37.6
Old : 32.1 39.1 43.8 48.9 31.1 34.6 39.9 41.5
Other: 67.9 49.3 83.8 75.3 66.3 48.3 73.8 65.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,064,630: 123,673 208,438 44,430 771,528 655,876 939,632 908,745: 124,999 155,886
Old : 1,064,630: 123,673 208,438 44,430 771,528 655,876 939,632 908,745: 124,999 155,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 26,786: 4,879 16,073 -2,338 27,160 8,616 29,701 22,351: -2,915 4,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.6 4.2 72.5 61.6 88.3 85.4: 11.7 14.6
Old : 100.0: 11.6 19.6 4.2 72.5 61.6 88.3 85.4: 11.7 14.6
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 : 232: 40 53 44 89 109 156 179:
Old : 232: 40 53 44 89 109 156 179:
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 : 27.9 17.3 41.0 26.5 26.1 17.3 36.3 26.2
Old : 27.9 17.3 41.0 26.5 26.1 17.3 36.3 26.2
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 19, 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 : 3,252,652: 464,466 460,220 295,554 2,129,051 2,082,955 2,889,071 2,838,729: 363,582 413,924
Old : 3,252,652: 464,466 460,220 295,554 2,129,051 2,082,955 2,889,071 2,838,729: 363,582 413,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 35,851: 12,960 11,419 -3,560 26,025 45,847 35,425 53,707: 426 -17,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.1 9.1 65.5 64.0 88.8 87.3: 11.2 12.7
Old : 100.0: 14.3 14.1 9.1 65.5 64.0 88.8 87.3: 11.2 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 : 372: 82 87 103 163 172 302 305:
Old : 372: 82 87 103 163 172 302 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 17.6 36.5 24.4 25.5 14.3 32.0 20.3
Old : 28.5 17.6 36.5 24.4 25.5 14.3 32.0 20.3
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 19, 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 : 111,576: 17,134 8,354 537 52,141 44,488 69,812 53,379: 41,764 58,197
Old : 111,576: 17,134 8,354 537 52,141 44,488 69,812 53,379: 41,764 58,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 6,708: 2,948 253 365 3,840 5,102 7,152 5,720: -444 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.5 0.5 46.7 39.9 62.6 47.8: 37.4 52.2
Old : 100.0: 15.4 7.5 0.5 46.7 39.9 62.6 47.8: 37.4 52.2
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 : 25: 5 2 2 13 11 19 14:
Old : 25: 5 2 2 13 11 19 14:
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 : 27.7 33.0 44.7 43.1 27.0 32.5 43.7 42.6
Old : 27.7 33.0 44.7 43.1 27.0 32.5 43.7 42.6
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 19, 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 : 2,674,094: 327,564 459,753 116,610 1,949,067 1,764,741 2,393,240 2,341,104: 280,853 332,990
Old : 2,674,094: 327,564 459,753 116,610 1,949,067 1,764,741 2,393,240 2,341,104: 280,853 332,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 75,320: 76,062 -1,872 10,064 1,049 81,303 87,174 89,495: -11,855 -14,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.2 4.4 72.9 66.0 89.5 87.5: 10.5 12.5
Old : 100.0: 12.2 17.2 4.4 72.9 66.0 89.5 87.5: 10.5 12.5
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 : 295: 52 70 58 111 150 199 242:
Old : 295: 52 70 58 111 150 199 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 15.2 44.4 25.4 30.7 14.5 38.8 23.3
Old : 34.5 15.2 44.4 25.4 30.7 14.5 38.8 23.3
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, April 19, 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 : 1,004,128: 40,976 131,797 155,865 787,376 656,347 984,217 944,009: 19,911 60,119
Old : 1,004,128: 40,976 131,797 155,865 787,376 656,347 984,217 944,009: 19,911 60,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 66,411: -6,202 9,468 27,905 41,980 30,947 63,683 68,320: 2,728 -1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 13.1 15.5 78.4 65.4 98.0 94.0: 2.0 6.0
Old : 100.0: 4.1 13.1 15.5 78.4 65.4 98.0 94.0: 2.0 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 : 139: 14 49 41 54 70 99 133:
Old : 139: 14 49 41 54 70 99 133:
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 24.3 58.4 36.9 30.4 14.0 39.8 21.7
Old : 39.9 24.3 58.4 36.9 30.4 14.0 39.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 61,092: 25,078 17,598 837 27,276 32,611 53,192 51,046: 7,901 10,046
Old : 61,092: 25,078 17,598 837 27,276 32,611 53,192 51,046: 7,901 10,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 749: 150 495 -150 763 -141 764 204: -14 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 28.8 1.4 44.6 53.4 87.1 83.6: 12.9 16.4
Old : 100.0: 41.0 28.8 1.4 44.6 53.4 87.1 83.6: 12.9 16.4
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 : 107: 30 26 7 31 30 65 59:
Old : 107: 30 26 7 31 30 65 59:
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 : 29.5 39.9 45.6 53.8 29.3 39.8 45.4 53.6
Old : 29.5 39.9 45.6 53.8 29.3 39.8 45.4 53.6
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 19, 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 : 122,184: 50,156 35,195 1,674 54,553 65,222 106,383 102,092: 15,801 20,093
Old : 122,184: 50,156 35,195 1,674 54,553 65,222 106,383 102,092: 15,801 20,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,499: 301 990 -300 1,527 -282 1,527 407: -28 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 28.8 1.4 44.6 53.4 87.1 83.6: 12.9 16.4
Old : 100.0: 41.0 28.8 1.4 44.6 53.4 87.1 83.6: 12.9 16.4
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 : 107: 30 26 7 31 30 65 59:
Old : 107: 30 26 7 31 30 65 59:
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 : 29.5 39.9 45.6 53.8 29.3 39.8 45.4 53.6
Old : 29.5 39.9 45.6 53.8 29.3 39.8 45.4 53.6
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 19, 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 : 18,716: 16,131 17,367 697 1,785 645 18,613 18,709: 103 7
Old : 18,716: 16,131 17,367 697 1,785 645 18,613 18,709: 103 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,271: 2,992 3,179 94 209 0 3,295 3,273: -24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 92.8 3.7 9.5 3.4 99.4 100.0: 0.6 0.0
Old : 100.0: 86.2 92.8 3.7 9.5 3.4 99.4 100.0: 0.6 0.0
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 : 36: 23 11 2 2 1 26 13:
Old : 36: 23 11 2 2 1 26 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 : 65.4 69.2 84.9 95.4 63.7 69.2 79.8 92.0
Old : 65.4 69.2 84.9 95.4 63.7 69.2 79.8 92.0
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 19, 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 : 26,328: 19,594 11,872 299 6,282 14,044 26,175 26,215: 153 113
Old : 26,328: 19,594 11,872 299 6,282 14,044 26,175 26,215: 153 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -155: -483 -1,028 0 355 878 -128 -150: -27 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 45.1 1.1 23.9 53.3 99.4 99.6: 0.6 0.4
Old : 100.0: 74.4 45.1 1.1 23.9 53.3 99.4 99.6: 0.6 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 : 45: 6 17 1 5 19 12 36:
Old : 45: 6 17 1 5 19 12 36:
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 : 88.0 48.1 97.2 67.1 88.0 48.1 95.9 67.1
Old : 88.0 48.1 97.2 67.1 88.0 48.1 95.9 67.1
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, April 19, 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 : 31,159: 22,601 13,232 0 8,468 17,804 31,069 31,036: 90 123
Old : 31,159: 22,601 13,232 0 8,468 17,804 31,069 31,036: 90 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -700: -1,180 -1,128 0 490 462 -690 -666: -10 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 42.5 0.0 27.2 57.1 99.7 99.6: 0.3 0.4
Old : 100.0: 72.5 42.5 0.0 27.2 57.1 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 16 0 4 11 11 27:
Old : 37: 7 16 0 4 11 11 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 : 90.4 58.9 98.5 79.6 90.4 58.9 96.9 79.6
Old : 90.4 58.9 98.5 79.6 90.4 58.9 96.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016