WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 22, 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 : 434,245: 108,626 193,515 91,428 192,629 108,795 392,683 393,738: 41,562 40,507
Old : 216,750: 88,090 157,899 12,388 94,626 27,590 195,104 197,877: 21,646 18,873
Other: 217,495: 58,434 73,514 41,142 98,003 81,205 197,579 195,861: 19,916 21,634
: : :
: : Changes in Commitments from: March 15, 2016 :
: 18,575: 1,248 15,414 4,954 9,214 -4,168 15,416 16,200: 3,159 2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 44.6 21.1 44.4 25.1 90.4 90.7: 9.6 9.3
Old : 100.0: 40.6 72.8 5.7 43.7 12.7 90.0 91.3: 10.0 8.7
Other: 100.0: 26.9 33.8 18.9 45.1 37.3 90.8 90.1: 9.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 125 126 124 102 91 302 287:
Old : 346: 125 110 31 67 55 207 181:
Other: 284: 85 84 69 80 80 210 200:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.1 22.1 19.1 13.2 9.3 19.9 15.6
Old : 18.6 15.8 29.3 27.7 18.6 15.8 28.9 27.6
Other: 17.0 16.5 27.0 25.9 15.8 14.2 24.0 23.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 22, 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 : 203,546: 53,453 68,829 29,571 100,305 80,780 183,329 179,180: 20,217 24,366
Old : 88,148: 40,837 54,113 2,121 35,502 21,372 78,460 77,606: 9,688 10,542
Other: 115,398: 29,983 32,083 10,083 64,803 59,408 104,869 101,574: 10,529 13,824
: : :
: : Changes in Commitments from: March 15, 2016 :
: 4,586: -1,116 -2,506 4,341 731 1,787 3,956 3,622: 630 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 33.8 14.5 49.3 39.7 90.1 88.0: 9.9 12.0
Old : 100.0: 46.3 61.4 2.4 40.3 24.2 89.0 88.0: 11.0 12.0
Other: 100.0: 26.0 27.8 8.7 56.2 51.5 90.9 88.0: 9.1 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 58 59 62 80 71 175 172:
Old : 198: 65 45 10 51 44 118 97:
Other: 185: 45 48 35 70 65 138 129:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 20.2 22.6 31.0 9.7 15.2 17.3 23.2
Old : 14.3 26.1 25.2 43.8 14.3 26.1 24.7 43.8
Other: 19.9 29.0 31.9 38.4 13.2 19.4 23.4 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 22, 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 : 1,338,870: 358,750 402,050 198,764 634,000 571,059 1,191,514 1,171,873: 147,356 166,997
Old : 1,071,910: 337,730 388,492 139,806 482,526 423,768 960,062 952,066: 111,848 119,844
Other: 266,960: 58,686 51,224 21,292 151,474 147,291 231,452 219,807: 35,508 47,153
: : :
: : Changes in Commitments from: March 15, 2016 :
: -10,405: -595 -31,528 1,218 -8,269 20,498 -7,646 -9,812: -2,759 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 30.0 14.8 47.4 42.7 89.0 87.5: 11.0 12.5
Old : 100.0: 31.5 36.2 13.0 45.0 39.5 89.6 88.8: 10.4 11.2
Other: 100.0: 22.0 19.2 8.0 56.7 55.2 86.7 82.3: 13.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 166 162 155 251 277 493 532:
Old : 661: 171 155 123 228 245 454 472:
Other: 447: 71 77 46 130 228 227 333:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 11.2 18.6 18.6 9.8 9.7 16.2 15.6
Old : 12.8 11.8 22.0 20.6 12.8 11.8 21.3 19.6
Other: 23.3 22.7 33.8 30.7 18.7 15.9 26.5 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 22, 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 : 10,535: 3,651 4,132 724 3,004 3,097 7,379 7,953: 3,156 2,582
Old : 7,561: 3,010 4,093 0 1,786 1,702 4,796 5,795: 2,765 1,766
Other: 2,974: 1,167 565 198 1,218 1,395 2,583 2,158: 391 816
: : :
: : Changes in Commitments from: March 15, 2016 :
: -585: 108 -61 48 -850 -594 -694 -607: 109 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 39.2 6.9 28.5 29.4 70.0 75.5: 30.0 24.5
Old : 100.0: 39.8 54.1 0.0 23.6 22.5 63.4 76.6: 36.6 23.4
Other: 100.0: 39.2 19.0 6.7 41.0 46.9 86.9 72.6: 13.1 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 17 7 14 9 26 31:
Old : 42: 11 16 0 11 4 22 20:
Other: 22: 4 7 4 5 9 11 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 : 44.6 35.7 52.6 48.4 41.8 33.9 48.7 45.8
Old : 39.1 46.1 47.8 61.9 39.1 46.1 47.8 61.9
Other: 73.1 33.7 85.1 56.6 65.2 33.7 75.4 54.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 22, 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 : 749,752: 202,371 157,106 128,080 359,692 383,349 690,143 668,535: 59,609 81,217
Old : 551,734: 197,849 169,273 62,771 243,420 266,771 504,040 498,815: 47,694 52,919
Other: 198,018: 52,750 36,061 17,081 116,272 116,578 186,103 169,720: 11,915 28,298
: : :
: : Changes in Commitments from: March 15, 2016 :
: 39,239: 27,948 -3,856 6,989 -270 28,378 34,667 31,511: 4,572 7,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.0 17.1 48.0 51.1 92.0 89.2: 8.0 10.8
Old : 100.0: 35.9 30.7 11.4 44.1 48.4 91.4 90.4: 8.6 9.6
Other: 100.0: 26.6 18.2 8.6 58.7 58.9 94.0 85.7: 6.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 166 175 187 137 175 419 451:
Old : 558: 169 179 137 124 154 373 400:
Other: 361: 109 78 63 80 138 223 250:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 13.2 24.7 21.2 12.1 11.1 18.7 17.4
Old : 13.0 15.3 22.3 23.9 11.2 13.3 19.6 20.5
Other: 35.9 25.4 44.8 37.4 34.0 25.0 41.8 36.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 22, 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 : 442,859: 172,274 54,002 75,870 149,294 285,250 397,438 415,122: 45,421 27,737
Old : 363,110: 169,381 57,642 43,932 113,959 241,807 327,272 343,381: 35,838 19,729
Other: 79,749: 20,777 14,244 14,054 35,335 43,443 70,166 71,741: 9,583 8,008
: : :
: : Changes in Commitments from: March 15, 2016 :
: 24,396: 24,470 3,123 2,123 -5,080 17,184 21,513 22,430: 2,883 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 12.2 17.1 33.7 64.4 89.7 93.7: 10.3 6.3
Old : 100.0: 46.6 15.9 12.1 31.4 66.6 90.1 94.6: 9.9 5.4
Other: 100.0: 26.1 17.9 17.6 44.3 54.5 88.0 90.0: 12.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 118 68 111 78 85 261 221:
Old : 316: 126 66 96 72 80 247 205:
Other: 148: 38 37 29 54 34 111 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.2 33.0 14.7 40.9 7.8 29.6 13.8 36.2
Old : 8.8 35.1 15.9 43.6 8.3 32.4 15.0 39.5
Other: 17.7 32.3 31.0 46.8 16.3 28.2 26.0 38.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 22, 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 : 492,144: 112,343 62,342 12,588 230,143 294,659 355,074 369,589: 137,070 122,555
Old : 492,144: 112,343 62,342 12,588 230,143 294,659 355,074 369,589: 137,070 122,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -14,240: 3,711 -3,988 -1,890 -13,140 -8,904 -11,319 -14,782: -2,921 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.7 2.6 46.8 59.9 72.1 75.1: 27.9 24.9
Old : 100.0: 22.8 12.7 2.6 46.8 59.9 72.1 75.1: 27.9 24.9
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 : 155: 38 32 17 58 67 104 108:
Old : 155: 38 32 17 58 67 104 108:
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 : 17.5 22.3 27.5 32.3 13.6 16.3 21.8 24.1
Old : 17.5 22.3 27.5 32.3 13.6 16.3 21.8 24.1
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 22, 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 : 616,349: 50,443 152,597 6,670 423,340 376,953 480,453 536,220: 135,896 80,129
Old : 616,349: 50,443 152,597 6,670 423,340 376,953 480,453 536,220: 135,896 80,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -4,849: 2,295 4,845 -3,195 1,605 -5,193 705 -3,543: -5,554 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.8 1.1 68.7 61.2 78.0 87.0: 22.0 13.0
Old : 100.0: 8.2 24.8 1.1 68.7 61.2 78.0 87.0: 22.0 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 : 95: 12 15 9 55 49 72 68:
Old : 95: 12 15 9 55 49 72 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 45.6 40.2 55.8 23.8 45.6 34.8 55.5
Old : 26.3 45.6 40.2 55.8 23.8 45.6 34.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 22, 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 : 4,352: 508 534 917 2,678 2,648 4,103 4,099: 249 253
Old : 4,352: 508 534 917 2,678 2,648 4,103 4,099: 249 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 91: -207 -507 223 92 358 108 74: -17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.3 21.1 61.5 60.8 94.3 94.2: 5.7 5.8
Old : 100.0: 11.7 12.3 21.1 61.5 60.8 94.3 94.2: 5.7 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 : 26: 4 8 3 10 11 16 20:
Old : 26: 4 8 3 10 11 16 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 : 54.8 55.2 76.6 77.3 39.6 37.3 50.8 46.5
Old : 54.8 55.2 76.6 77.3 39.6 37.3 50.8 46.5
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 22, 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 : 377,306: 77,875 97,941 62,376 187,501 178,969 327,752 339,286: 49,554 38,020
Old : 302,821: 79,728 93,790 39,343 144,924 139,744 263,995 272,877: 38,826 29,944
Other: 74,485: 11,611 17,615 9,569 42,577 39,225 63,757 66,409: 10,728 8,076
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,724: 453 -4,266 8,045 -6,045 2,934 2,453 6,713: 1,271 -2,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.0 16.5 49.7 47.4 86.9 89.9: 13.1 10.1
Old : 100.0: 26.3 31.0 13.0 47.9 46.1 87.2 90.1: 12.8 9.9
Other: 100.0: 15.6 23.6 12.8 57.2 52.7 85.6 89.2: 14.4 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 87 78 91 102 76 242 212:
Old : 294: 101 72 81 96 69 229 196:
Other: 159: 41 36 19 70 36 125 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 26.2 23.5 32.1 12.6 21.2 19.1 26.8
Old : 15.5 26.9 23.0 33.8 13.7 23.5 20.2 30.4
Other: 21.2 33.2 34.0 49.0 20.0 29.9 32.6 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 22, 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 : 12,648: 2,079 4,675 1,027 7,113 4,965 10,219 10,667: 2,429 1,981
Old : 12,136: 2,374 4,868 486 6,915 4,945 9,775 10,299: 2,361 1,837
Other: 512: 193 295 53 198 20 444 368: 68 144
: : :
: : Changes in Commitments from: March 15, 2016 :
: 153: 78 97 -21 -123 -8 -66 68: 219 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 37.0 8.1 56.2 39.3 80.8 84.3: 19.2 15.7
Old : 100.0: 19.6 40.1 4.0 57.0 40.7 80.5 84.9: 19.5 15.1
Other: 100.0: 37.7 57.6 10.4 38.7 3.9 86.7 71.9: 13.3 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 27 12 19 10 46 48:
Old : 77: 21 29 8 18 10 44 45:
Other: 14: 2 5 2 3 5 6 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 : 42.6 38.6 51.9 50.2 42.2 38.6 50.4 48.4
Old : 43.1 40.2 52.7 52.3 42.8 40.2 51.6 50.7
Other: 82.0 54.3 86.7 71.1 73.8 52.1 76.2 61.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 22, 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 : 925,103: 100,700 212,590 21,957 692,022 544,130 814,679 778,677: 110,424 146,426
Old : 925,103: 100,700 212,590 21,957 692,022 544,130 814,679 778,677: 110,424 146,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,077: -20,116 21,492 -730 31,460 -19,730 10,614 1,032: -4,537 5,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.0 2.4 74.8 58.8 88.1 84.2: 11.9 15.8
Old : 100.0: 10.9 23.0 2.4 74.8 58.8 88.1 84.2: 11.9 15.8
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 : 227: 39 52 31 89 96 143 164:
Old : 227: 39 52 31 89 96 143 164:
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 : 26.9 17.7 39.1 28.2 24.6 15.5 35.1 25.6
Old : 26.9 17.7 39.1 28.2 24.6 15.5 35.1 25.6
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 22, 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 : 2,629,742: 485,962 435,857 79,027 1,730,950 1,717,752 2,295,939 2,232,636: 333,803 397,106
Old : 2,629,742: 485,962 435,857 79,027 1,730,950 1,717,752 2,295,939 2,232,636: 333,803 397,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -43,929: -15,231 -238 -14,423 -12,223 -34,923 -41,877 -49,584: -2,052 5,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 16.6 3.0 65.8 65.3 87.3 84.9: 12.7 15.1
Old : 100.0: 18.5 16.6 3.0 65.8 65.3 87.3 84.9: 12.7 15.1
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 : 364: 85 80 52 133 146 248 248:
Old : 364: 85 80 52 133 146 248 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 18.4 37.6 26.0 25.6 15.0 32.5 21.0
Old : 28.5 18.4 37.6 26.0 25.6 15.0 32.5 21.0
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 22, 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 : 95,318: 14,598 7,848 0 40,524 41,895 55,122 49,743: 40,196 45,575
Old : 95,318: 14,598 7,848 0 40,524 41,895 55,122 49,743: 40,196 45,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.2 0.0 42.5 44.0 57.8 52.2: 42.2 47.8
Old : 100.0: 15.3 8.2 0.0 42.5 44.0 57.8 52.2: 42.2 47.8
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 : 20: 3 1 0 13 9 16 10:
Old : 20: 3 1 0 13 9 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 41.0 47.0 52.0 32.3 40.9 46.8 51.5
Old : 32.5 41.0 47.0 52.0 32.3 40.9 46.8 51.5
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 22, 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 : 2,380,107: 249,146 463,759 33,172 1,844,982 1,565,533 2,127,300 2,062,464: 252,807 317,643
Old : 2,380,107: 249,146 463,759 33,172 1,844,982 1,565,533 2,127,300 2,062,464: 252,807 317,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -23,273: -27,607 11,066 -1,635 14,328 -11,780 -14,914 -2,349: -8,359 -20,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.5 1.4 77.5 65.8 89.4 86.7: 10.6 13.3
Old : 100.0: 10.5 19.5 1.4 77.5 65.8 89.4 86.7: 10.6 13.3
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 : 278: 48 65 31 99 132 165 210:
Old : 278: 48 65 31 99 132 165 210:
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 : 34.3 15.7 45.4 26.1 30.3 15.3 40.4 25.0
Old : 34.3 15.7 45.4 26.1 30.3 15.3 40.4 25.0
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 22, 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 : 779,098: 39,106 96,661 94,328 624,040 541,511 757,474 732,500: 21,624 46,598
Old : 779,098: 39,106 96,661 94,328 624,040 541,511 757,474 732,500: 21,624 46,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -36,541: -23,904 -15,393 -5,084 -10,250 -16,012 -39,238 -36,489: 2,697 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.4 12.1 80.1 69.5 97.2 94.0: 2.8 6.0
Old : 100.0: 5.0 12.4 12.1 80.1 69.5 97.2 94.0: 2.8 6.0
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 : 109: 20 30 28 44 56 78 101:
Old : 109: 20 30 28 44 56 78 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 28.4 60.9 40.9 32.2 16.5 41.1 23.1
Old : 41.6 28.4 60.9 40.9 32.2 16.5 41.1 23.1
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 22, 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 : 45,580: 17,390 13,954 236 22,284 22,313 39,910 36,503: 5,670 9,077
Old : 45,580: 17,390 13,954 236 22,284 22,313 39,910 36,503: 5,670 9,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 737: 7,690 4,668 -197 -6,112 -3,901 1,382 570: -645 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 30.6 0.5 48.9 49.0 87.6 80.1: 12.4 19.9
Old : 100.0: 38.2 30.6 0.5 48.9 49.0 87.6 80.1: 12.4 19.9
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 : 87: 22 18 6 28 24 55 44:
Old : 87: 22 18 6 28 24 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 35.8 50.6 50.9 36.2 35.8 50.2 50.6
Old : 36.6 35.8 50.6 50.9 36.2 35.8 50.2 50.6
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 - Futures Only, March 22, 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 : 91,160: 34,780 27,908 472 44,568 44,626 79,820 73,006: 11,340 18,154
Old : 91,160: 34,780 27,908 472 44,568 44,626 79,820 73,006: 11,340 18,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,474: 15,380 9,336 -394 -12,223 -7,802 2,763 1,140: -1,289 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 30.6 0.5 48.9 49.0 87.6 80.1: 12.4 19.9
Old : 100.0: 38.2 30.6 0.5 48.9 49.0 87.6 80.1: 12.4 19.9
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 : 87: 22 18 6 28 24 55 44:
Old : 87: 22 18 6 28 24 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 35.8 50.6 50.9 36.2 35.8 50.2 50.6
Old : 36.6 35.8 50.6 50.9 36.2 35.8 50.2 50.6
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 - Futures Only, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,274: 16,664 17,861 739 1,576 645 18,979 19,245: 295 29
Old : 19,274: 16,664 17,861 739 1,576 645 18,979 19,245: 295 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 252: 977 1,402 -1,103 348 -35 222 264: 30 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 92.7 3.8 8.2 3.3 98.5 99.8: 1.5 0.2
Old : 100.0: 86.5 92.7 3.8 8.2 3.3 98.5 99.8: 1.5 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 : 36: 20 14 3 2 1 23 17:
Old : 36: 20 14 3 2 1 23 17:
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 : 67.6 59.8 86.9 85.8 65.1 59.8 81.1 84.4
Old : 67.6 59.8 86.9 85.8 65.1 59.8 81.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 22, 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 : 24,957: 18,734 11,843 333 5,784 12,670 24,851 24,846: 106 111
Old : 24,957: 18,734 11,843 333 5,784 12,670 24,851 24,846: 106 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,655: -1,537 -1,164 12 -136 -492 -1,661 -1,644: 6 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 47.5 1.3 23.2 50.8 99.6 99.6: 0.4 0.4
Old : 100.0: 75.1 47.5 1.3 23.2 50.8 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 14 1 6 16 14 30:
Old : 41: 7 14 1 6 16 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 46.8 95.1 67.0 85.7 46.8 94.8 67.0
Old : 85.7 46.8 95.1 67.0 85.7 46.8 94.8 67.0
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 22, 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 : 29,443: 23,908 12,691 0 5,465 16,704 29,373 29,395: 70 48
Old : 29,443: 23,908 12,691 0 5,465 16,704 29,373 29,395: 70 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -589: -1,189 -417 0 613 -162 -576 -579: -13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 43.1 0.0 18.6 56.7 99.8 99.8: 0.2 0.2
Old : 100.0: 81.2 43.1 0.0 18.6 56.7 99.8 99.8: 0.2 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 : 38: 7 17 0 5 10 12 27:
Old : 38: 7 17 0 5 10 12 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 65.8 97.9 87.0 88.5 65.8 96.0 87.0
Old : 88.5 65.8 97.9 87.0 88.5 65.8 96.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016