WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 506,509: 83,606 172,221 153,863 223,421 139,680 460,890 465,764: 45,619 40,744
Old : 494,863: 82,509 173,761 148,818 219,344 133,884 450,670 456,462: 44,193 38,401
Other: 11,646: 4,224 1,587 1,918 4,077 5,796 10,219 9,302: 1,426 2,343
: : :
: : Changes in Commitments from: May 24, 2016 :
: 522: 2,078 2,555 -2,062 870 125 886 618: -363 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 34.0 30.4 44.1 27.6 91.0 92.0: 9.0 8.0
Old : 100.0: 16.7 35.1 30.1 44.3 27.1 91.1 92.2: 8.9 7.8
Other: 100.0: 36.3 13.6 16.5 35.0 49.8 87.8 79.9: 12.2 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 123 145 142 122 108 332 322:
Old : 421: 123 147 140 122 105 330 319:
Other: 80: 19 13 12 20 35 47 53:
:----------------------------------------------------------------------------------------------------
: 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 10.6 20.4 18.3 11.2 7.7 16.9 13.2
Old : 13.4 10.4 20.7 18.2 11.6 7.9 17.3 13.5
Other: 36.7 39.5 51.8 57.8 33.6 32.3 44.4 43.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 243,093: 66,046 88,663 44,702 111,201 84,940 221,949 218,305: 21,145 24,789
Old : 240,216: 65,878 88,848 44,302 109,291 83,143 219,470 216,293: 20,746 23,923
Other: 2,877: 486 133 82 1,910 1,797 2,478 2,012: 399 865
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,958: 2,077 1,172 866 -165 1,583 2,778 3,620: 180 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 36.5 18.4 45.7 34.9 91.3 89.8: 8.7 10.2
Old : 100.0: 27.4 37.0 18.4 45.5 34.6 91.4 90.0: 8.6 10.0
Other: 100.0: 16.9 4.6 2.8 66.4 62.5 86.1 69.9: 13.9 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 71 69 64 95 77 191 190:
Old : 250: 68 73 63 95 77 190 190:
Other: 51: 11 4 7 16 24 30 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 : 16.2 21.1 25.3 31.5 11.2 15.0 17.2 23.3
Old : 16.3 21.3 25.2 31.9 11.2 15.4 17.2 23.8
Other: 50.9 49.6 68.9 61.2 50.9 45.3 68.1 56.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,866,861: 415,608 168,511 502,249 758,738 941,514 1,676,594 1,612,273: 190,267 254,588
Old : 1,124,948: 344,509 218,954 227,676 446,817 568,063 1,019,001 1,014,693: 105,946 110,255
Other: 741,914: 186,826 65,284 158,846 311,921 373,450 657,593 597,580: 84,321 144,333
: : :
: : Changes in Commitments from: May 24, 2016 :
: 26,803: 33,316 -36,836 34,093 -40,961 15,754 26,448 13,011: 355 13,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.0 26.9 40.6 50.4 89.8 86.4: 10.2 13.6
Old : 100.0: 30.6 19.5 20.2 39.7 50.5 90.6 90.2: 9.4 9.8
Other: 100.0: 25.2 8.8 21.4 42.0 50.3 88.6 80.5: 11.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 237 147 247 301 351 665 638:
Old : 722: 198 150 182 261 313 568 542:
Other: 651: 163 112 140 218 315 446 508:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 13.4 17.4 21.0 7.5 8.3 12.8 13.4
Old : 11.3 16.0 19.8 25.3 10.6 14.2 18.4 22.8
Other: 15.8 17.3 24.3 23.1 12.2 11.0 18.5 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 11,962: 2,307 3,741 1,704 3,947 3,937 7,958 9,382: 4,004 2,580
Old : 11,962: 2,307 3,741 1,704 3,947 3,937 7,958 9,382: 4,004 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 324: -45 12 239 33 25 227 275: 97 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 31.3 14.2 33.0 32.9 66.5 78.4: 33.5 21.6
Old : 100.0: 19.3 31.3 14.2 33.0 32.9 66.5 78.4: 33.5 21.6
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 : 45: 10 16 7 13 12 27 32:
Old : 45: 10 16 7 13 12 27 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 : 38.5 37.1 48.6 50.7 24.3 30.4 29.9 37.9
Old : 38.5 37.1 48.6 50.7 24.3 30.4 29.9 37.9
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 31, 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 : 1,216,683: 312,937 64,262 382,690 452,996 641,765 1,148,623 1,088,717: 68,060 127,966
Old : 568,016: 200,101 78,995 162,967 170,542 282,279 533,610 524,242: 34,406 43,774
Other: 648,668: 169,432 41,862 163,128 282,454 359,485 615,013 564,475: 33,655 84,192
: : :
: : Changes in Commitments from: May 24, 2016 :
: 30,942: 8,206 358 15,920 10,018 17,751 34,143 34,029: -3,202 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.3 31.5 37.2 52.7 94.4 89.5: 5.6 10.5
Old : 100.0: 35.2 13.9 28.7 30.0 49.7 93.9 92.3: 6.1 7.7
Other: 100.0: 26.1 6.5 25.1 43.5 55.4 94.8 87.0: 5.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 245 178 252 209 262 577 588:
Old : 662: 188 193 170 133 234 420 505:
Other: 604: 184 143 170 170 241 430 484:
:----------------------------------------------------------------------------------------------------
: 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 11.2 19.1 18.5 8.3 7.7 12.3 13.0
Old : 9.7 12.3 17.3 21.0 8.2 11.0 14.5 18.2
Other: 18.4 12.3 26.8 20.9 15.2 8.3 21.6 13.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 31,851: 10,716 3,053 23 76 8,052 10,815 11,128: 21,036 20,723
Old : 4,877: 1,144 320 20 72 958 1,236 1,298: 3,641 3,579
Other: 26,974: 9,572 2,733 3 4 7,094 9,579 9,830: 17,395 17,144
: : :
: : Changes in Commitments from: May 24, 2016 :
: 402: 982 -123 0 -16 240 966 117: -564 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.6 0.1 0.2 25.3 34.0 34.9: 66.0 65.1
Old : 100.0: 23.5 6.6 0.4 1.5 19.6 25.3 26.6: 74.7 73.4
Other: 100.0: 35.5 10.1 0.0 0.0 26.3 35.5 36.4: 64.5 63.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 3 4 21 8 34:
Old : 34: 4 9 1 4 21 8 31:
Other: 35: 4 10 2 2 21 6 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 : 33.7 12.1 34.0 17.9 33.6 12.1 33.6 17.9
Old : 23.9 13.1 25.3 19.2 23.5 13.0 24.3 18.7
Other: 35.5 12.6 35.5 19.0 35.5 12.6 35.5 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 467,378: 107,963 65,698 120,880 199,076 253,818 427,918 440,395: 39,460 26,983
Old : 298,695: 91,727 77,777 62,674 122,294 138,979 276,694 279,430: 22,001 19,266
Other: 168,683: 49,066 20,751 25,376 76,782 114,838 151,224 160,965: 17,459 7,718
: : :
: : Changes in Commitments from: May 24, 2016 :
: 9,900: 316 9,493 3,655 4,067 -3,437 8,037 9,711: 1,863 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.1 25.9 42.6 54.3 91.6 94.2: 8.4 5.8
Old : 100.0: 30.7 26.0 21.0 40.9 46.5 92.6 93.6: 7.4 6.4
Other: 100.0: 29.1 12.3 15.0 45.5 68.1 89.6 95.4: 10.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 91 81 112 93 84 257 232:
Old : 297: 82 95 81 84 78 214 213:
Other: 219: 79 35 62 67 64 181 138:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 27.4 14.3 34.3 7.9 24.4 13.5 29.2
Old : 8.5 22.2 15.9 30.3 8.5 18.7 15.7 25.8
Other: 13.5 38.1 22.5 47.4 13.0 35.3 21.6 44.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 637,732: 135,623 73,150 51,199 281,281 365,949 468,102 490,298: 169,629 147,433
Old : 637,732: 135,623 73,150 51,199 281,281 365,949 468,102 490,298: 169,629 147,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 29,150: 9,844 17,174 7,702 19,562 20,181 37,109 45,056: -7,959 -15,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.5 8.0 44.1 57.4 73.4 76.9: 26.6 23.1
Old : 100.0: 21.3 11.5 8.0 44.1 57.4 73.4 76.9: 26.6 23.1
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 : 137: 33 27 31 61 65 108 109:
Old : 137: 33 27 31 61 65 108 109:
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 : 16.7 20.6 25.8 29.0 12.4 13.4 19.2 19.3
Old : 16.7 20.6 25.8 29.0 12.4 13.4 19.2 19.3
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 31, 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 : 616,209: 53,583 144,778 15,478 407,540 381,286 476,602 541,543: 139,607 74,666
Old : 616,209: 53,583 144,778 15,478 407,540 381,286 476,602 541,543: 139,607 74,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -17,163: 3,572 3,941 7,218 -19,615 -20,860 -8,825 -9,701: -8,338 -7,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.5 2.5 66.1 61.9 77.3 87.9: 22.7 12.1
Old : 100.0: 8.7 23.5 2.5 66.1 61.9 77.3 87.9: 22.7 12.1
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 : 93: 13 15 10 53 49 73 67:
Old : 93: 13 15 10 53 49 73 67:
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 : 24.4 45.4 38.9 56.5 21.9 44.7 32.3 54.6
Old : 24.4 45.4 38.9 56.5 21.9 44.7 32.3 54.6
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 31, 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 : 5,333: 2,132 1,016 531 2,344 3,637 5,007 5,184: 326 149
Old : 5,333: 2,132 1,016 531 2,344 3,637 5,007 5,184: 326 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 107: 196 25 -65 119 176 250 136: -143 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 19.1 10.0 44.0 68.2 93.9 97.2: 6.1 2.8
Old : 100.0: 40.0 19.1 10.0 44.0 68.2 93.9 97.2: 6.1 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 : 36: 13 6 4 10 14 26 21:
Old : 36: 13 6 4 10 14 26 21:
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 : 42.0 60.0 70.0 79.8 39.4 54.9 63.4 69.6
Old : 42.0 60.0 70.0 79.8 39.4 54.9 63.4 69.6
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 31, 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 : 478,491: 115,952 28,752 112,000 192,496 305,977 420,449 446,729: 58,042 31,762
Old : 284,435: 84,474 19,783 63,046 99,532 180,837 247,051 263,667: 37,383 20,768
Other: 194,056: 41,661 19,150 38,772 92,965 125,140 173,397 183,062: 20,659 10,994
: : :
: : Changes in Commitments from: May 24, 2016 :
: 15,376: 5,636 1,972 3,299 3,636 9,361 12,571 14,632: 2,805 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.0 23.4 40.2 63.9 87.9 93.4: 12.1 6.6
Old : 100.0: 29.7 7.0 22.2 35.0 63.6 86.9 92.7: 13.1 7.3
Other: 100.0: 21.5 9.9 20.0 47.9 64.5 89.4 94.3: 10.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 112 58 89 97 103 256 210:
Old : 286: 109 54 74 88 100 231 194:
Other: 207: 62 42 49 77 69 166 134:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 31.1 19.6 41.3 9.7 28.2 13.6 32.4
Old : 12.6 29.8 20.0 40.8 10.5 27.6 16.0 33.8
Other: 15.1 33.9 26.0 45.5 13.2 29.1 21.2 35.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,880: 1,868 1,383 1,067 5,329 6,844 8,264 9,294: 2,616 1,586
Old : 7,201: 1,782 1,231 344 3,134 4,634 5,259 6,209: 1,941 992
Other: 3,680: 268 334 542 2,196 2,210 3,005 3,086: 675 594
: : :
: : Changes in Commitments from: May 24, 2016 :
: -9: 8 241 109 201 -468 318 -118: -327 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.7 9.8 49.0 62.9 76.0 85.4: 24.0 14.6
Old : 100.0: 24.7 17.1 4.8 43.5 64.4 73.0 86.2: 27.0 13.8
Other: 100.0: 7.3 9.1 14.7 59.7 60.1 81.7 83.9: 18.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 13 9 22 17 45 36:
Old : 51: 19 11 6 15 11 34 28:
Other: 37: 8 7 7 15 15 28 24:
:----------------------------------------------------------------------------------------------------
: 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 : 36.3 41.6 46.7 56.1 32.4 38.8 41.6 49.0
Old : 37.2 55.1 49.1 65.5 36.9 50.0 47.0 60.1
Other: 49.4 42.1 60.8 60.3 47.5 37.7 54.6 50.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,028,577: 107,846 301,368 53,633 741,165 530,533 902,644 885,534: 125,933 143,043
Old : 1,028,577: 107,846 301,368 53,633 741,165 530,533 902,644 885,534: 125,933 143,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -170,123: -27,080 17,645 -23,161 -118,540 -134,391 -168,780 -139,907: -1,343 -30,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 29.3 5.2 72.1 51.6 87.8 86.1: 12.2 13.9
Old : 100.0: 10.5 29.3 5.2 72.1 51.6 87.8 86.1: 12.2 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: 38 69 40 84 105 145 191:
Old : 235: 38 69 40 84 105 145 191:
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 20.1 36.9 28.2 22.8 19.5 30.9 26.7
Old : 25.5 20.1 36.9 28.2 22.8 19.5 30.9 26.7
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 31, 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 : 3,008,182: 381,141 541,071 294,451 1,979,203 1,743,561 2,654,796 2,579,083: 353,386 429,099
Old : 3,008,182: 381,141 541,071 294,451 1,979,203 1,743,561 2,654,796 2,579,083: 353,386 429,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -165,767: -64,907 1,548 5,926 -59,188 -92,779 -118,168 -85,305: -47,599 -80,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.0 9.8 65.8 58.0 88.3 85.7: 11.7 14.3
Old : 100.0: 12.7 18.0 9.8 65.8 58.0 88.3 85.7: 11.7 14.3
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 : 349: 67 87 93 157 167 281 290:
Old : 349: 67 87 93 157 167 281 290:
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 : 28.7 14.5 35.0 22.3 25.4 10.5 30.2 16.5
Old : 28.7 14.5 35.0 22.3 25.4 10.5 30.2 16.5
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 31, 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 : 159,231: 14,383 14,091 258 93,398 73,516 108,039 87,865: 51,191 71,365
Old : 159,231: 14,383 14,091 258 93,398 73,516 108,039 87,865: 51,191 71,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 8,337: -2,911 -4,746 -20 11,738 13,205 8,808 8,439: -471 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.8 0.2 58.7 46.2 67.9 55.2: 32.1 44.8
Old : 100.0: 9.0 8.8 0.2 58.7 46.2 67.9 55.2: 32.1 44.8
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 : 29: 2 4 1 16 16 18 21:
Old : 29: 2 4 1 16 16 18 21:
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 : 33.8 28.1 51.6 39.2 29.6 25.0 44.2 32.9
Old : 33.8 28.1 51.6 39.2 29.6 25.0 44.2 32.9
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 31, 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 : 2,740,063: 279,081 450,747 213,108 1,984,049 1,713,538 2,476,237 2,377,392: 263,825 362,671
Old : 2,740,063: 279,081 450,747 213,108 1,984,049 1,713,538 2,476,237 2,377,392: 263,825 362,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -173,670: -12,268 48,531 1,365 -39,052 -89,991 -49,955 -40,095: -123,714 -133,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.5 7.8 72.4 62.5 90.4 86.8: 9.6 13.2
Old : 100.0: 10.2 16.5 7.8 72.4 62.5 90.4 86.8: 9.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 52 61 58 112 144 194 233:
Old : 279: 52 61 58 112 144 194 233:
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 : 36.6 17.1 45.1 28.2 32.7 14.4 40.2 23.9
Old : 36.6 17.1 45.1 28.2 32.7 14.4 40.2 23.9
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 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,013,091: 40,167 164,093 226,997 724,032 569,561 991,196 960,651: 21,895 52,441
Old : 1,013,091: 40,167 164,093 226,997 724,032 569,561 991,196 960,651: 21,895 52,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 52,168: 20,058 14,811 909 36,055 35,735 57,022 51,455: -4,854 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 16.2 22.4 71.5 56.2 97.8 94.8: 2.2 5.2
Old : 100.0: 4.0 16.2 22.4 71.5 56.2 97.8 94.8: 2.2 5.2
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 : 132: 15 48 41 53 66 96 129:
Old : 132: 15 48 41 53 66 96 129:
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 : 36.7 25.8 54.8 37.4 28.1 10.7 35.3 17.0
Old : 36.7 25.8 54.8 37.4 28.1 10.7 35.3 17.0
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 31, 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 : 62,756: 27,512 13,941 1,138 26,289 37,980 54,939 53,059: 7,817 9,697
Old : 62,756: 27,512 13,941 1,138 26,289 37,980 54,939 53,059: 7,817 9,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,419: 219 515 -245 2,433 2,406 2,407 2,676: 12 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 22.2 1.8 41.9 60.5 87.5 84.5: 12.5 15.5
Old : 100.0: 43.8 22.2 1.8 41.9 60.5 87.5 84.5: 12.5 15.5
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 : 113: 35 28 6 35 26 72 58:
Old : 113: 35 28 6 35 26 72 58:
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 : 30.4 39.6 47.0 53.7 30.4 39.6 46.8 53.5
Old : 30.4 39.6 47.0 53.7 30.4 39.6 46.8 53.5
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 31, 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 : 125,511: 55,024 27,882 2,276 52,578 75,959 109,878 106,118: 15,633 19,394
Old : 125,511: 55,024 27,882 2,276 52,578 75,959 109,878 106,118: 15,633 19,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 4,837: 438 1,030 -490 4,866 4,813 4,813 5,353: 24 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 22.2 1.8 41.9 60.5 87.5 84.5: 12.5 15.5
Old : 100.0: 43.8 22.2 1.8 41.9 60.5 87.5 84.5: 12.5 15.5
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 : 113: 35 28 6 35 26 72 58:
Old : 113: 35 28 6 35 26 72 58:
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 : 30.4 39.6 47.0 53.7 30.4 39.6 46.8 53.5
Old : 30.4 39.6 47.0 53.7 30.4 39.6 46.8 53.5
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 31, 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 : 21,255: 18,927 19,683 918 1,243 645 21,088 21,246: 167 9
Old : 21,255: 18,927 19,683 918 1,243 645 21,088 21,246: 167 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,743: 2,078 1,750 -7 0 0 2,071 1,743: -328 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 92.6 4.3 5.8 3.0 99.2 100.0: 0.8 0.0
Old : 100.0: 89.0 92.6 4.3 5.8 3.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 20 10 3 2 1 23 13:
Old : 32: 20 10 3 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 : 76.9 74.7 91.2 91.6 74.4 74.7 85.4 88.8
Old : 76.9 74.7 91.2 91.6 74.4 74.7 85.4 88.8
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 31, 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 : 28,250: 21,020 10,492 72 6,970 17,591 28,062 28,155: 188 95
Old : 28,250: 21,020 10,492 72 6,970 17,591 28,062 28,155: 188 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -71: 106 -580 -113 -62 598 -69 -95: -2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 37.1 0.3 24.7 62.3 99.3 99.7: 0.7 0.3
Old : 100.0: 74.4 37.1 0.3 24.7 62.3 99.3 99.7: 0.7 0.3
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 : 45: 9 12 1 6 21 15 34:
Old : 45: 9 12 1 6 21 15 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 : 86.2 49.9 94.9 69.9 86.2 48.9 94.3 69.0
Old : 86.2 49.9 94.9 69.9 86.2 48.9 94.3 69.0
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, May 31, 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 : 30,830: 25,059 11,674 549 5,139 18,455 30,747 30,678: 83 152
Old : 30,830: 25,059 11,674 549 5,139 18,455 30,747 30,678: 83 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -687: 1,136 -702 545 -2,401 -533 -720 -690: 33 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 37.9 1.8 16.7 59.9 99.7 99.5: 0.3 0.5
Old : 100.0: 81.3 37.9 1.8 16.7 59.9 99.7 99.5: 0.3 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 : 34: 7 12 2 4 12 12 25:
Old : 34: 7 12 2 4 12 12 25:
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 61.2 97.6 82.2 89.4 61.2 95.4 82.2
Old : 89.4 61.2 97.6 82.2 89.4 61.2 95.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016