WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 03, 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 : 391,040: 110,308 171,120 63,688 178,820 115,902 352,816 350,710: 38,224 40,330
Old : 385,037: 109,989 171,215 62,444 175,669 112,571 348,102 346,230: 36,935 38,807
Other: 6,003: 939 525 624 3,151 3,331 4,714 4,480: 1,289 1,523
: : :
: : Changes in Commitments from: April 26, 2016 :
: -6,105: 3,116 1,745 -5,268 -4,143 -3,581 -6,295 -7,104: 190 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 43.8 16.3 45.7 29.6 90.2 89.7: 9.8 10.3
Old : 100.0: 28.6 44.5 16.2 45.6 29.2 90.4 89.9: 9.6 10.1
Other: 100.0: 15.6 8.7 10.4 52.5 55.5 78.5 74.6: 21.5 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 121 122 104 93 93 273 269:
Old : 372: 121 122 102 92 91 270 266:
Other: 60: 13 6 5 18 28 33 38:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 13.3 24.9 22.4 14.6 10.8 22.4 18.3
Old : 16.6 13.6 25.2 22.8 15.0 11.0 22.8 18.6
Other: 36.1 42.8 52.1 57.5 35.0 37.1 48.5 48.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 03, 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 : 202,441: 63,273 71,123 24,232 95,004 83,181 182,509 178,536: 19,932 23,905
Old : 200,097: 63,295 71,231 24,001 93,280 81,627 180,576 176,859: 19,521 23,238
Other: 2,344: 174 88 35 1,724 1,554 1,933 1,677: 411 667
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,089: -907 3,936 1,686 -574 -5,338 205 284: 884 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 35.1 12.0 46.9 41.1 90.2 88.2: 9.8 11.8
Old : 100.0: 31.6 35.6 12.0 46.6 40.8 90.2 88.4: 9.8 11.6
Other: 100.0: 7.4 3.8 1.5 73.5 66.3 82.5 71.5: 17.5 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 69 60 55 80 74 175 170:
Old : 235: 70 60 54 80 74 174 170:
Other: 45: 4 6 3 12 25 19 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 22.3 25.9 31.9 12.2 14.8 19.9 23.3
Old : 16.2 22.6 25.9 32.3 12.5 15.3 20.2 24.0
Other: 57.4 44.7 73.5 59.5 57.4 44.7 73.4 59.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 03, 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 : 1,363,422: 395,375 231,061 199,998 642,688 751,824 1,238,061 1,182,883: 125,361 180,539
Old : 926,569: 376,771 253,023 68,761 401,237 505,587 846,769 827,371: 79,800 99,198
Other: 436,853: 126,683 86,117 23,158 241,451 246,237 391,292 355,512: 45,561 81,341
: : :
: : Changes in Commitments from: April 26, 2016 :
: -39,484: 3,562 7,562 -19,635 -15,199 -19,326 -31,272 -31,399: -8,212 -8,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.9 14.7 47.1 55.1 90.8 86.8: 9.2 13.2
Old : 100.0: 40.7 27.3 7.4 43.3 54.6 91.4 89.3: 8.6 10.7
Other: 100.0: 29.0 19.7 5.3 55.3 56.4 89.6 81.4: 10.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 178 145 174 245 305 519 553:
Old : 668: 167 147 110 201 269 434 465:
Other: 554: 102 109 55 155 272 286 414:
:----------------------------------------------------------------------------------------------------
: 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 15.9 22.2 24.4 10.5 9.9 17.0 15.9
Old : 13.8 20.3 23.8 30.5 13.8 18.1 23.8 28.1
Other: 25.6 18.5 36.3 25.6 20.2 14.2 29.6 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 03, 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 : 9,219: 3,075 2,962 323 3,184 3,903 6,582 7,188: 2,637 2,031
Old : 9,219: 3,075 2,962 323 3,184 3,903 6,582 7,188: 2,637 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -12: 29 -277 -9 46 203 66 -83: -78 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 32.1 3.5 34.5 42.3 71.4 78.0: 28.6 22.0
Old : 100.0: 33.4 32.1 3.5 34.5 42.3 71.4 78.0: 28.6 22.0
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 : 40: 11 12 6 14 10 28 25:
Old : 40: 11 12 6 14 10 28 25:
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 : 44.3 40.8 53.4 56.3 42.3 39.4 50.8 53.0
Old : 44.3 40.8 53.4 56.3 42.3 39.4 50.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 03, 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 : 794,400: 281,445 87,921 131,815 328,105 467,683 741,365 687,419: 53,035 106,981
Old : 460,203: 233,018 103,242 31,217 161,374 279,935 425,609 414,394: 34,594 45,809
Other: 334,197: 115,725 51,977 33,300 166,731 187,748 315,756 273,025: 18,441 61,172
: : :
: : Changes in Commitments from: April 26, 2016 :
: -13,002: 11,276 -1,168 -7,167 -14,943 -2,484 -10,834 -10,819: -2,168 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 11.1 16.6 41.3 58.9 93.3 86.5: 6.7 13.5
Old : 100.0: 50.6 22.4 6.8 35.1 60.8 92.5 90.0: 7.5 10.0
Other: 100.0: 34.6 15.6 10.0 49.9 56.2 94.5 81.7: 5.5 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 220 155 187 151 234 479 502:
Old : 632: 200 160 94 99 211 353 426:
Other: 509: 138 131 108 116 206 310 396:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 13.8 22.3 22.6 11.3 12.1 17.7 18.6
Old : 12.5 18.4 22.0 29.7 12.4 16.9 21.4 26.8
Other: 25.6 10.1 37.2 18.4 23.8 10.0 32.9 17.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 03, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,926: 12,582 1,364 24 24 4,642 12,630 6,030: 12,296 18,896
Old : 4,426: 3,589 224 23 24 489 3,636 736: 790 3,690
Other: 20,500: 8,993 1,140 1 0 4,153 8,994 5,294: 11,506 15,206
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,407: 1,915 121 -64 -358 628 1,493 685: -86 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 5.5 0.1 0.1 18.6 50.7 24.2: 49.3 75.8
Old : 100.0: 81.1 5.1 0.5 0.5 11.0 82.2 16.6: 17.8 83.4
Other: 100.0: 43.9 5.6 0.0 0.0 20.3 43.9 25.8: 56.1 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 2 2 13 7 18:
Old : 21: 5 3 1 2 13 7 17:
Other: 21: 5 3 1 0 13 5 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 11.8 50.7 17.0 48.4 11.8 50.5 16.9
Old : 81.1 11.2 82.2 14.8 80.6 11.1 81.1 14.3
Other: 41.8 12.6 43.9 18.5 41.8 12.6 43.9 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 03, 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 : 408,065: 144,247 49,516 85,729 138,087 247,287 368,063 382,532: 40,002 25,533
Old : 280,338: 139,595 69,122 31,021 83,227 162,260 253,843 262,403: 26,495 17,935
Other: 127,727: 43,424 19,166 15,936 54,860 85,027 114,220 120,129: 13,507 7,598
: : :
: : Changes in Commitments from: April 26, 2016 :
: -26,846: -21,207 10,719 -4,655 5,810 -34,854 -20,052 -28,790: -6,794 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 12.1 21.0 33.8 60.6 90.2 93.7: 9.8 6.3
Old : 100.0: 49.8 24.7 11.1 29.7 57.9 90.5 93.6: 9.5 6.4
Other: 100.0: 34.0 15.0 12.5 43.0 66.6 89.4 94.1: 10.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 102 76 107 74 73 242 213:
Old : 301: 112 79 72 63 70 208 192:
Other: 175: 49 43 32 55 45 129 102:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 29.5 16.2 37.0 9.2 28.0 15.4 34.5
Old : 10.3 27.8 18.3 35.9 10.3 27.8 17.9 35.4
Other: 16.4 36.3 25.9 49.1 16.4 33.5 25.3 43.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 03, 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 : 509,896: 116,602 71,602 11,578 241,028 299,131 369,208 382,311: 140,688 127,585
Old : 509,896: 116,602 71,602 11,578 241,028 299,131 369,208 382,311: 140,688 127,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -10,177: 3,870 7,045 -778 -6,952 -10,367 -3,860 -4,100: -6,317 -6,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.0 2.3 47.3 58.7 72.4 75.0: 27.6 25.0
Old : 100.0: 22.9 14.0 2.3 47.3 58.7 72.4 75.0: 27.6 25.0
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 : 144: 34 32 24 57 62 103 106:
Old : 144: 34 32 24 57 62 103 106:
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 : 18.9 23.5 28.9 33.6 14.9 16.7 22.7 24.2
Old : 18.9 23.5 28.9 33.6 14.9 16.7 22.7 24.2
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, May 03, 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 : 621,279: 48,527 159,750 8,976 434,498 379,424 492,001 548,150: 129,278 73,129
Old : 621,279: 48,527 159,750 8,976 434,498 379,424 492,001 548,150: 129,278 73,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -804: -947 1,483 1,267 -1,123 -6,549 -803 -3,799: -1 2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.7 1.4 69.9 61.1 79.2 88.2: 20.8 11.8
Old : 100.0: 7.8 25.7 1.4 69.9 61.1 79.2 88.2: 20.8 11.8
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 : 97: 11 17 10 52 50 70 70:
Old : 97: 11 17 10 52 50 70 70:
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 : 25.7 44.9 41.0 54.4 22.3 44.8 33.5 54.1
Old : 25.7 44.9 41.0 54.4 22.3 44.8 33.5 54.1
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, May 03, 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 : 4,984: 1,412 1,419 443 2,770 2,980 4,625 4,842: 359 142
Old : 4,984: 1,412 1,419 443 2,770 2,980 4,625 4,842: 359 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 522: 410 261 34 91 275 535 570: -13 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 28.5 8.9 55.6 59.8 92.8 97.2: 7.2 2.8
Old : 100.0: 28.3 28.5 8.9 55.6 59.8 92.8 97.2: 7.2 2.8
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 : 35: 9 7 3 13 16 25 23:
Old : 35: 9 7 3 13 16 25 23:
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 : 46.6 60.5 74.1 81.4 45.4 57.6 67.4 68.3
Old : 46.6 60.5 74.1 81.4 45.4 57.6 67.4 68.3
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, May 03, 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 : 349,070: 98,453 39,539 41,347 160,411 239,850 300,211 320,736: 48,859 28,334
Old : 237,819: 89,209 37,683 13,135 101,035 166,729 203,379 217,547: 34,440 20,272
Other: 111,251: 22,261 14,873 15,195 59,376 73,121 96,832 103,189: 14,419 8,062
: : :
: : Changes in Commitments from: April 26, 2016 :
: -8,257: 4,431 -5,404 -7,616 -3,159 6,493 -6,344 -6,527: -1,913 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.3 11.8 46.0 68.7 86.0 91.9: 14.0 8.1
Old : 100.0: 37.5 15.8 5.5 42.5 70.1 85.5 91.5: 14.5 8.5
Other: 100.0: 20.0 13.4 13.7 53.4 65.7 87.0 92.8: 13.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 106 50 78 84 76 231 177:
Old : 268: 105 53 49 76 70 201 154:
Other: 176: 59 25 31 67 47 141 92:
:----------------------------------------------------------------------------------------------------
: 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 36.4 22.6 45.9 14.3 30.7 19.7 38.4
Old : 16.2 38.2 23.4 47.5 15.9 34.1 22.8 42.7
Other: 19.7 38.4 30.0 49.9 16.9 31.6 25.0 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 03, 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 : 9,760: 1,477 2,449 245 5,947 5,383 7,669 8,077: 2,091 1,683
Old : 7,971: 1,581 2,111 0 4,578 4,503 6,159 6,614: 1,812 1,357
Other: 1,789: 55 497 86 1,369 880 1,510 1,463: 279 326
: : :
: : Changes in Commitments from: April 26, 2016 :
: -990: 78 -810 -485 -473 449 -880 -846: -110 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.1 2.5 60.9 55.2 78.6 82.8: 21.4 17.2
Old : 100.0: 19.8 26.5 0.0 57.4 56.5 77.3 83.0: 22.7 17.0
Other: 100.0: 3.1 27.8 4.8 76.5 49.2 84.4 81.8: 15.6 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 16 4 23 21 39 40:
Old : 57: 15 14 0 22 12 37 26:
Other: 27: 1 6 2 7 15 10 22:
:----------------------------------------------------------------------------------------------------
: 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 : 42.9 40.8 52.1 55.4 42.5 40.3 50.9 51.1
Old : 39.6 47.2 50.5 64.7 39.6 46.7 49.3 61.8
Other: 69.0 40.2 83.5 59.1 68.8 37.1 73.6 54.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 03, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,056,867: 136,737 240,134 30,145 769,664 639,760 936,546 910,039: 120,321 146,828
Old : 1,056,867: 136,737 240,134 30,145 769,664 639,760 936,546 910,039: 120,321 146,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,382: -4,111 3,202 4,173 2,874 -2,174 2,936 5,201: -554 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.7 2.9 72.8 60.5 88.6 86.1: 11.4 13.9
Old : 100.0: 12.9 22.7 2.9 72.8 60.5 88.6 86.1: 11.4 13.9
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 : 247: 43 63 38 84 110 151 187:
Old : 247: 43 63 38 84 110 151 187:
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 : 28.1 18.5 41.3 27.3 27.3 18.5 36.7 26.3
Old : 28.1 18.5 41.3 27.3 27.3 18.5 36.7 26.3
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, May 03, 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 : 2,662,801: 428,182 510,202 74,694 1,838,114 1,674,006 2,340,990 2,258,902: 321,811 403,899
Old : 2,662,801: 428,182 510,202 74,694 1,838,114 1,674,006 2,340,990 2,258,902: 321,811 403,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -15,814: 5,242 23,487 -5,147 -2,740 -20,506 -2,645 -2,166: -13,169 -13,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.2 2.8 69.0 62.9 87.9 84.8: 12.1 15.2
Old : 100.0: 16.1 19.2 2.8 69.0 62.9 87.9 84.8: 12.1 15.2
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 : 355: 79 78 65 144 146 261 252:
Old : 355: 79 78 65 144 146 261 252:
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 : 32.6 18.4 40.9 26.1 29.7 14.2 37.3 20.8
Old : 32.6 18.4 40.9 26.1 29.7 14.2 37.3 20.8
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, May 03, 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 : 113,480: 15,713 11,610 0 56,716 47,038 72,429 58,648: 41,051 54,832
Old : 113,480: 15,713 11,610 0 56,716 47,038 72,429 58,648: 41,051 54,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 915: -2,801 1,100 -200 3,506 -3,753 505 -2,853: 410 3,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.2 0.0 50.0 41.5 63.8 51.7: 36.2 48.3
Old : 100.0: 13.8 10.2 0.0 50.0 41.5 63.8 51.7: 36.2 48.3
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 : 25: 4 3 0 14 12 18 15:
Old : 25: 4 3 0 14 12 18 15:
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 32.5 48.1 42.4 28.5 32.3 46.6 41.3
Old : 28.5 32.5 48.1 42.4 28.5 32.3 46.6 41.3
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, May 03, 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 : 2,462,327: 287,258 476,117 34,078 1,858,898 1,629,770 2,180,234 2,139,965: 282,093 322,362
Old : 2,462,327: 287,258 476,117 34,078 1,858,898 1,629,770 2,180,234 2,139,965: 282,093 322,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -40,699: -76,878 -5,864 299 34,826 -28,322 -41,753 -33,887: 1,054 -6,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.3 1.4 75.5 66.2 88.5 86.9: 11.5 13.1
Old : 100.0: 11.7 19.3 1.4 75.5 66.2 88.5 86.9: 11.5 13.1
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 : 276: 45 66 37 97 141 163 223:
Old : 276: 45 66 37 97 141 163 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 14.3 47.8 24.2 33.5 14.3 42.5 22.6
Old : 37.3 14.3 47.8 24.2 33.5 14.3 42.5 22.6
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, May 03, 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 : 836,320: 17,638 152,462 147,453 646,635 483,824 811,726 783,739: 24,594 52,581
Old : 836,320: 17,638 152,462 147,453 646,635 483,824 811,726 783,739: 24,594 52,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -142,269: -23,754 6,955 -3,387 -117,148 -95,146 -144,289 -91,578: 2,020 -50,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.2 17.6 77.3 57.9 97.1 93.7: 2.9 6.3
Old : 100.0: 2.1 18.2 17.6 77.3 57.9 97.1 93.7: 2.9 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 : 121: 9 46 32 48 64 83 117:
Old : 121: 9 46 32 48 64 83 117:
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 : 40.3 27.4 59.0 38.4 35.8 14.7 42.7 21.6
Old : 40.3 27.4 59.0 38.4 35.8 14.7 42.7 21.6
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, May 03, 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 : 62,293: 26,631 17,098 357 27,844 36,175 54,831 53,629: 7,462 8,664
Old : 62,293: 26,631 17,098 357 27,844 36,175 54,831 53,629: 7,462 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,425: 1,021 -2,373 99 970 4,229 2,089 1,955: -665 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 27.4 0.6 44.7 58.1 88.0 86.1: 12.0 13.9
Old : 100.0: 42.8 27.4 0.6 44.7 58.1 88.0 86.1: 12.0 13.9
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 : 110: 33 25 5 33 28 69 55:
Old : 110: 33 25 5 33 28 69 55:
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 42.2 45.8 58.1 30.6 42.0 45.7 56.7
Old : 30.6 42.2 45.8 58.1 30.6 42.0 45.7 56.7
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, May 03, 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 : 124,586: 53,261 34,196 713 55,688 72,349 109,662 107,258: 14,924 17,328
Old : 124,586: 53,261 34,196 713 55,688 72,349 109,662 107,258: 14,924 17,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,849: 2,041 -4,746 197 1,940 8,458 4,178 3,909: -1,329 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 27.4 0.6 44.7 58.1 88.0 86.1: 12.0 13.9
Old : 100.0: 42.8 27.4 0.6 44.7 58.1 88.0 86.1: 12.0 13.9
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 : 110: 33 25 5 33 28 69 55:
Old : 110: 33 25 5 33 28 69 55:
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 42.2 45.8 58.1 30.6 42.0 45.7 56.7
Old : 30.6 42.2 45.8 58.1 30.6 42.0 45.7 56.7
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, May 03, 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 : 22,019: 19,227 20,501 851 1,804 645 21,882 21,997: 137 22
Old : 22,019: 19,227 20,501 851 1,804 645 21,882 21,997: 137 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,731: 2,585 2,635 103 18 0 2,706 2,738: 25 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 93.1 3.9 8.2 2.9 99.4 99.9: 0.6 0.1
Old : 100.0: 87.3 93.1 3.9 8.2 2.9 99.4 99.9: 0.6 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 : 34: 21 11 3 2 1 24 14:
Old : 34: 21 11 3 2 1 24 14:
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 : 69.4 70.4 85.8 91.0 67.3 70.4 80.8 89.3
Old : 69.4 70.4 85.8 91.0 67.3 70.4 80.8 89.3
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, May 03, 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 : 24,465: 17,692 10,015 311 6,254 14,043 24,257 24,369: 208 96
Old : 24,465: 17,692 10,015 311 6,254 14,043 24,257 24,369: 208 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -1,009: -1,178 -1,568 -20 141 612 -1,057 -976: 48 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 40.9 1.3 25.6 57.4 99.1 99.6: 0.9 0.4
Old : 100.0: 72.3 40.9 1.3 25.6 57.4 99.1 99.6: 0.9 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 : 40: 6 14 1 4 18 11 32:
Old : 40: 6 14 1 4 18 11 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 : 88.5 51.9 98.0 71.9 88.5 51.9 96.1 71.9
Old : 88.5 51.9 98.0 71.9 88.5 51.9 96.1 71.9
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, May 03, 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 : 30,567: 21,293 13,528 1 9,197 16,918 30,491 30,447: 76 120
Old : 30,567: 21,293 13,528 1 9,197 16,918 30,491 30,447: 76 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -146: -557 384 1 431 -539 -125 -154: -21 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 44.3 0.0 30.1 55.3 99.8 99.6: 0.2 0.4
Old : 100.0: 69.7 44.3 0.0 30.1 55.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 16 1 4 11 14 28:
Old : 40: 10 16 1 4 11 14 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.1 60.3 98.0 80.7 91.1 60.3 96.2 80.7
Old : 91.1 60.3 98.0 80.7 91.1 60.3 96.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016