WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 526,618: 121,778 223,976 147,551 201,897 109,026 471,226 480,553: 55,391 46,065
Old : 487,055: 116,923 226,779 130,996 187,729 89,382 435,648 447,158: 51,407 39,897
Other: 39,563: 16,903 9,245 4,507 14,169 19,643 35,579 33,395: 3,984 6,168
: : :
: : Changes in Commitments from: August 23, 2016 :
: -30,371: 2,560 17,301 -27,230 -1,990 -20,324 -26,659 -30,253: -3,712 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 42.5 28.0 38.3 20.7 89.5 91.3: 10.5 8.7
Old : 100.0: 24.0 46.6 26.9 38.5 18.4 89.4 91.8: 10.6 8.2
Other: 100.0: 42.7 23.4 11.4 35.8 49.7 89.9 84.4: 10.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 166 147 136 133 116 362 343:
Old : 473: 164 149 128 131 108 355 329:
Other: 140: 27 34 20 42 57 84 99:
:----------------------------------------------------------------------------------------------------
: 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 9.0 16.7 17.0 8.0 8.7 13.6 15.8
Old : 10.1 9.7 17.5 18.2 8.6 9.4 14.5 17.2
Other: 40.4 27.7 53.3 43.6 39.4 27.5 50.1 39.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 237,786: 76,439 91,384 34,024 105,377 88,678 215,840 214,086: 21,946 23,700
Old : 212,502: 75,689 89,987 26,928 90,729 74,803 193,347 191,718: 19,155 20,783
Other: 25,284: 6,785 7,432 1,061 14,647 13,874 22,493 22,367: 2,791 2,917
: : :
: : Changes in Commitments from: August 23, 2016 :
: -11,539: -408 4,105 -5,190 -4,400 -9,887 -9,999 -10,972: -1,541 -567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 38.4 14.3 44.3 37.3 90.8 90.0: 9.2 10.0
Old : 100.0: 35.6 42.3 12.7 42.7 35.2 91.0 90.2: 9.0 9.8
Other: 100.0: 26.8 29.4 4.2 57.9 54.9 89.0 88.5: 11.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 66 66 59 86 73 180 176:
Old : 242: 65 65 51 81 69 169 166:
Other: 112: 19 21 13 36 53 62 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 16.9 23.8 27.7 13.4 16.8 23.0 26.8
Old : 15.5 18.6 26.3 30.6 15.1 18.5 25.6 29.7
Other: 33.6 38.5 53.9 57.7 33.6 35.1 53.9 54.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,708,372: 348,838 401,462 444,033 732,162 615,854 1,525,034 1,461,350: 183,338 247,022
Old : 19,043: 5,426 1,549 0 7,292 13,043 12,718 14,592: 6,325 4,451
Other: 1,689,329: 347,671 404,172 439,775 724,870 602,811 1,512,316 1,446,758: 177,013 242,571
: : :
: : Changes in Commitments from: August 23, 2016 :
: -181,012: -5,076 16,857 -109,046 -61,523 -87,729 -175,646 -179,917: -5,367 -1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.5 26.0 42.9 36.0 89.3 85.5: 10.7 14.5
Old : 100.0: 28.5 8.1 0.0 38.3 68.5 66.8 76.6: 33.2 23.4
Other: 100.0: 20.6 23.9 26.0 42.9 35.7 89.5 85.6: 10.5 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 830: 214 190 243 326 334 669 663:
Old : 160: 29 10 0 50 76 79 86:
Other: 830: 211 202 241 321 331 662 660:
:----------------------------------------------------------------------------------------------------
: 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 9.5 16.6 15.7 6.9 5.4 12.0 9.6
Old : 21.2 42.0 31.0 51.6 21.2 42.0 31.0 51.6
Other: 10.2 9.7 16.6 15.8 7.0 5.5 12.2 9.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 12,313: 2,926 4,471 1,094 5,148 4,552 9,167 10,117: 3,145 2,196
Old : 12,290: 2,911 4,469 1,093 5,143 4,552 9,146 10,114: 3,143 2,176
Other: 23: 16 3 0 5 0 21 3: 2 20
: : :
: : Changes in Commitments from: August 23, 2016 :
: 93: 181 84 4 191 109 377 197: -284 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 36.3 8.9 41.8 37.0 74.5 82.2: 25.5 17.8
Old : 100.0: 23.7 36.4 8.9 41.8 37.0 74.4 82.3: 25.6 17.7
Other: 100.0: 69.6 13.0 0.0 21.7 0.0 91.3 13.0: 8.7 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 16 8 15 11 30 34:
Old : 48: 14 16 8 15 11 30 34:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 37.1 46.0 51.9 30.8 35.6 41.3 46.0
Old : 32.1 37.2 45.9 52.0 30.7 35.6 41.2 46.1
Other: 91.3 13.0 91.3 13.0 91.3 13.0 91.3 13.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 853,978: 181,826 60,392 242,320 377,984 441,683 802,130 744,394: 51,848 109,584
Old : 820,834: 181,642 58,353 228,729 363,159 427,202 773,529 714,284: 47,305 106,550
Other: 33,144: 9,621 11,475 4,155 14,825 14,480 28,601 30,111: 4,543 3,033
: : :
: : Changes in Commitments from: August 23, 2016 :
: -78,744: -30,319 6,357 -50,353 5,341 -43,412 -75,331 -87,408: -3,413 8,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.1 28.4 44.3 51.7 93.9 87.2: 6.1 12.8
Old : 100.0: 22.1 7.1 27.9 44.2 52.0 94.2 87.0: 5.8 13.0
Other: 100.0: 29.0 34.6 12.5 44.7 43.7 86.3 90.8: 13.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 188 185 224 186 247 500 543:
Old : 661: 189 185 220 182 247 492 542:
Other: 238: 52 37 28 53 117 116 172:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 11.7 25.2 20.2 12.3 7.9 17.4 12.6
Old : 17.8 11.7 25.7 20.1 12.8 7.9 18.1 12.1
Other: 28.5 53.4 42.3 68.0 27.4 53.1 38.0 63.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 32,067: 8,713 3,188 163 15 10,948 8,891 14,299: 23,176 17,768
Old : 31,201: 8,726 3,022 82 15 10,635 8,823 13,739: 22,378 17,462
Other: 866: 67 246 1 0 313 68 560: 798 306
: : :
: : Changes in Commitments from: August 23, 2016 :
: -988: -2,272 -487 -26 1 -193 -2,297 -706: 1,309 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.9 0.5 0.0 34.1 27.7 44.6: 72.3 55.4
Old : 100.0: 28.0 9.7 0.3 0.0 34.1 28.3 44.0: 71.7 56.0
Other: 100.0: 7.7 28.4 0.1 0.0 36.1 7.9 64.7: 92.1 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 9 5 3 29 8 41:
Old : 41: 4 8 4 3 29 8 40:
Other: 25: 2 5 1 0 18 2 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 13.5 27.7 20.0 27.2 13.4 27.2 19.9
Old : 28.2 13.5 28.3 19.6 28.0 13.4 28.0 19.6
Other: 7.9 43.8 7.9 53.8 7.7 43.8 7.7 53.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 438,276: 141,292 37,081 105,547 153,122 271,461 399,960 414,089: 38,316 24,187
Old : 4,232: 1,289 1,075 14 2,053 2,379 3,356 3,468: 876 764
Other: 434,044: 141,557 37,561 103,978 151,069 269,082 396,604 410,621: 37,440 23,423
: : :
: : Changes in Commitments from: August 23, 2016 :
: -23,490: 11,245 2,353 -18,218 -17,461 -8,981 -24,434 -24,845: 944 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.5 24.1 34.9 61.9 91.3 94.5: 8.7 5.5
Old : 100.0: 30.5 25.4 0.3 48.5 56.2 79.3 81.9: 20.7 18.1
Other: 100.0: 32.6 8.7 24.0 34.8 62.0 91.4 94.6: 8.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 119 62 121 79 80 266 225:
Old : 40: 10 10 1 7 13 17 24:
Other: 315: 121 64 119 77 80 262 223:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 31.3 14.2 39.2 7.6 29.5 13.7 35.6
Old : 46.4 35.9 66.0 58.0 46.4 35.9 66.0 58.0
Other: 7.8 31.6 14.4 39.4 7.6 29.8 13.8 35.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 644,079: 120,009 82,595 43,233 317,245 368,943 480,488 494,771: 163,591 149,308
Old : 644,079: 120,009 82,595 43,233 317,245 368,943 480,488 494,771: 163,591 149,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -51,671: -26,067 -3,655 -23,442 1,465 -21,270 -48,044 -48,368: -3,627 -3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.8 6.7 49.3 57.3 74.6 76.8: 25.4 23.2
Old : 100.0: 18.6 12.8 6.7 49.3 57.3 74.6 76.8: 25.4 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 : 136: 36 20 29 66 65 113 103:
Old : 136: 36 20 29 66 65 113 103:
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 : 12.9 23.1 21.7 33.3 9.2 15.5 15.8 23.4
Old : 12.9 23.1 21.7 33.3 9.2 15.5 15.8 23.4
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, August 30, 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 : 644,710: 50,123 164,793 18,195 450,480 375,288 518,798 558,276: 125,912 86,434
Old : 644,710: 50,123 164,793 18,195 450,480 375,288 518,798 558,276: 125,912 86,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 27,836: 5,867 3,815 8,575 23,865 22,962 38,307 35,352: -10,471 -7,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.6 2.8 69.9 58.2 80.5 86.6: 19.5 13.4
Old : 100.0: 7.8 25.6 2.8 69.9 58.2 80.5 86.6: 19.5 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 : 100: 16 14 13 58 56 83 74:
Old : 100: 16 14 13 58 56 83 74:
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 : 22.6 37.5 35.8 50.9 18.5 33.7 27.6 44.8
Old : 22.6 37.5 35.8 50.9 18.5 33.7 27.6 44.8
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 30, 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 : 4,391: 1,525 701 1,116 1,574 2,336 4,215 4,153: 176 238
Old : 4,391: 1,525 701 1,116 1,574 2,336 4,215 4,153: 176 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 189: -176 -1 57 290 40 171 96: 18 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.0 25.4 35.8 53.2 96.0 94.6: 4.0 5.4
Old : 100.0: 34.7 16.0 25.4 35.8 53.2 96.0 94.6: 4.0 5.4
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 : 28: 10 7 4 8 8 20 17:
Old : 28: 10 7 4 8 8 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 : 50.4 53.2 76.4 77.9 39.6 37.9 46.7 45.3
Old : 50.4 53.2 76.4 77.9 39.6 37.9 46.7 45.3
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 30, 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 : 403,445: 94,810 31,971 76,515 190,321 263,322 361,646 371,808: 41,799 31,636
Old : 8,284: 2,868 48 10 4,264 5,991 7,142 6,049: 1,142 2,235
Other: 395,161: 94,472 34,453 73,975 186,057 257,331 354,504 365,759: 40,657 29,401
: : :
: : Changes in Commitments from: August 23, 2016 :
: -33,467: -1,265 3,130 -19,624 -8,738 -20,379 -29,627 -36,874: -3,839 3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.9 19.0 47.2 65.3 89.6 92.2: 10.4 7.8
Old : 100.0: 34.6 0.6 0.1 51.5 72.3 86.2 73.0: 13.8 27.0
Other: 100.0: 23.9 8.7 18.7 47.1 65.1 89.7 92.6: 10.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 77 59 73 101 94 226 188:
Old : 52: 14 2 1 12 24 26 27:
Other: 265: 76 67 72 100 93 224 187:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 32.4 19.9 41.3 12.1 29.5 17.8 33.2
Old : 29.6 34.8 49.6 52.8 29.6 34.8 49.6 52.8
Other: 13.0 32.7 20.3 41.8 12.5 29.8 18.3 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 10,986: 2,227 4,611 611 6,068 3,728 8,907 8,950: 2,080 2,036
Old : 10,986: 2,227 4,611 611 6,068 3,728 8,907 8,950: 2,080 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -250: 102 355 -125 -192 -396 -215 -166: -35 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 42.0 5.6 55.2 33.9 81.1 81.5: 18.9 18.5
Old : 100.0: 20.3 42.0 5.6 55.2 33.9 81.1 81.5: 18.9 18.5
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 : 66: 18 25 8 21 13 44 41:
Old : 66: 18 25 8 21 13 44 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 : 45.9 32.7 58.7 46.3 45.5 32.5 56.6 45.6
Old : 45.9 32.7 58.7 46.3 45.5 32.5 56.6 45.6
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 30, 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 : 1,131,325: 287,448 222,916 65,317 661,904 691,429 1,014,669 979,661: 116,656 151,664
Old : 1,131,325: 287,448 222,916 65,317 661,904 691,429 1,014,669 979,661: 116,656 151,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -51,705: -7,376 -2,168 -27,915 -7,360 -19,933 -42,652 -50,016: -9,053 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.7 5.8 58.5 61.1 89.7 86.6: 10.3 13.4
Old : 100.0: 25.4 19.7 5.8 58.5 61.1 89.7 86.6: 10.3 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 : 246: 56 50 46 91 110 168 186:
Old : 246: 56 50 46 91 110 168 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 17.9 30.7 27.0 17.4 16.7 26.1 24.5
Old : 20.0 17.9 30.7 27.0 17.4 16.7 26.1 24.5
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, August 30, 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 : 3,204,409: 617,261 496,345 275,045 1,947,843 1,967,374 2,840,148 2,738,763: 364,261 465,646
Old : 3,204,409: 617,261 496,345 275,045 1,947,843 1,967,374 2,840,148 2,738,763: 364,261 465,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -102,495: 69,950 8,227 -89,076 -61,474 -22,410 -80,600 -103,258: -21,895 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.5 8.6 60.8 61.4 88.6 85.5: 11.4 14.5
Old : 100.0: 19.3 15.5 8.6 60.8 61.4 88.6 85.5: 11.4 14.5
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 : 355: 89 79 99 146 162 281 294:
Old : 355: 89 79 99 146 162 281 294:
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 : 27.5 17.3 34.9 27.8 24.9 12.9 31.2 20.3
Old : 27.5 17.3 34.9 27.8 24.9 12.9 31.2 20.3
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 30, 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 : 208,119: 32,731 14,062 2,304 117,096 103,981 152,131 120,347: 55,988 87,772
Old : 208,119: 32,731 14,062 2,304 117,096 103,981 152,131 120,347: 55,988 87,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 15,096: 826 341 -190 16,259 8,208 16,895 8,359: -1,799 6,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.8 1.1 56.3 50.0 73.1 57.8: 26.9 42.2
Old : 100.0: 15.7 6.8 1.1 56.3 50.0 73.1 57.8: 26.9 42.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 1 21 18 24 21:
Old : 31: 2 3 1 21 18 24 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 : 41.7 30.8 57.2 42.6 36.2 29.2 49.5 37.7
Old : 41.7 30.8 57.2 42.6 36.2 29.2 49.5 37.7
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 30, 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 : 3,080,867: 399,693 527,792 200,914 2,223,347 1,986,459 2,823,954 2,715,165: 256,913 365,702
Old : 3,080,867: 399,693 527,792 200,914 2,223,347 1,986,459 2,823,954 2,715,165: 256,913 365,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -77,214: -20,885 -44,482 -57,257 35,881 18,862 -42,262 -82,878: -34,953 5,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.1 6.5 72.2 64.5 91.7 88.1: 8.3 11.9
Old : 100.0: 13.0 17.1 6.5 72.2 64.5 91.7 88.1: 8.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 59 68 62 115 150 207 247:
Old : 300: 59 68 62 115 150 207 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 20.5 47.7 29.4 33.9 16.6 41.5 23.6
Old : 37.9 20.5 47.7 29.4 33.9 16.6 41.5 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,023,280: 63,754 108,470 179,750 759,675 649,314 1,003,179 937,533: 20,101 85,746
Old : 1,023,280: 63,754 108,470 179,750 759,675 649,314 1,003,179 937,533: 20,101 85,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 102,372: -3,911 -16,379 16,436 90,170 66,876 102,694 66,932: -323 35,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.6 17.6 74.2 63.5 98.0 91.6: 2.0 8.4
Old : 100.0: 6.2 10.6 17.6 74.2 63.5 98.0 91.6: 2.0 8.4
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 : 139: 17 42 40 58 74 101 134:
Old : 139: 17 42 40 58 74 101 134:
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 : 32.9 20.2 47.1 33.1 22.2 11.3 31.4 15.8
Old : 32.9 20.2 47.1 33.1 22.2 11.3 31.4 15.8
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 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 73,808: 46,423 7,507 1,373 17,745 54,522 65,541 63,402: 8,267 10,406
Old : 73,808: 46,423 7,507 1,373 17,745 54,522 65,541 63,402: 8,267 10,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -306: -115 -755 128 -106 386 -93 -241: -214 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 10.2 1.9 24.0 73.9 88.8 85.9: 11.2 14.1
Old : 100.0: 62.9 10.2 1.9 24.0 73.9 88.8 85.9: 11.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 47 27 11 28 30 82 62:
Old : 123: 47 27 11 28 30 82 62:
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 : 35.0 41.7 48.8 55.0 35.0 41.7 48.8 55.0
Old : 35.0 41.7 48.8 55.0 35.0 41.7 48.8 55.0
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 30, 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 : 147,616: 92,846 15,014 2,746 35,490 109,045 131,082 126,804: 16,534 20,812
Old : 147,616: 92,846 15,014 2,746 35,490 109,045 131,082 126,804: 16,534 20,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -613: -229 -1,511 256 -212 772 -185 -482: -428 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 10.2 1.9 24.0 73.9 88.8 85.9: 11.2 14.1
Old : 100.0: 62.9 10.2 1.9 24.0 73.9 88.8 85.9: 11.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 47 27 11 28 30 82 62:
Old : 123: 47 27 11 28 30 82 62:
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 : 35.0 41.7 48.8 55.0 35.0 41.7 48.8 55.0
Old : 35.0 41.7 48.8 55.0 35.0 41.7 48.8 55.0
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 30, 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 : 23,379: 19,750 22,510 860 2,600 0 23,210 23,370: 169 9
Old : 23,379: 19,750 22,510 860 2,600 0 23,210 23,370: 169 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,503: 2,391 2,380 119 0 0 2,510 2,499: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 96.3 3.7 11.1 0.0 99.3 100.0: 0.7 0.0
Old : 100.0: 84.5 96.3 3.7 11.1 0.0 99.3 100.0: 0.7 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: 23 9 2 1 0 25 10:
Old : 33: 23 9 2 1 0 25 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 74.1 88.9 96.2 68.9 74.1 86.9 94.6
Old : 70.9 74.1 88.9 96.2 68.9 74.1 86.9 94.6
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 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,250: 15,577 8,746 219 12,361 19,122 28,157 28,087: 93 163
Old : 28,250: 15,577 8,746 219 12,361 19,122 28,157 28,087: 93 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,017: 976 52 -29 58 980 1,005 1,003: 12 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 31.0 0.8 43.8 67.7 99.7 99.4: 0.3 0.6
Old : 100.0: 55.1 31.0 0.8 43.8 67.7 99.7 99.4: 0.3 0.6
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 : 45: 9 13 2 6 19 17 32:
Old : 45: 9 13 2 6 19 17 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 50.7 94.5 67.2 83.0 50.7 94.5 66.3
Old : 83.0 50.7 94.5 67.2 83.0 50.7 94.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 37,097: 26,460 5,482 0 10,572 31,484 37,032 36,966: 65 131
Old : 37,097: 26,460 5,482 0 10,572 31,484 37,032 36,966: 65 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 572: 6 -3 -49 613 583 570 531: 2 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 14.8 0.0 28.5 84.9 99.8 99.6: 0.2 0.4
Old : 100.0: 71.3 14.8 0.0 28.5 84.9 99.8 99.6: 0.2 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 : 34: 10 10 0 5 10 15 20:
Old : 34: 10 10 0 5 10 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 78.1 96.5 93.1 86.1 78.1 95.5 93.1
Old : 86.1 78.1 96.5 93.1 86.1 78.1 95.5 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016