WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 520,417: 98,832 192,489 140,343 231,351 141,271 470,526 474,103: 49,891 46,315
Old : 493,533: 91,172 192,211 132,825 222,418 126,304 446,416 451,341: 47,117 42,192
Other: 26,884: 12,523 5,141 2,654 8,933 14,967 24,110 22,761: 2,775 4,123
: : :
: : Changes in Commitments from: June 28, 2016 :
: 50,932: -1,374 18,047 29,669 22,564 1,485 50,860 49,202: 72 1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 37.0 27.0 44.5 27.1 90.4 91.1: 9.6 8.9
Old : 100.0: 18.5 38.9 26.9 45.1 25.6 90.5 91.5: 9.5 8.5
Other: 100.0: 46.6 19.1 9.9 33.2 55.7 89.7 84.7: 10.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 156 138 141 127 106 354 325:
Old : 450: 160 138 137 127 101 350 318:
Other: 108: 18 24 15 26 49 56 79:
:----------------------------------------------------------------------------------------------------
: 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 10.3 20.5 17.9 11.1 8.0 17.0 14.3
Old : 13.1 10.0 21.1 17.9 11.7 8.5 17.5 15.2
Other: 46.5 27.8 58.0 44.0 46.3 25.9 55.4 39.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 238,479: 75,397 92,031 39,136 102,571 82,425 217,103 213,591: 21,376 24,887
Old : 225,382: 73,674 91,582 36,163 95,710 74,874 205,547 202,619: 19,836 22,764
Other: 13,096: 3,935 2,662 760 6,861 7,551 11,556 10,973: 1,540 2,124
: : :
: : Changes in Commitments from: June 28, 2016 :
: 9,887: 3,563 3,544 3,290 2,042 3,185 8,895 10,019: 992 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 38.6 16.4 43.0 34.6 91.0 89.6: 9.0 10.4
Old : 100.0: 32.7 40.6 16.0 42.5 33.2 91.2 89.9: 8.8 10.1
Other: 100.0: 30.0 20.3 5.8 52.4 57.7 88.2 83.8: 11.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 64 71 61 86 77 179 186:
Old : 241: 66 69 57 86 75 175 180:
Other: 79: 10 15 8 22 38 38 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 18.0 24.5 27.7 12.9 14.4 20.0 23.4
Old : 15.9 18.8 25.8 28.7 13.7 15.0 21.0 24.6
Other: 42.9 49.1 63.8 59.2 42.9 46.0 63.8 55.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 1,788,889: 377,259 164,578 496,282 749,548 865,313 1,623,089 1,526,173: 165,800 262,716
Old : 771,222: 215,023 174,616 161,262 339,220 368,411 715,505 704,289: 55,716 66,933
Other: 1,017,667: 275,281 103,007 221,975 410,328 496,902 907,583 821,884: 110,084 195,783
: : :
: : Changes in Commitments from: June 28, 2016 :
: 18,775: -50,812 26,824 53,702 22,622 -67,054 25,512 13,472: -6,737 5,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.2 27.7 41.9 48.4 90.7 85.3: 9.3 14.7
Old : 100.0: 27.9 22.6 20.9 44.0 47.8 92.8 91.3: 7.2 8.7
Other: 100.0: 27.1 10.1 21.8 40.3 48.8 89.2 80.8: 10.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 211 146 235 329 355 655 638:
Old : 656: 166 116 124 243 271 461 463:
Other: 726: 191 125 164 278 339 542 560:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 12.8 17.2 18.9 7.4 6.7 12.7 11.3
Old : 11.2 18.4 19.7 28.3 11.1 15.0 19.0 23.2
Other: 12.3 11.9 20.5 18.6 7.9 7.2 13.4 11.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 10,894: 2,177 3,140 1,286 3,946 4,038 7,409 8,465: 3,485 2,430
Old : 10,894: 2,177 3,140 1,286 3,946 4,038 7,409 8,465: 3,485 2,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 74: -5 26 -173 157 -191 -21 -338: 95 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.8 11.8 36.2 37.1 68.0 77.7: 32.0 22.3
Old : 100.0: 20.0 28.8 11.8 36.2 37.1 68.0 77.7: 32.0 22.3
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 : 46: 12 15 5 17 12 32 29:
Old : 46: 12 15 5 17 12 32 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 : 33.2 43.0 44.4 55.7 25.6 35.8 34.0 44.1
Old : 33.2 43.0 44.4 55.7 25.6 35.8 34.0 44.1
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 1,072,802: 262,081 57,691 340,914 411,272 557,716 1,014,267 956,321: 58,534 116,481
Old : 182,195: 49,218 13,441 65,582 56,256 86,202 171,057 165,225: 11,138 16,970
Other: 890,607: 237,070 68,456 251,125 355,016 471,514 843,211 791,096: 47,396 99,511
: : :
: : Changes in Commitments from: June 28, 2016 :
: -27,244: -18,544 9,494 -7,149 5,711 -29,159 -19,982 -26,814: -7,262 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.4 31.8 38.3 52.0 94.5 89.1: 5.5 10.9
Old : 100.0: 27.0 7.4 36.0 30.9 47.3 93.9 90.7: 6.1 9.3
Other: 100.0: 26.6 7.7 28.2 39.9 52.9 94.7 88.8: 5.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 249 160 230 217 266 563 565:
Old : 468: 117 108 105 121 181 292 343:
Other: 689: 231 165 199 193 260 515 536:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 12.2 22.2 21.3 9.3 8.5 13.6 13.3
Old : 20.0 17.8 31.7 27.5 15.9 13.2 22.8 17.8
Other: 14.5 12.1 22.5 21.0 10.2 8.5 14.8 13.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 34,209: 9,825 4,650 21 8 10,278 9,854 14,949: 24,355 19,260
Old : 1,036: 746 192 0 4 267 750 459: 286 577
Other: 33,173: 9,099 4,478 1 4 10,011 9,104 14,490: 24,069 18,683
: : :
: : Changes in Commitments from: June 28, 2016 :
: 180: 746 -35 -33 -4 297 709 229: -529 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.6 0.1 0.0 30.0 28.8 43.7: 71.2 56.3
Old : 100.0: 72.0 18.5 0.0 0.4 25.8 72.4 44.3: 27.6 55.7
Other: 100.0: 27.4 13.5 0.0 0.0 30.2 27.4 43.7: 72.6 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 4 3 27 8 45:
Old : 32: 4 9 0 1 19 5 28:
Other: 46: 3 16 1 2 27 5 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 12.5 28.8 18.5 28.7 12.5 28.7 18.5
Old : 72.3 23.6 72.4 33.5 72.0 23.6 72.0 33.5
Other: 27.4 12.2 27.4 18.4 27.4 12.2 27.4 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 401,688: 83,650 72,349 87,216 197,714 208,872 368,580 368,437: 33,108 33,251
Old : 113,752: 27,330 16,498 19,180 58,083 67,655 104,593 103,333: 9,158 10,419
Other: 287,937: 74,283 73,814 50,074 139,630 141,217 263,987 265,105: 23,950 22,832
: : :
: : Changes in Commitments from: June 28, 2016 :
: -2,915: -1,878 13,705 -5,589 6,615 -14,859 -852 -6,743: -2,063 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.0 21.7 49.2 52.0 91.8 91.7: 8.2 8.3
Old : 100.0: 24.0 14.5 16.9 51.1 59.5 91.9 90.8: 8.1 9.2
Other: 100.0: 25.8 25.6 17.4 48.5 49.0 91.7 92.1: 8.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 79 86 105 87 78 233 221:
Old : 185: 42 50 51 64 63 135 140:
Other: 266: 80 76 83 75 64 202 187:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 23.6 16.0 30.9 8.4 19.4 14.7 25.2
Old : 19.4 23.5 30.8 34.6 16.5 20.0 26.5 28.7
Other: 11.0 26.2 19.9 34.1 10.6 23.5 18.7 30.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 696,024: 166,482 74,527 79,025 287,130 390,233 532,637 543,785: 163,387 152,239
Old : 696,024: 166,482 74,527 79,025 287,130 390,233 532,637 543,785: 163,387 152,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 29,476: 31,344 5,210 11,775 -9,741 9,334 33,378 26,318: -3,902 3,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.7 11.4 41.3 56.1 76.5 78.1: 23.5 21.9
Old : 100.0: 23.9 10.7 11.4 41.3 56.1 76.5 78.1: 23.5 21.9
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 : 159: 45 28 43 65 69 127 123:
Old : 159: 45 28 43 65 69 127 123:
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 : 15.4 19.5 23.7 28.2 11.9 14.7 19.5 21.4
Old : 15.4 19.5 23.7 28.2 11.9 14.7 19.5 21.4
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 582,316: 54,772 133,777 6,290 377,192 355,173 438,254 495,240: 144,062 87,076
Old : 582,316: 54,772 133,777 6,290 377,192 355,173 438,254 495,240: 144,062 87,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -1,574: 4,131 -9,967 -1,594 -7,459 -4,812 -4,922 -16,373: 3,348 14,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.0 1.1 64.8 61.0 75.3 85.0: 24.7 15.0
Old : 100.0: 9.4 23.0 1.1 64.8 61.0 75.3 85.0: 24.7 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 : 92: 14 10 8 50 52 68 66:
Old : 92: 14 10 8 50 52 68 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 43.3 37.6 54.1 19.7 43.2 29.9 52.5
Old : 22.7 43.3 37.6 54.1 19.7 43.2 29.9 52.5
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 5,155: 2,601 683 968 1,314 3,335 4,883 4,986: 272 169
Old : 5,155: 2,601 683 968 1,314 3,335 4,883 4,986: 272 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 214: 272 -27 92 -83 151 281 216: -67 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 13.2 18.8 25.5 64.7 94.7 96.7: 5.3 3.3
Old : 100.0: 50.5 13.2 18.8 25.5 64.7 94.7 96.7: 5.3 3.3
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 : 36: 15 5 4 10 13 28 19:
Old : 36: 15 5 4 10 13 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 51.4 68.7 79.4 38.6 42.7 56.1 58.2
Old : 48.2 51.4 68.7 79.4 38.6 42.7 56.1 58.2
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 455,064: 102,225 22,489 107,726 195,651 293,682 405,602 423,898: 49,462 31,166
Old : 134,603: 35,482 3,204 31,076 49,622 89,072 116,180 123,352: 18,423 11,251
Other: 320,461: 86,217 38,759 57,178 146,028 204,610 289,422 300,546: 31,039 19,915
: : :
: : Changes in Commitments from: June 28, 2016 :
: -4,380: -1,705 1,773 -2,319 1,682 -3,618 -2,342 -4,163: -2,038 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.9 23.7 43.0 64.5 89.1 93.2: 10.9 6.8
Old : 100.0: 26.4 2.4 23.1 36.9 66.2 86.3 91.6: 13.7 8.4
Other: 100.0: 26.9 12.1 17.8 45.6 63.8 90.3 93.8: 9.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 97 49 86 95 96 241 200:
Old : 203: 80 15 42 74 79 160 130:
Other: 267: 82 70 74 88 80 220 176:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 29.7 19.0 38.7 9.7 26.0 14.1 30.5
Old : 14.2 27.9 25.3 40.5 11.8 26.8 19.1 35.6
Other: 12.4 31.1 19.8 40.5 11.3 25.9 16.6 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 10,302: 2,218 2,158 989 5,083 5,498 8,291 8,645: 2,011 1,657
Old : 10,302: 2,218 2,158 989 5,083 5,498 8,291 8,645: 2,011 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 79: 162 322 149 2 -344 313 126: -234 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.9 9.6 49.3 53.4 80.5 83.9: 19.5 16.1
Old : 100.0: 21.5 20.9 9.6 49.3 53.4 80.5 83.9: 19.5 16.1
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 : 65: 19 21 10 22 15 47 41:
Old : 65: 19 21 10 22 15 47 41:
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 37.9 51.0 51.2 38.9 35.3 48.7 48.2
Old : 40.9 37.9 51.0 51.2 38.9 35.3 48.7 48.2
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 1,120,584: 340,309 236,282 41,304 604,748 701,587 986,361 979,174: 134,223 141,411
Old : 1,120,584: 340,309 236,282 41,304 604,748 701,587 986,361 979,174: 134,223 141,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 114,850: 99,840 11,875 35 -598 92,169 99,277 104,079: 15,573 10,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 21.1 3.7 54.0 62.6 88.0 87.4: 12.0 12.6
Old : 100.0: 30.4 21.1 3.7 54.0 62.6 88.0 87.4: 12.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 47 63 40 91 108 164 185:
Old : 249: 47 63 40 91 108 164 185:
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 : 29.0 20.2 40.5 28.7 27.9 20.0 37.0 27.5
Old : 29.0 20.2 40.5 28.7 27.9 20.0 37.0 27.5
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 3,475,741: 627,173 540,312 380,913 2,090,877 2,124,121 3,098,964 3,045,346: 376,778 430,395
Old : 3,475,741: 627,173 540,312 380,913 2,090,877 2,124,121 3,098,964 3,045,346: 376,778 430,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 21,376: 3,185 -34,015 4,738 28,581 59,670 36,504 30,394: -15,128 -9,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.5 11.0 60.2 61.1 89.2 87.6: 10.8 12.4
Old : 100.0: 18.0 15.5 11.0 60.2 61.1 89.2 87.6: 10.8 12.4
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 : 377: 83 86 104 166 176 308 307:
Old : 377: 83 86 104 166 176 308 307:
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 : 25.2 17.9 34.3 26.6 21.7 13.4 27.7 19.2
Old : 25.2 17.9 34.3 26.6 21.7 13.4 27.7 19.2
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 139,287: 19,542 13,472 343 63,739 54,802 83,624 68,617: 55,663 70,670
Old : 139,287: 19,542 13,472 343 63,739 54,802 83,624 68,617: 55,663 70,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -4,231: -4,856 2,361 226 -6,994 -11,639 -11,623 -9,052: 7,392 4,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.7 0.2 45.8 39.3 60.0 49.3: 40.0 50.7
Old : 100.0: 14.0 9.7 0.2 45.8 39.3 60.0 49.3: 40.0 50.7
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: 3 2 1 17 14 20 17:
Old : 27: 3 2 1 17 14 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 : 27.9 29.9 44.0 39.3 27.0 29.6 41.3 38.8
Old : 27.9 29.9 44.0 39.3 27.0 29.6 41.3 38.8
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 2,805,426: 372,261 567,956 119,092 2,035,999 1,777,976 2,527,352 2,465,023: 278,074 340,403
Old : 2,805,426: 372,261 567,956 119,092 2,035,999 1,777,976 2,527,352 2,465,023: 278,074 340,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -32,005: -43,941 61,189 -21,556 47,916 -89,332 -17,581 -49,699: -14,423 17,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.2 4.2 72.6 63.4 90.1 87.9: 9.9 12.1
Old : 100.0: 13.3 20.2 4.2 72.6 63.4 90.1 87.9: 9.9 12.1
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 : 284: 48 63 52 110 149 188 234:
Old : 284: 48 63 52 110 149 188 234:
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 : 39.0 19.3 48.3 28.7 35.2 19.2 44.1 28.0
Old : 39.0 19.3 48.3 28.7 35.2 19.2 44.1 28.0
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 837,890: 75,055 120,056 178,607 564,575 489,972 818,237 788,636: 19,652 49,254
Old : 837,890: 75,055 120,056 178,607 564,575 489,972 818,237 788,636: 19,652 49,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -119,050: -19,666 -6,265 -13,175 -82,165 -97,194 -115,006 -116,634: -4,044 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.3 21.3 67.4 58.5 97.7 94.1: 2.3 5.9
Old : 100.0: 9.0 14.3 21.3 67.4 58.5 97.7 94.1: 2.3 5.9
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 : 128: 14 46 37 47 64 87 124:
Old : 128: 14 46 37 47 64 87 124:
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 : 34.0 20.8 52.5 33.7 20.2 11.4 32.4 17.4
Old : 34.0 20.8 52.5 33.7 20.2 11.4 32.4 17.4
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 50,850: 27,693 4,873 764 15,228 36,434 43,686 42,071: 7,164 8,779
Old : 50,850: 27,693 4,873 764 15,228 36,434 43,686 42,071: 7,164 8,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,471: 2,798 232 14 -375 -377 2,437 -131: 34 2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 9.6 1.5 29.9 71.6 85.9 82.7: 14.1 17.3
Old : 100.0: 54.5 9.6 1.5 29.9 71.6 85.9 82.7: 14.1 17.3
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 : 100: 36 19 5 23 29 63 49:
Old : 100: 36 19 5 23 29 63 49:
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 : 33.7 38.0 45.6 52.9 33.3 38.0 45.1 52.9
Old : 33.7 38.0 45.6 52.9 33.3 38.0 45.1 52.9
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 with Delta-adjusted Options and Futures Combined, July 05, 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 : 101,700: 55,386 9,747 1,529 30,456 72,867 87,371 84,143: 14,329 17,557
Old : 101,700: 55,386 9,747 1,529 30,456 72,867 87,371 84,143: 14,329 17,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 4,942: 5,595 465 28 -749 -754 4,874 -261: 67 5,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 9.6 1.5 29.9 71.6 85.9 82.7: 14.1 17.3
Old : 100.0: 54.5 9.6 1.5 29.9 71.6 85.9 82.7: 14.1 17.3
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 : 100: 36 19 5 23 29 63 49:
Old : 100: 36 19 5 23 29 63 49:
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 : 33.7 38.0 45.6 52.9 33.3 38.0 45.1 52.9
Old : 33.7 38.0 45.6 52.9 33.3 38.0 45.1 52.9
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 with Delta-adjusted Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,466: 13,739 15,515 909 1,697 0 16,345 16,424: 121 42
Old : 16,466: 13,739 15,515 909 1,697 0 16,345 16,424: 121 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 233: 287 220 13 0 0 300 233: -67 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 94.2 5.5 10.3 0.0 99.3 99.7: 0.7 0.3
Old : 100.0: 83.4 94.2 5.5 10.3 0.0 99.3 99.7: 0.7 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: 24 8 2 2 0 27 9:
Old : 34: 24 8 2 2 0 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 81.3 83.7 97.8 63.8 78.9 80.5 94.2
Old : 67.0 81.3 83.7 97.8 63.8 78.9 80.5 94.2
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 with Delta-adjusted Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,914: 14,324 10,664 278 11,223 14,861 25,825 25,803: 89 111
Old : 25,914: 14,324 10,664 278 11,223 14,861 25,825 25,803: 89 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 205: 52 649 0 140 -457 192 192: 13 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.2 1.1 43.3 57.3 99.7 99.6: 0.3 0.4
Old : 100.0: 55.3 41.2 1.1 43.3 57.3 99.7 99.6: 0.3 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 : 43: 6 16 1 5 18 12 34:
Old : 43: 6 16 1 5 18 12 34:
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 : 83.2 50.3 97.1 69.0 83.2 50.3 96.2 69.0
Old : 83.2 50.3 97.1 69.0 83.2 50.3 96.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 26,769: 18,163 9,597 49 8,511 17,061 26,723 26,707: 46 62
Old : 26,769: 18,163 9,597 49 8,511 17,061 26,723 26,707: 46 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,901: 2,984 -156 0 -1,080 2,087 1,904 1,931: -3 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 35.9 0.2 31.8 63.7 99.8 99.8: 0.2 0.2
Old : 100.0: 67.9 35.9 0.2 31.8 63.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 1 4 10 14 21:
Old : 33: 10 10 1 4 10 14 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 : 89.4 64.5 97.1 87.2 89.0 64.5 95.4 87.2
Old : 89.4 64.5 97.1 87.2 89.0 64.5 95.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016