WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 08, 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 : 429,740: 117,123 206,870 86,352 186,455 97,127 389,930 390,349: 39,810 39,391
Old : 229,271: 96,375 163,235 14,723 95,899 31,512 206,997 209,470: 22,274 19,801
Other: 200,469: 53,037 75,924 39,340 90,556 65,615 182,933 180,879: 17,536 19,590
: : :
: : Changes in Commitments from: March 1, 2016 :
: -7,837: -5,531 -18,133 5,635 -5,984 8,581 -5,880 -3,917: -1,957 -3,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 48.1 20.1 43.4 22.6 90.7 90.8: 9.3 9.2
Old : 100.0: 42.0 71.2 6.4 41.8 13.7 90.3 91.4: 9.7 8.6
Other: 100.0: 26.5 37.9 19.6 45.2 32.7 91.3 90.2: 8.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 133 126 116 104 90 304 281:
Old : 359: 135 108 34 74 53 223 181:
Other: 277: 80 83 65 77 74 198 192:
:----------------------------------------------------------------------------------------------------
: 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 10.5 21.5 18.3 13.5 9.8 20.5 16.7
Old : 16.5 14.6 25.1 26.6 16.3 14.3 24.7 25.7
Other: 16.5 16.1 27.0 26.2 16.0 12.4 23.9 21.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 08, 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 : 210,160: 59,917 91,388 22,195 108,347 73,830 190,459 187,413: 19,701 22,747
Old : 99,194: 42,271 65,007 2,566 44,794 20,650 89,631 88,223: 9,563 10,971
Other: 110,966: 28,241 36,976 9,034 63,553 53,180 100,828 99,190: 10,138 11,776
: : :
: : Changes in Commitments from: March 1, 2016 :
: -4,978: -2,530 -7,147 -790 -1,912 3,166 -5,232 -4,771: 254 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 43.5 10.6 51.6 35.1 90.6 89.2: 9.4 10.8
Old : 100.0: 42.6 65.5 2.6 45.2 20.8 90.4 88.9: 9.6 11.1
Other: 100.0: 25.5 33.3 8.1 57.3 47.9 90.9 89.4: 9.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 66 59 53 80 65 173 161:
Old : 199: 63 44 9 57 41 122 92:
Other: 179: 48 41 32 67 57 133 119:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 23.8 22.2 35.1 10.8 18.0 19.0 28.5
Old : 15.2 25.9 28.0 42.5 15.2 25.9 28.0 41.4
Other: 18.5 32.9 31.7 42.7 14.3 22.2 24.2 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 08, 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 : 1,356,292: 366,404 466,580 194,930 644,145 525,292 1,205,479 1,186,802: 150,813 169,490
Old : 1,103,043: 352,109 449,918 132,545 499,835 393,780 984,489 976,243: 118,554 126,800
Other: 253,249: 59,927 62,294 16,753 144,310 131,512 220,990 210,559: 32,259 42,690
: : :
: : Changes in Commitments from: March 1, 2016 :
: 30,498: 2,875 26,226 6,426 11,204 611 20,505 33,263: 9,993 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 34.4 14.4 47.5 38.7 88.9 87.5: 11.1 12.5
Old : 100.0: 31.9 40.8 12.0 45.3 35.7 89.3 88.5: 10.7 11.5
Other: 100.0: 23.7 24.6 6.6 57.0 51.9 87.3 83.1: 12.7 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 166 174 150 243 269 486 537:
Old : 682: 170 168 110 226 240 449 474:
Other: 444: 68 86 45 124 220 219 329:
:----------------------------------------------------------------------------------------------------
: 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 9.7 18.1 16.8 9.6 8.9 16.0 14.3
Old : 12.2 10.8 21.3 18.8 12.2 10.7 20.8 17.5
Other: 22.5 23.1 33.3 31.1 20.2 17.2 28.6 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 08, 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 : 11,028: 3,576 3,904 676 3,586 3,940 7,838 8,520: 3,190 2,508
Old : 8,339: 3,100 3,878 0 2,410 2,650 5,510 6,528: 2,829 1,811
Other: 2,689: 978 528 174 1,176 1,290 2,328 1,992: 361 697
: : :
: : Changes in Commitments from: March 1, 2016 :
: 489: 128 241 68 97 18 293 327: 196 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 35.4 6.1 32.5 35.7 71.1 77.3: 28.9 22.7
Old : 100.0: 37.2 46.5 0.0 28.9 31.8 66.1 78.3: 33.9 21.7
Other: 100.0: 36.4 19.6 6.5 43.7 48.0 86.6 74.1: 13.4 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 16 6 15 11 27 31:
Old : 44: 11 15 0 13 6 24 21:
Other: 21: 2 7 2 5 10 8 18:
:----------------------------------------------------------------------------------------------------
: 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 : 46.9 36.4 55.5 49.1 44.1 33.8 50.4 46.1
Old : 39.9 45.3 49.1 59.5 39.9 45.3 49.1 59.5
Other: 79.4 33.1 86.6 57.8 71.1 33.1 76.8 54.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 08, 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 : 696,854: 139,051 181,343 126,430 375,216 319,418 640,697 627,191: 56,157 69,663
Old : 524,396: 137,522 183,620 74,610 267,443 216,913 479,575 475,143: 44,821 49,253
Other: 172,458: 40,378 36,572 12,971 107,773 102,505 161,122 152,048: 11,336 20,410
: : :
: : Changes in Commitments from: March 1, 2016 :
: -4,694: 5,028 -30,671 1,365 -4,705 23,355 1,688 -5,951: -6,382 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.0 18.1 53.8 45.8 91.9 90.0: 8.1 10.0
Old : 100.0: 26.2 35.0 14.2 51.0 41.4 91.5 90.6: 8.5 9.4
Other: 100.0: 23.4 21.2 7.5 62.5 59.4 93.4 88.2: 6.6 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 131 186 183 141 159 390 443:
Old : 528: 139 194 135 130 127 347 387:
Other: 329: 99 70 63 75 123 206 229:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 12.9 28.2 21.0 17.4 12.1 24.3 18.8
Old : 15.9 14.9 25.8 22.8 13.9 14.8 23.1 22.1
Other: 40.9 27.5 50.0 39.9 39.1 27.3 47.4 39.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 08, 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 : 383,217: 114,316 58,652 75,393 157,857 223,630 347,566 357,675: 35,651 25,542
Old : 311,664: 115,563 62,767 43,095 125,627 185,737 284,285 291,599: 27,379 20,065
Other: 71,553: 16,350 13,482 14,701 32,230 37,893 63,281 66,076: 8,272 5,477
: : :
: : Changes in Commitments from: March 1, 2016 :
: 1,535: -4,373 1,137 646 5,861 3,498 2,134 5,281: -599 -3,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.3 19.7 41.2 58.4 90.7 93.3: 9.3 6.7
Old : 100.0: 37.1 20.1 13.8 40.3 59.6 91.2 93.6: 8.8 6.4
Other: 100.0: 22.9 18.8 20.5 45.0 53.0 88.4 92.3: 11.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 96 67 103 79 72 237 203:
Old : 291: 108 63 87 74 68 225 187:
Other: 141: 29 41 29 51 32 101 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 30.6 16.1 37.3 8.9 28.4 15.3 33.4
Old : 10.0 32.0 17.7 39.3 9.8 31.0 16.7 36.7
Other: 19.5 33.8 33.0 49.2 16.9 27.6 27.8 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 08, 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 : 525,655: 104,907 68,056 11,545 260,420 319,010 376,872 398,611: 148,783 127,044
Old : 525,655: 104,907 68,056 11,545 260,420 319,010 376,872 398,611: 148,783 127,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -16,863: 10,792 -1,969 -2,491 -28,190 -1,798 -19,889 -6,258: 3,026 -10,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.9 2.2 49.5 60.7 71.7 75.8: 28.3 24.2
Old : 100.0: 20.0 12.9 2.2 49.5 60.7 71.7 75.8: 28.3 24.2
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 : 150: 33 33 15 56 65 98 104:
Old : 150: 33 33 15 56 65 98 104:
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 : 20.4 21.4 29.7 32.0 16.0 16.3 23.4 22.7
Old : 20.4 21.4 29.7 32.0 16.0 16.3 23.4 22.7
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 08, 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 : 624,129: 48,074 144,409 11,732 418,578 384,172 478,384 540,313: 145,745 83,816
Old : 624,129: 48,074 144,409 11,732 418,578 384,172 478,384 540,313: 145,745 83,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 96: -1,292 2,189 3,571 -7,524 -6,026 -5,245 -266: 5,341 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.1 1.9 67.1 61.6 76.6 86.6: 23.4 13.4
Old : 100.0: 7.7 23.1 1.9 67.1 61.6 76.6 86.6: 23.4 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 : 96: 11 14 9 58 50 75 67:
Old : 96: 11 14 9 58 50 75 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 : 25.6 45.9 38.4 56.4 22.9 45.4 33.3 55.4
Old : 25.6 45.9 38.4 56.4 22.9 45.4 33.3 55.4
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 08, 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 : 4,024: 751 1,110 443 2,494 2,216 3,688 3,769: 336 255
Old : 4,024: 751 1,110 443 2,494 2,216 3,688 3,769: 336 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -184: -9 472 -224 29 -385 -204 -137: 20 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.6 11.0 62.0 55.1 91.7 93.7: 8.3 6.3
Old : 100.0: 18.7 27.6 11.0 62.0 55.1 91.7 93.7: 8.3 6.3
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: 6 9 2 11 11 18 21:
Old : 29: 6 9 2 11 11 18 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 : 56.7 52.5 73.7 75.5 48.8 45.7 62.5 58.6
Old : 56.7 52.5 73.7 75.5 48.8 45.7 62.5 58.6
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 08, 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 : 369,907: 71,444 98,528 58,559 190,027 173,566 320,030 330,653: 49,877 39,254
Old : 300,130: 74,037 93,670 36,614 150,679 138,457 261,330 268,741: 38,800 31,389
Other: 69,777: 9,585 17,036 9,767 39,348 35,109 58,700 61,912: 11,077 7,865
: : :
: : Changes in Commitments from: March 1, 2016 :
: -23,589: 503 -21,918 -4,566 -20,823 8,417 -24,886 -18,067: 1,297 -5,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.6 15.8 51.4 46.9 86.5 89.4: 13.5 10.6
Old : 100.0: 24.7 31.2 12.2 50.2 46.1 87.1 89.5: 12.9 10.5
Other: 100.0: 13.7 24.4 14.0 56.4 50.3 84.1 88.7: 15.9 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 78 90 84 98 72 228 210:
Old : 292: 92 83 76 92 65 219 194:
Other: 149: 36 36 18 66 34 111 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 : 16.6 26.8 24.2 32.6 13.5 22.1 19.9 27.6
Old : 16.2 27.4 23.8 34.3 14.5 24.5 21.1 31.3
Other: 22.7 34.9 35.8 50.1 22.2 31.7 34.3 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 08, 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 : 11,923: 2,061 4,671 721 7,019 4,839 9,801 10,231: 2,122 1,692
Old : 11,610: 2,249 4,847 357 6,963 4,796 9,569 10,000: 2,041 1,610
Other: 313: 176 188 0 56 43 232 231: 81 82
: : :
: : Changes in Commitments from: March 1, 2016 :
: 258: 198 22 59 -76 233 181 314: 77 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 39.2 6.0 58.9 40.6 82.2 85.8: 17.8 14.2
Old : 100.0: 19.4 41.7 3.1 60.0 41.3 82.4 86.1: 17.6 13.9
Other: 100.0: 56.2 60.1 0.0 17.9 13.7 74.1 73.8: 25.9 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 27 10 20 11 46 46:
Old : 77: 22 28 7 19 11 45 43:
Other: 14: 1 6 0 3 5 4 11:
:----------------------------------------------------------------------------------------------------
: 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 : 44.0 40.1 54.4 52.2 43.6 39.9 52.9 50.0
Old : 45.0 41.1 55.7 53.6 44.7 40.9 54.5 51.3
Other: 74.1 51.8 74.1 72.5 73.8 51.8 73.8 72.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 08, 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 : 982,783: 137,303 199,593 23,124 705,948 617,481 866,375 840,198: 116,408 142,585
Old : 982,783: 137,303 199,593 23,124 705,948 617,481 866,375 840,198: 116,408 142,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -86,158: -52,748 -28,500 -3,403 -30,560 -47,456 -86,711 -79,359: 553 -6,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 20.3 2.4 71.8 62.8 88.2 85.5: 11.8 14.5
Old : 100.0: 14.0 20.3 2.4 71.8 62.8 88.2 85.5: 11.8 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 : 232: 40 56 33 97 95 159 162:
Old : 232: 40 56 33 97 95 159 162:
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 : 25.0 19.8 37.4 29.6 23.5 16.9 34.3 26.1
Old : 25.0 19.8 37.4 29.6 23.5 16.9 34.3 26.1
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 - Futures Only, March 08, 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 : 2,801,162: 510,567 442,480 105,025 1,853,420 1,857,267 2,469,012 2,404,772: 332,150 396,390
Old : 2,801,162: 510,567 442,480 105,025 1,853,420 1,857,267 2,469,012 2,404,772: 332,150 396,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -107,955: 35,410 -30,123 -25,811 -79,480 -25,961 -69,881 -81,895: -38,074 -26,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.8 3.7 66.2 66.3 88.1 85.8: 11.9 14.2
Old : 100.0: 18.2 15.8 3.7 66.2 66.3 88.1 85.8: 11.9 14.2
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 : 356: 82 79 56 138 146 256 245:
Old : 356: 82 79 56 138 146 256 245:
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 : 29.8 20.6 38.8 29.2 26.6 17.8 33.4 23.5
Old : 29.8 20.6 38.8 29.2 26.6 17.8 33.4 23.5
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 - Futures Only, March 08, 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 : 101,730: 11,718 10,176 392 49,677 47,716 61,787 58,284: 39,943 43,446
Old : 101,730: 11,718 10,176 392 49,677 47,716 61,787 58,284: 39,943 43,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.0 0.4 48.8 46.9 60.7 57.3: 39.3 42.7
Old : 100.0: 11.5 10.0 0.4 48.8 46.9 60.7 57.3: 39.3 42.7
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 : 22: 3 2 1 12 11 16 13:
Old : 22: 3 2 1 12 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 40.7 51.1 52.7 34.2 40.6 50.9 52.3
Old : 34.2 40.7 51.1 52.7 34.2 40.6 50.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 08, 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 : 2,514,518: 293,784 459,804 47,866 1,890,310 1,644,635 2,231,960 2,152,305: 282,558 362,213
Old : 2,514,518: 293,784 459,804 47,866 1,890,310 1,644,635 2,231,960 2,152,305: 282,558 362,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -130,405: 568 39,037 -49,316 -84,349 -127,517 -133,097 -137,796: 2,692 7,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.3 1.9 75.2 65.4 88.8 85.6: 11.2 14.4
Old : 100.0: 11.7 18.3 1.9 75.2 65.4 88.8 85.6: 11.2 14.4
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 : 274: 51 64 38 99 127 172 207:
Old : 274: 51 64 38 99 127 172 207:
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 15.3 44.9 26.2 30.6 14.6 39.1 23.7
Old : 34.9 15.3 44.9 26.2 30.6 14.6 39.1 23.7
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 - Futures Only, March 08, 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 : 770,518: 44,175 93,153 108,420 597,387 524,886 749,982 726,459: 20,536 44,059
Old : 770,518: 44,175 93,153 108,420 597,387 524,886 749,982 726,459: 20,536 44,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 45,293: 11,608 17,955 -7,271 44,063 32,385 48,400 43,069: -3,107 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.1 14.1 77.5 68.1 97.3 94.3: 2.7 5.7
Old : 100.0: 5.7 12.1 14.1 77.5 68.1 97.3 94.3: 2.7 5.7
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 : 106: 16 34 28 44 54 77 99:
Old : 106: 16 34 28 44 54 77 99:
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 : 47.0 30.1 63.1 42.4 35.5 14.6 42.1 22.4
Old : 47.0 30.1 63.1 42.4 35.5 14.6 42.1 22.4
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 - Futures Only, March 08, 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 : 33,243: 8,553 7,409 435 18,765 17,899 27,752 25,743: 5,491 7,500
Old : 33,243: 8,553 7,409 435 18,765 17,899 27,752 25,743: 5,491 7,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,027: 1,039 1,996 67 1,103 -716 2,208 1,346: -181 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.3 1.3 56.4 53.8 83.5 77.4: 16.5 22.6
Old : 100.0: 25.7 22.3 1.3 56.4 53.8 83.5 77.4: 16.5 22.6
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 : 84: 20 16 6 33 26 55 46:
Old : 84: 20 16 6 33 26 55 46:
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 : 21.9 27.3 35.8 41.3 20.8 27.2 33.1 41.2
Old : 21.9 27.3 35.8 41.3 20.8 27.2 33.1 41.2
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 08, 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 : 66,485: 17,105 14,818 869 37,529 35,798 55,503 51,485: 10,982 15,000
Old : 66,485: 17,105 14,818 869 37,529 35,798 55,503 51,485: 10,982 15,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,054: 2,077 3,991 133 2,206 -1,432 4,416 2,692: -362 1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.3 1.3 56.4 53.8 83.5 77.4: 16.5 22.6
Old : 100.0: 25.7 22.3 1.3 56.4 53.8 83.5 77.4: 16.5 22.6
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 : 84: 20 16 6 33 26 55 46:
Old : 84: 20 16 6 33 26 55 46:
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 : 21.9 27.3 35.8 41.3 20.8 27.2 33.1 41.2
Old : 21.9 27.3 35.8 41.3 20.8 27.2 33.1 41.2
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 08, 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 : 20,833: 13,985 14,682 5,347 1,228 680 20,560 20,709: 273 124
Old : 20,833: 13,985 14,682 5,347 1,228 680 20,560 20,709: 273 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,789: -1,254 -1,673 4,442 -353 0 2,835 2,769: -46 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 70.5 25.7 5.9 3.3 98.7 99.4: 1.3 0.6
Old : 100.0: 67.1 70.5 25.7 5.9 3.3 98.7 99.4: 1.3 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 : 32: 17 14 7 1 1 22 18:
Old : 32: 17 14 7 1 1 22 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 : 72.1 60.5 90.6 84.1 60.4 46.5 65.9 65.5
Old : 72.1 60.5 90.6 84.1 60.4 46.5 65.9 65.5
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 08, 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 : 33,133: 22,896 12,787 328 9,795 19,886 33,019 33,001: 114 132
Old : 33,133: 22,896 12,787 328 9,795 19,886 33,019 33,001: 114 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 788: 305 237 -265 737 821 777 793: 11 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 38.6 1.0 29.6 60.0 99.7 99.6: 0.3 0.4
Old : 100.0: 69.1 38.6 1.0 29.6 60.0 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 : 44: 10 13 3 6 18 17 33:
Old : 44: 10 13 3 6 18 17 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 : 83.1 48.1 93.1 66.5 83.1 45.6 92.4 64.0
Old : 83.1 48.1 93.1 66.5 83.1 45.6 92.4 64.0
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 08, 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 : 46,419: 40,847 12,903 67 5,457 33,379 46,371 46,349: 48 70
Old : 46,419: 40,847 12,903 67 5,457 33,379 46,371 46,349: 48 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,701: 2,147 782 61 2,559 3,829 4,767 4,672: -66 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 27.8 0.1 11.8 71.9 99.9 99.8: 0.1 0.2
Old : 100.0: 88.0 27.8 0.1 11.8 71.9 99.9 99.8: 0.1 0.2
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 : 42: 13 14 1 5 14 18 29:
Old : 42: 13 14 1 5 14 18 29:
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 : 90.2 66.3 97.4 84.5 88.3 64.2 91.4 80.4
Old : 90.2 66.3 97.4 84.5 88.3 64.2 91.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016