WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 02, 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 : 488,242: 133,803 232,579 102,932 199,309 108,281 436,044 443,792: 52,198 44,450
Old : 454,805: 127,488 235,405 91,445 186,933 88,249 405,866 415,099: 48,939 39,706
Other: 33,437: 15,391 6,250 2,411 12,376 20,032 30,178 28,693: 3,259 4,744
: : :
: : Changes in Commitments from: July 26, 2016 :
: 17,032: 7,240 3,007 5,526 2,651 7,294 15,417 15,827: 1,615 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 47.6 21.1 40.8 22.2 89.3 90.9: 10.7 9.1
Old : 100.0: 28.0 51.8 20.1 41.1 19.4 89.2 91.3: 10.8 8.7
Other: 100.0: 46.0 18.7 7.2 37.0 59.9 90.3 85.8: 9.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 150 142 115 125 102 346 301:
Old : 455: 152 145 106 124 95 338 291:
Other: 126: 33 19 11 31 55 70 81:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 9.2 16.9 17.9 9.3 9.1 15.2 17.1
Old : 10.2 9.8 17.5 19.1 9.8 9.7 15.7 18.4
Other: 40.2 25.4 53.6 40.4 40.2 24.3 50.4 38.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 02, 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 : 241,221: 75,459 89,942 35,534 108,207 90,955 219,200 216,431: 22,021 24,790
Old : 222,453: 75,620 89,463 30,176 96,483 80,416 202,279 200,055: 20,174 22,398
Other: 18,768: 4,802 5,442 395 11,724 10,539 16,921 16,376: 1,847 2,392
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,504: -2,206 -1,622 82 278 -1,203 -1,846 -2,743: 342 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 37.3 14.7 44.9 37.7 90.9 89.7: 9.1 10.3
Old : 100.0: 34.0 40.2 13.6 43.4 36.1 90.9 89.9: 9.1 10.1
Other: 100.0: 25.6 29.0 2.1 62.5 56.2 90.2 87.3: 9.8 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 72 60 61 82 77 185 179:
Old : 249: 74 59 53 82 74 180 170:
Other: 94: 14 14 4 29 43 46 59:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.1 22.5 29.3 12.9 16.9 20.9 27.4
Old : 14.6 19.2 23.9 30.9 13.9 18.1 22.6 29.4
Other: 33.5 44.0 55.8 60.1 33.5 41.1 55.3 56.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 02, 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 : 1,339,998: 348,196 308,980 228,981 620,775 606,324 1,197,952 1,144,285: 142,046 195,713
Old : 447,789: 199,578 211,033 25,396 180,911 171,338 405,885 407,767: 41,904 40,022
Other: 892,209: 286,780 236,109 65,423 439,864 434,986 792,067 736,518: 100,142 155,691
: : :
: : Changes in Commitments from: July 26, 2016 :
: 30,470: 5,734 38,578 12,806 8,663 -19,358 27,203 32,026: 3,267 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.1 17.1 46.3 45.2 89.4 85.4: 10.6 14.6
Old : 100.0: 44.6 47.1 5.7 40.4 38.3 90.6 91.1: 9.4 8.9
Other: 100.0: 32.1 26.5 7.3 49.3 48.8 88.8 82.5: 11.2 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 178 152 155 286 300 556 537:
Old : 578: 150 98 27 189 182 352 295:
Other: 691: 159 145 99 226 288 443 482:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 12.9 17.5 19.7 9.2 9.8 15.4 15.1
Old : 12.9 23.6 21.8 38.4 12.3 22.5 20.8 35.0
Other: 14.0 13.0 21.5 20.2 12.0 8.8 18.7 14.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 02, 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 : 9,759: 3,014 3,369 270 3,722 4,393 7,006 8,032: 2,753 1,727
Old : 9,759: 3,014 3,369 270 3,722 4,393 7,006 8,032: 2,753 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -178: -62 244 -610 422 229 -250 -137: 72 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 34.5 2.8 38.1 45.0 71.8 82.3: 28.2 17.7
Old : 100.0: 30.9 34.5 2.8 38.1 45.0 71.8 82.3: 28.2 17.7
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 : 53: 17 15 7 16 11 36 32:
Old : 53: 17 15 7 16 11 36 32:
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 : 27.4 46.8 40.6 59.3 27.1 43.4 37.6 54.4
Old : 27.4 46.8 40.6 59.3 27.1 43.4 37.6 54.4
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, August 02, 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 : 682,021: 244,594 79,893 78,296 310,421 438,329 633,311 596,518: 48,710 85,503
Old : 649,414: 231,982 78,133 71,493 300,438 416,308 603,913 565,934: 45,501 83,480
Other: 32,607: 18,906 8,054 509 9,983 22,021 29,398 30,584: 3,209 2,023
: : :
: : Changes in Commitments from: July 26, 2016 :
: -20,463: -8,910 7,860 -6,811 -1,781 -18,910 -17,502 -17,861: -2,961 -2,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.7 11.5 45.5 64.3 92.9 87.5: 7.1 12.5
Old : 100.0: 35.7 12.0 11.0 46.3 64.1 93.0 87.1: 7.0 12.9
Other: 100.0: 58.0 24.7 1.6 30.6 67.5 90.2 93.8: 9.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 196 129 153 169 241 439 463:
Old : 616: 190 133 150 165 241 432 461:
Other: 217: 35 36 9 36 118 75 161:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.8 24.6 26.3 15.5 14.3 22.1 21.7
Old : 17.9 17.7 25.5 26.2 16.8 14.4 23.6 21.9
Other: 40.5 53.2 54.5 76.8 40.5 53.2 54.1 76.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 02, 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 : 33,379: 9,839 4,224 38 11 10,979 9,888 15,241: 23,491 18,138
Old : 32,468: 9,711 4,128 37 11 10,663 9,759 14,828: 22,709 17,640
Other: 911: 128 96 1 0 316 129 413: 782 498
: : :
: : Changes in Commitments from: July 26, 2016 :
: -325: 494 -213 33 -4 185 523 5: -848 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.7 0.1 0.0 32.9 29.6 45.7: 70.4 54.3
Old : 100.0: 29.9 12.7 0.1 0.0 32.8 30.1 45.7: 69.9 54.3
Other: 100.0: 14.1 10.5 0.1 0.0 34.7 14.2 45.3: 85.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 14 2 4 30 8 46:
Old : 48: 4 14 2 4 30 8 46:
Other: 26: 2 5 1 0 19 2 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 12.9 29.6 19.1 29.5 12.9 29.5 19.1
Old : 30.0 12.9 30.1 18.8 29.9 12.9 29.9 18.8
Other: 14.2 28.0 14.2 35.8 14.1 28.0 14.1 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 02, 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 : 358,148: 95,866 76,371 56,265 174,552 194,260 326,683 326,896: 31,465 31,252
Old : 54,322: 19,202 12,852 2,094 28,542 34,178 49,838 49,124: 4,484 5,198
Other: 303,826: 86,372 73,227 44,463 146,010 160,082 276,845 277,772: 26,981 26,054
: : :
: : Changes in Commitments from: July 26, 2016 :
: -5,653: 880 -2,270 2,509 -8,353 -6,140 -4,964 -5,901: -689 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 21.3 15.7 48.7 54.2 91.2 91.3: 8.8 8.7
Old : 100.0: 35.3 23.7 3.9 52.5 62.9 91.7 90.4: 8.3 9.6
Other: 100.0: 28.4 24.1 14.6 48.1 52.7 91.1 91.4: 8.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 88 82 84 82 68 223 194:
Old : 159: 42 41 13 39 44 91 89:
Other: 275: 89 74 75 76 61 208 179:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 27.5 16.4 34.9 8.9 23.9 15.9 30.3
Old : 22.6 28.5 35.1 46.8 22.6 28.5 34.6 44.5
Other: 10.2 30.2 18.6 37.2 10.1 27.0 17.4 33.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 02, 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 : 563,228: 143,727 72,852 21,056 256,647 325,694 421,430 419,602: 141,798 143,626
Old : 563,228: 143,727 72,852 21,056 256,647 325,694 421,430 419,602: 141,798 143,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,922: -28,089 -1,525 2,616 23,989 -17,422 -1,484 -16,331: -3,438 11,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.9 3.7 45.6 57.8 74.8 74.5: 25.2 25.5
Old : 100.0: 25.5 12.9 3.7 45.6 57.8 74.8 74.5: 25.2 25.5
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 : 149: 40 23 23 57 67 106 104:
Old : 149: 40 23 23 57 67 106 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 24.4 27.2 34.7 12.7 17.9 21.0 26.0
Old : 16.4 24.4 27.2 34.7 12.7 17.9 21.0 26.0
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, August 02, 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 : 600,547: 45,569 144,397 8,976 409,464 368,073 464,009 521,446: 136,538 79,101
Old : 600,547: 45,569 144,397 8,976 409,464 368,073 464,009 521,446: 136,538 79,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,610: -20,886 -249 875 10,379 -1,351 -9,632 -725: 8,022 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 24.0 1.5 68.2 61.3 77.3 86.8: 22.7 13.2
Old : 100.0: 7.6 24.0 1.5 68.2 61.3 77.3 86.8: 22.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 13 16 9 51 54 71 72:
Old : 98: 13 16 9 51 54 71 72:
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 : 24.3 41.0 38.2 52.4 19.9 41.0 30.0 49.4
Old : 24.3 41.0 38.2 52.4 19.9 41.0 30.0 49.4
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, August 02, 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 : 4,241: 1,968 471 928 1,146 2,705 4,042 4,104: 199 137
Old : 4,241: 1,968 471 928 1,146 2,705 4,042 4,104: 199 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -195: 72 199 -135 -134 -291 -197 -227: 2 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 11.1 21.9 27.0 63.8 95.3 96.8: 4.7 3.2
Old : 100.0: 46.4 11.1 21.9 27.0 63.8 95.3 96.8: 4.7 3.2
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 : 30: 10 7 4 8 11 20 20:
Old : 30: 10 7 4 8 11 20 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 : 52.8 52.4 73.2 80.6 43.6 41.9 55.2 53.3
Old : 52.8 52.4 73.2 80.6 43.6 41.9 55.2 53.3
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, August 02, 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 : 359,746: 105,748 22,798 37,300 176,357 272,960 319,405 333,058: 40,341 26,688
Old : 60,162: 21,160 7,601 6 29,545 45,899 50,711 53,506: 9,451 6,656
Other: 299,584: 97,775 28,384 24,107 146,812 227,061 268,694 279,552: 30,890 20,032
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,543: -1,757 2,159 -2,852 3,517 -5,254 -1,092 -5,947: -3,451 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.3 10.4 49.0 75.9 88.8 92.6: 11.2 7.4
Old : 100.0: 35.2 12.6 0.0 49.1 76.3 84.3 88.9: 15.7 11.1
Other: 100.0: 32.6 9.5 8.0 49.0 75.8 89.7 93.3: 10.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 84 41 77 93 85 225 178:
Old : 184: 56 29 1 53 54 109 84:
Other: 250: 84 53 62 86 77 205 160:
:----------------------------------------------------------------------------------------------------
: 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 39.0 19.4 44.9 12.5 34.5 18.9 39.1
Old : 19.8 30.6 29.5 44.6 19.8 28.7 29.5 42.3
Other: 12.8 40.9 20.8 47.8 12.7 35.9 20.1 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 02, 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 : 11,480: 2,287 4,503 745 6,111 4,085 9,143 9,333: 2,337 2,147
Old : 11,480: 2,287 4,503 745 6,111 4,085 9,143 9,333: 2,337 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,625: 342 1,285 324 758 -291 1,424 1,318: 201 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 39.2 6.5 53.2 35.6 79.6 81.3: 20.4 18.7
Old : 100.0: 19.9 39.2 6.5 53.2 35.6 79.6 81.3: 20.4 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 : 69: 16 28 7 19 13 39 46:
Old : 69: 16 28 7 19 13 39 46:
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 : 43.0 29.4 54.3 44.2 43.0 28.6 53.5 43.1
Old : 43.0 29.4 54.3 44.2 43.0 28.6 53.5 43.1
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, August 02, 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 : 1,093,965: 297,291 249,205 33,811 646,937 673,203 978,039 956,219: 115,926 137,746
Old : 1,093,965: 297,291 249,205 33,811 646,937 673,203 978,039 956,219: 115,926 137,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 29,380: 40,068 -14,925 2,581 -5,025 47,272 37,624 34,928: -8,244 -5,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.8 3.1 59.1 61.5 89.4 87.4: 10.6 12.6
Old : 100.0: 27.2 22.8 3.1 59.1 61.5 89.4 87.4: 10.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 48 58 37 90 110 161 182:
Old : 248: 48 58 37 90 110 161 182:
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 : 23.4 18.6 34.8 27.4 22.6 18.5 31.4 26.0
Old : 23.4 18.6 34.8 27.4 22.6 18.5 31.4 26.0
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, August 02, 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 : 2,769,492: 575,489 454,269 104,191 1,721,431 1,798,398 2,401,111 2,356,858: 368,381 412,634
Old : 2,769,492: 575,489 454,269 104,191 1,721,431 1,798,398 2,401,111 2,356,858: 368,381 412,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 11,540: -30,982 33,319 11,792 38,503 -25,082 19,313 20,029: -7,773 -8,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.4 3.8 62.2 64.9 86.7 85.1: 13.3 14.9
Old : 100.0: 20.8 16.4 3.8 62.2 64.9 86.7 85.1: 13.3 14.9
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 : 351: 84 72 57 135 143 245 246:
Old : 351: 84 72 57 135 143 245 246:
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 19.6 40.1 29.0 29.6 17.1 36.4 24.6
Old : 31.4 19.6 40.1 29.0 29.6 17.1 36.4 24.6
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, August 02, 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 : 173,659: 23,309 14,075 0 94,456 85,794 117,765 99,869: 55,894 73,790
Old : 173,659: 23,309 14,075 0 94,456 85,794 117,765 99,869: 55,894 73,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,302: -7,588 115 -65 4,202 -3,020 -3,451 -2,970: 2,149 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.1 0.0 54.4 49.4 67.8 57.5: 32.2 42.5
Old : 100.0: 13.4 8.1 0.0 54.4 49.4 67.8 57.5: 32.2 42.5
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 : 30: 3 2 0 20 14 23 16:
Old : 30: 3 2 0 20 14 23 16:
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 : 34.9 34.7 48.5 46.2 33.6 33.7 46.0 45.0
Old : 34.9 34.7 48.5 46.2 33.6 33.7 46.0 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, August 02, 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 : 2,755,966: 406,149 596,616 40,665 2,040,351 1,789,213 2,487,165 2,426,494: 268,801 329,472
Old : 2,755,966: 406,149 596,616 40,665 2,040,351 1,789,213 2,487,165 2,426,494: 268,801 329,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 64,560: 38,424 27,573 -7,361 32,110 32,602 63,173 52,814: 1,387 11,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.6 1.5 74.0 64.9 90.2 88.0: 9.8 12.0
Old : 100.0: 14.7 21.6 1.5 74.0 64.9 90.2 88.0: 9.8 12.0
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 : 300: 45 76 35 99 152 171 236:
Old : 300: 45 76 35 99 152 171 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 18.8 50.2 29.1 36.8 18.6 46.6 27.7
Old : 40.4 18.8 50.2 29.1 36.8 18.6 46.6 27.7
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, August 02, 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 : 764,199: 32,768 127,635 162,396 548,420 426,209 743,584 716,240: 20,615 47,959
Old : 764,199: 32,768 127,635 162,396 548,420 426,209 743,584 716,240: 20,615 47,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -99,611: -20,423 34,084 -34,374 -45,514 -97,066 -100,311 -97,356: 700 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 16.7 21.3 71.8 55.8 97.3 93.7: 2.7 6.3
Old : 100.0: 4.3 16.7 21.3 71.8 55.8 97.3 93.7: 2.7 6.3
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 : 123: 16 36 35 53 64 91 118:
Old : 123: 16 36 35 53 64 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 : 28.8 18.8 47.4 31.7 21.1 13.8 31.3 19.6
Old : 28.8 18.8 47.4 31.7 21.1 13.8 31.3 19.6
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, August 02, 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 : 69,740: 44,061 5,817 224 16,526 54,163 60,810 60,203: 8,930 9,538
Old : 69,740: 44,061 5,817 224 16,526 54,163 60,810 60,203: 8,930 9,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,279: 2,439 -2,305 202 56 4,965 2,697 2,862: -418 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 8.3 0.3 23.7 77.7 87.2 86.3: 12.8 13.7
Old : 100.0: 63.2 8.3 0.3 23.7 77.7 87.2 86.3: 12.8 13.7
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 : 117: 45 23 4 26 29 72 55:
Old : 117: 45 23 4 26 29 72 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 44.0 48.4 60.9 35.8 44.0 48.4 60.9
Old : 35.8 44.0 48.4 60.9 35.8 44.0 48.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 02, 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 : 139,480: 88,122 11,633 447 33,051 108,325 121,620 120,405: 17,860 19,075
Old : 139,480: 88,122 11,633 447 33,051 108,325 121,620 120,405: 17,860 19,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,558: 4,877 -4,610 404 112 9,930 5,393 5,724: -835 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 8.3 0.3 23.7 77.7 87.2 86.3: 12.8 13.7
Old : 100.0: 63.2 8.3 0.3 23.7 77.7 87.2 86.3: 12.8 13.7
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 : 117: 45 23 4 26 29 72 55:
Old : 117: 45 23 4 26 29 72 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 44.0 48.4 60.9 35.8 44.0 48.4 60.9
Old : 35.8 44.0 48.4 60.9 35.8 44.0 48.4 60.9
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, August 02, 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 : 16,953: 14,356 15,611 734 1,683 600 16,773 16,945: 180 8
Old : 16,953: 14,356 15,611 734 1,683 600 16,773 16,945: 180 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,783: 2,055 1,149 40 -294 600 1,801 1,789: -18 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 92.1 4.3 9.9 3.5 98.9 100.0: 1.1 0.0
Old : 100.0: 84.7 92.1 4.3 9.9 3.5 98.9 100.0: 1.1 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 : 33: 21 10 2 1 1 23 12:
Old : 33: 21 10 2 1 1 23 12:
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 : 70.5 81.7 86.3 96.2 68.5 79.4 84.3 93.3
Old : 70.5 81.7 86.3 96.2 68.5 79.4 84.3 93.3
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, August 02, 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 : 24,941: 13,007 7,782 272 11,530 16,763 24,809 24,817: 132 124
Old : 24,941: 13,007 7,782 272 11,530 16,763 24,809 24,817: 132 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -143: -362 -1,544 31 195 1,354 -136 -159: -7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 31.2 1.1 46.2 67.2 99.5 99.5: 0.5 0.5
Old : 100.0: 52.2 31.2 1.1 46.2 67.2 99.5 99.5: 0.5 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 : 39: 7 12 1 6 16 14 28:
Old : 39: 7 12 1 6 16 14 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 : 78.6 51.5 94.1 70.0 78.6 51.5 94.1 70.0
Old : 78.6 51.5 94.1 70.0 78.6 51.5 94.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, August 02, 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 : 35,363: 25,291 7,768 49 9,948 27,477 35,288 35,294: 75 69
Old : 35,363: 25,291 7,768 49 9,948 27,477 35,288 35,294: 75 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,546: 2,541 -736 0 -974 2,279 1,567 1,543: -21 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 22.0 0.1 28.1 77.7 99.8 99.8: 0.2 0.2
Old : 100.0: 71.5 22.0 0.1 28.1 77.7 99.8 99.8: 0.2 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 : 36: 10 11 1 5 11 15 23:
Old : 36: 10 11 1 5 11 15 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 : 86.5 74.5 95.2 90.7 86.5 74.5 94.3 90.7
Old : 86.5 74.5 95.2 90.7 86.5 74.5 94.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016