WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 528,801: 101,398 144,614 155,835 225,100 185,363 482,332 485,812: 46,469 42,989
Old : 505,629: 95,749 144,142 148,874 216,346 173,957 460,969 466,973: 44,660 38,656
Other: 23,172: 9,900 4,724 2,709 8,753 11,406 21,363 18,839: 1,810 4,333
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,160: 5,532 -4,127 424 2,916 8,063 8,872 4,360: -4,712 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 27.3 29.5 42.6 35.1 91.2 91.9: 8.8 8.1
Old : 100.0: 18.9 28.5 29.4 42.8 34.4 91.2 92.4: 8.8 7.6
Other: 100.0: 42.7 20.4 11.7 37.8 49.2 92.2 81.3: 7.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 128 143 156 118 119 350 326:
Old : 425: 138 134 150 118 116 346 317:
Other: 108: 15 28 21 26 47 58 84:
:----------------------------------------------------------------------------------------------------
: 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 10.7 19.8 19.4 10.2 7.7 16.1 12.7
Old : 12.8 10.6 20.2 19.4 10.6 8.0 16.6 13.2
Other: 51.5 25.9 65.5 40.7 51.3 19.9 61.9 32.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 239,811: 73,850 72,780 40,769 105,134 99,617 219,753 213,166: 20,059 26,645
Old : 234,144: 72,248 72,571 40,193 102,246 96,329 214,687 209,092: 19,457 25,052
Other: 5,667: 2,153 761 25 2,887 3,288 5,066 4,074: 602 1,593
: : :
: : Changes in Commitments from: June 7, 2016 :
: -908: 4,515 -7,513 -145 -3,594 5,393 777 -2,265: -1,685 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 30.3 17.0 43.8 41.5 91.6 88.9: 8.4 11.1
Old : 100.0: 30.9 31.0 17.2 43.7 41.1 91.7 89.3: 8.3 10.7
Other: 100.0: 38.0 13.4 0.4 50.9 58.0 89.4 71.9: 10.6 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 73 62 61 91 86 188 190:
Old : 248: 68 63 61 91 86 186 190:
Other: 64: 14 5 5 17 33 31 43:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 20.0 25.9 29.4 12.5 12.6 19.0 19.2
Old : 17.5 20.5 26.0 30.1 12.7 13.2 19.3 20.0
Other: 67.1 45.9 78.0 58.9 67.1 43.8 77.7 56.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 2,088,225: 504,506 131,063 613,171 766,079 1,064,951 1,883,756 1,809,184: 204,469 279,041
Old : 1,143,400: 344,167 174,885 285,105 411,789 582,274 1,041,061 1,042,264: 102,339 101,136
Other: 944,825: 283,047 78,886 205,359 354,290 482,676 842,695 766,921: 102,130 177,904
: : :
: : Changes in Commitments from: June 7, 2016 :
: 82,142: 30,758 -16,042 54,166 -2,935 37,011 81,990 75,135: 152 7,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.3 29.4 36.7 51.0 90.2 86.6: 9.8 13.4
Old : 100.0: 30.1 15.3 24.9 36.0 50.9 91.0 91.2: 9.0 8.8
Other: 100.0: 30.0 8.3 21.7 37.5 51.1 89.2 81.2: 10.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 873: 274 139 268 328 394 724 696:
Old : 766: 219 137 193 272 346 582 587:
Other: 748: 190 134 156 252 359 527 567:
:----------------------------------------------------------------------------------------------------
: 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 12.6 16.2 19.1 6.4 7.5 11.4 12.3
Old : 10.4 15.9 18.6 24.3 8.2 14.0 15.3 21.1
Other: 12.3 13.2 19.5 18.9 8.2 7.4 13.8 11.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 11,250: 2,181 3,187 1,652 3,559 4,439 7,391 9,278: 3,858 1,972
Old : 11,250: 2,181 3,187 1,652 3,559 4,439 7,391 9,278: 3,858 1,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,165: -57 -628 -437 -122 428 -616 -637: -550 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.3 14.7 31.6 39.5 65.7 82.5: 34.3 17.5
Old : 100.0: 19.4 28.3 14.7 31.6 39.5 65.7 82.5: 34.3 17.5
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 : 50: 13 16 9 16 12 33 35:
Old : 50: 13 16 9 16 12 33 35:
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 : 32.8 37.6 42.4 52.4 21.9 31.2 28.7 40.9
Old : 32.8 37.6 42.4 52.4 21.9 31.2 28.7 40.9
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 14, 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 : 1,302,943: 302,930 51,974 465,446 459,657 662,330 1,228,032 1,179,750: 74,911 123,193
Old : 459,532: 120,525 37,430 192,744 118,530 197,446 431,799 427,620: 27,733 31,912
Other: 843,411: 215,118 47,257 239,989 341,126 464,884 796,233 752,130: 47,178 91,281
: : :
: : Changes in Commitments from: June 7, 2016 :
: 49,053: -12,217 -7,223 53,660 7,496 5,378 48,939 51,815: 115 -2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.0 35.7 35.3 50.8 94.3 90.5: 5.7 9.5
Old : 100.0: 26.2 8.1 41.9 25.8 43.0 94.0 93.1: 6.0 6.9
Other: 100.0: 25.5 5.6 28.5 40.4 55.1 94.4 89.2: 5.6 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 274 166 261 219 268 598 599:
Old : 605: 194 138 169 150 222 414 464:
Other: 677: 211 174 193 183 258 486 538:
:----------------------------------------------------------------------------------------------------
: 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 11.0 19.9 20.2 7.9 7.0 11.5 12.5
Old : 11.3 12.4 20.1 21.4 8.0 8.9 12.2 14.5
Other: 15.5 12.4 23.2 21.4 11.5 9.2 16.4 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 35,079: 13,314 4,834 44 60 9,706 13,418 14,584: 21,661 20,495
Old : 3,555: 1,256 600 5 57 532 1,318 1,137: 2,237 2,418
Other: 31,524: 12,091 4,267 6 3 9,174 12,100 13,447: 19,424 18,077
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,004: 579 1,192 -14 -6 503 559 1,681: 445 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 13.8 0.1 0.2 27.7 38.3 41.6: 61.7 58.4
Old : 100.0: 35.3 16.9 0.1 1.6 15.0 37.1 32.0: 62.9 68.0
Other: 100.0: 38.4 13.5 0.0 0.0 29.1 38.4 42.7: 61.6 57.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 16 3 4 25 8 44:
Old : 40: 2 15 1 3 22 6 38:
Other: 45: 4 16 1 2 25 6 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 11.6 38.3 17.4 38.0 11.6 38.0 17.3
Old : 36.8 12.1 37.1 19.0 36.1 11.8 36.1 18.4
Other: 38.4 12.4 38.4 18.6 38.4 12.4 38.4 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 460,812: 112,884 46,249 123,386 186,231 262,058 422,501 431,694: 38,310 29,118
Old : 222,731: 82,371 36,178 50,258 72,103 120,301 204,732 206,737: 18,000 15,994
Other: 238,080: 62,417 41,975 41,225 114,128 141,757 217,770 224,957: 20,311 13,123
: : :
: : Changes in Commitments from: June 7, 2016 :
: -6,612: 5,171 -17,174 -308 -12,373 10,536 -7,509 -6,946: 898 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 10.0 26.8 40.4 56.9 91.7 93.7: 8.3 6.3
Old : 100.0: 37.0 16.2 22.6 32.4 54.0 91.9 92.8: 8.1 7.2
Other: 100.0: 26.2 17.6 17.3 47.9 59.5 91.5 94.5: 8.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 109 64 117 90 82 263 229:
Old : 264: 100 60 81 74 72 207 184:
Other: 245: 69 73 83 70 62 196 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 28.3 14.8 35.7 8.2 25.5 13.8 31.5
Old : 10.5 24.9 18.7 34.7 10.4 21.9 18.3 31.0
Other: 12.9 33.3 21.5 41.9 12.6 30.9 20.8 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 733,707: 151,611 80,431 84,442 315,042 414,227 551,095 579,101: 182,612 154,607
Old : 733,707: 151,611 80,431 84,442 315,042 414,227 551,095 579,101: 182,612 154,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 65,485: 4,019 18,877 26,647 29,705 17,157 60,370 62,681: 5,114 2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.0 11.5 42.9 56.5 75.1 78.9: 24.9 21.1
Old : 100.0: 20.7 11.0 11.5 42.9 56.5 75.1 78.9: 24.9 21.1
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 : 158: 39 32 42 64 76 123 130:
Old : 158: 39 32 42 64 76 123 130:
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 : 13.8 18.6 21.7 26.6 10.9 13.3 17.8 19.9
Old : 13.8 18.6 21.7 26.6 10.9 13.3 17.8 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 618,717: 56,750 143,281 17,710 405,224 385,575 479,684 546,566: 139,033 72,151
Old : 618,717: 56,750 143,281 17,710 405,224 385,575 479,684 546,566: 139,033 72,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,851: 4,185 175 1,189 4,843 12,897 10,217 14,261: 635 -3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.2 2.9 65.5 62.3 77.5 88.3: 22.5 11.7
Old : 100.0: 9.2 23.2 2.9 65.5 62.3 77.5 88.3: 22.5 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 : 103: 14 17 8 58 53 78 72:
Old : 103: 14 17 8 58 53 78 72:
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 : 23.3 43.4 38.4 54.7 20.7 42.3 31.3 52.2
Old : 23.3 43.4 38.4 54.7 20.7 42.3 31.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 5,128: 2,565 626 740 1,423 3,613 4,728 4,979: 400 149
Old : 5,128: 2,565 626 740 1,423 3,613 4,728 4,979: 400 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -302: -57 -508 265 -491 -33 -283 -276: -19 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 12.2 14.4 27.7 70.5 92.2 97.1: 7.8 2.9
Old : 100.0: 50.0 12.2 14.4 27.7 70.5 92.2 97.1: 7.8 2.9
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 : 38: 15 5 4 9 15 27 21:
Old : 38: 15 5 4 9 15 27 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 : 41.7 56.5 63.7 79.9 39.0 48.2 57.2 62.8
Old : 41.7 56.5 63.7 79.9 39.0 48.2 57.2 62.8
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 14, 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 : 502,512: 111,139 23,886 133,424 198,722 311,711 443,285 469,021: 59,227 33,492
Old : 224,371: 56,541 14,949 62,575 73,454 129,895 192,570 207,420: 31,801 16,951
Other: 278,141: 71,855 26,193 53,592 125,268 181,816 250,715 261,601: 27,426 16,541
: : :
: : Changes in Commitments from: June 7, 2016 :
: 15,522: -1,869 -781 9,617 6,720 4,837 14,469 13,672: 1,053 1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.8 26.6 39.5 62.0 88.2 93.3: 11.8 6.7
Old : 100.0: 25.2 6.7 27.9 32.7 57.9 85.8 92.4: 14.2 7.6
Other: 100.0: 25.8 9.4 19.3 45.0 65.4 90.1 94.1: 9.9 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 108 56 102 103 106 269 225:
Old : 268: 101 42 68 88 99 220 181:
Other: 249: 73 61 66 77 84 192 173:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 27.7 20.2 38.2 9.2 24.4 13.0 29.0
Old : 14.3 23.5 25.3 36.2 10.9 21.1 16.3 27.3
Other: 12.9 32.8 21.5 43.5 11.9 27.5 18.3 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 10,976: 2,181 1,468 1,072 5,028 6,884 8,280 9,424: 2,696 1,552
Old : 4,737: 626 987 306 2,383 2,674 3,316 3,967: 1,422 770
Other: 6,239: 1,657 584 663 2,645 4,210 4,965 5,457: 1,274 782
: : :
: : Changes in Commitments from: June 7, 2016 :
: 34: 71 12 117 -167 -57 21 72: 13 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.4 9.8 45.8 62.7 75.4 85.9: 24.6 14.1
Old : 100.0: 13.2 20.8 6.5 50.3 56.4 70.0 83.7: 30.0 16.3
Other: 100.0: 26.6 9.4 10.6 42.4 67.5 79.6 87.5: 20.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 18 10 23 16 47 38:
Old : 41: 13 12 6 13 8 27 25:
Other: 50: 15 13 8 16 14 36 30:
:----------------------------------------------------------------------------------------------------
: 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 : 37.5 42.4 47.7 57.1 34.1 40.0 42.6 51.4
Old : 41.3 50.7 51.5 62.3 39.7 44.8 48.0 56.4
Other: 43.7 45.0 55.8 60.5 43.7 43.9 52.4 54.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 1,044,983: 249,276 266,300 50,257 632,705 587,832 932,237 904,388: 112,746 140,595
Old : 1,044,983: 249,276 266,300 50,257 632,705 587,832 932,237 904,388: 112,746 140,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 48,871: 150,231 -37,978 2,275 -97,393 89,283 55,113 53,580: -6,241 -4,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.5 4.8 60.5 56.3 89.2 86.5: 10.8 13.5
Old : 100.0: 23.9 25.5 4.8 60.5 56.3 89.2 86.5: 10.8 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 : 242: 47 60 47 85 108 156 191:
Old : 242: 47 60 47 85 108 156 191:
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 : 28.5 19.2 40.6 27.2 26.8 18.5 34.9 25.7
Old : 28.5 19.2 40.6 27.2 26.8 18.5 34.9 25.7
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, June 14, 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 : 3,445,145: 574,265 542,793 425,869 2,065,178 2,023,356 3,065,312 2,992,018: 379,833 453,128
Old : 3,445,145: 574,265 542,793 425,869 2,065,178 2,023,356 3,065,312 2,992,018: 379,833 453,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 248,015: 89,536 56,771 104,570 39,961 84,506 234,067 245,846: 13,948 2,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.8 12.4 59.9 58.7 89.0 86.8: 11.0 13.2
Old : 100.0: 16.7 15.8 12.4 59.9 58.7 89.0 86.8: 11.0 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 : 367: 81 83 101 160 177 295 307:
Old : 367: 81 83 101 160 177 295 307:
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 : 24.8 14.4 32.4 22.1 20.3 10.7 25.6 16.1
Old : 24.8 14.4 32.4 22.1 20.3 10.7 25.6 16.1
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 14, 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 : 135,431: 14,915 13,847 141 62,840 54,752 77,897 68,740: 57,535 66,691
Old : 135,431: 14,915 13,847 141 62,840 54,752 77,897 68,740: 57,535 66,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -7,511: 6,844 -444 -293 -10,625 -9,008 -4,074 -9,745: -3,438 2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.2 0.1 46.4 40.4 57.5 50.8: 42.5 49.2
Old : 100.0: 11.0 10.2 0.1 46.4 40.4 57.5 50.8: 42.5 49.2
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 : 27: 3 3 1 15 15 18 19:
Old : 27: 3 3 1 15 15 18 19:
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 28.0 44.4 36.5 25.5 27.9 40.4 36.1
Old : 27.6 28.0 44.4 36.5 25.5 27.9 40.4 36.1
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 14, 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 : 2,843,829: 373,299 507,337 194,945 1,985,721 1,800,111 2,553,964 2,502,394: 289,865 341,435
Old : 2,843,829: 373,299 507,337 194,945 1,985,721 1,800,111 2,553,964 2,502,394: 289,865 341,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 96,214: 86,168 4,851 27,590 -45,553 74,596 68,204 107,037: 28,010 -10,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.8 6.9 69.8 63.3 89.8 88.0: 10.2 12.0
Old : 100.0: 13.1 17.8 6.9 69.8 63.3 89.8 88.0: 10.2 12.0
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 : 293: 48 71 60 116 156 201 250:
Old : 293: 48 71 60 116 156 201 250:
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 : 36.4 16.5 44.9 26.7 33.0 14.7 40.9 23.6
Old : 36.4 16.5 44.9 26.7 33.0 14.7 40.9 23.6
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 14, 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 : 987,519: 61,092 149,092 188,267 715,673 589,887 965,031 927,246: 22,488 60,274
Old : 987,519: 61,092 149,092 188,267 715,673 589,887 965,031 927,246: 22,488 60,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 77,831: 18,507 12,174 10,000 45,113 48,206 73,620 70,379: 4,211 7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 15.1 19.1 72.5 59.7 97.7 93.9: 2.3 6.1
Old : 100.0: 6.2 15.1 19.1 72.5 59.7 97.7 93.9: 2.3 6.1
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 : 140: 12 50 36 56 74 96 135:
Old : 140: 12 50 36 56 74 96 135:
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 : 38.1 20.4 53.4 32.2 28.7 12.2 37.9 18.8
Old : 38.1 20.4 53.4 32.2 28.7 12.2 37.9 18.8
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 14, 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 : 75,839: 33,069 12,123 1,548 32,478 52,409 67,095 66,080: 8,744 9,759
Old : 75,839: 33,069 12,123 1,548 32,478 52,409 67,095 66,080: 8,744 9,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 9,233: 4,609 -3,181 628 3,861 11,814 9,097 9,261: 136 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 16.0 2.0 42.8 69.1 88.5 87.1: 11.5 12.9
Old : 100.0: 43.6 16.0 2.0 42.8 69.1 88.5 87.1: 11.5 12.9
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: 40 24 9 42 33 87 62:
Old : 118: 40 24 9 42 33 87 62:
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 37.8 42.5 52.4 26.7 33.9 39.1 45.6
Old : 27.6 37.8 42.5 52.4 26.7 33.9 39.1 45.6
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 14, 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 : 151,679: 66,138 24,246 3,095 64,956 104,819 134,190 132,160: 17,489 19,518
Old : 151,679: 66,138 24,246 3,095 64,956 104,819 134,190 132,160: 17,489 19,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 18,466: 9,217 -6,361 1,255 7,722 23,629 18,195 18,522: 271 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 16.0 2.0 42.8 69.1 88.5 87.1: 11.5 12.9
Old : 100.0: 43.6 16.0 2.0 42.8 69.1 88.5 87.1: 11.5 12.9
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: 40 24 9 42 33 87 62:
Old : 118: 40 24 9 42 33 87 62:
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 37.8 42.5 52.4 26.7 33.9 39.1 45.6
Old : 27.6 37.8 42.5 52.4 26.7 33.9 39.1 45.6
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 14, 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 : 24,741: 19,963 21,700 2,869 1,642 0 24,474 24,569: 267 172
Old : 24,741: 19,963 21,700 2,869 1,642 0 24,474 24,569: 267 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,496: 593 1,323 1,556 251 -555 2,400 2,324: 96 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 87.7 11.6 6.6 0.0 98.9 99.3: 1.1 0.7
Old : 100.0: 80.7 87.7 11.6 6.6 0.0 98.9 99.3: 1.1 0.7
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 : 33: 20 11 5 2 0 25 13:
Old : 33: 20 11 5 2 0 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 : 68.5 76.2 86.5 91.7 65.9 69.1 79.3 82.6
Old : 68.5 76.2 86.5 91.7 65.9 69.1 79.3 82.6
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 14, 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 : 27,063: 15,616 10,982 261 10,948 15,580 26,825 26,823: 238 240
Old : 27,063: 15,616 10,982 261 10,948 15,580 26,825 26,823: 238 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -5,345: -5,199 1,054 49 -309 -6,581 -5,459 -5,478: 114 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 40.6 1.0 40.5 57.6 99.1 99.1: 0.9 0.9
Old : 100.0: 57.7 40.6 1.0 40.5 57.6 99.1 99.1: 0.9 0.9
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 : 44: 9 12 1 6 19 16 31:
Old : 44: 9 12 1 6 19 16 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 : 80.2 53.4 93.3 72.2 80.2 53.4 92.6 72.2
Old : 80.2 53.4 93.3 72.2 80.2 53.4 92.6 72.2
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, June 14, 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 : 26,319: 14,700 10,521 57 11,498 15,651 26,255 26,229: 64 90
Old : 26,319: 14,700 10,521 57 11,498 15,651 26,255 26,229: 64 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -9,367: -11,914 -497 -195 2,727 -8,661 -9,382 -9,353: 15 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.0 0.2 43.7 59.5 99.8 99.7: 0.2 0.3
Old : 100.0: 55.9 40.0 0.2 43.7 59.5 99.8 99.7: 0.2 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 : 30: 10 7 1 4 10 14 18:
Old : 30: 10 7 1 4 10 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 68.8 97.5 90.8 85.8 68.8 95.7 90.8
Old : 85.8 68.8 97.5 90.8 85.8 68.8 95.7 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016