WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 524,685: 89,014 179,013 171,547 220,995 131,553 481,556 482,113: 43,128 42,571
Old : 273,806: 78,915 142,553 64,278 107,153 47,556 250,346 254,387: 23,460 19,419
Other: 250,879: 46,947 73,308 70,421 113,842 83,997 231,211 227,727: 19,669 23,152
: : :
: : Changes in Commitments from: March 8, 2016 :
: -4,837: -4,824 -25,512 4,112 -2,679 16,915 -3,390 -4,485: -1,447 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 34.1 32.7 42.1 25.1 91.8 91.9: 8.2 8.1
Old : 100.0: 28.8 52.1 23.5 39.1 17.4 91.4 92.9: 8.6 7.1
Other: 100.0: 18.7 29.2 28.1 45.4 33.5 92.2 90.8: 7.8 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 123 136 160 113 104 338 319:
Old : 371: 131 118 93 85 76 260 243:
Other: 299: 77 99 88 91 92 232 228:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 9.5 21.1 16.7 11.6 7.1 16.9 12.2
Old : 15.3 11.8 23.7 21.9 14.8 11.2 22.2 20.0
Other: 16.0 14.6 25.7 22.9 14.0 11.5 21.3 18.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 213,655: 49,284 71,289 37,043 105,937 80,603 192,263 188,934: 21,392 24,721
Old : 95,075: 38,190 53,742 8,102 39,068 21,903 85,360 83,747: 9,714 11,328
Other: 118,580: 24,905 31,359 15,129 66,869 58,700 106,902 105,187: 11,678 13,393
: : :
: : Changes in Commitments from: March 8, 2016 :
: -9,634: -5,323 -20,258 4,287 -8,921 5,337 -9,957 -10,633: 322 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 33.4 17.3 49.6 37.7 90.0 88.4: 10.0 11.6
Old : 100.0: 40.2 56.5 8.5 41.1 23.0 89.8 88.1: 10.2 11.9
Other: 100.0: 21.0 26.4 12.8 56.4 49.5 90.2 88.7: 9.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 54 60 58 79 74 169 166:
Old : 188: 52 48 22 58 45 121 104:
Other: 174: 44 41 33 69 66 134 123:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 20.3 22.1 30.2 10.1 15.3 18.0 22.9
Old : 14.5 24.8 26.3 38.5 14.5 24.8 26.1 38.5
Other: 17.7 28.1 29.8 37.4 12.8 18.3 22.0 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,714,437: 317,890 434,727 427,046 766,988 641,276 1,511,924 1,503,049: 202,513 211,388
Old : 1,318,030: 302,676 418,989 287,649 580,638 470,564 1,170,963 1,177,201: 147,067 140,829
Other: 396,406: 62,084 62,607 92,528 186,349 170,712 340,961 325,848: 55,445 70,559
: : :
: : Changes in Commitments from: March 8, 2016 :
: 27,321: 6,280 -31,180 16,713 2,625 42,778 25,618 28,312: 1,703 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 25.4 24.9 44.7 37.4 88.2 87.7: 11.8 12.3
Old : 100.0: 23.0 31.8 21.8 44.1 35.7 88.8 89.3: 11.2 10.7
Other: 100.0: 15.7 15.8 23.3 47.0 43.1 86.0 82.2: 14.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 192 183 223 295 296 597 606:
Old : 710: 179 184 185 278 270 549 552:
Other: 499: 90 99 91 179 246 317 392:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 9.8 17.5 16.6 7.8 7.1 12.7 11.6
Old : 11.0 10.3 18.7 17.8 10.5 8.9 17.5 15.0
Other: 18.1 18.2 27.1 25.3 12.6 10.9 18.3 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 12,778: 2,637 3,949 2,099 4,912 4,047 9,647 10,095: 3,131 2,684
Old : 9,305: 2,511 3,911 986 3,090 2,618 6,587 7,515: 2,718 1,790
Other: 3,474: 955 866 284 1,822 1,429 3,061 2,580: 413 894
: : :
: : Changes in Commitments from: March 8, 2016 :
: 60: 65 176 25 160 -165 250 36: -190 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 30.9 16.4 38.4 31.7 75.5 79.0: 24.5 21.0
Old : 100.0: 27.0 42.0 10.6 33.2 28.1 70.8 80.8: 29.2 19.2
Other: 100.0: 27.5 24.9 8.2 52.5 41.1 88.1 74.3: 11.9 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 15 8 16 11 30 33:
Old : 46: 13 15 4 14 8 28 26:
Other: 22: 3 7 6 7 10 13 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 35.8 57.4 48.6 32.6 29.8 39.3 38.9
Old : 36.5 41.0 48.0 56.0 28.5 37.2 36.8 48.9
Other: 78.4 37.0 86.6 58.1 72.0 36.3 76.0 55.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 906,462: 175,700 150,004 261,227 405,493 409,761 842,420 820,992: 64,042 85,471
Old : 673,456: 171,917 150,302 175,219 276,428 290,136 623,564 615,657: 49,892 57,799
Other: 233,006: 39,378 35,296 50,413 129,065 119,625 218,856 205,335: 14,150 27,672
: : :
: : Changes in Commitments from: March 8, 2016 :
: 30,037: 34,065 -27,640 11,193 -14,381 41,046 30,878 24,599: -841 5,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.5 28.8 44.7 45.2 92.9 90.6: 7.1 9.4
Old : 100.0: 25.5 22.3 26.0 41.0 43.1 92.6 91.4: 7.4 8.6
Other: 100.0: 16.9 15.1 21.6 55.4 51.3 93.9 88.1: 6.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 592: 172 194 248 167 183 487 499:
Old : 570: 176 188 212 151 158 444 447:
Other: 382: 106 100 117 97 144 268 299:
:----------------------------------------------------------------------------------------------------
: 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 11.9 22.3 19.6 11.7 10.2 16.7 15.8
Old : 12.1 14.1 20.3 22.1 10.0 13.2 16.8 19.3
Other: 31.2 21.6 39.1 31.7 28.5 20.9 34.4 28.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 467,437: 143,450 52,340 106,039 173,806 282,615 423,295 440,994: 44,141 26,442
Old : 387,491: 142,698 55,000 71,586 138,073 240,134 352,357 366,720: 35,134 20,771
Other: 79,946: 18,993 15,581 16,212 35,733 42,481 70,938 74,274: 9,008 5,672
: : :
: : Changes in Commitments from: March 8, 2016 :
: 42,812: 35,077 -8,817 2,645 -2,072 48,767 35,649 42,594: 7,163 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.2 22.7 37.2 60.5 90.6 94.3: 9.4 5.7
Old : 100.0: 36.8 14.2 18.5 35.6 62.0 90.9 94.6: 9.1 5.4
Other: 100.0: 23.8 19.5 20.3 44.7 53.1 88.7 92.9: 11.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 113 70 114 86 95 266 236:
Old : 322: 118 72 103 81 92 254 225:
Other: 145: 41 28 38 56 38 118 87:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 30.4 15.5 37.6 7.3 25.7 12.6 30.3
Old : 9.4 31.9 16.4 39.4 7.7 27.3 13.3 32.7
Other: 17.7 31.7 31.0 46.2 16.2 26.8 26.2 36.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 629,946: 105,796 60,553 77,438 296,048 358,818 479,282 496,810: 150,664 133,136
Old : 629,946: 105,796 60,553 77,438 296,048 358,818 479,282 496,810: 150,664 133,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -14,089: 4,653 -4,909 8,830 -16,191 -11,045 -2,708 -7,123: -11,381 -6,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.6 12.3 47.0 57.0 76.1 78.9: 23.9 21.1
Old : 100.0: 16.8 9.6 12.3 47.0 57.0 76.1 78.9: 23.9 21.1
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 : 154: 39 32 44 64 74 123 130:
Old : 154: 39 32 44 64 74 123 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 17.9 24.6 26.8 10.9 13.5 17.1 19.4
Old : 16.4 17.9 24.6 26.8 10.9 13.5 17.1 19.4
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 621,938: 48,148 147,744 9,894 421,784 382,146 479,826 539,784: 142,112 82,154
Old : 621,938: 48,148 147,744 9,894 421,784 382,146 479,826 539,784: 142,112 82,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2,900: 74 3,320 -1,868 3,024 -2,026 1,230 -574: -4,130 -2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.8 1.6 67.8 61.4 77.2 86.8: 22.8 13.2
Old : 100.0: 7.7 23.8 1.6 67.8 61.4 77.2 86.8: 22.8 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 : 93: 11 14 9 55 48 71 66:
Old : 93: 11 14 9 55 48 71 66:
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 : 25.8 45.7 38.7 56.2 23.4 45.2 33.3 55.0
Old : 25.8 45.7 38.7 56.2 23.4 45.2 33.3 55.0
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 4,261: 715 1,041 694 2,586 2,290 3,995 4,025: 266 236
Old : 4,261: 715 1,041 694 2,586 2,290 3,995 4,025: 266 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 237: -36 -69 251 92 74 307 256: -70 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 24.4 16.3 60.7 53.7 93.8 94.5: 6.2 5.5
Old : 100.0: 16.8 24.4 16.3 60.7 53.7 93.8 94.5: 6.2 5.5
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 : 28: 7 7 3 11 11 19 20:
Old : 28: 7 7 3 11 11 19 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 : 57.4 56.0 76.1 77.1 47.2 45.0 60.9 56.5
Old : 57.4 56.0 76.1 77.1 47.2 45.0 60.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 426,711: 67,867 106,178 92,120 214,422 185,404 374,409 383,701: 52,302 43,010
Old : 341,747: 70,620 96,934 63,557 167,171 146,149 301,349 306,640: 40,398 35,107
Other: 84,965: 7,628 19,625 18,182 47,250 39,254 73,060 77,062: 11,905 7,903
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,409: 6,123 3,403 -2,695 3,564 2,922 6,993 3,630: -1,583 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 24.9 21.6 50.2 43.4 87.7 89.9: 12.3 10.1
Old : 100.0: 20.7 28.4 18.6 48.9 42.8 88.2 89.7: 11.8 10.3
Other: 100.0: 9.0 23.1 21.4 55.6 46.2 86.0 90.7: 14.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 78 101 100 106 87 242 242:
Old : 308: 88 95 95 103 80 235 230:
Other: 165: 27 51 38 74 40 133 99:
:----------------------------------------------------------------------------------------------------
: 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 25.5 22.5 31.8 11.6 19.1 17.2 23.9
Old : 13.8 25.3 22.0 31.8 12.6 21.2 18.8 27.2
Other: 20.2 30.6 32.3 47.9 17.4 26.3 26.6 36.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 13,440: 1,713 4,578 1,637 7,815 5,275 11,165 11,491: 2,275 1,949
Old : 12,771: 1,898 4,767 1,081 7,607 5,108 10,585 10,955: 2,186 1,816
Other: 668: 218 214 154 208 168 579 535: 89 133
: : :
: : Changes in Commitments from: March 8, 2016 :
: 614: -65 -100 322 258 167 515 389: 99 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 34.1 12.2 58.1 39.3 83.1 85.5: 16.9 14.5
Old : 100.0: 14.9 37.3 8.5 59.6 40.0 82.9 85.8: 17.1 14.2
Other: 100.0: 32.5 32.0 23.0 31.1 25.1 86.7 80.1: 13.3 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 26 15 21 11 49 51:
Old : 78: 19 30 13 20 11 48 49:
Other: 17: 4 4 4 4 6 9 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 36.3 50.8 47.2 39.1 32.0 47.0 41.0
Old : 42.0 38.2 52.2 49.6 40.9 33.6 49.3 43.1
Other: 68.2 56.0 85.2 74.9 57.0 42.3 61.7 54.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 949,290: 119,275 191,689 39,414 673,333 573,925 832,021 805,027: 117,269 144,263
Old : 949,290: 119,275 191,689 39,414 673,333 573,925 832,021 805,027: 117,269 144,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -56,489: -17,015 -9,289 3,160 -42,148 -50,580 -56,004 -56,709: -485 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.2 4.2 70.9 60.5 87.6 84.8: 12.4 15.2
Old : 100.0: 12.6 20.2 4.2 70.9 60.5 87.6 84.8: 12.4 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 : 225: 39 52 37 93 99 152 168:
Old : 225: 39 52 37 93 99 152 168:
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 : 24.7 19.1 36.2 29.6 23.6 16.7 33.1 26.1
Old : 24.7 19.1 36.2 29.6 23.6 16.7 33.1 26.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 3,293,722: 427,250 443,915 423,288 2,087,542 2,011,578 2,938,080 2,878,781: 355,642 414,941
Old : 3,293,722: 427,250 443,915 423,288 2,087,542 2,011,578 2,938,080 2,878,781: 355,642 414,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -58,781: -36,153 5,102 30,784 -55,139 -92,900 -60,507 -57,014: 1,727 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.5 12.9 63.4 61.1 89.2 87.4: 10.8 12.6
Old : 100.0: 13.0 13.5 12.9 63.4 61.1 89.2 87.4: 10.8 12.6
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 : 368: 77 93 110 158 170 301 307:
Old : 368: 77 93 110 158 170 301 307:
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 16.0 33.6 23.6 23.3 13.1 28.9 17.9
Old : 25.7 16.0 33.6 23.6 23.3 13.1 28.9 17.9
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 2,635,734: 268,073 463,952 149,809 1,947,938 1,671,585 2,365,820 2,285,346: 269,915 350,389
Old : 2,635,734: 268,073 463,952 149,809 1,947,938 1,671,585 2,365,820 2,285,346: 269,915 350,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -44,552: -13,629 -3,182 15,132 -27,236 -34,403 -25,733 -22,452: -18,819 -22,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.6 5.7 73.9 63.4 89.8 86.7: 10.2 13.3
Old : 100.0: 10.2 17.6 5.7 73.9 63.4 89.8 86.7: 10.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 49 64 56 107 141 183 234:
Old : 279: 49 64 56 107 141 183 234:
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 : 32.0 14.4 42.2 23.6 27.8 13.8 36.5 22.4
Old : 32.0 14.4 42.2 23.6 27.8 13.8 36.5 22.4
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 834,770: 62,971 112,214 116,022 636,790 559,491 815,783 787,727: 18,987 47,043
Old : 834,770: 62,971 112,214 116,022 636,790 559,491 815,783 787,727: 18,987 47,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 45,138: 18,818 18,577 -8,799 36,727 32,723 46,746 42,501: -1,607 2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.4 13.9 76.3 67.0 97.7 94.4: 2.3 5.6
Old : 100.0: 7.5 13.4 13.9 76.3 67.0 97.7 94.4: 2.3 5.6
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 : 112: 16 37 27 45 58 78 105:
Old : 112: 16 37 27 45 58 78 105:
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 28.7 61.1 41.4 32.5 15.0 41.9 22.5
Old : 40.9 28.7 61.1 41.4 32.5 15.0 41.9 22.5
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 48,770: 9,856 9,448 1,623 30,860 28,437 42,339 39,508: 6,431 9,262
Old : 48,770: 9,856 9,448 1,623 30,860 28,437 42,339 39,508: 6,431 9,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 12,045: 1,171 1,943 -12 10,069 8,645 11,228 10,576: 817 1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 3.3 63.3 58.3 86.8 81.0: 13.2 19.0
Old : 100.0: 20.2 19.4 3.3 63.3 58.3 86.8 81.0: 13.2 19.0
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 : 96: 25 20 7 37 32 66 56:
Old : 96: 25 20 7 37 32 66 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 : 29.0 26.0 41.7 40.3 15.0 21.1 24.5 30.1
Old : 29.0 26.0 41.7 40.3 15.0 21.1 24.5 30.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 97,540: 19,711 18,897 3,245 61,720 56,873 84,677 79,015: 12,863 18,524
Old : 97,540: 19,711 18,897 3,245 61,720 56,873 84,677 79,015: 12,863 18,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 24,089: 2,341 3,885 -24 20,138 17,290 22,456 21,152: 1,634 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 3.3 63.3 58.3 86.8 81.0: 13.2 19.0
Old : 100.0: 20.2 19.4 3.3 63.3 58.3 86.8 81.0: 13.2 19.0
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 : 96: 25 20 7 37 32 66 56:
Old : 96: 25 20 7 37 32 66 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 : 29.0 26.0 41.7 40.3 15.0 21.1 24.5 30.1
Old : 29.0 26.0 41.7 40.3 15.0 21.1 24.5 30.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 19,022: 15,687 16,459 1,842 1,228 680 18,757 18,981: 265 41
Old : 19,022: 15,687 16,459 1,842 1,228 680 18,757 18,981: 265 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -1,811: 1,702 1,777 -3,505 0 0 -1,803 -1,728: -8 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 86.5 9.7 6.5 3.6 98.6 99.8: 1.4 0.2
Old : 100.0: 82.5 86.5 9.7 6.5 3.6 98.6 99.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 15 6 1 1 22 19:
Old : 34: 18 15 6 1 1 22 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 : 75.3 56.8 89.4 84.2 73.3 54.0 79.8 77.9
Old : 75.3 56.8 89.4 84.2 73.3 54.0 79.8 77.9
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 26,612: 20,271 13,007 321 5,920 13,162 26,512 26,490: 100 122
Old : 26,612: 20,271 13,007 321 5,920 13,162 26,512 26,490: 100 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -6,521: -2,625 220 -7 -3,875 -6,724 -6,507 -6,511: -14 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 48.9 1.2 22.2 49.5 99.6 99.5: 0.4 0.5
Old : 100.0: 76.2 48.9 1.2 22.2 49.5 99.6 99.5: 0.4 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 : 42: 9 13 1 6 16 16 29:
Old : 42: 9 13 1 6 16 16 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 : 84.1 47.1 93.6 68.0 84.1 47.1 93.6 68.0
Old : 84.1 47.1 93.6 68.0 84.1 47.1 93.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 30,032: 25,097 13,108 0 4,852 16,866 29,949 29,974: 83 58
Old : 30,032: 25,097 13,108 0 4,852 16,866 29,949 29,974: 83 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -16,387: -15,750 205 -67 -605 -16,513 -16,422 -16,375: 35 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 43.6 0.0 16.2 56.2 99.7 99.8: 0.3 0.2
Old : 100.0: 83.6 43.6 0.0 16.2 56.2 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 16 0 6 10 16 26:
Old : 40: 10 16 0 6 10 16 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 : 85.5 64.4 96.0 86.1 85.5 64.4 94.1 86.0
Old : 85.5 64.4 96.0 86.1 85.5 64.4 94.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016