WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 19, 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 : 465,177: 131,171 223,292 87,789 196,711 111,440 415,671 422,521: 49,506 42,656
Old : 436,015: 122,967 222,814 80,839 185,629 94,374 389,435 398,027: 46,580 37,988
Other: 29,162: 13,037 5,311 2,117 11,082 17,066 26,236 24,494: 2,926 4,668
: : :
: : Changes in Commitments from: July 12, 2016 :
: 11,644: 7,199 8,686 3,962 -1,747 -2,701 9,414 9,947: 2,230 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 48.0 18.9 42.3 24.0 89.4 90.8: 10.6 9.2
Old : 100.0: 28.2 51.1 18.5 42.6 21.6 89.3 91.3: 10.7 8.7
Other: 100.0: 44.7 18.2 7.3 38.0 58.5 90.0 84.0: 10.0 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 145 150 103 120 100 331 299:
Old : 453: 148 149 98 119 92 325 290:
Other: 113: 24 19 10 29 52 58 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 10.7 20.8 18.9 12.2 9.2 18.5 16.8
Old : 13.9 11.1 21.6 19.9 12.9 9.9 19.2 18.1
Other: 46.0 27.6 58.9 42.9 46.0 26.3 55.7 40.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 19, 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 : 230,596: 79,125 91,350 29,053 101,634 86,596 209,812 206,999: 20,784 23,597
Old : 214,451: 77,554 91,020 25,631 92,080 76,536 195,265 193,187: 19,186 21,264
Other: 16,145: 4,683 3,442 310 9,554 10,060 14,547 13,812: 1,598 2,333
: : :
: : Changes in Commitments from: July 12, 2016 :
: 4,682: -1,151 -900 711 3,334 4,474 2,894 4,285: 1,788 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 39.6 12.6 44.1 37.6 91.0 89.8: 9.0 10.2
Old : 100.0: 36.2 42.4 12.0 42.9 35.7 91.1 90.1: 8.9 9.9
Other: 100.0: 29.0 21.3 1.9 59.2 62.3 90.1 85.5: 9.9 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 76 64 54 85 77 183 179:
Old : 254: 75 63 50 85 76 180 175:
Other: 80: 12 13 3 25 36 40 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 18.6 23.1 29.8 12.8 16.6 19.7 26.9
Old : 14.7 19.3 23.6 30.8 13.6 17.3 20.9 28.5
Other: 38.4 51.6 61.0 63.5 38.4 47.2 60.4 59.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 19, 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 : 1,298,151: 388,356 257,732 186,760 594,377 660,910 1,169,493 1,105,402: 128,658 192,749
Old : 504,311: 234,663 214,181 17,248 209,776 225,315 461,687 456,744: 42,624 47,567
Other: 793,840: 282,155 172,013 41,050 384,601 435,595 707,806 648,658: 86,034 145,182
: : :
: : Changes in Commitments from: July 12, 2016 :
: 622: 3,245 21,386 12,650 -16,294 -27,671 -399 6,365: 1,021 -5,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.9 14.4 45.8 50.9 90.1 85.2: 9.9 14.8
Old : 100.0: 46.5 42.5 3.4 41.6 44.7 91.5 90.6: 8.5 9.4
Other: 100.0: 35.5 21.7 5.2 48.4 54.9 89.2 81.7: 10.8 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 170 142 145 264 310 514 532:
Old : 584: 140 101 23 173 209 323 324:
Other: 660: 151 123 87 206 300 398 472:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.5 17.8 19.5 9.8 9.7 16.1 15.0
Old : 11.8 21.1 21.5 33.1 11.7 20.4 21.4 31.5
Other: 14.7 14.0 23.0 20.6 13.4 9.1 20.7 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 19, 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 : 9,853: 2,815 3,169 842 3,287 4,063 6,944 8,074: 2,909 1,779
Old : 9,853: 2,815 3,169 842 3,287 4,063 6,944 8,074: 2,909 1,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -95: 203 12 -5 -90 62 108 69: -203 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 32.2 8.5 33.4 41.2 70.5 81.9: 29.5 18.1
Old : 100.0: 28.6 32.2 8.5 33.4 41.2 70.5 81.9: 29.5 18.1
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 : 49: 15 15 4 16 12 33 29:
Old : 49: 15 15 4 16 12 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 44.5 43.9 59.9 26.2 40.4 35.0 50.1
Old : 31.8 44.5 43.9 59.9 26.2 40.4 35.0 50.1
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 19, 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 : 771,578: 291,262 89,116 88,825 340,337 505,642 720,424 683,583: 51,154 87,995
Old : 93,937: 47,556 18,470 1,718 38,100 63,922 87,374 84,110: 6,563 9,827
Other: 677,641: 255,887 82,827 74,926 302,237 441,720 633,050 599,473: 44,591 78,168
: : :
: : Changes in Commitments from: July 12, 2016 :
: 5,541: -736 13,224 -2,609 8,600 -1,520 5,255 9,095: 286 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 11.5 11.5 44.1 65.5 93.4 88.6: 6.6 11.4
Old : 100.0: 50.6 19.7 1.8 40.6 68.0 93.0 89.5: 7.0 10.5
Other: 100.0: 37.8 12.2 11.1 44.6 65.2 93.4 88.5: 6.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 210 143 166 201 262 495 507:
Old : 408: 110 69 7 105 140 218 214:
Other: 658: 191 164 149 165 258 442 492:
:----------------------------------------------------------------------------------------------------
: 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 17.2 22.7 26.2 13.7 14.3 20.7 22.4
Old : 18.5 36.5 29.1 51.0 18.5 36.4 29.1 49.0
Other: 15.8 15.4 23.9 23.9 14.3 11.9 21.1 19.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 19, 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 : 34,360: 10,091 4,903 9 13 10,444 10,113 15,356: 24,247 19,004
Old : 1,122: 906 223 0 9 294 915 517: 207 605
Other: 33,238: 9,193 4,688 1 4 10,150 9,198 14,839: 24,040 18,399
: : :
: : Changes in Commitments from: July 12, 2016 :
: 159: 48 227 -8 2 88 42 307: 117 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.3 0.0 0.0 30.4 29.4 44.7: 70.6 55.3
Old : 100.0: 80.7 19.9 0.0 0.8 26.2 81.6 46.1: 18.4 53.9
Other: 100.0: 27.7 14.1 0.0 0.0 30.5 27.7 44.6: 72.3 55.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 17 4 5 27 10 46:
Old : 37: 4 10 0 3 21 7 31:
Other: 47: 3 17 1 2 27 5 45:
:----------------------------------------------------------------------------------------------------
: 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 18.6 29.4 12.6 29.4 18.6
Old : 81.1 27.3 81.6 37.0 81.0 27.3 81.2 37.0
Other: 27.7 12.4 27.7 18.6 27.7 12.4 27.7 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 19, 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 : 361,237: 95,120 74,174 50,994 184,985 206,266 331,099 331,434: 30,138 29,803
Old : 83,326: 29,615 12,138 3,090 43,673 60,663 76,378 75,891: 6,948 7,435
Other: 277,911: 80,088 76,619 33,321 141,312 145,603 254,721 255,543: 23,190 22,368
: : :
: : Changes in Commitments from: July 12, 2016 :
: 8,763: 2,201 2,189 4,004 2,867 2,451 9,072 8,644: -309 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.5 14.1 51.2 57.1 91.7 91.7: 8.3 8.3
Old : 100.0: 35.5 14.6 3.7 52.4 72.8 91.7 91.1: 8.3 8.9
Other: 100.0: 28.8 27.6 12.0 50.8 52.4 91.7 92.0: 8.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 81 84 88 84 75 217 214:
Old : 169: 45 38 24 53 57 107 110:
Other: 268: 77 82 71 71 60 194 178:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 28.5 17.3 36.2 9.3 24.3 16.5 30.5
Old : 22.8 29.3 36.5 46.7 21.9 24.8 33.2 37.4
Other: 11.8 30.4 21.3 38.2 11.5 27.1 19.8 33.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 19, 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 : 588,048: 174,488 82,691 17,719 245,894 352,549 438,101 452,959: 149,947 135,089
Old : 588,048: 174,488 82,691 17,719 245,894 352,549 438,101 452,959: 149,947 135,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -1,343: -7,145 4,912 3,563 -7,357 485 -10,939 8,960: 9,596 -10,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.1 3.0 41.8 60.0 74.5 77.0: 25.5 23.0
Old : 100.0: 29.7 14.1 3.0 41.8 60.0 74.5 77.0: 25.5 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 45 32 19 56 61 109 104:
Old : 163: 45 32 19 56 61 109 104:
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 : 18.4 22.5 28.5 34.7 13.8 17.7 22.6 26.9
Old : 18.4 22.5 28.5 34.7 13.8 17.7 22.6 26.9
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 19, 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 : 588,539: 69,020 139,056 7,713 376,049 357,365 452,782 504,134: 135,757 84,405
Old : 588,539: 69,020 139,056 7,713 376,049 357,365 452,782 504,134: 135,757 84,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 4,999: 9,942 2,417 501 513 -1,510 10,956 1,408: -5,957 3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 23.6 1.3 63.9 60.7 76.9 85.7: 23.1 14.3
Old : 100.0: 11.7 23.6 1.3 63.9 60.7 76.9 85.7: 23.1 14.3
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 : 96: 19 12 10 48 51 73 67:
Old : 96: 19 12 10 48 51 73 67:
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 : 22.1 41.2 36.9 52.2 18.7 40.4 28.6 49.9
Old : 22.1 41.2 36.9 52.2 18.7 40.4 28.6 49.9
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 19, 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 : 5,026: 2,552 524 928 1,317 3,446 4,797 4,898: 229 128
Old : 5,026: 2,552 524 928 1,317 3,446 4,797 4,898: 229 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 73: 32 -122 56 86 104 174 38: -101 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 10.4 18.5 26.2 68.6 95.4 97.5: 4.6 2.5
Old : 100.0: 50.8 10.4 18.5 26.2 68.6 95.4 97.5: 4.6 2.5
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 : 37: 17 4 4 10 13 29 19:
Old : 37: 17 4 4 10 13 29 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 : 46.8 57.1 67.4 83.1 36.2 43.9 53.6 59.5
Old : 46.8 57.1 67.4 83.1 36.2 43.9 53.6 59.5
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 19, 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 : 375,040: 110,336 20,246 48,146 173,920 280,054 332,402 348,446: 42,638 26,594
Old : 90,023: 33,737 5,774 3,268 39,546 72,500 76,551 81,542: 13,472 8,481
Other: 285,017: 94,983 32,856 26,494 134,374 207,554 255,851 266,904: 29,166 18,113
: : :
: : Changes in Commitments from: July 12, 2016 :
: -2,421: -2,509 858 528 2,183 -2,761 202 -1,375: -2,623 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.4 12.8 46.4 74.7 88.6 92.9: 11.4 7.1
Old : 100.0: 37.5 6.4 3.6 43.9 80.5 85.0 90.6: 15.0 9.4
Other: 100.0: 33.3 11.5 9.3 47.1 72.8 89.8 93.6: 10.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 91 34 82 90 89 231 182:
Old : 190: 65 23 26 65 64 143 102:
Other: 253: 85 53 62 81 76 205 158:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 36.2 18.3 43.1 11.5 31.3 16.9 36.9
Old : 16.8 32.9 26.8 47.1 16.0 31.6 25.2 42.6
Other: 12.8 37.4 20.4 44.9 12.7 32.4 19.3 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 19, 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 : 9,820: 2,285 2,515 493 5,004 5,100 7,782 8,108: 2,038 1,712
Old : 9,820: 2,285 2,515 493 5,004 5,100 7,782 8,108: 2,038 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 328: -6 239 111 106 -80 211 270: 117 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 25.6 5.0 51.0 51.9 79.2 82.6: 20.8 17.4
Old : 100.0: 23.3 25.6 5.0 51.0 51.9 79.2 82.6: 20.8 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 : 62: 16 21 8 18 14 41 38:
Old : 62: 16 21 8 18 14 41 38:
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 : 44.2 39.0 54.6 53.5 44.2 38.1 54.6 52.2
Old : 44.2 39.0 54.6 53.5 44.2 38.1 54.6 52.2
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 19, 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 : 1,034,188: 246,578 236,070 24,573 639,832 634,015 910,983 894,658: 123,205 139,530
Old : 1,034,188: 246,578 236,070 24,573 639,832 634,015 910,983 894,658: 123,205 139,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 6,520: -21,468 6,302 -8,560 33,547 6,357 3,519 4,099: 3,001 2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.8 2.4 61.9 61.3 88.1 86.5: 11.9 13.5
Old : 100.0: 23.8 22.8 2.4 61.9 61.3 88.1 86.5: 11.9 13.5
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 : 252: 47 65 34 91 107 157 187:
Old : 252: 47 65 34 91 107 157 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 20.3 35.5 29.9 22.4 20.1 30.5 28.6
Old : 24.2 20.3 35.5 29.9 22.4 20.1 30.5 28.6
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 19, 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 : 2,795,238: 592,566 483,195 83,519 1,755,459 1,805,951 2,431,544 2,372,665: 363,694 422,573
Old : 2,795,238: 592,566 483,195 83,519 1,755,459 1,805,951 2,431,544 2,372,665: 363,694 422,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -82,122: -55,027 -33,037 2,167 -21,453 -77,229 -74,313 -108,099: -7,809 25,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.3 3.0 62.8 64.6 87.0 84.9: 13.0 15.1
Old : 100.0: 21.2 17.3 3.0 62.8 64.6 87.0 84.9: 13.0 15.1
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 : 358: 85 72 61 140 143 254 247:
Old : 358: 85 72 61 140 143 254 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 19.7 39.9 29.6 28.8 16.8 36.1 25.2
Old : 30.5 19.7 39.9 29.6 28.8 16.8 36.1 25.2
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 19, 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 : 168,536: 24,748 13,288 339 88,959 79,129 114,046 92,756: 54,490 75,780
Old : 168,536: 24,748 13,288 339 88,959 79,129 114,046 92,756: 54,490 75,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 14,807: 73 -80 74 15,325 9,498 15,472 9,492: -665 5,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.9 0.2 52.8 47.0 67.7 55.0: 32.3 45.0
Old : 100.0: 14.7 7.9 0.2 52.8 47.0 67.7 55.0: 32.3 45.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 1 20 16 24 19:
Old : 32: 4 2 1 20 16 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 30.8 46.3 42.4 30.0 30.1 44.5 41.6
Old : 30.6 30.8 46.3 42.4 30.0 30.1 44.5 41.6
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 19, 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 : 2,671,029: 409,779 558,792 33,289 1,959,972 1,761,404 2,403,040 2,353,485: 267,989 317,544
Old : 2,671,029: 409,779 558,792 33,289 1,959,972 1,761,404 2,403,040 2,353,485: 267,989 317,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -35,126: -34,821 -10,085 1,230 5,693 -15,456 -27,898 -24,311: -7,228 -10,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.9 1.2 73.4 65.9 90.0 88.1: 10.0 11.9
Old : 100.0: 15.3 20.9 1.2 73.4 65.9 90.0 88.1: 10.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 54 68 36 102 142 177 225:
Old : 298: 54 68 36 102 142 177 225:
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 : 40.6 19.6 50.3 30.1 37.0 19.3 46.6 29.1
Old : 40.6 19.6 50.3 30.1 37.0 19.3 46.6 29.1
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 19, 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 : 830,024: 44,806 97,316 190,919 572,943 494,346 808,668 782,581: 21,356 47,443
Old : 830,024: 44,806 97,316 190,919 572,943 494,346 808,668 782,581: 21,356 47,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 18,458: -14,602 16,808 9,876 21,545 -7,635 16,819 19,049: 1,639 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.7 23.0 69.0 59.6 97.4 94.3: 2.6 5.7
Old : 100.0: 5.4 11.7 23.0 69.0 59.6 97.4 94.3: 2.6 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 : 126: 14 44 36 49 61 88 119:
Old : 126: 14 44 36 49 61 88 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 25.2 52.6 38.7 19.8 10.7 28.3 15.4
Old : 32.7 25.2 52.6 38.7 19.8 10.7 28.3 15.4
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 19, 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 : 63,157: 38,649 7,219 0 16,811 44,477 55,460 51,696: 7,697 11,461
Old : 63,157: 38,649 7,219 0 16,811 44,477 55,460 51,696: 7,697 11,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 7,170: 7,479 799 0 275 5,492 7,753 6,291: -584 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 11.4 0.0 26.6 70.4 87.8 81.9: 12.2 18.1
Old : 100.0: 61.2 11.4 0.0 26.6 70.4 87.8 81.9: 12.2 18.1
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 : 109: 39 22 0 25 27 64 49:
Old : 109: 39 22 0 25 27 64 49:
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 : 35.4 35.2 48.5 51.8 35.4 35.2 48.5 51.8
Old : 35.4 35.2 48.5 51.8 35.4 35.2 48.5 51.8
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 19, 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 : 126,313: 77,297 14,437 0 33,622 88,954 110,919 103,391: 15,394 22,922
Old : 126,313: 77,297 14,437 0 33,622 88,954 110,919 103,391: 15,394 22,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 14,339: 14,957 1,597 0 549 10,984 15,506 12,581: -1,167 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 11.4 0.0 26.6 70.4 87.8 81.9: 12.2 18.1
Old : 100.0: 61.2 11.4 0.0 26.6 70.4 87.8 81.9: 12.2 18.1
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 : 109: 39 22 0 25 27 64 49:
Old : 109: 39 22 0 25 27 64 49:
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 : 35.4 35.2 48.5 51.8 35.4 35.2 48.5 51.8
Old : 35.4 35.2 48.5 51.8 35.4 35.2 48.5 51.8
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 19, 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 : 16,435: 13,442 15,571 835 1,977 0 16,254 16,406: 181 29
Old : 16,435: 13,442 15,571 835 1,977 0 16,254 16,406: 181 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -189: -471 -149 -37 280 0 -228 -186: 39 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 94.7 5.1 12.0 0.0 98.9 99.8: 1.1 0.2
Old : 100.0: 81.8 94.7 5.1 12.0 0.0 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 23 10 2 2 0 26 11:
Old : 35: 23 10 2 2 0 26 11:
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 : 69.5 84.9 85.5 96.3 66.8 82.6 82.8 92.8
Old : 69.5 84.9 85.5 96.3 66.8 82.6 82.8 92.8
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 - Futures Only, July 19, 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 : 25,402: 14,321 10,313 278 10,645 14,670 25,244 25,261: 158 141
Old : 25,402: 14,321 10,313 278 10,645 14,670 25,244 25,261: 158 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 516: 1,133 -24 0 -671 490 462 466: 54 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 40.6 1.1 41.9 57.8 99.4 99.4: 0.6 0.6
Old : 100.0: 56.4 40.6 1.1 41.9 57.8 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 15 1 5 17 13 32:
Old : 42: 7 15 1 5 17 13 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 : 82.3 48.0 94.5 65.4 82.3 48.0 94.5 65.4
Old : 82.3 48.0 94.5 65.4 82.3 48.0 94.5 65.4
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 19, 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 : 29,812: 21,590 8,869 49 8,094 20,801 29,733 29,719: 79 93
Old : 29,812: 21,590 8,869 49 8,094 20,801 29,733 29,719: 79 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,249: 2,079 -46 0 168 2,273 2,247 2,227: 2 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 29.7 0.2 27.2 69.8 99.7 99.7: 0.3 0.3
Old : 100.0: 72.4 29.7 0.2 27.2 69.8 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 : 35: 10 11 1 4 11 14 23:
Old : 35: 10 11 1 4 11 14 23:
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 : 88.7 69.4 96.0 88.3 88.7 69.4 94.8 88.3
Old : 88.7 69.4 96.0 88.3 88.7 69.4 94.8 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016