WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 506,947: 92,204 167,223 151,739 222,154 145,139 466,097 464,101: 40,850 42,846
Old : 21,681: 3,062 4,516 6 14,492 14,105 17,560 18,627: 4,121 3,054
Other: 485,266: 93,367 166,931 147,509 207,662 131,034 448,537 445,474: 36,729 39,792
: : :
: : Changes in Commitments from: April 19, 2016 :
: -86,932: 5,851 -22,203 -58,120 -27,274 -7,274 -79,543 -87,596: -7,390 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 33.0 29.9 43.8 28.6 91.9 91.5: 8.1 8.5
Old : 100.0: 14.1 20.8 0.0 66.8 65.1 81.0 85.9: 19.0 14.1
Other: 100.0: 19.2 34.4 30.4 42.8 27.0 92.4 91.8: 7.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 132 131 149 105 106 326 315:
Old : 90: 23 20 2 22 28 47 48:
Other: 407: 134 134 144 102 105 318 313:
:----------------------------------------------------------------------------------------------------
: 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 10.5 22.0 19.2 12.2 7.7 18.4 13.1
Old : 47.2 44.9 64.2 65.0 46.2 44.9 63.2 65.0
Other: 14.6 11.0 22.6 19.7 12.8 8.0 19.2 13.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 212,459: 60,307 67,034 30,866 101,178 90,202 192,351 188,102: 20,108 24,356
Old : 11,843: 3,074 548 1 6,421 9,784 9,496 10,333: 2,347 1,510
Other: 200,616: 60,035 69,288 28,063 94,757 80,418 182,855 177,769: 17,761 22,846
: : :
: : Changes in Commitments from: April 19, 2016 :
: -19,095: 136 -17,657 -7,641 -9,066 6,277 -16,570 -19,021: -2,524 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.6 14.5 47.6 42.5 90.5 88.5: 9.5 11.5
Old : 100.0: 26.0 4.6 0.0 54.2 82.6 80.2 87.2: 19.8 12.8
Other: 100.0: 29.9 34.5 14.0 47.2 40.1 91.1 88.6: 8.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 67 58 61 81 74 178 173:
Old : 73: 15 5 1 23 31 39 37:
Other: 231: 64 65 58 78 74 173 172:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 22.1 23.5 30.5 10.1 13.9 17.4 21.2
Old : 39.8 59.1 56.3 68.8 38.9 59.1 53.6 68.0
Other: 14.9 22.1 24.3 31.0 10.6 14.9 18.0 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,850,214: 393,655 210,691 484,432 784,786 908,609 1,662,873 1,603,732: 187,341 246,482
Old : 1,236,383: 358,465 248,399 244,282 518,631 620,006 1,121,378 1,112,687: 115,005 123,696
Other: 613,831: 139,426 66,528 135,914 266,155 288,603 541,495 491,045: 72,337 122,786
: : :
: : Changes in Commitments from: April 19, 2016 :
: -87,463: 39,790 -73,412 -48,033 -60,887 28,605 -69,130 -92,840: -18,332 5,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.4 26.2 42.4 49.1 89.9 86.7: 10.1 13.3
Old : 100.0: 29.0 20.1 19.8 41.9 50.1 90.7 90.0: 9.3 10.0
Other: 100.0: 22.7 10.8 22.1 43.4 47.0 88.2 80.0: 11.8 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 766: 207 157 239 309 338 649 620:
Old : 714: 191 156 185 276 304 569 549:
Other: 590: 116 112 114 209 303 384 475:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 14.6 18.8 21.5 7.0 7.7 11.8 12.4
Old : 10.8 17.8 19.4 26.1 10.2 14.7 17.3 21.7
Other: 21.1 16.2 28.4 22.5 14.2 10.0 20.7 13.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 10,321: 2,570 3,068 1,140 3,796 4,047 7,506 8,255: 2,815 2,066
Old : 1,081: 294 158 0 197 729 491 887: 590 194
Other: 9,240: 2,276 2,910 1,140 3,599 3,318 7,015 7,368: 2,225 1,872
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,819: -150 -851 -1,372 -817 -99 -2,339 -2,322: -480 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 29.7 11.0 36.8 39.2 72.7 80.0: 27.3 20.0
Old : 100.0: 27.2 14.6 0.0 18.2 67.4 45.4 82.1: 54.6 17.9
Other: 100.0: 24.6 31.5 12.3 39.0 35.9 75.9 79.7: 24.1 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 14 8 13 11 28 29:
Old : 10: 2 1 0 4 3 6 4:
Other: 40: 10 13 8 13 11 27 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 : 42.3 36.9 52.2 53.2 34.6 34.1 41.2 45.3
Old : 42.8 82.1 45.4 82.1 42.8 82.1 45.4 82.1
Other: 45.0 34.5 56.0 51.8 36.3 34.2 43.7 46.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,078,368: 272,724 76,672 351,370 389,409 521,729 1,013,502 949,771: 64,866 128,597
Old : 640,731: 225,486 95,070 177,107 196,090 312,796 598,683 584,973: 42,049 55,758
Other: 437,637: 112,395 46,760 109,105 193,319 208,933 414,820 364,798: 22,817 72,839
: : :
: : Changes in Commitments from: April 19, 2016 :
: -136,543: 7,779 -18,039 -60,182 -73,592 -58,880 -125,995 -137,101: -10,548 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.1 32.6 36.1 48.4 94.0 88.1: 6.0 11.9
Old : 100.0: 35.2 14.8 27.6 30.6 48.8 93.4 91.3: 6.6 8.7
Other: 100.0: 25.7 10.7 24.9 44.2 47.7 94.8 83.4: 5.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 237 182 264 189 242 569 575:
Old : 671: 200 202 206 151 218 488 504:
Other: 530: 160 135 145 134 209 360 427:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.5 18.2 19.7 6.9 8.9 11.3 13.4
Old : 9.8 14.8 16.8 25.3 8.7 14.0 14.8 22.0
Other: 20.5 11.3 29.4 18.4 17.0 8.3 23.1 14.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,519: 10,667 1,243 88 382 4,014 11,137 5,345: 12,382 18,174
Old : 5,092: 3,553 211 86 381 697 4,020 994: 1,072 4,098
Other: 18,427: 7,114 1,032 2 1 3,317 7,117 4,351: 11,310 14,076
: : :
: : Changes in Commitments from: April 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 5.3 0.4 1.6 17.1 47.4 22.7: 52.6 77.3
Old : 100.0: 69.8 4.1 1.7 7.5 13.7 78.9 19.5: 21.1 80.5
Other: 100.0: 38.6 5.6 0.0 0.0 18.0 38.6 23.6: 61.4 76.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 2 4 12 8 17:
Old : 20: 4 3 1 4 11 8 15:
Other: 20: 4 3 2 1 12 5 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 : 45.7 12.1 47.4 17.2 45.4 12.1 46.8 17.1
Old : 74.0 14.8 78.9 18.6 72.3 14.3 76.8 16.9
Other: 38.6 12.3 38.6 18.0 38.6 12.3 38.6 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 483,471: 162,620 38,488 122,489 150,548 298,156 435,657 459,133: 47,814 24,338
Old : 354,617: 150,741 50,374 70,189 98,772 216,451 319,702 337,013: 34,915 17,604
Other: 128,854: 40,782 17,017 23,397 51,776 81,705 115,954 122,119: 12,899 6,734
: : :
: : Changes in Commitments from: April 19, 2016 :
: -72,311: -12,552 -14,742 -40,936 -17,129 -16,716 -70,616 -72,395: -1,694 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.0 25.3 31.1 61.7 90.1 95.0: 9.9 5.0
Old : 100.0: 42.5 14.2 19.8 27.9 61.0 90.2 95.0: 9.8 5.0
Other: 100.0: 31.6 13.2 18.2 40.2 63.4 90.0 94.8: 10.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 113 66 136 85 89 284 244:
Old : 322: 119 70 112 77 86 257 230:
Other: 184: 59 34 42 59 53 143 112:
:----------------------------------------------------------------------------------------------------
: 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 29.9 13.5 37.3 7.6 26.7 13.0 32.8
Old : 7.9 30.0 15.0 37.5 7.9 27.0 14.4 34.0
Other: 13.8 33.3 22.9 45.1 13.0 30.9 21.3 40.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 601,137: 112,466 57,692 45,765 281,600 349,741 439,831 453,198: 161,306 147,939
Old : 601,137: 112,466 57,692 45,765 281,600 349,741 439,831 453,198: 161,306 147,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -37,538: -14,937 -10,588 -15,482 -12,344 -14,836 -42,763 -40,906: 5,225 3,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 9.6 7.6 46.8 58.2 73.2 75.4: 26.8 24.6
Old : 100.0: 18.7 9.6 7.6 46.8 58.2 73.2 75.4: 26.8 24.6
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 : 138: 33 27 31 61 66 109 109:
Old : 138: 33 27 31 61 66 109 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 19.6 27.9 29.1 14.9 13.2 21.6 20.1
Old : 19.3 19.6 27.9 29.1 14.9 13.2 21.6 20.1
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 26, 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 : 622,838: 49,474 158,332 7,718 435,621 385,973 492,813 552,023: 130,025 70,815
Old : 622,838: 49,474 158,332 7,718 435,621 385,973 492,813 552,023: 130,025 70,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -7,038: -5,522 -5,372 37 9,943 -1,464 4,457 -6,800: -11,496 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 25.4 1.2 69.9 62.0 79.1 88.6: 20.9 11.4
Old : 100.0: 7.9 25.4 1.2 69.9 62.0 79.1 88.6: 20.9 11.4
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 : 98: 11 16 10 53 52 71 71:
Old : 98: 11 16 10 53 52 71 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 45.1 40.6 54.8 22.4 45.1 33.2 54.2
Old : 25.5 45.1 40.6 54.8 22.4 45.1 33.2 54.2
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 26, 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 : 4,462: 1,002 1,158 409 2,679 2,705 4,090 4,272: 372 190
Old : 4,462: 1,002 1,158 409 2,679 2,705 4,090 4,272: 372 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 24: 510 296 -93 -407 -124 10 79: 14 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.0 9.2 60.0 60.6 91.7 95.7: 8.3 4.3
Old : 100.0: 22.5 26.0 9.2 60.0 60.6 91.7 95.7: 8.3 4.3
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 : 33: 9 6 3 11 15 22 22:
Old : 33: 9 6 3 11 15 22 22:
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 : 57.7 60.4 76.5 78.9 52.1 54.2 66.8 65.4
Old : 57.7 60.4 76.5 78.9 52.1 54.2 66.8 65.4
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 26, 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 : 426,439: 86,685 45,085 98,265 187,270 250,505 372,220 393,854: 54,219 32,584
Old : 299,424: 82,996 42,151 54,386 123,258 179,648 260,640 276,186: 38,784 23,238
Other: 127,015: 20,868 20,112 26,700 64,012 70,857 111,579 117,669: 15,436 9,346
: : :
: : Changes in Commitments from: April 19, 2016 :
: -18,980: 6,926 -19,231 -8,629 -13,705 15,078 -15,408 -12,782: -3,572 -6,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.6 23.0 43.9 58.7 87.3 92.4: 12.7 7.6
Old : 100.0: 27.7 14.1 18.2 41.2 60.0 87.0 92.2: 13.0 7.8
Other: 100.0: 16.4 15.8 21.0 50.4 55.8 87.8 92.6: 12.2 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 94 65 108 102 94 258 223:
Old : 287: 96 67 85 92 91 236 200:
Other: 194: 52 44 47 80 58 158 124:
:----------------------------------------------------------------------------------------------------
: 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 31.0 19.8 40.8 10.5 24.7 15.0 30.5
Old : 13.5 32.4 20.8 41.7 12.3 27.2 17.9 34.2
Other: 16.2 32.5 25.6 45.9 11.2 25.9 17.4 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 11,476: 1,584 2,983 1,101 6,457 5,521 9,142 9,606: 2,334 1,871
Old : 9,412: 1,743 3,023 360 5,262 4,460 7,365 7,843: 2,047 1,570
Other: 2,064: 266 385 317 1,195 1,062 1,777 1,763: 287 301
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,629: 183 -788 -589 -974 198 -1,380 -1,178: -249 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 26.0 9.6 56.3 48.1 79.7 83.7: 20.3 16.3
Old : 100.0: 18.5 32.1 3.8 55.9 47.4 78.2 83.3: 21.8 16.7
Other: 100.0: 12.9 18.6 15.3 57.9 51.4 86.1 85.4: 13.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 17 22 12 23 14 48 44:
Old : 65: 18 22 7 21 13 43 38:
Other: 24: 3 7 5 6 9 12 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 33.9 46.5 48.3 32.8 33.8 39.3 42.7
Old : 35.2 40.6 46.7 54.1 33.9 39.7 42.4 51.1
Other: 60.4 46.4 78.1 68.8 58.7 43.1 67.5 57.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,088,412: 141,529 235,883 45,723 778,866 655,063 966,118 936,669: 122,295 151,743
Old : 1,088,412: 141,529 235,883 45,723 778,866 655,063 966,118 936,669: 122,295 151,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 23,782: 17,855 27,444 1,293 7,338 -813 26,486 27,924: -2,704 -4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 21.7 4.2 71.6 60.2 88.8 86.1: 11.2 13.9
Old : 100.0: 13.0 21.7 4.2 71.6 60.2 88.8 86.1: 11.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 46 51 42 85 109 154 179:
Old : 235: 46 51 42 85 109 154 179:
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 : 27.6 17.5 40.0 26.6 26.2 17.5 34.6 26.1
Old : 27.6 17.5 40.0 26.6 26.2 17.5 34.6 26.1
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 26, 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 : 3,043,206: 391,034 488,910 252,091 2,045,317 1,862,166 2,688,442 2,603,168: 354,763 440,038
Old : 3,043,206: 391,034 488,910 252,091 2,045,317 1,862,166 2,688,442 2,603,168: 354,763 440,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -209,446: -73,432 28,690 -43,462 -83,734 -220,789 -200,628 -235,561: -8,818 26,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.1 8.3 67.2 61.2 88.3 85.5: 11.7 14.5
Old : 100.0: 12.8 16.1 8.3 67.2 61.2 88.3 85.5: 11.7 14.5
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 : 367: 76 91 104 165 169 303 303:
Old : 367: 76 91 104 165 169 303 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.6 37.5 23.6 27.7 14.2 34.0 19.8
Old : 30.5 17.6 37.5 23.6 27.7 14.2 34.0 19.8
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 26, 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 : 112,765: 18,430 10,510 342 53,210 50,791 71,982 61,643: 40,783 51,122
Old : 112,765: 18,430 10,510 342 53,210 50,791 71,982 61,643: 40,783 51,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,189: 1,296 2,156 -195 1,069 6,303 2,170 8,264: -981 -7,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.3 0.3 47.2 45.0 63.8 54.7: 36.2 45.3
Old : 100.0: 16.3 9.3 0.3 47.2 45.0 63.8 54.7: 36.2 45.3
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 : 28: 5 3 2 15 13 20 18:
Old : 28: 5 3 2 15 13 20 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 : 26.7 32.8 44.6 44.2 26.1 32.7 43.6 43.0
Old : 26.7 32.8 44.6 44.2 26.1 32.7 43.6 43.0
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 26, 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 : 2,666,537: 359,883 476,441 131,258 1,887,267 1,718,456 2,378,408 2,326,155: 288,129 340,382
Old : 2,666,537: 359,883 476,441 131,258 1,887,267 1,718,456 2,378,408 2,326,155: 288,129 340,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -7,557: 32,320 16,688 14,648 -61,800 -46,286 -14,832 -14,950: 7,275 7,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.9 4.9 70.8 64.4 89.2 87.2: 10.8 12.8
Old : 100.0: 13.5 17.9 4.9 70.8 64.4 89.2 87.2: 10.8 12.8
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 : 285: 54 62 56 109 147 191 237:
Old : 285: 54 62 56 109 147 191 237:
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 : 34.8 14.1 44.2 23.6 31.5 13.1 39.4 21.0
Old : 34.8 14.1 44.2 23.6 31.5 13.1 39.4 21.0
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 26, 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 : 982,007: 42,418 145,039 152,770 764,210 580,816 959,398 878,626: 22,609 103,381
Old : 982,007: 42,418 145,039 152,770 764,210 580,816 959,398 878,626: 22,609 103,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -22,121: 1,442 13,242 -3,095 -23,167 -75,531 -24,820 -65,383: 2,698 43,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.8 15.6 77.8 59.1 97.7 89.5: 2.3 10.5
Old : 100.0: 4.3 14.8 15.6 77.8 59.1 97.7 89.5: 2.3 10.5
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 : 133: 13 48 38 55 67 97 127:
Old : 133: 13 48 38 55 67 97 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 26.4 57.2 36.3 30.9 13.8 39.6 19.6
Old : 40.6 26.4 57.2 36.3 30.9 13.8 39.6 19.6
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 26, 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 : 62,361: 25,696 19,442 867 27,540 32,632 54,102 52,941: 8,258 9,419
Old : 62,361: 25,696 19,442 867 27,540 32,632 54,102 52,941: 8,258 9,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,268: 618 1,844 30 263 21 911 1,895: 358 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 31.2 1.4 44.2 52.3 86.8 84.9: 13.2 15.1
Old : 100.0: 41.2 31.2 1.4 44.2 52.3 86.8 84.9: 13.2 15.1
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 : 107: 31 25 6 33 29 67 57:
Old : 107: 31 25 6 33 29 67 57:
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 : 28.2 40.7 43.5 53.1 28.0 40.4 43.4 52.9
Old : 28.2 40.7 43.5 53.1 28.0 40.4 43.4 52.9
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 26, 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 : 124,721: 51,392 38,884 1,734 55,079 65,265 108,205 105,882: 16,516 18,839
Old : 124,721: 51,392 38,884 1,734 55,079 65,265 108,205 105,882: 16,516 18,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,537: 1,236 3,689 59 526 43 1,821 3,791: 715 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 31.2 1.4 44.2 52.3 86.8 84.9: 13.2 15.1
Old : 100.0: 41.2 31.2 1.4 44.2 52.3 86.8 84.9: 13.2 15.1
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 : 107: 31 25 6 33 29 67 57:
Old : 107: 31 25 6 33 29 67 57:
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 : 28.2 40.7 43.5 53.1 28.0 40.4 43.4 52.9
Old : 28.2 40.7 43.5 53.1 28.0 40.4 43.4 52.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,288: 16,642 17,866 748 1,786 645 19,176 19,259: 112 29
Old : 19,288: 16,642 17,866 748 1,786 645 19,176 19,259: 112 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 572: 511 499 51 1 0 563 550: 9 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 92.6 3.9 9.3 3.3 99.4 99.8: 0.6 0.2
Old : 100.0: 86.3 92.6 3.9 9.3 3.3 99.4 99.8: 0.6 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 : 33: 20 11 2 2 1 23 13:
Old : 33: 20 11 2 2 1 23 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 : 68.3 71.8 87.0 94.8 66.5 71.8 81.8 91.5
Old : 68.3 71.8 87.0 94.8 66.5 71.8 81.8 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 25,474: 18,870 11,583 331 6,113 13,431 25,314 25,345: 160 129
Old : 25,474: 18,870 11,583 331 6,113 13,431 25,314 25,345: 160 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -854: -724 -289 32 -169 -613 -861 -870: 7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 45.5 1.3 24.0 52.7 99.4 99.5: 0.6 0.5
Old : 100.0: 74.1 45.5 1.3 24.0 52.7 99.4 99.5: 0.6 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 : 43: 6 16 1 5 18 12 34:
Old : 43: 6 16 1 5 18 12 34:
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 : 87.9 49.5 96.8 68.0 87.9 49.5 96.2 68.0
Old : 87.9 49.5 96.8 68.0 87.9 49.5 96.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 30,713: 21,850 13,144 0 8,766 17,457 30,616 30,601: 97 112
Old : 30,713: 21,850 13,144 0 8,766 17,457 30,616 30,601: 97 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -446: -751 -88 0 298 -347 -453 -435: 7 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 42.8 0.0 28.5 56.8 99.7 99.6: 0.3 0.4
Old : 100.0: 71.1 42.8 0.0 28.5 56.8 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: 8 15 0 4 11 12 26:
Old : 37: 8 15 0 4 11 12 26:
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 : 91.8 59.7 98.6 80.5 91.8 59.7 96.7 80.5
Old : 91.8 59.7 98.6 80.5 91.8 59.7 96.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016