WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 501,622: 92,536 163,961 151,783 216,053 142,398 460,372 458,141: 41,251 43,481
Old : 495,325: 92,236 164,075 150,225 212,902 139,067 455,363 453,367: 39,961 41,958
Other: 6,298: 941 527 916 3,151 3,331 5,009 4,774: 1,289 1,524
: : :
: : Changes in Commitments from: April 26, 2016 :
: -5,325: 332 -3,263 43 -6,101 -2,741 -5,726 -5,961: 401 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.7 30.3 43.1 28.4 91.8 91.3: 8.2 8.7
Old : 100.0: 18.6 33.1 30.3 43.0 28.1 91.9 91.5: 8.1 8.5
Other: 100.0: 14.9 8.4 14.5 50.0 52.9 79.5 75.8: 20.5 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 120 143 137 104 104 309 307:
Old : 397: 119 144 135 104 103 307 305:
Other: 60: 9 10 9 18 28 33 42:
:----------------------------------------------------------------------------------------------------
: 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 10.5 21.1 18.9 11.6 8.0 18.0 13.3
Old : 13.7 10.6 21.3 19.1 11.8 8.1 18.3 13.5
Other: 37.9 40.8 53.8 54.8 37.4 35.3 50.8 46.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 214,396: 59,295 71,064 33,350 100,905 84,741 193,550 189,155: 20,846 25,242
Old : 212,022: 59,303 71,187 33,103 99,180 83,157 191,586 187,447: 20,435 24,575
Other: 2,375: 189 73 50 1,724 1,584 1,964 1,708: 411 667
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,938: -1,012 4,030 2,484 -273 -5,462 1,199 1,052: 739 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 33.1 15.6 47.1 39.5 90.3 88.2: 9.7 11.8
Old : 100.0: 28.0 33.6 15.6 46.8 39.2 90.4 88.4: 9.6 11.6
Other: 100.0: 8.0 3.1 2.1 72.6 66.7 82.7 71.9: 17.3 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 65 65 62 85 76 184 176:
Old : 236: 66 65 61 85 76 183 176:
Other: 48: 9 4 6 13 25 25 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 21.1 24.7 30.2 11.5 13.9 18.8 22.0
Old : 15.5 21.4 24.6 30.5 11.8 14.4 19.1 22.7
Other: 56.7 44.1 72.5 60.0 56.7 44.1 72.4 60.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 1,811,506: 388,200 211,542 472,573 773,450 888,137 1,634,222 1,572,252: 177,284 239,254
Old : 1,170,641: 347,649 240,045 231,865 486,338 583,556 1,065,851 1,055,466: 104,790 115,175
Other: 640,865: 140,923 71,869 140,336 287,112 304,581 568,371 516,786: 72,494 124,079
: : :
: : Changes in Commitments from: April 26, 2016 :
: -38,708: -5,455 851 -11,860 -11,336 -20,472 -28,651 -31,480: -10,057 -7,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 11.7 26.1 42.7 49.0 90.2 86.8: 9.8 13.2
Old : 100.0: 29.7 20.5 19.8 41.5 49.8 91.0 90.2: 9.0 9.8
Other: 100.0: 22.0 11.2 21.9 44.8 47.5 88.7 80.6: 11.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 216 160 241 305 343 650 635:
Old : 723: 191 165 183 263 302 557 550:
Other: 615: 132 117 117 218 306 408 487:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 14.6 19.8 21.9 7.3 7.5 12.2 12.5
Old : 11.5 18.0 20.3 26.9 10.8 14.7 18.4 22.6
Other: 20.7 16.3 28.5 22.8 13.8 10.7 20.7 15.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 10,395: 2,502 2,787 1,216 3,929 4,241 7,648 8,245: 2,747 2,150
Old : 10,395: 2,502 2,787 1,216 3,929 4,241 7,648 8,245: 2,747 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 74: -68 -281 76 133 194 141 -10: -68 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 26.8 11.7 37.8 40.8 73.6 79.3: 26.4 20.7
Old : 100.0: 24.1 26.8 11.7 37.8 40.8 73.6 79.3: 26.4 20.7
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 : 40: 10 13 8 14 11 29 27:
Old : 40: 10 13 8 14 11 29 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 : 42.4 36.8 54.2 53.2 34.8 34.3 41.2 43.7
Old : 42.4 36.8 54.2 53.2 34.8 34.3 41.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 1,099,929: 287,390 79,627 369,599 380,198 523,184 1,037,187 972,410: 62,742 127,519
Old : 630,157: 230,840 91,147 184,287 176,535 302,937 591,663 578,371: 38,495 51,786
Other: 469,772: 116,439 48,369 125,423 203,663 220,247 445,525 394,039: 24,247 75,733
: : :
: : Changes in Commitments from: April 26, 2016 :
: 21,561: 14,666 2,955 18,230 -9,211 1,454 23,685 22,639: -2,124 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.2 33.6 34.6 47.6 94.3 88.4: 5.7 11.6
Old : 100.0: 36.6 14.5 29.2 28.0 48.1 93.9 91.8: 6.1 8.2
Other: 100.0: 24.8 10.3 26.7 43.4 46.9 94.8 83.9: 5.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 238 191 259 179 248 556 584:
Old : 676: 211 188 186 128 228 449 506:
Other: 551: 155 151 166 139 221 375 460:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 11.9 19.3 19.7 7.5 8.3 11.9 13.2
Old : 10.8 14.4 18.2 24.9 9.0 12.6 15.4 20.6
Other: 19.8 11.3 29.6 17.9 16.4 7.4 22.2 12.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 24,926: 12,582 1,364 24 24 4,642 12,630 6,030: 12,296 18,896
Old : 4,426: 3,589 224 23 24 489 3,636 736: 790 3,690
Other: 20,500: 8,993 1,140 1 0 4,153 8,994 5,294: 11,506 15,206
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,407: 1,915 121 -64 -358 628 1,493 685: -86 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 5.5 0.1 0.1 18.6 50.7 24.2: 49.3 75.8
Old : 100.0: 81.1 5.1 0.5 0.5 11.0 82.2 16.6: 17.8 83.4
Other: 100.0: 43.9 5.6 0.0 0.0 20.3 43.9 25.8: 56.1 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 2 2 13 7 18:
Old : 21: 5 3 1 2 13 7 17:
Other: 21: 5 3 1 0 13 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 : 48.5 11.8 50.7 17.0 48.4 11.8 50.5 16.9
Old : 81.1 11.2 82.2 14.8 80.6 11.1 81.1 14.3
Other: 41.8 12.6 43.9 18.5 41.8 12.6 43.9 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 461,048: 140,653 50,053 121,137 158,067 263,577 419,857 434,767: 41,191 26,282
Old : 324,242: 134,114 68,960 62,667 100,115 173,983 296,897 305,611: 27,345 18,630
Other: 136,807: 43,363 17,917 21,645 57,953 89,593 122,961 129,155: 13,846 7,651
: : :
: : Changes in Commitments from: April 26, 2016 :
: -22,422: -21,967 11,565 -1,352 7,519 -34,579 -15,799 -24,366: -6,623 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.9 26.3 34.3 57.2 91.1 94.3: 8.9 5.7
Old : 100.0: 41.4 21.3 19.3 30.9 53.7 91.6 94.3: 8.4 5.7
Other: 100.0: 31.7 13.1 15.8 42.4 65.5 89.9 94.4: 10.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 105 79 117 83 86 260 232:
Old : 308: 115 78 90 74 83 229 216:
Other: 184: 54 40 46 59 53 146 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.3 27.4 14.4 34.2 8.1 24.5 13.5 30.3
Old : 8.9 25.5 15.8 32.8 8.9 23.4 15.4 30.1
Other: 15.3 34.8 24.2 47.7 15.3 31.5 23.6 42.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 592,747: 114,979 64,898 47,850 276,018 337,900 438,848 450,649: 153,899 142,098
Old : 592,747: 114,979 64,898 47,850 276,018 337,900 438,848 450,649: 153,899 142,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -8,390: 2,513 7,206 2,086 -5,582 -11,841 -984 -2,549: -7,407 -5,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.9 8.1 46.6 57.0 74.0 76.0: 26.0 24.0
Old : 100.0: 19.4 10.9 8.1 46.6 57.0 74.0 76.0: 26.0 24.0
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 : 147: 37 30 36 65 69 119 118:
Old : 147: 37 30 36 65 69 119 118:
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 : 16.8 21.0 25.5 29.9 12.8 14.6 19.5 21.0
Old : 16.8 21.0 25.5 29.9 12.8 14.6 19.5 21.0
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, May 03, 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 : 622,281: 48,517 159,764 9,057 434,498 379,424 492,072 548,245: 130,209 74,036
Old : 622,281: 48,517 159,764 9,057 434,498 379,424 492,072 548,245: 130,209 74,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -557: -957 1,433 1,338 -1,123 -6,549 -742 -3,778: 184 3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.7 1.5 69.8 61.0 79.1 88.1: 20.9 11.9
Old : 100.0: 7.8 25.7 1.5 69.8 61.0 79.1 88.1: 20.9 11.9
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 : 97: 11 17 10 52 50 70 70:
Old : 97: 11 17 10 52 50 70 70:
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 : 25.6 44.9 41.0 54.3 22.3 44.7 33.5 54.0
Old : 25.6 44.9 41.0 54.3 22.3 44.7 33.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 4,984: 1,412 1,419 443 2,770 2,980 4,625 4,842: 359 142
Old : 4,984: 1,412 1,419 443 2,770 2,980 4,625 4,842: 359 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 522: 410 261 34 91 275 535 570: -13 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 28.5 8.9 55.6 59.8 92.8 97.2: 7.2 2.8
Old : 100.0: 28.3 28.5 8.9 55.6 59.8 92.8 97.2: 7.2 2.8
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 : 35: 9 7 3 13 16 25 23:
Old : 35: 9 7 3 13 16 25 23:
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 : 46.6 60.5 74.1 81.4 45.4 57.6 67.4 68.3
Old : 46.6 60.5 74.1 81.4 45.4 57.6 67.4 68.3
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, May 03, 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 : 424,169: 93,346 38,913 94,472 183,080 259,435 370,898 392,821: 53,271 31,349
Old : 287,903: 84,412 31,517 53,159 113,023 180,869 250,594 265,546: 37,309 22,357
Other: 136,266: 20,217 18,678 30,030 70,058 78,566 120,305 127,275: 15,962 8,992
: : :
: : Changes in Commitments from: April 26, 2016 :
: -2,269: 6,661 -6,171 -3,792 -4,190 8,930 -1,321 -1,034: -948 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.2 22.3 43.2 61.2 87.4 92.6: 12.6 7.4
Old : 100.0: 29.3 10.9 18.5 39.3 62.8 87.0 92.2: 13.0 7.8
Other: 100.0: 14.8 13.7 22.0 51.4 57.7 88.3 93.4: 11.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 100 62 92 94 85 250 197:
Old : 277: 101 61 70 87 80 226 176:
Other: 188: 52 38 45 74 58 153 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 31.3 21.3 42.4 11.8 26.1 16.4 32.4
Old : 14.2 33.0 21.7 43.6 13.3 29.3 18.9 36.3
Other: 17.0 33.2 28.3 45.8 13.8 27.1 20.5 35.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 10,570: 1,646 2,108 672 5,980 6,044 8,298 8,824: 2,272 1,746
Old : 8,269: 1,619 2,036 126 4,587 4,710 6,333 6,873: 1,936 1,397
Other: 2,300: 202 248 369 1,393 1,334 1,965 1,951: 336 349
: : :
: : Changes in Commitments from: April 26, 2016 :
: -907: 62 -875 -430 -477 523 -844 -782: -62 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.9 6.4 56.6 57.2 78.5 83.5: 21.5 16.5
Old : 100.0: 19.6 24.6 1.5 55.5 57.0 76.6 83.1: 23.4 16.9
Other: 100.0: 8.8 10.8 16.0 60.6 58.0 85.4 84.8: 14.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 12 7 25 21 45 40:
Old : 57: 18 11 4 23 14 41 29:
Other: 29: 3 6 4 8 15 14 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 : 39.7 38.2 48.3 54.1 34.7 37.4 42.4 47.7
Old : 38.3 45.5 48.8 62.6 36.7 45.0 46.1 59.8
Other: 56.0 45.2 72.4 65.6 53.8 39.9 63.1 51.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 1,085,854: 136,629 237,592 48,973 778,427 650,435 964,030 937,000: 121,825 148,855
Old : 1,085,854: 136,629 237,592 48,973 778,427 650,435 964,030 937,000: 121,825 148,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -2,558: -4,899 1,710 3,250 -438 -4,629 -2,088 331: -470 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 21.9 4.5 71.7 59.9 88.8 86.3: 11.2 13.7
Old : 100.0: 12.6 21.9 4.5 71.7 59.9 88.8 86.3: 11.2 13.7
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 : 249: 46 61 45 88 114 162 192:
Old : 249: 46 61 45 88 114 162 192:
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 18.0 40.3 26.6 26.6 18.0 35.8 25.6
Old : 27.5 18.0 40.3 26.6 26.6 18.0 35.8 25.6
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, May 03, 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 : 3,101,979: 402,217 506,131 283,470 2,075,490 1,886,457 2,761,178 2,676,057: 340,802 425,922
Old : 3,101,979: 402,217 506,131 283,470 2,075,490 1,886,457 2,761,178 2,676,057: 340,802 425,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 58,773: 11,184 17,221 31,379 30,173 24,290 72,735 72,890: -13,962 -14,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.3 9.1 66.9 60.8 89.0 86.3: 11.0 13.7
Old : 100.0: 13.0 16.3 9.1 66.9 60.8 89.0 86.3: 11.0 13.7
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 : 365: 86 78 104 166 171 302 304:
Old : 365: 86 78 104 166 171 302 304:
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 : 28.3 16.5 36.8 23.1 25.5 12.3 32.2 18.0
Old : 28.3 16.5 36.8 23.1 25.5 12.3 32.2 18.0
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, May 03, 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 : 113,680: 15,539 11,610 187 56,716 47,038 72,442 58,835: 41,238 54,845
Old : 113,680: 15,539 11,610 187 56,716 47,038 72,442 58,835: 41,238 54,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 915: -2,891 1,100 -155 3,506 -3,753 460 -2,808: 455 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.2 0.2 49.9 41.4 63.7 51.8: 36.3 48.2
Old : 100.0: 13.7 10.2 0.2 49.9 41.4 63.7 51.8: 36.3 48.2
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: 4 3 1 14 12 18 16:
Old : 25: 4 3 1 14 12 18 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 : 28.5 32.4 48.0 42.3 28.3 32.2 46.4 41.3
Old : 28.5 32.4 48.0 42.3 28.3 32.2 46.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 2,602,389: 279,895 458,097 119,692 1,913,414 1,692,431 2,313,001 2,270,220: 289,388 332,169
Old : 2,602,389: 279,895 458,097 119,692 1,913,414 1,692,431 2,313,001 2,270,220: 289,388 332,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -64,148: -79,988 -18,344 -11,566 26,147 -26,025 -65,407 -55,935: 1,259 -8,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.6 4.6 73.5 65.0 88.9 87.2: 11.1 12.8
Old : 100.0: 10.8 17.6 4.6 73.5 65.0 88.9 87.2: 11.1 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 : 282: 44 72 56 112 144 190 238:
Old : 282: 44 72 56 112 144 190 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 13.6 45.4 23.0 31.7 13.5 40.2 21.4
Old : 35.4 13.6 45.4 23.0 31.7 13.5 40.2 21.4
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, May 03, 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 : 839,342: 17,638 152,284 148,553 646,635 483,928 812,826 784,765: 26,516 54,577
Old : 839,342: 17,638 152,284 148,553 646,635 483,928 812,826 784,765: 26,516 54,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -142,665: -24,780 7,245 -4,217 -117,575 -96,888 -146,572 -93,861: 3,907 -48,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.1 17.7 77.0 57.7 96.8 93.5: 3.2 6.5
Old : 100.0: 2.1 18.1 17.7 77.0 57.7 96.8 93.5: 3.2 6.5
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 : 122: 9 47 33 48 64 84 118:
Old : 122: 9 47 33 48 64 84 118:
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 : 40.2 27.4 58.8 38.3 35.7 14.7 42.5 21.6
Old : 40.2 27.4 58.8 38.3 35.7 14.7 42.5 21.6
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, May 03, 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 : 64,002: 26,730 17,048 1,109 28,535 36,934 56,373 55,092: 7,628 8,910
Old : 64,002: 26,730 17,048 1,109 28,535 36,934 56,373 55,092: 7,628 8,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,641: 1,034 -2,394 242 995 4,302 2,271 2,150: -630 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 26.6 1.7 44.6 57.7 88.1 86.1: 11.9 13.9
Old : 100.0: 41.8 26.6 1.7 44.6 57.7 88.1 86.1: 11.9 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 : 111: 34 25 6 34 30 72 57:
Old : 111: 34 25 6 34 30 72 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 : 29.8 41.1 44.6 56.6 29.8 40.9 44.4 55.2
Old : 29.8 41.1 44.6 56.6 29.8 40.9 44.4 55.2
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, May 03, 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 : 128,004: 53,459 34,096 2,218 57,070 73,869 112,747 110,183: 15,257 17,821
Old : 128,004: 53,459 34,096 2,218 57,070 73,869 112,747 110,183: 15,257 17,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 3,283: 2,067 -4,788 484 1,991 8,604 4,542 4,301: -1,259 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 26.6 1.7 44.6 57.7 88.1 86.1: 11.9 13.9
Old : 100.0: 41.8 26.6 1.7 44.6 57.7 88.1 86.1: 11.9 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 : 111: 34 25 6 34 30 72 57:
Old : 111: 34 25 6 34 30 72 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 : 29.8 41.1 44.6 56.6 29.8 40.9 44.4 55.2
Old : 29.8 41.1 44.6 56.6 29.8 40.9 44.4 55.2
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, May 03, 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 : 22,019: 19,227 20,501 851 1,804 645 21,882 21,997: 137 22
Old : 22,019: 19,227 20,501 851 1,804 645 21,882 21,997: 137 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,731: 2,585 2,635 103 18 0 2,706 2,738: 25 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 93.1 3.9 8.2 2.9 99.4 99.9: 0.6 0.1
Old : 100.0: 87.3 93.1 3.9 8.2 2.9 99.4 99.9: 0.6 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: 21 11 3 2 1 24 14:
Old : 34: 21 11 3 2 1 24 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 : 69.4 70.4 85.8 91.0 67.3 70.4 80.8 89.3
Old : 69.4 70.4 85.8 91.0 67.3 70.4 80.8 89.3
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, May 03, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,465: 17,692 10,015 311 6,254 14,043 24,257 24,369: 208 96
Old : 24,465: 17,692 10,015 311 6,254 14,043 24,257 24,369: 208 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -1,009: -1,178 -1,568 -20 141 612 -1,057 -976: 48 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 40.9 1.3 25.6 57.4 99.1 99.6: 0.9 0.4
Old : 100.0: 72.3 40.9 1.3 25.6 57.4 99.1 99.6: 0.9 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 : 40: 6 14 1 4 18 11 32:
Old : 40: 6 14 1 4 18 11 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 51.9 98.0 71.9 88.5 51.9 96.1 71.9
Old : 88.5 51.9 98.0 71.9 88.5 51.9 96.1 71.9
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, May 03, 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 : 30,567: 21,293 13,528 1 9,197 16,918 30,491 30,447: 76 120
Old : 30,567: 21,293 13,528 1 9,197 16,918 30,491 30,447: 76 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -146: -557 384 1 431 -539 -125 -154: -21 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 44.3 0.0 30.1 55.3 99.8 99.6: 0.2 0.4
Old : 100.0: 69.7 44.3 0.0 30.1 55.3 99.8 99.6: 0.2 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 : 40: 10 16 1 4 11 14 28:
Old : 40: 10 16 1 4 11 14 28:
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 : 91.1 60.3 98.0 80.7 91.1 60.3 96.2 80.7
Old : 91.1 60.3 98.0 80.7 91.1 60.3 96.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016