WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 24, 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 : 418,296: 100,226 179,107 82,198 193,000 119,147 375,424 380,452: 42,872 37,844
Old : 408,744: 99,566 179,922 78,615 189,012 114,268 367,193 372,805: 41,551 35,939
Other: 9,552: 2,648 1,173 1,595 3,988 4,879 8,231 7,647: 1,321 1,905
: : :
: : Changes in Commitments from: May 17, 2016 :
: 22,096: -8,075 4,685 12,306 17,960 4,632 22,191 21,623: -95 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 42.8 19.7 46.1 28.5 89.8 91.0: 10.2 9.0
Old : 100.0: 24.4 44.0 19.2 46.2 28.0 89.8 91.2: 10.2 8.8
Other: 100.0: 27.7 12.3 16.7 41.8 51.1 86.2 80.1: 13.8 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 126 117 111 109 89 297 267:
Old : 385: 126 119 108 107 85 292 263:
Other: 76: 21 6 6 21 33 45 44:
:----------------------------------------------------------------------------------------------------
: 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 12.9 23.4 21.9 13.7 9.8 20.8 17.2
Old : 15.7 12.7 23.8 21.9 14.1 10.0 21.5 17.6
Other: 34.9 44.4 47.8 64.5 27.7 37.0 38.1 48.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 24, 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 : 227,316: 68,418 87,505 34,037 104,750 81,736 207,205 203,278: 20,111 24,038
Old : 224,591: 68,264 87,474 33,952 102,662 80,055 204,878 201,481: 19,713 23,110
Other: 2,725: 189 66 50 2,088 1,681 2,327 1,797: 398 928
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,048: -3,242 1,862 1,934 2,560 -2,865 1,252 931: 796 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 38.5 15.0 46.1 36.0 91.2 89.4: 8.8 10.6
Old : 100.0: 30.4 38.9 15.1 45.7 35.6 91.2 89.7: 8.8 10.3
Other: 100.0: 6.9 2.4 1.8 76.6 61.7 85.4 65.9: 14.6 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 71 65 57 88 68 182 174:
Old : 244: 72 65 57 88 67 182 173:
Other: 45: 4 7 2 15 22 21 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 : 17.7 23.0 26.4 33.2 12.1 15.9 18.7 24.8
Old : 17.6 23.3 26.2 33.6 12.1 16.4 18.8 25.5
Other: 57.0 51.0 72.6 59.1 57.0 46.6 71.0 54.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 24, 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 : 1,412,921: 403,495 220,327 201,253 677,061 805,561 1,281,809 1,227,141: 131,112 185,780
Old : 898,553: 363,397 252,039 54,467 402,667 499,394 820,531 805,900: 78,022 92,653
Other: 514,368: 162,158 90,348 24,726 274,394 306,167 461,278 421,241: 53,090 93,127
: : :
: : Changes in Commitments from: May 17, 2016 :
: 59,698: 21,434 -16,362 12,399 22,447 57,267 56,280 53,304: 3,418 6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 15.6 14.2 47.9 57.0 90.7 86.9: 9.3 13.1
Old : 100.0: 40.4 28.0 6.1 44.8 55.6 91.3 89.7: 8.7 10.3
Other: 100.0: 31.5 17.6 4.8 53.3 59.5 89.7 81.9: 10.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 192 137 182 249 313 545 554:
Old : 681: 183 141 106 204 268 448 456:
Other: 584: 128 104 66 155 281 315 425:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 16.3 20.9 24.7 10.2 10.9 17.2 17.2
Old : 13.7 20.5 24.0 31.0 13.7 19.1 24.0 29.3
Other: 21.6 19.3 32.2 26.0 16.6 13.5 25.6 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 24, 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 : 10,231: 3,093 3,892 393 2,947 3,543 6,433 7,828: 3,798 2,403
Old : 10,231: 3,093 3,892 393 2,947 3,543 6,433 7,828: 3,798 2,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -7: -12 -47 70 -490 -333 -432 -310: 425 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 38.0 3.8 28.8 34.6 62.9 76.5: 37.1 23.5
Old : 100.0: 30.2 38.0 3.8 28.8 34.6 62.9 76.5: 37.1 23.5
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: 10 15 5 13 11 26 29:
Old : 44: 10 15 5 13 11 26 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 : 36.2 38.6 46.3 51.7 33.1 36.7 40.8 47.8
Old : 36.2 38.6 46.3 51.7 33.1 36.7 40.8 47.8
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 24, 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 : 869,742: 305,638 81,061 125,117 377,808 553,743 808,563 759,921: 61,179 109,821
Old : 433,799: 214,620 94,322 28,522 156,099 270,352 399,241 393,196: 34,558 40,603
Other: 435,943: 152,227 47,948 35,386 221,709 283,391 409,322 366,725: 26,621 69,218
: : :
: : Changes in Commitments from: May 17, 2016 :
: 13,483: 4,273 5,698 -13,633 21,361 22,289 12,001 14,354: 1,482 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.3 14.4 43.4 63.7 93.0 87.4: 7.0 12.6
Old : 100.0: 49.5 21.7 6.6 36.0 62.3 92.0 90.6: 8.0 9.4
Other: 100.0: 34.9 11.0 8.1 50.9 65.0 93.9 84.1: 6.1 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 220 140 186 180 248 494 505:
Old : 614: 188 148 86 113 217 347 409:
Other: 548: 152 126 115 142 219 348 413:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.7 21.4 21.6 11.5 11.5 17.5 18.1
Old : 12.6 15.7 21.9 26.6 12.0 14.8 20.9 24.4
Other: 23.3 12.6 33.7 21.8 21.9 12.0 30.7 18.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 24, 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 : 31,449: 9,734 3,176 23 92 7,812 9,849 11,011: 21,600 20,438
Old : 5,082: 738 533 20 87 907 845 1,460: 4,237 3,622
Other: 26,367: 8,996 2,643 3 5 6,905 9,004 9,551: 17,363 16,816
: : :
: : Changes in Commitments from: May 17, 2016 :
: 409: 960 319 17 -1 159 976 495: -567 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 10.1 0.1 0.3 24.8 31.3 35.0: 68.7 65.0
Old : 100.0: 14.5 10.5 0.4 1.7 17.8 16.6 28.7: 83.4 71.3
Other: 100.0: 34.1 10.0 0.0 0.0 26.2 34.1 36.2: 65.9 63.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 3 5 21 9 34:
Old : 35: 4 10 1 4 21 8 32:
Other: 35: 4 10 2 3 21 7 33:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 12.1 31.3 17.9 31.0 12.1 31.0 17.8
Old : 15.5 14.4 16.6 21.3 15.0 14.3 15.6 20.8
Other: 34.1 12.5 34.1 18.9 34.1 12.5 34.1 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 24, 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 : 401,761: 121,130 51,525 77,034 167,937 247,158 366,101 375,717: 35,660 26,044
Old : 257,424: 112,241 70,557 23,523 101,098 144,394 236,862 238,474: 20,562 18,950
Other: 144,337: 47,037 19,116 15,363 66,839 102,764 129,239 137,243: 15,098 7,094
: : :
: : Changes in Commitments from: May 17, 2016 :
: 970: -12,501 16,914 -8,523 25,778 -10,315 4,754 -1,924: -3,784 2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.8 19.2 41.8 61.5 91.1 93.5: 8.9 6.5
Old : 100.0: 43.6 27.4 9.1 39.3 56.1 92.0 92.6: 8.0 7.4
Other: 100.0: 32.6 13.2 10.6 46.3 71.2 89.5 95.1: 10.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 96 74 100 81 65 233 205:
Old : 291: 100 79 60 71 59 196 179:
Other: 189: 58 41 35 61 48 145 106:
:----------------------------------------------------------------------------------------------------
: 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 30.9 16.1 39.0 9.2 28.8 15.8 34.9
Old : 10.3 27.1 18.3 36.9 10.3 26.0 18.3 34.7
Other: 16.2 40.9 25.6 50.8 16.0 37.1 25.2 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 24, 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 : 538,679: 130,197 57,881 11,908 231,316 316,065 373,421 385,854: 165,258 152,825
Old : 538,679: 130,197 57,881 11,908 231,316 316,065 373,421 385,854: 165,258 152,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 4,666: 6,452 -8,744 -594 -19,936 -8,041 -14,078 -17,379: 18,744 22,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.7 2.2 42.9 58.7 69.3 71.6: 30.7 28.4
Old : 100.0: 24.2 10.7 2.2 42.9 58.7 69.3 71.6: 30.7 28.4
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 : 133: 36 20 16 52 63 94 94:
Old : 133: 36 20 16 52 63 94 94:
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 : 18.5 21.9 28.0 31.7 14.9 16.9 22.6 24.6
Old : 18.5 21.9 28.0 31.7 14.9 16.9 22.6 24.6
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 24, 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 : 632,998: 50,011 140,853 8,230 427,155 402,146 485,396 551,229: 147,602 81,769
Old : 632,998: 50,011 140,853 8,230 427,155 402,146 485,396 551,229: 147,602 81,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -669: -2,020 -13,633 -2,568 -4,957 8,034 -9,545 -8,167: 8,876 7,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.3 1.3 67.5 63.5 76.7 87.1: 23.3 12.9
Old : 100.0: 7.9 22.3 1.3 67.5 63.5 76.7 87.1: 23.3 12.9
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 : 86: 12 12 7 52 48 68 63:
Old : 86: 12 12 7 52 48 68 63:
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 : 24.5 45.9 39.1 57.4 21.8 45.8 32.5 55.5
Old : 24.5 45.9 39.1 57.4 21.8 45.8 32.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 24, 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 : 5,226: 1,936 991 596 2,225 3,461 4,757 5,048: 469 178
Old : 5,226: 1,936 991 596 2,225 3,461 4,757 5,048: 469 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -47: 250 -424 138 -532 250 -144 -36: 97 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 19.0 11.4 42.6 66.2 91.0 96.6: 9.0 3.4
Old : 100.0: 37.0 19.0 11.4 42.6 66.2 91.0 96.6: 9.0 3.4
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 : 34: 12 5 3 10 14 24 20:
Old : 34: 12 5 3 10 14 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 60.7 71.2 80.0 38.6 55.4 63.0 68.7
Old : 40.9 60.7 71.2 80.0 38.6 55.4 63.0 68.7
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, May 24, 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 : 374,204: 113,838 28,826 45,084 164,941 273,097 323,863 347,007: 50,341 27,197
Old : 228,125: 87,878 29,690 14,112 91,488 166,043 193,478 209,845: 34,647 18,280
Other: 146,079: 41,399 14,575 15,533 73,453 107,054 130,385 137,162: 15,694 8,917
: : :
: : Changes in Commitments from: May 17, 2016 :
: -1,863: -198 -1,556 -3,852 3,767 2,639 -283 -2,769: -1,580 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.7 12.0 44.1 73.0 86.5 92.7: 13.5 7.3
Old : 100.0: 38.5 13.0 6.2 40.1 72.8 84.8 92.0: 15.2 8.0
Other: 100.0: 28.3 10.0 10.6 50.3 73.3 89.3 93.9: 10.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 113 47 73 92 89 240 187:
Old : 282: 105 55 41 82 82 206 161:
Other: 200: 65 31 33 71 63 153 115:
:----------------------------------------------------------------------------------------------------
: 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 35.7 19.5 45.0 12.3 33.4 17.4 39.3
Old : 14.0 34.7 21.0 44.4 14.0 33.3 21.0 42.0
Other: 17.7 40.8 29.7 51.3 15.9 36.3 26.8 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 24, 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 : 9,836: 1,726 1,569 341 5,046 6,556 7,113 8,466: 2,723 1,370
Old : 7,141: 1,754 1,303 0 3,117 4,934 4,871 6,237: 2,270 904
Other: 2,695: 299 593 14 1,929 1,622 2,242 2,229: 453 466
: : :
: : Changes in Commitments from: May 17, 2016 :
: -170: 45 -257 -71 -135 140 -161 -188: -9 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.0 3.5 51.3 66.7 72.3 86.1: 27.7 13.9
Old : 100.0: 24.6 18.2 0.0 43.6 69.1 68.2 87.3: 31.8 12.7
Other: 100.0: 11.1 22.0 0.5 71.6 60.2 83.2 82.7: 16.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 12 6 20 15 37 30:
Old : 47: 14 12 0 14 9 28 21:
Other: 26: 3 5 2 11 13 16 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 48.1 48.0 63.2 37.2 47.0 47.3 59.5
Old : 35.9 58.6 46.6 72.4 35.9 57.5 46.6 70.7
Other: 63.3 44.0 77.1 62.9 63.3 42.6 74.9 60.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 24, 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 : 1,181,337: 134,661 282,091 66,736 854,753 660,833 1,056,150 1,009,660: 125,187 171,677
Old : 1,181,337: 134,661 282,091 66,736 854,753 660,833 1,056,150 1,009,660: 125,187 171,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 49,228: -5,182 21,658 15,109 32,181 -4,156 42,108 32,611: 7,120 16,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.9 5.6 72.4 55.9 89.4 85.5: 10.6 14.5
Old : 100.0: 11.4 23.9 5.6 72.4 55.9 89.4 85.5: 10.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 44 67 42 94 114 164 198:
Old : 246: 44 67 42 94 114 164 198:
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 : 24.3 17.2 37.1 25.5 22.0 15.5 30.8 22.5
Old : 24.3 17.2 37.1 25.5 22.0 15.5 30.8 22.5
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 24, 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 : 2,826,448: 464,247 544,499 123,557 1,854,172 1,665,637 2,441,976 2,333,693: 384,472 492,755
Old : 2,826,448: 464,247 544,499 123,557 1,854,172 1,665,637 2,441,976 2,333,693: 384,472 492,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 45,955: 5,725 -26,351 17,287 -9,342 -19,482 13,670 -28,546: 32,285 74,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.3 4.4 65.6 58.9 86.4 82.6: 13.6 17.4
Old : 100.0: 16.4 19.3 4.4 65.6 58.9 86.4 82.6: 13.6 17.4
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 : 339: 77 75 72 128 150 242 261:
Old : 339: 77 75 72 128 150 242 261:
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 : 30.9 16.4 39.2 23.4 28.0 12.5 34.9 19.3
Old : 30.9 16.4 39.2 23.4 28.0 12.5 34.9 19.3
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 24, 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 : 150,582: 17,089 18,837 278 81,660 60,311 99,027 79,426: 51,555 71,156
Old : 150,582: 17,089 18,837 278 81,660 60,311 99,027 79,426: 51,555 71,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 11,601: -7,180 6,850 150 10,654 -958 3,624 6,042: 7,977 5,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.5 0.2 54.2 40.1 65.8 52.7: 34.2 47.3
Old : 100.0: 11.3 12.5 0.2 54.2 40.1 65.8 52.7: 34.2 47.3
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 : 31: 4 6 3 15 14 20 22:
Old : 31: 4 6 3 15 14 20 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 : 33.9 27.9 50.6 36.7 33.9 26.4 48.7 35.0
Old : 33.9 27.9 50.6 36.7 33.9 26.4 48.7 35.0
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 24, 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 : 2,722,744: 290,864 431,027 84,487 1,968,506 1,720,746 2,343,857 2,236,260: 378,887 486,484
Old : 2,722,744: 290,864 431,027 84,487 1,968,506 1,720,746 2,343,857 2,236,260: 378,887 486,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 104,940: -22,700 -54,687 42,709 15,177 -24,503 35,186 -36,481: 69,754 141,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.8 3.1 72.3 63.2 86.1 82.1: 13.9 17.9
Old : 100.0: 10.7 15.8 3.1 72.3 63.2 86.1 82.1: 13.9 17.9
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 : 282: 44 70 45 103 144 175 232:
Old : 282: 44 70 45 103 144 175 232:
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 : 36.2 16.2 44.6 27.0 32.6 14.4 40.1 22.5
Old : 36.2 16.2 44.6 27.0 32.6 14.4 40.1 22.5
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, May 24, 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 : 954,886: 20,109 149,980 222,466 687,494 532,831 930,069 905,277: 24,817 49,609
Old : 954,886: 20,109 149,980 222,466 687,494 532,831 930,069 905,277: 24,817 49,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 17,468: -12,626 5,235 25,692 4,697 -2,063 17,763 28,864: -295 -11,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.7 23.3 72.0 55.8 97.4 94.8: 2.6 5.2
Old : 100.0: 2.1 15.7 23.3 72.0 55.8 97.4 94.8: 2.6 5.2
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 : 129: 14 47 39 54 66 94 127:
Old : 129: 14 47 39 54 66 94 127:
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 : 35.6 26.1 54.2 37.1 26.5 9.3 34.3 14.5
Old : 35.6 26.1 54.2 37.1 26.5 9.3 34.3 14.5
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 24, 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 : 58,780: 27,353 13,677 538 23,168 34,826 51,059 49,041: 7,721 9,740
Old : 58,780: 27,353 13,677 538 23,168 34,826 51,059 49,041: 7,721 9,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,975: 3,396 -1,216 54 -492 3,296 2,959 2,134: 16 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 23.3 0.9 39.4 59.2 86.9 83.4: 13.1 16.6
Old : 100.0: 46.5 23.3 0.9 39.4 59.2 86.9 83.4: 13.1 16.6
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 : 114: 40 25 8 31 25 74 56:
Old : 114: 40 25 8 31 25 74 56:
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 : 30.8 39.0 44.7 54.3 30.6 38.8 44.6 54.0
Old : 30.8 39.0 44.7 54.3 30.6 38.8 44.6 54.0
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, May 24, 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 : 117,560: 54,706 27,353 1,076 46,336 69,652 102,118 98,081: 15,442 19,479
Old : 117,560: 54,706 27,353 1,076 46,336 69,652 102,118 98,081: 15,442 19,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 5,949: 6,792 -2,431 108 -983 6,591 5,917 4,268: 32 1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 23.3 0.9 39.4 59.2 86.9 83.4: 13.1 16.6
Old : 100.0: 46.5 23.3 0.9 39.4 59.2 86.9 83.4: 13.1 16.6
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 : 114: 40 25 8 31 25 74 56:
Old : 114: 40 25 8 31 25 74 56:
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 : 30.8 39.0 44.7 54.3 30.6 38.8 44.6 54.0
Old : 30.8 39.0 44.7 54.3 30.6 38.8 44.6 54.0
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, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,512: 16,849 17,933 925 1,243 645 19,017 19,503: 495 9
Old : 19,512: 16,849 17,933 925 1,243 645 19,017 19,503: 495 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -3,509: -3,463 -3,397 -113 8 0 -3,568 -3,510: 59 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 91.9 4.7 6.4 3.3 97.5 100.0: 2.5 0.0
Old : 100.0: 86.4 91.9 4.7 6.4 3.3 97.5 100.0: 2.5 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 : 31: 19 10 3 2 1 22 13:
Old : 31: 19 10 3 2 1 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 74.9 88.7 93.6 69.8 74.9 82.4 90.3
Old : 72.5 74.9 88.7 93.6 69.8 74.9 82.4 90.3
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 24, 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 : 28,321: 20,914 11,072 185 7,032 16,993 28,131 28,250: 190 71
Old : 28,321: 20,914 11,072 185 7,032 16,993 28,131 28,250: 190 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,801: 1,745 1,148 -110 144 784 1,779 1,822: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 39.1 0.7 24.8 60.0 99.3 99.7: 0.7 0.3
Old : 100.0: 73.8 39.1 0.7 24.8 60.0 99.3 99.7: 0.7 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: 9 13 1 6 20 15 34:
Old : 46: 9 13 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 : 85.9 49.6 95.2 68.3 85.9 49.6 94.8 68.3
Old : 85.9 49.6 95.2 68.3 85.9 49.6 94.8 68.3
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 24, 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 : 31,517: 23,923 12,376 4 7,540 18,988 31,467 31,368: 50 149
Old : 31,517: 23,923 12,376 4 7,540 18,988 31,467 31,368: 50 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,464: 938 738 4 565 756 1,507 1,498: -43 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 39.3 0.0 23.9 60.2 99.8 99.5: 0.2 0.5
Old : 100.0: 75.9 39.3 0.0 23.9 60.2 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 : 36: 7 14 1 4 12 12 26:
Old : 36: 7 14 1 4 12 12 26:
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 : 92.2 59.8 99.0 80.8 92.2 59.8 97.3 80.8
Old : 92.2 59.8 99.0 80.8 92.2 59.8 97.3 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016