WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 17, 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 : 396,200: 108,301 174,422 69,892 175,040 114,515 353,233 358,829: 42,967 37,371
Old : 388,167: 107,677 174,529 67,498 171,358 110,517 346,533 352,544: 41,634 35,623
Other: 8,033: 1,692 961 1,326 3,682 3,998 6,700 6,285: 1,333 1,748
: : :
: : Changes in Commitments from: May 10, 2016 :
: -11,502: -4,453 -8,832 423 -7,738 -2,181 -11,768 -10,590: 266 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 44.0 17.6 44.2 28.9 89.2 90.6: 10.8 9.4
Old : 100.0: 27.7 45.0 17.4 44.1 28.5 89.3 90.8: 10.7 9.2
Other: 100.0: 21.1 12.0 16.5 45.8 49.8 83.4 78.2: 16.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 131 118 114 106 87 297 271:
Old : 387: 131 119 114 105 85 296 269:
Other: 64: 15 7 6 19 29 37 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 12.3 23.2 21.4 14.7 10.6 22.1 17.8
Old : 15.6 12.1 23.6 21.5 15.1 10.8 22.6 18.0
Other: 35.6 44.8 50.7 63.4 29.0 36.8 41.4 48.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 17, 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 : 225,268: 71,660 85,643 32,103 102,190 84,601 205,953 202,347: 19,315 22,921
Old : 222,780: 71,679 85,748 31,829 100,340 82,995 203,848 200,572: 18,932 22,208
Other: 2,488: 210 124 45 1,850 1,606 2,105 1,775: 383 713
: : :
: : Changes in Commitments from: May 10, 2016 :
: 9,981: 6,207 7,441 2,233 1,826 805 10,266 10,479: -285 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 38.0 14.3 45.4 37.6 91.4 89.8: 8.6 10.2
Old : 100.0: 32.2 38.5 14.3 45.0 37.3 91.5 90.0: 8.5 10.0
Other: 100.0: 8.4 5.0 1.8 74.4 64.5 84.6 71.3: 15.4 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 77 66 57 82 66 181 172:
Old : 245: 78 66 57 82 65 181 171:
Other: 46: 5 6 3 14 24 21 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 : 18.9 24.7 28.1 34.4 12.1 16.1 19.1 24.1
Old : 18.8 24.9 28.0 34.8 12.2 16.7 19.3 24.8
Other: 58.5 49.3 73.0 61.7 58.5 46.0 72.3 58.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 17, 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 : 1,353,223: 382,061 236,689 188,854 654,614 748,294 1,225,529 1,173,837: 127,694 179,386
Old : 869,960: 350,483 252,748 50,670 391,236 473,132 792,389 776,550: 77,571 93,410
Other: 483,263: 148,589 100,952 21,173 263,378 275,162 433,140 397,287: 50,123 85,976
: : :
: : Changes in Commitments from: May 10, 2016 :
: 29,532: 9,546 -7,824 4,060 13,485 29,230 27,091 25,466: 2,441 4,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.5 14.0 48.4 55.3 90.6 86.7: 9.4 13.3
Old : 100.0: 40.3 29.1 5.8 45.0 54.4 91.1 89.3: 8.9 10.7
Other: 100.0: 30.7 20.9 4.4 54.5 56.9 89.6 82.2: 10.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 184 137 180 247 312 530 556:
Old : 668: 171 139 101 199 268 421 458:
Other: 576: 123 103 62 158 281 310 425:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 15.0 22.1 23.3 10.8 9.2 17.9 15.6
Old : 14.8 19.0 25.3 29.2 14.8 17.4 25.3 27.4
Other: 22.9 17.5 33.0 24.6 17.6 13.3 25.6 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 17, 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 : 10,238: 3,105 3,939 323 3,437 3,876 6,865 8,138: 3,373 2,100
Old : 10,238: 3,105 3,939 323 3,437 3,876 6,865 8,138: 3,373 2,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 340: -13 172 89 63 166 139 427: 201 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 38.5 3.2 33.6 37.9 67.1 79.5: 32.9 20.5
Old : 100.0: 30.3 38.5 3.2 33.6 37.9 67.1 79.5: 32.9 20.5
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 : 45: 10 17 5 13 11 25 31:
Old : 45: 10 17 5 13 11 25 31:
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 : 42.3 39.2 51.7 54.1 39.4 37.8 47.0 51.3
Old : 42.3 39.2 51.7 54.1 39.4 37.8 47.0 51.3
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 17, 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 : 856,259: 301,365 75,363 138,750 356,447 531,454 796,562 745,567: 59,697 110,692
Old : 444,300: 225,426 102,082 25,669 157,416 274,567 408,511 402,318: 35,789 41,982
Other: 411,959: 150,914 48,256 38,106 199,031 256,887 388,051 343,249: 23,908 68,710
: : :
: : Changes in Commitments from: May 10, 2016 :
: 22,131: -13,375 -9,861 2,104 29,477 31,433 18,206 23,676: 3,925 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.8 16.2 41.6 62.1 93.0 87.1: 7.0 12.9
Old : 100.0: 50.7 23.0 5.8 35.4 61.8 91.9 90.6: 8.1 9.4
Other: 100.0: 36.6 11.7 9.2 48.3 62.4 94.2 83.3: 5.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 226 150 192 167 250 505 516:
Old : 650: 197 170 81 105 217 355 424:
Other: 554: 163 123 122 134 220 356 415:
:----------------------------------------------------------------------------------------------------
: 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 12.6 20.8 22.2 11.7 11.5 17.7 18.3
Old : 12.7 16.6 21.1 27.6 12.5 16.1 20.7 25.1
Other: 22.4 11.8 32.1 20.0 20.4 11.4 29.0 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 17, 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 : 31,040: 8,774 2,857 6 93 7,653 8,873 10,516: 22,167 20,524
Old : 5,235: 495 592 0 89 872 584 1,464: 4,651 3,771
Other: 25,805: 8,284 2,270 1 4 6,781 8,289 9,052: 17,516 16,753
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,521: -8,419 341 -15 -24 1,123 -8,458 1,449: 9,979 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.2 0.0 0.3 24.7 28.6 33.9: 71.4 66.1
Old : 100.0: 9.5 11.3 0.0 1.7 16.7 11.2 28.0: 88.8 72.0
Other: 100.0: 32.1 8.8 0.0 0.0 26.3 32.1 35.1: 67.9 64.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 8 2 4 21 7 31:
Old : 32: 2 9 0 4 21 6 30:
Other: 32: 3 8 1 2 21 5 30:
:----------------------------------------------------------------------------------------------------
: 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 12.0 28.6 17.7 28.3 12.0 28.3 17.6
Old : 11.0 13.3 11.2 20.8 10.6 13.3 10.6 20.4
Other: 32.1 12.6 32.1 19.0 32.1 12.6 32.1 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 17, 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 : 400,791: 133,631 34,611 85,557 142,159 257,473 361,347 377,641: 39,444 23,150
Old : 259,499: 130,856 57,530 23,914 81,715 161,831 236,485 243,275: 23,014 16,224
Other: 141,292: 46,687 20,993 17,731 60,444 95,642 124,862 134,366: 16,430 6,926
: : :
: : Changes in Commitments from: May 10, 2016 :
: 251: -5,426 -4,853 -3,686 10,520 8,007 1,408 -532: -1,157 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.6 21.3 35.5 64.2 90.2 94.2: 9.8 5.8
Old : 100.0: 50.4 22.2 9.2 31.5 62.4 91.1 93.7: 8.9 6.3
Other: 100.0: 33.0 14.9 12.5 42.8 67.7 88.4 95.1: 11.6 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 98 60 103 76 70 235 199:
Old : 283: 105 65 65 63 64 197 172:
Other: 177: 52 41 34 57 47 135 103:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 31.7 16.2 39.0 9.5 30.7 15.9 36.4
Old : 10.8 28.5 18.8 37.6 10.8 28.5 18.8 36.6
Other: 17.4 39.9 26.8 49.7 16.5 36.9 25.4 45.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 17, 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 : 534,013: 123,745 66,625 12,502 251,252 324,106 387,499 403,233: 146,514 130,780
Old : 534,013: 123,745 66,625 12,502 251,252 324,106 387,499 403,233: 146,514 130,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 13,588: 8,742 2,353 -1,539 10,442 13,328 17,645 14,142: -4,057 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 12.5 2.3 47.0 60.7 72.6 75.5: 27.4 24.5
Old : 100.0: 23.2 12.5 2.3 47.0 60.7 72.6 75.5: 27.4 24.5
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 : 154: 33 31 22 65 72 108 115:
Old : 154: 33 31 22 65 72 108 115:
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 : 18.3 22.6 27.8 33.6 14.9 17.9 22.8 27.1
Old : 18.3 22.6 27.8 33.6 14.9 17.9 22.8 27.1
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, May 17, 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 : 633,667: 52,031 154,486 10,798 432,112 394,112 494,941 559,396: 138,726 74,271
Old : 633,667: 52,031 154,486 10,798 432,112 394,112 494,941 559,396: 138,726 74,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,217: 2,834 -1,248 -1,261 -3,644 3,645 -2,071 1,136: 4,288 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.4 1.7 68.2 62.2 78.1 88.3: 21.9 11.7
Old : 100.0: 8.2 24.4 1.7 68.2 62.2 78.1 88.3: 21.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 12 16 10 58 50 77 69:
Old : 98: 12 16 10 58 50 77 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 46.9 39.1 57.1 21.6 46.1 32.9 56.0
Old : 23.8 46.9 39.1 57.1 21.6 46.1 32.9 56.0
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 17, 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 : 5,273: 1,686 1,415 458 2,757 3,211 4,901 5,084: 372 189
Old : 5,273: 1,686 1,415 458 2,757 3,211 4,901 5,084: 372 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 25: 73 95 7 -52 -92 28 10: -3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 26.8 8.7 52.3 60.9 92.9 96.4: 7.1 3.6
Old : 100.0: 32.0 26.8 8.7 52.3 60.9 92.9 96.4: 7.1 3.6
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 : 34: 10 5 2 14 16 25 22:
Old : 34: 10 5 2 14 16 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.9 75.0 80.2 45.9 57.7 69.6 70.6
Old : 47.4 60.9 75.0 80.2 45.9 57.7 69.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 17, 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 : 376,067: 114,036 30,382 48,936 161,174 270,458 324,146 349,776: 51,921 26,291
Old : 239,262: 94,931 32,826 14,028 93,720 174,485 202,679 221,339: 36,583 17,923
Other: 136,805: 37,544 15,995 16,469 67,454 95,973 121,467 128,437: 15,338 8,368
: : :
: : Changes in Commitments from: May 10, 2016 :
: 10,906: 3,836 -4,268 4,029 2,479 12,513 10,344 12,274: 562 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.1 13.0 42.9 71.9 86.2 93.0: 13.8 7.0
Old : 100.0: 39.7 13.7 5.9 39.2 72.9 84.7 92.5: 15.3 7.5
Other: 100.0: 27.4 11.7 12.0 49.3 70.2 88.8 93.9: 11.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 116 45 79 85 81 237 185:
Old : 279: 111 56 44 75 75 204 158:
Other: 194: 67 30 33 69 52 151 104:
:----------------------------------------------------------------------------------------------------
: 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 36.3 20.0 45.2 12.5 31.4 17.8 38.6
Old : 14.5 35.9 21.2 45.3 14.5 33.0 21.2 41.6
Other: 16.9 40.9 28.1 51.5 14.1 35.0 24.4 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 17, 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 : 10,006: 1,681 1,826 412 5,181 6,416 7,274 8,654: 2,732 1,352
Old : 7,581: 1,731 1,551 15 3,533 5,115 5,279 6,681: 2,302 900
Other: 2,425: 255 580 92 1,648 1,301 1,995 1,973: 430 452
: : :
: : Changes in Commitments from: May 10, 2016 :
: 524: 114 -313 176 -264 793 26 656: 498 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.2 4.1 51.8 64.1 72.7 86.5: 27.3 13.5
Old : 100.0: 22.8 20.5 0.2 46.6 67.5 69.6 88.1: 30.4 11.9
Other: 100.0: 10.5 23.9 3.8 68.0 53.6 82.3 81.4: 17.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 16 7 21 17 39 36:
Old : 51: 14 14 1 15 10 30 24:
Other: 28: 2 6 4 11 14 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 36.3 46.2 46.0 60.9 35.7 45.1 45.2 56.8
Old : 34.5 54.8 44.4 69.8 34.5 54.2 44.4 67.8
Other: 58.8 36.8 72.0 56.5 58.8 35.1 68.7 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 17, 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 : 1,132,109: 139,843 260,433 51,627 822,572 664,989 1,014,042 977,049: 118,067 155,060
Old : 1,132,109: 139,843 260,433 51,627 822,572 664,989 1,014,042 977,049: 118,067 155,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 16,281: -8,524 21,722 9,784 15,602 -26,653 16,862 4,853: -581 11,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.0 4.6 72.7 58.7 89.6 86.3: 10.4 13.7
Old : 100.0: 12.4 23.0 4.6 72.7 58.7 89.6 86.3: 10.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 44 64 41 93 108 163 187:
Old : 246: 44 64 41 93 108 163 187:
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 : 26.7 20.3 39.2 30.1 24.2 17.9 33.7 26.4
Old : 26.7 20.3 39.2 30.1 24.2 17.9 33.7 26.4
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 17, 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 : 2,780,493: 458,522 570,850 106,270 1,863,514 1,685,119 2,428,306 2,362,239: 352,187 418,254
Old : 2,780,493: 458,522 570,850 106,270 1,863,514 1,685,119 2,428,306 2,362,239: 352,187 418,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 24,384: 28,519 61,587 -7,808 -13,685 -33,591 7,026 20,188: 17,358 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.5 3.8 67.0 60.6 87.3 85.0: 12.7 15.0
Old : 100.0: 16.5 20.5 3.8 67.0 60.6 87.3 85.0: 12.7 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 : 365: 82 81 74 138 156 265 266:
Old : 365: 82 81 74 138 156 265 266:
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 : 31.2 16.8 38.6 24.5 28.5 13.0 35.1 19.9
Old : 31.2 16.8 38.6 24.5 28.5 13.0 35.1 19.9
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 17, 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 : 138,981: 24,269 11,987 128 71,006 61,269 95,403 73,384: 43,578 65,597
Old : 138,981: 24,269 11,987 128 71,006 61,269 95,403 73,384: 43,578 65,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 14,591: 8,857 -153 128 5,553 11,801 14,538 11,776: 53 2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.6 0.1 51.1 44.1 68.6 52.8: 31.4 47.2
Old : 100.0: 17.5 8.6 0.1 51.1 44.1 68.6 52.8: 31.4 47.2
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 : 27: 4 3 2 15 15 20 19:
Old : 27: 4 3 2 15 15 20 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 : 32.3 31.4 51.7 40.5 32.2 30.9 50.7 39.3
Old : 32.3 31.4 51.7 40.5 32.2 30.9 50.7 39.3
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 17, 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 : 2,617,804: 313,564 485,714 41,778 1,953,329 1,745,249 2,308,671 2,272,741: 309,133 345,063
Old : 2,617,804: 313,564 485,714 41,778 1,953,329 1,745,249 2,308,671 2,272,741: 309,133 345,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 43,176: 41,573 -32,390 130 496 74,033 42,199 41,773: 977 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.6 1.6 74.6 66.7 88.2 86.8: 11.8 13.2
Old : 100.0: 12.0 18.6 1.6 74.6 66.7 88.2 86.8: 11.8 13.2
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 : 290: 41 74 40 103 148 169 237:
Old : 290: 41 74 40 103 148 169 237:
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 : 35.7 14.8 45.2 25.5 32.2 14.7 40.4 23.3
Old : 35.7 14.8 45.2 25.5 32.2 14.7 40.4 23.3
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 17, 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 : 937,418: 32,735 144,745 196,774 682,797 534,894 912,306 876,413: 25,112 61,005
Old : 937,418: 32,735 144,745 196,774 682,797 534,894 912,306 876,413: 25,112 61,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 6,177: 2,618 3,604 -371 3,348 491 5,595 3,724: 582 2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 15.4 21.0 72.8 57.1 97.3 93.5: 2.7 6.5
Old : 100.0: 3.5 15.4 21.0 72.8 57.1 97.3 93.5: 2.7 6.5
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 : 126: 16 42 32 49 67 84 123:
Old : 126: 16 42 32 49 67 84 123:
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 : 38.5 23.4 57.3 35.4 29.5 9.6 37.4 16.7
Old : 38.5 23.4 57.3 35.4 29.5 9.6 37.4 16.7
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 17, 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 : 55,806: 23,957 14,892 484 23,660 31,531 48,101 46,907: 7,705 8,899
Old : 55,806: 23,957 14,892 484 23,660 31,531 48,101 46,907: 7,705 8,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -9,254: -4,797 -1,636 -18 -3,328 -7,498 -8,142 -9,151: -1,113 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 26.7 0.9 42.4 56.5 86.2 84.1: 13.8 15.9
Old : 100.0: 42.9 26.7 0.9 42.4 56.5 86.2 84.1: 13.8 15.9
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 : 105: 31 25 5 31 26 66 53:
Old : 105: 31 25 5 31 26 66 53:
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 : 31.8 44.1 45.9 58.4 31.6 43.9 45.7 58.1
Old : 31.8 44.1 45.9 58.4 31.6 43.9 45.7 58.1
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 17, 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 : 111,611: 47,914 29,784 968 47,319 63,061 96,201 93,813: 15,410 17,798
Old : 111,611: 47,914 29,784 968 47,319 63,061 96,201 93,813: 15,410 17,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -18,508: -9,593 -3,271 -35 -6,655 -14,995 -16,283 -18,301: -2,225 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 26.7 0.9 42.4 56.5 86.2 84.1: 13.8 15.9
Old : 100.0: 42.9 26.7 0.9 42.4 56.5 86.2 84.1: 13.8 15.9
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 : 105: 31 25 5 31 26 66 53:
Old : 105: 31 25 5 31 26 66 53:
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 : 31.8 44.1 45.9 58.4 31.6 43.9 45.7 58.1
Old : 31.8 44.1 45.9 58.4 31.6 43.9 45.7 58.1
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 17, 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 : 23,021: 20,312 21,330 1,038 1,235 645 22,585 23,013: 436 8
Old : 23,021: 20,312 21,330 1,038 1,235 645 22,585 23,013: 436 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -161: -427 -117 4 -45 0 -468 -113: 307 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 92.7 4.5 5.4 2.8 98.1 100.0: 1.9 0.0
Old : 100.0: 88.2 92.7 4.5 5.4 2.8 98.1 100.0: 1.9 0.0
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 : 35: 23 11 3 1 1 25 14:
Old : 35: 23 11 3 1 1 25 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 : 71.2 72.8 86.5 88.6 68.3 72.8 80.9 86.5
Old : 71.2 72.8 86.5 88.6 68.3 72.8 80.9 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, May 17, 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 : 26,520: 19,169 9,924 295 6,888 16,209 26,352 26,428: 168 92
Old : 26,520: 19,169 9,924 295 6,888 16,209 26,352 26,428: 168 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,404: 1,373 -286 0 47 1,689 1,420 1,403: -16 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 37.4 1.1 26.0 61.1 99.4 99.7: 0.6 0.3
Old : 100.0: 72.3 37.4 1.1 26.0 61.1 99.4 99.7: 0.6 0.3
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 : 46: 8 14 1 6 20 15 34:
Old : 46: 8 14 1 6 20 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 47.1 95.0 67.2 84.9 47.1 94.2 67.2
Old : 84.9 47.1 95.0 67.2 84.9 47.1 94.2 67.2
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 17, 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 : 30,053: 22,985 11,638 0 6,975 18,232 29,960 29,870: 93 183
Old : 30,053: 22,985 11,638 0 6,975 18,232 29,960 29,870: 93 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 380: 1,915 -1,787 0 -1,548 2,151 367 364: 13 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 38.7 0.0 23.2 60.7 99.7 99.4: 0.3 0.6
Old : 100.0: 76.5 38.7 0.0 23.2 60.7 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 11 0 4 12 14 23:
Old : 36: 10 11 0 4 12 14 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 : 88.8 61.2 97.2 84.4 88.8 61.2 95.9 84.4
Old : 88.8 61.2 97.2 84.4 88.8 61.2 95.9 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016