WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 503,740: 90,446 167,496 156,008 210,945 139,596 457,399 463,101: 46,341 40,640
Old : 495,425: 89,663 167,445 153,492 207,263 135,598 450,417 456,535: 45,008 38,890
Other: 8,315: 1,737 1,005 1,563 3,682 3,998 6,982 6,566: 1,333 1,749
: : :
: : Changes in Commitments from: May 10, 2016 :
: -15,232: -644 -4,440 -8,563 -6,205 -1,455 -15,412 -14,457: 180 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 33.3 31.0 41.9 27.7 90.8 91.9: 9.2 8.1
Old : 100.0: 18.1 33.8 31.0 41.8 27.4 90.9 92.2: 9.1 7.8
Other: 100.0: 20.9 12.1 18.8 44.3 48.1 84.0 79.0: 16.0 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 137 136 145 117 104 332 316:
Old : 418: 137 137 145 117 103 332 315:
Other: 64: 14 8 10 19 29 37 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 : 13.0 10.2 20.1 18.7 11.6 7.7 17.9 13.0
Old : 13.2 10.0 20.4 18.7 11.9 7.9 18.3 13.2
Other: 35.6 43.3 51.6 61.3 30.1 35.6 43.2 46.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 237,934: 67,556 85,616 41,795 108,177 86,273 217,528 213,683: 20,406 24,251
Old : 235,401: 67,536 85,721 41,518 106,326 84,625 215,379 211,863: 20,022 23,538
Other: 2,533: 239 113 59 1,851 1,648 2,149 1,820: 384 714
: : :
: : Changes in Commitments from: May 10, 2016 :
: 9,919: 6,512 7,403 2,204 1,333 869 10,048 10,477: -129 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 36.0 17.6 45.5 36.3 91.4 89.8: 8.6 10.2
Old : 100.0: 28.7 36.4 17.6 45.2 35.9 91.5 90.0: 8.5 10.0
Other: 100.0: 9.4 4.5 2.3 73.1 65.0 84.8 71.8: 15.2 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 78 67 65 85 69 187 181:
Old : 247: 78 68 65 85 69 187 181:
Other: 49: 10 4 7 15 24 27 34:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 23.4 26.6 32.5 11.4 15.3 18.1 22.8
Old : 17.8 23.6 26.5 32.9 11.5 15.8 18.2 23.4
Other: 57.5 49.7 71.7 62.2 57.5 46.4 71.0 58.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,828,693: 368,157 220,640 478,456 792,714 894,022 1,639,327 1,593,117: 189,366 235,576
Old : 1,130,638: 320,027 246,443 218,251 482,794 557,365 1,021,072 1,022,059: 109,566 108,579
Other: 698,055: 161,374 87,440 146,961 309,920 336,657 618,255 571,058: 79,800 126,998
: : :
: : Changes in Commitments from: May 10, 2016 :
: 41,431: 8,949 -4,178 7,634 15,274 36,744 31,857 40,200: 9,574 1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.1 26.2 43.3 48.9 89.6 87.1: 10.4 12.9
Old : 100.0: 28.3 21.8 19.3 42.7 49.3 90.3 90.4: 9.7 9.6
Other: 100.0: 23.1 12.5 21.1 44.4 48.2 88.6 81.8: 11.4 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 217 154 241 310 348 656 634:
Old : 715: 180 164 171 271 307 554 540:
Other: 639: 157 111 130 217 316 429 507:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 14.3 19.6 21.3 7.4 7.4 12.8 12.4
Old : 11.9 17.2 21.0 25.9 11.1 14.3 19.2 22.2
Other: 19.0 15.9 26.8 22.5 12.4 9.9 18.8 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,555: 2,477 3,751 1,303 4,256 4,284 8,036 9,338: 3,519 2,217
Old : 11,555: 2,477 3,751 1,303 4,256 4,284 8,036 9,338: 3,519 2,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 341: 7 165 74 20 193 101 432: 241 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.5 11.3 36.8 37.1 69.5 80.8: 30.5 19.2
Old : 100.0: 21.4 32.5 11.3 36.8 37.1 69.5 80.8: 30.5 19.2
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 : 45: 11 16 7 13 12 26 33:
Old : 45: 11 16 7 13 12 26 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 : 40.5 35.6 52.5 51.2 31.2 32.9 37.2 42.5
Old : 40.5 35.6 52.5 51.2 31.2 32.9 37.2 42.5
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 with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,231,919: 306,443 59,126 433,290 421,368 607,947 1,161,101 1,100,362: 70,818 131,557
Old : 646,032: 217,531 79,655 210,662 177,721 308,135 605,913 598,451: 40,119 47,581
Other: 585,887: 153,604 44,162 157,937 243,647 299,812 555,188 501,911: 30,699 83,976
: : :
: : Changes in Commitments from: May 10, 2016 :
: 30,450: -13,870 -15,037 5,714 35,107 42,789 26,951 33,465: 3,499 -3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.8 35.2 34.2 49.3 94.3 89.3: 5.7 10.7
Old : 100.0: 33.7 12.3 32.6 27.5 47.7 93.8 92.6: 6.2 7.4
Other: 100.0: 26.2 7.5 27.0 41.6 51.2 94.8 85.7: 5.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 259 183 267 203 265 593 609:
Old : 702: 203 214 186 138 239 462 524:
Other: 603: 187 141 174 166 239 428 486:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.4 19.8 19.3 7.6 7.8 11.5 12.8
Old : 10.9 13.3 18.6 22.4 8.2 11.1 13.9 17.8
Other: 17.7 11.6 25.6 19.4 13.9 7.3 20.2 12.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 31,040: 8,774 2,857 6 93 7,653 8,873 10,516: 22,167 20,524
Old : 5,235: 495 592 0 89 872 584 1,464: 4,651 3,771
Other: 25,805: 8,284 2,270 1 4 6,781 8,289 9,052: 17,516 16,753
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,521: -8,419 341 -15 -24 1,123 -8,458 1,449: 9,979 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.2 0.0 0.3 24.7 28.6 33.9: 71.4 66.1
Old : 100.0: 9.5 11.3 0.0 1.7 16.7 11.2 28.0: 88.8 72.0
Other: 100.0: 32.1 8.8 0.0 0.0 26.3 32.1 35.1: 67.9 64.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 8 2 4 21 7 31:
Old : 32: 2 9 0 4 21 6 30:
Other: 32: 3 8 1 2 21 5 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 12.0 28.6 17.7 28.3 12.0 28.3 17.6
Old : 11.0 13.3 11.2 20.8 10.6 13.3 10.6 20.4
Other: 32.1 12.6 32.1 19.0 32.1 12.6 32.1 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 456,108: 128,422 38,898 121,910 164,667 271,422 414,999 432,230: 41,110 23,878
Old : 304,642: 122,355 59,714 57,089 101,025 170,966 280,469 287,769: 24,173 16,873
Other: 151,466: 46,687 19,803 24,201 63,642 100,456 134,530 144,461: 16,937 7,006
: : :
: : Changes in Commitments from: May 10, 2016 :
: 690: -6,697 -3,492 -3,175 11,599 6,615 1,727 -52: -1,037 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.5 26.7 36.1 59.5 91.0 94.8: 9.0 5.2
Old : 100.0: 40.2 19.6 18.7 33.2 56.1 92.1 94.5: 7.9 5.5
Other: 100.0: 30.8 13.1 16.0 42.0 66.3 88.8 95.4: 11.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 88 79 113 85 84 253 222:
Old : 292: 92 83 83 73 80 215 203:
Other: 188: 58 39 50 61 56 153 119:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 28.7 14.3 35.6 8.2 25.9 13.9 30.7
Old : 9.2 25.2 16.1 33.2 9.2 22.6 16.0 29.3
Other: 16.3 37.7 25.0 47.7 15.4 34.6 23.7 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 627,252: 121,465 59,594 57,559 290,560 368,427 469,584 485,580: 157,668 141,672
Old : 627,252: 121,465 59,594 57,559 290,560 368,427 469,584 485,580: 157,668 141,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 11,617: 7,931 2,556 -573 12,076 14,922 19,434 16,905: -7,817 -5,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.5 9.2 46.3 58.7 74.9 77.4: 25.1 22.6
Old : 100.0: 19.4 9.5 9.2 46.3 58.7 74.9 77.4: 25.1 22.6
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 : 158: 35 31 39 73 80 128 130:
Old : 158: 35 31 39 73 80 128 130:
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 : 16.0 20.4 24.3 30.5 12.7 15.2 19.4 22.9
Old : 16.0 20.4 24.3 30.5 12.7 15.2 19.4 22.9
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, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 634,442: 52,030 154,487 10,863 432,112 394,112 495,006 559,463: 139,437 74,980
Old : 634,442: 52,030 154,487 10,863 432,112 394,112 495,006 559,463: 139,437 74,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,128: 2,847 -1,243 -1,274 -3,644 3,645 -2,072 1,128: 4,199 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.4 1.7 68.1 62.1 78.0 88.2: 22.0 11.8
Old : 100.0: 8.2 24.4 1.7 68.1 62.1 78.0 88.2: 22.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 12 16 10 58 50 77 69:
Old : 98: 12 16 10 58 50 77 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 46.8 39.1 57.1 21.6 46.1 32.8 56.0
Old : 23.8 46.8 39.1 57.1 21.6 46.1 32.8 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,273: 1,686 1,415 458 2,757 3,211 4,901 5,084: 372 189
Old : 5,273: 1,686 1,415 458 2,757 3,211 4,901 5,084: 372 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 25: 73 95 7 -52 -92 28 10: -3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 26.8 8.7 52.3 60.9 92.9 96.4: 7.1 3.6
Old : 100.0: 32.0 26.8 8.7 52.3 60.9 92.9 96.4: 7.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 5 2 14 16 25 22:
Old : 34: 10 5 2 14 16 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.9 75.0 80.2 45.9 57.7 69.6 70.6
Old : 47.4 60.9 75.0 80.2 45.9 57.7 69.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 467,361: 109,144 27,262 117,188 184,206 293,167 410,539 437,617: 56,822 29,744
Old : 300,122: 90,264 23,774 65,271 104,886 190,764 260,421 279,810: 39,701 20,312
Other: 167,239: 35,002 19,610 35,795 79,321 102,403 150,118 157,808: 17,121 9,431
: : :
: : Changes in Commitments from: May 10, 2016 :
: 17,688: 4,689 -5,068 10,395 2,246 13,984 17,330 19,311: 358 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.8 25.1 39.4 62.7 87.8 93.6: 12.2 6.4
Old : 100.0: 30.1 7.9 21.7 34.9 63.6 86.8 93.2: 13.2 6.8
Other: 100.0: 20.9 11.7 21.4 47.4 61.2 89.8 94.4: 10.2 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 116 55 96 95 92 260 208:
Old : 292: 114 60 74 87 87 237 186:
Other: 207: 62 41 47 76 61 162 129:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 30.8 19.9 42.0 10.2 26.3 14.3 31.9
Old : 13.4 30.4 21.0 41.9 11.7 27.8 17.0 34.0
Other: 14.7 34.7 25.7 46.9 11.6 28.9 20.0 36.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,116: 1,855 1,333 1,038 5,237 7,284 8,129 9,655: 2,987 1,461
Old : 8,030: 1,797 1,438 208 3,553 5,401 5,559 7,047: 2,471 983
Other: 3,086: 376 213 511 1,683 1,883 2,571 2,608: 515 479
: : :
: : Changes in Commitments from: May 10, 2016 :
: 842: 133 -455 365 -241 1,029 258 939: 585 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.0 9.3 47.1 65.5 73.1 86.9: 26.9 13.1
Old : 100.0: 22.4 17.9 2.6 44.3 67.3 69.2 87.8: 30.8 12.2
Other: 100.0: 12.2 6.9 16.6 54.5 61.0 83.3 84.5: 16.7 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 12 9 23 17 44 36:
Old : 51: 17 11 5 16 12 34 27:
Other: 30: 4 6 5 12 14 20 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 42.4 41.9 59.9 28.5 40.8 35.9 51.3
Old : 32.6 52.0 42.0 66.4 30.2 51.5 39.5 64.3
Other: 46.2 42.5 64.6 62.4 46.2 36.8 55.6 48.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,166,010: 140,804 262,248 73,079 832,929 674,094 1,046,813 1,009,422: 119,197 156,588
Old : 1,166,010: 140,804 262,248 73,079 832,929 674,094 1,046,813 1,009,422: 119,197 156,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 22,979: -7,278 26,114 12,281 18,996 -27,381 23,999 11,013: -1,020 11,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 22.5 6.3 71.4 57.8 89.8 86.6: 10.2 13.4
Old : 100.0: 12.1 22.5 6.3 71.4 57.8 89.8 86.6: 10.2 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 : 248: 48 61 47 98 111 174 191:
Old : 248: 48 61 47 98 111 174 191:
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 : 25.9 19.7 38.1 29.3 23.6 17.4 32.7 25.7
Old : 25.9 19.7 38.1 29.3 23.6 17.4 32.7 25.7
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, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,258,521: 435,366 566,931 340,759 2,110,947 1,914,054 2,887,072 2,821,744: 371,449 436,777
Old : 3,258,521: 435,366 566,931 340,759 2,110,947 1,914,054 2,887,072 2,821,744: 371,449 436,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 32,376: 25,119 69,485 4,514 -16,275 -44,291 13,358 29,708: 19,018 2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.4 10.5 64.8 58.7 88.6 86.6: 11.4 13.4
Old : 100.0: 13.4 17.4 10.5 64.8 58.7 88.6 86.6: 11.4 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 : 377: 86 86 105 161 177 306 309:
Old : 377: 86 86 105 161 177 306 309:
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 : 27.3 15.5 34.6 22.2 24.8 11.6 30.3 17.5
Old : 27.3 15.5 34.6 22.2 24.8 11.6 30.3 17.5
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, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 139,397: 24,206 11,987 328 71,006 61,269 95,540 73,584: 43,857 65,813
Old : 139,397: 24,206 11,987 328 71,006 61,269 95,540 73,584: 43,857 65,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 14,807: 8,994 -153 128 5,553 11,801 14,675 11,776: 132 3,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.6 0.2 50.9 44.0 68.5 52.8: 31.5 47.2
Old : 100.0: 17.4 8.6 0.2 50.9 44.0 68.5 52.8: 31.5 47.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 3 2 15 15 20 19:
Old : 27: 4 3 2 15 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 31.4 51.7 40.4 32.0 30.8 50.5 39.2
Old : 32.3 31.4 51.7 40.4 32.0 30.8 50.5 39.2
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, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,792,119: 311,503 454,672 153,422 2,012,367 1,828,766 2,477,291 2,436,860: 314,829 355,259
Old : 2,792,119: 311,503 454,672 153,422 2,012,367 1,828,766 2,477,291 2,436,860: 314,829 355,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 79,757: 48,494 -32,214 20,272 10,250 88,503 79,016 76,561: 740 3,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.3 5.5 72.1 65.5 88.7 87.3: 11.3 12.7
Old : 100.0: 11.2 16.3 5.5 72.1 65.5 88.7 87.3: 11.3 12.7
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 : 294: 49 69 56 116 155 195 250:
Old : 294: 49 69 56 116 155 195 250:
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 : 33.6 14.1 42.8 24.3 30.3 13.9 37.9 22.1
Old : 33.6 14.1 42.8 24.3 30.3 13.9 37.9 22.1
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, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 941,927: 32,735 144,316 199,051 683,090 535,494 914,877 878,861: 27,050 63,066
Old : 941,927: 32,735 144,316 199,051 683,090 535,494 914,877 878,861: 27,050 63,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 7,923: 2,618 3,426 986 3,641 991 7,245 5,403: 677 2,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 15.3 21.1 72.5 56.9 97.1 93.3: 2.9 6.7
Old : 100.0: 3.5 15.3 21.1 72.5 56.9 97.1 93.3: 2.9 6.7
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 : 128: 16 43 33 49 68 85 125:
Old : 128: 16 43 33 49 68 85 125:
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 : 38.3 23.3 57.0 35.2 29.4 9.6 37.2 16.7
Old : 38.3 23.3 57.0 35.2 29.4 9.6 37.2 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,888: 24,120 14,776 1,457 24,487 32,513 50,064 48,746: 7,825 9,143
Old : 57,888: 24,120 14,776 1,457 24,487 32,513 50,064 48,746: 7,825 9,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -8,875: -4,689 -1,643 93 -3,205 -7,219 -7,801 -8,769: -1,074 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 25.5 2.5 42.3 56.2 86.5 84.2: 13.5 15.8
Old : 100.0: 41.7 25.5 2.5 42.3 56.2 86.5 84.2: 13.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 24 9 32 28 70 56:
Old : 105: 32 24 9 32 28 70 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 : 30.7 42.6 44.2 56.3 30.5 42.3 44.1 56.0
Old : 30.7 42.6 44.2 56.3 30.5 42.3 44.1 56.0
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 with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 115,776: 48,240 29,552 2,913 48,974 65,025 100,127 97,491: 15,649 18,285
Old : 115,776: 48,240 29,552 2,913 48,974 65,025 100,127 97,491: 15,649 18,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -17,749: -9,378 -3,287 186 -6,410 -14,437 -15,602 -17,538: -2,148 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 25.5 2.5 42.3 56.2 86.5 84.2: 13.5 15.8
Old : 100.0: 41.7 25.5 2.5 42.3 56.2 86.5 84.2: 13.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 24 9 32 28 70 56:
Old : 105: 32 24 9 32 28 70 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 : 30.7 42.6 44.2 56.3 30.5 42.3 44.1 56.0
Old : 30.7 42.6 44.2 56.3 30.5 42.3 44.1 56.0
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 with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 23,021: 20,312 21,330 1,038 1,235 645 22,585 23,013: 436 8
Old : 23,021: 20,312 21,330 1,038 1,235 645 22,585 23,013: 436 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -161: -427 -117 4 -45 0 -468 -113: 307 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 92.7 4.5 5.4 2.8 98.1 100.0: 1.9 0.0
Old : 100.0: 88.2 92.7 4.5 5.4 2.8 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 23 11 3 1 1 25 14:
Old : 35: 23 11 3 1 1 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 72.8 86.5 88.6 68.3 72.8 80.9 86.5
Old : 71.2 72.8 86.5 88.6 68.3 72.8 80.9 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,520: 19,169 9,924 295 6,888 16,209 26,352 26,428: 168 92
Old : 26,520: 19,169 9,924 295 6,888 16,209 26,352 26,428: 168 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,404: 1,373 -286 0 47 1,689 1,420 1,403: -16 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 37.4 1.1 26.0 61.1 99.4 99.7: 0.6 0.3
Old : 100.0: 72.3 37.4 1.1 26.0 61.1 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 14 1 6 20 15 34:
Old : 46: 8 14 1 6 20 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 47.1 95.0 67.2 84.9 47.1 94.2 67.2
Old : 84.9 47.1 95.0 67.2 84.9 47.1 94.2 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,053: 22,985 11,638 0 6,975 18,232 29,960 29,870: 93 183
Old : 30,053: 22,985 11,638 0 6,975 18,232 29,960 29,870: 93 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 380: 1,915 -1,787 0 -1,548 2,151 367 364: 13 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 38.7 0.0 23.2 60.7 99.7 99.4: 0.3 0.6
Old : 100.0: 76.5 38.7 0.0 23.2 60.7 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 11 0 4 12 14 23:
Old : 36: 10 11 0 4 12 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 61.2 97.2 84.4 88.8 61.2 95.9 84.4
Old : 88.8 61.2 97.2 84.4 88.8 61.2 95.9 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016