WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 12, 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 : 453,533: 123,972 214,606 83,827 198,458 114,141 406,257 412,574: 47,276 40,959
Old : 426,543: 116,095 214,966 76,476 189,099 98,252 381,670 389,694: 44,873 36,849
Other: 26,990: 13,007 4,770 2,221 9,359 15,889 24,587 22,880: 2,403 4,110
: : :
: : Changes in Commitments from: July 5, 2016 :
: 21,832: 9,902 16,892 14,214 -4,306 -6,818 19,810 24,288: 2,022 -2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 47.3 18.5 43.8 25.2 89.6 91.0: 10.4 9.0
Old : 100.0: 27.2 50.4 17.9 44.3 23.0 89.5 91.4: 10.5 8.6
Other: 100.0: 48.2 17.7 8.2 34.7 58.9 91.1 84.8: 8.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 145 146 105 116 100 326 297:
Old : 446: 146 148 101 114 93 320 289:
Other: 114: 25 19 13 27 53 60 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 : 14.4 11.2 21.9 19.9 12.7 9.6 19.6 17.5
Old : 14.8 11.6 22.7 20.7 13.5 10.2 20.4 18.7
Other: 47.0 27.2 59.6 43.3 46.8 25.2 57.1 39.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 12, 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 : 225,914: 80,276 92,250 28,342 98,300 82,122 206,918 202,714: 18,996 23,200
Old : 212,290: 79,190 91,900 24,980 90,725 74,338 194,895 191,218: 17,395 21,072
Other: 13,624: 3,916 3,180 532 7,575 7,784 12,023 11,496: 1,601 2,128
: : :
: : Changes in Commitments from: July 5, 2016 :
: 3,124: -185 307 1,586 2,598 1,797 3,999 3,690: -875 -566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 40.8 12.5 43.5 36.4 91.6 89.7: 8.4 10.3
Old : 100.0: 37.3 43.3 11.8 42.7 35.0 91.8 90.1: 8.2 9.9
Other: 100.0: 28.7 23.3 3.9 55.6 57.1 88.2 84.4: 11.8 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 77 64 57 82 71 183 176:
Old : 252: 78 62 53 82 70 180 171:
Other: 77: 9 13 6 22 38 36 53:
:----------------------------------------------------------------------------------------------------
: 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 20.2 24.5 30.6 13.0 16.8 20.1 26.9
Old : 16.2 21.2 25.1 32.3 13.8 17.6 21.1 28.4
Other: 40.7 47.3 63.7 58.7 40.7 44.2 63.6 55.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 12, 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 : 1,297,529: 385,111 236,346 174,110 610,671 688,581 1,169,892 1,099,037: 127,637 198,492
Old : 529,713: 239,416 193,972 18,426 230,556 264,097 488,398 476,495: 41,315 53,218
Other: 767,816: 259,631 156,310 41,748 380,115 424,484 681,494 622,542: 86,322 145,274
: : :
: : Changes in Commitments from: July 5, 2016 :
: 9,419: -13,459 54,813 2,692 14,287 -50,048 3,520 7,457: 5,899 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.2 13.4 47.1 53.1 90.2 84.7: 9.8 15.3
Old : 100.0: 45.2 36.6 3.5 43.5 49.9 92.2 90.0: 7.8 10.0
Other: 100.0: 33.8 20.4 5.4 49.5 55.3 88.8 81.1: 11.2 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 172 135 145 248 310 500 526:
Old : 587: 133 111 25 164 221 310 344:
Other: 644: 153 113 82 198 296 391 454:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 12.7 18.9 19.8 9.8 8.4 16.4 13.9
Old : 12.9 20.5 23.1 31.7 12.9 20.3 23.1 30.5
Other: 16.2 12.9 24.5 19.5 12.8 9.2 20.1 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 12, 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 : 9,948: 2,612 3,157 847 3,377 4,001 6,836 8,005: 3,112 1,943
Old : 9,948: 2,612 3,157 847 3,377 4,001 6,836 8,005: 3,112 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -278: 224 5 -28 -155 167 41 144: -319 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 31.7 8.5 33.9 40.2 68.7 80.5: 31.3 19.5
Old : 100.0: 26.3 31.7 8.5 33.9 40.2 68.7 80.5: 31.3 19.5
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 : 45: 12 14 4 17 12 31 28:
Old : 45: 12 14 4 17 12 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 44.2 46.0 59.4 28.0 39.8 37.0 49.7
Old : 33.5 44.2 46.0 59.4 28.0 39.8 37.0 49.7
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 12, 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 : 766,037: 291,998 75,892 91,434 331,737 507,162 715,169 674,488: 50,868 91,549
Old : 106,908: 52,692 19,462 4,529 41,081 71,548 98,302 95,539: 8,606 11,369
Other: 659,129: 261,198 78,322 65,013 290,656 435,614 616,867 578,949: 42,262 80,180
: : :
: : Changes in Commitments from: July 5, 2016 :
: 7,186: -5,208 6,920 1,104 9,823 3,787 5,719 11,811: 1,467 -4,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 9.9 11.9 43.3 66.2 93.4 88.0: 6.6 12.0
Old : 100.0: 49.3 18.2 4.2 38.4 66.9 92.0 89.4: 8.0 10.6
Other: 100.0: 39.6 11.9 9.9 44.1 66.1 93.6 87.8: 6.4 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 676: 227 139 170 195 259 498 507:
Old : 428: 112 80 12 97 157 213 246:
Other: 660: 218 150 138 165 251 446 479:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.3 23.0 26.0 13.9 14.2 20.6 23.0
Old : 23.1 30.2 34.7 41.3 22.7 30.1 33.3 40.1
Other: 16.4 15.6 24.3 24.3 14.7 13.7 21.3 21.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 12, 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 : 34,201: 10,043 4,676 17 11 10,356 10,071 15,049: 24,130 19,152
Old : 1,061: 843 205 0 7 295 850 500: 211 561
Other: 33,140: 9,216 4,487 1 4 10,061 9,221 14,549: 23,919 18,591
: : :
: : Changes in Commitments from: July 5, 2016 :
: -8: 218 26 -4 3 78 217 100: -225 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.7 0.0 0.0 30.3 29.4 44.0: 70.6 56.0
Old : 100.0: 79.5 19.3 0.0 0.7 27.8 80.1 47.1: 19.9 52.9
Other: 100.0: 27.8 13.5 0.0 0.0 30.4 27.8 43.9: 72.2 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 4 5 27 10 45:
Old : 35: 4 9 0 3 20 7 29:
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 : 29.4 12.6 29.4 18.7 29.4 12.6 29.4 18.7
Old : 79.7 26.2 80.1 37.2 79.5 26.2 79.7 37.2
Other: 27.8 12.3 27.8 18.5 27.8 12.3 27.8 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 12, 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 : 352,474: 92,919 71,985 46,990 182,118 203,815 322,027 322,790: 30,447 29,684
Old : 87,703: 28,453 13,469 3,908 47,960 62,779 80,321 80,156: 7,382 7,547
Other: 264,771: 77,534 71,584 30,014 134,158 141,036 241,706 242,634: 23,065 22,137
: : :
: : Changes in Commitments from: July 5, 2016 :
: -8,402: -395 1,482 -11,175 4,354 4,223 -7,216 -5,470: -1,186 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 20.4 13.3 51.7 57.8 91.4 91.6: 8.6 8.4
Old : 100.0: 32.4 15.4 4.5 54.7 71.6 91.6 91.4: 8.4 8.6
Other: 100.0: 29.3 27.0 11.3 50.7 53.3 91.3 91.6: 8.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 83 79 88 85 66 220 198:
Old : 173: 45 41 28 58 52 116 110:
Other: 256: 76 74 68 71 54 189 164:
:----------------------------------------------------------------------------------------------------
: 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 28.5 17.3 36.6 9.6 24.4 16.4 30.6
Old : 21.6 28.8 34.9 44.0 19.2 24.9 30.2 35.7
Other: 11.8 31.2 20.7 39.4 11.6 28.3 19.9 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 12, 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 : 589,391: 181,633 77,779 14,156 253,251 352,064 449,040 443,999: 140,351 145,392
Old : 589,391: 181,633 77,779 14,156 253,251 352,064 449,040 443,999: 140,351 145,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 22,551: 13,474 -317 231 17,799 12,797 31,504 12,711: -8,953 9,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.2 2.4 43.0 59.7 76.2 75.3: 23.8 24.7
Old : 100.0: 30.8 13.2 2.4 43.0 59.7 76.2 75.3: 23.8 24.7
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 : 163: 46 31 19 54 63 108 105:
Old : 163: 46 31 19 54 63 108 105:
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 : 19.5 22.4 29.4 33.3 15.2 17.1 24.1 26.4
Old : 19.5 22.4 29.4 33.3 15.2 17.1 24.1 26.4
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 - Futures Only, July 12, 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 : 583,540: 59,078 136,639 7,212 375,536 358,875 441,826 502,726: 141,714 80,814
Old : 583,540: 59,078 136,639 7,212 375,536 358,875 441,826 502,726: 141,714 80,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 2,190: 4,306 2,902 997 -1,643 3,702 3,660 7,601: -1,470 -5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.4 1.2 64.4 61.5 75.7 86.2: 24.3 13.8
Old : 100.0: 10.1 23.4 1.2 64.4 61.5 75.7 86.2: 24.3 13.8
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 : 96: 17 11 8 49 52 69 68:
Old : 96: 17 11 8 49 52 69 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 : 21.4 42.1 36.7 53.0 17.9 40.9 27.8 50.4
Old : 21.4 42.1 36.7 53.0 17.9 40.9 27.8 50.4
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 12, 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 : 4,953: 2,520 646 872 1,231 3,342 4,623 4,860: 330 93
Old : 4,953: 2,520 646 872 1,231 3,342 4,623 4,860: 330 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -202: -81 -37 -96 -83 7 -260 -126: 58 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 13.0 17.6 24.9 67.5 93.3 98.1: 6.7 1.9
Old : 100.0: 50.9 13.0 17.6 24.9 67.5 93.3 98.1: 6.7 1.9
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 : 37: 13 6 4 11 15 27 22:
Old : 37: 13 6 4 11 15 27 22:
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 : 48.1 52.1 68.0 78.8 38.6 43.4 56.3 57.4
Old : 48.1 52.1 68.0 78.8 38.6 43.4 56.3 57.4
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 - Futures Only, July 12, 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 : 377,461: 112,845 19,388 47,618 171,737 282,815 332,200 349,821: 45,261 27,640
Old : 97,570: 39,871 6,174 1,867 40,947 79,825 82,685 87,866: 14,885 9,704
Other: 279,891: 93,021 33,261 25,704 130,790 202,990 249,515 261,955: 30,376 17,936
: : :
: : Changes in Commitments from: July 5, 2016 :
: -6: -954 -2,546 -916 1,856 4,167 -14 705: 8 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.1 12.6 45.5 74.9 88.0 92.7: 12.0 7.3
Old : 100.0: 40.9 6.3 1.9 42.0 81.8 84.7 90.1: 15.3 9.9
Other: 100.0: 33.2 11.9 9.2 46.7 72.5 89.1 93.6: 10.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 100 33 75 87 86 228 172:
Old : 190: 63 27 17 60 66 131 102:
Other: 250: 93 47 56 79 73 205 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 36.1 18.0 43.5 11.4 32.0 16.7 37.7
Old : 15.8 35.7 26.5 48.4 15.8 34.3 26.3 46.1
Other: 13.3 37.0 20.9 45.5 13.0 32.2 19.2 39.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 12, 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 : 9,492: 2,291 2,276 382 4,898 5,180 7,571 7,838: 1,921 1,654
Old : 9,492: 2,291 2,276 382 4,898 5,180 7,571 7,838: 1,921 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -88: -60 0 -46 -4 -76 -110 -122: 22 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.0 4.0 51.6 54.6 79.8 82.6: 20.2 17.4
Old : 100.0: 24.1 24.0 4.0 51.6 54.6 79.8 82.6: 20.2 17.4
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 : 60: 16 20 6 18 14 40 35:
Old : 60: 16 20 6 18 14 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 40.8 54.8 55.4 44.6 39.9 54.8 54.1
Old : 44.6 40.8 54.8 55.4 44.6 39.9 54.8 54.1
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 12, 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 : 1,027,668: 268,046 229,768 33,133 606,285 627,658 907,464 890,559: 120,204 137,109
Old : 1,027,668: 268,046 229,768 33,133 606,285 627,658 907,464 890,559: 120,204 137,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -73,613: -72,606 -10,977 5,335 6,297 -64,658 -60,974 -70,300: -12,639 -3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.4 3.2 59.0 61.1 88.3 86.7: 11.7 13.3
Old : 100.0: 26.1 22.4 3.2 59.0 61.1 88.3 86.7: 11.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 50 66 34 89 104 161 182:
Old : 254: 50 66 34 89 104 161 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 21.3 35.1 29.4 22.6 21.1 31.0 27.5
Old : 24.4 21.3 35.1 29.4 22.6 21.1 31.0 27.5
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 - Futures Only, July 12, 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 : 2,877,360: 647,593 516,232 81,352 1,776,912 1,883,180 2,505,857 2,480,764: 371,503 396,596
Old : 2,877,360: 647,593 516,232 81,352 1,776,912 1,883,180 2,505,857 2,480,764: 371,503 396,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 66,408: -6,220 -41,472 2,569 48,470 113,878 44,819 74,975: 21,589 -8,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.9 2.8 61.8 65.4 87.1 86.2: 12.9 13.8
Old : 100.0: 22.5 17.9 2.8 61.8 65.4 87.1 86.2: 12.9 13.8
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 : 363: 87 76 59 135 142 250 249:
Old : 363: 87 76 59 135 142 250 249:
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 : 30.1 20.4 39.3 30.4 28.3 18.1 36.1 26.0
Old : 30.1 20.4 39.3 30.4 28.3 18.1 36.1 26.0
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 12, 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 : 153,729: 24,675 13,368 265 73,634 69,631 98,574 83,264: 55,155 70,465
Old : 153,729: 24,675 13,368 265 73,634 69,631 98,574 83,264: 55,155 70,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 14,516: 5,187 -104 -68 9,895 14,829 15,014 14,657: -498 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.7 0.2 47.9 45.3 64.1 54.2: 35.9 45.8
Old : 100.0: 16.1 8.7 0.2 47.9 45.3 64.1 54.2: 35.9 45.8
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 : 29: 4 2 2 17 15 21 19:
Old : 29: 4 2 2 17 15 21 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 : 28.6 31.6 48.6 42.8 28.0 31.2 46.2 42.2
Old : 28.6 31.6 48.6 42.8 28.0 31.2 46.2 42.2
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 12, 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 : 2,706,155: 444,600 568,877 32,059 1,954,279 1,776,860 2,430,938 2,377,796: 275,217 328,359
Old : 2,706,155: 444,600 568,877 32,059 1,954,279 1,776,860 2,430,938 2,377,796: 275,217 328,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 75,417: 68,452 -5,009 5,495 -4,706 76,132 69,241 76,618: 6,176 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 21.0 1.2 72.2 65.7 89.8 87.9: 10.2 12.1
Old : 100.0: 16.4 21.0 1.2 72.2 65.7 89.8 87.9: 10.2 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 : 297: 53 68 34 97 145 172 225:
Old : 297: 53 68 34 97 145 172 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 20.3 50.7 30.0 37.6 19.9 47.1 28.8
Old : 41.1 20.3 50.7 30.0 37.6 19.9 47.1 28.8
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 12, 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 : 811,566: 59,408 80,508 181,043 551,398 501,981 791,849 763,532: 19,717 48,034
Old : 811,566: 59,408 80,508 181,043 551,398 501,981 791,849 763,532: 19,717 48,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -22,826: -15,647 -40,221 3,855 -11,311 14,509 -23,103 -21,857: 277 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.9 22.3 67.9 61.9 97.6 94.1: 2.4 5.9
Old : 100.0: 7.3 9.9 22.3 67.9 61.9 97.6 94.1: 2.4 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 : 125: 13 43 34 50 66 86 121:
Old : 125: 13 43 34 50 66 86 121:
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 : 33.2 23.2 52.9 37.4 20.0 10.6 30.1 16.0
Old : 33.2 23.2 52.9 37.4 20.0 10.6 30.1 16.0
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 12, 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 : 55,987: 31,170 6,420 0 16,537 38,985 47,707 45,405: 8,281 10,582
Old : 55,987: 31,170 6,420 0 16,537 38,985 47,707 45,405: 8,281 10,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 6,347: 3,544 1,431 -188 1,788 3,107 5,144 4,350: 1,203 1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 11.5 0.0 29.5 69.6 85.2 81.1: 14.8 18.9
Old : 100.0: 55.7 11.5 0.0 29.5 69.6 85.2 81.1: 14.8 18.9
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 : 97: 33 18 0 23 28 56 46:
Old : 97: 33 18 0 23 28 56 46:
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 : 31.0 35.9 44.1 51.2 31.0 35.9 44.1 51.2
Old : 31.0 35.9 44.1 51.2 31.0 35.9 44.1 51.2
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 12, 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 : 111,974: 62,340 12,840 0 33,073 77,970 95,413 90,810: 16,561 21,164
Old : 111,974: 62,340 12,840 0 33,073 77,970 95,413 90,810: 16,561 21,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 12,694: 7,087 2,862 -375 3,576 6,213 10,288 8,700: 2,406 3,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 11.5 0.0 29.5 69.6 85.2 81.1: 14.8 18.9
Old : 100.0: 55.7 11.5 0.0 29.5 69.6 85.2 81.1: 14.8 18.9
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 : 97: 33 18 0 23 28 56 46:
Old : 97: 33 18 0 23 28 56 46:
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 : 31.0 35.9 44.1 51.2 31.0 35.9 44.1 51.2
Old : 31.0 35.9 44.1 51.2 31.0 35.9 44.1 51.2
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 12, 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 : 16,624: 13,913 15,720 872 1,697 0 16,482 16,592: 142 32
Old : 16,624: 13,913 15,720 872 1,697 0 16,482 16,592: 142 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 158: 174 205 -37 0 0 137 168: 21 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 94.6 5.2 10.2 0.0 99.1 99.8: 0.9 0.2
Old : 100.0: 83.7 94.6 5.2 10.2 0.0 99.1 99.8: 0.9 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 : 32: 22 8 2 2 0 25 9:
Old : 32: 22 8 2 2 0 25 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 : 64.3 82.7 83.3 97.4 61.4 80.3 80.4 94.6
Old : 64.3 82.7 83.3 97.4 61.4 80.3 80.4 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 - Futures Only, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,886: 13,188 10,337 278 11,316 14,180 24,782 24,795: 104 91
Old : 24,886: 13,188 10,337 278 11,316 14,180 24,782 24,795: 104 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,028: -1,136 -327 0 93 -681 -1,043 -1,008: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 41.5 1.1 45.5 57.0 99.6 99.6: 0.4 0.4
Old : 100.0: 53.0 41.5 1.1 45.5 57.0 99.6 99.6: 0.4 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 : 45: 6 17 1 5 19 12 36:
Old : 45: 6 17 1 5 19 12 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 : 83.4 49.7 96.7 68.9 83.4 49.7 96.3 68.9
Old : 83.4 49.7 96.7 68.9 83.4 49.7 96.3 68.9
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 12, 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 : 27,563: 19,511 8,915 49 7,926 18,528 27,486 27,492: 77 71
Old : 27,563: 19,511 8,915 49 7,926 18,528 27,486 27,492: 77 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 794: 1,348 -682 0 -585 1,467 763 785: 31 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 32.3 0.2 28.8 67.2 99.7 99.7: 0.3 0.3
Old : 100.0: 70.8 32.3 0.2 28.8 67.2 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 : 32: 11 8 1 3 11 14 20:
Old : 32: 11 8 1 3 11 14 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 : 88.2 68.6 96.4 88.8 88.1 68.6 94.9 88.8
Old : 88.2 68.6 96.4 88.8 88.1 68.6 94.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016