WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 518,973: 91,091 171,936 164,571 217,150 141,051 472,811 477,558: 46,161 41,415
Old : 512,277: 90,742 172,043 162,598 213,902 137,709 467,242 472,350: 45,036 39,927
Other: 6,695: 1,272 816 1,049 3,248 3,342 5,570 5,208: 1,125 1,487
: : :
: : Changes in Commitments from: May 3, 2016 :
: 17,350: -1,446 7,975 12,789 1,097 -1,347 12,440 19,417: 4,911 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 33.1 31.7 41.8 27.2 91.1 92.0: 8.9 8.0
Old : 100.0: 17.7 33.6 31.7 41.8 26.9 91.2 92.2: 8.8 7.8
Other: 100.0: 19.0 12.2 15.7 48.5 49.9 83.2 77.8: 16.8 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 129 144 139 115 100 325 311:
Old : 416: 131 143 138 115 99 324 310:
Other: 64: 12 11 9 17 29 34 45:
:----------------------------------------------------------------------------------------------------
: 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 9.9 19.6 18.7 11.0 8.5 16.9 14.1
Old : 13.0 9.9 19.8 18.7 11.3 8.6 17.2 14.3
Other: 36.6 38.8 51.8 55.7 35.2 35.0 47.3 47.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 228,015: 61,045 78,212 39,591 106,845 85,403 207,480 203,206: 20,535 24,809
Old : 225,491: 61,063 78,346 39,253 104,967 83,747 205,283 201,347: 20,208 24,144
Other: 2,524: 232 116 87 1,877 1,656 2,197 1,859: 327 665
: : :
: : Changes in Commitments from: May 3, 2016 :
: 13,619: 1,749 7,148 6,241 5,940 662 13,930 14,052: -311 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 34.3 17.4 46.9 37.5 91.0 89.1: 9.0 10.9
Old : 100.0: 27.1 34.7 17.4 46.6 37.1 91.0 89.3: 9.0 10.7
Other: 100.0: 9.2 4.6 3.5 74.4 65.6 87.0 73.7: 13.0 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 70 72 68 88 75 191 191:
Old : 251: 70 74 68 88 73 191 189:
Other: 49: 9 5 6 13 26 25 35:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 21.9 24.7 32.1 11.0 15.0 17.6 22.6
Old : 16.1 22.2 24.6 32.4 11.2 15.6 17.8 23.2
Other: 60.3 39.8 74.3 57.6 60.3 39.8 73.9 55.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,787,262: 359,208 224,817 470,822 777,440 857,277 1,607,470 1,552,917: 179,792 234,345
Old : 1,130,602: 320,013 255,170 222,534 482,826 544,232 1,025,373 1,021,936: 105,229 108,666
Other: 656,660: 144,200 74,653 143,282 294,614 313,045 582,097 530,981: 74,563 125,679
: : :
: : Changes in Commitments from: May 3, 2016 :
: -24,244: -28,992 13,275 -1,750 3,991 -30,860 -26,752 -19,335: 2,508 -4,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.6 26.3 43.5 48.0 89.9 86.9: 10.1 13.1
Old : 100.0: 28.3 22.6 19.7 42.7 48.1 90.7 90.4: 9.3 9.6
Other: 100.0: 22.0 11.4 21.8 44.9 47.7 88.6 80.9: 11.4 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 219 152 240 305 341 652 627:
Old : 716: 193 159 173 263 298 554 534:
Other: 621: 146 112 125 218 305 422 489:
:----------------------------------------------------------------------------------------------------
: 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 14.1 19.9 21.3 7.5 7.5 12.5 12.4
Old : 11.7 16.8 21.0 26.0 11.1 13.8 18.9 21.8
Other: 19.3 16.0 27.3 22.6 12.9 10.1 19.3 14.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 11,213: 2,470 3,586 1,229 4,236 4,092 7,935 8,906: 3,278 2,307
Old : 11,213: 2,470 3,586 1,229 4,236 4,092 7,935 8,906: 3,278 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 818: -32 799 12 307 -150 287 662: 531 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 32.0 11.0 37.8 36.5 70.8 79.4: 29.2 20.6
Old : 100.0: 22.0 32.0 11.0 37.8 36.5 70.8 79.4: 29.2 20.6
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 : 43: 12 14 7 12 11 25 31:
Old : 43: 12 14 7 12 11 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 36.6 54.1 51.7 33.3 32.7 39.3 42.2
Old : 41.7 36.6 54.1 51.7 33.3 32.7 39.3 42.2
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 10, 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 : 1,201,469: 320,313 74,163 427,576 386,261 565,158 1,134,150 1,066,897: 67,318 134,572
Old : 665,139: 242,787 92,123 214,903 168,397 305,348 626,087 612,374: 39,052 52,765
Other: 536,329: 141,606 46,121 148,593 217,864 259,810 508,063 454,523: 28,266 81,806
: : :
: : Changes in Commitments from: May 3, 2016 :
: 101,540: 32,923 -5,464 57,977 6,063 41,974 96,963 94,487: 4,577 7,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.2 35.6 32.1 47.0 94.4 88.8: 5.6 11.2
Old : 100.0: 36.5 13.9 32.3 25.3 45.9 94.1 92.1: 5.9 7.9
Other: 100.0: 26.4 8.6 27.7 40.6 48.4 94.7 84.7: 5.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 244 200 253 193 263 576 596:
Old : 698: 213 200 182 133 239 458 516:
Other: 577: 165 149 166 156 235 397 476:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.7 18.9 19.5 6.8 7.8 11.3 12.8
Old : 10.9 13.6 18.4 23.1 8.4 11.9 14.4 18.9
Other: 17.9 11.5 26.0 18.7 13.7 7.5 19.8 12.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 29,519: 17,193 2,516 21 117 6,530 17,331 9,067: 12,188 20,452
Old : 5,288: 4,633 540 20 114 688 4,767 1,248: 521 4,040
Other: 24,231: 12,560 1,976 1 3 5,842 12,564 7,819: 11,667 16,412
: : :
: : Changes in Commitments from: May 3, 2016 :
: 4,593: 4,611 1,152 -3 93 1,888 4,701 3,037: -108 1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 8.5 0.1 0.4 22.1 58.7 30.7: 41.3 69.3
Old : 100.0: 87.6 10.2 0.4 2.2 13.0 90.1 23.6: 9.9 76.4
Other: 100.0: 51.8 8.2 0.0 0.0 24.1 51.9 32.3: 48.1 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 7 2 3 18 8 27:
Old : 29: 5 6 1 3 18 8 25:
Other: 30: 5 7 1 1 18 6 26:
:----------------------------------------------------------------------------------------------------
: 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 : 55.3 11.8 58.7 17.3 55.2 11.8 58.2 17.3
Old : 87.6 12.3 90.1 18.1 87.2 12.3 89.2 17.6
Other: 48.3 12.6 51.9 18.9 48.3 12.6 51.8 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 455,419: 135,119 42,390 125,085 153,068 264,807 413,271 432,282: 42,147 23,137
Old : 311,427: 131,058 62,757 59,570 94,669 173,446 285,296 295,772: 26,130 15,655
Other: 143,992: 44,361 19,933 25,215 58,400 91,362 127,975 136,510: 16,017 7,482
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,630: -5,535 -7,663 3,948 -4,999 1,231 -6,586 -2,485: 956 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.3 27.5 33.6 58.1 90.7 94.9: 9.3 5.1
Old : 100.0: 42.1 20.2 19.1 30.4 55.7 91.6 95.0: 8.4 5.0
Other: 100.0: 30.8 13.8 17.5 40.6 63.4 88.9 94.8: 11.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 106 77 118 82 83 267 226:
Old : 307: 114 77 88 75 79 233 208:
Other: 187: 57 39 49 58 54 148 119:
:----------------------------------------------------------------------------------------------------
: 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 28.5 14.2 35.1 8.1 25.9 13.8 30.8
Old : 9.1 26.3 16.3 33.7 9.1 23.8 16.0 30.3
Other: 15.3 35.9 24.0 45.9 15.2 33.1 23.4 41.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 615,635: 113,534 57,038 58,132 278,484 353,505 450,150 468,674: 165,486 146,961
Old : 615,635: 113,534 57,038 58,132 278,484 353,505 450,150 468,674: 165,486 146,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 22,888: -1,446 -7,861 10,281 2,466 15,604 11,302 18,025: 11,587 4,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 9.4 45.2 57.4 73.1 76.1: 26.9 23.9
Old : 100.0: 18.4 9.3 9.4 45.2 57.4 73.1 76.1: 26.9 23.9
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 : 156: 39 29 39 69 76 125 127:
Old : 156: 39 29 39 69 76 125 127:
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 : 16.1 20.1 24.4 28.7 12.5 15.1 19.3 21.2
Old : 16.1 20.1 24.4 28.7 12.5 15.1 19.3 21.2
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 10, 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 : 632,315: 49,184 155,730 12,138 435,756 390,467 497,077 558,334: 135,237 73,980
Old : 632,315: 49,184 155,730 12,138 435,756 390,467 497,077 558,334: 135,237 73,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 10,034: 667 -4,035 3,081 1,258 11,043 5,006 10,089: 5,028 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.6 1.9 68.9 61.8 78.6 88.3: 21.4 11.7
Old : 100.0: 7.8 24.6 1.9 68.9 61.8 78.6 88.3: 21.4 11.7
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 : 98: 11 17 11 56 51 75 71:
Old : 98: 11 17 11 56 51 75 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 : 24.8 45.5 40.0 55.1 22.4 45.1 33.6 54.5
Old : 24.8 45.5 40.0 55.1 22.4 45.1 33.6 54.5
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 10, 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 : 5,248: 1,613 1,320 451 2,809 3,303 4,873 5,074: 375 174
Old : 5,248: 1,613 1,320 451 2,809 3,303 4,873 5,074: 375 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 264: 201 -99 8 39 323 248 232: 16 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 25.2 8.6 53.5 62.9 92.9 96.7: 7.1 3.3
Old : 100.0: 30.7 25.2 8.6 53.5 62.9 92.9 96.7: 7.1 3.3
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 : 34: 9 6 2 11 16 21 23:
Old : 34: 9 6 2 11 16 21 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 : 48.3 61.9 75.7 80.6 46.7 59.5 70.9 70.5
Old : 48.3 61.9 75.7 80.6 46.7 59.5 70.9 70.5
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 10, 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 : 449,673: 104,455 32,330 106,793 181,960 279,183 393,209 418,306: 56,464 31,366
Old : 297,766: 93,853 27,195 57,934 105,916 190,913 257,703 276,042: 40,064 21,725
Other: 151,906: 25,132 19,665 34,330 76,044 88,271 135,506 142,265: 16,400 9,641
: : :
: : Changes in Commitments from: May 3, 2016 :
: 25,503: 11,109 -6,583 12,321 -1,120 19,748 22,310 25,486: 3,193 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.2 23.7 40.5 62.1 87.4 93.0: 12.6 7.0
Old : 100.0: 31.5 9.1 19.5 35.6 64.1 86.5 92.7: 13.5 7.3
Other: 100.0: 16.5 12.9 22.6 50.1 58.1 89.2 93.7: 10.8 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 105 64 93 92 86 253 201:
Old : 283: 107 63 67 86 82 227 180:
Other: 199: 57 42 46 75 57 162 119:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 32.0 20.4 43.0 11.1 27.4 15.3 33.1
Old : 13.7 33.7 20.7 44.5 12.2 30.6 17.5 36.7
Other: 15.9 33.8 27.3 45.2 13.4 28.1 20.2 35.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 10,274: 1,722 1,789 673 5,477 6,255 7,872 8,716: 2,402 1,558
Old : 7,845: 1,658 1,718 154 4,012 4,863 5,824 6,735: 2,021 1,110
Other: 2,429: 206 213 376 1,465 1,392 2,047 1,981: 381 448
: : :
: : Changes in Commitments from: May 3, 2016 :
: -296: 76 -319 1 -503 211 -426 -108: 130 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.4 6.5 53.3 60.9 76.6 84.8: 23.4 15.2
Old : 100.0: 21.1 21.9 2.0 51.1 62.0 74.2 85.8: 25.8 14.2
Other: 100.0: 8.5 8.8 15.5 60.3 57.3 84.3 81.6: 15.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 13 8 21 17 42 36:
Old : 53: 17 12 5 18 12 37 27:
Other: 28: 4 5 5 9 14 16 22:
:----------------------------------------------------------------------------------------------------
: 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 : 38.9 40.3 47.5 55.2 33.6 38.1 41.8 48.1
Old : 38.0 49.4 47.7 65.1 36.4 48.8 45.5 62.2
Other: 54.2 43.1 70.8 63.0 53.1 37.2 61.5 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,143,031: 148,082 236,134 60,798 813,933 701,476 1,022,814 998,408: 120,217 144,623
Old : 1,143,031: 148,082 236,134 60,798 813,933 701,476 1,022,814 998,408: 120,217 144,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 57,177: 11,453 -1,458 11,826 35,506 51,041 58,784 61,409: -1,608 -4,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.7 5.3 71.2 61.4 89.5 87.3: 10.5 12.7
Old : 100.0: 13.0 20.7 5.3 71.2 61.4 89.5 87.3: 10.5 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 : 253: 49 60 44 91 118 167 195:
Old : 253: 49 60 44 91 118 167 195:
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 18.7 39.9 27.9 25.5 17.8 34.9 26.2
Old : 27.7 18.7 39.9 27.9 25.5 17.8 34.9 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, May 10, 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 : 3,226,145: 410,247 497,446 336,245 2,127,222 1,958,344 2,873,714 2,792,036: 352,431 434,109
Old : 3,226,145: 410,247 497,446 336,245 2,127,222 1,958,344 2,873,714 2,792,036: 352,431 434,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 124,166: 8,029 -8,684 52,775 51,731 71,887 112,536 115,978: 11,629 8,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.4 10.4 65.9 60.7 89.1 86.5: 10.9 13.5
Old : 100.0: 12.7 15.4 10.4 65.9 60.7 89.1 86.5: 10.9 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 81 87 107 164 173 305 307:
Old : 370: 81 87 107 164 173 305 307:
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 : 26.9 15.8 35.0 21.8 24.3 11.9 30.2 17.4
Old : 26.9 15.8 35.0 21.8 24.3 11.9 30.2 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 124,590: 15,212 12,140 200 65,453 49,468 80,865 61,808: 43,725 62,782
Old : 124,590: 15,212 12,140 200 65,453 49,468 80,865 61,808: 43,725 62,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 10,910: -327 530 13 8,737 2,430 8,423 2,973: 2,487 7,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.7 0.2 52.5 39.7 64.9 49.6: 35.1 50.4
Old : 100.0: 12.2 9.7 0.2 52.5 39.7 64.9 49.6: 35.1 50.4
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 : 24: 3 3 1 14 11 17 15:
Old : 24: 3 3 1 14 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 30.8 51.5 40.5 32.9 30.5 49.7 39.5
Old : 33.0 30.8 51.5 40.5 32.9 30.5 49.7 39.5
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 10, 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 : 2,712,362: 263,008 486,886 133,149 2,002,117 1,740,264 2,398,274 2,360,299: 314,088 352,063
Old : 2,712,362: 263,008 486,886 133,149 2,002,117 1,740,264 2,398,274 2,360,299: 314,088 352,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 109,974: -16,886 28,790 13,457 88,703 47,832 85,274 90,079: 24,700 19,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.0 4.9 73.8 64.2 88.4 87.0: 11.6 13.0
Old : 100.0: 9.7 18.0 4.9 73.8 64.2 88.4 87.0: 11.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 39 78 56 115 146 189 245:
Old : 285: 39 78 56 115 146 189 245:
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 : 34.0 13.7 44.2 23.4 30.4 13.3 39.1 21.1
Old : 34.0 13.7 44.2 23.4 30.4 13.3 39.1 21.1
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 10, 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 : 934,004: 30,117 140,890 198,065 679,449 534,503 907,631 873,458: 26,373 60,546
Old : 934,004: 30,117 140,890 198,065 679,449 534,503 907,631 873,458: 26,373 60,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 94,662: 12,479 -11,394 49,512 32,814 50,575 94,805 88,693: -143 5,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.1 21.2 72.7 57.2 97.2 93.5: 2.8 6.5
Old : 100.0: 3.2 15.1 21.2 72.7 57.2 97.2 93.5: 2.8 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 : 124: 13 44 32 48 65 82 121:
Old : 124: 13 44 32 48 65 82 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 25.2 55.8 37.5 29.3 9.8 35.9 16.2
Old : 36.9 25.2 55.8 37.5 29.3 9.8 35.9 16.2
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 10, 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 : 66,763: 28,809 16,420 1,364 27,692 39,731 57,864 57,515: 8,898 9,248
Old : 66,763: 28,809 16,420 1,364 27,692 39,731 57,864 57,515: 8,898 9,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,761: 2,079 -628 255 -843 2,797 1,491 2,423: 1,270 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 24.6 2.0 41.5 59.5 86.7 86.1: 13.3 13.9
Old : 100.0: 43.2 24.6 2.0 41.5 59.5 86.7 86.1: 13.3 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 : 118: 38 27 11 33 30 75 64:
Old : 118: 38 27 11 33 30 75 64:
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 : 29.0 38.2 42.3 54.3 29.0 38.0 42.2 54.1
Old : 29.0 38.2 42.3 54.3 29.0 38.0 42.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 133,526: 57,618 32,839 2,727 55,383 79,463 115,729 115,029: 17,797 18,496
Old : 133,526: 57,618 32,839 2,727 55,383 79,463 115,729 115,029: 17,797 18,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 5,522: 4,159 -1,257 509 -1,686 5,594 2,982 4,846: 2,540 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 24.6 2.0 41.5 59.5 86.7 86.1: 13.3 13.9
Old : 100.0: 43.2 24.6 2.0 41.5 59.5 86.7 86.1: 13.3 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 : 118: 38 27 11 33 30 75 64:
Old : 118: 38 27 11 33 30 75 64:
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 : 29.0 38.2 42.3 54.3 29.0 38.0 42.2 54.1
Old : 29.0 38.2 42.3 54.3 29.0 38.0 42.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 23,182: 20,739 21,447 1,034 1,280 645 23,053 23,126: 129 56
Old : 23,182: 20,739 21,447 1,034 1,280 645 23,053 23,126: 129 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,163: 1,512 946 183 -524 0 1,171 1,129: -8 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 92.5 4.5 5.5 2.8 99.4 99.8: 0.6 0.2
Old : 100.0: 89.5 92.5 4.5 5.5 2.8 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 : 34: 21 12 3 1 1 23 15:
Old : 34: 21 12 3 1 1 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 67.5 88.5 89.9 68.3 67.5 82.9 88.2
Old : 71.1 67.5 88.5 89.9 68.3 67.5 82.9 88.2
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 10, 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 : 25,116: 17,796 10,210 295 6,841 14,520 24,932 25,025: 184 91
Old : 25,116: 17,796 10,210 295 6,841 14,520 24,932 25,025: 184 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 651: 104 195 -16 587 477 675 656: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 40.7 1.2 27.2 57.8 99.3 99.6: 0.7 0.4
Old : 100.0: 70.9 40.7 1.2 27.2 57.8 99.3 99.6: 0.7 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 : 44: 7 14 1 6 19 14 33:
Old : 44: 7 14 1 6 19 14 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 48.8 95.2 68.2 85.2 48.8 94.6 68.2
Old : 85.2 48.8 95.2 68.2 85.2 48.8 94.6 68.2
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 10, 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 : 29,673: 21,070 13,425 0 8,523 16,081 29,593 29,506: 80 167
Old : 29,673: 21,070 13,425 0 8,523 16,081 29,593 29,506: 80 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -894: -223 -103 -1 -674 -837 -898 -941: 4 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 45.2 0.0 28.7 54.2 99.7 99.4: 0.3 0.6
Old : 100.0: 71.0 45.2 0.0 28.7 54.2 99.7 99.4: 0.3 0.6
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 : 38: 8 16 0 4 11 12 27:
Old : 38: 8 16 0 4 11 12 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 : 89.4 61.5 97.8 82.3 89.4 61.5 96.5 82.3
Old : 89.4 61.5 97.8 82.3 89.4 61.5 96.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016