WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 524,642: 95,866 148,741 155,411 222,183 177,300 473,460 481,452: 51,182 43,189
Old : 506,474: 90,397 148,251 150,515 215,903 168,703 456,815 467,469: 49,659 39,005
Other: 18,168: 8,268 3,289 2,097 6,280 8,597 16,645 13,983: 1,523 4,185
: : :
: : Changes in Commitments from: May 31, 2016 :
: 18,133: 12,260 -23,480 1,548 -1,238 37,620 12,570 15,688: 5,563 2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.4 29.6 42.3 33.8 90.2 91.8: 9.8 8.2
Old : 100.0: 17.8 29.3 29.7 42.6 33.3 90.2 92.3: 9.8 7.7
Other: 100.0: 45.5 18.1 11.5 34.6 47.3 91.6 77.0: 8.4 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 132 134 142 116 116 339 313:
Old : 419: 139 129 139 116 113 337 308:
Other: 92: 18 16 18 24 43 53 68:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 11.8 21.0 19.9 10.5 7.4 16.0 12.2
Old : 13.7 11.6 21.3 20.0 10.8 7.6 15.9 12.6
Other: 53.4 28.5 64.1 44.2 53.4 22.5 61.5 36.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 240,720: 69,335 80,293 40,914 108,728 94,224 218,976 215,431: 21,744 25,289
Old : 236,543: 67,878 80,092 40,719 106,612 91,884 215,209 212,695: 21,335 23,848
Other: 4,176: 1,606 351 45 2,116 2,340 3,767 2,736: 409 1,441
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,374: 3,289 -8,370 -3,788 -2,474 9,284 -2,973 -2,874: 599 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 33.4 17.0 45.2 39.1 91.0 89.5: 9.0 10.5
Old : 100.0: 28.7 33.9 17.2 45.1 38.8 91.0 89.9: 9.0 10.1
Other: 100.0: 38.5 8.4 1.1 50.7 56.0 90.2 65.5: 9.8 34.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 72 59 59 92 80 187 180:
Old : 243: 70 61 59 92 80 187 180:
Other: 52: 10 4 5 16 27 27 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 : 17.0 20.7 26.2 31.3 12.0 13.4 17.9 21.7
Old : 17.3 21.1 26.5 31.9 12.0 13.7 18.0 22.1
Other: 66.8 45.1 77.7 56.3 66.8 42.2 77.1 53.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 2,006,083: 473,748 147,105 559,005 769,013 1,027,940 1,801,766 1,734,049: 204,317 272,034
Old : 1,151,802: 348,154 189,242 262,916 432,668 591,309 1,043,739 1,043,468: 108,063 108,335
Other: 854,281: 235,183 67,452 186,499 336,345 436,631 758,027 690,582: 96,254 163,699
: : :
: : Changes in Commitments from: May 31, 2016 :
: 139,222: 58,140 -21,406 56,756 10,276 86,426 125,172 121,776: 14,050 17,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.3 27.9 38.3 51.2 89.8 86.4: 10.2 13.6
Old : 100.0: 30.2 16.4 22.8 37.6 51.3 90.6 90.6: 9.4 9.4
Other: 100.0: 27.5 7.9 21.8 39.4 51.1 88.7 80.8: 11.3 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 249 150 273 314 369 699 676:
Old : 759: 218 144 200 271 331 591 579:
Other: 707: 174 134 156 229 331 482 549:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 13.2 16.4 20.1 6.6 7.5 11.8 12.6
Old : 11.3 16.1 19.3 24.3 9.7 14.1 17.1 21.4
Other: 13.5 14.9 21.1 21.4 9.5 9.1 15.1 13.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 12,415: 2,238 3,815 2,088 3,680 4,011 8,007 9,914: 4,408 2,501
Old : 12,415: 2,238 3,815 2,088 3,680 4,011 8,007 9,914: 4,408 2,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 453: -68 74 384 -267 74 49 533: 404 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 30.7 16.8 29.6 32.3 64.5 79.9: 35.5 20.1
Old : 100.0: 18.0 30.7 16.8 29.6 32.3 64.5 79.9: 35.5 20.1
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 : 49: 13 14 10 15 13 32 36:
Old : 49: 13 14 10 15 13 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 36.7 44.4 49.2 21.7 29.3 28.1 37.9
Old : 35.4 36.7 44.4 49.2 21.7 29.3 28.1 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, June 07, 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 : 1,253,890: 315,147 59,197 411,786 452,161 656,951 1,179,094 1,127,935: 74,796 125,955
Old : 525,452: 154,095 49,436 180,567 156,234 256,822 490,896 486,825: 34,556 38,626
Other: 728,438: 199,295 48,005 192,976 295,927 400,129 688,198 641,109: 40,240 87,329
: : :
: : Changes in Commitments from: May 31, 2016 :
: 37,206: 2,210 -5,065 29,096 -835 15,187 30,471 39,218: 6,736 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.7 32.8 36.1 52.4 94.0 90.0: 6.0 10.0
Old : 100.0: 29.3 9.4 34.4 29.7 48.9 93.4 92.6: 6.6 7.4
Other: 100.0: 27.4 6.6 26.5 40.6 54.9 94.5 88.0: 5.5 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 264 179 267 216 265 596 605:
Old : 647: 204 170 176 142 233 430 497:
Other: 645: 199 164 195 182 244 470 516:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 11.4 19.6 19.3 8.2 7.6 12.1 13.1
Old : 10.4 11.8 18.4 20.9 7.8 10.5 13.0 16.7
Other: 16.7 12.7 24.2 21.3 13.7 8.6 18.8 14.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 34,075: 12,735 3,642 58 66 9,203 12,859 12,903: 21,216 21,172
Old : 4,536: 1,170 521 20 61 886 1,251 1,427: 3,285 3,109
Other: 29,539: 11,595 3,151 8 5 8,317 11,608 11,476: 17,931 18,063
: : :
: : Changes in Commitments from: May 31, 2016 :
: 2,224: 2,019 589 35 -10 1,151 2,044 1,775: 180 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.7 0.2 0.2 27.0 37.7 37.9: 62.3 62.1
Old : 100.0: 25.8 11.5 0.4 1.3 19.5 27.6 31.5: 72.4 68.5
Other: 100.0: 39.3 10.7 0.0 0.0 28.2 39.3 38.9: 60.7 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 11 5 6 24 12 40:
Old : 38: 5 11 1 5 21 10 33:
Other: 41: 6 11 3 3 24 9 38:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 12.4 37.7 18.1 36.0 12.4 37.4 18.0
Old : 26.1 14.3 27.5 21.0 25.9 14.3 26.5 20.4
Other: 37.8 12.5 39.3 18.7 37.8 12.5 39.3 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 467,423: 107,712 63,423 123,694 198,604 251,522 430,010 438,640: 37,413 28,784
Old : 268,043: 88,860 65,995 55,491 104,460 127,838 248,810 249,323: 19,233 18,719
Other: 199,381: 53,270 31,846 33,787 94,144 123,684 181,201 189,317: 18,180 10,064
: : :
: : Changes in Commitments from: May 31, 2016 :
: 45: -251 -2,274 2,815 -472 -2,295 2,092 -1,755: -2,047 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.6 26.5 42.5 53.8 92.0 93.8: 8.0 6.2
Old : 100.0: 33.2 24.6 20.7 39.0 47.7 92.8 93.0: 7.2 7.0
Other: 100.0: 26.7 16.0 16.9 47.2 62.0 90.9 95.0: 9.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 92 92 114 92 82 260 239:
Old : 294: 95 87 84 82 72 213 213:
Other: 229: 68 61 67 68 63 179 156:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 25.6 15.4 32.7 8.0 22.3 14.0 27.8
Old : 9.7 20.5 17.7 30.1 9.5 17.8 16.9 26.4
Other: 14.8 34.7 23.9 43.3 14.3 32.3 22.8 40.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 668,223: 147,592 61,555 57,795 285,338 397,070 490,725 516,420: 177,498 151,803
Old : 668,223: 147,592 61,555 57,795 285,338 397,070 490,725 516,420: 177,498 151,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 30,491: 11,969 -11,596 6,596 4,057 31,121 22,622 26,122: 7,869 4,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.2 8.6 42.7 59.4 73.4 77.3: 26.6 22.7
Old : 100.0: 22.1 9.2 8.6 42.7 59.4 73.4 77.3: 26.6 22.7
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 : 147: 37 26 34 62 73 114 118:
Old : 147: 37 26 34 62 73 114 118:
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 : 14.9 19.4 22.9 27.9 11.8 14.0 18.5 20.0
Old : 14.9 19.4 22.9 27.9 11.8 14.0 18.5 20.0
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, June 07, 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 : 607,865: 52,565 143,106 16,521 400,381 372,678 469,467 532,305: 138,399 75,560
Old : 607,865: 52,565 143,106 16,521 400,381 372,678 469,467 532,305: 138,399 75,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -8,343: -1,018 -1,672 1,042 -7,159 -8,608 -7,135 -9,238: -1,208 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 23.5 2.7 65.9 61.3 77.2 87.6: 22.8 12.4
Old : 100.0: 8.6 23.5 2.7 65.9 61.3 77.2 87.6: 22.8 12.4
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 : 97: 14 15 9 55 50 76 67:
Old : 97: 14 15 9 55 50 76 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 : 24.0 44.3 38.7 55.6 21.2 43.3 31.3 53.3
Old : 24.0 44.3 38.7 55.6 21.2 43.3 31.3 53.3
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, June 07, 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 : 5,430: 2,622 1,134 475 1,914 3,646 5,011 5,255: 419 175
Old : 5,430: 2,622 1,134 475 1,914 3,646 5,011 5,255: 419 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 97: 490 118 -56 -430 9 4 71: 93 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 20.9 8.7 35.2 67.1 92.3 96.8: 7.7 3.2
Old : 100.0: 48.3 20.9 8.7 35.2 67.1 92.3 96.8: 7.7 3.2
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 : 38: 17 4 4 10 14 29 20:
Old : 38: 17 4 4 10 14 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 62.9 63.6 82.2 37.3 57.0 58.0 71.1
Old : 38.0 62.9 63.6 82.2 37.3 57.0 58.0 71.1
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, June 07, 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 : 486,991: 113,008 24,667 123,807 192,002 306,874 428,816 455,348: 58,174 31,642
Old : 266,663: 71,808 15,637 66,776 92,917 165,218 231,501 247,631: 35,162 19,031
Other: 220,328: 50,645 18,475 47,586 99,084 141,656 197,315 207,717: 23,013 12,611
: : :
: : Changes in Commitments from: May 31, 2016 :
: 8,500: -2,945 -4,085 11,807 -495 897 8,368 8,619: 132 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.1 25.4 39.4 63.0 88.1 93.5: 11.9 6.5
Old : 100.0: 26.9 5.9 25.0 34.8 62.0 86.8 92.9: 13.2 7.1
Other: 100.0: 23.0 8.4 21.6 45.0 64.3 89.6 94.3: 10.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 116 49 95 95 101 255 216:
Old : 277: 109 47 73 85 97 225 188:
Other: 218: 68 42 62 77 74 176 152:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 28.5 19.9 39.1 9.5 25.6 13.5 30.0
Old : 12.8 27.3 20.4 38.6 9.8 25.1 15.3 31.6
Other: 14.1 31.2 23.9 43.3 11.7 26.2 19.0 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 10,942: 2,110 1,456 955 5,195 6,941 8,259 9,352: 2,683 1,591
Old : 5,994: 1,547 1,264 263 2,607 3,552 4,417 5,079: 1,577 916
Other: 4,948: 647 277 607 2,588 3,389 3,842 4,273: 1,106 675
: : :
: : Changes in Commitments from: May 31, 2016 :
: 62: 241 73 -112 -134 96 -5 58: 67 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.3 8.7 47.5 63.4 75.5 85.5: 24.5 14.5
Old : 100.0: 25.8 21.1 4.4 43.5 59.3 73.7 84.7: 26.3 15.3
Other: 100.0: 13.1 5.6 12.3 52.3 68.5 77.7 86.4: 22.3 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 16 9 22 16 45 36:
Old : 47: 16 13 5 12 10 29 27:
Other: 41: 12 6 7 17 15 32 25:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 42.2 46.3 57.3 32.5 40.9 40.4 52.0
Old : 36.2 53.1 49.4 63.9 35.2 50.4 48.4 61.2
Other: 42.9 42.4 56.2 60.1 42.3 38.1 50.1 53.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 996,112: 99,044 304,278 47,982 730,099 498,548 877,125 850,808: 118,987 145,304
Old : 996,112: 99,044 304,278 47,982 730,099 498,548 877,125 850,808: 118,987 145,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -32,465: -8,802 2,910 -5,651 -11,067 -31,985 -25,520 -34,726: -6,946 2,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 30.5 4.8 73.3 50.0 88.1 85.4: 11.9 14.6
Old : 100.0: 9.9 30.5 4.8 73.3 50.0 88.1 85.4: 11.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 43 64 40 81 102 144 186:
Old : 234: 43 64 40 81 102 144 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 21.5 39.9 29.6 25.5 21.4 34.1 28.0
Old : 27.6 21.5 39.9 29.6 25.5 21.4 34.1 28.0
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, June 07, 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 : 3,197,131: 484,729 486,023 321,299 2,025,217 1,938,850 2,831,245 2,746,171: 365,885 450,959
Old : 3,197,131: 484,729 486,023 321,299 2,025,217 1,938,850 2,831,245 2,746,171: 365,885 450,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 188,949: 103,588 -55,048 26,848 46,014 195,289 176,450 167,088: 12,499 21,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.2 10.0 63.3 60.6 88.6 85.9: 11.4 14.1
Old : 100.0: 15.2 15.2 10.0 63.3 60.6 88.6 85.9: 11.4 14.1
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 : 357: 73 85 97 154 172 282 299:
Old : 357: 73 85 97 154 172 282 299:
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 : 26.6 15.1 33.6 23.5 22.3 11.2 27.7 17.0
Old : 26.6 15.1 33.6 23.5 22.3 11.2 27.7 17.0
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, June 07, 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 : 142,943: 8,071 14,291 434 73,465 63,760 81,970 78,485: 60,972 64,458
Old : 142,943: 8,071 14,291 434 73,465 63,760 81,970 78,485: 60,972 64,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -16,288: -6,312 200 176 -19,933 -9,756 -26,069 -9,380: 9,781 -6,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.0 0.3 51.4 44.6 57.3 54.9: 42.7 45.1
Old : 100.0: 5.6 10.0 0.3 51.4 44.6 57.3 54.9: 42.7 45.1
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 : 27: 2 3 2 14 16 16 21:
Old : 27: 2 3 2 14 16 16 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 : 27.1 29.3 43.2 38.7 24.1 29.3 38.8 38.3
Old : 27.1 29.3 43.2 38.7 24.1 29.3 38.8 38.3
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, June 07, 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 : 2,747,615: 287,131 502,486 167,355 2,031,274 1,725,516 2,485,760 2,395,357: 261,855 352,258
Old : 2,747,615: 287,131 502,486 167,355 2,031,274 1,725,516 2,485,760 2,395,357: 261,855 352,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 7,553: 8,050 51,739 -45,752 47,225 11,978 9,523 17,965: -1,971 -10,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.3 6.1 73.9 62.8 90.5 87.2: 9.5 12.8
Old : 100.0: 10.5 18.3 6.1 73.9 62.8 90.5 87.2: 9.5 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 : 293: 50 65 59 117 155 199 247:
Old : 293: 50 65 59 117 155 199 247:
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 : 37.2 16.1 46.1 25.9 33.6 14.6 41.3 22.5
Old : 37.2 16.1 46.1 25.9 33.6 14.6 41.3 22.5
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, June 07, 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 : 909,688: 42,585 136,919 178,267 670,559 541,681 891,411 856,866: 18,277 52,822
Old : 909,688: 42,585 136,919 178,267 670,559 541,681 891,411 856,866: 18,277 52,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -103,403: 2,418 -27,174 -48,731 -53,472 -27,880 -99,785 -103,784: -3,618 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 15.1 19.6 73.7 59.5 98.0 94.2: 2.0 5.8
Old : 100.0: 4.7 15.1 19.6 73.7 59.5 98.0 94.2: 2.0 5.8
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 : 130: 13 45 36 52 69 89 128:
Old : 130: 13 45 36 52 69 89 128:
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 : 37.2 21.1 54.1 31.8 29.6 12.1 38.1 19.2
Old : 37.2 21.1 54.1 31.8 29.6 12.1 38.1 19.2
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, June 07, 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 : 66,606: 28,461 15,304 920 28,617 40,595 57,998 56,819: 8,609 9,787
Old : 66,606: 28,461 15,304 920 28,617 40,595 57,998 56,819: 8,609 9,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 3,851: 948 1,363 -218 2,328 2,615 3,058 3,760: 792 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 23.0 1.4 43.0 60.9 87.1 85.3: 12.9 14.7
Old : 100.0: 42.7 23.0 1.4 43.0 60.9 87.1 85.3: 12.9 14.7
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 : 111: 34 28 3 37 25 73 54:
Old : 111: 34 28 3 37 25 73 54:
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 : 30.0 37.8 45.2 52.2 30.0 37.7 45.1 51.8
Old : 30.0 37.8 45.2 52.2 30.0 37.7 45.1 51.8
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, June 07, 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 : 133,213: 56,921 30,608 1,840 57,234 81,190 115,995 113,638: 17,217 19,575
Old : 133,213: 56,921 30,608 1,840 57,234 81,190 115,995 113,638: 17,217 19,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 7,701: 1,897 2,725 -436 4,656 5,230 6,117 7,520: 1,584 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 23.0 1.4 43.0 60.9 87.1 85.3: 12.9 14.7
Old : 100.0: 42.7 23.0 1.4 43.0 60.9 87.1 85.3: 12.9 14.7
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 : 111: 34 28 3 37 25 73 54:
Old : 111: 34 28 3 37 25 73 54:
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 : 30.0 37.8 45.2 52.2 30.0 37.7 45.1 51.8
Old : 30.0 37.8 45.2 52.2 30.0 37.7 45.1 51.8
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, June 07, 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 : 22,245: 19,370 20,377 1,313 1,391 555 22,074 22,245: 171 0
Old : 22,245: 19,370 20,377 1,313 1,391 555 22,074 22,245: 171 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 990: 443 694 395 148 -90 986 999: 4 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 91.6 5.9 6.3 2.5 99.2 100.0: 0.8 0.0
Old : 100.0: 87.1 91.6 5.9 6.3 2.5 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 : 33: 21 10 4 2 1 25 13:
Old : 33: 21 10 4 2 1 25 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 : 73.3 75.3 86.9 91.5 70.9 73.5 82.1 87.9
Old : 73.3 75.3 86.9 91.5 70.9 73.5 82.1 87.9
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, June 07, 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 : 32,408: 20,815 9,928 212 11,257 22,161 32,284 32,301: 124 107
Old : 32,408: 20,815 9,928 212 11,257 22,161 32,284 32,301: 124 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,158: -205 -564 140 4,287 4,570 4,222 4,146: -64 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 30.6 0.7 34.7 68.4 99.6 99.7: 0.4 0.3
Old : 100.0: 64.2 30.6 0.7 34.7 68.4 99.6 99.7: 0.4 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 : 41: 9 10 1 6 20 15 31:
Old : 41: 9 10 1 6 20 15 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 : 84.5 52.1 94.5 71.9 77.0 45.1 83.1 62.9
Old : 84.5 52.1 94.5 71.9 77.0 45.1 83.1 62.9
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, June 07, 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 : 35,686: 26,614 11,018 252 8,771 24,312 35,637 35,582: 49 104
Old : 35,686: 26,614 11,018 252 8,771 24,312 35,637 35,582: 49 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 4,856: 1,555 -656 -297 3,632 5,857 4,890 4,904: -34 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 30.9 0.7 24.6 68.1 99.9 99.7: 0.1 0.3
Old : 100.0: 74.6 30.9 0.7 24.6 68.1 99.9 99.7: 0.1 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 : 31: 9 8 1 4 13 13 22:
Old : 31: 9 8 1 4 13 13 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.9 56.8 97.7 80.4 76.2 53.0 82.7 72.3
Old : 89.9 56.8 97.7 80.4 76.2 53.0 82.7 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016