WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 09, 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 : 451,314: 131,969 220,190 87,878 177,266 98,938 397,113 407,006: 54,201 44,308
Old : 416,530: 126,066 223,876 74,740 164,917 78,838 365,723 377,454: 50,807 39,076
Other: 34,784: 16,454 6,865 2,587 12,349 20,100 31,390 29,552: 3,394 5,232
: : :
: : Changes in Commitments from: August 2, 2016 :
: -36,928: -1,834 -12,389 -15,054 -22,043 -9,343 -38,931 -36,786: 2,003 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 48.8 19.5 39.3 21.9 88.0 90.2: 12.0 9.8
Old : 100.0: 30.3 53.7 17.9 39.6 18.9 87.8 90.6: 12.2 9.4
Other: 100.0: 47.3 19.7 7.4 35.5 57.8 90.2 85.0: 9.8 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 144 137 112 119 103 327 299:
Old : 436: 141 140 105 118 94 320 285:
Other: 127: 33 18 11 33 57 70 84:
:----------------------------------------------------------------------------------------------------
: 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 10.1 16.9 19.2 9.7 10.0 16.1 18.6
Old : 10.5 11.0 17.8 20.8 10.3 10.9 16.9 20.3
Other: 39.6 28.2 54.3 42.1 39.6 27.3 52.1 40.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 09, 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 : 242,243: 75,100 88,916 31,185 113,077 97,866 219,362 217,967: 22,881 24,276
Old : 222,387: 75,433 88,000 25,348 100,575 87,155 201,356 200,503: 21,031 21,884
Other: 19,856: 4,969 6,218 535 12,502 10,711 18,006 17,464: 1,850 2,392
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,022: -359 -1,026 -4,349 4,870 6,911 162 1,536: 860 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 36.7 12.9 46.7 40.4 90.6 90.0: 9.4 10.0
Old : 100.0: 33.9 39.6 11.4 45.2 39.2 90.5 90.2: 9.5 9.8
Other: 100.0: 25.0 31.3 2.7 63.0 53.9 90.7 88.0: 9.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 76 56 58 82 78 185 178:
Old : 257: 78 56 49 82 74 180 167:
Other: 101: 15 14 8 29 50 49 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 20.0 22.9 31.2 13.3 17.2 21.6 27.7
Old : 15.2 21.5 24.7 33.4 14.5 18.6 23.2 30.0
Other: 35.7 44.6 56.8 60.0 35.7 41.5 56.4 57.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 09, 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 : 1,360,945: 351,872 346,460 222,611 636,566 597,397 1,211,049 1,166,468: 149,896 194,477
Old : 335,791: 149,372 147,545 14,410 130,290 141,498 294,072 303,453: 41,719 32,338
Other: 1,025,154: 302,569 298,984 108,132 506,276 455,899 916,977 863,015: 108,177 162,139
: : :
: : Changes in Commitments from: August 2, 2016 :
: 20,947: 3,676 37,480 -6,370 15,791 -8,927 13,097 22,183: 7,850 -1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 25.5 16.4 46.8 43.9 89.0 85.7: 11.0 14.3
Old : 100.0: 44.5 43.9 4.3 38.8 42.1 87.6 90.4: 12.4 9.6
Other: 100.0: 29.5 29.2 10.5 49.4 44.5 89.4 84.2: 10.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 179 161 158 289 301 569 550:
Old : 563: 150 82 25 197 174 355 275:
Other: 713: 155 170 123 223 291 460 512:
:----------------------------------------------------------------------------------------------------
: 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 12.7 17.3 19.2 8.9 9.6 15.2 14.5
Old : 10.1 29.8 16.6 40.7 9.8 29.8 16.1 40.6
Other: 12.7 11.8 20.5 18.7 11.1 7.5 17.9 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 09, 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 : 10,178: 2,972 3,930 80 3,764 4,137 6,816 8,147: 3,362 2,031
Old : 10,178: 2,972 3,930 80 3,764 4,137 6,816 8,147: 3,362 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 419: -42 561 -190 42 -256 -190 115: 609 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 38.6 0.8 37.0 40.6 67.0 80.0: 33.0 20.0
Old : 100.0: 29.2 38.6 0.8 37.0 40.6 67.0 80.0: 33.0 20.0
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 : 49: 15 15 2 16 11 31 28:
Old : 49: 15 15 2 16 11 31 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 : 26.6 43.4 40.4 58.0 26.4 43.4 37.3 54.1
Old : 26.6 43.4 40.4 58.0 26.4 43.4 37.3 54.1
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 09, 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 : 674,104: 244,234 74,187 79,908 302,668 434,202 626,810 588,297: 47,294 85,807
Old : 641,304: 232,973 72,274 72,554 292,036 412,791 597,563 557,619: 43,741 83,685
Other: 32,800: 18,135 8,787 480 10,632 21,411 29,247 30,678: 3,553 2,122
: : :
: : Changes in Commitments from: August 2, 2016 :
: -7,917: -360 -5,706 1,612 -7,753 -4,127 -6,501 -8,221: -1,416 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 11.0 11.9 44.9 64.4 93.0 87.3: 7.0 12.7
Old : 100.0: 36.3 11.3 11.3 45.5 64.4 93.2 87.0: 6.8 13.0
Other: 100.0: 55.3 26.8 1.5 32.4 65.3 89.2 93.5: 10.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 209 126 152 169 242 447 464:
Old : 625: 206 126 148 165 241 440 460:
Other: 226: 44 35 7 40 118 86 158:
:----------------------------------------------------------------------------------------------------
: 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 18.5 23.9 27.1 15.1 15.1 21.5 22.4
Old : 17.4 18.5 24.7 27.1 16.4 15.2 22.9 22.5
Other: 38.9 55.7 52.5 76.8 38.8 55.6 51.9 76.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 09, 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 : 33,002: 10,085 3,701 57 12 11,100 10,154 14,858: 22,848 18,144
Old : 32,084: 9,959 3,605 56 12 10,784 10,027 14,445: 22,057 17,639
Other: 918: 126 96 1 0 316 127 413: 791 505
: : :
: : Changes in Commitments from: August 2, 2016 :
: -377: 246 -523 19 1 121 266 -383: -643 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 11.2 0.2 0.0 33.6 30.8 45.0: 69.2 55.0
Old : 100.0: 31.0 11.2 0.2 0.0 33.6 31.3 45.0: 68.7 55.0
Other: 100.0: 13.7 10.5 0.1 0.0 34.4 13.8 45.0: 86.2 55.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 11 3 3 30 8 43:
Old : 45: 4 11 3 3 30 8 43:
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 : 30.7 13.3 30.8 19.6 30.6 13.2 30.6 19.5
Old : 31.2 13.3 31.3 19.2 31.0 13.2 31.0 19.2
Other: 13.8 27.8 13.8 35.5 13.7 27.8 13.7 35.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 09, 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 : 359,540: 96,993 63,217 62,193 167,652 205,672 326,838 331,082: 32,702 28,458
Old : 48,486: 19,266 10,389 551 23,577 33,632 43,394 44,572: 5,092 3,914
Other: 311,054: 90,114 65,215 49,255 144,075 172,040 283,444 286,510: 27,610 24,544
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,392: 1,127 -13,154 5,928 -6,900 11,412 155 4,186: 1,237 -2,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.6 17.3 46.6 57.2 90.9 92.1: 9.1 7.9
Old : 100.0: 39.7 21.4 1.1 48.6 69.4 89.5 91.9: 10.5 8.1
Other: 100.0: 29.0 21.0 15.8 46.3 55.3 91.1 92.1: 8.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 92 74 99 82 68 237 199:
Old : 153: 47 32 8 35 43 86 80:
Other: 279: 86 79 90 78 62 223 185:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 29.4 16.5 37.3 8.8 25.8 15.8 32.3
Old : 23.5 37.5 38.3 53.1 21.8 37.5 36.6 51.2
Other: 9.9 31.6 18.1 39.2 9.8 28.7 17.2 34.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 09, 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 : 582,001: 150,003 91,511 17,572 258,231 327,569 425,806 436,652: 156,195 145,349
Old : 582,001: 150,003 91,511 17,572 258,231 327,569 425,806 436,652: 156,195 145,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 18,773: 6,276 18,659 -3,484 1,584 1,875 4,376 17,050: 14,397 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 15.7 3.0 44.4 56.3 73.2 75.0: 26.8 25.0
Old : 100.0: 25.8 15.7 3.0 44.4 56.3 73.2 75.0: 26.8 25.0
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 : 150: 37 30 22 56 63 103 105:
Old : 150: 37 30 22 56 63 103 105:
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 : 15.3 23.9 25.6 34.7 12.2 17.5 20.0 25.6
Old : 15.3 23.9 25.6 34.7 12.2 17.5 20.0 25.6
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 09, 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 : 608,142: 44,232 149,188 9,558 416,731 370,850 470,521 529,596: 137,621 78,546
Old : 608,142: 44,232 149,188 9,558 416,731 370,850 470,521 529,596: 137,621 78,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 7,595: -1,337 4,791 582 7,267 2,777 6,512 8,150: 1,083 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 24.5 1.6 68.5 61.0 77.4 87.1: 22.6 12.9
Old : 100.0: 7.3 24.5 1.6 68.5 61.0 77.4 87.1: 22.6 12.9
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 : 98: 13 15 11 52 54 73 72:
Old : 98: 13 15 11 52 54 73 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 : 24.7 40.5 39.2 52.5 20.8 40.5 31.1 48.8
Old : 24.7 40.5 39.2 52.5 20.8 40.5 31.1 48.8
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 09, 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 : 4,520: 1,996 740 1,007 1,314 2,559 4,317 4,306: 203 214
Old : 4,520: 1,996 740 1,007 1,314 2,559 4,317 4,306: 203 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 279: 28 269 79 168 -146 275 202: 4 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 16.4 22.3 29.1 56.6 95.5 95.3: 4.5 4.7
Old : 100.0: 44.2 16.4 22.3 29.1 56.6 95.5 95.3: 4.5 4.7
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 : 28: 11 5 3 8 10 20 17:
Old : 28: 11 5 3 8 10 20 17:
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 : 53.2 53.1 74.1 78.9 40.7 36.4 51.6 51.8
Old : 53.2 53.1 74.1 78.9 40.7 36.4 51.6 51.8
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 09, 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 : 357,482: 102,357 21,379 36,385 176,697 273,850 315,439 331,614: 42,043 25,868
Old : 51,092: 16,320 6,914 17 25,931 39,241 42,268 46,172: 8,824 4,920
Other: 306,390: 95,778 24,206 26,627 150,766 234,609 273,171 285,442: 33,219 20,948
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,264: -3,391 -1,419 -915 340 890 -3,966 -1,444: 1,702 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.0 10.2 49.4 76.6 88.2 92.8: 11.8 7.2
Old : 100.0: 31.9 13.5 0.0 50.8 76.8 82.7 90.4: 17.3 9.6
Other: 100.0: 31.3 7.9 8.7 49.2 76.6 89.2 93.2: 10.8 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 86 38 75 94 89 221 179:
Old : 175: 50 27 2 52 51 102 80:
Other: 249: 86 48 62 88 81 205 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 39.6 19.9 45.4 12.9 35.6 19.3 40.2
Old : 19.9 31.4 30.5 43.9 19.9 30.6 30.5 43.1
Other: 13.6 41.6 21.1 48.0 13.4 37.0 20.6 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 09, 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 : 12,081: 2,377 5,021 655 6,713 4,351 9,745 10,027: 2,336 2,054
Old : 12,081: 2,377 5,021 655 6,713 4,351 9,745 10,027: 2,336 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 601: 90 518 -90 602 266 602 694: -1 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 41.6 5.4 55.6 36.0 80.7 83.0: 19.3 17.0
Old : 100.0: 19.7 41.6 5.4 55.6 36.0 80.7 83.0: 19.3 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 : 75: 16 31 10 20 15 43 53:
Old : 75: 16 31 10 20 15 43 53:
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 : 41.8 29.0 53.8 43.3 41.8 28.3 52.1 42.6
Old : 41.8 29.0 53.8 43.3 41.8 28.3 52.1 42.6
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 09, 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 : 1,104,567: 309,017 219,064 51,690 629,336 692,188 990,043 962,942: 114,524 141,625
Old : 1,104,567: 309,017 219,064 51,690 629,336 692,188 990,043 962,942: 114,524 141,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 10,602: 11,726 -30,141 17,879 -17,601 18,985 12,004 6,723: -1,402 3,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.8 4.7 57.0 62.7 89.6 87.2: 10.4 12.8
Old : 100.0: 28.0 19.8 4.7 57.0 62.7 89.6 87.2: 10.4 12.8
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 : 253: 53 57 38 86 113 161 186:
Old : 253: 53 57 38 86 113 161 186:
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 : 22.4 17.4 34.2 25.5 21.6 16.6 31.3 23.9
Old : 22.4 17.4 34.2 25.5 21.6 16.6 31.3 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 09, 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 : 2,835,657: 616,207 497,962 99,145 1,753,421 1,820,791 2,468,773 2,417,898: 366,884 417,759
Old : 2,835,657: 616,207 497,962 99,145 1,753,421 1,820,791 2,468,773 2,417,898: 366,884 417,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 66,165: 40,718 43,693 -5,046 31,990 22,393 67,662 61,040: -1,497 5,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 17.6 3.5 61.8 64.2 87.1 85.3: 12.9 14.7
Old : 100.0: 21.7 17.6 3.5 61.8 64.2 87.1 85.3: 12.9 14.7
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 : 355: 84 79 64 128 144 244 255:
Old : 355: 84 79 64 128 144 244 255:
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 19.0 38.8 29.1 28.9 16.3 35.8 24.3
Old : 30.7 19.0 38.8 29.1 28.9 16.3 35.8 24.3
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 09, 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 : 176,895: 21,967 13,699 870 99,354 87,000 122,191 101,569: 54,704 75,326
Old : 176,895: 21,967 13,699 870 99,354 87,000 122,191 101,569: 54,704 75,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 3,236: -1,342 -376 870 4,898 1,206 4,426 1,700: -1,190 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.7 0.5 56.2 49.2 69.1 57.4: 30.9 42.6
Old : 100.0: 12.4 7.7 0.5 56.2 49.2 69.1 57.4: 30.9 42.6
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 : 32: 4 2 1 20 15 24 18:
Old : 32: 4 2 1 20 15 24 18:
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 : 36.9 34.3 50.6 45.2 35.6 33.5 48.4 44.2
Old : 36.9 34.3 50.6 45.2 35.6 33.5 48.4 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 09, 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 : 2,782,028: 416,726 604,497 47,188 2,059,734 1,791,722 2,523,648 2,443,407: 258,380 338,621
Old : 2,782,028: 416,726 604,497 47,188 2,059,734 1,791,722 2,523,648 2,443,407: 258,380 338,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 26,062: 10,577 7,881 6,523 19,383 2,509 36,483 16,913: -10,421 9,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.7 1.7 74.0 64.4 90.7 87.8: 9.3 12.2
Old : 100.0: 15.0 21.7 1.7 74.0 64.4 90.7 87.8: 9.3 12.2
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 : 302: 49 74 36 105 148 179 233:
Old : 302: 49 74 36 105 148 179 233:
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 : 40.0 19.7 49.6 29.8 36.6 18.9 46.0 28.4
Old : 40.0 19.7 49.6 29.8 36.6 18.9 46.0 28.4
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 09, 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 : 811,087: 38,214 122,156 155,765 592,048 475,217 786,027 753,138: 25,060 57,949
Old : 811,087: 38,214 122,156 155,765 592,048 475,217 786,027 753,138: 25,060 57,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 46,888: 5,446 -5,479 -6,631 43,628 49,008 42,443 36,898: 4,445 9,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 15.1 19.2 73.0 58.6 96.9 92.9: 3.1 7.1
Old : 100.0: 4.7 15.1 19.2 73.0 58.6 96.9 92.9: 3.1 7.1
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 : 134: 14 41 35 56 72 95 128:
Old : 134: 14 41 35 56 72 95 128:
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 : 28.2 19.3 45.3 32.4 19.9 11.8 29.5 16.5
Old : 28.2 19.3 45.3 32.4 19.9 11.8 29.5 16.5
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 09, 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 : 71,005: 44,907 7,500 579 16,870 53,259 62,356 61,337: 8,650 9,668
Old : 71,005: 44,907 7,500 579 16,870 53,259 62,356 61,337: 8,650 9,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,265: 846 1,683 356 344 -904 1,546 1,135: -281 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 10.6 0.8 23.8 75.0 87.8 86.4: 12.2 13.6
Old : 100.0: 63.2 10.6 0.8 23.8 75.0 87.8 86.4: 12.2 13.6
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 : 120: 45 27 4 24 30 71 59:
Old : 120: 45 27 4 24 30 71 59:
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 : 35.4 41.6 49.0 54.9 35.4 41.6 49.0 54.9
Old : 35.4 41.6 49.0 54.9 35.4 41.6 49.0 54.9
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 09, 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 : 142,010: 89,814 14,999 1,158 33,739 106,517 124,711 122,674: 17,299 19,336
Old : 142,010: 89,814 14,999 1,158 33,739 106,517 124,711 122,674: 17,299 19,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 2,530: 1,692 3,366 711 688 -1,808 3,091 2,269: -561 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 10.6 0.8 23.8 75.0 87.8 86.4: 12.2 13.6
Old : 100.0: 63.2 10.6 0.8 23.8 75.0 87.8 86.4: 12.2 13.6
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 : 120: 45 27 4 24 30 71 59:
Old : 120: 45 27 4 24 30 71 59:
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 : 35.4 41.6 49.0 54.9 35.4 41.6 49.0 54.9
Old : 35.4 41.6 49.0 54.9 35.4 41.6 49.0 54.9
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 09, 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 : 18,128: 15,117 17,488 633 2,205 0 17,955 18,121: 173 7
Old : 18,128: 15,117 17,488 633 2,205 0 17,955 18,121: 173 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,175: 761 1,877 -101 522 -600 1,182 1,176: -7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 96.5 3.5 12.2 0.0 99.0 100.0: 1.0 0.0
Old : 100.0: 83.4 96.5 3.5 12.2 0.0 99.0 100.0: 1.0 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: 23 7 2 1 0 25 8:
Old : 31: 23 7 2 1 0 25 8:
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 : 66.6 83.1 85.7 100.0 65.2 81.5 84.4 96.5
Old : 66.6 83.1 85.7 100.0 65.2 81.5 84.4 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 09, 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 : 24,977: 12,873 7,633 249 11,712 16,958 24,834 24,840: 143 137
Old : 24,977: 12,873 7,633 249 11,712 16,958 24,834 24,840: 143 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 36: -134 -149 -23 182 195 25 23: 11 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 30.6 1.0 46.9 67.9 99.4 99.5: 0.6 0.5
Old : 100.0: 51.5 30.6 1.0 46.9 67.9 99.4 99.5: 0.6 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 5 17 13 29:
Old : 39: 7 12 1 5 17 13 29:
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 : 79.7 51.3 95.1 69.8 79.7 51.3 95.1 69.8
Old : 79.7 51.3 95.1 69.8 79.7 51.3 95.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, August 09, 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 : 34,904: 24,874 7,305 54 9,868 27,467 34,796 34,826: 108 78
Old : 34,904: 24,874 7,305 54 9,868 27,467 34,796 34,826: 108 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -459: -417 -463 5 -80 -10 -492 -468: 33 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 20.9 0.2 28.3 78.7 99.7 99.8: 0.3 0.2
Old : 100.0: 71.3 20.9 0.2 28.3 78.7 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: 8 12 1 5 11 13 24:
Old : 35: 8 12 1 5 11 13 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 74.5 96.4 90.6 89.4 74.5 95.2 90.6
Old : 89.4 74.5 96.4 90.6 89.4 74.5 95.2 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016