WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 585,850: 117,471 228,395 178,356 231,608 131,716 527,435 538,467: 58,415 47,383
Old : 551,314: 111,352 231,251 165,799 219,140 111,663 496,291 508,713: 55,023 42,601
Other: 34,537: 15,526 6,551 3,150 12,468 20,053 31,145 29,754: 3,392 4,783
: : :
: : Changes in Commitments from: July 26, 2016 :
: 24,441: 5,927 2,623 12,404 3,630 8,315 21,962 23,343: 2,479 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 39.0 30.4 39.5 22.5 90.0 91.9: 10.0 8.1
Old : 100.0: 20.2 41.9 30.1 39.7 20.3 90.0 92.3: 10.0 7.7
Other: 100.0: 45.0 19.0 9.1 36.1 58.1 90.2 86.2: 9.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 172 146 148 140 117 390 346:
Old : 489: 174 149 142 140 112 386 338:
Other: 127: 29 24 17 31 56 71 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 : 9.8 8.3 16.1 15.8 7.9 7.6 12.9 14.2
Old : 10.0 8.5 16.5 16.3 8.3 8.0 13.4 15.2
Other: 38.9 24.6 51.9 39.1 38.9 23.5 49.2 37.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 256,519: 69,515 90,108 48,149 115,004 92,489 232,669 230,746: 23,849 25,772
Old : 237,056: 69,613 89,597 42,311 103,192 81,827 215,116 213,736: 21,939 23,320
Other: 19,463: 4,929 5,537 811 11,812 10,662 17,553 17,010: 1,910 2,453
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,458: -2,550 -1,595 459 222 -1,624 -1,869 -2,760: 411 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 35.1 18.8 44.8 36.1 90.7 90.0: 9.3 10.0
Old : 100.0: 29.4 37.8 17.8 43.5 34.5 90.7 90.2: 9.3 9.8
Other: 100.0: 25.3 28.4 4.2 60.7 54.8 90.2 87.4: 9.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 63 69 71 92 81 195 193:
Old : 250: 65 68 65 92 79 190 187:
Other: 98: 15 17 10 31 46 52 68:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 17.0 22.0 27.7 12.5 15.9 20.2 25.7
Old : 14.2 18.0 23.5 29.0 13.4 16.9 21.7 27.6
Other: 32.3 43.0 53.8 58.4 32.3 40.0 53.3 54.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,812,322: 325,461 304,173 533,615 768,838 715,611 1,627,914 1,553,399: 184,408 258,923
Old : 595,678: 174,084 208,374 137,754 234,278 203,754 546,116 549,882: 49,562 45,795
Other: 1,216,644: 286,757 231,179 260,481 534,560 511,857 1,081,798 1,003,516: 134,846 213,128
: : :
: : Changes in Commitments from: July 26, 2016 :
: 52,538: 329 39,442 33,098 15,990 -19,798 49,417 52,742: 3,121 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 29.4 42.4 39.5 89.8 85.7: 10.2 14.3
Old : 100.0: 29.2 35.0 23.1 39.3 34.2 91.7 92.3: 8.3 7.7
Other: 100.0: 23.6 19.0 21.4 43.9 42.1 88.9 82.5: 11.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 219 164 238 342 341 679 641:
Old : 628: 178 103 111 253 219 475 391:
Other: 754: 193 152 178 296 330 574 584:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 11.5 16.3 17.2 6.7 6.7 11.3 10.8
Old : 10.0 18.0 17.2 29.4 8.5 16.0 14.8 25.4
Other: 12.6 11.3 19.3 18.0 8.6 6.4 13.5 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,898: 2,574 3,413 982 4,549 4,715 8,105 9,109: 2,794 1,789
Old : 10,898: 2,574 3,413 982 4,549 4,715 8,105 9,109: 2,794 1,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 46: -270 283 -428 680 209 -17 64: 63 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 31.3 9.0 41.7 43.3 74.4 83.6: 25.6 16.4
Old : 100.0: 23.6 31.3 9.0 41.7 43.3 74.4 83.6: 25.6 16.4
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 : 53: 13 19 9 17 12 37 35:
Old : 53: 13 19 9 17 12 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 43.1 42.7 55.1 26.0 39.2 36.2 47.8
Old : 28.8 43.1 42.7 55.1 26.0 39.2 36.2 47.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 957,855: 200,607 62,116 302,345 396,793 485,977 899,745 850,438: 58,111 107,417
Old : 920,505: 187,842 60,315 292,673 385,652 462,433 866,167 815,421: 54,338 105,084
Other: 37,351: 18,734 7,770 3,703 11,141 23,544 33,578 35,018: 3,773 2,333
: : :
: : Changes in Commitments from: July 26, 2016 :
: -11,984: -13,339 4,545 3,669 386 -18,212 -9,284 -9,998: -2,700 -1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.5 31.6 41.4 50.7 93.9 88.8: 6.1 11.2
Old : 100.0: 20.4 6.6 31.8 41.9 50.2 94.1 88.6: 5.9 11.4
Other: 100.0: 50.2 20.8 9.9 29.8 63.0 89.9 93.8: 10.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 675: 225 155 232 205 258 532 553:
Old : 674: 217 162 231 201 258 526 553:
Other: 225: 40 36 21 46 121 94 172:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 12.9 23.9 21.4 11.4 8.2 15.9 12.5
Old : 16.7 12.7 24.3 21.5 12.3 8.0 17.0 12.3
Other: 36.2 48.4 51.2 70.7 35.5 48.2 49.3 68.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 33,379: 9,839 4,224 38 11 10,979 9,888 15,241: 23,491 18,138
Old : 32,468: 9,711 4,128 37 11 10,663 9,759 14,828: 22,709 17,640
Other: 911: 128 96 1 0 316 129 413: 782 498
: : :
: : Changes in Commitments from: July 26, 2016 :
: -325: 494 -213 33 -4 185 523 5: -848 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.7 0.1 0.0 32.9 29.6 45.7: 70.4 54.3
Old : 100.0: 29.9 12.7 0.1 0.0 32.8 30.1 45.7: 69.9 54.3
Other: 100.0: 14.1 10.5 0.1 0.0 34.7 14.2 45.3: 85.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 14 2 4 30 8 46:
Old : 48: 4 14 2 4 30 8 46:
Other: 26: 2 5 1 0 19 2 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 12.9 29.6 19.1 29.5 12.9 29.5 19.1
Old : 30.0 12.9 30.1 18.8 29.9 12.9 29.9 18.8
Other: 14.2 28.0 14.2 35.8 14.1 28.0 14.1 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 401,307: 84,139 78,375 87,559 196,763 203,210 368,462 369,144: 32,845 32,163
Old : 67,404: 14,652 12,880 13,306 34,391 35,674 62,349 61,860: 5,055 5,544
Other: 333,902: 78,974 74,981 64,767 162,372 167,536 306,112 307,284: 27,790 26,619
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,671: 864 -2,592 3,439 -8,055 -5,699 -3,752 -4,853: -919 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 19.5 21.8 49.0 50.6 91.8 92.0: 8.2 8.0
Old : 100.0: 21.7 19.1 19.7 51.0 52.9 92.5 91.8: 7.5 8.2
Other: 100.0: 23.7 22.5 19.4 48.6 50.2 91.7 92.0: 8.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 85 93 97 88 79 236 217:
Old : 165: 41 45 35 43 52 103 115:
Other: 285: 85 82 89 82 74 221 203:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 25.0 15.5 31.8 7.9 20.3 14.1 26.1
Old : 19.3 23.0 32.6 38.7 18.5 22.0 28.6 35.0
Other: 9.8 27.7 17.8 34.6 9.2 24.1 16.1 29.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 674,323: 138,965 71,360 65,287 315,480 381,135 519,732 517,783: 154,591 156,541
Old : 674,323: 138,965 71,360 65,287 315,480 381,135 519,732 517,783: 154,591 156,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 5,228: -31,075 -431 9,394 30,710 -15,318 9,028 -6,355: -3,800 11,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.6 9.7 46.8 56.5 77.1 76.8: 22.9 23.2
Old : 100.0: 20.6 10.6 9.7 46.8 56.5 77.1 76.8: 22.9 23.2
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 : 154: 37 30 38 67 74 124 122:
Old : 154: 37 30 38 67 74 124 122:
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 21.4 24.4 30.0 10.6 14.1 17.5 20.9
Old : 15.4 21.4 24.4 30.0 10.6 14.1 17.5 20.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 602,381: 45,569 144,390 9,045 409,498 368,088 464,112 521,523: 138,269 80,858
Old : 602,381: 45,569 144,390 9,045 409,498 368,088 464,112 521,523: 138,269 80,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,641: -20,886 -246 872 10,378 -1,351 -9,635 -725: 7,995 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 24.0 1.5 68.0 61.1 77.0 86.6: 23.0 13.4
Old : 100.0: 7.6 24.0 1.5 68.0 61.1 77.0 86.6: 23.0 13.4
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 : 98: 13 16 10 51 54 72 72:
Old : 98: 13 16 10 51 54 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 40.9 38.1 52.3 19.8 40.9 29.9 49.3
Old : 24.2 40.9 38.1 52.3 19.8 40.9 29.9 49.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,241: 1,968 471 928 1,146 2,705 4,042 4,104: 199 137
Old : 4,241: 1,968 471 928 1,146 2,705 4,042 4,104: 199 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -195: 72 199 -135 -134 -291 -197 -227: 2 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 11.1 21.9 27.0 63.8 95.3 96.8: 4.7 3.2
Old : 100.0: 46.4 11.1 21.9 27.0 63.8 95.3 96.8: 4.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 7 4 8 11 20 20:
Old : 30: 10 7 4 8 11 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 52.4 73.2 80.6 43.6 41.9 55.2 53.3
Old : 52.8 52.4 73.2 80.6 43.6 41.9 55.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 428,672: 96,697 26,150 87,179 200,079 285,404 383,955 398,733: 44,717 29,939
Old : 81,014: 19,657 5,566 16,317 34,746 51,118 70,721 73,002: 10,294 8,013
Other: 347,658: 89,568 33,111 58,334 165,332 234,286 313,234 325,731: 34,424 21,927
: : :
: : Changes in Commitments from: July 26, 2016 :
: -3,402: -1,229 2,987 -2,609 3,350 -5,520 -489 -5,143: -2,914 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.1 20.3 46.7 66.6 89.6 93.0: 10.4 7.0
Old : 100.0: 24.3 6.9 20.1 42.9 63.1 87.3 90.1: 12.7 9.9
Other: 100.0: 25.8 9.5 16.8 47.6 67.4 90.1 93.7: 9.9 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 80 51 85 99 91 234 192:
Old : 187: 60 25 27 63 65 135 105:
Other: 257: 76 65 76 91 83 215 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 33.2 19.2 42.1 10.5 28.8 16.0 32.4
Old : 16.8 24.6 27.0 37.7 14.8 22.5 22.9 32.6
Other: 12.2 35.4 19.7 44.1 11.0 30.5 17.6 34.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,115: 2,129 4,483 1,275 6,255 4,157 9,658 9,915: 2,457 2,200
Old : 12,115: 2,129 4,483 1,275 6,255 4,157 9,658 9,915: 2,457 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,679: 247 1,417 391 858 -415 1,496 1,394: 183 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 37.0 10.5 51.6 34.3 79.7 81.8: 20.3 18.2
Old : 100.0: 17.6 37.0 10.5 51.6 34.3 79.7 81.8: 20.3 18.2
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 : 73: 18 29 10 22 14 45 50:
Old : 73: 18 29 10 22 14 45 50:
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 27.8 51.8 41.9 40.5 26.4 50.5 40.2
Old : 41.1 27.8 51.8 41.9 40.5 26.4 50.5 40.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,112,840: 297,552 247,705 46,326 651,617 680,366 995,495 974,397: 117,345 138,443
Old : 1,112,840: 297,552 247,705 46,326 651,617 680,366 995,495 974,397: 117,345 138,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 29,466: 40,094 -17,335 2,883 -5,600 49,658 37,377 35,206: -7,911 -5,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 22.3 4.2 58.6 61.1 89.5 87.6: 10.5 12.4
Old : 100.0: 26.7 22.3 4.2 58.6 61.1 89.5 87.6: 10.5 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 : 248: 49 57 41 93 110 168 182:
Old : 248: 49 57 41 93 110 168 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 18.3 34.2 26.9 22.3 18.2 30.9 25.6
Old : 23.0 18.3 34.2 26.9 22.3 18.2 30.9 25.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,255,244: 554,297 458,290 310,261 1,996,445 2,047,936 2,861,002 2,816,487: 394,242 438,758
Old : 3,255,244: 554,297 458,290 310,261 1,996,445 2,047,936 2,861,002 2,816,487: 394,242 438,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 87,666: -10,828 34,303 31,446 75,404 32,955 96,022 98,704: -8,356 -11,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.1 9.5 61.3 62.9 87.9 86.5: 12.1 13.5
Old : 100.0: 17.0 14.1 9.5 61.3 62.9 87.9 86.5: 12.1 13.5
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 : 363: 87 76 94 157 172 291 295:
Old : 363: 87 76 94 157 172 291 295:
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 : 27.1 17.6 36.1 26.0 24.6 12.2 30.4 18.6
Old : 27.1 17.6 36.1 26.0 24.6 12.2 30.4 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 174,049: 23,341 14,075 176 94,463 85,794 117,980 100,045: 56,069 74,005
Old : 174,049: 23,341 14,075 176 94,463 85,794 117,980 100,045: 56,069 74,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,243: -7,627 115 -19 4,209 -3,021 -3,437 -2,925: 2,194 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.1 0.1 54.3 49.3 67.8 57.5: 32.2 42.5
Old : 100.0: 13.4 8.1 0.1 54.3 49.3 67.8 57.5: 32.2 42.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 20 14 23 17:
Old : 30: 3 2 1 20 14 23 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 : 34.8 34.6 48.4 46.1 33.5 33.6 45.9 44.9
Old : 34.8 34.6 48.4 46.1 33.5 33.6 45.9 44.9
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 with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,900,467: 402,459 593,034 107,742 2,114,036 1,861,907 2,624,237 2,562,683: 276,231 337,784
Old : 2,900,467: 402,459 593,034 107,742 2,114,036 1,861,907 2,624,237 2,562,683: 276,231 337,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 82,418: 37,255 24,820 1,236 44,462 48,030 82,953 74,085: -535 8,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.4 3.7 72.9 64.2 90.5 88.4: 9.5 11.6
Old : 100.0: 13.9 20.4 3.7 72.9 64.2 90.5 88.4: 9.5 11.6
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 : 302: 43 80 52 113 155 195 248:
Old : 302: 43 80 52 113 155 195 248:
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 : 38.9 18.0 48.3 27.9 35.4 17.6 44.6 26.3
Old : 38.9 18.0 48.3 27.9 35.4 17.6 44.6 26.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 768,335: 31,161 127,873 164,823 551,704 427,520 747,688 720,216: 20,647 48,119
Old : 768,335: 31,161 127,873 164,823 551,704 427,520 747,688 720,216: 20,647 48,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -99,889: -21,350 33,580 -33,530 -45,513 -97,425 -100,392 -97,374: 504 -2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.6 21.5 71.8 55.6 97.3 93.7: 2.7 6.3
Old : 100.0: 4.1 16.6 21.5 71.8 55.6 97.3 93.7: 2.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 16 37 35 53 64 91 119:
Old : 124: 16 37 35 53 64 91 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 18.7 47.2 31.6 21.0 13.7 31.1 19.2
Old : 28.6 18.7 47.2 31.6 21.0 13.7 31.1 19.2
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 with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 70,724: 44,099 5,717 602 16,999 54,693 61,699 61,012: 9,024 9,711
Old : 70,724: 44,099 5,717 602 16,999 54,693 61,699 61,012: 9,024 9,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,324: 2,436 -2,323 236 69 4,987 2,740 2,899: -416 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 8.1 0.9 24.0 77.3 87.2 86.3: 12.8 13.7
Old : 100.0: 62.4 8.1 0.9 24.0 77.3 87.2 86.3: 12.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 47 23 7 28 29 79 55:
Old : 119: 47 23 7 28 29 79 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.4 47.7 60.0 35.3 43.4 47.7 60.0
Old : 35.3 43.4 47.7 60.0 35.3 43.4 47.7 60.0
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 141,447: 88,197 11,433 1,204 33,997 109,387 123,399 122,025: 18,048 19,423
Old : 141,447: 88,197 11,433 1,204 33,997 109,387 123,399 122,025: 18,048 19,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,648: 4,871 -4,646 471 137 9,973 5,480 5,799: -832 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 8.1 0.9 24.0 77.3 87.2 86.3: 12.8 13.7
Old : 100.0: 62.4 8.1 0.9 24.0 77.3 87.2 86.3: 12.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 47 23 7 28 29 79 55:
Old : 119: 47 23 7 28 29 79 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.4 47.7 60.0 35.3 43.4 47.7 60.0
Old : 35.3 43.4 47.7 60.0 35.3 43.4 47.7 60.0
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,953: 14,356 15,611 734 1,683 600 16,773 16,945: 180 8
Old : 16,953: 14,356 15,611 734 1,683 600 16,773 16,945: 180 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,783: 2,055 1,149 40 -294 600 1,801 1,789: -18 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 92.1 4.3 9.9 3.5 98.9 100.0: 1.1 0.0
Old : 100.0: 84.7 92.1 4.3 9.9 3.5 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 10 2 1 1 23 12:
Old : 33: 21 10 2 1 1 23 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 81.7 86.3 96.2 68.5 79.4 84.3 93.3
Old : 70.5 81.7 86.3 96.2 68.5 79.4 84.3 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,941: 13,007 7,782 272 11,530 16,763 24,809 24,817: 132 124
Old : 24,941: 13,007 7,782 272 11,530 16,763 24,809 24,817: 132 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -143: -362 -1,544 31 195 1,354 -136 -159: -7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 31.2 1.1 46.2 67.2 99.5 99.5: 0.5 0.5
Old : 100.0: 52.2 31.2 1.1 46.2 67.2 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 12 1 6 16 14 28:
Old : 39: 7 12 1 6 16 14 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 51.5 94.1 70.0 78.6 51.5 94.1 70.0
Old : 78.6 51.5 94.1 70.0 78.6 51.5 94.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,363: 25,291 7,768 49 9,948 27,477 35,288 35,294: 75 69
Old : 35,363: 25,291 7,768 49 9,948 27,477 35,288 35,294: 75 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,546: 2,541 -736 0 -974 2,279 1,567 1,543: -21 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 22.0 0.1 28.1 77.7 99.8 99.8: 0.2 0.2
Old : 100.0: 71.5 22.0 0.1 28.1 77.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 11 1 5 11 15 23:
Old : 36: 10 11 1 5 11 15 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 74.5 95.2 90.7 86.5 74.5 94.3 90.7
Old : 86.5 74.5 95.2 90.7 86.5 74.5 94.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016