WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 30, 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 : 439,470: 136,657 228,844 79,676 173,536 87,404 389,869 395,924: 49,601 43,546
Old : 401,505: 131,225 231,308 64,773 159,653 67,975 355,651 364,056: 45,854 37,449
Other: 37,965: 16,665 8,769 3,670 13,883 19,429 34,218 31,868: 3,747 6,097
: : :
: : Changes in Commitments from: August 23, 2016 :
: -12,063: -1,543 16,460 -11,694 4,565 -16,564 -8,672 -11,798: -3,391 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 52.1 18.1 39.5 19.9 88.7 90.1: 11.3 9.9
Old : 100.0: 32.7 57.6 16.1 39.8 16.9 88.6 90.7: 11.4 9.3
Other: 100.0: 43.9 23.1 9.7 36.6 51.2 90.1 83.9: 9.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 150 142 104 118 98 323 297:
Old : 446: 150 143 90 114 83 311 274:
Other: 138: 33 26 12 41 57 81 91:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 10.5 18.1 19.8 9.5 10.5 16.2 19.0
Old : 11.2 11.5 19.2 21.4 10.3 11.5 17.5 20.8
Other: 42.1 28.9 54.8 45.3 41.1 28.6 51.1 41.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 30, 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 : 227,572: 81,050 91,243 25,805 100,307 87,660 207,162 204,708: 20,410 22,864
Old : 203,140: 80,327 89,833 19,287 85,804 74,000 185,418 183,120: 17,722 20,020
Other: 24,432: 6,779 7,466 462 14,503 13,660 21,744 21,588: 2,688 2,844
: : :
: : Changes in Commitments from: August 23, 2016 :
: -6,202: -1,520 4,162 -368 -3,260 -9,519 -5,148 -5,725: -1,054 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 40.1 11.3 44.1 38.5 91.0 90.0: 9.0 10.0
Old : 100.0: 39.5 44.2 9.5 42.2 36.4 91.3 90.1: 8.7 9.9
Other: 100.0: 27.7 30.6 1.9 59.4 55.9 89.0 88.4: 11.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 72 57 50 77 68 168 162:
Old : 239: 71 56 42 72 62 157 150:
Other: 109: 19 18 7 32 52 55 73:
:----------------------------------------------------------------------------------------------------
: 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 17.7 24.4 28.9 13.9 17.5 23.9 28.0
Old : 16.0 19.4 27.0 32.0 15.7 19.4 26.6 31.1
Other: 34.8 39.0 55.8 58.9 34.8 35.9 55.8 55.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 30, 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 : 1,296,621: 361,777 408,049 200,493 593,209 507,842 1,155,479 1,116,384: 141,142 180,237
Old : 19,043: 5,426 1,549 0 7,292 13,043 12,718 14,592: 6,325 4,451
Other: 1,277,578: 360,433 410,582 196,411 585,917 494,799 1,142,761 1,101,792: 134,817 175,786
: : :
: : Changes in Commitments from: August 23, 2016 :
: -73,511: -30,091 18,380 -8,634 -30,874 -74,275 -69,599 -64,529: -3,912 -8,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 31.5 15.5 45.8 39.2 89.1 86.1: 10.9 13.9
Old : 100.0: 28.5 8.1 0.0 38.3 68.5 66.8 76.6: 33.2 23.4
Other: 100.0: 28.2 32.1 15.4 45.9 38.7 89.4 86.2: 10.6 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 174 176 159 260 295 533 557:
Old : 160: 29 10 0 50 76 79 86:
Other: 756: 172 187 157 246 290 517 552:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 10.8 18.2 17.7 9.2 7.3 15.9 12.7
Old : 21.2 42.0 31.0 51.6 21.2 42.0 31.0 51.6
Other: 10.5 11.0 18.3 18.0 9.4 7.5 16.2 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 30, 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 : 11,033: 3,640 4,468 144 4,191 4,294 7,975 8,906: 3,058 2,127
Old : 11,010: 3,625 4,466 143 4,186 4,294 7,954 8,903: 3,056 2,107
Other: 23: 16 3 0 5 0 21 3: 2 20
: : :
: : Changes in Commitments from: August 23, 2016 :
: 183: 341 82 -31 160 189 470 240: -287 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 40.5 1.3 38.0 38.9 72.3 80.7: 27.7 19.3
Old : 100.0: 32.9 40.6 1.3 38.0 39.0 72.2 80.9: 27.8 19.1
Other: 100.0: 69.6 13.0 0.0 21.7 0.0 91.3 13.0: 8.7 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 15 15 2 14 10 29 27:
Old : 48: 15 15 2 14 10 29 27:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 40.6 43.6 57.2 31.9 39.0 41.9 52.2
Old : 31.9 40.7 43.5 57.3 31.9 39.1 41.8 52.3
Other: 91.3 13.0 91.3 13.0 91.3 13.0 91.3 13.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 30, 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 : 632,779: 217,512 70,966 73,538 296,394 399,935 587,444 544,439: 45,335 88,340
Old : 605,185: 215,985 68,073 64,282 283,562 387,152 563,829 519,507: 41,356 85,678
Other: 27,594: 10,103 11,469 680 12,832 12,783 23,615 24,932: 3,979 2,662
: : :
: : Changes in Commitments from: August 23, 2016 :
: -37,095: -31,473 1,360 -4,172 611 -38,547 -35,034 -41,359: -2,061 4,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 11.2 11.6 46.8 63.2 92.8 86.0: 7.2 14.0
Old : 100.0: 35.7 11.2 10.6 46.9 64.0 93.2 85.8: 6.8 14.2
Other: 100.0: 36.6 41.6 2.5 46.5 46.3 85.6 90.4: 14.4 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 176 149 156 153 233 416 470:
Old : 612: 174 150 149 148 233 403 469:
Other: 225: 43 36 11 43 113 93 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.3 26.2 25.7 16.0 13.9 22.9 21.5
Old : 18.4 15.6 27.0 25.1 16.7 14.1 23.8 21.2
Other: 31.8 63.7 44.2 74.7 31.8 63.5 43.0 73.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 30, 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 : 32,067: 8,713 3,188 163 15 10,948 8,891 14,299: 23,176 17,768
Old : 31,201: 8,726 3,022 82 15 10,635 8,823 13,739: 22,378 17,462
Other: 866: 67 246 1 0 313 68 560: 798 306
: : :
: : Changes in Commitments from: August 23, 2016 :
: -988: -2,272 -487 -26 1 -193 -2,297 -706: 1,309 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.9 0.5 0.0 34.1 27.7 44.6: 72.3 55.4
Old : 100.0: 28.0 9.7 0.3 0.0 34.1 28.3 44.0: 71.7 56.0
Other: 100.0: 7.7 28.4 0.1 0.0 36.1 7.9 64.7: 92.1 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 9 5 3 29 8 41:
Old : 41: 4 8 4 3 29 8 40:
Other: 25: 2 5 1 0 18 2 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 13.5 27.7 20.0 27.2 13.4 27.2 19.9
Old : 28.2 13.5 28.3 19.6 28.0 13.4 28.0 19.6
Other: 7.9 43.8 7.9 53.8 7.7 43.8 7.7 53.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 30, 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 : 397,673: 145,767 38,110 75,729 138,558 260,076 360,054 373,915: 37,619 23,758
Old : 4,232: 1,289 1,075 14 2,053 2,379 3,356 3,468: 876 764
Other: 393,441: 146,042 38,599 74,151 136,505 257,697 356,698 370,447: 36,743 22,994
: : :
: : Changes in Commitments from: August 23, 2016 :
: -8,530: 13,147 -2,553 -6,990 -16,156 -470 -9,999 -10,013: 1,469 1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 9.6 19.0 34.8 65.4 90.5 94.0: 9.5 6.0
Old : 100.0: 30.5 25.4 0.3 48.5 56.2 79.3 81.9: 20.7 18.1
Other: 100.0: 37.1 9.8 18.8 34.7 65.5 90.7 94.2: 9.3 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 109 68 110 73 70 253 207:
Old : 40: 10 10 1 7 13 17 24:
Other: 308: 112 69 108 71 70 249 205:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 33.9 15.3 42.4 8.1 32.4 14.9 39.8
Old : 46.4 35.9 66.0 58.0 46.4 35.9 66.0 58.0
Other: 8.2 34.2 15.5 42.7 8.2 32.8 15.0 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 30, 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 : 582,396: 118,355 89,928 16,854 294,238 335,387 429,447 442,169: 152,949 140,227
Old : 582,396: 118,355 89,928 16,854 294,238 335,387 429,447 442,169: 152,949 140,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -7,345: -30,203 -883 -2,379 28,541 -3,529 -4,041 -6,791: -3,304 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.4 2.9 50.5 57.6 73.7 75.9: 26.3 24.1
Old : 100.0: 20.3 15.4 2.9 50.5 57.6 73.7 75.9: 26.3 24.1
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 : 133: 24 31 19 60 60 97 97:
Old : 133: 24 31 19 60 60 97 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 24.2 23.7 35.2 10.2 16.1 17.5 24.8
Old : 14.0 24.2 23.7 35.2 10.2 16.1 17.5 24.8
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 30, 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 : 644,370: 50,141 164,793 18,126 450,377 375,179 518,644 558,098: 125,726 86,272
Old : 644,370: 50,141 164,793 18,126 450,377 375,179 518,644 558,098: 125,726 86,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 29,382: 5,880 3,811 8,588 23,816 22,956 38,284 35,355: -8,902 -5,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.6 2.8 69.9 58.2 80.5 86.6: 19.5 13.4
Old : 100.0: 7.8 25.6 2.8 69.9 58.2 80.5 86.6: 19.5 13.4
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 : 100: 16 14 13 57 56 82 74:
Old : 100: 16 14 13 57 56 82 74:
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 : 22.6 37.5 35.8 50.9 18.5 33.7 27.6 44.9
Old : 22.6 37.5 35.8 50.9 18.5 33.7 27.6 44.9
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, August 30, 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 : 4,391: 1,525 701 1,116 1,574 2,336 4,215 4,153: 176 238
Old : 4,391: 1,525 701 1,116 1,574 2,336 4,215 4,153: 176 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 189: -176 -1 57 290 40 171 96: 18 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.0 25.4 35.8 53.2 96.0 94.6: 4.0 5.4
Old : 100.0: 34.7 16.0 25.4 35.8 53.2 96.0 94.6: 4.0 5.4
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 : 28: 10 7 4 8 8 20 17:
Old : 28: 10 7 4 8 8 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 53.2 76.4 77.9 39.6 37.9 46.7 45.3
Old : 50.4 53.2 76.4 77.9 39.6 37.9 46.7 45.3
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 30, 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 : 350,038: 106,793 29,023 36,449 168,727 255,157 311,969 320,629: 38,069 29,409
Old : 8,284: 2,868 48 10 4,264 5,991 7,142 6,049: 1,142 2,235
Other: 341,754: 106,375 31,425 33,989 164,463 249,166 304,827 314,580: 36,927 27,174
: : :
: : Changes in Commitments from: August 23, 2016 :
: -15,173: -1,870 2,743 -5,979 -4,013 -16,295 -11,862 -19,531: -3,311 4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.3 10.4 48.2 72.9 89.1 91.6: 10.9 8.4
Old : 100.0: 34.6 0.6 0.1 51.5 72.3 86.2 73.0: 13.8 27.0
Other: 100.0: 31.1 9.2 9.9 48.1 72.9 89.2 92.0: 10.8 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 80 49 68 95 87 218 175:
Old : 52: 14 2 1 12 24 26 27:
Other: 258: 78 58 67 94 86 216 174:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 37.2 20.7 44.4 13.7 34.5 20.2 39.0
Old : 29.6 34.8 49.6 52.8 29.6 34.8 49.6 52.8
Other: 14.3 37.6 21.2 45.0 14.2 35.0 20.8 39.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 30, 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 : 10,463: 2,375 4,672 146 5,955 3,659 8,476 8,477: 1,987 1,986
Old : 10,463: 2,375 4,672 146 5,955 3,659 8,476 8,477: 1,987 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 12: 73 276 72 -102 -277 43 71: -31 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 44.7 1.4 56.9 35.0 81.0 81.0: 19.0 19.0
Old : 100.0: 22.7 44.7 1.4 56.9 35.0 81.0 81.0: 19.0 19.0
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 : 63: 17 24 4 19 12 38 38:
Old : 63: 17 24 4 19 12 38 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 : 47.7 34.4 61.1 48.5 47.7 34.3 59.4 48.0
Old : 47.7 34.4 61.1 48.5 47.7 34.3 59.4 48.0
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 30, 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 : 1,110,272: 287,116 221,531 50,301 659,183 689,722 996,600 961,554: 113,672 148,718
Old : 1,110,272: 287,116 221,531 50,301 659,183 689,722 996,600 961,554: 113,672 148,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -33,177: -6,347 -2,960 -14,650 -2,297 -13,618 -23,294 -31,228: -9,883 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.0 4.5 59.4 62.1 89.8 86.6: 10.2 13.4
Old : 100.0: 25.9 20.0 4.5 59.4 62.1 89.8 86.6: 10.2 13.4
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 : 245: 56 50 44 87 109 163 184:
Old : 245: 56 50 44 87 109 163 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 18.2 31.3 27.5 17.7 17.0 26.6 25.0
Old : 20.3 18.2 31.3 27.5 17.7 17.0 26.6 25.0
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 30, 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 : 2,858,768: 623,218 521,702 96,237 1,794,153 1,800,573 2,513,608 2,418,512: 345,160 440,256
Old : 2,858,768: 623,218 521,702 96,237 1,794,153 1,800,573 2,513,608 2,418,512: 345,160 440,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 45,117: 57,526 4,405 -35,862 40,024 72,763 61,688 41,306: -16,571 3,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 18.2 3.4 62.8 63.0 87.9 84.6: 12.1 15.4
Old : 100.0: 21.8 18.2 3.4 62.8 63.0 87.9 84.6: 12.1 15.4
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 : 343: 76 85 61 128 146 235 261:
Old : 343: 76 85 61 128 146 235 261:
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 : 30.7 18.3 38.4 29.6 27.9 14.4 35.0 22.7
Old : 30.7 18.3 38.4 29.6 27.9 14.4 35.0 22.7
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 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 208,085: 32,731 14,062 2,304 117,096 103,981 152,131 120,347: 55,954 87,738
Old : 208,085: 32,731 14,062 2,304 117,096 103,981 152,131 120,347: 55,954 87,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 15,317: 811 341 -55 16,259 8,208 17,015 8,494: -1,698 6,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.8 1.1 56.3 50.0 73.1 57.8: 26.9 42.2
Old : 100.0: 15.7 6.8 1.1 56.3 50.0 73.1 57.8: 26.9 42.2
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 : 31: 2 3 1 21 18 24 21:
Old : 31: 2 3 1 21 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 30.8 57.2 42.6 36.2 29.2 49.5 37.7
Old : 41.7 30.8 57.2 42.6 36.2 29.2 49.5 37.7
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 30, 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 : 2,938,424: 398,194 549,113 126,520 2,161,683 1,904,882 2,686,397 2,580,515: 252,027 357,909
Old : 2,938,424: 398,194 549,113 126,520 2,161,683 1,904,882 2,686,397 2,580,515: 252,027 357,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -10,726: -20,263 -33,934 -28,277 67,824 43,269 19,284 -18,942: -30,010 8,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.7 4.3 73.6 64.8 91.4 87.8: 8.6 12.2
Old : 100.0: 13.6 18.7 4.3 73.6 64.8 91.4 87.8: 8.6 12.2
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 : 297: 49 77 38 107 143 181 233:
Old : 297: 49 77 38 107 143 181 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 21.4 49.8 30.7 35.8 17.4 43.8 24.7
Old : 39.6 21.4 49.8 30.7 35.8 17.4 43.8 24.7
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 30, 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 : 1,018,072: 65,081 108,429 176,701 756,223 647,650 998,005 932,780: 20,067 85,292
Old : 1,018,072: 65,081 108,429 176,701 756,223 647,650 998,005 932,780: 20,067 85,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 102,268: -3,809 -16,509 16,290 90,118 67,110 102,599 66,891: -331 35,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.7 17.4 74.3 63.6 98.0 91.6: 2.0 8.4
Old : 100.0: 6.4 10.7 17.4 74.3 63.6 98.0 91.6: 2.0 8.4
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 : 138: 16 42 40 58 74 101 133:
Old : 138: 16 42 40 58 74 101 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 20.3 47.3 33.2 22.4 11.7 31.5 16.2
Old : 33.1 20.3 47.3 33.2 22.4 11.7 31.5 16.2
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 30, 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 : 72,837: 46,385 7,609 1,007 17,238 53,966 64,629 62,581: 8,208 10,256
Old : 72,837: 46,385 7,609 1,007 17,238 53,966 64,629 62,581: 8,208 10,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -302: -117 -768 128 -106 397 -95 -243: -208 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 10.4 1.4 23.7 74.1 88.7 85.9: 11.3 14.1
Old : 100.0: 63.7 10.4 1.4 23.7 74.1 88.7 85.9: 11.3 14.1
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 : 120: 44 27 8 26 29 74 61:
Old : 120: 44 27 8 26 29 74 61:
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 42.3 49.4 55.7 35.4 42.2 49.4 55.7
Old : 35.4 42.3 49.4 55.7 35.4 42.2 49.4 55.7
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 30, 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 : 145,674: 92,769 15,217 2,013 34,476 107,932 129,258 125,162: 16,416 20,512
Old : 145,674: 92,769 15,217 2,013 34,476 107,932 129,258 125,162: 16,416 20,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -604: -233 -1,536 256 -212 794 -189 -486: -415 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 10.4 1.4 23.7 74.1 88.7 85.9: 11.3 14.1
Old : 100.0: 63.7 10.4 1.4 23.7 74.1 88.7 85.9: 11.3 14.1
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 : 120: 44 27 8 26 29 74 61:
Old : 120: 44 27 8 26 29 74 61:
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 42.3 49.4 55.7 35.4 42.2 49.4 55.7
Old : 35.4 42.3 49.4 55.7 35.4 42.2 49.4 55.7
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 30, 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 : 23,379: 19,750 22,510 860 2,600 0 23,210 23,370: 169 9
Old : 23,379: 19,750 22,510 860 2,600 0 23,210 23,370: 169 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,503: 2,391 2,380 119 0 0 2,510 2,499: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 96.3 3.7 11.1 0.0 99.3 100.0: 0.7 0.0
Old : 100.0: 84.5 96.3 3.7 11.1 0.0 99.3 100.0: 0.7 0.0
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 : 33: 23 9 2 1 0 25 10:
Old : 33: 23 9 2 1 0 25 10:
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 : 70.9 74.1 88.9 96.2 68.9 74.1 86.9 94.6
Old : 70.9 74.1 88.9 96.2 68.9 74.1 86.9 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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,250: 15,577 8,746 219 12,361 19,122 28,157 28,087: 93 163
Old : 28,250: 15,577 8,746 219 12,361 19,122 28,157 28,087: 93 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,017: 976 52 -29 58 980 1,005 1,003: 12 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 31.0 0.8 43.8 67.7 99.7 99.4: 0.3 0.6
Old : 100.0: 55.1 31.0 0.8 43.8 67.7 99.7 99.4: 0.3 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 : 45: 9 13 2 6 19 17 32:
Old : 45: 9 13 2 6 19 17 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 : 83.0 50.7 94.5 67.2 83.0 50.7 94.5 66.3
Old : 83.0 50.7 94.5 67.2 83.0 50.7 94.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, August 30, 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 : 37,097: 26,460 5,482 0 10,572 31,484 37,032 36,966: 65 131
Old : 37,097: 26,460 5,482 0 10,572 31,484 37,032 36,966: 65 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 572: 6 -3 -49 613 583 570 531: 2 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 14.8 0.0 28.5 84.9 99.8 99.6: 0.2 0.4
Old : 100.0: 71.3 14.8 0.0 28.5 84.9 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 : 34: 10 10 0 5 10 15 20:
Old : 34: 10 10 0 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 : 86.1 78.1 96.5 93.1 86.1 78.1 95.5 93.1
Old : 86.1 78.1 96.5 93.1 86.1 78.1 95.5 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016