WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 26, 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 : 471,210: 126,563 229,572 97,406 196,658 100,987 420,627 427,965: 50,583 43,245
Old : 439,224: 119,751 231,160 87,528 184,362 81,873 391,641 400,561: 47,583 38,663
Other: 31,986: 14,492 6,092 2,198 12,296 19,114 28,986 27,404: 3,000 4,582
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,033: -4,608 6,280 9,617 -53 -10,453 4,956 5,444: 1,077 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 48.7 20.7 41.7 21.4 89.3 90.8: 10.7 9.2
Old : 100.0: 27.3 52.6 19.9 42.0 18.6 89.2 91.2: 10.8 8.8
Other: 100.0: 45.3 19.0 6.9 38.4 59.8 90.6 85.7: 9.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 147 143 112 123 103 338 302:
Old : 451: 151 143 101 122 96 331 288:
Other: 129: 30 22 13 30 57 67 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.1 19.6 19.2 11.6 9.5 17.7 17.8
Old : 12.8 10.6 20.3 20.4 12.3 10.2 18.7 19.1
Other: 42.0 25.9 55.2 40.7 42.0 24.8 51.5 38.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 26, 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 : 242,725: 77,665 91,564 35,452 107,929 92,158 221,046 219,174: 21,679 23,551
Old : 224,332: 77,645 91,446 30,302 96,391 81,517 204,338 203,265: 19,994 21,067
Other: 18,393: 4,788 4,886 382 11,538 10,641 16,708 15,909: 1,685 2,484
: : :
: : Changes in Commitments from: July 19, 2016 :
: 12,129: -1,460 214 6,399 6,295 5,562 11,234 12,175: 895 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 37.7 14.6 44.5 38.0 91.1 90.3: 8.9 9.7
Old : 100.0: 34.6 40.8 13.5 43.0 36.3 91.1 90.6: 8.9 9.4
Other: 100.0: 26.0 26.6 2.1 62.7 57.9 90.8 86.5: 9.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 78 65 61 87 78 193 184:
Old : 262: 77 64 55 87 77 188 179:
Other: 91: 15 13 4 29 41 46 56:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.0 22.7 29.1 12.6 16.7 19.5 26.9
Old : 14.0 18.9 23.5 30.2 13.6 17.6 20.8 28.6
Other: 34.4 46.4 54.7 60.8 34.4 42.6 54.2 57.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 26, 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 : 1,309,528: 342,462 270,402 216,175 612,112 625,682 1,170,749 1,112,259: 138,779 197,269
Old : 477,108: 203,497 208,714 25,388 205,465 197,414 434,350 431,516: 42,758 45,592
Other: 832,420: 281,736 204,459 48,016 406,647 428,268 736,399 680,743: 96,021 151,677
: : :
: : Changes in Commitments from: July 19, 2016 :
: 11,377: -45,894 12,670 29,415 17,735 -35,228 1,256 6,857: 10,121 4,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 20.6 16.5 46.7 47.8 89.4 84.9: 10.6 15.1
Old : 100.0: 42.7 43.7 5.3 43.1 41.4 91.0 90.4: 9.0 9.6
Other: 100.0: 33.8 24.6 5.8 48.9 51.4 88.5 81.8: 11.5 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 176 143 152 275 296 537 524:
Old : 578: 146 100 26 183 192 339 308:
Other: 666: 160 133 93 208 285 414 468:
:----------------------------------------------------------------------------------------------------
: 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 13.1 18.3 20.3 9.8 10.2 16.1 15.3
Old : 12.6 23.5 22.4 36.5 12.5 22.3 21.8 33.6
Other: 15.7 13.2 23.2 20.5 13.9 8.7 20.5 15.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 26, 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 : 9,937: 3,076 3,125 880 3,300 4,164 7,256 8,169: 2,681 1,768
Old : 9,937: 3,076 3,125 880 3,300 4,164 7,256 8,169: 2,681 1,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 84: 261 -44 38 13 101 312 95: -228 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 31.4 8.9 33.2 41.9 73.0 82.2: 27.0 17.8
Old : 100.0: 31.0 31.4 8.9 33.2 41.9 73.0 82.2: 27.0 17.8
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 : 53: 18 15 5 16 12 37 30:
Old : 53: 18 15 5 16 12 37 30:
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 : 31.4 45.0 43.5 60.0 25.9 40.8 35.4 49.9
Old : 31.4 45.0 43.5 60.0 25.9 40.8 35.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 26, 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 : 702,484: 253,504 72,033 85,107 312,202 457,239 650,813 614,379: 51,671 88,105
Old : 38,194: 10,970 2,462 12 22,327 29,690 33,309 32,164: 4,885 6,030
Other: 664,290: 250,275 77,312 77,354 289,875 427,549 617,504 582,215: 46,786 82,075
: : :
: : Changes in Commitments from: July 19, 2016 :
: -69,094: -37,758 -17,083 -3,718 -28,135 -48,403 -69,611 -69,204: 517 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 10.3 12.1 44.4 65.1 92.6 87.5: 7.4 12.5
Old : 100.0: 28.7 6.4 0.0 58.5 77.7 87.2 84.2: 12.8 15.8
Other: 100.0: 37.7 11.6 11.6 43.6 64.4 93.0 87.6: 7.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 202 123 157 186 248 469 465:
Old : 262: 58 31 2 76 113 135 145:
Other: 622: 195 138 144 161 244 432 457:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 17.2 23.5 26.0 14.4 14.2 21.3 21.4
Old : 32.5 48.4 43.0 55.3 32.5 48.4 42.8 55.3
Other: 15.8 16.2 24.0 24.8 14.4 13.2 21.6 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 26, 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 : 33,704: 9,345 4,437 5 15 10,794 9,365 15,236: 24,339 18,468
Old : 601: 526 105 0 5 99 531 204: 70 397
Other: 33,103: 8,819 4,332 5 10 10,695 8,834 15,032: 24,269 18,071
: : :
: : Changes in Commitments from: July 19, 2016 :
: -656: -746 -466 -4 2 350 -748 -120: 92 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.2 0.0 0.0 32.0 27.8 45.2: 72.2 54.8
Old : 100.0: 87.5 17.5 0.0 0.8 16.5 88.4 33.9: 11.6 66.1
Other: 100.0: 26.6 13.1 0.0 0.0 32.3 26.7 45.4: 73.3 54.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 15 2 4 29 7 45:
Old : 21: 1 6 0 1 14 2 20:
Other: 46: 2 15 2 3 29 6 45:
:----------------------------------------------------------------------------------------------------
: 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 12.8 27.8 18.9 27.7 12.8 27.7 18.9
Old : 88.4 22.5 88.4 28.0 87.5 22.1 87.5 27.1
Other: 26.7 12.8 26.7 19.1 26.6 12.8 26.6 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 26, 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 : 363,801: 94,986 78,641 53,756 182,905 200,400 331,647 332,797: 32,154 31,004
Old : 67,391: 21,515 10,850 3,155 37,014 47,120 61,684 61,125: 5,707 6,266
Other: 296,410: 84,655 78,975 39,417 145,891 153,280 269,963 271,672: 26,447 24,738
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,564: -134 4,467 2,762 -2,080 -5,866 548 1,363: 2,016 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 21.6 14.8 50.3 55.1 91.2 91.5: 8.8 8.5
Old : 100.0: 31.9 16.1 4.7 54.9 69.9 91.5 90.7: 8.5 9.3
Other: 100.0: 28.6 26.6 13.3 49.2 51.7 91.1 91.7: 8.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 85 86 88 84 73 225 209:
Old : 168: 50 34 16 49 51 104 100:
Other: 277: 81 85 77 74 63 205 187:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 27.7 17.3 35.5 8.8 23.0 15.4 29.2
Old : 20.6 32.1 34.7 48.4 19.5 26.8 30.4 39.4
Other: 11.4 29.5 20.4 36.6 10.5 26.0 18.3 32.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 26, 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 : 568,150: 171,816 74,377 18,440 232,658 343,116 422,914 435,933: 145,236 132,217
Old : 568,150: 171,816 74,377 18,440 232,658 343,116 422,914 435,933: 145,236 132,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -19,898: -2,672 -8,314 721 -13,236 -9,433 -15,187 -17,026: -4,711 -2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.1 3.2 41.0 60.4 74.4 76.7: 25.6 23.3
Old : 100.0: 30.2 13.1 3.2 41.0 60.4 74.4 76.7: 25.6 23.3
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 : 152: 41 28 20 52 63 101 103:
Old : 152: 41 28 20 52 63 101 103:
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 : 15.7 24.0 26.4 36.0 12.6 19.8 21.4 29.4
Old : 15.7 24.0 26.4 36.0 12.6 19.8 21.4 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 26, 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 : 602,157: 66,455 144,646 8,101 399,085 369,424 473,641 522,171: 128,516 79,986
Old : 602,157: 66,455 144,646 8,101 399,085 369,424 473,641 522,171: 128,516 79,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 13,618: -2,565 5,590 388 23,036 12,059 20,859 18,037: -7,241 -4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 24.0 1.3 66.3 61.4 78.7 86.7: 21.3 13.3
Old : 100.0: 11.0 24.0 1.3 66.3 61.4 78.7 86.7: 21.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 17 14 11 50 51 74 69:
Old : 99: 17 14 11 50 51 74 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 : 23.6 40.8 38.5 52.6 19.1 40.7 30.1 50.6
Old : 23.6 40.8 38.5 52.6 19.1 40.7 30.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 26, 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 : 4,436: 1,896 272 1,063 1,280 2,996 4,239 4,331: 197 105
Old : 4,436: 1,896 272 1,063 1,280 2,996 4,239 4,331: 197 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -590: -656 -252 135 -37 -450 -558 -567: -32 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 6.1 24.0 28.9 67.5 95.6 97.6: 4.4 2.4
Old : 100.0: 42.7 6.1 24.0 28.9 67.5 95.6 97.6: 4.4 2.4
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 : 33: 11 5 4 10 14 23 21:
Old : 33: 11 5 4 10 14 23 21:
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 : 51.6 54.0 72.6 82.6 40.2 43.6 53.3 52.5
Old : 51.6 54.0 72.6 82.6 40.2 43.6 53.3 52.5
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 - Futures Only, July 26, 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 : 364,289: 107,505 20,639 40,152 172,840 278,214 320,497 339,005: 43,792 25,284
Old : 72,304: 24,153 6,576 1,534 34,167 56,635 59,854 64,745: 12,450 7,559
Other: 291,985: 97,551 28,262 24,419 138,673 221,579 260,643 274,260: 31,342 17,725
: : :
: : Changes in Commitments from: July 19, 2016 :
: -10,751: -2,831 393 -7,994 -1,080 -1,840 -11,905 -9,441: 1,154 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.7 11.0 47.4 76.4 88.0 93.1: 12.0 6.9
Old : 100.0: 33.4 9.1 2.1 47.3 78.3 82.8 89.5: 17.2 10.5
Other: 100.0: 33.4 9.7 8.4 47.5 75.9 89.3 93.9: 10.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 85 37 73 90 84 218 169:
Old : 180: 57 27 13 63 58 124 94:
Other: 238: 82 48 62 79 74 197 150:
:----------------------------------------------------------------------------------------------------
: 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 39.1 18.9 45.7 11.8 33.9 17.7 39.1
Old : 19.2 33.1 29.7 47.1 19.2 28.9 28.7 42.8
Other: 12.5 40.6 20.2 47.6 12.5 35.1 19.2 40.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,855: 1,945 3,218 421 5,353 4,376 7,719 8,015: 2,136 1,840
Old : 9,855: 1,945 3,218 421 5,353 4,376 7,719 8,015: 2,136 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 35: -340 703 -72 349 -724 -63 -93: 98 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 32.7 4.3 54.3 44.4 78.3 81.3: 21.7 18.7
Old : 100.0: 19.7 32.7 4.3 54.3 44.4 78.3 81.3: 21.7 18.7
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 : 64: 13 27 7 18 14 37 43:
Old : 64: 13 27 7 18 14 37 43:
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 : 45.5 35.0 56.0 48.1 45.5 34.2 55.8 46.4
Old : 45.5 35.0 56.0 48.1 45.5 34.2 55.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 26, 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 : 1,064,585: 257,223 264,130 31,230 651,962 625,931 940,415 921,291: 124,170 143,294
Old : 1,064,585: 257,223 264,130 31,230 651,962 625,931 940,415 921,291: 124,170 143,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 30,397: 10,645 28,060 6,657 12,130 -8,084 29,432 26,633: 965 3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 24.8 2.9 61.2 58.8 88.3 86.5: 11.7 13.5
Old : 100.0: 24.2 24.8 2.9 61.2 58.8 88.3 86.5: 11.7 13.5
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 : 258: 52 60 35 94 107 164 184:
Old : 258: 52 60 35 94 107 164 184:
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 : 22.7 19.5 33.6 28.8 20.5 19.3 28.3 27.6
Old : 22.7 19.5 33.6 28.8 20.5 19.3 28.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 26, 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 : 2,757,952: 606,471 420,950 92,399 1,682,928 1,823,480 2,381,798 2,336,829: 376,154 421,123
Old : 2,757,952: 606,471 420,950 92,399 1,682,928 1,823,480 2,381,798 2,336,829: 376,154 421,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -37,286: 13,905 -62,245 8,880 -72,531 17,529 -49,746 -35,836: 12,460 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.3 3.4 61.0 66.1 86.4 84.7: 13.6 15.3
Old : 100.0: 22.0 15.3 3.4 61.0 66.1 86.4 84.7: 13.6 15.3
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 : 340: 89 65 63 127 140 240 244:
Old : 340: 89 65 63 127 140 240 244:
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 : 31.4 20.1 40.4 29.6 29.6 17.3 36.7 24.5
Old : 31.4 20.1 40.4 29.6 29.6 17.3 36.7 24.5
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 - Futures Only, July 26, 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 : 174,961: 30,897 13,960 65 90,254 88,814 121,216 102,839: 53,745 72,122
Old : 174,961: 30,897 13,960 65 90,254 88,814 121,216 102,839: 53,745 72,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,425: 6,149 672 -274 1,295 9,685 7,170 10,083: -745 -3,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.0 0.0 51.6 50.8 69.3 58.8: 30.7 41.2
Old : 100.0: 17.7 8.0 0.0 51.6 50.8 69.3 58.8: 30.7 41.2
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 : 33: 5 2 1 20 16 25 19:
Old : 33: 5 2 1 20 16 25 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 : 33.5 34.8 48.5 46.2 33.0 33.8 47.1 45.0
Old : 33.5 34.8 48.5 46.2 33.0 33.8 47.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 26, 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 : 2,691,406: 367,725 569,043 48,026 2,008,241 1,756,611 2,423,992 2,373,680: 267,414 317,726
Old : 2,691,406: 367,725 569,043 48,026 2,008,241 1,756,611 2,423,992 2,373,680: 267,414 317,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 20,377: -42,054 10,251 14,737 48,269 -4,793 20,952 20,195: -575 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.1 1.8 74.6 65.3 90.1 88.2: 9.9 11.8
Old : 100.0: 13.7 21.1 1.8 74.6 65.3 90.1 88.2: 9.9 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 : 296: 45 74 40 96 150 168 237:
Old : 296: 45 74 40 96 150 168 237:
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 : 42.1 19.7 51.9 29.4 38.5 19.4 48.2 28.3
Old : 42.1 19.7 51.9 29.4 38.5 19.4 48.2 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 26, 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 : 863,810: 53,191 93,551 196,770 593,934 523,275 843,895 813,596: 19,915 50,214
Old : 863,810: 53,191 93,551 196,770 593,934 523,275 843,895 813,596: 19,915 50,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 33,786: 8,385 -3,765 5,851 20,991 28,929 35,227 31,015: -1,441 2,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.8 22.8 68.8 60.6 97.7 94.2: 2.3 5.8
Old : 100.0: 6.2 10.8 22.8 68.8 60.6 97.7 94.2: 2.3 5.8
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 : 124: 17 38 36 52 63 91 118:
Old : 124: 17 38 36 52 63 91 118:
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 25.4 50.5 39.5 18.7 10.3 28.9 15.1
Old : 30.7 25.4 50.5 39.5 18.7 10.3 28.9 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 26, 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 : 67,461: 41,623 8,122 22 16,470 49,198 58,114 57,341: 9,348 10,121
Old : 67,461: 41,623 8,122 22 16,470 49,198 58,114 57,341: 9,348 10,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,305: 2,974 903 22 -342 4,721 2,654 5,645: 1,651 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 12.0 0.0 24.4 72.9 86.1 85.0: 13.9 15.0
Old : 100.0: 61.7 12.0 0.0 24.4 72.9 86.1 85.0: 13.9 15.0
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 : 118: 43 28 1 22 29 66 57:
Old : 118: 43 28 1 22 29 66 57:
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 : 35.2 38.0 46.8 55.0 35.2 38.0 46.8 55.0
Old : 35.2 38.0 46.8 55.0 35.2 38.0 46.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 26, 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 : 134,922: 83,245 16,243 43 32,939 98,395 116,227 114,681: 18,695 20,241
Old : 134,922: 83,245 16,243 43 32,939 98,395 116,227 114,681: 18,695 20,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 8,609: 5,948 1,806 43 -683 9,441 5,308 11,290: 3,301 -2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 12.0 0.0 24.4 72.9 86.1 85.0: 13.9 15.0
Old : 100.0: 61.7 12.0 0.0 24.4 72.9 86.1 85.0: 13.9 15.0
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 : 118: 43 28 1 22 29 66 57:
Old : 118: 43 28 1 22 29 66 57:
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 : 35.2 38.0 46.8 55.0 35.2 38.0 46.8 55.0
Old : 35.2 38.0 46.8 55.0 35.2 38.0 46.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 26, 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 : 15,170: 12,301 14,462 694 1,977 0 14,972 15,156: 198 14
Old : 15,170: 12,301 14,462 694 1,977 0 14,972 15,156: 198 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,265: -1,141 -1,109 -141 0 0 -1,282 -1,250: 17 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 95.3 4.6 13.0 0.0 98.7 99.9: 1.3 0.1
Old : 100.0: 81.1 95.3 4.6 13.0 0.0 98.7 99.9: 1.3 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: 24 8 2 2 0 27 9:
Old : 34: 24 8 2 2 0 27 9:
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 : 62.2 87.8 81.0 99.3 60.2 85.2 79.0 95.3
Old : 62.2 87.8 81.0 99.3 60.2 85.2 79.0 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 26, 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 : 25,084: 13,369 9,326 241 11,335 15,409 24,945 24,976: 139 108
Old : 25,084: 13,369 9,326 241 11,335 15,409 24,945 24,976: 139 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -318: -952 -987 -37 690 739 -299 -285: -19 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 37.2 1.0 45.2 61.4 99.4 99.6: 0.6 0.4
Old : 100.0: 53.3 37.2 1.0 45.2 61.4 99.4 99.6: 0.6 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 : 38: 8 11 1 5 16 13 28:
Old : 38: 8 11 1 5 16 13 28:
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 : 81.5 50.7 95.2 69.6 81.5 50.7 94.9 69.6
Old : 81.5 50.7 95.2 69.6 81.5 50.7 94.9 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, July 26, 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 : 33,817: 22,750 8,504 49 10,922 25,198 33,721 33,751: 96 66
Old : 33,817: 22,750 8,504 49 10,922 25,198 33,721 33,751: 96 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,005: 1,160 -365 0 2,828 4,397 3,988 4,032: 17 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 25.1 0.1 32.3 74.5 99.7 99.8: 0.3 0.2
Old : 100.0: 67.3 25.1 0.1 32.3 74.5 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 10 1 5 10 16 21:
Old : 35: 11 10 1 5 10 16 21:
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 : 84.8 74.5 94.7 91.6 84.8 74.5 93.7 91.6
Old : 84.8 74.5 94.7 91.6 84.8 74.5 93.7 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016