WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 431,701: 114,070 197,714 69,613 202,764 120,959 386,447 388,286: 45,254 43,415
Old : 405,822: 106,074 197,212 63,277 193,915 106,016 363,266 366,505: 42,556 39,317
Other: 25,879: 12,324 4,830 2,008 8,849 14,943 23,181 21,781: 2,698 4,098
: : :
: : Changes in Commitments from: June 28, 2016 :
: 34,212: 6,221 20,037 12,858 15,928 -438 35,007 32,457: -795 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 45.8 16.1 47.0 28.0 89.5 89.9: 10.5 10.1
Old : 100.0: 26.1 48.6 15.6 47.8 26.1 89.5 90.3: 10.5 9.7
Other: 100.0: 47.6 18.7 7.8 34.2 57.7 89.6 84.2: 10.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 132 138 103 113 93 309 283:
Old : 419: 138 136 99 111 88 303 276:
Other: 108: 20 22 9 25 49 53 75:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 11.8 22.7 20.5 13.2 9.7 20.3 17.2
Old : 15.2 11.6 23.6 20.7 14.1 10.3 21.1 18.4
Other: 48.3 28.9 60.2 45.6 48.1 26.9 56.9 41.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 222,790: 80,461 91,943 26,756 95,702 80,325 202,919 199,024: 19,871 23,766
Old : 210,281: 78,763 91,496 24,246 88,889 72,854 191,898 188,596: 18,383 21,685
Other: 12,509: 3,829 2,578 379 6,813 7,471 11,021 10,428: 1,488 2,081
: : :
: : Changes in Commitments from: June 28, 2016 :
: 7,147: 4,483 3,568 694 1,448 2,943 6,625 7,205: 522 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 41.3 12.0 43.0 36.1 91.1 89.3: 8.9 10.7
Old : 100.0: 37.5 43.5 11.5 42.3 34.6 91.3 89.7: 8.7 10.3
Other: 100.0: 30.6 20.6 3.0 54.5 59.7 88.1 83.4: 11.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 70 63 51 79 70 170 169:
Old : 239: 72 62 46 79 68 167 162:
Other: 75: 9 12 4 21 37 33 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 19.3 25.1 29.5 13.2 15.4 20.6 25.1
Old : 17.0 20.1 26.5 30.7 14.1 16.1 21.5 26.4
Other: 44.9 50.9 66.8 61.5 44.9 47.7 66.8 58.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,288,110: 398,570 181,533 171,418 596,384 738,629 1,166,372 1,091,580: 121,738 196,530
Old : 568,419: 243,311 185,797 13,380 268,574 312,282 525,265 511,459: 43,154 56,960
Other: 719,691: 269,874 110,351 43,423 327,810 426,347 641,107 580,121: 78,584 139,570
: : :
: : Changes in Commitments from: June 28, 2016 :
: -44,968: -41,661 30,417 -1,192 -1,923 -72,622 -44,776 -43,397: -192 -1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 14.1 13.3 46.3 57.3 90.5 84.7: 9.5 15.3
Old : 100.0: 42.8 32.7 2.4 47.2 54.9 92.4 90.0: 7.6 10.0
Other: 100.0: 37.5 15.3 6.0 45.5 59.2 89.1 80.6: 10.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 171 134 149 248 320 502 539:
Old : 603: 131 116 30 162 236 310 368:
Other: 653: 164 103 85 197 305 395 464:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 13.4 19.4 20.8 10.8 9.9 18.0 16.2
Old : 14.9 21.2 25.7 33.4 14.9 21.0 25.7 32.5
Other: 13.9 13.6 23.0 20.3 12.2 10.2 20.3 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,226: 2,388 3,152 875 3,532 3,834 6,795 7,861: 3,431 2,365
Old : 10,226: 2,388 3,152 875 3,532 3,834 6,795 7,861: 3,431 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 36: 40 22 -205 88 -179 -77 -362: 113 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 30.8 8.6 34.5 37.5 66.4 76.9: 33.6 23.1
Old : 100.0: 23.4 30.8 8.6 34.5 37.5 66.4 76.9: 33.6 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 : 46: 13 14 4 17 11 32 27:
Old : 46: 13 14 4 17 11 32 27:
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 : 31.7 43.6 43.7 57.0 24.5 37.1 33.5 46.3
Old : 31.7 43.6 43.7 57.0 24.5 37.1 33.5 46.3
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 758,851: 297,206 68,972 90,330 321,914 503,375 709,450 662,677: 49,401 96,174
Old : 114,171: 61,792 17,423 4,226 38,703 77,846 104,721 99,495: 9,450 14,676
Other: 644,680: 262,931 79,066 58,587 283,211 425,529 604,729 563,182: 39,951 81,498
: : :
: : Changes in Commitments from: June 28, 2016 :
: -22,221: -13,846 9,994 -3,221 -56 -27,240 -17,123 -20,467: -5,098 -1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 9.1 11.9 42.4 66.3 93.5 87.3: 6.5 12.7
Old : 100.0: 54.1 15.3 3.7 33.9 68.2 91.7 87.1: 8.3 12.9
Other: 100.0: 40.8 12.3 9.1 43.9 66.0 93.8 87.4: 6.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 652: 214 141 162 190 256 479 493:
Old : 420: 107 78 14 95 165 211 249:
Other: 637: 204 149 127 162 249 426 468:
:----------------------------------------------------------------------------------------------------
: 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 16.5 22.8 26.0 13.8 14.4 20.5 23.1
Old : 26.7 27.9 36.8 37.5 26.7 27.2 36.7 35.8
Other: 16.0 16.2 23.9 25.1 14.5 14.4 21.0 22.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 34,209: 9,825 4,650 21 8 10,278 9,854 14,949: 24,355 19,260
Old : 1,036: 746 192 0 4 267 750 459: 286 577
Other: 33,173: 9,099 4,478 1 4 10,011 9,104 14,490: 24,069 18,683
: : :
: : Changes in Commitments from: June 28, 2016 :
: 180: 746 -35 -33 -4 297 709 229: -529 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.6 0.1 0.0 30.0 28.8 43.7: 71.2 56.3
Old : 100.0: 72.0 18.5 0.0 0.4 25.8 72.4 44.3: 27.6 55.7
Other: 100.0: 27.4 13.5 0.0 0.0 30.2 27.4 43.7: 72.6 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 4 3 27 8 45:
Old : 32: 4 9 0 1 19 5 28:
Other: 46: 3 16 1 2 27 5 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 12.5 28.8 18.5 28.7 12.5 28.7 18.5
Old : 72.3 23.6 72.4 33.5 72.0 23.6 72.0 33.5
Other: 27.4 12.2 27.4 18.4 27.4 12.2 27.4 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 360,876: 93,314 70,503 58,165 177,764 199,592 329,243 328,260: 31,633 32,616
Old : 96,685: 32,358 16,509 4,712 51,243 65,424 88,313 86,645: 8,372 10,040
Other: 264,191: 78,717 71,755 35,692 126,521 134,168 240,930 241,615: 23,261 22,576
: : :
: : Changes in Commitments from: June 28, 2016 :
: -5,562: -753 12,573 -7,213 4,421 -14,762 -3,545 -9,402: -2,017 3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.5 16.1 49.3 55.3 91.2 91.0: 8.8 9.0
Old : 100.0: 33.5 17.1 4.9 53.0 67.7 91.3 89.6: 8.7 10.4
Other: 100.0: 29.8 27.2 13.5 47.9 50.8 91.2 91.5: 8.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 85 75 98 83 67 223 205:
Old : 177: 42 46 31 58 53 121 113:
Other: 259: 83 70 74 70 53 190 171:
:----------------------------------------------------------------------------------------------------
: 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 25.9 17.1 33.8 9.3 22.5 16.5 29.0
Old : 22.0 27.5 35.4 40.5 19.4 24.2 31.1 34.4
Other: 11.8 28.3 21.0 36.8 11.5 26.0 20.5 33.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 566,840: 168,159 78,096 13,925 235,452 339,267 417,536 431,288: 149,304 135,552
Old : 566,840: 168,159 78,096 13,925 235,452 339,267 417,536 431,288: 149,304 135,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 13,661: 30,550 6,490 484 -11,592 5,344 19,442 12,318: -5,781 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 13.8 2.5 41.5 59.9 73.7 76.1: 26.3 23.9
Old : 100.0: 29.7 13.8 2.5 41.5 59.9 73.7 76.1: 26.3 23.9
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 : 153: 44 26 21 54 57 105 97:
Old : 153: 44 26 21 54 57 105 97:
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 : 18.9 22.9 28.9 32.8 14.6 17.3 24.0 25.9
Old : 18.9 22.9 28.9 32.8 14.6 17.3 24.0 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 581,350: 54,772 133,737 6,215 377,179 355,173 438,166 495,125: 143,184 86,225
Old : 581,350: 54,772 133,737 6,215 377,179 355,173 438,166 495,125: 143,184 86,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -1,838: 4,131 -9,985 -1,606 -7,444 -4,812 -4,919 -16,403: 3,081 14,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.0 1.1 64.9 61.1 75.4 85.2: 24.6 14.8
Old : 100.0: 9.4 23.0 1.1 64.9 61.1 75.4 85.2: 24.6 14.8
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 : 92: 14 10 8 50 52 68 66:
Old : 92: 14 10 8 50 52 68 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 43.3 37.6 54.2 19.8 43.3 30.0 52.6
Old : 22.7 43.3 37.6 54.2 19.8 43.3 30.0 52.6
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,155: 2,601 683 968 1,314 3,335 4,883 4,986: 272 169
Old : 5,155: 2,601 683 968 1,314 3,335 4,883 4,986: 272 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 214: 272 -27 92 -83 151 281 216: -67 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 13.2 18.8 25.5 64.7 94.7 96.7: 5.3 3.3
Old : 100.0: 50.5 13.2 18.8 25.5 64.7 94.7 96.7: 5.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 5 4 10 13 28 19:
Old : 36: 15 5 4 10 13 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 51.4 68.7 79.4 38.6 42.7 56.1 58.2
Old : 48.2 51.4 68.7 79.4 38.6 42.7 56.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 377,467: 113,799 21,934 48,534 169,881 278,648 332,214 349,116: 45,253 28,351
Old : 102,156: 41,505 6,330 2,727 41,002 83,041 85,234 92,098: 16,922 10,058
Other: 275,311: 92,578 35,888 25,523 128,879 195,607 246,980 257,018: 28,331 18,293
: : :
: : Changes in Commitments from: June 28, 2016 :
: -3,574: -1,200 -28 -1,193 704 -2,479 -1,689 -3,700: -1,885 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.8 12.9 45.0 73.8 88.0 92.5: 12.0 7.5
Old : 100.0: 40.6 6.2 2.7 40.1 81.3 83.4 90.2: 16.6 9.8
Other: 100.0: 33.6 13.0 9.3 46.8 71.0 89.7 93.4: 10.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 96 44 78 90 89 234 185:
Old : 197: 68 26 22 66 69 142 109:
Other: 259: 91 59 62 82 74 211 159:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 34.9 18.4 42.7 11.7 31.4 16.9 36.9
Old : 16.0 36.5 25.5 48.3 15.2 35.6 24.7 47.2
Other: 13.8 34.6 21.6 43.4 13.1 30.1 19.3 37.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,580: 2,351 2,276 428 4,902 5,256 7,681 7,960: 1,899 1,620
Old : 9,580: 2,351 2,276 428 4,902 5,256 7,681 7,960: 1,899 1,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 43: 308 202 98 -112 -230 294 70: -251 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 23.8 4.5 51.2 54.9 80.2 83.1: 19.8 16.9
Old : 100.0: 24.5 23.8 4.5 51.2 54.9 80.2 83.1: 19.8 16.9
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 : 60: 16 20 6 18 14 39 36:
Old : 60: 16 20 6 18 14 39 36:
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 : 43.9 40.7 54.4 55.1 43.9 39.7 54.4 53.4
Old : 43.9 40.7 54.4 55.1 43.9 39.7 54.4 53.4
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,101,281: 340,652 240,745 27,798 599,988 692,316 968,438 960,859: 132,843 140,422
Old : 1,101,281: 340,652 240,745 27,798 599,988 692,316 968,438 960,859: 132,843 140,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 114,221: 98,530 12,554 1,181 -766 90,249 98,945 103,984: 15,276 10,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 21.9 2.5 54.5 62.9 87.9 87.2: 12.1 12.8
Old : 100.0: 30.9 21.9 2.5 54.5 62.9 87.9 87.2: 12.1 12.8
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 : 249: 47 63 33 86 108 153 184:
Old : 249: 47 63 33 86 108 153 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 20.2 41.2 28.9 28.4 20.2 37.7 27.8
Old : 29.5 20.2 41.2 28.9 28.4 20.2 37.7 27.8
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,810,952: 653,813 557,704 78,783 1,728,442 1,769,302 2,461,038 2,405,789: 349,914 405,163
Old : 2,810,952: 653,813 557,704 78,783 1,728,442 1,769,302 2,461,038 2,405,789: 349,914 405,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -8,742: -14,371 -26,556 -1,170 19,133 26,384 3,592 -1,342: -12,334 -7,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 19.8 2.8 61.5 62.9 87.6 85.6: 12.4 14.4
Old : 100.0: 23.3 19.8 2.8 61.5 62.9 87.6 85.6: 12.4 14.4
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 : 368: 88 76 62 145 141 262 250:
Old : 368: 88 76 62 145 141 262 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 21.0 38.0 30.5 26.9 18.9 34.3 26.5
Old : 29.4 21.0 38.0 30.5 26.9 18.9 34.3 26.5
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 139,213: 19,488 13,472 333 63,739 54,802 83,560 68,607: 55,653 70,606
Old : 139,213: 19,488 13,472 333 63,739 54,802 83,560 68,607: 55,653 70,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -4,235: -4,859 2,361 226 -6,994 -11,639 -11,627 -9,052: 7,392 4,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.7 0.2 45.8 39.4 60.0 49.3: 40.0 50.7
Old : 100.0: 14.0 9.7 0.2 45.8 39.4 60.0 49.3: 40.0 50.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 17 14 20 17:
Old : 27: 3 2 1 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 29.9 44.0 39.4 26.9 29.6 41.3 38.8
Old : 27.9 29.9 44.0 39.4 26.9 29.6 41.3 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,630,738: 376,148 573,886 26,564 1,958,985 1,700,728 2,361,697 2,301,178: 269,041 329,560
Old : 2,630,738: 376,148 573,886 26,564 1,958,985 1,700,728 2,361,697 2,301,178: 269,041 329,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -35,858: -41,701 61,917 -29,238 48,853 -86,091 -22,086 -53,412: -13,772 17,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 21.8 1.0 74.5 64.6 89.8 87.5: 10.2 12.5
Old : 100.0: 14.3 21.8 1.0 74.5 64.6 89.8 87.5: 10.2 12.5
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 : 278: 48 60 30 96 137 164 207:
Old : 278: 48 60 30 96 137 164 207:
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 : 41.0 20.4 51.0 30.4 37.2 20.4 46.7 29.8
Old : 41.0 20.4 51.0 30.4 37.2 20.4 46.7 29.8
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 834,392: 75,055 120,729 177,188 562,709 487,472 814,952 785,389: 19,440 49,003
Old : 834,392: 75,055 120,729 177,188 562,709 487,472 814,952 785,389: 19,440 49,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -119,626: -19,199 -5,609 -14,065 -82,804 -97,883 -116,068 -117,557: -3,558 -2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.5 21.2 67.4 58.4 97.7 94.1: 2.3 5.9
Old : 100.0: 9.0 14.5 21.2 67.4 58.4 97.7 94.1: 2.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 14 45 37 47 64 87 123:
Old : 127: 14 45 37 47 64 87 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 20.9 52.8 33.8 20.2 11.4 32.5 17.5
Old : 34.1 20.9 52.8 33.8 20.2 11.4 32.5 17.5
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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,640: 27,627 4,989 188 14,749 35,879 42,563 41,055: 7,078 8,585
Old : 49,640: 27,627 4,989 188 14,749 35,879 42,563 41,055: 7,078 8,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,532: 2,865 315 -50 -345 -338 2,470 -73: 62 2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 10.1 0.4 29.7 72.3 85.7 82.7: 14.3 17.3
Old : 100.0: 55.7 10.1 0.4 29.7 72.3 85.7 82.7: 14.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 34 18 1 20 28 54 47:
Old : 97: 34 18 1 20 28 54 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 : 34.5 38.9 46.7 54.2 34.1 38.9 46.2 54.2
Old : 34.5 38.9 46.7 54.2 34.1 38.9 46.2 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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 99,280: 55,253 9,978 375 29,497 71,757 85,125 82,110: 14,155 17,170
Old : 99,280: 55,253 9,978 375 29,497 71,757 85,125 82,110: 14,155 17,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 5,064: 5,730 630 -100 -690 -676 4,940 -146: 124 5,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 10.1 0.4 29.7 72.3 85.7 82.7: 14.3 17.3
Old : 100.0: 55.7 10.1 0.4 29.7 72.3 85.7 82.7: 14.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 34 18 1 20 28 54 47:
Old : 97: 34 18 1 20 28 54 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 : 34.5 38.9 46.7 54.2 34.1 38.9 46.2 54.2
Old : 34.5 38.9 46.7 54.2 34.1 38.9 46.2 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 - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,466: 13,739 15,515 909 1,697 0 16,345 16,424: 121 42
Old : 16,466: 13,739 15,515 909 1,697 0 16,345 16,424: 121 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 233: 287 220 13 0 0 300 233: -67 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 94.2 5.5 10.3 0.0 99.3 99.7: 0.7 0.3
Old : 100.0: 83.4 94.2 5.5 10.3 0.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 24 8 2 2 0 27 9:
Old : 34: 24 8 2 2 0 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 81.3 83.7 97.8 63.8 78.9 80.5 94.2
Old : 67.0 81.3 83.7 97.8 63.8 78.9 80.5 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,914: 14,324 10,664 278 11,223 14,861 25,825 25,803: 89 111
Old : 25,914: 14,324 10,664 278 11,223 14,861 25,825 25,803: 89 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 205: 52 649 0 140 -457 192 192: 13 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.2 1.1 43.3 57.3 99.7 99.6: 0.3 0.4
Old : 100.0: 55.3 41.2 1.1 43.3 57.3 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 16 1 5 18 12 34:
Old : 43: 6 16 1 5 18 12 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 50.3 97.1 69.0 83.2 50.3 96.2 69.0
Old : 83.2 50.3 97.1 69.0 83.2 50.3 96.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,769: 18,163 9,597 49 8,511 17,061 26,723 26,707: 46 62
Old : 26,769: 18,163 9,597 49 8,511 17,061 26,723 26,707: 46 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,901: 2,984 -156 0 -1,080 2,087 1,904 1,931: -3 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 35.9 0.2 31.8 63.7 99.8 99.8: 0.2 0.2
Old : 100.0: 67.9 35.9 0.2 31.8 63.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 1 4 10 14 21:
Old : 33: 10 10 1 4 10 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 64.5 97.1 87.2 89.0 64.5 95.4 87.2
Old : 89.4 64.5 97.1 87.2 89.0 64.5 95.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016