WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 23, 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 : 451,533: 138,200 212,384 91,370 168,971 103,968 398,541 407,722: 52,992 43,811
Old : 415,093: 133,436 215,766 76,171 155,779 84,755 365,386 376,692: 49,707 38,401
Other: 36,440: 16,639 8,493 3,324 13,192 19,213 33,155 31,030: 3,285 5,410
: : :
: : Changes in Commitments from: August 16, 2016 :
: 10,676: 5,393 4,615 2,895 927 4,267 9,215 11,777: 1,461 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 47.0 20.2 37.4 23.0 88.3 90.3: 11.7 9.7
Old : 100.0: 32.1 52.0 18.4 37.5 20.4 88.0 90.7: 12.0 9.3
Other: 100.0: 45.7 23.3 9.1 36.2 52.7 91.0 85.2: 9.0 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 154 143 122 113 97 337 303:
Old : 444: 152 147 113 112 88 329 290:
Other: 132: 33 23 11 33 58 72 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 : 10.0 10.1 16.9 18.8 9.4 10.0 15.6 17.9
Old : 10.4 11.0 17.9 20.0 10.0 11.0 16.7 19.6
Other: 41.2 28.4 55.2 45.1 40.8 28.4 51.5 41.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 23, 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 : 233,774: 82,570 87,081 26,173 103,567 97,179 212,310 210,433: 21,464 23,341
Old : 212,049: 81,766 85,663 20,298 90,463 85,308 192,527 191,269: 19,522 20,780
Other: 21,725: 6,104 6,718 575 13,104 11,871 19,783 19,164: 1,942 2,561
: : :
: : Changes in Commitments from: August 16, 2016 :
: -5,798: 5,580 -2,475 -2,418 -8,022 815 -4,860 -4,078: -938 -1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 37.3 11.2 44.3 41.6 90.8 90.0: 9.2 10.0
Old : 100.0: 38.6 40.4 9.6 42.7 40.2 90.8 90.2: 9.2 9.8
Other: 100.0: 28.1 30.9 2.6 60.3 54.6 91.1 88.2: 8.9 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 77 57 55 81 78 181 174:
Old : 252: 77 56 48 80 73 175 164:
Other: 105: 15 17 6 30 52 51 71:
:----------------------------------------------------------------------------------------------------
: 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 19.2 22.7 30.6 13.8 17.5 22.3 28.1
Old : 15.1 21.0 24.8 33.0 15.1 19.2 24.3 30.8
Other: 37.3 41.2 58.1 57.8 37.3 38.3 57.7 54.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 23, 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 : 1,370,132: 391,868 389,669 209,127 624,083 582,117 1,225,078 1,180,913: 145,054 189,219
Old : 178,092: 77,487 56,741 2,674 66,440 99,142 146,601 158,557: 31,491 19,535
Other: 1,192,040: 358,900 377,447 161,934 557,643 482,975 1,078,477 1,022,356: 113,563 169,684
: : :
: : Changes in Commitments from: August 16, 2016 :
: -9,133: 20,683 14,558 -10,597 -13,272 -11,760 -3,186 -7,799: -5,947 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 28.4 15.3 45.5 42.5 89.4 86.2: 10.6 13.8
Old : 100.0: 43.5 31.9 1.5 37.3 55.7 82.3 89.0: 17.7 11.0
Other: 100.0: 30.1 31.7 13.6 46.8 40.5 90.5 85.8: 9.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 186 173 167 296 306 589 568:
Old : 470: 107 61 10 184 157 296 224:
Other: 756: 177 178 141 236 297 498 549:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 11.6 18.2 17.9 9.0 7.4 15.3 12.5
Old : 11.4 27.4 19.7 40.8 11.4 27.4 19.5 38.8
Other: 12.2 10.9 20.4 17.6 10.5 7.2 17.6 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 23, 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 : 10,850: 3,299 4,386 175 4,031 4,105 7,505 8,666: 3,345 2,184
Old : 10,847: 3,299 4,386 175 4,028 4,105 7,502 8,666: 3,345 2,181
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: August 16, 2016 :
: 358: 82 88 80 168 58 330 226: 28 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 40.4 1.6 37.2 37.8 69.2 79.9: 30.8 20.1
Old : 100.0: 30.4 40.4 1.6 37.1 37.8 69.2 79.9: 30.8 20.1
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 16 4 15 9 31 29:
Old : 50: 16 16 4 15 9 31 29:
Other: 1: 0 0 0 1 0 1 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 : 26.7 41.5 39.4 55.6 26.6 41.5 36.6 52.3
Old : 26.6 41.5 39.4 55.6 26.6 41.5 36.6 52.3
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 23, 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 : 669,874: 248,985 69,606 77,710 295,783 438,482 622,478 585,798: 47,396 84,076
Old : 641,216: 248,624 68,500 67,038 281,573 423,716 597,235 559,254: 43,981 81,962
Other: 28,658: 10,306 11,051 727 14,210 14,766 25,243 26,544: 3,415 2,114
: : :
: : Changes in Commitments from: August 16, 2016 :
: -883: 19,251 -3,208 -4,298 -14,464 5,110 489 -2,396: -1,372 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 10.4 11.6 44.2 65.5 92.9 87.4: 7.1 12.6
Old : 100.0: 38.8 10.7 10.5 43.9 66.1 93.1 87.2: 6.9 12.8
Other: 100.0: 36.0 38.6 2.5 49.6 51.5 88.1 92.6: 11.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 211 129 173 169 245 466 484:
Old : 645: 207 132 169 163 245 456 482:
Other: 226: 39 40 8 46 114 89 158:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.5 24.4 27.2 15.0 14.4 21.7 21.8
Old : 16.9 17.8 25.1 26.8 15.8 14.9 22.7 21.9
Other: 31.9 57.2 45.0 72.6 31.9 57.2 44.0 72.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 23, 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 : 33,055: 10,985 3,675 189 14 11,141 11,188 15,005: 21,867 18,050
Old : 32,204: 11,025 3,497 98 14 10,825 11,137 14,420: 21,067 17,784
Other: 851: 50 268 1 0 316 51 585: 800 266
: : :
: : Changes in Commitments from: August 16, 2016 :
: 125: 832 -176 66 0 125 898 15: -773 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 11.1 0.6 0.0 33.7 33.8 45.4: 66.2 54.6
Old : 100.0: 34.2 10.9 0.3 0.0 33.6 34.6 44.8: 65.4 55.2
Other: 100.0: 5.9 31.5 0.1 0.0 37.1 6.0 68.7: 94.0 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 11 4 4 29 9 43:
Old : 44: 5 10 4 4 29 9 43:
Other: 26: 2 6 1 0 18 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 : 33.5 13.7 33.8 20.1 33.2 13.6 33.2 20.1
Old : 34.2 13.7 34.6 19.8 34.0 13.6 34.2 19.7
Other: 6.0 46.3 6.0 56.5 5.9 46.3 5.9 56.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 23, 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 : 406,203: 132,620 40,663 82,719 154,714 260,546 370,053 383,928: 36,150 22,275
Old : 40,563: 18,307 11,208 51 18,546 27,708 36,904 38,967: 3,659 1,596
Other: 365,640: 131,759 46,901 65,222 136,168 232,838 333,149 344,961: 32,491 20,679
: : :
: : Changes in Commitments from: August 16, 2016 :
: 30,721: 31,495 -5,475 3,932 -7,422 33,674 28,005 32,131: 2,716 -1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 10.0 20.4 38.1 64.1 91.1 94.5: 8.9 5.5
Old : 100.0: 45.1 27.6 0.1 45.7 68.3 91.0 96.1: 9.0 3.9
Other: 100.0: 36.0 12.8 17.8 37.2 63.7 91.1 94.3: 8.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 111 67 107 78 75 258 206:
Old : 145: 52 30 3 28 37 82 69:
Other: 302: 105 83 99 75 71 246 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 34.0 15.7 41.5 8.1 29.8 14.6 36.0
Old : 35.7 35.8 46.6 48.6 35.7 35.1 46.6 47.1
Other: 8.9 35.7 16.4 43.2 8.8 33.2 16.0 39.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 23, 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 : 589,741: 148,558 90,811 19,233 265,697 338,916 433,488 448,960: 156,253 140,781
Old : 589,741: 148,558 90,811 19,233 265,697 338,916 433,488 448,960: 156,253 140,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,538: -2,487 -6,281 925 913 5,870 -649 514: 2,187 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.4 3.3 45.1 57.5 73.5 76.1: 26.5 23.9
Old : 100.0: 25.2 15.4 3.3 45.1 57.5 73.5 76.1: 26.5 23.9
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 : 151: 37 31 26 57 64 106 109:
Old : 151: 37 31 26 57 64 106 109:
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 24.6 25.6 36.9 11.7 18.0 19.5 26.1
Old : 15.3 24.6 25.6 36.9 11.7 18.0 19.5 26.1
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 23, 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 : 614,988: 44,261 160,982 9,538 426,561 352,223 480,360 522,743: 134,628 92,245
Old : 614,988: 44,261 160,982 9,538 426,561 352,223 480,360 522,743: 134,628 92,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 3,051: -1,446 -881 619 330 -5,093 -497 -5,355: 3,548 8,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 26.2 1.6 69.4 57.3 78.1 85.0: 21.9 15.0
Old : 100.0: 7.2 26.2 1.6 69.4 57.3 78.1 85.0: 21.9 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 : 96: 13 14 10 57 52 77 69:
Old : 96: 13 14 10 57 52 77 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 38.7 38.1 50.4 19.5 38.0 29.3 47.2
Old : 24.0 38.7 38.1 50.4 19.5 38.0 29.3 47.2
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 23, 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 : 4,202: 1,701 702 1,059 1,284 2,296 4,044 4,057: 158 145
Old : 4,202: 1,701 702 1,059 1,284 2,296 4,044 4,057: 158 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -85: -162 -98 81 5 26 -76 9: -9 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 16.7 25.2 30.6 54.6 96.2 96.5: 3.8 3.5
Old : 100.0: 40.5 16.7 25.2 30.6 54.6 96.2 96.5: 3.8 3.5
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: 12 5 4 8 10 21 18:
Old : 30: 12 5 4 8 10 21 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 : 52.0 54.3 76.1 81.8 37.4 35.0 47.3 47.0
Old : 52.0 54.3 76.1 81.8 37.4 35.0 47.3 47.0
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 23, 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 : 365,211: 108,663 26,280 42,428 172,740 271,452 323,831 340,160: 41,380 25,051
Old : 36,866: 11,715 6,120 0 20,099 26,766 31,814 32,886: 5,052 3,980
Other: 328,345: 104,528 27,740 34,848 152,641 244,686 292,017 307,274: 36,328 21,071
: : :
: : Changes in Commitments from: August 16, 2016 :
: 5,932: 5,357 2,233 4,026 -2,191 465 7,192 6,724: -1,260 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 7.2 11.6 47.3 74.3 88.7 93.1: 11.3 6.9
Old : 100.0: 31.8 16.6 0.0 54.5 72.6 86.3 89.2: 13.7 10.8
Other: 100.0: 31.8 8.4 10.6 46.5 74.5 88.9 93.6: 11.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 92 46 77 91 82 224 181:
Old : 152: 45 23 0 47 43 92 66:
Other: 260: 87 63 72 87 77 216 172:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 37.5 19.5 44.4 12.7 34.2 18.8 38.4
Old : 22.8 27.6 35.5 39.9 22.5 26.8 35.3 39.0
Other: 13.4 39.7 20.7 47.0 13.3 36.2 20.0 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,451: 2,302 4,396 74 6,057 3,936 8,433 8,406: 2,018 2,045
Old : 10,451: 2,302 4,396 74 6,057 3,936 8,433 8,406: 2,018 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -604: -70 -99 -85 -401 -317 -556 -501: -48 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 42.1 0.7 58.0 37.7 80.7 80.4: 19.3 19.6
Old : 100.0: 22.0 42.1 0.7 58.0 37.7 80.7 80.4: 19.3 19.6
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 : 64: 15 26 5 18 13 37 40:
Old : 64: 15 26 5 18 13 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 33.5 60.2 48.8 47.3 32.8 59.1 48.0
Old : 47.3 33.5 60.2 48.8 47.3 32.8 59.1 48.0
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 23, 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 : 1,143,449: 293,463 224,491 64,951 661,480 703,340 1,019,894 992,782: 123,555 150,667
Old : 1,143,449: 293,463 224,491 64,951 661,480 703,340 1,019,894 992,782: 123,555 150,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 30,169: 10,378 3,181 15,760 -5,113 5,750 21,025 24,691: 9,144 5,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.6 5.7 57.8 61.5 89.2 86.8: 10.8 13.2
Old : 100.0: 25.7 19.6 5.7 57.8 61.5 89.2 86.8: 10.8 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 : 247: 49 54 41 95 110 168 183:
Old : 247: 49 54 41 95 110 168 183:
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 : 20.5 16.7 30.7 25.9 18.9 16.4 27.5 24.3
Old : 20.5 16.7 30.7 25.9 18.9 16.4 27.5 24.3
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 23, 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 : 2,813,651: 565,692 517,297 132,099 1,754,129 1,727,810 2,451,920 2,377,206: 361,731 436,445
Old : 2,813,651: 565,692 517,297 132,099 1,754,129 1,727,810 2,451,920 2,377,206: 361,731 436,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -33,337: -12,727 -34,503 6,270 -30,045 -26,184 -36,502 -54,417: 3,165 21,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.4 4.7 62.3 61.4 87.1 84.5: 12.9 15.5
Old : 100.0: 20.1 18.4 4.7 62.3 61.4 87.1 84.5: 12.9 15.5
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 : 353: 78 85 72 128 150 246 268:
Old : 353: 78 85 72 128 150 246 268:
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 : 30.9 18.0 39.7 28.4 28.9 15.4 35.9 23.1
Old : 30.9 18.0 39.7 28.4 28.9 15.4 35.9 23.1
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 23, 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 : 192,768: 31,920 13,721 2,359 100,837 95,773 135,116 111,853: 57,652 80,915
Old : 192,768: 31,920 13,721 2,359 100,837 95,773 135,116 111,853: 57,652 80,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 6,161: 756 22 2,359 -2,698 2,144 417 4,525: 5,744 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.1 1.2 52.3 49.7 70.1 58.0: 29.9 42.0
Old : 100.0: 16.6 7.1 1.2 52.3 49.7 70.1 58.0: 29.9 42.0
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: 4 2 3 20 18 24 23:
Old : 33: 4 2 3 20 18 24 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 : 40.9 33.0 54.6 43.1 40.4 31.8 52.6 41.9
Old : 40.9 33.0 54.6 43.1 40.4 31.8 52.6 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 23, 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 : 2,949,150: 418,457 583,047 154,797 2,093,859 1,861,613 2,667,113 2,599,457: 282,037 349,693
Old : 2,949,150: 418,457 583,047 154,797 2,093,859 1,861,613 2,667,113 2,599,457: 282,037 349,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 145,661: 6,643 -27,571 97,241 15,943 53,451 119,827 123,121: 25,834 22,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.8 5.2 71.0 63.1 90.4 88.1: 9.6 11.9
Old : 100.0: 14.2 19.8 5.2 71.0 63.1 90.4 88.1: 9.6 11.9
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 : 303: 53 73 48 107 147 189 239:
Old : 303: 53 73 48 107 147 189 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 18.3 47.0 29.5 34.8 17.1 43.2 26.1
Old : 37.9 18.3 47.0 29.5 34.8 17.1 43.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 23, 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 : 915,804: 68,890 124,938 160,411 666,105 580,540 895,406 865,889: 20,398 49,915
Old : 915,804: 68,890 124,938 160,411 666,105 580,540 895,406 865,889: 20,398 49,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 75,220: 23,671 2,383 3,210 50,432 76,206 77,313 81,799: -2,093 -6,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.6 17.5 72.7 63.4 97.8 94.5: 2.2 5.5
Old : 100.0: 7.5 13.6 17.5 72.7 63.4 97.8 94.5: 2.2 5.5
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 : 140: 23 36 39 59 75 101 135:
Old : 140: 23 36 39 59 75 101 135:
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 : 31.6 21.9 46.4 34.7 19.6 13.1 28.3 18.2
Old : 31.6 21.9 46.4 34.7 19.6 13.1 28.3 18.2
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 23, 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 : 73,139: 46,501 8,377 879 17,344 53,569 64,724 62,824: 8,416 10,315
Old : 73,139: 46,501 8,377 879 17,344 53,569 64,724 62,824: 8,416 10,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 506: 485 196 120 -213 21 392 337: 114 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 11.5 1.2 23.7 73.2 88.5 85.9: 11.5 14.1
Old : 100.0: 63.6 11.5 1.2 23.7 73.2 88.5 85.9: 11.5 14.1
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 : 123: 45 30 8 26 29 75 64:
Old : 123: 45 30 8 26 29 75 64:
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 : 34.7 40.4 50.0 54.5 34.7 40.4 50.0 54.5
Old : 34.7 40.4 50.0 54.5 34.7 40.4 50.0 54.5
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 23, 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 : 146,278: 93,002 16,753 1,757 34,688 107,138 129,447 125,648: 16,831 20,630
Old : 146,278: 93,002 16,753 1,757 34,688 107,138 129,447 125,648: 16,831 20,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,012: 970 392 239 -425 42 784 673: 228 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 11.5 1.2 23.7 73.2 88.5 85.9: 11.5 14.1
Old : 100.0: 63.6 11.5 1.2 23.7 73.2 88.5 85.9: 11.5 14.1
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 : 123: 45 30 8 26 29 75 64:
Old : 123: 45 30 8 26 29 75 64:
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 : 34.7 40.4 50.0 54.5 34.7 40.4 50.0 54.5
Old : 34.7 40.4 50.0 54.5 34.7 40.4 50.0 54.5
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 23, 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 : 20,876: 17,359 20,130 741 2,600 0 20,700 20,871: 176 5
Old : 20,876: 17,359 20,130 741 2,600 0 20,700 20,871: 176 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,717: 2,229 2,574 153 306 0 2,688 2,727: 29 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 96.4 3.5 12.5 0.0 99.2 100.0: 0.8 0.0
Old : 100.0: 83.2 96.4 3.5 12.5 0.0 99.2 100.0: 0.8 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 : 34: 24 9 2 1 0 26 10:
Old : 34: 24 9 2 1 0 26 10:
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 : 69.2 76.4 87.5 96.4 67.5 76.4 85.8 94.5
Old : 69.2 76.4 87.5 96.4 67.5 76.4 85.8 94.5
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 23, 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 : 27,233: 14,601 8,694 248 12,303 18,142 27,152 27,084: 81 149
Old : 27,233: 14,601 8,694 248 12,303 18,142 27,152 27,084: 81 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 916: 738 576 -1 207 332 944 907: -28 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 31.9 0.9 45.2 66.6 99.7 99.5: 0.3 0.5
Old : 100.0: 53.6 31.9 0.9 45.2 66.6 99.7 99.5: 0.3 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 : 46: 10 13 1 7 18 18 31:
Old : 46: 10 13 1 7 18 18 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 49.2 93.2 66.7 80.3 49.2 93.2 65.7
Old : 80.3 49.2 93.2 66.7 80.3 49.2 93.2 65.7
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 23, 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 : 36,525: 26,454 5,485 49 9,959 30,901 36,462 36,435: 63 90
Old : 36,525: 26,454 5,485 49 9,959 30,901 36,462 36,435: 63 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,320: 3,105 -952 -5 -773 3,312 2,327 2,355: -7 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 15.0 0.1 27.3 84.6 99.8 99.8: 0.2 0.2
Old : 100.0: 72.4 15.0 0.1 27.3 84.6 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 : 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 : 88.5 76.8 95.6 93.4 88.5 76.8 94.6 93.4
Old : 88.5 76.8 95.6 93.4 88.5 76.8 94.6 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016