WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 505,986: 81,528 169,667 155,925 222,552 139,555 460,004 465,147: 45,982 40,840
Old : 496,044: 80,877 170,449 152,008 218,499 134,655 451,383 457,111: 44,661 38,933
Other: 9,942: 2,693 1,260 1,875 4,053 4,901 8,621 8,036: 1,321 1,906
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,246: -8,919 2,170 -83 11,607 -41 2,605 2,046: -359 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 33.5 30.8 44.0 27.6 90.9 91.9: 9.1 8.1
Old : 100.0: 16.3 34.4 30.6 44.0 27.1 91.0 92.2: 9.0 7.8
Other: 100.0: 27.1 12.7 18.9 40.8 49.3 86.7 80.8: 13.3 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 123 136 136 121 109 327 308:
Old : 410: 123 138 135 121 106 326 305:
Other: 76: 16 11 11 21 33 45 49:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.1 20.9 19.0 11.4 7.9 17.4 13.6
Old : 13.6 10.9 21.1 19.0 11.7 8.0 17.9 13.8
Other: 33.5 42.6 48.3 62.6 28.7 35.0 39.4 46.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 240,135: 63,969 87,491 43,836 111,366 83,357 219,171 214,684: 20,965 25,451
Old : 237,365: 63,776 87,462 43,747 109,277 81,636 216,800 212,844: 20,565 24,521
Other: 2,770: 218 55 64 2,089 1,721 2,371 1,840: 399 930
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,201: -3,587 1,876 2,041 3,189 -2,915 1,643 1,001: 558 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 36.4 18.3 46.4 34.7 91.3 89.4: 8.7 10.6
Old : 100.0: 26.9 36.8 18.4 46.0 34.4 91.3 89.7: 8.7 10.3
Other: 100.0: 7.9 2.0 2.3 75.4 62.1 85.6 66.4: 14.4 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 70 67 64 92 71 189 182:
Old : 246: 70 68 64 92 71 189 182:
Other: 48: 9 5 6 16 22 27 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 21.8 25.0 31.4 11.5 15.1 17.7 23.5
Old : 16.7 22.0 24.8 31.8 11.4 15.5 17.8 24.1
Other: 56.0 51.3 71.4 59.6 56.0 47.0 69.8 54.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,840,059: 382,292 205,347 468,156 799,699 925,760 1,650,147 1,599,262: 189,912 240,797
Old : 1,117,559: 328,586 245,383 204,080 477,539 561,462 1,010,204 1,010,925: 107,354 106,634
Other: 722,500: 172,662 78,919 145,121 322,160 364,298 639,942 588,337: 82,558 134,163
: : :
: : Changes in Commitments from: May 17, 2016 :
: 11,365: 14,135 -15,293 -10,300 6,985 31,738 10,819 6,145: 546 5,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.2 25.4 43.5 50.3 89.7 86.9: 10.3 13.1
Old : 100.0: 29.4 22.0 18.3 42.7 50.2 90.4 90.5: 9.6 9.5
Other: 100.0: 23.9 10.9 20.1 44.6 50.4 88.6 81.4: 11.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 798: 226 151 246 311 350 669 636:
Old : 727: 186 168 180 271 308 571 544:
Other: 647: 165 109 132 218 318 440 504:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 14.0 18.8 21.5 7.3 7.9 12.7 13.2
Old : 11.4 17.2 20.3 26.4 10.8 14.7 19.2 23.5
Other: 18.3 16.7 26.2 23.5 11.8 10.2 18.3 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,638: 2,352 3,729 1,465 3,914 3,912 7,731 9,106: 3,908 2,532
Old : 11,638: 2,352 3,729 1,465 3,914 3,912 7,731 9,106: 3,908 2,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 84: -126 -22 163 -342 -372 -305 -232: 389 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 32.0 12.6 33.6 33.6 66.4 78.2: 33.6 21.8
Old : 100.0: 20.2 32.0 12.6 33.6 33.6 66.4 78.2: 33.6 21.8
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 : 44: 11 15 7 13 12 27 31:
Old : 44: 11 15 7 13 12 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 36.8 48.6 50.2 25.9 30.8 31.7 39.2
Old : 37.7 36.8 48.6 50.2 25.9 30.8 31.7 39.2
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,185,742: 304,732 63,904 366,770 442,978 624,014 1,114,480 1,054,688: 71,262 131,054
Old : 579,564: 206,273 75,149 161,194 173,994 297,655 541,460 533,998: 38,103 45,565
Other: 606,178: 151,830 42,125 152,205 268,984 326,359 573,019 520,689: 33,159 85,489
: : :
: : Changes in Commitments from: May 17, 2016 :
: -46,177: -1,711 4,778 -66,520 21,610 16,068 -46,622 -45,675: 444 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.4 30.9 37.4 52.6 94.0 88.9: 6.0 11.1
Old : 100.0: 35.6 13.0 27.8 30.0 51.4 93.4 92.1: 6.6 7.9
Other: 100.0: 25.0 6.9 25.1 44.4 53.8 94.5 85.9: 5.5 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 246 169 247 209 263 571 580:
Old : 657: 198 177 161 141 234 428 488:
Other: 591: 172 141 171 170 240 419 483:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 10.6 18.9 18.5 8.0 7.6 12.1 12.5
Old : 9.8 12.3 17.5 20.9 8.9 11.4 15.4 18.7
Other: 18.5 10.9 26.9 19.3 15.3 7.2 22.3 12.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 31,449: 9,734 3,176 23 92 7,812 9,849 11,011: 21,600 20,438
Old : 5,082: 738 533 20 87 907 845 1,460: 4,237 3,622
Other: 26,367: 8,996 2,643 3 5 6,905 9,004 9,551: 17,363 16,816
: : :
: : Changes in Commitments from: May 17, 2016 :
: 409: 960 319 17 -1 159 976 495: -567 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 10.1 0.1 0.3 24.8 31.3 35.0: 68.7 65.0
Old : 100.0: 14.5 10.5 0.4 1.7 17.8 16.6 28.7: 83.4 71.3
Other: 100.0: 34.1 10.0 0.0 0.0 26.2 34.1 36.2: 65.9 63.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 3 5 21 9 34:
Old : 35: 4 10 1 4 21 8 32:
Other: 35: 4 10 2 3 21 7 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 12.1 31.3 17.9 31.0 12.1 31.0 17.8
Old : 15.5 14.4 16.6 21.3 15.0 14.3 15.6 20.8
Other: 34.1 12.5 34.1 18.9 34.1 12.5 34.1 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 457,478: 107,647 56,205 117,225 195,009 257,254 419,881 430,684: 37,597 26,794
Old : 302,536: 96,538 73,637 59,277 124,855 150,057 280,671 282,970: 21,865 19,566
Other: 154,943: 46,844 18,303 22,213 70,154 107,198 139,211 147,714: 15,732 7,228
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,370: -20,774 17,307 -4,685 30,342 -14,168 4,883 -1,545: -3,513 2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 12.3 25.6 42.6 56.2 91.8 94.1: 8.2 5.9
Old : 100.0: 31.9 24.3 19.6 41.3 49.6 92.8 93.5: 7.2 6.5
Other: 100.0: 30.2 11.8 14.3 45.3 69.2 89.8 95.3: 10.2 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 84 92 107 90 79 249 225:
Old : 299: 88 93 76 80 75 211 208:
Other: 202: 63 41 49 66 59 164 123:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 27.6 14.8 34.9 8.1 23.9 13.9 29.1
Old : 9.2 23.5 16.6 32.2 8.8 19.9 15.7 27.1
Other: 15.1 38.6 24.0 47.9 14.9 34.6 23.5 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 608,582: 125,778 55,977 43,497 261,718 345,768 430,994 445,242: 177,588 163,340
Old : 608,582: 125,778 55,977 43,497 261,718 345,768 430,994 445,242: 177,588 163,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -18,670: 4,314 -3,617 -14,062 -28,842 -22,658 -38,590 -40,338: 19,920 21,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.2 7.1 43.0 56.8 70.8 73.2: 29.2 26.8
Old : 100.0: 20.7 9.2 7.1 43.0 56.8 70.8 73.2: 29.2 26.8
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 : 135: 35 22 32 59 65 108 106:
Old : 135: 35 22 32 59 65 108 106:
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 : 16.9 19.9 25.3 29.0 13.1 14.5 20.0 21.3
Old : 16.9 19.9 25.3 29.0 13.1 14.5 20.0 21.3
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 633,371: 50,011 140,837 8,261 427,155 402,146 485,427 551,244: 147,945 82,128
Old : 633,371: 50,011 140,837 8,261 427,155 402,146 485,427 551,244: 147,945 82,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -1,071: -2,019 -13,650 -2,603 -4,957 8,034 -9,579 -8,219: 8,508 7,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.2 1.3 67.4 63.5 76.6 87.0: 23.4 13.0
Old : 100.0: 7.9 22.2 1.3 67.4 63.5 76.6 87.0: 23.4 13.0
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 : 86: 12 12 8 52 48 69 63:
Old : 86: 12 12 8 52 48 69 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 45.8 39.1 57.4 21.8 45.8 32.5 55.5
Old : 24.4 45.8 39.1 57.4 21.8 45.8 32.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,226: 1,936 991 596 2,225 3,461 4,757 5,048: 469 178
Old : 5,226: 1,936 991 596 2,225 3,461 4,757 5,048: 469 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -47: 250 -424 138 -532 250 -144 -36: 97 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 19.0 11.4 42.6 66.2 91.0 96.6: 9.0 3.4
Old : 100.0: 37.0 19.0 11.4 42.6 66.2 91.0 96.6: 9.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 5 3 10 14 24 20:
Old : 34: 12 5 3 10 14 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 60.7 71.2 80.0 38.6 55.4 63.0 68.7
Old : 40.9 60.7 71.2 80.0 38.6 55.4 63.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 463,115: 110,316 26,780 108,701 188,860 296,616 407,878 432,096: 55,237 31,018
Old : 284,103: 86,034 22,754 57,825 102,664 182,526 246,523 263,105: 37,580 20,998
Other: 179,012: 38,046 17,790 37,112 86,196 114,090 161,354 168,991: 17,657 10,021
: : :
: : Changes in Commitments from: May 17, 2016 :
: -4,246: 1,172 -482 -8,487 4,654 3,449 -2,661 -5,521: -1,585 1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.8 23.5 40.8 64.0 88.1 93.3: 11.9 6.7
Old : 100.0: 30.3 8.0 20.4 36.1 64.2 86.8 92.6: 13.2 7.4
Other: 100.0: 21.3 9.9 20.7 48.2 63.7 90.1 94.4: 9.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 116 53 86 99 98 259 203:
Old : 292: 109 58 66 93 95 236 185:
Other: 207: 62 40 47 76 69 164 132:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 30.6 19.3 41.9 10.1 28.0 14.2 32.9
Old : 12.9 29.7 20.1 41.5 11.4 28.3 17.0 34.9
Other: 15.3 34.6 26.5 46.3 13.1 29.8 22.0 36.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,890: 1,860 1,142 957 5,129 7,313 7,946 9,412: 2,943 1,477
Old : 7,527: 1,788 1,230 164 3,172 5,152 5,124 6,546: 2,403 981
Other: 3,363: 394 234 472 1,956 2,161 2,822 2,867: 541 496
: : :
: : Changes in Commitments from: May 17, 2016 :
: -227: 5 -191 -80 -108 29 -183 -242: -43 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.5 8.8 47.1 67.2 73.0 86.4: 27.0 13.6
Old : 100.0: 23.8 16.3 2.2 42.1 68.5 68.1 87.0: 31.9 13.0
Other: 100.0: 11.7 7.0 14.0 58.2 64.2 83.9 85.2: 16.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 16 12 7 21 15 41 30:
Old : 47: 17 9 4 15 11 32 24:
Other: 28: 5 5 5 12 13 20 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 : 34.1 43.5 43.4 61.5 29.7 42.3 37.9 53.6
Old : 34.1 55.6 44.2 68.7 32.2 53.9 42.3 66.5
Other: 51.0 45.8 67.9 65.0 50.2 41.3 60.8 54.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,198,701: 134,926 283,723 76,793 859,705 664,924 1,071,424 1,025,441: 127,276 173,260
Old : 1,198,701: 134,926 283,723 76,793 859,705 664,924 1,071,424 1,025,441: 127,276 173,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 32,691: -5,878 21,475 3,714 26,775 -9,170 24,611 16,019: 8,080 16,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 23.7 6.4 71.7 55.5 89.4 85.5: 10.6 14.5
Old : 100.0: 11.3 23.7 6.4 71.7 55.5 89.4 85.5: 10.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 46 65 44 97 114 168 199:
Old : 246: 46 65 44 97 114 168 199:
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 : 24.0 17.0 36.5 25.2 21.7 15.2 30.4 22.1
Old : 24.0 17.0 36.5 25.2 21.7 15.2 30.4 22.1
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, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,173,949: 446,048 539,523 288,525 2,038,391 1,836,340 2,772,964 2,664,388: 400,985 509,561
Old : 3,173,949: 446,048 539,523 288,525 2,038,391 1,836,340 2,772,964 2,664,388: 400,985 509,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -84,572: 10,682 -27,408 -52,233 -72,556 -77,714 -114,107 -157,356: 29,536 72,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.0 9.1 64.2 57.9 87.4 83.9: 12.6 16.1
Old : 100.0: 14.1 17.0 9.1 64.2 57.9 87.4 83.9: 12.6 16.1
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 : 345: 70 85 97 142 165 270 290:
Old : 345: 70 85 97 142 165 270 290:
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 : 27.8 15.3 35.8 21.7 25.1 11.2 31.4 17.2
Old : 27.8 15.3 35.8 21.7 25.1 11.2 31.4 17.2
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 150,894: 17,294 18,837 278 81,660 60,311 99,232 79,426: 51,662 71,468
Old : 150,894: 17,294 18,837 278 81,660 60,311 99,232 79,426: 51,662 71,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 11,496: -6,912 6,850 -50 10,654 -958 3,692 5,842: 7,805 5,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.5 0.2 54.1 40.0 65.8 52.6: 34.2 47.4
Old : 100.0: 11.5 12.5 0.2 54.1 40.0 65.8 52.6: 34.2 47.4
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 : 31: 4 6 3 15 14 20 22:
Old : 31: 4 6 3 15 14 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 27.8 50.6 36.6 33.8 26.4 48.7 34.9
Old : 33.8 27.8 50.6 36.6 33.8 26.4 48.7 34.9
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, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,913,732: 291,349 402,215 211,742 2,023,101 1,803,529 2,526,193 2,417,487: 387,540 496,246
Old : 2,913,732: 291,349 402,215 211,742 2,023,101 1,803,529 2,526,193 2,417,487: 387,540 496,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 121,613: -20,153 -52,457 58,320 10,735 -25,237 48,902 -19,373: 72,711 140,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.8 7.3 69.4 61.9 86.7 83.0: 13.3 17.0
Old : 100.0: 10.0 13.8 7.3 69.4 61.9 86.7 83.0: 13.3 17.0
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 : 285: 52 62 60 113 152 196 244:
Old : 285: 52 62 60 113 152 196 244:
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 : 34.2 15.2 42.0 25.3 30.2 13.5 37.3 21.1
Old : 34.2 15.2 42.0 25.3 30.2 13.5 37.3 21.1
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 960,923: 20,109 149,281 226,089 687,976 533,826 934,174 909,196: 26,749 51,727
Old : 960,923: 20,109 149,281 226,089 687,976 533,826 934,174 909,196: 26,749 51,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 18,997: -12,626 4,965 27,037 4,886 -1,668 19,297 30,335: -301 -11,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.5 23.5 71.6 55.6 97.2 94.6: 2.8 5.4
Old : 100.0: 2.1 15.5 23.5 71.6 55.6 97.2 94.6: 2.8 5.4
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 : 131: 14 48 40 54 67 95 129:
Old : 131: 14 48 40 54 67 95 129:
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 : 35.3 26.0 53.8 36.9 26.4 9.2 34.1 14.4
Old : 35.3 26.0 53.8 36.9 26.4 9.2 34.1 14.4
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,337: 27,293 13,426 1,383 23,856 35,573 52,532 50,382: 7,805 9,955
Old : 60,337: 27,293 13,426 1,383 23,856 35,573 52,532 50,382: 7,805 9,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,449: 3,173 -1,350 -74 -631 3,061 2,469 1,637: -20 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 22.3 2.3 39.5 59.0 87.1 83.5: 12.9 16.5
Old : 100.0: 45.2 22.3 2.3 39.5 59.0 87.1 83.5: 12.9 16.5
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 : 114: 41 24 11 32 27 76 60:
Old : 114: 41 24 11 32 27 76 60:
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 : 30.0 38.0 43.5 52.9 29.8 37.8 43.4 52.6
Old : 30.0 38.0 43.5 52.9 29.8 37.8 43.4 52.6
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 120,674: 54,586 26,852 2,766 47,713 71,147 105,065 100,765: 15,609 19,909
Old : 120,674: 54,586 26,852 2,766 47,713 71,147 105,065 100,765: 15,609 19,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 4,898: 6,347 -2,700 -148 -1,261 6,121 4,938 3,274: -40 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 22.3 2.3 39.5 59.0 87.1 83.5: 12.9 16.5
Old : 100.0: 45.2 22.3 2.3 39.5 59.0 87.1 83.5: 12.9 16.5
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 : 114: 41 24 11 32 27 76 60:
Old : 114: 41 24 11 32 27 76 60:
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 : 30.0 38.0 43.5 52.9 29.8 37.8 43.4 52.6
Old : 30.0 38.0 43.5 52.9 29.8 37.8 43.4 52.6
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,512: 16,849 17,933 925 1,243 645 19,017 19,503: 495 9
Old : 19,512: 16,849 17,933 925 1,243 645 19,017 19,503: 495 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -3,509: -3,463 -3,397 -113 8 0 -3,568 -3,510: 59 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 91.9 4.7 6.4 3.3 97.5 100.0: 2.5 0.0
Old : 100.0: 86.4 91.9 4.7 6.4 3.3 97.5 100.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 19 10 3 2 1 22 13:
Old : 31: 19 10 3 2 1 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 74.9 88.7 93.6 69.8 74.9 82.4 90.3
Old : 72.5 74.9 88.7 93.6 69.8 74.9 82.4 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,321: 20,914 11,072 185 7,032 16,993 28,131 28,250: 190 71
Old : 28,321: 20,914 11,072 185 7,032 16,993 28,131 28,250: 190 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,801: 1,745 1,148 -110 144 784 1,779 1,822: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 39.1 0.7 24.8 60.0 99.3 99.7: 0.7 0.3
Old : 100.0: 73.8 39.1 0.7 24.8 60.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 13 1 6 20 15 34:
Old : 46: 9 13 1 6 20 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 49.6 95.2 68.3 85.9 49.6 94.8 68.3
Old : 85.9 49.6 95.2 68.3 85.9 49.6 94.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,517: 23,923 12,376 4 7,540 18,988 31,467 31,368: 50 149
Old : 31,517: 23,923 12,376 4 7,540 18,988 31,467 31,368: 50 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,464: 938 738 4 565 756 1,507 1,498: -43 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 39.3 0.0 23.9 60.2 99.8 99.5: 0.2 0.5
Old : 100.0: 75.9 39.3 0.0 23.9 60.2 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 14 1 4 12 12 26:
Old : 36: 7 14 1 4 12 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.2 59.8 99.0 80.8 92.2 59.8 97.3 80.8
Old : 92.2 59.8 99.0 80.8 92.2 59.8 97.3 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016