WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 547,593: 126,772 236,974 158,370 206,245 106,882 491,388 502,227: 56,205 45,367
Old : 505,901: 122,672 239,010 141,003 190,306 87,301 453,981 467,314: 51,921 38,587
Other: 41,692: 16,206 10,069 5,262 15,939 19,581 37,407 34,912: 4,285 6,779
: : :
: : Changes in Commitments from: August 30, 2016 :
: 20,975: 4,995 12,998 10,819 4,348 -2,143 20,161 21,674: 814 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.3 28.9 37.7 19.5 89.7 91.7: 10.3 8.3
Old : 100.0: 24.2 47.2 27.9 37.6 17.3 89.7 92.4: 10.3 7.6
Other: 100.0: 38.9 24.2 12.6 38.2 47.0 89.7 83.7: 10.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 174 150 138 139 119 375 351:
Old : 487: 174 150 128 137 114 367 338:
Other: 143: 24 39 23 46 58 86 107:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 8.9 16.1 16.7 7.7 8.4 12.8 16.0
Old : 9.4 9.5 16.6 17.9 8.0 9.1 13.6 17.3
Other: 39.8 26.7 54.0 40.5 39.8 25.7 50.8 36.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 242,682: 76,840 92,511 34,687 108,940 91,954 220,467 219,152: 22,215 23,530
Old : 216,982: 75,942 91,352 27,910 93,859 77,421 197,710 196,683: 19,272 20,299
Other: 25,700: 6,946 7,207 729 15,082 14,534 22,757 22,469: 2,943 3,231
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,896: 401 1,127 663 3,564 3,277 4,627 5,066: 269 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 38.1 14.3 44.9 37.9 90.8 90.3: 9.2 9.7
Old : 100.0: 35.0 42.1 12.9 43.3 35.7 91.1 90.6: 8.9 9.4
Other: 100.0: 27.0 28.0 2.8 58.7 56.6 88.5 87.4: 11.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 75 60 58 89 77 186 178:
Old : 249: 76 59 51 83 72 175 168:
Other: 113: 21 18 11 36 55 63 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.8 23.7 27.7 13.5 16.5 23.1 26.7
Old : 15.3 18.4 25.6 30.7 15.2 18.4 25.0 29.9
Other: 31.3 38.0 51.5 56.6 31.3 34.4 51.5 52.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,717,881: 335,036 418,539 445,711 747,276 621,698 1,528,024 1,485,948: 189,858 231,933
Old : 1,620,617: 334,245 432,317 407,398 703,457 566,302 1,445,100 1,406,017: 175,516 214,599
Other: 97,265: 26,886 12,316 12,219 43,819 55,396 82,924 79,931: 14,341 17,334
: : :
: : Changes in Commitments from: August 30, 2016 :
: 9,510: -13,802 17,077 1,678 15,114 5,844 2,990 24,599: 6,520 -15,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 24.4 25.9 43.5 36.2 88.9 86.5: 11.1 13.5
Old : 100.0: 20.6 26.7 25.1 43.4 34.9 89.2 86.8: 10.8 13.2
Other: 100.0: 27.6 12.7 12.6 45.1 57.0 85.3 82.2: 14.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 200 194 232 332 338 659 660:
Old : 823: 216 190 226 330 334 652 655:
Other: 316: 43 61 38 74 170 141 249:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.2 16.9 16.4 6.7 5.4 11.9 9.7
Old : 10.6 9.3 17.1 15.6 6.8 5.7 12.3 10.0
Other: 26.3 34.4 38.9 44.5 25.3 32.1 35.3 39.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,129: 2,782 4,738 1,098 4,902 4,029 8,783 9,865: 3,346 2,264
Old : 12,106: 2,766 4,735 1,098 4,897 4,029 8,762 9,862: 3,344 2,244
Other: 23: 16 3 0 5 0 21 3: 2 20
: : :
: : Changes in Commitments from: August 30, 2016 :
: -184: -143 266 4 -246 -522 -385 -252: 201 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 39.1 9.1 40.4 33.2 72.4 81.3: 27.6 18.7
Old : 100.0: 22.9 39.1 9.1 40.5 33.3 72.4 81.5: 27.6 18.5
Other: 100.0: 69.6 13.0 0.0 21.7 0.0 91.3 13.0: 8.7 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 17 8 15 11 29 34:
Old : 47: 12 17 8 15 11 29 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 : 33.4 34.5 45.0 50.6 31.7 32.8 42.8 46.8
Old : 33.3 34.6 45.0 50.7 31.6 32.8 42.7 46.9
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 850,942: 167,471 64,449 250,282 379,296 426,591 797,049 741,321: 53,893 109,621
Old : 815,938: 169,595 63,705 234,307 362,690 411,649 766,592 709,660: 49,347 106,278
Other: 35,004: 8,892 11,760 4,959 16,606 14,942 30,457 31,661: 4,546 3,343
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,036: -14,356 4,056 7,962 1,312 -15,092 -5,081 -3,073: 2,045 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.6 29.4 44.6 50.1 93.7 87.1: 6.3 12.9
Old : 100.0: 20.8 7.8 28.7 44.5 50.5 94.0 87.0: 6.0 13.0
Other: 100.0: 25.4 33.6 14.2 47.4 42.7 87.0 90.5: 13.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 196 177 231 192 241 507 541:
Old : 653: 189 186 228 187 241 498 541:
Other: 234: 47 34 27 59 116 117 168:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.8 24.8 19.6 12.3 7.9 17.1 12.1
Old : 17.4 11.9 25.3 19.6 12.9 7.9 17.8 11.8
Other: 27.7 52.0 41.5 67.8 26.6 52.0 37.6 63.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 31,879: 8,749 3,327 200 15 10,987 8,964 14,514: 22,915 17,365
Old : 30,958: 8,679 3,136 149 15 10,674 8,843 13,959: 22,115 16,999
Other: 921: 120 241 1 0 313 121 555: 800 366
: : :
: : Changes in Commitments from: August 30, 2016 :
: -188: 36 139 37 0 39 73 215: -261 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.4 0.6 0.0 34.5 28.1 45.5: 71.9 54.5
Old : 100.0: 28.0 10.1 0.5 0.0 34.5 28.6 45.1: 71.4 54.9
Other: 100.0: 13.0 26.2 0.1 0.0 34.0 13.1 60.3: 86.9 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 10 4 3 29 7 42:
Old : 42: 4 9 4 3 29 7 42:
Other: 25: 2 5 1 0 18 2 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 13.4 28.1 20.0 27.4 13.4 27.4 19.9
Old : 28.5 13.4 28.6 19.7 28.0 13.4 28.0 19.6
Other: 13.1 40.6 13.1 50.1 13.0 40.6 13.0 50.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 439,954: 140,323 34,475 104,827 152,347 274,148 397,497 413,450: 42,457 26,504
Old : 429,966: 140,744 36,676 99,870 148,261 267,653 388,875 404,199: 41,091 25,767
Other: 9,988: 3,624 1,844 912 4,086 6,495 8,622 9,251: 1,366 737
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,678: -969 -2,607 -719 -775 2,687 -2,463 -639: 4,141 2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.8 23.8 34.6 62.3 90.3 94.0: 9.7 6.0
Old : 100.0: 32.7 8.5 23.2 34.5 62.2 90.4 94.0: 9.6 6.0
Other: 100.0: 36.3 18.5 9.1 40.9 65.0 86.3 92.6: 13.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 112 59 112 81 79 257 210:
Old : 300: 115 62 111 81 79 257 209:
Other: 56: 12 10 10 21 15 39 31:
:----------------------------------------------------------------------------------------------------
: 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 31.2 14.1 39.3 7.5 29.4 13.5 35.8
Old : 7.8 31.6 14.4 39.8 7.7 30.0 14.0 36.5
Other: 43.0 43.0 61.0 62.1 40.8 41.4 58.0 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 632,512: 118,289 84,426 48,897 302,080 345,287 469,266 478,611: 163,245 153,901
Old : 632,512: 118,289 84,426 48,897 302,080 345,287 469,266 478,611: 163,245 153,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -11,567: -1,720 1,832 5,664 -15,165 -23,656 -11,222 -16,160: -346 4,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.3 7.7 47.8 54.6 74.2 75.7: 25.8 24.3
Old : 100.0: 18.7 13.3 7.7 47.8 54.6 74.2 75.7: 25.8 24.3
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 : 139: 35 27 34 62 62 114 106:
Old : 139: 35 27 34 62 62 114 106:
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 : 13.7 23.6 22.5 34.6 9.6 17.1 16.4 24.5
Old : 13.7 23.6 22.5 34.6 9.6 17.1 16.4 24.5
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 616,949: 44,259 166,787 14,121 432,944 342,202 491,324 523,110: 125,625 93,839
Old : 616,949: 44,259 166,787 14,121 432,944 342,202 491,324 523,110: 125,625 93,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -27,761: -5,864 1,994 -4,074 -17,536 -33,085 -27,473 -35,166: -287 7,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 27.0 2.3 70.2 55.5 79.6 84.8: 20.4 15.2
Old : 100.0: 7.2 27.0 2.3 70.2 55.5 79.6 84.8: 20.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 14 12 57 51 79 68:
Old : 95: 13 14 12 57 51 79 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 37.4 38.5 51.2 19.2 36.3 29.7 47.1
Old : 23.8 37.4 38.5 51.2 19.2 36.3 29.7 47.1
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,664: 1,776 778 1,130 1,564 2,539 4,470 4,447: 194 217
Old : 4,664: 1,776 778 1,130 1,564 2,539 4,470 4,447: 194 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 273: 251 77 14 -10 203 255 294: 18 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 16.7 24.2 33.5 54.4 95.8 95.3: 4.2 4.7
Old : 100.0: 38.1 16.7 24.2 33.5 54.4 95.8 95.3: 4.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 7 3 8 10 19 18:
Old : 27: 9 7 3 8 10 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 50.8 79.6 75.7 40.4 36.0 47.2 45.4
Old : 56.5 50.8 79.6 75.7 40.4 36.0 47.2 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 413,149: 89,003 38,360 80,779 198,785 261,942 368,567 381,082: 44,582 32,067
Old : 396,929: 88,497 36,619 78,449 187,747 251,190 354,693 366,259: 42,236 30,671
Other: 16,220: 1,041 2,276 1,795 11,038 10,753 13,874 14,823: 2,346 1,397
: : :
: : Changes in Commitments from: August 30, 2016 :
: 9,704: -5,807 6,389 4,265 8,464 -1,380 6,921 9,273: 2,783 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.3 19.6 48.1 63.4 89.2 92.2: 10.8 7.8
Old : 100.0: 22.3 9.2 19.8 47.3 63.3 89.4 92.3: 10.6 7.7
Other: 100.0: 6.4 14.0 11.1 68.1 66.3 85.5 91.4: 14.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 76 69 84 101 95 234 201:
Old : 274: 77 70 84 101 94 234 200:
Other: 65: 11 8 17 33 21 53 40:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 30.8 20.0 39.7 12.0 27.2 17.5 30.9
Old : 13.0 31.5 20.1 40.5 12.3 28.4 17.7 32.2
Other: 37.7 32.3 55.5 55.0 36.9 31.5 51.1 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,603: 2,326 5,133 793 6,395 3,738 9,515 9,664: 2,088 1,940
Old : 11,603: 2,326 5,133 793 6,395 3,738 9,515 9,664: 2,088 1,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 617: 99 521 182 327 10 608 713: 9 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 44.2 6.8 55.1 32.2 82.0 83.3: 18.0 16.7
Old : 100.0: 20.0 44.2 6.8 55.1 32.2 82.0 83.3: 18.0 16.7
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 : 74: 23 25 10 24 15 51 47:
Old : 74: 23 25 10 24 15 51 47:
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 : 45.1 33.1 56.2 47.7 44.7 32.3 54.3 45.7
Old : 45.1 33.1 56.2 47.7 44.7 32.3 54.3 45.7
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,070,604: 259,089 229,992 53,247 642,017 640,556 954,353 923,796: 116,251 146,808
Old : 1,070,604: 259,089 229,992 53,247 642,017 640,556 954,353 923,796: 116,251 146,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -60,721: -28,359 7,076 -12,069 -19,887 -50,872 -60,316 -55,865: -405 -4,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.5 5.0 60.0 59.8 89.1 86.3: 10.9 13.7
Old : 100.0: 24.2 21.5 5.0 60.0 59.8 89.1 86.3: 10.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 50 53 44 90 113 162 189:
Old : 243: 50 53 44 90 113 162 189:
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 : 19.7 17.0 30.4 25.9 18.6 16.8 27.2 24.5
Old : 19.7 17.0 30.4 25.9 18.6 16.8 27.2 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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,235,805: 654,567 525,613 258,355 1,950,324 2,001,118 2,863,246 2,785,086: 372,559 450,719
Old : 3,235,805: 654,567 525,613 258,355 1,950,324 2,001,118 2,863,246 2,785,086: 372,559 450,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 31,396: 37,306 29,268 -16,690 2,481 33,744 23,098 46,322: 8,298 -14,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.2 8.0 60.3 61.8 88.5 86.1: 11.5 13.9
Old : 100.0: 20.2 16.2 8.0 60.3 61.8 88.5 86.1: 11.5 13.9
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 : 362: 92 75 98 148 166 286 293:
Old : 362: 92 75 98 148 166 286 293:
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 16.7 36.4 27.4 25.1 11.8 31.9 19.8
Old : 27.5 16.7 36.4 27.4 25.1 11.8 31.9 19.8
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 208,779: 51,198 18,461 1,031 95,589 101,029 147,819 120,521: 60,960 88,257
Old : 208,779: 51,198 18,461 1,031 95,589 101,029 147,819 120,521: 60,960 88,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 660: 18,467 4,399 -1,273 -21,507 -2,952 -4,312 174: 4,972 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.8 0.5 45.8 48.4 70.8 57.7: 29.2 42.3
Old : 100.0: 24.5 8.8 0.5 45.8 48.4 70.8 57.7: 29.2 42.3
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 : 35: 4 3 1 20 21 24 25:
Old : 35: 4 3 1 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 28.8 55.7 39.6 40.3 28.0 51.0 37.8
Old : 44.9 28.8 55.7 39.6 40.3 28.0 51.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,970,442: 380,724 547,587 166,658 2,157,254 1,895,899 2,704,636 2,610,144: 265,806 360,298
Old : 2,970,442: 380,724 547,587 166,658 2,157,254 1,895,899 2,704,636 2,610,144: 265,806 360,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -110,425: -18,968 19,795 -34,256 -66,093 -90,560 -119,318 -105,021: 8,893 -5,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 18.4 5.6 72.6 63.8 91.1 87.9: 8.9 12.1
Old : 100.0: 12.8 18.4 5.6 72.6 63.8 91.1 87.9: 8.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 52 68 57 112 147 203 233:
Old : 292: 52 68 57 112 147 203 233:
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 : 39.2 20.1 48.4 28.6 35.6 17.8 43.5 25.3
Old : 39.2 20.1 48.4 28.6 35.6 17.8 43.5 25.3
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, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 994,875: 63,452 125,057 217,891 691,294 595,481 972,637 938,429: 22,239 56,446
Old : 994,875: 63,452 125,057 217,891 691,294 595,481 972,637 938,429: 22,239 56,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -28,404: -302 16,587 38,141 -68,381 -53,832 -30,542 896: 2,138 -29,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.6 21.9 69.5 59.9 97.8 94.3: 2.2 5.7
Old : 100.0: 6.4 12.6 21.9 69.5 59.9 97.8 94.3: 2.2 5.7
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 : 135: 21 40 39 51 68 92 129:
Old : 135: 21 40 39 51 68 92 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 26.8 50.7 38.2 26.3 17.6 36.7 24.9
Old : 33.1 26.8 50.7 38.2 26.3 17.6 36.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 74,936: 47,495 8,160 1,239 17,303 55,273 66,037 64,672: 8,899 10,264
Old : 74,936: 47,495 8,160 1,239 17,303 55,273 66,037 64,672: 8,899 10,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,128: 1,072 653 -134 -442 751 496 1,270: 632 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 10.9 1.7 23.1 73.8 88.1 86.3: 11.9 13.7
Old : 100.0: 63.4 10.9 1.7 23.1 73.8 88.1 86.3: 11.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 27 11 30 30 82 64:
Old : 122: 47 27 11 30 30 82 64:
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 41.7 47.5 55.9 35.3 41.7 47.5 55.9
Old : 35.3 41.7 47.5 55.9 35.3 41.7 47.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 149,872: 94,990 16,320 2,478 34,605 110,547 132,073 129,344: 17,799 20,528
Old : 149,872: 94,990 16,320 2,478 34,605 110,547 132,073 129,344: 17,799 20,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 2,256: 2,144 1,306 -268 -884 1,502 992 2,540: 1,265 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 10.9 1.7 23.1 73.8 88.1 86.3: 11.9 13.7
Old : 100.0: 63.4 10.9 1.7 23.1 73.8 88.1 86.3: 11.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 27 11 30 30 82 64:
Old : 122: 47 27 11 30 30 82 64:
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 41.7 47.5 55.9 35.3 41.7 47.5 55.9
Old : 35.3 41.7 47.5 55.9 35.3 41.7 47.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,501: 15,618 18,869 622 3,142 0 19,382 19,491: 119 10
Old : 19,501: 15,618 18,869 622 3,142 0 19,382 19,491: 119 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -3,878: -4,132 -3,641 -238 542 0 -3,828 -3,879: -50 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 96.8 3.2 16.1 0.0 99.4 99.9: 0.6 0.1
Old : 100.0: 80.1 96.8 3.2 16.1 0.0 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 11 4 1 0 24 13:
Old : 33: 21 11 4 1 0 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 79.0 89.1 97.8 66.4 79.0 88.0 95.8
Old : 67.5 79.0 89.1 97.8 66.4 79.0 88.0 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,502: 15,826 8,971 251 12,184 19,166 28,261 28,388: 241 114
Old : 28,502: 15,826 8,971 251 12,184 19,166 28,261 28,388: 241 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 252: 249 225 32 -177 44 104 301: 148 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 31.5 0.9 42.7 67.2 99.2 99.6: 0.8 0.4
Old : 100.0: 55.5 31.5 0.9 42.7 67.2 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 12 2 6 19 16 32:
Old : 44: 9 12 2 6 19 16 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 49.7 93.7 66.7 82.7 49.7 93.6 66.3
Old : 82.8 49.7 93.7 66.7 82.7 49.7 93.6 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 38,956: 29,839 5,623 0 9,008 33,210 38,847 38,833: 109 123
Old : 38,956: 29,839 5,623 0 9,008 33,210 38,847 38,833: 109 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 1,859: 3,379 141 0 -1,564 1,726 1,815 1,867: 44 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 14.4 0.0 23.1 85.3 99.7 99.7: 0.3 0.3
Old : 100.0: 76.6 14.4 0.0 23.1 85.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 9 0 4 11 15 20:
Old : 34: 11 9 0 4 11 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.0 71.6 97.2 90.8 90.0 71.6 96.4 90.8
Old : 90.0 71.6 97.2 90.8 90.0 71.6 96.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016