WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 469,486: 100,205 174,441 110,674 208,787 139,785 419,666 424,901: 49,819 44,585
Old : 444,556: 92,463 173,691 104,433 200,138 126,268 397,034 404,392: 47,521 40,163
Other: 24,930: 11,575 4,583 2,408 8,648 13,517 22,632 20,508: 2,298 4,422
: : :
: : Changes in Commitments from: June 21, 2016 :
: -64,123: 2,658 20,236 -46,642 -22,635 -38,862 -66,619 -65,268: 2,495 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 37.2 23.6 44.5 29.8 89.4 90.5: 10.6 9.5
Old : 100.0: 20.8 39.1 23.5 45.0 28.4 89.3 91.0: 10.7 9.0
Other: 100.0: 46.4 18.4 9.7 34.7 54.2 90.8 82.3: 9.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 121 138 120 121 108 320 299:
Old : 411: 125 138 114 121 105 314 295:
Other: 102: 15 26 16 25 47 56 76:
:----------------------------------------------------------------------------------------------------
: 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 10.6 21.0 18.6 12.1 8.4 18.5 14.8
Old : 13.8 10.5 21.7 18.9 12.8 8.9 18.8 15.6
Other: 49.0 29.0 61.1 43.7 49.0 24.8 58.9 37.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 228,591: 71,834 88,487 35,846 100,529 79,240 208,208 203,573: 20,383 25,019
Old : 218,043: 69,924 88,166 33,938 94,834 72,784 198,696 194,888: 19,347 23,154
Other: 10,549: 3,471 1,881 347 5,694 6,456 9,513 8,684: 1,036 1,864
: : :
: : Changes in Commitments from: June 21, 2016 :
: -14,377: -1,465 9,725 -6,751 -5,734 -15,262 -13,950 -12,287: -427 -2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 38.7 15.7 44.0 34.7 91.1 89.1: 8.9 10.9
Old : 100.0: 32.1 40.4 15.6 43.5 33.4 91.1 89.4: 8.9 10.6
Other: 100.0: 32.9 17.8 3.3 54.0 61.2 90.2 82.3: 9.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 65 67 54 93 76 179 180:
Old : 243: 64 66 53 93 75 177 178:
Other: 72: 11 10 8 19 37 34 52:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.3 23.5 27.2 12.8 14.6 19.7 23.0
Old : 15.2 18.1 24.1 28.5 13.1 15.3 19.8 24.1
Other: 48.1 56.6 71.8 66.8 48.1 54.0 71.8 64.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,770,114: 428,071 137,754 442,580 726,926 932,367 1,597,577 1,512,701: 172,537 257,413
Old : 799,342: 232,244 159,780 147,104 353,186 422,029 732,534 728,913: 66,808 70,429
Other: 970,772: 304,955 87,102 186,348 373,740 510,337 865,043 783,788: 105,729 186,984
: : :
: : Changes in Commitments from: June 21, 2016 :
: -275,705: -70,610 -16,218 -127,179 -71,437 -108,483 -269,226 -251,880: -6,479 -23,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.8 25.0 41.1 52.7 90.3 85.5: 9.7 14.5
Old : 100.0: 29.1 20.0 18.4 44.2 52.8 91.6 91.2: 8.4 8.8
Other: 100.0: 31.4 9.0 19.2 38.5 52.6 89.1 80.7: 10.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 819: 241 126 241 333 379 678 660:
Old : 682: 168 124 149 266 304 507 508:
Other: 736: 210 111 162 264 358 535 572:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.9 17.9 19.7 8.0 7.4 13.5 12.7
Old : 12.1 17.5 21.2 27.5 11.7 14.7 19.8 22.8
Other: 12.2 11.9 19.7 19.1 8.1 8.0 13.9 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 10,821: 2,182 3,114 1,459 3,789 4,229 7,430 8,802: 3,390 2,018
Old : 10,821: 2,182 3,114 1,459 3,789 4,229 7,430 8,802: 3,390 2,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -629: 20 501 -297 -90 -590 -367 -386: -262 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 28.8 13.5 35.0 39.1 68.7 81.3: 31.3 18.7
Old : 100.0: 20.2 28.8 13.5 35.0 39.1 68.7 81.3: 31.3 18.7
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 : 47: 14 15 8 16 12 33 32:
Old : 47: 14 15 8 16 12 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 43.2 46.6 56.0 24.9 32.8 31.0 41.5
Old : 34.9 43.2 46.6 56.0 24.9 32.8 31.0 41.5
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 28, 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 : 1,100,046: 280,625 48,197 348,063 405,561 586,874 1,034,249 983,135: 65,797 116,911
Old : 195,356: 62,221 12,288 64,066 53,820 97,003 180,107 173,358: 15,249 21,998
Other: 904,690: 245,581 63,085 256,820 351,741 489,871 854,142 809,777: 50,547 94,913
: : :
: : Changes in Commitments from: June 21, 2016 :
: -182,090: -8,377 -5,156 -110,058 -57,795 -62,539 -176,230 -177,753: -5,861 -4,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.4 31.6 36.9 53.3 94.0 89.4: 6.0 10.6
Old : 100.0: 31.9 6.3 32.8 27.5 49.7 92.2 88.7: 7.8 11.3
Other: 100.0: 27.1 7.0 28.4 38.9 54.1 94.4 89.5: 5.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 245 150 223 226 270 570 555:
Old : 474: 133 96 110 130 190 314 349:
Other: 678: 218 170 190 192 258 509 520:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 12.1 21.0 21.2 9.0 8.3 13.4 13.7
Old : 15.4 15.6 25.8 24.6 13.7 10.7 21.3 16.0
Other: 14.1 12.5 22.0 21.5 10.2 9.2 15.0 14.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 34,029: 9,079 4,685 54 12 9,981 9,145 14,720: 24,884 19,309
Old : 1,713: 774 349 0 8 201 782 550: 931 1,163
Other: 32,316: 8,359 4,390 0 4 9,780 8,363 14,170: 23,953 18,146
: : :
: : Changes in Commitments from: June 21, 2016 :
: -713: -390 -103 31 0 192 -359 120: -354 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.8 0.2 0.0 29.3 26.9 43.3: 73.1 56.7
Old : 100.0: 45.2 20.4 0.0 0.5 11.7 45.7 32.1: 54.3 67.9
Other: 100.0: 25.9 13.6 0.0 0.0 30.3 25.9 43.8: 74.1 56.2
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 1 4 27 7 44:
Old : 38: 2 15 0 2 20 4 35:
Other: 46: 3 16 0 2 27 5 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 : 26.9 12.3 26.9 18.2 26.7 12.3 26.7 18.2
Old : 45.7 16.9 45.7 22.8 45.4 16.9 45.4 22.8
Other: 25.9 12.4 25.9 18.6 25.9 12.4 25.9 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 404,603: 85,528 58,644 92,805 191,099 223,731 369,432 375,180: 35,171 29,423
Old : 128,288: 36,060 14,201 24,657 55,985 79,273 116,702 118,132: 11,587 10,156
Other: 276,315: 68,647 63,621 48,969 135,114 144,457 252,731 257,048: 23,584 19,267
: : :
: : Changes in Commitments from: June 21, 2016 :
: -43,287: -10,744 5,561 -24,270 -7,653 -24,678 -42,667 -43,387: -620 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.5 22.9 47.2 55.3 91.3 92.7: 8.7 7.3
Old : 100.0: 28.1 11.1 19.2 43.6 61.8 91.0 92.1: 9.0 7.9
Other: 100.0: 24.8 23.0 17.7 48.9 52.3 91.5 93.0: 8.5 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 80 78 109 91 80 240 226:
Old : 201: 47 52 61 67 65 147 156:
Other: 258: 71 73 84 74 65 198 184:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 25.2 15.7 32.8 8.6 21.7 14.5 27.5
Old : 15.4 24.5 26.9 36.8 15.2 22.4 26.7 32.5
Other: 11.7 27.8 20.0 35.7 11.5 25.1 19.2 32.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 666,548: 135,138 69,318 67,250 296,871 380,899 499,259 517,467: 167,289 149,081
Old : 666,548: 135,138 69,318 67,250 296,871 380,899 499,259 517,467: 167,289 149,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -71,272: -29,345 5,063 -21,575 -14,540 -50,299 -65,460 -66,811: -5,813 -4,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.4 10.1 44.5 57.1 74.9 77.6: 25.1 22.4
Old : 100.0: 20.3 10.4 10.1 44.5 57.1 74.9 77.6: 25.1 22.4
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 : 146: 36 27 35 61 68 112 115:
Old : 146: 36 27 35 61 68 112 115:
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 : 14.0 19.8 22.6 28.4 11.4 14.8 18.4 22.0
Old : 14.0 19.8 22.6 28.4 11.4 14.8 18.4 22.0
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 28, 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 : 583,890: 50,641 143,744 7,884 384,650 359,985 443,175 511,613: 140,715 72,277
Old : 583,890: 50,641 143,744 7,884 384,650 359,985 443,175 511,613: 140,715 72,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -9,988: -1,384 6,129 -1,010 -3,924 -16,123 -6,318 -11,004: -3,670 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 24.6 1.4 65.9 61.7 75.9 87.6: 24.1 12.4
Old : 100.0: 8.7 24.6 1.4 65.9 61.7 75.9 87.6: 24.1 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 : 98: 13 16 9 52 52 71 71:
Old : 98: 13 16 9 52 52 71 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 43.8 38.5 54.5 21.0 43.8 30.9 53.0
Old : 23.8 43.8 38.5 54.5 21.0 43.8 30.9 53.0
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 28, 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 : 4,941: 2,329 710 876 1,397 3,184 4,602 4,770: 339 171
Old : 4,941: 2,329 710 876 1,397 3,184 4,602 4,770: 339 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -214: -170 135 6 -55 -347 -219 -206: 5 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.4 17.7 28.3 64.4 93.1 96.5: 6.9 3.5
Old : 100.0: 47.1 14.4 17.7 28.3 64.4 93.1 96.5: 6.9 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 : 37: 15 6 4 10 13 28 20:
Old : 37: 15 6 4 10 13 28 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 : 45.9 51.6 68.1 78.6 38.5 44.9 56.0 59.2
Old : 45.9 51.6 68.1 78.6 38.5 44.9 56.0 59.2
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 28, 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 : 459,444: 103,930 20,716 110,045 193,969 297,300 407,944 428,061: 51,499 31,383
Old : 144,652: 36,242 4,600 32,796 56,237 93,258 125,276 130,654: 19,376 13,998
Other: 314,792: 87,479 35,906 57,459 137,731 204,041 282,669 297,406: 32,123 17,385
: : :
: : Changes in Commitments from: June 21, 2016 :
: -46,930: -3,539 -2,485 -26,379 -10,620 -17,114 -40,537 -45,978: -6,393 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.5 24.0 42.2 64.7 88.8 93.2: 11.2 6.8
Old : 100.0: 25.1 3.2 22.7 38.9 64.5 86.6 90.3: 13.4 9.7
Other: 100.0: 27.8 11.4 18.3 43.8 64.8 89.8 94.5: 10.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 91 54 87 99 101 244 206:
Old : 214: 74 27 44 80 81 170 137:
Other: 262: 81 66 72 85 84 211 178:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 29.6 19.4 38.7 9.9 26.2 14.1 30.5
Old : 14.5 27.0 25.3 39.2 12.9 25.9 19.4 33.8
Other: 12.7 31.7 20.4 41.4 11.3 27.0 16.8 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 10,223: 2,057 1,836 840 5,081 5,842 7,978 8,519: 2,245 1,704
Old : 846: 97 349 0 491 420 588 769: 258 77
Other: 9,377: 1,997 1,524 803 4,590 5,422 7,390 7,750: 1,987 1,627
: : :
: : Changes in Commitments from: June 21, 2016 :
: -813: -31 427 -220 -173 -1,001 -424 -794: -389 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.0 8.2 49.7 57.1 78.0 83.3: 22.0 16.7
Old : 100.0: 11.5 41.3 0.0 58.0 49.6 69.5 90.9: 30.5 9.1
Other: 100.0: 21.3 16.3 8.6 48.9 57.8 78.8 82.7: 21.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 18 10 22 16 46 38:
Old : 17: 4 3 0 6 4 10 7:
Other: 59: 17 16 9 21 16 44 36:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 39.0 50.3 52.0 36.9 36.3 46.2 47.0
Old : 61.1 83.3 68.0 90.9 61.1 83.3 68.0 90.9
Other: 42.6 38.2 53.7 52.4 40.2 37.7 50.1 50.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,005,734: 240,469 224,407 41,269 605,347 609,419 887,084 875,095: 118,650 130,640
Old : 1,005,734: 240,469 224,407 41,269 605,347 609,419 887,084 875,095: 118,650 130,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -48,987: -30,643 -6,640 -10,396 494 -19,774 -40,545 -36,810: -8,442 -12,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.3 4.1 60.2 60.6 88.2 87.0: 11.8 13.0
Old : 100.0: 23.9 22.3 4.1 60.2 60.6 88.2 87.0: 11.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 44 57 42 86 103 157 175:
Old : 236: 44 57 42 86 103 157 175:
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 : 26.3 20.2 37.4 28.9 24.6 20.0 33.2 27.1
Old : 26.3 20.2 37.4 28.9 24.6 20.0 33.2 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 28, 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 : 3,454,366: 623,989 574,326 376,175 2,062,297 2,064,451 3,062,460 3,014,952: 391,906 439,414
Old : 3,454,366: 623,989 574,326 376,175 2,062,297 2,064,451 3,062,460 3,014,952: 391,906 439,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -81,639: -57,683 5,800 -37,640 16,319 -35,311 -79,003 -67,151: -2,636 -14,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 16.6 10.9 59.7 59.8 88.7 87.3: 11.3 12.7
Old : 100.0: 18.1 16.6 10.9 59.7 59.8 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 74 83 96 163 173 294 295:
Old : 362: 74 83 96 163 173 294 295:
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 : 24.7 15.9 33.2 24.0 21.2 11.7 26.5 17.7
Old : 24.7 15.9 33.2 24.0 21.2 11.7 26.5 17.7
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 28, 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 : 143,518: 24,398 11,111 117 70,733 66,441 95,247 77,669: 48,271 65,850
Old : 143,518: 24,398 11,111 117 70,733 66,441 95,247 77,669: 48,271 65,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -5,762: 2,404 -105 -35 -112 -3,063 2,256 -3,203: -8,019 -2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.7 0.1 49.3 46.3 66.4 54.1: 33.6 45.9
Old : 100.0: 17.0 7.7 0.1 49.3 46.3 66.4 54.1: 33.6 45.9
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 : 33: 4 2 1 18 17 22 20:
Old : 33: 4 2 1 18 17 22 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 : 27.1 28.5 44.7 38.3 26.4 28.5 42.4 37.9
Old : 27.1 28.5 44.7 38.3 26.4 28.5 42.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 2,837,431: 416,202 506,767 140,648 1,988,083 1,867,307 2,544,933 2,514,722: 292,497 322,708
Old : 2,837,431: 416,202 506,767 140,648 1,988,083 1,867,307 2,544,933 2,514,722: 292,497 322,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -151,928: -66,989 -16,917 -59,162 -34,390 -65,641 -160,541 -141,720: 8,613 -10,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.9 5.0 70.1 65.8 89.7 88.6: 10.3 11.4
Old : 100.0: 14.7 17.9 5.0 70.1 65.8 89.7 88.6: 10.3 11.4
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 : 281: 48 57 52 110 156 188 235:
Old : 281: 48 57 52 110 156 188 235:
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 : 37.6 19.8 46.9 28.8 34.2 19.2 42.7 28.1
Old : 37.6 19.8 46.9 28.8 34.2 19.2 42.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 956,940: 94,721 126,321 191,782 646,740 587,166 933,243 905,269: 23,696 51,671
Old : 956,940: 94,721 126,321 191,782 646,740 587,166 933,243 905,269: 23,696 51,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -66,388: 12,336 -20,424 -2,664 -77,172 -38,972 -67,500 -62,060: 1,112 -4,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.2 20.0 67.6 61.4 97.5 94.6: 2.5 5.4
Old : 100.0: 9.9 13.2 20.0 67.6 61.4 97.5 94.6: 2.5 5.4
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 : 134: 19 42 34 51 69 89 128:
Old : 134: 19 42 34 51 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 : 33.1 21.3 50.7 34.1 22.3 10.0 32.0 16.4
Old : 33.1 21.3 50.7 34.1 22.3 10.0 32.0 16.4
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 28, 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 : 48,379: 24,896 4,641 750 15,603 36,811 41,248 42,202: 7,131 6,177
Old : 48,379: 24,896 4,641 750 15,603 36,811 41,248 42,202: 7,131 6,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -8,910: -7,490 -6,013 -67 -180 -1,251 -7,738 -7,332: -1,172 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 9.6 1.6 32.3 76.1 85.3 87.2: 14.7 12.8
Old : 100.0: 51.5 9.6 1.6 32.3 76.1 85.3 87.2: 14.7 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 : 99: 32 18 5 27 31 62 51:
Old : 99: 32 18 5 27 31 62 51:
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 40.8 47.4 55.6 35.4 40.8 46.7 55.6
Old : 35.4 40.8 47.4 55.6 35.4 40.8 46.7 55.6
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 28, 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 : 96,758: 49,791 9,282 1,500 31,205 73,622 82,497 84,404: 14,262 12,354
Old : 96,758: 49,791 9,282 1,500 31,205 73,622 82,497 84,404: 14,262 12,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -17,821: -14,981 -12,027 -135 -360 -2,502 -15,476 -14,664: -2,345 -3,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 9.6 1.6 32.3 76.1 85.3 87.2: 14.7 12.8
Old : 100.0: 51.5 9.6 1.6 32.3 76.1 85.3 87.2: 14.7 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 : 99: 32 18 5 27 31 62 51:
Old : 99: 32 18 5 27 31 62 51:
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 40.8 47.4 55.6 35.4 40.8 46.7 55.6
Old : 35.4 40.8 47.4 55.6 35.4 40.8 46.7 55.6
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 28, 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 : 16,233: 13,452 15,295 896 1,697 0 16,045 16,191: 188 42
Old : 16,233: 13,452 15,295 896 1,697 0 16,045 16,191: 188 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,573: -3,679 -3,670 71 55 0 -3,553 -3,599: -20 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 94.2 5.5 10.5 0.0 98.8 99.7: 1.2 0.3
Old : 100.0: 82.9 94.2 5.5 10.5 0.0 98.8 99.7: 1.2 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 : 32: 23 7 2 2 0 26 8:
Old : 32: 23 7 2 2 0 26 8:
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 : 65.7 83.1 84.9 99.7 62.6 80.7 81.8 94.2
Old : 65.7 83.1 84.9 99.7 62.6 80.7 81.8 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,709: 14,272 10,015 278 11,083 15,318 25,633 25,611: 76 98
Old : 25,709: 14,272 10,015 278 11,083 15,318 25,633 25,611: 76 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,043: -1,244 -848 30 200 -228 -1,014 -1,046: -29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 39.0 1.1 43.1 59.6 99.7 99.6: 0.3 0.4
Old : 100.0: 55.5 39.0 1.1 43.1 59.6 99.7 99.6: 0.3 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 : 46: 8 15 1 5 20 14 35:
Old : 46: 8 15 1 5 20 14 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 : 83.4 50.7 96.8 70.5 83.4 50.7 95.3 70.5
Old : 83.4 50.7 96.8 70.5 83.4 50.7 95.3 70.5
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 28, 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 : 24,868: 15,179 9,753 49 9,591 14,974 24,819 24,776: 49 92
Old : 24,868: 15,179 9,753 49 9,591 14,974 24,819 24,776: 49 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,288: 250 -860 -6 -1,481 -439 -1,237 -1,305: -51 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 39.2 0.2 38.6 60.2 99.8 99.6: 0.2 0.4
Old : 100.0: 61.0 39.2 0.2 38.6 60.2 99.8 99.6: 0.2 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 : 31: 9 9 1 5 9 14 19:
Old : 31: 9 9 1 5 9 14 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 : 87.2 67.3 95.7 89.5 87.2 67.3 94.2 89.5
Old : 87.2 67.3 95.7 89.5 87.2 67.3 94.2 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016