WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 01, 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 : 437,577: 122,654 225,003 80,717 192,439 88,546 395,810 394,266: 41,767 43,311
Old : 245,928: 101,354 177,642 17,334 103,705 26,832 222,393 221,808: 23,535 24,120
Other: 191,649: 54,567 80,628 30,116 88,734 61,714 173,417 172,458: 18,232 19,191
: : :
: : Changes in Commitments from: February 23, 2016 :
: -5,301: 2,525 11,268 1,507 -6,655 -18,067 -2,623 -5,292: -2,678 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 51.4 18.4 44.0 20.2 90.5 90.1: 9.5 9.9
Old : 100.0: 41.2 72.2 7.0 42.2 10.9 90.4 90.2: 9.6 9.8
Other: 100.0: 28.5 42.1 15.7 46.3 32.2 90.5 90.0: 9.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 134 140 111 111 85 303 292:
Old : 384: 134 127 37 87 50 238 197:
Other: 278: 82 81 64 83 72 198 193:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 10.5 22.1 18.9 14.2 10.4 21.0 17.3
Old : 15.8 15.6 25.4 26.6 15.7 15.2 24.8 25.5
Other: 16.9 16.5 27.8 27.2 16.4 12.6 24.7 22.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 01, 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 : 215,138: 62,447 98,535 22,985 110,259 70,664 195,691 192,184: 19,447 22,954
Old : 103,489: 44,066 71,781 2,174 48,113 17,010 94,353 90,965: 9,136 12,524
Other: 111,649: 29,588 37,961 9,604 62,146 53,654 101,338 101,219: 10,311 10,430
: : :
: : Changes in Commitments from: February 23, 2016 :
: -6,785: 3,732 4,086 -1,853 -5,548 -6,120 -3,669 -3,887: -3,116 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 45.8 10.7 51.3 32.8 91.0 89.3: 9.0 10.7
Old : 100.0: 42.6 69.4 2.1 46.5 16.4 91.2 87.9: 8.8 12.1
Other: 100.0: 26.5 34.0 8.6 55.7 48.1 90.8 90.7: 9.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 70 67 55 83 68 183 171:
Old : 205: 69 47 10 60 38 132 92:
Other: 192: 57 47 36 67 61 143 128:
:----------------------------------------------------------------------------------------------------
: 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 24.0 23.3 35.6 12.2 18.5 20.9 29.8
Old : 17.1 27.8 29.0 45.2 17.1 27.6 29.0 44.4
Other: 18.4 33.7 31.5 43.3 14.7 23.4 23.7 32.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 01, 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 : 1,325,794: 363,529 440,354 188,504 632,941 524,681 1,184,974 1,153,539: 140,820 172,255
Old : 1,081,388: 356,019 422,406 126,578 487,914 401,734 970,511 950,718: 110,877 130,670
Other: 244,406: 55,012 65,450 14,424 145,027 122,947 214,463 202,821: 29,943 41,585
: : :
: : Changes in Commitments from: February 23, 2016 :
: -29,925: 10,702 62,727 -24,543 -9,243 -50,187 -23,084 -12,003: -6,841 -17,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 33.2 14.2 47.7 39.6 89.4 87.0: 10.6 13.0
Old : 100.0: 32.9 39.1 11.7 45.1 37.1 89.7 87.9: 10.3 12.1
Other: 100.0: 22.5 26.8 5.9 59.3 50.3 87.7 83.0: 12.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 155 185 160 243 272 487 557:
Old : 691: 166 181 124 228 244 457 497:
Other: 448: 69 87 46 123 221 220 333:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.8 20.3 17.3 10.2 8.9 17.2 14.3
Old : 12.8 11.3 22.6 19.5 12.8 10.7 22.1 17.9
Other: 25.9 22.2 36.5 30.5 21.9 17.9 30.6 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 01, 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 : 10,539: 3,448 3,663 608 3,489 3,922 7,545 8,193: 2,994 2,346
Old : 8,436: 3,346 3,611 0 2,367 2,937 5,713 6,548: 2,723 1,888
Other: 2,103: 496 446 214 1,122 985 1,832 1,645: 271 458
: : :
: : Changes in Commitments from: February 23, 2016 :
: 191: 296 335 85 -104 -430 277 -10: -86 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 34.8 5.8 33.1 37.2 71.6 77.7: 28.4 22.3
Old : 100.0: 39.7 42.8 0.0 28.1 34.8 67.7 77.6: 32.3 22.4
Other: 100.0: 23.6 21.2 10.2 53.4 46.8 87.1 78.2: 12.9 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 16 5 14 11 26 31:
Old : 44: 12 15 0 11 8 23 23:
Other: 19: 1 7 2 6 9 8 17:
:----------------------------------------------------------------------------------------------------
: 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 : 46.2 40.9 55.1 51.1 42.8 38.2 49.4 48.3
Old : 41.4 49.8 50.8 61.8 41.0 49.8 50.3 61.8
Other: 79.1 41.0 87.1 63.3 67.1 38.0 73.7 57.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 01, 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 : 701,548: 134,023 212,014 125,065 379,921 296,063 639,009 633,142: 62,539 68,406
Old : 533,667: 134,779 210,813 73,830 272,959 198,304 481,568 482,947: 52,099 50,720
Other: 167,881: 38,124 40,081 12,355 106,962 97,759 157,441 150,195: 10,440 17,686
: : :
: : Changes in Commitments from: February 23, 2016 :
: -12,280: -15,676 32,938 3,128 -1,840 -40,821 -14,388 -4,755: 2,108 -7,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.2 17.8 54.2 42.2 91.1 90.2: 8.9 9.8
Old : 100.0: 25.3 39.5 13.8 51.1 37.2 90.2 90.5: 9.8 9.5
Other: 100.0: 22.7 23.9 7.4 63.7 58.2 93.8 89.5: 6.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 129 209 190 146 158 402 470:
Old : 558: 139 217 139 134 122 354 411:
Other: 326: 91 79 62 75 120 202 230:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 13.2 28.8 21.2 18.9 12.2 25.5 18.9
Old : 16.6 14.9 25.5 23.0 15.5 14.8 24.2 22.5
Other: 42.7 24.3 52.7 38.4 41.1 24.1 50.5 37.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 01, 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 : 381,682: 118,689 57,515 74,747 151,996 220,132 345,432 352,394: 36,250 29,288
Old : 311,266: 117,068 60,060 44,400 121,921 182,355 283,389 286,815: 27,877 24,451
Other: 70,416: 14,960 10,794 17,008 30,075 37,777 62,043 65,579: 8,373 4,837
: : :
: : Changes in Commitments from: February 23, 2016 :
: -26,949: -6,412 5,983 -9,611 -8,395 -23,818 -24,418 -27,446: -2,531 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.1 19.6 39.8 57.7 90.5 92.3: 9.5 7.7
Old : 100.0: 37.6 19.3 14.3 39.2 58.6 91.0 92.1: 9.0 7.9
Other: 100.0: 21.2 15.3 24.2 42.7 53.6 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 95 65 106 74 76 229 213:
Old : 292: 105 61 90 70 74 218 199:
Other: 134: 29 35 29 50 30 97 80:
:----------------------------------------------------------------------------------------------------
: 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 30.0 16.7 36.1 8.8 27.7 15.3 32.8
Old : 10.4 31.0 18.6 37.7 10.1 30.0 17.7 35.8
Other: 19.8 35.7 34.5 51.9 17.0 28.9 25.8 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 01, 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 : 542,518: 94,115 70,025 14,036 288,610 320,808 396,761 404,869: 145,757 137,649
Old : 542,518: 94,115 70,025 14,036 288,610 320,808 396,761 404,869: 145,757 137,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -3,821: 9,519 8,433 -522 9,208 2,976 18,205 10,887: -22,026 -14,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.9 2.6 53.2 59.1 73.1 74.6: 26.9 25.4
Old : 100.0: 17.3 12.9 2.6 53.2 59.1 73.1 74.6: 26.9 25.4
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 : 151: 37 28 18 65 69 109 108:
Old : 151: 37 28 18 65 69 109 108:
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 : 21.4 21.6 30.2 32.4 16.7 16.0 23.5 22.6
Old : 21.4 21.6 30.2 32.4 16.7 16.0 23.5 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 01, 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 : 624,033: 49,366 142,220 8,161 426,102 390,198 483,629 540,579: 140,404 83,454
Old : 624,033: 49,366 142,220 8,161 426,102 390,198 483,629 540,579: 140,404 83,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -38,261: -12,313 -4,311 950 -8,864 -30,527 -20,227 -33,888: -18,034 -4,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.8 1.3 68.3 62.5 77.5 86.6: 22.5 13.4
Old : 100.0: 7.9 22.8 1.3 68.3 62.5 77.5 86.6: 22.5 13.4
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: 12 16 8 59 48 76 67:
Old : 98: 12 16 8 59 48 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 46.0 38.4 57.5 21.9 45.2 32.5 56.2
Old : 24.4 46.0 38.4 57.5 21.9 45.2 32.5 56.2
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 - Futures Only, March 01, 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 : 4,208: 760 638 667 2,465 2,601 3,892 3,906: 316 302
Old : 4,208: 760 638 667 2,465 2,601 3,892 3,906: 316 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -276: 136 178 -317 -169 -227 -350 -366: 74 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.2 15.9 58.6 61.8 92.5 92.8: 7.5 7.2
Old : 100.0: 18.1 15.2 15.9 58.6 61.8 92.5 92.8: 7.5 7.2
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 : 26: 6 5 2 11 12 18 18:
Old : 26: 6 5 2 11 12 18 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 : 52.9 53.9 75.3 75.9 42.4 38.9 55.6 52.7
Old : 52.9 53.9 75.3 75.9 42.4 38.9 55.6 52.7
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 - Futures Only, March 01, 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 : 393,496: 70,941 120,446 63,125 210,850 165,149 344,916 348,720: 48,580 44,776
Old : 324,706: 73,477 116,502 41,047 172,059 130,127 286,583 287,676: 38,123 37,030
Other: 68,790: 9,783 16,263 9,759 38,791 35,022 58,333 61,044: 10,457 7,746
: : :
: : Changes in Commitments from: February 23, 2016 :
: -20,302: 43 2,973 -4,531 -11,268 -17,707 -15,756 -19,265: -4,546 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 30.6 16.0 53.6 42.0 87.7 88.6: 12.3 11.4
Old : 100.0: 22.6 35.9 12.6 53.0 40.1 88.3 88.6: 11.7 11.4
Other: 100.0: 14.2 23.6 14.2 56.4 50.9 84.8 88.7: 15.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 78 98 81 98 74 225 226:
Old : 307: 91 95 76 94 69 218 215:
Other: 145: 31 36 23 65 32 113 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 : 16.4 24.3 24.7 29.8 14.9 19.6 21.4 25.1
Old : 16.7 24.3 24.5 31.0 16.3 21.4 22.8 28.1
Other: 22.5 35.3 36.1 51.0 22.0 31.6 34.6 43.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 01, 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 : 11,665: 1,863 4,649 662 7,095 4,606 9,620 9,917: 2,045 1,748
Old : 11,471: 1,972 4,731 471 7,052 4,564 9,495 9,766: 1,976 1,705
Other: 194: 82 109 0 43 42 125 151: 69 43
: : :
: : Changes in Commitments from: February 23, 2016 :
: -718: 371 17 -489 -425 -368 -543 -840: -175 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.9 5.7 60.8 39.5 82.5 85.0: 17.5 15.0
Old : 100.0: 17.2 41.2 4.1 61.5 39.8 82.8 85.1: 17.2 14.9
Other: 100.0: 42.3 56.2 0.0 22.2 21.6 64.4 77.8: 35.6 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 20 28 16 19 9 50 45:
Old : 74: 21 29 14 18 9 49 43:
Other: 13: 1 6 0 2 4 3 10:
:----------------------------------------------------------------------------------------------------
: 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 40.1 55.5 52.5 45.5 39.7 53.9 49.8
Old : 46.6 40.7 56.3 53.4 46.3 40.4 55.1 50.7
Other: 64.4 51.0 64.4 76.8 64.4 51.0 64.4 76.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 01, 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 : 1,068,941: 190,051 228,093 26,527 736,508 664,937 953,086 919,557: 115,855 149,384
Old : 1,068,941: 190,051 228,093 26,527 736,508 664,937 953,086 919,557: 115,855 149,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -80,589: -3,428 -13,593 -8,505 -39,453 -50,408 -51,386 -72,506: -29,203 -8,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 21.3 2.5 68.9 62.2 89.2 86.0: 10.8 14.0
Old : 100.0: 17.8 21.3 2.5 68.9 62.2 89.2 86.0: 10.8 14.0
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 : 248: 47 57 36 101 103 171 174:
Old : 248: 47 57 36 101 103 171 174:
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 : 23.1 17.8 34.3 27.2 22.6 16.1 32.0 24.7
Old : 23.1 17.8 34.3 27.2 22.6 16.1 32.0 24.7
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 - Futures Only, March 01, 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 : 2,909,117: 475,157 472,603 130,836 1,932,900 1,883,228 2,538,893 2,486,667: 370,224 422,450
Old : 2,909,117: 475,157 472,603 130,836 1,932,900 1,883,228 2,538,893 2,486,667: 370,224 422,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -177,422: -62,380 19,725 33,050 -106,443 -208,428 -135,773 -155,653: -41,649 -21,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.2 4.5 66.4 64.7 87.3 85.5: 12.7 14.5
Old : 100.0: 16.3 16.2 4.5 66.4 64.7 87.3 85.5: 12.7 14.5
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 : 353: 78 80 58 138 152 251 255:
Old : 353: 78 80 58 138 152 251 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 19.8 40.5 28.0 28.3 17.0 35.4 22.5
Old : 30.9 19.8 40.5 28.0 28.3 17.0 35.4 22.5
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 - Futures Only, March 01, 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 : 2,644,923: 293,216 420,767 97,182 1,974,659 1,772,152 2,365,057 2,290,101: 279,866 354,822
Old : 2,644,923: 293,216 420,767 97,182 1,974,659 1,772,152 2,365,057 2,290,101: 279,866 354,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -53,035: -19,798 -10,010 32,307 -10,979 -27,648 1,530 -5,351: -54,565 -47,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.9 3.7 74.7 67.0 89.4 86.6: 10.6 13.4
Old : 100.0: 11.1 15.9 3.7 74.7 67.0 89.4 86.6: 10.6 13.4
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 : 277: 49 61 41 105 133 177 213:
Old : 277: 49 61 41 105 133 177 213:
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 : 34.7 16.3 44.9 27.0 30.8 14.9 38.4 23.8
Old : 34.7 16.3 44.9 27.0 30.8 14.9 38.4 23.8
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 - Futures Only, March 01, 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 : 725,225: 32,567 75,198 115,691 553,324 492,501 701,582 683,390: 23,643 41,835
Old : 725,225: 32,567 75,198 115,691 553,324 492,501 701,582 683,390: 23,643 41,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -60,949: 1,513 -35,615 1,471 -65,694 -27,154 -62,710 -61,298: 1,761 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.4 16.0 76.3 67.9 96.7 94.2: 3.3 5.8
Old : 100.0: 4.5 10.4 16.0 76.3 67.9 96.7 94.2: 3.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 14 33 29 43 49 76 93:
Old : 100: 14 33 29 43 49 76 93:
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 : 49.8 31.9 63.9 44.6 37.1 16.0 41.1 24.5
Old : 49.8 31.9 63.9 44.6 37.1 16.0 41.1 24.5
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 - Futures Only, March 01, 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 : 31,216: 7,514 5,414 368 17,662 18,615 25,544 24,397: 5,672 6,819
Old : 31,216: 7,514 5,414 368 17,662 18,615 25,544 24,397: 5,672 6,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,264: 686 -153 100 599 2,944 1,384 2,892: 880 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.3 1.2 56.6 59.6 81.8 78.2: 18.2 21.8
Old : 100.0: 24.1 17.3 1.2 56.6 59.6 81.8 78.2: 18.2 21.8
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 : 85: 24 12 6 33 25 60 40:
Old : 85: 24 12 6 33 25 60 40:
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 : 22.0 26.0 34.4 42.9 20.8 25.9 32.5 42.4
Old : 22.0 26.0 34.4 42.9 20.8 25.9 32.5 42.4
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 - Futures Only, March 01, 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 : 62,431: 15,028 10,827 736 35,323 37,230 51,087 48,793: 11,344 13,638
Old : 62,431: 15,028 10,827 736 35,323 37,230 51,087 48,793: 11,344 13,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 4,527: 1,371 -305 200 1,197 5,888 2,768 5,783: 1,759 -1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.3 1.2 56.6 59.6 81.8 78.2: 18.2 21.8
Old : 100.0: 24.1 17.3 1.2 56.6 59.6 81.8 78.2: 18.2 21.8
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 : 85: 24 12 6 33 25 60 40:
Old : 85: 24 12 6 33 25 60 40:
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 : 22.0 26.0 34.4 42.9 20.8 25.9 32.5 42.4
Old : 22.0 26.0 34.4 42.9 20.8 25.9 32.5 42.4
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 - Futures Only, March 01, 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 : 18,044: 15,239 16,355 905 1,581 680 17,725 17,940: 319 104
Old : 18,044: 15,239 16,355 905 1,581 680 17,725 17,940: 319 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 797: 987 875 -33 -156 0 798 842: -1 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 90.6 5.0 8.8 3.8 98.2 99.4: 1.8 0.6
Old : 100.0: 84.5 90.6 5.0 8.8 3.8 98.2 99.4: 1.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 16 14 4 1 1 18 18:
Old : 31: 16 14 4 1 1 18 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 : 81.3 57.5 93.4 84.0 76.6 57.2 85.4 82.5
Old : 81.3 57.5 93.4 84.0 76.6 57.2 85.4 82.5
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 - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,345: 22,591 12,550 593 9,058 19,065 32,242 32,208: 103 137
Old : 32,345: 22,591 12,550 593 9,058 19,065 32,242 32,208: 103 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,651: 1,388 193 316 -47 1,111 1,657 1,620: -6 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 38.8 1.8 28.0 58.9 99.7 99.6: 0.3 0.4
Old : 100.0: 69.8 38.8 1.8 28.0 58.9 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 : 47: 9 15 3 6 20 16 37:
Old : 47: 9 15 3 6 20 16 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 46.5 93.8 64.9 84.2 46.1 93.6 64.5
Old : 84.4 46.5 93.8 64.9 84.2 46.1 93.6 64.5
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 - Futures Only, March 01, 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 : 41,718: 38,700 12,121 6 2,898 29,550 41,604 41,677: 114 41
Old : 41,718: 38,700 12,121 6 2,898 29,550 41,604 41,677: 114 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,632: 2,406 -1,582 6 -761 3,264 1,651 1,688: -19 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 29.1 0.0 6.9 70.8 99.7 99.9: 0.3 0.1
Old : 100.0: 92.8 29.1 0.0 6.9 70.8 99.7 99.9: 0.3 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 : 39: 9 14 1 5 14 15 28:
Old : 39: 9 14 1 5 14 15 28:
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 : 94.3 71.3 98.1 88.5 94.3 71.2 97.5 88.4
Old : 94.3 71.3 98.1 88.5 94.3 71.2 97.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016