WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 06, 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 : 451,070: 142,330 242,448 82,290 176,487 83,617 401,107 408,355: 49,963 42,715
Old : 411,461: 138,461 244,990 66,037 161,008 64,427 365,506 375,454: 45,955 36,007
Other: 39,609: 16,045 9,634 4,077 15,479 19,190 35,601 32,901: 4,008 6,708
: : :
: : Changes in Commitments from: August 30, 2016 :
: 11,600: 5,673 13,604 2,614 2,951 -3,787 11,238 12,431: 362 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 53.7 18.2 39.1 18.5 88.9 90.5: 11.1 9.5
Old : 100.0: 33.7 59.5 16.0 39.1 15.7 88.8 91.2: 11.2 8.8
Other: 100.0: 40.5 24.3 10.3 39.1 48.4 89.9 83.1: 10.1 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 159 141 101 121 98 331 296:
Old : 457: 162 139 83 115 86 316 272:
Other: 142: 28 34 13 45 57 83 97:
:----------------------------------------------------------------------------------------------------
: 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 10.2 17.2 19.5 9.2 10.2 15.6 19.4
Old : 10.2 11.2 18.0 21.3 9.8 11.2 16.7 21.3
Other: 41.9 28.1 56.1 42.3 41.9 27.0 52.5 38.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 06, 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 : 231,473: 81,612 92,480 25,602 103,755 90,656 210,969 208,738: 20,504 22,735
Old : 206,665: 80,784 91,310 19,429 88,813 76,345 189,026 187,084: 17,639 19,581
Other: 24,808: 6,857 7,199 144 14,942 14,311 21,943 21,654: 2,865 3,154
: : :
: : Changes in Commitments from: August 30, 2016 :
: 3,901: 562 1,237 -203 3,448 2,996 3,807 4,030: 94 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 40.0 11.1 44.8 39.2 91.1 90.2: 8.9 9.8
Old : 100.0: 39.1 44.2 9.4 43.0 36.9 91.5 90.5: 8.5 9.5
Other: 100.0: 27.6 29.0 0.6 60.2 57.7 88.5 87.3: 11.5 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 74 56 48 78 69 169 161:
Old : 243: 74 56 40 72 62 158 148:
Other: 109: 20 15 5 32 54 55 72:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 17.6 24.3 29.0 14.0 17.3 24.0 28.1
Old : 15.9 19.4 26.3 32.2 15.8 19.3 26.1 31.4
Other: 32.4 38.6 53.4 57.8 32.4 35.2 53.4 54.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 06, 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 : 1,317,098: 357,752 418,982 203,919 609,845 518,879 1,171,516 1,141,780: 145,582 175,318
Old : 1,237,753: 355,191 434,709 174,847 572,697 467,343 1,102,735 1,076,899: 135,018 160,854
Other: 79,345: 29,831 11,543 1,802 37,148 51,536 68,781 64,881: 10,564 14,464
: : :
: : Changes in Commitments from: August 30, 2016 :
: 20,477: -4,025 10,933 3,426 16,636 11,037 16,037 25,396: 4,440 -4,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 31.8 15.5 46.3 39.4 88.9 86.7: 11.1 13.3
Old : 100.0: 28.7 35.1 14.1 46.3 37.8 89.1 87.0: 10.9 13.0
Other: 100.0: 37.6 14.5 2.3 46.8 65.0 86.7 81.8: 13.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 169 173 158 251 292 517 553:
Old : 746: 182 171 142 250 290 509 540:
Other: 293: 39 55 18 57 154 108 219:
:----------------------------------------------------------------------------------------------------
: 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 11.2 18.4 18.1 9.0 7.2 15.7 12.7
Old : 11.1 10.4 18.9 17.3 9.2 7.5 16.2 13.1
Other: 30.9 38.9 44.7 48.7 30.7 38.7 43.6 48.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 06, 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 : 10,784: 3,544 4,707 108 3,868 3,784 7,520 8,599: 3,264 2,185
Old : 10,761: 3,529 4,705 107 3,863 3,784 7,499 8,596: 3,262 2,165
Other: 23: 16 3 0 5 0 21 3: 2 20
: : :
: : Changes in Commitments from: August 30, 2016 :
: -249: -96 239 -36 -323 -510 -455 -307: 206 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 43.6 1.0 35.9 35.1 69.7 79.7: 30.3 20.3
Old : 100.0: 32.8 43.7 1.0 35.9 35.2 69.7 79.9: 30.3 20.1
Other: 100.0: 69.6 13.0 0.0 21.7 0.0 91.3 13.0: 8.7 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 15 2 14 9 28 26:
Old : 47: 14 15 2 14 9 28 26:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: 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 38.1 43.8 56.1 31.6 37.7 43.4 53.5
Old : 31.5 38.1 43.7 56.2 31.5 37.8 43.3 53.6
Other: 91.3 13.0 91.3 13.0 91.3 13.0 91.3 13.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 06, 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 : 628,449: 207,423 75,335 78,654 295,286 384,732 581,363 538,721: 47,086 89,728
Old : 599,657: 208,086 73,218 67,714 280,759 371,886 556,559 512,818: 43,098 86,839
Other: 28,792: 9,059 11,839 1,218 14,527 12,846 24,804 25,903: 3,988 2,889
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,330: -10,089 4,369 5,116 -1,108 -15,203 -6,081 -5,718: 1,751 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.0 12.5 47.0 61.2 92.5 85.7: 7.5 14.3
Old : 100.0: 34.7 12.2 11.3 46.8 62.0 92.8 85.5: 7.2 14.5
Other: 100.0: 31.5 41.1 4.2 50.5 44.6 86.1 90.0: 13.9 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 179 150 152 161 226 419 466:
Old : 610: 174 155 146 155 226 408 464:
Other: 222: 37 36 12 46 112 91 155:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 15.4 25.2 24.6 15.8 13.9 22.3 21.2
Old : 18.1 15.6 26.0 24.1 16.5 14.2 23.3 20.9
Other: 30.8 62.7 42.9 74.2 30.8 62.5 41.6 73.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 31,879: 8,749 3,327 200 15 10,987 8,964 14,514: 22,915 17,365
Old : 30,958: 8,679 3,136 149 15 10,674 8,843 13,959: 22,115 16,999
Other: 921: 120 241 1 0 313 121 555: 800 366
: : :
: : Changes in Commitments from: August 30, 2016 :
: -188: 36 139 37 0 39 73 215: -261 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.4 0.6 0.0 34.5 28.1 45.5: 71.9 54.5
Old : 100.0: 28.0 10.1 0.5 0.0 34.5 28.6 45.1: 71.4 54.9
Other: 100.0: 13.0 26.2 0.1 0.0 34.0 13.1 60.3: 86.9 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 10 4 3 29 7 42:
Old : 42: 4 9 4 3 29 7 42:
Other: 25: 2 5 1 0 18 2 24:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 13.4 28.1 20.0 27.4 13.4 27.4 19.9
Old : 28.5 13.4 28.6 19.7 28.0 13.4 28.0 19.6
Other: 13.1 40.6 13.1 50.1 13.0 40.6 13.0 50.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 06, 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 : 397,815: 145,335 35,475 73,553 137,496 262,772 356,384 371,800: 41,431 26,015
Old : 387,945: 146,324 38,362 68,028 133,528 256,277 347,880 362,667: 40,065 25,278
Other: 9,870: 3,645 1,747 891 3,968 6,495 8,504 9,133: 1,366 737
: : :
: : Changes in Commitments from: August 30, 2016 :
: 142: -432 -2,635 -2,176 -1,062 2,696 -3,670 -2,115: 3,812 2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.9 18.5 34.6 66.1 89.6 93.5: 10.4 6.5
Old : 100.0: 37.7 9.9 17.5 34.4 66.1 89.7 93.5: 10.3 6.5
Other: 100.0: 36.9 17.7 9.0 40.2 65.8 86.2 92.5: 13.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 107 61 100 75 69 246 191:
Old : 295: 111 63 99 75 68 246 189:
Other: 54: 13 8 10 20 15 38 30:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 33.7 15.2 42.5 8.0 32.6 14.7 40.1
Old : 8.3 34.2 15.6 43.1 8.3 33.4 15.3 41.0
Other: 43.5 43.5 61.7 62.9 41.3 41.9 58.7 61.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 06, 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 : 562,705: 116,618 92,484 17,281 277,154 311,126 411,053 420,891: 151,652 141,814
Old : 562,705: 116,618 92,484 17,281 277,154 311,126 411,053 420,891: 151,652 141,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -19,691: -1,737 2,556 427 -17,084 -24,261 -18,394 -21,278: -1,297 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.4 3.1 49.3 55.3 73.0 74.8: 27.0 25.2
Old : 100.0: 20.7 16.4 3.1 49.3 55.3 73.0 74.8: 27.0 25.2
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 : 135: 28 32 16 55 54 93 92:
Old : 135: 28 32 16 55 54 93 92:
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 : 15.0 25.0 25.0 37.4 10.8 18.1 18.4 26.4
Old : 15.0 25.0 25.0 37.4 10.8 18.1 18.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 06, 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 : 616,554: 44,287 166,787 14,047 432,889 342,141 491,223 522,975: 125,331 93,579
Old : 616,554: 44,287 166,787 14,047 432,889 342,141 491,223 522,975: 125,331 93,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -27,816: -5,854 1,994 -4,079 -17,488 -33,038 -27,421 -35,123: -395 7,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 27.1 2.3 70.2 55.5 79.7 84.8: 20.3 15.2
Old : 100.0: 7.2 27.1 2.3 70.2 55.5 79.7 84.8: 20.3 15.2
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 : 95: 13 14 11 57 51 79 67:
Old : 95: 13 14 11 57 51 79 67:
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 : 23.8 37.4 38.5 51.2 19.2 36.3 29.7 47.2
Old : 23.8 37.4 38.5 51.2 19.2 36.3 29.7 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, September 06, 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 : 4,664: 1,776 778 1,130 1,564 2,539 4,470 4,447: 194 217
Old : 4,664: 1,776 778 1,130 1,564 2,539 4,470 4,447: 194 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 273: 251 77 14 -10 203 255 294: 18 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 16.7 24.2 33.5 54.4 95.8 95.3: 4.2 4.7
Old : 100.0: 38.1 16.7 24.2 33.5 54.4 95.8 95.3: 4.2 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 : 27: 9 7 3 8 10 19 18:
Old : 27: 9 7 3 8 10 19 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 : 56.5 50.8 79.6 75.7 40.4 36.0 47.2 45.4
Old : 56.5 50.8 79.6 75.7 40.4 36.0 47.2 45.4
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, September 06, 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 : 359,617: 100,867 36,204 39,848 178,132 253,693 318,847 329,745: 40,770 29,872
Old : 343,863: 101,332 35,304 36,940 167,104 243,141 305,376 315,385: 38,487 28,478
Other: 15,754: 945 2,310 1,498 11,028 10,552 13,471 14,360: 2,283 1,394
: : :
: : Changes in Commitments from: August 30, 2016 :
: 9,579: -5,926 7,181 3,399 9,405 -1,464 6,878 9,116: 2,701 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.1 11.1 49.5 70.5 88.7 91.7: 11.3 8.3
Old : 100.0: 29.5 10.3 10.7 48.6 70.7 88.8 91.7: 11.2 8.3
Other: 100.0: 6.0 14.7 9.5 70.0 67.0 85.5 91.2: 14.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 80 58 78 95 89 226 188:
Old : 267: 82 58 78 95 88 226 187:
Other: 64: 12 7 13 32 19 50 36:
:----------------------------------------------------------------------------------------------------
: 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 35.2 21.0 42.6 13.7 31.8 20.1 36.3
Old : 14.3 36.2 21.2 43.6 14.1 33.3 20.5 37.9
Other: 38.8 33.3 57.2 56.2 38.0 32.4 53.3 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 06, 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 : 11,024: 2,480 5,191 293 6,264 3,646 9,037 9,130: 1,987 1,894
Old : 11,024: 2,480 5,191 293 6,264 3,646 9,037 9,130: 1,987 1,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 561: 105 519 147 309 -13 561 653: 0 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 47.1 2.7 56.8 33.1 82.0 82.8: 18.0 17.2
Old : 100.0: 22.5 47.1 2.7 56.8 33.1 82.0 82.8: 18.0 17.2
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 : 70: 20 25 6 21 14 44 43:
Old : 70: 20 25 6 21 14 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 34.7 58.7 49.9 47.0 34.1 57.1 48.5
Old : 47.0 34.7 58.7 49.9 47.0 34.1 57.1 48.5
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, September 06, 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 : 1,047,916: 258,845 230,004 37,089 636,870 636,491 932,804 903,584: 115,112 144,332
Old : 1,047,916: 258,845 230,004 37,089 636,870 636,491 932,804 903,584: 115,112 144,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -62,356: -28,271 8,473 -13,212 -22,313 -53,231 -63,796 -57,970: 1,440 -4,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 21.9 3.5 60.8 60.7 89.0 86.2: 11.0 13.8
Old : 100.0: 24.7 21.9 3.5 60.8 60.7 89.0 86.2: 11.0 13.8
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 : 243: 50 53 36 86 110 152 184:
Old : 243: 50 53 36 86 110 152 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 17.4 31.0 26.4 19.0 17.2 27.8 25.0
Old : 20.1 17.4 31.0 26.4 19.0 17.2 27.8 25.0
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, September 06, 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 : 2,865,497: 657,371 552,579 83,428 1,771,165 1,800,758 2,511,964 2,436,765: 353,533 428,732
Old : 2,865,497: 657,371 552,579 83,428 1,771,165 1,800,758 2,511,964 2,436,765: 353,533 428,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 6,729: 34,153 30,877 -12,809 -22,988 185 -1,644 18,253: 8,373 -11,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 19.3 2.9 61.8 62.8 87.7 85.0: 12.3 15.0
Old : 100.0: 22.9 19.3 2.9 61.8 62.8 87.7 85.0: 12.3 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 : 352: 78 83 59 127 150 240 257:
Old : 352: 78 83 59 127 150 240 257:
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 : 30.8 17.4 40.0 28.8 28.5 13.1 36.2 22.7
Old : 30.8 17.4 40.0 28.8 28.5 13.1 36.2 22.7
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, September 06, 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 : 207,226: 51,086 18,461 361 95,390 101,029 146,837 119,851: 60,389 87,375
Old : 207,226: 51,086 18,461 361 95,390 101,029 146,837 119,851: 60,389 87,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -859: 18,355 4,399 -1,943 -21,706 -2,952 -5,294 -496: 4,435 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 8.9 0.2 46.0 48.8 70.9 57.8: 29.1 42.2
Old : 100.0: 24.7 8.9 0.2 46.0 48.8 70.9 57.8: 29.1 42.2
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: 4 3 1 20 21 24 25:
Old : 35: 4 3 1 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 29.0 56.1 39.9 40.6 28.3 51.4 38.2
Old : 45.2 29.0 56.1 39.9 40.6 28.3 51.4 38.2
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, September 06, 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 : 2,820,777: 383,918 580,204 80,878 2,095,994 1,808,321 2,560,790 2,469,403: 259,987 351,374
Old : 2,820,777: 383,918 580,204 80,878 2,095,994 1,808,321 2,560,790 2,469,403: 259,987 351,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -117,647: -14,276 31,091 -45,642 -65,689 -96,561 -125,607 -111,112: 7,960 -6,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.6 2.9 74.3 64.1 90.8 87.5: 9.2 12.5
Old : 100.0: 13.6 20.6 2.9 74.3 64.1 90.8 87.5: 9.2 12.5
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 : 288: 47 72 34 100 140 172 221:
Old : 288: 47 72 34 100 140 172 221:
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 : 41.1 21.1 50.8 30.0 37.9 18.7 46.3 26.6
Old : 41.1 21.1 50.8 30.0 37.9 18.7 46.3 26.6
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, September 06, 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 : 993,831: 63,532 125,611 216,825 691,261 595,263 971,618 937,699: 22,213 56,132
Old : 993,831: 63,532 125,611 216,825 691,261 595,263 971,618 937,699: 22,213 56,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -24,241: -1,549 17,182 40,124 -64,962 -52,387 -26,387 4,919: 2,146 -29,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.6 21.8 69.6 59.9 97.8 94.4: 2.2 5.6
Old : 100.0: 6.4 12.6 21.8 69.6 59.9 97.8 94.4: 2.2 5.6
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 : 135: 21 40 38 51 68 92 128:
Old : 135: 21 40 38 51 68 92 128:
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 : 33.1 26.8 50.8 38.3 26.3 17.6 36.7 24.9
Old : 33.1 26.8 50.8 38.3 26.3 17.6 36.7 24.9
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, September 06, 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 : 74,026: 47,460 8,249 901 16,829 54,754 65,190 63,904: 8,836 10,122
Old : 74,026: 47,460 8,249 901 16,829 54,754 65,190 63,904: 8,836 10,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,189: 1,076 641 -106 -409 788 561 1,323: 628 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 11.1 1.2 22.7 74.0 88.1 86.3: 11.9 13.7
Old : 100.0: 64.1 11.1 1.2 22.7 74.0 88.1 86.3: 11.9 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 : 119: 44 27 8 28 29 74 63:
Old : 119: 44 27 8 28 29 74 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.2 48.1 56.6 35.8 42.2 48.1 56.6
Old : 35.8 42.2 48.1 56.6 35.8 42.2 48.1 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 06, 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 : 148,052: 94,920 16,498 1,802 33,658 109,508 130,380 127,808: 17,672 20,244
Old : 148,052: 94,920 16,498 1,802 33,658 109,508 130,380 127,808: 17,672 20,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,378: 2,151 1,281 -211 -818 1,576 1,122 2,646: 1,256 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 11.1 1.2 22.7 74.0 88.1 86.3: 11.9 13.7
Old : 100.0: 64.1 11.1 1.2 22.7 74.0 88.1 86.3: 11.9 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 : 119: 44 27 8 28 29 74 63:
Old : 119: 44 27 8 28 29 74 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.2 48.1 56.6 35.8 42.2 48.1 56.6
Old : 35.8 42.2 48.1 56.6 35.8 42.2 48.1 56.6
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,501: 15,618 18,869 622 3,142 0 19,382 19,491: 119 10
Old : 19,501: 15,618 18,869 622 3,142 0 19,382 19,491: 119 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,878: -4,132 -3,641 -238 542 0 -3,828 -3,879: -50 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 96.8 3.2 16.1 0.0 99.4 99.9: 0.6 0.1
Old : 100.0: 80.1 96.8 3.2 16.1 0.0 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 11 4 1 0 24 13:
Old : 33: 21 11 4 1 0 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 79.0 89.1 97.8 66.4 79.0 88.0 95.8
Old : 67.5 79.0 89.1 97.8 66.4 79.0 88.0 95.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,502: 15,826 8,971 251 12,184 19,166 28,261 28,388: 241 114
Old : 28,502: 15,826 8,971 251 12,184 19,166 28,261 28,388: 241 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 252: 249 225 32 -177 44 104 301: 148 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 31.5 0.9 42.7 67.2 99.2 99.6: 0.8 0.4
Old : 100.0: 55.5 31.5 0.9 42.7 67.2 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 12 2 6 19 16 32:
Old : 44: 9 12 2 6 19 16 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 : 82.8 49.7 93.7 66.7 82.7 49.7 93.6 66.3
Old : 82.8 49.7 93.7 66.7 82.7 49.7 93.6 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 06, 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 : 38,956: 29,839 5,623 0 9,008 33,210 38,847 38,833: 109 123
Old : 38,956: 29,839 5,623 0 9,008 33,210 38,847 38,833: 109 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,859: 3,379 141 0 -1,564 1,726 1,815 1,867: 44 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 14.4 0.0 23.1 85.3 99.7 99.7: 0.3 0.3
Old : 100.0: 76.6 14.4 0.0 23.1 85.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 9 0 4 11 15 20:
Old : 34: 11 9 0 4 11 15 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 : 90.0 71.6 97.2 90.8 90.0 71.6 96.4 90.8
Old : 90.0 71.6 97.2 90.8 90.0 71.6 96.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016