WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 591,360: 87,315 210,167 208,153 246,055 129,458 541,522 547,778: 49,837 43,582
Old : 204,873: 60,986 108,326 52,450 70,063 29,384 183,499 190,160: 21,374 14,713
Other: 386,487: 68,682 144,194 113,350 175,992 100,074 358,024 357,618: 28,463 28,869
: : :
: : Changes in Commitments from: April 5, 2016 :
: 38,047: -4,074 28,252 23,727 13,959 -12,832 33,612 39,146: 4,435 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.5 35.2 41.6 21.9 91.6 92.6: 8.4 7.4
Old : 100.0: 29.8 52.9 25.6 34.2 14.3 89.6 92.8: 10.4 7.2
Other: 100.0: 17.8 37.3 29.3 45.5 25.9 92.6 92.5: 7.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 137 153 169 123 103 359 349:
Old : 346: 133 98 76 84 64 248 207:
Other: 385: 95 153 125 107 95 286 297:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 8.5 18.1 14.9 9.9 6.9 14.6 11.7
Old : 13.3 15.5 23.2 25.9 13.2 13.7 20.7 23.3
Other: 14.6 11.5 22.3 19.8 13.1 9.3 19.9 15.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 228,975: 52,561 85,272 40,059 112,282 79,463 204,902 204,794: 24,074 24,181
Old : 57,281: 23,867 33,627 4,049 21,322 13,459 49,238 51,134: 8,043 6,147
Other: 171,694: 41,219 64,170 23,485 90,960 66,005 155,664 153,660: 16,030 18,034
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,821: 2,183 12,984 -2,673 4,468 -5,502 3,978 4,808: 843 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 37.2 17.5 49.0 34.7 89.5 89.4: 10.5 10.6
Old : 100.0: 41.7 58.7 7.1 37.2 23.5 86.0 89.3: 14.0 10.7
Other: 100.0: 24.0 37.4 13.7 53.0 38.4 90.7 89.5: 9.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 69 64 72 84 76 184 192:
Old : 186: 64 37 23 56 41 124 97:
Other: 220: 55 65 51 76 74 157 168:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 18.6 21.9 28.0 9.2 15.6 16.8 23.3
Old : 14.5 29.9 24.3 45.3 14.4 29.8 24.3 45.1
Other: 14.8 19.6 24.4 30.0 9.9 15.3 17.9 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,886,803: 329,780 389,978 493,855 854,529 759,633 1,678,164 1,643,465: 208,639 243,338
Old : 1,352,654: 308,461 373,153 305,982 596,948 526,772 1,211,392 1,205,907: 141,261 146,747
Other: 534,150: 90,030 85,536 119,161 257,581 232,861 466,772 437,558: 67,378 96,591
: : :
: : Changes in Commitments from: April 5, 2016 :
: 35,835: 9,651 -28,005 19,301 8,652 49,384 37,604 40,680: -1,769 -4,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.7 26.2 45.3 40.3 88.9 87.1: 11.1 12.9
Old : 100.0: 22.8 27.6 22.6 44.1 38.9 89.6 89.2: 10.4 10.8
Other: 100.0: 16.9 16.0 22.3 48.2 43.6 87.4 81.9: 12.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 180 207 253 310 296 640 630:
Old : 722: 169 204 212 285 261 581 562:
Other: 536: 101 110 98 211 256 361 420:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 12.3 18.8 19.8 7.2 7.5 11.9 12.3
Old : 11.5 13.4 19.4 22.0 11.1 11.4 17.7 17.7
Other: 21.9 18.6 30.2 27.7 14.9 12.6 21.6 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 13,093: 2,561 4,013 2,589 4,707 3,876 9,856 10,477: 3,237 2,616
Old : 6,877: 1,952 2,792 1,157 1,621 1,554 4,729 5,502: 2,147 1,374
Other: 6,216: 1,582 2,194 459 3,086 2,322 5,126 4,975: 1,090 1,241
: : :
: : Changes in Commitments from: April 5, 2016 :
: -105: 111 -49 -95 -106 81 -90 -63: -15 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 30.6 19.8 35.9 29.6 75.3 80.0: 24.7 20.0
Old : 100.0: 28.4 40.6 16.8 23.6 22.6 68.8 80.0: 31.2 20.0
Other: 100.0: 25.5 35.3 7.4 49.6 37.4 82.5 80.0: 17.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 17 9 17 11 32 34:
Old : 37: 11 13 5 11 6 23 23:
Other: 35: 8 11 7 12 11 22 27:
:----------------------------------------------------------------------------------------------------
: 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 : 42.8 35.4 54.7 47.4 26.6 25.5 32.4 34.2
Old : 40.1 44.6 52.5 63.8 24.4 34.5 32.3 47.4
Other: 56.8 30.6 67.7 47.4 50.1 30.1 60.9 46.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,082,919: 241,009 117,896 333,310 440,002 514,290 1,014,321 965,495: 68,598 117,423
Old : 756,690: 227,987 124,955 208,283 269,743 361,652 706,013 694,890: 50,677 61,800
Other: 326,229: 66,749 46,667 71,301 170,258 152,638 308,308 270,606: 17,921 55,624
: : :
: : Changes in Commitments from: April 5, 2016 :
: 105,080: 24,091 -11,183 45,422 34,074 63,637 103,588 97,877: 1,492 7,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.9 30.8 40.6 47.5 93.7 89.2: 6.3 10.8
Old : 100.0: 30.1 16.5 27.5 35.6 47.8 93.3 91.8: 6.7 8.2
Other: 100.0: 20.5 14.3 21.9 52.2 46.8 94.5 82.9: 5.5 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 202 208 269 183 214 547 553:
Old : 636: 198 200 232 164 198 495 506:
Other: 461: 141 112 138 117 172 318 367:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.7 20.3 18.8 7.2 8.2 11.7 12.5
Old : 10.1 14.5 16.7 22.6 8.3 10.4 14.1 16.4
Other: 27.9 15.7 36.3 23.4 24.7 13.6 31.0 19.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 533,999: 179,685 58,417 148,879 159,514 298,751 488,078 506,047: 45,921 27,952
Old : 424,158: 176,344 63,632 101,948 110,541 236,538 388,833 402,118: 35,325 22,039
Other: 109,841: 28,181 19,625 22,091 48,973 62,213 99,245 103,929: 10,596 5,912
: : :
: : Changes in Commitments from: April 5, 2016 :
: -9,096: -8,864 3,060 13,334 -10,608 -23,577 -6,139 -7,183: -2,957 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.9 27.9 29.9 55.9 91.4 94.8: 8.6 5.2
Old : 100.0: 41.6 15.0 24.0 26.1 55.8 91.7 94.8: 8.3 5.2
Other: 100.0: 25.7 17.9 20.1 44.6 56.6 90.4 94.6: 9.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 126 70 142 82 97 297 261:
Old : 347: 135 78 126 78 94 282 249:
Other: 179: 58 36 51 59 41 147 107:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 27.3 13.3 35.1 6.9 23.6 12.0 29.1
Old : 7.4 27.1 13.6 34.7 6.7 23.5 12.2 29.3
Other: 16.1 29.1 26.1 43.5 14.5 26.8 22.7 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 626,160: 123,694 62,257 56,142 284,675 353,708 464,511 472,107: 161,649 154,053
Old : 626,160: 123,694 62,257 56,142 284,675 353,708 464,511 472,107: 161,649 154,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 5,095: 8,752 3,947 816 -526 2,325 9,042 7,088: -3,948 -1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.9 9.0 45.5 56.5 74.2 75.4: 25.8 24.6
Old : 100.0: 19.8 9.9 9.0 45.5 56.5 74.2 75.4: 25.8 24.6
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 : 153: 38 31 37 66 74 120 126:
Old : 153: 38 31 37 66 74 120 126:
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 : 16.1 19.4 24.3 28.5 12.7 14.6 19.7 21.5
Old : 16.1 19.4 24.3 28.5 12.7 14.6 19.7 21.5
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, April 12, 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 : 631,734: 53,837 155,320 9,683 425,703 388,751 489,223 553,754: 142,511 77,980
Old : 631,734: 53,837 155,320 9,683 425,703 388,751 489,223 553,754: 142,511 77,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 6,515: 2,338 36 1,499 606 9,714 4,443 11,250: 2,072 -4,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 24.6 1.5 67.4 61.5 77.4 87.7: 22.6 12.3
Old : 100.0: 8.5 24.6 1.5 67.4 61.5 77.4 87.7: 22.6 12.3
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 : 94: 13 15 9 51 50 70 68:
Old : 94: 13 15 9 51 50 70 68:
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 44.7 39.7 54.2 21.5 44.7 33.2 53.7
Old : 24.7 44.7 39.7 54.2 21.5 44.7 33.2 53.7
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, April 12, 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 : 4,486: 299 617 815 3,059 2,784 4,173 4,216: 313 270
Old : 4,486: 299 617 815 3,059 2,784 4,173 4,216: 313 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 198: -151 181 -109 402 74 142 146: 56 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 13.8 18.2 68.2 62.1 93.0 94.0: 7.0 6.0
Old : 100.0: 6.7 13.8 18.2 68.2 62.1 93.0 94.0: 7.0 6.0
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 : 26: 5 6 2 9 12 15 19:
Old : 26: 5 6 2 9 12 15 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 : 62.6 60.1 83.8 77.6 52.9 42.8 59.0 50.5
Old : 62.6 60.1 83.8 77.6 52.9 42.8 59.0 50.5
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, April 12, 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 : 433,292: 71,328 85,752 103,481 201,339 203,143 376,148 392,376: 57,144 40,915
Old : 333,846: 73,725 78,544 67,333 148,904 156,865 289,961 302,742: 43,884 31,104
Other: 99,446: 14,670 24,276 19,081 52,435 46,278 86,186 89,634: 13,260 9,812
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,397: 3,740 -13,544 8,682 -16,647 6,370 -4,225 1,508: 2,828 -2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.8 23.9 46.5 46.9 86.8 90.6: 13.2 9.4
Old : 100.0: 22.1 23.5 20.2 44.6 47.0 86.9 90.7: 13.1 9.3
Other: 100.0: 14.8 24.4 19.2 52.7 46.5 86.7 90.1: 13.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 89 84 111 106 90 260 235:
Old : 300: 104 72 98 101 84 246 217:
Other: 179: 39 52 41 78 49 146 113:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 23.7 20.1 31.8 10.6 17.0 15.3 21.4
Old : 14.6 24.3 20.9 32.5 12.3 19.7 17.4 25.9
Other: 16.5 22.8 27.5 38.6 10.6 17.6 18.1 28.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 14,005: 1,702 4,411 1,918 7,884 5,616 11,505 11,945: 2,500 2,060
Old : 12,626: 1,973 4,571 1,217 7,108 4,969 10,298 10,756: 2,328 1,870
Other: 1,379: 240 351 191 776 647 1,207 1,188: 172 190
: : :
: : Changes in Commitments from: April 5, 2016 :
: 92: 92 -122 86 -95 78 82 42: 10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 31.5 13.7 56.3 40.1 82.1 85.3: 17.9 14.7
Old : 100.0: 15.6 36.2 9.6 56.3 39.4 81.6 85.2: 18.4 14.8
Other: 100.0: 17.4 25.4 13.8 56.3 46.9 87.5 86.2: 12.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 27 19 23 14 56 57:
Old : 82: 21 29 15 21 12 51 52:
Other: 25: 3 8 4 5 9 11 19:
:----------------------------------------------------------------------------------------------------
: 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 34.6 46.8 44.6 34.2 30.4 41.9 36.7
Old : 35.1 38.0 46.9 48.4 34.4 33.4 43.2 40.0
Other: 66.9 47.3 82.8 71.2 65.6 45.0 72.5 61.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,037,844: 118,794 192,365 46,769 744,368 647,260 909,931 886,394: 127,914 151,451
Old : 1,037,844: 118,794 192,365 46,769 744,368 647,260 909,931 886,394: 127,914 151,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 19,793: 12,160 -17,366 8,773 -2,740 17,781 18,192 9,188: 1,601 10,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.5 4.5 71.7 62.4 87.7 85.4: 12.3 14.6
Old : 100.0: 11.4 18.5 4.5 71.7 62.4 87.7 85.4: 12.3 14.6
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 : 232: 46 46 45 89 105 159 172:
Old : 232: 46 46 45 89 105 159 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.4 40.1 28.2 25.9 18.4 36.0 27.9
Old : 27.0 18.4 40.1 28.2 25.9 18.4 36.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 3,216,801: 451,506 448,800 299,113 2,103,026 2,037,108 2,853,645 2,785,022: 363,156 431,780
Old : 3,216,801: 451,506 448,800 299,113 2,103,026 2,037,108 2,853,645 2,785,022: 363,156 431,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 61,845: 78,771 -9,910 -7,252 1,310 63,643 72,828 46,480: -10,984 15,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.0 9.3 65.4 63.3 88.7 86.6: 11.3 13.4
Old : 100.0: 14.0 14.0 9.3 65.4 63.3 88.7 86.6: 11.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 90 76 100 157 167 293 297:
Old : 362: 90 76 100 157 167 293 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 17.7 35.8 24.4 24.6 14.3 30.7 19.7
Old : 27.7 17.7 35.8 24.4 24.6 14.3 30.7 19.7
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 with Delta-adjusted Options and Futures Combined, April 12, 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 : 104,868: 14,186 8,101 172 48,301 39,386 62,660 47,659: 42,208 57,209
Old : 104,868: 14,186 8,101 172 48,301 39,386 62,660 47,659: 42,208 57,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -2,499: -3,275 -2,619 -2 -591 -4,910 -3,869 -7,531: 1,370 5,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.7 0.2 46.1 37.6 59.8 45.4: 40.2 54.6
Old : 100.0: 13.5 7.7 0.2 46.1 37.6 59.8 45.4: 40.2 54.6
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 : 21: 4 1 1 12 9 16 11:
Old : 21: 4 1 1 12 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 35.8 44.7 44.9 28.1 35.7 43.6 44.2
Old : 28.8 35.8 44.7 44.9 28.1 35.7 43.6 44.2
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, April 12, 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 : 2,598,774: 251,502 461,625 106,546 1,948,018 1,683,438 2,306,066 2,251,609: 292,708 347,165
Old : 2,598,774: 251,502 461,625 106,546 1,948,018 1,683,438 2,306,066 2,251,609: 292,708 347,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 22,412: 13,325 -14,196 -592 2,145 35,601 14,878 20,813: 7,534 1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.8 4.1 75.0 64.8 88.7 86.6: 11.3 13.4
Old : 100.0: 9.7 17.8 4.1 75.0 64.8 88.7 86.6: 11.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 46 74 61 105 139 189 236:
Old : 283: 46 74 61 105 139 189 236:
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 14.8 45.7 25.2 31.7 14.6 40.0 24.1
Old : 35.6 14.8 45.7 25.2 31.7 14.6 40.0 24.1
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, April 12, 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 : 937,717: 47,178 122,329 127,960 745,396 625,399 920,534 875,689: 17,183 62,028
Old : 937,717: 47,178 122,329 127,960 745,396 625,399 920,534 875,689: 17,183 62,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 79,360: 4,285 26,334 13,859 60,873 45,166 79,017 85,359: 343 -5,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 13.0 13.6 79.5 66.7 98.2 93.4: 1.8 6.6
Old : 100.0: 5.0 13.0 13.6 79.5 66.7 98.2 93.4: 1.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 14 45 37 51 67 94 125:
Old : 133: 14 45 37 51 67 94 125:
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 : 40.5 25.6 59.9 37.7 31.4 15.3 41.3 23.2
Old : 40.5 25.6 59.9 37.7 31.4 15.3 41.3 23.2
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, April 12, 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 : 60,343: 24,928 17,103 987 26,513 32,752 52,428 50,842: 7,915 9,501
Old : 60,343: 24,928 17,103 987 26,513 32,752 52,428 50,842: 7,915 9,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 2,018: 1,106 1,727 91 408 -193 1,604 1,625: 414 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 28.3 1.6 43.9 54.3 86.9 84.3: 13.1 15.7
Old : 100.0: 41.3 28.3 1.6 43.9 54.3 86.9 84.3: 13.1 15.7
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 : 106: 34 24 8 31 28 70 55:
Old : 106: 34 24 8 31 28 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 41.4 45.7 57.0 30.8 41.3 45.5 56.9
Old : 31.0 41.4 45.7 57.0 30.8 41.3 45.5 56.9
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, April 12, 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 : 120,686: 49,855 34,206 1,975 53,026 65,504 104,856 101,684: 15,829 19,001
Old : 120,686: 49,855 34,206 1,975 53,026 65,504 104,856 101,684: 15,829 19,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,037: 2,211 3,454 181 816 -386 3,209 3,250: 828 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 28.3 1.6 43.9 54.3 86.9 84.3: 13.1 15.7
Old : 100.0: 41.3 28.3 1.6 43.9 54.3 86.9 84.3: 13.1 15.7
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 : 106: 34 24 8 31 28 70 55:
Old : 106: 34 24 8 31 28 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 41.4 45.7 57.0 30.8 41.3 45.5 56.9
Old : 31.0 41.4 45.7 57.0 30.8 41.3 45.5 56.9
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, April 12, 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 : 15,445: 13,139 14,188 603 1,576 645 15,318 15,436: 127 9
Old : 15,445: 13,139 14,188 603 1,576 645 15,318 15,436: 127 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -903: -631 -802 -91 0 0 -722 -893: -181 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 91.9 3.9 10.2 4.2 99.2 99.9: 0.8 0.1
Old : 100.0: 85.1 91.9 3.9 10.2 4.2 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 21 11 2 2 1 24 13:
Old : 34: 21 11 2 2 1 24 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 : 67.6 63.6 85.1 94.4 66.2 63.6 79.4 90.3
Old : 67.6 63.6 85.1 94.4 66.2 63.6 79.4 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 with Delta-adjusted Options and Futures Combined, April 12, 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 : 26,483: 20,077 12,900 299 5,927 13,166 26,303 26,365: 180 118
Old : 26,483: 20,077 12,900 299 5,927 13,166 26,303 26,365: 180 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -364: 395 -396 -10 -805 39 -420 -367: 56 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 48.7 1.1 22.4 49.7 99.3 99.6: 0.7 0.4
Old : 100.0: 75.8 48.7 1.1 22.4 49.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 15 1 6 18 14 33:
Old : 44: 7 15 1 6 18 14 33:
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 : 87.3 47.8 96.1 66.8 87.3 47.8 95.1 66.8
Old : 87.3 47.8 96.1 66.8 87.3 47.8 95.1 66.8
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, April 12, 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 : 31,859: 23,781 14,360 0 7,978 17,342 31,759 31,702: 100 157
Old : 31,859: 23,781 14,360 0 7,978 17,342 31,759 31,702: 100 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -742: 1,383 -492 0 -2,134 -350 -751 -842: 9 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 45.1 0.0 25.0 54.4 99.7 99.5: 0.3 0.5
Old : 100.0: 74.6 45.1 0.0 25.0 54.4 99.7 99.5: 0.3 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: 6 16 0 4 11 10 27:
Old : 36: 6 16 0 4 11 10 27:
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 : 89.6 58.1 98.7 78.7 89.6 58.1 96.9 78.7
Old : 89.6 58.1 98.7 78.7 89.6 58.1 96.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016