WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 533,609: 97,547 154,206 157,316 231,422 178,647 486,285 490,169: 47,324 43,440
Old : 510,497: 90,923 153,611 151,056 223,179 166,856 465,157 471,522: 45,340 38,975
Other: 23,112: 10,446 4,417 2,438 8,243 11,791 21,127 18,647: 1,985 4,465
: : :
: : Changes in Commitments from: June 14, 2016 :
: 4,808: -3,850 9,591 1,481 6,322 -6,716 3,953 4,357: 855 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.9 29.5 43.4 33.5 91.1 91.9: 8.9 8.1
Old : 100.0: 17.8 30.1 29.6 43.7 32.7 91.1 92.4: 8.9 7.6
Other: 100.0: 45.2 19.1 10.5 35.7 51.0 91.4 80.7: 8.6 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 129 139 145 123 113 345 314:
Old : 420: 137 133 138 123 110 340 305:
Other: 108: 16 31 16 24 46 54 83:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 10.4 21.0 19.1 10.3 7.5 15.9 13.1
Old : 13.8 10.4 21.5 19.2 10.8 7.8 16.1 13.6
Other: 49.9 26.4 62.9 41.6 49.9 20.3 59.9 33.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 242,968: 73,299 78,762 42,596 106,263 94,502 222,158 215,860: 20,810 27,108
Old : 236,196: 71,508 78,573 41,735 102,924 90,626 216,167 210,933: 20,030 25,263
Other: 6,772: 2,601 999 52 3,339 3,876 5,992 4,927: 780 1,845
: : :
: : Changes in Commitments from: June 14, 2016 :
: 3,157: -551 5,982 1,827 1,129 -5,115 2,405 2,694: 752 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 32.4 17.5 43.7 38.9 91.4 88.8: 8.6 11.2
Old : 100.0: 30.3 33.3 17.7 43.6 38.4 91.5 89.3: 8.5 10.7
Other: 100.0: 38.4 14.8 0.8 49.3 57.2 88.5 72.7: 11.5 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 63 62 57 91 82 177 182:
Old : 234: 60 63 57 91 82 175 182:
Other: 64: 14 4 5 17 34 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 : 15.7 19.0 24.6 28.3 12.4 13.6 18.6 21.2
Old : 16.0 19.6 24.9 29.1 12.5 14.2 18.8 22.0
Other: 56.4 48.8 72.6 61.8 56.4 46.8 72.6 59.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 2,045,819: 498,681 153,972 569,759 798,363 1,040,850 1,866,803 1,764,581: 179,016 281,238
Old : 1,053,708: 300,678 189,371 253,342 419,375 518,439 973,396 961,152: 80,312 92,556
Other: 992,111: 318,571 85,171 195,847 378,989 522,411 893,407 803,429: 98,704 188,682
: : :
: : Changes in Commitments from: June 14, 2016 :
: -42,406: -5,826 22,909 -43,412 32,285 -24,101 -16,953 -44,604: -25,453 2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.5 27.8 39.0 50.9 91.2 86.3: 8.8 13.7
Old : 100.0: 28.5 18.0 24.0 39.8 49.2 92.4 91.2: 7.6 8.8
Other: 100.0: 32.1 8.6 19.7 38.2 52.7 90.1 81.0: 9.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 865: 256 144 271 351 401 734 708:
Old : 750: 200 138 180 290 344 578 575:
Other: 770: 206 137 165 265 367 554 588:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 12.2 17.6 18.7 6.9 6.4 11.6 11.2
Old : 11.4 14.5 19.8 23.3 8.7 10.9 15.8 18.2
Other: 11.7 12.5 19.1 18.4 8.0 7.3 13.5 11.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 11,449: 2,162 2,613 1,756 3,879 4,819 7,797 9,188: 3,653 2,261
Old : 11,449: 2,162 2,613 1,756 3,879 4,819 7,797 9,188: 3,653 2,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 200: -19 -575 105 320 380 405 -89: -206 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.8 15.3 33.9 42.1 68.1 80.3: 31.9 19.7
Old : 100.0: 18.9 22.8 15.3 33.9 42.1 68.1 80.3: 31.9 19.7
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 : 42: 14 11 7 14 11 30 27:
Old : 42: 14 11 7 14 11 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 41.3 46.8 57.1 22.2 31.0 28.5 41.1
Old : 35.8 41.3 46.8 57.1 22.2 31.0 28.5 41.1
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 21, 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 : 1,282,136: 289,002 53,353 458,121 463,356 649,413 1,210,479 1,160,888: 71,657 121,249
Old : 401,148: 81,444 25,463 180,786 115,758 166,310 377,987 372,558: 23,161 28,589
Other: 880,989: 238,801 59,134 246,092 347,599 483,104 832,492 788,329: 48,497 92,659
: : :
: : Changes in Commitments from: June 14, 2016 :
: -20,807: -13,928 1,379 -7,325 3,700 -12,917 -17,553 -18,863: -3,253 -1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.2 35.7 36.1 50.7 94.4 90.5: 5.6 9.5
Old : 100.0: 20.3 6.3 45.1 28.9 41.5 94.2 92.9: 5.8 7.1
Other: 100.0: 27.1 6.7 27.9 39.5 54.8 94.5 89.5: 5.5 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 261 174 262 232 277 609 606:
Old : 565: 156 139 166 158 216 397 443:
Other: 699: 232 169 197 189 264 509 547:
:----------------------------------------------------------------------------------------------------
: 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 11.3 20.9 20.5 8.0 6.5 11.8 11.6
Old : 12.8 14.0 23.1 23.7 6.6 6.8 10.9 10.9
Other: 14.6 12.5 22.6 21.2 10.8 9.4 15.9 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 34,742: 9,469 4,788 23 12 9,789 9,504 14,600: 25,238 20,142
Old : 2,704: 1,303 457 0 9 320 1,312 777: 1,392 1,927
Other: 32,038: 8,189 4,354 0 3 9,469 8,192 13,823: 23,846 18,215
: : :
: : Changes in Commitments from: June 14, 2016 :
: -337: -3,845 -46 -21 -48 83 -3,914 16: 3,577 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.8 0.1 0.0 28.2 27.4 42.0: 72.6 58.0
Old : 100.0: 48.2 16.9 0.0 0.3 11.8 48.5 28.7: 51.5 71.3
Other: 100.0: 25.6 13.6 0.0 0.0 29.6 25.6 43.1: 74.4 56.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 16 1 5 26 8 43:
Old : 38: 2 15 0 3 20 5 35:
Other: 45: 3 16 0 2 26 5 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 : 27.3 12.0 27.4 17.8 27.3 12.0 27.3 17.8
Old : 48.5 12.1 48.5 17.9 48.3 12.1 48.3 17.9
Other: 25.6 12.4 25.6 18.5 25.6 12.4 25.6 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 447,890: 96,272 53,083 117,076 198,752 248,409 412,099 418,567: 35,790 29,323
Old : 194,245: 52,614 28,068 51,840 75,779 101,118 180,232 181,025: 14,012 13,219
Other: 253,645: 68,087 49,444 40,807 122,973 147,291 231,867 237,542: 21,778 16,104
: : :
: : Changes in Commitments from: June 14, 2016 :
: -12,922: -16,612 6,834 -6,311 12,521 -13,650 -10,402 -13,127: -2,520 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.9 26.1 44.4 55.5 92.0 93.5: 8.0 6.5
Old : 100.0: 27.1 14.4 26.7 39.0 52.1 92.8 93.2: 7.2 6.8
Other: 100.0: 26.8 19.5 16.1 48.5 58.1 91.4 93.7: 8.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 88 76 108 92 86 251 223:
Old : 233: 66 60 70 71 77 173 178:
Other: 249: 73 68 79 72 64 194 173:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 26.2 15.7 33.6 7.6 22.0 13.1 28.0
Old : 11.4 20.8 21.4 31.8 10.9 16.5 18.7 25.0
Other: 12.6 31.6 21.2 40.4 12.6 28.9 20.5 36.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 737,820: 164,483 64,255 88,825 311,411 431,198 564,718 584,278: 173,102 153,542
Old : 737,820: 164,483 64,255 88,825 311,411 431,198 564,718 584,278: 173,102 153,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 4,112: 12,872 -16,176 4,383 -3,631 16,970 13,623 5,177: -9,511 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 12.0 42.2 58.4 76.5 79.2: 23.5 20.8
Old : 100.0: 22.3 8.7 12.0 42.2 58.4 76.5 79.2: 23.5 20.8
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 : 164: 43 30 43 67 79 128 134:
Old : 164: 43 30 43 67 79 128 134:
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 : 14.3 19.9 22.2 28.2 11.1 14.1 18.1 20.7
Old : 14.3 19.9 22.2 28.2 11.1 14.1 18.1 20.7
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 21, 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 : 593,878: 52,025 137,615 8,894 388,574 376,108 449,493 522,617: 144,384 71,260
Old : 593,878: 52,025 137,615 8,894 388,574 376,108 449,493 522,617: 144,384 71,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -24,839: -4,725 -5,666 -8,815 -16,650 -9,467 -30,191 -23,949: 5,351 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 23.2 1.5 65.4 63.3 75.7 88.0: 24.3 12.0
Old : 100.0: 8.8 23.2 1.5 65.4 63.3 75.7 88.0: 24.3 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 : 99: 13 15 7 54 51 72 68:
Old : 99: 13 15 7 54 51 72 68:
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 : 23.8 45.6 38.8 55.5 21.1 45.6 31.0 54.5
Old : 23.8 45.6 38.8 55.5 21.1 45.6 31.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 5,155: 2,499 575 870 1,452 3,531 4,821 4,976: 334 179
Old : 5,155: 2,499 575 870 1,452 3,531 4,821 4,976: 334 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 27: -66 -51 130 29 -82 93 -3: -66 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 11.2 16.9 28.2 68.5 93.5 96.5: 6.5 3.5
Old : 100.0: 48.5 11.2 16.9 28.2 68.5 93.5 96.5: 6.5 3.5
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: 14 4 3 9 13 25 18:
Old : 34: 14 4 3 9 13 25 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 : 44.9 56.9 68.3 82.4 38.8 48.8 56.7 61.0
Old : 44.9 56.9 68.3 82.4 38.8 48.8 56.7 61.0
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 21, 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 : 506,374: 107,469 23,200 136,424 204,588 314,414 448,482 474,038: 57,892 32,336
Old : 203,751: 44,592 11,385 60,427 72,015 115,696 177,034 187,508: 26,717 16,243
Other: 302,623: 82,583 31,522 56,292 132,573 198,717 271,448 286,531: 31,175 16,093
: : :
: : Changes in Commitments from: June 14, 2016 :
: 3,862: -3,670 -685 3,000 5,867 2,703 5,197 5,018: -1,335 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.6 26.9 40.4 62.1 88.6 93.6: 11.4 6.4
Old : 100.0: 21.9 5.6 29.7 35.3 56.8 86.9 92.0: 13.1 8.0
Other: 100.0: 27.3 10.4 18.6 43.8 65.7 89.7 94.7: 10.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 101 53 100 108 110 269 225:
Old : 256: 92 34 63 91 102 211 176:
Other: 263: 83 63 65 83 88 205 178:
:----------------------------------------------------------------------------------------------------
: 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 27.3 19.7 37.5 8.8 23.7 12.6 28.2
Old : 14.5 22.6 25.3 35.7 9.8 19.6 14.8 26.8
Other: 12.8 32.0 20.7 41.7 11.4 26.9 17.2 33.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 11,036: 2,087 1,409 1,061 5,254 6,843 8,402 9,313: 2,634 1,722
Old : 3,498: 281 483 354 1,877 2,100 2,512 2,938: 986 560
Other: 7,538: 1,862 982 651 3,377 4,743 5,890 6,376: 1,648 1,162
: : :
: : Changes in Commitments from: June 14, 2016 :
: 60: -93 -59 -11 226 -40 122 -111: -62 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.8 9.6 47.6 62.0 76.1 84.4: 23.9 15.6
Old : 100.0: 8.0 13.8 10.1 53.6 60.0 71.8 84.0: 28.2 16.0
Other: 100.0: 24.7 13.0 8.6 44.8 62.9 78.1 84.6: 21.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 16 8 23 16 45 35:
Old : 30: 8 7 6 12 7 21 19:
Other: 53: 17 13 7 18 15 39 31:
:----------------------------------------------------------------------------------------------------
: 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 41.9 47.5 56.2 34.4 38.6 42.5 47.4
Old : 35.7 55.6 53.4 69.2 33.0 46.5 46.2 58.8
Other: 45.3 40.2 56.2 56.4 44.7 39.5 51.9 52.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,054,722: 271,112 231,048 51,665 604,853 629,193 927,629 911,905: 127,093 142,817
Old : 1,054,722: 271,112 231,048 51,665 604,853 629,193 927,629 911,905: 127,093 142,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 9,739: 21,836 -35,253 1,408 -27,853 41,361 -4,608 7,517: 14,347 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.9 4.9 57.3 59.7 88.0 86.5: 12.0 13.5
Old : 100.0: 25.7 21.9 4.9 57.3 59.7 88.0 86.5: 12.0 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 : 236: 57 54 46 83 97 162 175:
Old : 236: 57 54 46 83 97 162 175:
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 : 27.0 19.7 38.5 28.7 25.5 19.5 33.8 27.1
Old : 27.0 19.7 38.5 28.7 25.5 19.5 33.8 27.1
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 21, 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 : 3,536,005: 681,671 568,526 413,815 2,045,977 2,099,762 3,141,463 3,082,103: 394,542 453,902
Old : 3,536,005: 681,671 568,526 413,815 2,045,977 2,099,762 3,141,463 3,082,103: 394,542 453,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 90,859: 107,406 25,733 -12,054 -19,201 76,407 76,151 90,085: 14,709 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.1 11.7 57.9 59.4 88.8 87.2: 11.2 12.8
Old : 100.0: 19.3 16.1 11.7 57.9 59.4 88.8 87.2: 11.2 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 : 374: 98 69 103 162 179 304 307:
Old : 374: 98 69 103 162 179 304 307:
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 : 25.1 14.7 32.4 22.4 21.0 11.0 26.2 16.3
Old : 25.1 14.7 32.4 22.4 21.0 11.0 26.2 16.3
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 21, 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 : 149,281: 21,994 11,216 152 70,845 69,504 92,991 80,872: 56,290 68,409
Old : 149,281: 21,994 11,216 152 70,845 69,504 92,991 80,872: 56,290 68,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 13,849: 7,079 -2,631 11 8,005 14,752 15,094 12,132: -1,245 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.5 0.1 47.5 46.6 62.3 54.2: 37.7 45.8
Old : 100.0: 14.7 7.5 0.1 47.5 46.6 62.3 54.2: 37.7 45.8
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 : 33: 4 2 1 17 18 21 21:
Old : 33: 4 2 1 17 18 21 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 : 27.9 26.2 44.8 36.7 27.2 26.2 42.1 36.4
Old : 27.9 26.2 44.8 36.7 27.2 26.2 42.1 36.4
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 21, 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 : 2,989,359: 483,191 523,684 199,810 2,022,473 1,932,948 2,705,474 2,656,442: 283,885 332,916
Old : 2,989,359: 483,191 523,684 199,810 2,022,473 1,932,948 2,705,474 2,656,442: 283,885 332,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 145,530: 109,892 16,347 4,865 36,752 132,837 151,510 154,049: -5,980 -8,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.5 6.7 67.7 64.7 90.5 88.9: 9.5 11.1
Old : 100.0: 16.2 17.5 6.7 67.7 64.7 90.5 88.9: 9.5 11.1
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 : 311: 58 68 64 121 167 217 261:
Old : 311: 58 68 64 121 167 217 261:
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 : 36.0 17.9 44.5 27.6 32.6 17.1 40.3 25.7
Old : 36.0 17.9 44.5 27.6 32.6 17.1 40.3 25.7
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 21, 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 : 1,023,327: 82,385 146,745 194,446 723,912 626,138 1,000,743 967,329: 22,584 55,999
Old : 1,023,327: 82,385 146,745 194,446 723,912 626,138 1,000,743 967,329: 22,584 55,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 35,808: 21,294 -2,347 6,180 8,239 36,251 35,712 40,083: 96 -4,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 14.3 19.0 70.7 61.2 97.8 94.5: 2.2 5.5
Old : 100.0: 8.1 14.3 19.0 70.7 61.2 97.8 94.5: 2.2 5.5
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 : 141: 17 47 36 52 74 92 136:
Old : 141: 17 47 36 52 74 92 136:
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 : 35.1 18.8 52.3 30.5 25.3 11.8 36.6 18.8
Old : 35.1 18.8 52.3 30.5 25.3 11.8 36.6 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 21, 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 : 57,290: 32,386 10,654 817 15,783 38,062 48,986 49,534: 8,303 7,756
Old : 57,290: 32,386 10,654 817 15,783 38,062 48,986 49,534: 8,303 7,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -18,550: -683 -1,469 -730 -16,695 -14,347 -18,109 -16,546: -441 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 18.6 1.4 27.5 66.4 85.5 86.5: 14.5 13.5
Old : 100.0: 56.5 18.6 1.4 27.5 66.4 85.5 86.5: 14.5 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 : 107: 39 22 6 23 29 65 54:
Old : 107: 39 22 6 23 29 65 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 : 34.1 33.5 47.9 49.5 34.1 33.5 47.9 49.5
Old : 34.1 33.5 47.9 49.5 34.1 33.5 47.9 49.5
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, June 21, 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 : 114,579: 64,772 21,309 1,635 31,566 76,124 97,972 99,067: 16,607 15,512
Old : 114,579: 64,772 21,309 1,635 31,566 76,124 97,972 99,067: 16,607 15,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -37,100: -1,366 -2,938 -1,461 -33,391 -28,695 -36,218 -33,093: -882 -4,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 18.6 1.4 27.5 66.4 85.5 86.5: 14.5 13.5
Old : 100.0: 56.5 18.6 1.4 27.5 66.4 85.5 86.5: 14.5 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 : 107: 39 22 6 23 29 65 54:
Old : 107: 39 22 6 23 29 65 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 : 34.1 33.5 47.9 49.5 34.1 33.5 47.9 49.5
Old : 34.1 33.5 47.9 49.5 34.1 33.5 47.9 49.5
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, June 21, 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 : 19,806: 17,131 18,965 825 1,642 0 19,598 19,790: 208 16
Old : 19,806: 17,131 18,965 825 1,642 0 19,598 19,790: 208 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,935: -2,832 -2,735 -2,044 0 0 -4,876 -4,779: -59 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 95.8 4.2 8.3 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 86.5 95.8 4.2 8.3 0.0 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 10 2 2 0 24 11:
Old : 33: 21 10 2 2 0 24 11:
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 : 65.1 76.1 85.6 95.3 62.9 76.1 83.4 93.4
Old : 65.1 76.1 85.6 95.3 62.9 76.1 83.4 93.4
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 21, 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 : 26,752: 15,516 10,863 248 10,883 15,546 26,647 26,657: 105 95
Old : 26,752: 15,516 10,863 248 10,883 15,546 26,647 26,657: 105 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -311: -100 -119 -13 -65 -34 -178 -166: -133 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 40.6 0.9 40.7 58.1 99.6 99.6: 0.4 0.4
Old : 100.0: 58.0 40.6 0.9 40.7 58.1 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 13 1 5 20 15 33:
Old : 45: 9 13 1 5 20 15 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 54.4 94.8 73.6 82.5 54.4 93.9 73.6
Old : 82.5 54.4 94.8 73.6 82.5 54.4 93.9 73.6
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 21, 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 : 26,156: 14,929 10,613 55 11,072 15,413 26,056 26,081: 100 75
Old : 26,156: 14,929 10,613 55 11,072 15,413 26,056 26,081: 100 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -163: 229 92 -2 -426 -238 -199 -148: 36 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 40.6 0.2 42.3 58.9 99.6 99.7: 0.4 0.3
Old : 100.0: 57.1 40.6 0.2 42.3 58.9 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 : 29: 7 9 1 4 10 11 20:
Old : 29: 7 9 1 4 10 11 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 : 88.7 68.5 98.5 90.7 88.7 68.5 96.5 90.7
Old : 88.7 68.5 98.5 90.7 88.7 68.5 96.5 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016