WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 551,337: 113,850 216,473 165,190 211,736 122,183 490,776 503,846: 60,561 47,491
Old : 515,411: 108,107 220,427 151,005 199,296 102,062 458,409 473,494: 57,002 41,917
Other: 35,926: 16,610 6,913 3,318 12,440 20,122 32,367 30,352: 3,559 5,574
: : :
: : Changes in Commitments from: August 2, 2016 :
: -34,513: -3,621 -11,922 -13,165 -19,873 -9,533 -36,659 -34,621: 2,146 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 39.3 30.0 38.4 22.2 89.0 91.4: 11.0 8.6
Old : 100.0: 21.0 42.8 29.3 38.7 19.8 88.9 91.9: 11.1 8.1
Other: 100.0: 46.2 19.2 9.2 34.6 56.0 90.1 84.5: 9.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 169 144 149 136 119 380 346:
Old : 475: 168 146 142 136 112 375 334:
Other: 129: 32 21 19 33 58 74 91:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 8.7 15.5 16.4 8.1 8.2 13.3 15.3
Old : 9.9 9.2 16.2 17.4 8.6 8.8 13.8 16.4
Other: 38.3 27.4 52.6 40.8 38.3 26.4 50.6 39.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 258,228: 68,343 89,001 44,634 120,184 99,368 233,161 233,003: 25,068 25,226
Old : 237,674: 68,945 88,049 38,313 107,594 88,536 214,853 214,898: 22,821 22,775
Other: 20,554: 4,713 6,266 1,006 12,590 10,832 18,308 18,104: 2,246 2,450
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,710: -1,172 -1,107 -3,516 5,180 6,879 491 2,256: 1,218 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 34.5 17.3 46.5 38.5 90.3 90.2: 9.7 9.8
Old : 100.0: 29.0 37.0 16.1 45.3 37.3 90.4 90.4: 9.6 9.6
Other: 100.0: 22.9 30.5 4.9 61.3 52.7 89.1 88.1: 10.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 73 61 70 94 81 198 193:
Old : 259: 74 61 63 94 78 193 185:
Other: 104: 15 17 14 31 51 54 76:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.7 22.4 29.4 12.8 16.1 20.8 26.0
Old : 14.7 20.1 24.1 31.3 13.8 17.3 22.3 28.1
Other: 34.5 43.6 54.9 58.5 34.5 40.5 54.4 55.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,846,059: 323,003 341,793 539,842 789,964 705,741 1,652,809 1,587,376: 193,249 258,683
Old : 483,630: 121,094 146,101 129,122 184,186 170,500 434,402 445,722: 49,228 37,908
Other: 1,362,429: 301,138 294,921 311,492 605,778 535,241 1,218,408 1,141,654: 144,022 220,775
: : :
: : Changes in Commitments from: August 2, 2016 :
: 33,737: -2,458 37,620 6,227 21,126 -9,870 24,895 33,977: 8,842 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.5 29.2 42.8 38.2 89.5 86.0: 10.5 14.0
Old : 100.0: 25.0 30.2 26.7 38.1 35.3 89.8 92.2: 10.2 7.8
Other: 100.0: 22.1 21.6 22.9 44.5 39.3 89.4 83.8: 10.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 825: 211 179 246 347 344 690 662:
Old : 615: 181 86 108 262 209 477 372:
Other: 781: 188 180 205 302 336 600 621:
:----------------------------------------------------------------------------------------------------
: 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 11.3 16.2 17.1 6.5 6.4 11.1 10.2
Old : 8.8 21.0 14.8 30.3 6.6 19.4 10.6 26.9
Other: 11.6 10.5 18.1 16.7 8.2 5.5 13.3 9.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,459: 2,391 3,930 946 4,702 4,454 8,040 9,331: 3,419 2,128
Old : 11,459: 2,391 3,930 946 4,702 4,454 8,040 9,331: 3,419 2,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 561: -183 517 -35 153 -260 -65 222: 626 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 34.3 8.3 41.0 38.9 70.2 81.4: 29.8 18.6
Old : 100.0: 20.9 34.3 8.3 41.0 38.9 70.2 81.4: 29.8 18.6
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 : 49: 15 15 6 17 12 32 33:
Old : 49: 15 15 6 17 12 32 33:
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 39.9 43.2 53.3 26.2 39.1 36.7 48.3
Old : 28.8 39.9 43.2 53.3 26.2 39.1 36.7 48.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 948,122: 202,065 57,344 303,958 385,682 481,701 891,705 843,003: 56,416 105,119
Old : 910,020: 190,544 55,361 293,492 373,678 458,521 857,714 807,373: 52,306 102,647
Other: 38,101: 18,069 8,531 3,918 12,004 23,180 33,991 35,630: 4,110 2,472
: : :
: : Changes in Commitments from: August 2, 2016 :
: -9,734: 1,459 -4,772 1,613 -11,111 -4,276 -8,039 -7,435: -1,695 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.0 32.1 40.7 50.8 94.0 88.9: 6.0 11.1
Old : 100.0: 20.9 6.1 32.3 41.1 50.4 94.3 88.7: 5.7 11.3
Other: 100.0: 47.4 22.4 10.3 31.5 60.8 89.2 93.5: 10.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 227 159 231 204 261 543 550:
Old : 684: 225 162 230 199 261 537 550:
Other: 233: 47 36 25 50 122 105 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 13.4 23.1 22.1 11.1 8.7 15.3 12.7
Old : 15.7 13.3 23.5 22.3 12.0 8.7 16.4 12.7
Other: 36.0 50.0 49.3 70.3 34.1 49.6 46.7 67.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 33,002: 10,085 3,701 57 12 11,100 10,154 14,858: 22,848 18,144
Old : 32,084: 9,959 3,605 56 12 10,784 10,027 14,445: 22,057 17,639
Other: 918: 126 96 1 0 316 127 413: 791 505
: : :
: : Changes in Commitments from: August 2, 2016 :
: -377: 246 -523 19 1 121 266 -383: -643 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 11.2 0.2 0.0 33.6 30.8 45.0: 69.2 55.0
Old : 100.0: 31.0 11.2 0.2 0.0 33.6 31.3 45.0: 68.7 55.0
Other: 100.0: 13.7 10.5 0.1 0.0 34.4 13.8 45.0: 86.2 55.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 11 3 3 30 8 43:
Old : 45: 4 11 3 3 30 8 43:
Other: 26: 2 5 1 0 19 2 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 13.3 30.8 19.6 30.6 13.2 30.6 19.5
Old : 31.2 13.3 31.3 19.2 31.0 13.2 31.0 19.2
Other: 13.8 27.8 13.8 35.5 13.7 27.8 13.7 35.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 403,604: 89,965 63,310 93,002 186,415 218,090 369,382 374,402: 34,222 29,202
Old : 61,148: 18,858 9,137 10,034 26,563 37,725 55,455 56,896: 5,693 4,252
Other: 342,456: 83,880 66,945 70,195 159,851 180,365 313,927 317,505: 28,529 24,950
: : :
: : Changes in Commitments from: August 2, 2016 :
: 2,297: 5,826 -15,065 5,443 -10,349 14,880 920 5,258: 1,377 -2,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 15.7 23.0 46.2 54.0 91.5 92.8: 8.5 7.2
Old : 100.0: 30.8 14.9 16.4 43.4 61.7 90.7 93.0: 9.3 7.0
Other: 100.0: 24.5 19.5 20.5 46.7 52.7 91.7 92.7: 8.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 94 77 110 89 80 252 218:
Old : 158: 47 33 32 43 50 105 102:
Other: 288: 83 86 101 84 76 236 206:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 27.4 15.2 34.5 7.9 23.4 14.2 29.1
Old : 20.0 30.5 32.0 46.5 17.4 28.7 27.9 39.6
Other: 9.4 29.0 17.0 36.4 9.0 25.9 15.7 31.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 692,715: 147,193 87,891 61,233 315,254 383,798 523,681 532,922: 169,034 159,793
Old : 692,715: 147,193 87,891 61,233 315,254 383,798 523,681 532,922: 169,034 159,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 18,391: 8,229 16,530 -4,054 -226 2,663 3,949 15,139: 14,442 3,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.7 8.8 45.5 55.4 75.6 76.9: 24.4 23.1
Old : 100.0: 21.2 12.7 8.8 45.5 55.4 75.6 76.9: 24.4 23.1
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 : 154: 37 33 41 67 69 127 120:
Old : 154: 37 33 41 67 69 127 120:
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 : 14.5 21.5 23.1 31.3 10.2 14.4 16.8 21.3
Old : 14.5 21.5 23.1 31.3 10.2 14.4 16.8 21.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 609,994: 44,232 149,179 9,631 416,757 370,868 470,620 529,678: 139,374 80,316
Old : 609,994: 44,232 149,179 9,631 416,757 370,868 470,620 529,678: 139,374 80,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 7,613: -1,337 4,790 587 7,259 2,779 6,508 8,155: 1,105 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 24.5 1.6 68.3 60.8 77.2 86.8: 22.8 13.2
Old : 100.0: 7.3 24.5 1.6 68.3 60.8 77.2 86.8: 22.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 13 15 12 52 54 74 72:
Old : 98: 13 15 12 52 54 74 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 : 24.6 40.3 39.1 52.4 20.8 40.3 31.0 48.7
Old : 24.6 40.3 39.1 52.4 20.8 40.3 31.0 48.7
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,520: 1,996 740 1,007 1,314 2,559 4,317 4,306: 203 214
Old : 4,520: 1,996 740 1,007 1,314 2,559 4,317 4,306: 203 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 279: 28 269 79 168 -146 275 202: 4 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 16.4 22.3 29.1 56.6 95.5 95.3: 4.5 4.7
Old : 100.0: 44.2 16.4 22.3 29.1 56.6 95.5 95.3: 4.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 5 3 8 10 20 17:
Old : 28: 11 5 3 8 10 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.1 74.1 78.9 40.7 36.4 51.6 51.8
Old : 53.2 53.1 74.1 78.9 40.7 36.4 51.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 426,012: 91,975 23,860 87,427 200,059 285,817 379,461 397,104: 46,551 28,909
Old : 71,194: 14,469 5,023 16,234 30,704 43,898 61,406 65,155: 9,788 6,039
Other: 354,818: 86,469 27,801 62,229 169,356 241,918 318,055 331,948: 36,764 22,870
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,660: -4,722 -2,290 248 -19 413 -4,494 -1,629: 1,834 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.6 20.5 47.0 67.1 89.1 93.2: 10.9 6.8
Old : 100.0: 20.3 7.1 22.8 43.1 61.7 86.3 91.5: 13.7 8.5
Other: 100.0: 24.4 7.8 17.5 47.7 68.2 89.6 93.6: 10.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 83 47 83 99 97 231 193:
Old : 179: 55 23 27 63 66 129 105:
Other: 255: 79 59 73 93 87 216 176:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 33.7 20.0 42.7 10.9 29.7 16.3 33.4
Old : 18.2 24.3 28.4 37.2 14.8 22.7 22.7 32.0
Other: 13.0 36.1 20.5 44.6 11.6 31.6 18.0 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,732: 2,228 4,992 1,194 6,888 4,439 10,310 10,625: 2,422 2,107
Old : 12,732: 2,228 4,992 1,194 6,888 4,439 10,310 10,625: 2,422 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 616: 99 509 -81 634 282 652 710: -35 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 39.2 9.4 54.1 34.9 81.0 83.5: 19.0 16.5
Old : 100.0: 17.5 39.2 9.4 54.1 34.9 81.0 83.5: 19.0 16.5
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 : 79: 21 29 12 23 16 49 56:
Old : 79: 21 29 12 23 16 49 56:
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 : 39.9 27.5 51.3 41.1 39.2 26.7 48.9 39.5
Old : 39.9 27.5 51.3 41.1 39.2 26.7 48.9 39.5
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 with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,137,244: 309,591 218,312 75,701 635,590 699,494 1,020,881 993,507: 116,363 143,737
Old : 1,137,244: 309,591 218,312 75,701 635,590 699,494 1,020,881 993,507: 116,363 143,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 24,404: 12,039 -29,392 29,375 -16,028 19,128 25,387 19,110: -982 5,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 19.2 6.7 55.9 61.5 89.8 87.4: 10.2 12.6
Old : 100.0: 27.2 19.2 6.7 55.9 61.5 89.8 87.4: 10.2 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 : 253: 54 56 44 89 114 170 187:
Old : 253: 54 56 44 89 114 170 187:
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 : 21.8 16.9 33.2 24.8 21.0 16.1 30.4 23.2
Old : 21.8 16.9 33.2 24.8 21.0 16.1 30.4 23.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,354,322: 595,088 486,333 330,540 2,037,475 2,091,756 2,963,102 2,908,630: 391,220 445,693
Old : 3,354,322: 595,088 486,333 330,540 2,037,475 2,091,756 2,963,102 2,908,630: 391,220 445,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 99,078: 40,791 28,043 20,279 41,030 43,820 102,100 92,143: -3,022 6,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 9.9 60.7 62.4 88.3 86.7: 11.7 13.3
Old : 100.0: 17.7 14.5 9.9 60.7 62.4 88.3 86.7: 11.7 13.3
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 : 367: 90 81 102 152 170 293 302:
Old : 367: 90 81 102 152 170 293 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 17.4 35.4 26.1 24.0 11.8 29.6 18.9
Old : 26.4 17.4 35.4 26.1 24.0 11.8 29.6 18.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 177,237: 21,988 13,699 1,031 99,354 87,000 122,373 101,730: 54,865 75,508
Old : 177,237: 21,988 13,699 1,031 99,354 87,000 122,373 101,730: 54,865 75,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 3,188: -1,353 -376 855 4,891 1,206 4,393 1,685: -1,205 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.7 0.6 56.1 49.1 69.0 57.4: 31.0 42.6
Old : 100.0: 12.4 7.7 0.6 56.1 49.1 69.0 57.4: 31.0 42.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 20 15 24 19:
Old : 32: 4 2 2 20 15 24 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 : 36.8 34.3 50.5 45.1 35.6 33.4 48.3 44.1
Old : 36.8 34.3 50.5 45.1 35.6 33.4 48.3 44.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,947,095: 415,613 599,570 121,458 2,143,792 1,877,795 2,680,863 2,598,824: 266,232 348,271
Old : 2,947,095: 415,613 599,570 121,458 2,143,792 1,877,795 2,680,863 2,598,824: 266,232 348,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 46,628: 13,154 6,536 13,716 29,756 15,889 56,626 36,140: -9,999 10,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.3 4.1 72.7 63.7 91.0 88.2: 9.0 11.8
Old : 100.0: 14.1 20.3 4.1 72.7 63.7 91.0 88.2: 9.0 11.8
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 : 306: 52 74 54 120 151 208 243:
Old : 306: 52 74 54 120 151 208 243:
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 : 38.2 18.9 47.3 28.5 34.8 17.8 43.7 26.8
Old : 38.2 18.9 47.3 28.5 34.8 17.8 43.7 26.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 815,733: 37,129 122,485 158,112 595,400 476,940 790,641 757,538: 25,091 58,195
Old : 815,733: 37,129 122,485 158,112 595,400 476,940 790,641 757,538: 25,091 58,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 47,397: 5,968 -5,388 -6,711 43,695 49,420 42,953 37,321: 4,444 10,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.0 19.4 73.0 58.5 96.9 92.9: 3.1 7.1
Old : 100.0: 4.6 15.0 19.4 73.0 58.5 96.9 92.9: 3.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 13 43 35 56 72 95 128:
Old : 134: 13 43 35 56 72 95 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 19.2 45.1 32.3 19.8 11.4 29.4 16.1
Old : 28.0 19.2 45.1 32.3 19.8 11.4 29.4 16.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 71,943: 44,947 7,416 920 17,338 53,789 63,205 62,124: 8,738 9,819
Old : 71,943: 44,947 7,416 920 17,338 53,789 63,205 62,124: 8,738 9,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,220: 848 1,699 318 339 -905 1,506 1,112: -286 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 10.3 1.3 24.1 74.8 87.9 86.4: 12.1 13.6
Old : 100.0: 62.5 10.3 1.3 24.1 74.8 87.9 86.4: 12.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 27 6 26 30 77 59:
Old : 122: 47 27 6 26 30 77 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 41.1 48.4 54.2 34.9 41.1 48.4 54.2
Old : 34.9 41.1 48.4 54.2 34.9 41.1 48.4 54.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 143,886: 89,893 14,831 1,841 34,676 107,577 126,410 124,249: 17,476 19,638
Old : 143,886: 89,893 14,831 1,841 34,676 107,577 126,410 124,249: 17,476 19,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 2,439: 1,696 3,398 636 679 -1,810 3,011 2,224: -572 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 10.3 1.3 24.1 74.8 87.9 86.4: 12.1 13.6
Old : 100.0: 62.5 10.3 1.3 24.1 74.8 87.9 86.4: 12.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 27 6 26 30 77 59:
Old : 122: 47 27 6 26 30 77 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 41.1 48.4 54.2 34.9 41.1 48.4 54.2
Old : 34.9 41.1 48.4 54.2 34.9 41.1 48.4 54.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 18,128: 15,117 17,488 633 2,205 0 17,955 18,121: 173 7
Old : 18,128: 15,117 17,488 633 2,205 0 17,955 18,121: 173 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,175: 761 1,877 -101 522 -600 1,182 1,176: -7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 96.5 3.5 12.2 0.0 99.0 100.0: 1.0 0.0
Old : 100.0: 83.4 96.5 3.5 12.2 0.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 23 7 2 1 0 25 8:
Old : 31: 23 7 2 1 0 25 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 83.1 85.7 100.0 65.2 81.5 84.4 96.5
Old : 66.6 83.1 85.7 100.0 65.2 81.5 84.4 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,977: 12,873 7,633 249 11,712 16,958 24,834 24,840: 143 137
Old : 24,977: 12,873 7,633 249 11,712 16,958 24,834 24,840: 143 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 36: -134 -149 -23 182 195 25 23: 11 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 30.6 1.0 46.9 67.9 99.4 99.5: 0.6 0.5
Old : 100.0: 51.5 30.6 1.0 46.9 67.9 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 12 1 5 17 13 29:
Old : 39: 7 12 1 5 17 13 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 51.3 95.1 69.8 79.7 51.3 95.1 69.8
Old : 79.7 51.3 95.1 69.8 79.7 51.3 95.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 34,904: 24,874 7,305 54 9,868 27,467 34,796 34,826: 108 78
Old : 34,904: 24,874 7,305 54 9,868 27,467 34,796 34,826: 108 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -459: -417 -463 5 -80 -10 -492 -468: 33 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 20.9 0.2 28.3 78.7 99.7 99.8: 0.3 0.2
Old : 100.0: 71.3 20.9 0.2 28.3 78.7 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 12 1 5 11 13 24:
Old : 35: 8 12 1 5 11 13 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 74.5 96.4 90.6 89.4 74.5 95.2 90.6
Old : 89.4 74.5 96.4 90.6 89.4 74.5 95.2 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016