WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 29, 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 : 432,652: 106,256 184,168 91,365 192,421 118,490 390,042 394,023: 42,610 38,629
Old : 205,650: 82,406 143,578 12,259 88,036 32,809 182,701 188,646: 22,949 17,004
Other: 227,002: 59,984 76,724 42,972 104,385 85,681 207,341 205,377: 19,661 21,625
: : :
: : Changes in Commitments from: March 22, 2016 :
: -1,593: -2,370 -9,347 -63 -208 9,695 -2,641 285: 1,048 -1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.6 21.1 44.5 27.4 90.2 91.1: 9.8 8.9
Old : 100.0: 40.1 69.8 6.0 42.8 16.0 88.8 91.7: 11.2 8.3
Other: 100.0: 26.4 33.8 18.9 46.0 37.7 91.3 90.5: 8.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 123 114 123 101 88 292 274:
Old : 324: 117 98 34 63 57 197 172:
Other: 282: 82 86 73 80 78 207 202:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 10.8 22.1 18.4 13.2 8.4 19.6 14.9
Old : 18.9 14.8 28.9 27.8 18.6 14.8 28.4 27.6
Other: 16.2 16.0 26.1 25.5 15.0 14.0 23.4 22.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 29, 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 : 205,432: 54,599 70,895 30,746 99,123 80,552 184,468 182,193: 20,964 23,239
Old : 86,360: 42,507 56,585 1,799 32,163 18,229 76,469 76,613: 9,891 9,747
Other: 119,072: 30,348 32,566 10,691 66,960 62,323 107,999 105,580: 11,073 13,492
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,886: 1,146 2,066 1,175 -1,182 -228 1,139 3,013: 747 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 34.5 15.0 48.3 39.2 89.8 88.7: 10.2 11.3
Old : 100.0: 49.2 65.5 2.1 37.2 21.1 88.5 88.7: 11.5 11.3
Other: 100.0: 25.5 27.3 9.0 56.2 52.3 90.7 88.7: 9.3 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 64 56 70 77 75 179 182:
Old : 203: 74 42 11 48 43 124 94:
Other: 193: 48 52 33 69 68 136 136:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.2 22.6 28.9 9.7 15.4 17.1 22.6
Old : 13.0 24.9 24.0 41.0 13.0 24.9 23.6 41.0
Other: 19.5 27.5 31.2 36.7 12.6 18.8 22.5 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 29, 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 : 1,328,820: 355,259 356,977 190,969 636,625 608,932 1,182,853 1,156,878: 145,967 171,942
Old : 1,055,756: 339,115 346,026 129,019 478,538 461,634 946,672 936,679: 109,084 119,077
Other: 273,064: 59,572 54,379 18,522 158,087 147,298 236,181 220,199: 36,883 52,865
: : :
: : Changes in Commitments from: March 22, 2016 :
: -10,050: -3,491 -45,073 -7,795 2,625 37,873 -8,661 -14,995: -1,389 4,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.9 14.4 47.9 45.8 89.0 87.1: 11.0 12.9
Old : 100.0: 32.1 32.8 12.2 45.3 43.7 89.7 88.7: 10.3 11.3
Other: 100.0: 21.8 19.9 6.8 57.9 53.9 86.5 80.6: 13.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 166 157 156 246 279 488 534:
Old : 657: 169 154 122 224 253 450 476:
Other: 451: 74 75 46 130 232 228 337:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.7 19.5 20.2 10.2 10.2 16.6 16.1
Old : 13.4 13.9 22.8 22.8 13.4 13.0 22.1 21.3
Other: 25.1 22.3 35.4 29.9 19.7 15.0 27.4 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 29, 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 : 10,557: 3,495 4,173 721 3,201 3,149 7,417 8,043: 3,140 2,514
Old : 7,461: 2,947 4,138 0 1,826 1,656 4,773 5,794: 2,688 1,667
Other: 3,096: 1,042 529 227 1,375 1,493 2,644 2,249: 452 847
: : :
: : Changes in Commitments from: March 22, 2016 :
: 22: -156 41 -3 197 52 38 90: -16 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 39.5 6.8 30.3 29.8 70.3 76.2: 29.7 23.8
Old : 100.0: 39.5 55.5 0.0 24.5 22.2 64.0 77.7: 36.0 22.3
Other: 100.0: 33.7 17.1 7.3 44.4 48.2 85.4 72.6: 14.6 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 17 7 17 10 28 32:
Old : 43: 10 16 0 13 4 23 20:
Other: 23: 3 7 5 7 10 12 20:
:----------------------------------------------------------------------------------------------------
: 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 : 43.5 36.0 51.5 48.8 40.9 34.2 47.8 46.1
Old : 37.4 47.4 46.2 63.5 37.4 47.4 46.2 63.5
Other: 72.0 33.1 83.5 55.0 63.8 33.1 73.3 51.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 29, 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 : 763,700: 215,560 146,702 138,897 352,179 392,725 706,636 678,324: 57,064 85,376
Old : 557,105: 208,272 161,477 67,354 235,789 275,507 511,415 504,338: 45,690 52,767
Other: 206,595: 59,698 37,635 19,133 116,390 117,218 195,221 173,986: 11,374 32,609
: : :
: : Changes in Commitments from: March 22, 2016 :
: 13,948: 13,189 -10,404 10,817 -7,513 9,376 16,493 9,789: -2,545 4,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 19.2 18.2 46.1 51.4 92.5 88.8: 7.5 11.2
Old : 100.0: 37.4 29.0 12.1 42.3 49.5 91.8 90.5: 8.2 9.5
Other: 100.0: 28.9 18.2 9.3 56.3 56.7 94.5 84.2: 5.5 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 159 185 198 134 178 429 464:
Old : 562: 164 185 145 120 159 375 410:
Other: 378: 112 90 74 79 140 234 267:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 12.5 23.8 20.5 11.2 10.7 18.0 16.2
Old : 12.5 14.9 21.6 23.2 11.3 12.4 19.8 18.9
Other: 34.3 22.0 43.8 34.2 31.9 21.6 40.2 32.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 29, 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 : 445,293: 178,703 51,381 72,501 149,609 293,730 400,813 417,612: 44,480 27,681
Old : 362,766: 173,681 55,333 40,872 113,283 247,021 327,836 343,226: 34,930 19,540
Other: 82,527: 22,050 13,076 14,601 36,326 46,709 72,977 74,386: 9,550 8,141
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,434: 6,429 -2,621 -3,369 315 8,480 3,375 2,490: -941 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 11.5 16.3 33.6 66.0 90.0 93.8: 10.0 6.2
Old : 100.0: 47.9 15.3 11.3 31.2 68.1 90.4 94.6: 9.6 5.4
Other: 100.0: 26.7 15.8 17.7 44.0 56.6 88.4 90.1: 11.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 114 65 106 76 88 256 217:
Old : 310: 117 70 91 69 82 239 200:
Other: 153: 42 32 31 54 36 116 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 33.5 14.8 41.9 8.0 31.3 14.3 38.2
Old : 9.2 35.3 16.6 44.5 8.7 33.8 16.0 41.3
Other: 17.1 31.7 29.8 45.3 15.7 27.8 25.4 37.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 29, 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 : 504,806: 117,882 57,978 11,348 226,921 307,664 356,151 376,990: 148,655 127,816
Old : 504,806: 117,882 57,978 11,348 226,921 307,664 356,151 376,990: 148,655 127,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 12,662: 5,539 -4,364 -1,240 -3,222 13,005 1,077 7,401: 11,585 5,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 11.5 2.2 45.0 60.9 70.6 74.7: 29.4 25.3
Old : 100.0: 23.4 11.5 2.2 45.0 60.9 70.6 74.7: 29.4 25.3
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 : 143: 33 26 13 54 69 91 104:
Old : 143: 33 26 13 54 69 91 104:
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 : 16.3 22.3 26.4 32.7 12.8 17.3 20.6 25.3
Old : 16.3 22.3 26.4 32.7 12.8 17.3 20.6 25.3
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 29, 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 : 619,757: 50,002 152,140 6,486 424,357 378,644 480,845 537,270: 138,912 82,487
Old : 619,757: 50,002 152,140 6,486 424,357 378,644 480,845 537,270: 138,912 82,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,408: -441 -457 -184 1,017 1,691 392 1,050: 3,016 2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 24.5 1.0 68.5 61.1 77.6 86.7: 22.4 13.3
Old : 100.0: 8.1 24.5 1.0 68.5 61.1 77.6 86.7: 22.4 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 : 95: 11 14 8 57 50 73 67:
Old : 95: 11 14 8 57 50 73 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 : 25.4 46.3 39.8 56.4 22.7 46.3 33.9 56.1
Old : 25.4 46.3 39.8 56.4 22.7 46.3 33.9 56.1
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 29, 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 : 3,689: 356 524 827 2,158 2,096 3,341 3,447: 348 242
Old : 3,689: 356 524 827 2,158 2,096 3,341 3,447: 348 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -663: -152 -10 -90 -520 -552 -762 -652: 99 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.2 22.4 58.5 56.8 90.6 93.4: 9.4 6.6
Old : 100.0: 9.7 14.2 22.4 58.5 56.8 90.6 93.4: 9.4 6.6
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 : 25: 3 8 2 10 10 14 19:
Old : 25: 3 8 2 10 10 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 57.0 79.6 75.3 44.9 41.1 54.6 49.7
Old : 60.9 57.0 79.6 75.3 44.9 41.1 54.6 49.7
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 29, 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 : 372,474: 76,101 85,246 61,010 181,705 186,458 318,816 332,714: 53,658 39,760
Old : 294,581: 78,727 83,426 36,441 137,577 144,574 252,745 264,441: 41,836 30,140
Other: 77,893: 12,996 17,442 8,947 44,128 41,884 66,071 68,273: 11,822 9,620
: : :
: : Changes in Commitments from: March 22, 2016 :
: -4,832: -1,774 -12,695 -1,366 -5,796 7,489 -8,936 -6,572: 4,104 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.9 16.4 48.8 50.1 85.6 89.3: 14.4 10.7
Old : 100.0: 26.7 28.3 12.4 46.7 49.1 85.8 89.8: 14.2 10.2
Other: 100.0: 16.7 22.4 11.5 56.7 53.8 84.8 87.6: 15.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 83 73 89 95 73 227 204:
Old : 277: 93 74 78 89 64 216 184:
Other: 152: 41 32 20 67 38 121 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 : 15.4 27.0 22.8 33.2 12.2 21.9 18.1 27.4
Old : 15.5 27.7 22.5 35.0 13.8 24.3 20.4 31.3
Other: 22.3 31.9 34.3 46.8 20.0 28.7 31.7 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 29, 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 : 12,968: 1,928 4,926 1,105 7,330 4,734 10,363 10,765: 2,605 2,203
Old : 12,236: 2,270 5,064 553 6,919 4,597 9,742 10,214: 2,494 2,022
Other: 732: 140 344 70 411 137 621 551: 111 181
: : :
: : Changes in Commitments from: March 22, 2016 :
: 320: -151 251 78 217 -231 144 98: 176 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 38.0 8.5 56.5 36.5 79.9 83.0: 20.1 17.0
Old : 100.0: 18.6 41.4 4.5 56.5 37.6 79.6 83.5: 20.4 16.5
Other: 100.0: 19.1 47.0 9.6 56.1 18.7 84.8 75.3: 15.2 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 28 14 20 11 48 52:
Old : 80: 23 29 10 19 10 47 47:
Other: 17: 2 7 2 3 6 6 14:
:----------------------------------------------------------------------------------------------------
: 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 : 41.7 36.3 51.3 46.7 41.3 36.3 50.0 45.4
Old : 41.2 38.5 51.5 49.5 41.0 38.5 50.4 48.3
Other: 82.9 51.2 84.8 72.7 74.9 49.9 75.1 64.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 29, 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 : 942,425: 93,050 206,761 26,131 712,510 562,301 831,691 795,193: 110,734 147,232
Old : 942,425: 93,050 206,761 26,131 712,510 562,301 831,691 795,193: 110,734 147,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 17,322: -7,650 -5,829 4,174 20,488 18,171 17,012 16,516: 310 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.9 2.8 75.6 59.7 88.3 84.4: 11.7 15.6
Old : 100.0: 9.9 21.9 2.8 75.6 59.7 88.3 84.4: 11.7 15.6
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 : 226: 37 51 31 87 97 141 162:
Old : 226: 37 51 31 87 97 141 162:
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 : 27.3 17.6 40.0 26.6 25.1 16.8 35.7 24.9
Old : 27.3 17.6 40.0 26.6 25.1 16.8 35.7 24.9
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 29, 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 : 2,653,703: 448,675 465,538 71,230 1,790,966 1,719,104 2,310,871 2,255,872: 342,832 397,831
Old : 2,653,703: 448,675 465,538 71,230 1,790,966 1,719,104 2,310,871 2,255,872: 342,832 397,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 23,961: -37,287 29,681 -7,797 60,016 1,352 14,932 23,236: 9,029 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.5 2.7 67.5 64.8 87.1 85.0: 12.9 15.0
Old : 100.0: 16.9 17.5 2.7 67.5 64.8 87.1 85.0: 12.9 15.0
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 : 343: 73 79 55 127 143 229 249:
Old : 343: 73 79 55 127 143 229 249:
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 : 30.6 17.9 39.7 25.2 27.8 14.3 34.8 20.5
Old : 30.6 17.9 39.7 25.2 27.8 14.3 34.8 20.5
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 29, 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 : 2,461,580: 285,759 448,944 25,087 1,891,944 1,658,080 2,202,790 2,132,111: 258,790 329,469
Old : 2,461,580: 285,759 448,944 25,087 1,891,944 1,658,080 2,202,790 2,132,111: 258,790 329,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 81,473: 36,613 -14,815 -8,085 46,962 92,547 75,490 69,647: 5,983 11,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.2 1.0 76.9 67.4 89.5 86.6: 10.5 13.4
Old : 100.0: 11.6 18.2 1.0 76.9 67.4 89.5 86.6: 10.5 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 : 275: 46 64 30 91 139 155 215:
Old : 275: 46 64 30 91 139 155 215:
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 : 36.5 15.8 47.0 27.2 32.3 15.5 41.5 26.5
Old : 36.5 15.8 47.0 27.2 32.3 15.5 41.5 26.5
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 29, 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 : 822,071: 45,404 101,150 110,485 645,321 560,446 801,210 772,081: 20,861 49,990
Old : 822,071: 45,404 101,150 110,485 645,321 560,446 801,210 772,081: 20,861 49,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 42,973: 6,298 4,489 16,157 21,281 18,935 43,736 39,581: -763 3,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.3 13.4 78.5 68.2 97.5 93.9: 2.5 6.1
Old : 100.0: 5.5 12.3 13.4 78.5 68.2 97.5 93.9: 2.5 6.1
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 : 115: 19 34 34 46 58 83 110:
Old : 115: 19 34 34 46 58 83 110:
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 : 40.9 27.4 60.2 39.4 30.2 14.9 37.7 21.4
Old : 40.9 27.4 60.2 39.4 30.2 14.9 37.7 21.4
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 29, 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 : 50,968: 20,804 14,538 113 23,268 27,268 44,185 41,918: 6,783 9,050
Old : 50,968: 20,804 14,538 113 23,268 27,268 44,185 41,918: 6,783 9,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 5,388: 3,414 584 -124 984 4,955 4,275 5,415: 1,113 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 28.5 0.2 45.7 53.5 86.7 82.2: 13.3 17.8
Old : 100.0: 40.8 28.5 0.2 45.7 53.5 86.7 82.2: 13.3 17.8
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 : 96: 30 19 4 29 24 61 45:
Old : 96: 30 19 4 29 24 61 45:
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 39.7 50.2 56.0 34.0 39.6 50.0 56.0
Old : 34.2 39.7 50.2 56.0 34.0 39.6 50.0 56.0
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 29, 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 : 101,935: 41,608 29,075 225 46,536 54,536 88,369 83,836: 13,566 18,099
Old : 101,935: 41,608 29,075 225 46,536 54,536 88,369 83,836: 13,566 18,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 10,775: 6,828 1,167 -247 1,968 9,910 8,549 10,830: 2,226 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 28.5 0.2 45.7 53.5 86.7 82.2: 13.3 17.8
Old : 100.0: 40.8 28.5 0.2 45.7 53.5 86.7 82.2: 13.3 17.8
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 : 96: 30 19 4 29 24 61 45:
Old : 96: 30 19 4 29 24 61 45:
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 39.7 50.2 56.0 34.0 39.6 50.0 56.0
Old : 34.2 39.7 50.2 56.0 34.0 39.6 50.0 56.0
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 29, 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 : 18,436: 15,898 17,098 681 1,576 645 18,155 18,424: 281 12
Old : 18,436: 15,898 17,098 681 1,576 645 18,155 18,424: 281 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -838: -766 -763 -58 0 0 -824 -821: -14 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 92.7 3.7 8.5 3.5 98.5 99.9: 1.5 0.1
Old : 100.0: 86.2 92.7 3.7 8.5 3.5 98.5 99.9: 1.5 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 : 37: 20 15 3 2 1 23 18:
Old : 37: 20 15 3 2 1 23 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 : 64.0 54.4 84.3 86.2 62.0 54.4 78.9 84.4
Old : 64.0 54.4 84.3 86.2 62.0 54.4 78.9 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 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,888: 19,423 12,520 333 6,003 12,912 25,759 25,765: 129 123
Old : 25,888: 19,423 12,520 333 6,003 12,912 25,759 25,765: 129 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 931: 689 677 0 219 242 908 919: 23 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 48.4 1.3 23.2 49.9 99.5 99.5: 0.5 0.5
Old : 100.0: 75.0 48.4 1.3 23.2 49.9 99.5 99.5: 0.5 0.5
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 : 44: 8 14 1 6 18 15 32:
Old : 44: 8 14 1 6 18 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 47.0 94.5 66.1 85.4 47.0 94.5 66.1
Old : 85.4 47.0 94.5 66.1 85.4 47.0 94.5 66.1
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 29, 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 : 31,411: 22,926 14,552 0 8,422 16,708 31,348 31,260: 63 151
Old : 31,411: 22,926 14,552 0 8,422 16,708 31,348 31,260: 63 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,968: -982 1,861 0 2,957 4 1,975 1,865: -7 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 46.3 0.0 26.8 53.2 99.8 99.5: 0.2 0.5
Old : 100.0: 73.0 46.3 0.0 26.8 53.2 99.8 99.5: 0.2 0.5
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 : 39: 7 18 0 4 11 11 29:
Old : 39: 7 18 0 4 11 11 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 : 90.6 62.9 98.8 82.1 90.6 62.9 97.1 82.1
Old : 90.6 62.9 98.8 82.1 90.6 62.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016