WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 16, 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 : 440,857: 132,807 207,769 88,475 168,044 99,701 389,326 395,945: 51,531 44,912
Old : 405,521: 128,084 211,876 73,759 155,479 80,292 357,322 365,927: 48,199 39,594
Other: 35,336: 16,659 7,829 2,780 12,565 19,409 32,004 30,018: 3,332 5,318
: : :
: : Changes in Commitments from: August 9, 2016 :
: -10,457: 838 -12,421 597 -9,222 763 -7,787 -11,061: -2,670 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 47.1 20.1 38.1 22.6 88.3 89.8: 11.7 10.2
Old : 100.0: 31.6 52.2 18.2 38.3 19.8 88.1 90.2: 11.9 9.8
Other: 100.0: 47.1 22.2 7.9 35.6 54.9 90.6 85.0: 9.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 144 136 117 115 96 326 293:
Old : 432: 143 140 108 115 88 321 279:
Other: 124: 30 21 11 33 54 68 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 10.5 17.7 19.4 10.0 10.4 16.5 19.0
Old : 11.0 11.4 18.8 21.1 10.8 11.4 17.3 20.8
Other: 41.1 28.1 55.1 42.5 41.1 27.2 53.2 40.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 16, 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 : 239,572: 76,990 89,556 28,591 111,589 96,364 217,170 214,511: 22,402 25,061
Old : 219,341: 76,637 88,352 23,056 98,995 85,375 198,688 196,783: 20,653 22,558
Other: 20,231: 5,391 6,242 497 12,594 10,989 18,482 17,728: 1,749 2,503
: : :
: : Changes in Commitments from: August 9, 2016 :
: -2,671: 1,890 640 -2,594 -1,488 -1,502 -2,192 -3,456: -479 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 37.4 11.9 46.6 40.2 90.6 89.5: 9.4 10.5
Old : 100.0: 34.9 40.3 10.5 45.1 38.9 90.6 89.7: 9.4 10.3
Other: 100.0: 26.6 30.9 2.5 62.3 54.3 91.4 87.6: 8.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 77 57 55 82 81 185 176:
Old : 257: 76 57 44 82 77 179 163:
Other: 102: 16 13 5 29 51 48 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 19.6 22.4 31.0 13.8 17.4 22.1 28.0
Old : 15.0 21.2 24.3 33.2 15.0 18.9 23.6 30.5
Other: 35.9 43.8 57.2 58.8 35.9 40.7 56.8 55.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 16, 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 : 1,379,265: 371,185 375,111 219,724 637,355 593,877 1,228,264 1,188,712: 151,001 190,553
Old : 242,828: 111,241 97,789 7,288 85,835 110,413 204,364 215,490: 38,464 27,338
Other: 1,136,437: 333,627 351,005 138,753 551,520 483,464 1,023,900 973,222: 112,537 163,215
: : :
: : Changes in Commitments from: August 9, 2016 :
: 18,320: 19,313 28,651 -2,887 789 -3,520 17,215 22,244: 1,105 -3,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 27.2 15.9 46.2 43.1 89.1 86.2: 10.9 13.8
Old : 100.0: 45.8 40.3 3.0 35.3 45.5 84.2 88.7: 15.8 11.3
Other: 100.0: 29.4 30.9 12.2 48.5 42.5 90.1 85.6: 9.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 187 163 173 289 305 581 570:
Old : 516: 122 77 18 188 168 317 258:
Other: 741: 171 169 142 233 293 489 538:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 12.2 17.1 18.8 8.9 8.9 15.0 14.1
Old : 9.4 33.9 16.8 45.1 9.4 33.9 16.8 45.1
Other: 12.0 11.3 20.2 18.0 11.0 7.1 18.2 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 16, 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 : 10,492: 3,217 4,298 95 3,863 4,047 7,175 8,440: 3,317 2,052
Old : 10,492: 3,217 4,298 95 3,863 4,047 7,175 8,440: 3,317 2,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 314: 245 368 15 99 -90 359 293: -45 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 41.0 0.9 36.8 38.6 68.4 80.4: 31.6 19.6
Old : 100.0: 30.7 41.0 0.9 36.8 38.6 68.4 80.4: 31.6 19.6
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 : 51: 16 16 3 17 10 33 29:
Old : 51: 16 16 3 17 10 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 : 26.6 42.4 39.1 56.6 26.4 42.4 36.3 53.3
Old : 26.6 42.4 39.1 56.6 26.4 42.4 36.3 53.3
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, August 16, 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 : 670,757: 229,734 72,814 82,008 310,247 433,372 621,989 588,194: 48,768 82,563
Old : 641,088: 224,378 70,744 73,562 298,217 416,436 596,157 560,742: 44,931 80,346
Other: 29,669: 13,219 9,933 583 12,030 16,936 25,832 27,452: 3,837 2,217
: : :
: : Changes in Commitments from: August 9, 2016 :
: -3,347: -14,500 -1,373 2,100 7,579 -830 -4,821 -103: 1,474 -3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.9 12.2 46.3 64.6 92.7 87.7: 7.3 12.3
Old : 100.0: 35.0 11.0 11.5 46.5 65.0 93.0 87.5: 7.0 12.5
Other: 100.0: 44.6 33.5 2.0 40.5 57.1 87.1 92.5: 12.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 194 128 158 167 245 438 473:
Old : 623: 187 132 155 162 244 429 470:
Other: 226: 37 38 6 44 119 84 160:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.9 24.1 26.6 15.5 14.4 21.7 21.4
Old : 17.2 18.2 24.8 26.6 16.6 14.8 23.0 21.3
Other: 33.3 57.7 48.0 73.2 33.3 57.7 47.3 73.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 32,930: 10,153 3,851 123 14 11,016 10,290 14,990: 22,640 17,940
Old : 32,079: 10,204 3,650 53 14 10,700 10,271 14,403: 21,808 17,676
Other: 851: 19 271 0 0 316 19 587: 832 264
: : :
: : Changes in Commitments from: August 9, 2016 :
: -72: 68 150 66 2 -84 136 132: -208 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 11.7 0.4 0.0 33.5 31.2 45.5: 68.8 54.5
Old : 100.0: 31.8 11.4 0.2 0.0 33.4 32.0 44.9: 68.0 55.1
Other: 100.0: 2.2 31.8 0.0 0.0 37.1 2.2 69.0: 97.8 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 12 4 4 29 9 43:
Old : 44: 4 11 4 4 29 9 43:
Other: 25: 1 6 0 0 18 1 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 13.5 31.2 19.9 30.8 13.5 30.8 19.9
Old : 31.9 13.5 32.0 19.6 31.8 13.5 31.8 19.6
Other: 2.2 46.9 2.2 57.1 2.2 46.9 2.2 57.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 16, 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 : 375,482: 101,125 46,138 78,787 162,136 226,872 342,048 351,797: 33,434 23,685
Old : 50,145: 23,066 10,753 714 21,948 36,305 45,728 47,772: 4,417 2,373
Other: 325,337: 96,820 54,146 59,312 140,188 190,567 296,320 304,025: 29,017 21,312
: : :
: : Changes in Commitments from: August 9, 2016 :
: 15,942: 4,132 -17,079 16,594 -5,516 21,200 15,210 20,715: 732 -4,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.3 21.0 43.2 60.4 91.1 93.7: 8.9 6.3
Old : 100.0: 46.0 21.4 1.4 43.8 72.4 91.2 95.3: 8.8 4.7
Other: 100.0: 29.8 16.6 18.2 43.1 58.6 91.1 93.4: 8.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 97 70 113 79 74 252 213:
Old : 157: 56 34 6 31 40 89 79:
Other: 295: 89 87 102 75 69 238 200:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 31.4 16.4 39.0 8.2 26.7 15.3 32.9
Old : 33.4 37.1 43.7 52.2 33.4 37.1 43.7 51.3
Other: 9.3 33.3 17.2 40.4 9.2 30.4 17.0 36.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 16, 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 : 588,203: 151,045 97,092 18,308 264,784 333,046 434,137 448,446: 154,066 139,757
Old : 588,203: 151,045 97,092 18,308 264,784 333,046 434,137 448,446: 154,066 139,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 6,202: 1,042 5,581 736 6,553 5,477 8,331 11,794: -2,129 -5,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.5 3.1 45.0 56.6 73.8 76.2: 26.2 23.8
Old : 100.0: 25.7 16.5 3.1 45.0 56.6 73.8 76.2: 26.2 23.8
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 : 150: 38 30 24 54 65 102 109:
Old : 150: 38 30 24 54 65 102 109:
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 : 15.8 24.1 26.0 35.9 12.0 17.7 19.9 26.0
Old : 15.8 24.1 26.0 35.9 12.0 17.7 19.9 26.0
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, August 16, 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 : 611,937: 45,707 161,863 8,919 426,231 357,316 480,857 528,098: 131,080 83,839
Old : 611,937: 45,707 161,863 8,919 426,231 357,316 480,857 528,098: 131,080 83,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,795: 1,475 12,675 -639 9,500 -13,534 10,336 -1,498: -6,541 5,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 26.5 1.5 69.7 58.4 78.6 86.3: 21.4 13.7
Old : 100.0: 7.5 26.5 1.5 69.7 58.4 78.6 86.3: 21.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 13 16 10 55 54 76 72:
Old : 97: 13 16 10 55 54 76 72:
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 : 24.0 38.8 38.5 51.3 19.8 38.3 29.8 47.4
Old : 24.0 38.8 38.5 51.3 19.8 38.3 29.8 47.4
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, August 16, 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 : 4,287: 1,863 800 978 1,279 2,270 4,120 4,048: 167 239
Old : 4,287: 1,863 800 978 1,279 2,270 4,120 4,048: 167 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -233: -133 60 -29 -35 -289 -197 -258: -36 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 18.7 22.8 29.8 53.0 96.1 94.4: 3.9 5.6
Old : 100.0: 43.5 18.7 22.8 29.8 53.0 96.1 94.4: 3.9 5.6
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 : 27: 10 6 3 9 9 21 16:
Old : 27: 10 6 3 9 9 21 16:
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 : 54.1 52.0 74.8 80.4 40.6 35.9 50.7 49.1
Old : 54.1 52.0 74.8 80.4 40.6 35.9 50.7 49.1
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, August 16, 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 : 359,279: 103,306 24,047 38,402 174,931 270,987 316,639 333,436: 42,640 25,843
Old : 43,322: 13,926 5,889 0 21,482 32,320 35,408 38,209: 7,914 5,113
Other: 315,957: 97,254 26,032 30,528 153,449 238,667 281,231 295,227: 34,726 20,730
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,797: 949 2,668 2,017 -1,766 -2,863 1,200 1,822: 597 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.7 10.7 48.7 75.4 88.1 92.8: 11.9 7.2
Old : 100.0: 32.1 13.6 0.0 49.6 74.6 81.7 88.2: 18.3 11.8
Other: 100.0: 30.8 8.2 9.7 48.6 75.5 89.0 93.4: 11.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 84 42 74 93 81 217 174:
Old : 161: 45 26 0 47 48 92 74:
Other: 247: 86 48 61 89 77 204 160:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 38.6 19.9 44.3 12.9 35.1 19.2 39.6
Old : 22.3 28.2 34.6 41.0 22.2 27.5 34.6 40.3
Other: 13.9 40.8 21.5 47.0 13.7 36.9 20.8 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,055: 2,372 4,495 159 6,458 4,253 8,989 8,907: 2,066 2,148
Old : 11,055: 2,372 4,495 159 6,458 4,253 8,989 8,907: 2,066 2,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -1,026: -5 -526 -496 -255 -98 -756 -1,120: -270 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 40.7 1.4 58.4 38.5 81.3 80.6: 18.7 19.4
Old : 100.0: 21.5 40.7 1.4 58.4 38.5 81.3 80.6: 18.7 19.4
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 : 65: 16 25 5 21 15 41 41:
Old : 65: 16 25 5 21 15 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 32.0 58.5 47.4 45.8 31.2 57.0 46.4
Old : 45.8 32.0 58.5 47.4 45.8 31.2 57.0 46.4
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, August 16, 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 : 1,113,280: 283,085 221,310 49,191 666,593 697,590 998,869 968,091: 114,411 145,189
Old : 1,113,280: 283,085 221,310 49,191 666,593 697,590 998,869 968,091: 114,411 145,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 8,713: -25,932 2,246 -2,499 37,257 5,402 8,826 5,149: -113 3,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.9 4.4 59.9 62.7 89.7 87.0: 10.3 13.0
Old : 100.0: 25.4 19.9 4.4 59.9 62.7 89.7 87.0: 10.3 13.0
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 : 246: 49 58 39 87 109 159 183:
Old : 246: 49 58 39 87 109 159 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 16.8 33.5 24.9 21.7 16.2 30.0 23.6
Old : 23.1 16.8 33.5 24.9 21.7 16.2 30.0 23.6
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, August 16, 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 : 2,846,988: 578,419 551,800 125,829 1,784,174 1,753,994 2,488,422 2,431,623: 358,566 415,365
Old : 2,846,988: 578,419 551,800 125,829 1,784,174 1,753,994 2,488,422 2,431,623: 358,566 415,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 11,331: -37,788 53,838 26,684 30,753 -66,797 19,649 13,725: -8,318 -2,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 19.4 4.4 62.7 61.6 87.4 85.4: 12.6 14.6
Old : 100.0: 20.3 19.4 4.4 62.7 61.6 87.4 85.4: 12.6 14.6
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 : 352: 84 77 74 132 147 253 261:
Old : 352: 84 77 74 132 147 253 261:
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 18.4 39.4 30.1 29.1 16.1 36.2 25.3
Old : 31.0 18.4 39.4 30.1 29.1 16.1 36.2 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, August 16, 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 : 186,607: 31,164 13,699 0 103,535 93,629 134,699 107,328: 51,908 79,279
Old : 186,607: 31,164 13,699 0 103,535 93,629 134,699 107,328: 51,908 79,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 9,712: 9,197 0 -870 4,181 6,629 12,508 5,759: -2,796 3,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.3 0.0 55.5 50.2 72.2 57.5: 27.8 42.5
Old : 100.0: 16.7 7.3 0.0 55.5 50.2 72.2 57.5: 27.8 42.5
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 : 33: 4 2 0 21 17 25 19:
Old : 33: 4 2 0 21 17 25 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 : 40.2 34.0 53.9 44.5 39.0 33.4 52.0 43.8
Old : 40.2 34.0 53.9 44.5 39.0 33.4 52.0 43.8
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, August 16, 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 : 2,803,489: 411,814 610,618 57,556 2,077,916 1,808,162 2,547,286 2,476,336: 256,203 327,153
Old : 2,803,489: 411,814 610,618 57,556 2,077,916 1,808,162 2,547,286 2,476,336: 256,203 327,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 21,461: -4,912 6,121 10,368 18,182 16,440 23,638 32,929: -2,177 -11,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.8 2.1 74.1 64.5 90.9 88.3: 9.1 11.7
Old : 100.0: 14.7 21.8 2.1 74.1 64.5 90.9 88.3: 9.1 11.7
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 : 298: 48 72 38 108 147 183 230:
Old : 298: 48 72 38 108 147 183 230:
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 : 40.2 19.2 49.6 30.1 36.7 18.4 45.7 28.1
Old : 40.2 19.2 49.6 30.1 36.7 18.4 45.7 28.1
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, August 16, 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 : 840,584: 45,219 122,555 157,201 615,673 504,334 818,093 784,090: 22,491 56,494
Old : 840,584: 45,219 122,555 157,201 615,673 504,334 818,093 784,090: 22,491 56,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 29,497: 7,005 399 1,436 23,625 29,117 32,066 30,952: -2,569 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.6 18.7 73.2 60.0 97.3 93.3: 2.7 6.7
Old : 100.0: 5.4 14.6 18.7 73.2 60.0 97.3 93.3: 2.7 6.7
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 : 133: 18 36 36 57 73 97 128:
Old : 133: 18 36 36 57 73 97 128:
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 19.5 45.5 33.5 20.9 13.7 31.1 19.0
Old : 29.5 19.5 45.5 33.5 20.9 13.7 31.1 19.0
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, August 16, 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 : 72,633: 46,016 8,181 759 17,557 53,548 64,332 62,488: 8,302 10,146
Old : 72,633: 46,016 8,181 759 17,557 53,548 64,332 62,488: 8,302 10,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,628: 1,109 681 180 687 290 1,976 1,151: -348 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 11.3 1.0 24.2 73.7 88.6 86.0: 11.4 14.0
Old : 100.0: 63.4 11.3 1.0 24.2 73.7 88.6 86.0: 11.4 14.0
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 : 125: 44 31 6 25 32 72 66:
Old : 125: 44 31 6 25 32 72 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 : 34.9 40.7 49.0 53.8 34.9 40.7 49.0 53.7
Old : 34.9 40.7 49.0 53.8 34.9 40.7 49.0 53.7
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, August 16, 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 : 145,266: 92,032 16,361 1,518 35,113 107,096 128,663 124,975: 16,603 20,291
Old : 145,266: 92,032 16,361 1,518 35,113 107,096 128,663 124,975: 16,603 20,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,256: 2,218 1,362 360 1,374 579 3,952 2,301: -696 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 11.3 1.0 24.2 73.7 88.6 86.0: 11.4 14.0
Old : 100.0: 63.4 11.3 1.0 24.2 73.7 88.6 86.0: 11.4 14.0
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 : 125: 44 31 6 25 32 72 66:
Old : 125: 44 31 6 25 32 72 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 : 34.9 40.7 49.0 53.8 34.9 40.7 49.0 53.7
Old : 34.9 40.7 49.0 53.8 34.9 40.7 49.0 53.7
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, August 16, 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 : 18,159: 15,130 17,556 588 2,294 0 18,012 18,144: 147 15
Old : 18,159: 15,130 17,556 588 2,294 0 18,012 18,144: 147 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 31: 13 68 -45 89 0 57 23: -26 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 96.7 3.2 12.6 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 83.3 96.7 3.2 12.6 0.0 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 26 7 2 1 0 28 8:
Old : 34: 26 7 2 1 0 28 8:
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 : 64.0 83.9 82.7 99.9 62.9 83.7 81.6 96.7
Old : 64.0 83.9 82.7 99.9 62.9 83.7 81.6 96.7
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, August 16, 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 : 26,317: 13,863 8,118 249 12,096 17,810 26,208 26,177: 109 140
Old : 26,317: 13,863 8,118 249 12,096 17,810 26,208 26,177: 109 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,340: 990 485 0 384 852 1,374 1,337: -34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 30.8 0.9 46.0 67.7 99.6 99.5: 0.4 0.5
Old : 100.0: 52.7 30.8 0.9 46.0 67.7 99.6 99.5: 0.4 0.5
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 : 46: 10 13 1 7 18 18 31:
Old : 46: 10 13 1 7 18 18 31:
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 : 78.7 50.9 94.1 68.7 78.7 50.9 94.1 68.7
Old : 78.7 50.9 94.1 68.7 78.7 50.9 94.1 68.7
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, August 16, 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 : 34,205: 23,349 6,437 54 10,732 27,589 34,135 34,080: 70 125
Old : 34,205: 23,349 6,437 54 10,732 27,589 34,135 34,080: 70 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -699: -1,525 -868 0 864 122 -661 -746: -38 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 18.8 0.2 31.4 80.7 99.8 99.6: 0.2 0.4
Old : 100.0: 68.3 18.8 0.2 31.4 80.7 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 9 1 5 10 15 20:
Old : 33: 10 9 1 5 10 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 74.7 96.2 91.2 88.4 74.7 95.1 91.2
Old : 88.4 74.7 96.2 91.2 88.4 74.7 95.1 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016