WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 13, 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 : 459,288: 141,887 234,460 87,233 181,590 96,668 410,710 418,361: 48,578 40,927
Old : 417,755: 137,128 235,733 70,870 165,158 76,214 373,156 382,817: 44,599 34,938
Other: 41,533: 16,750 10,718 4,372 16,432 20,454 37,554 35,544: 3,979 5,989
: : :
: : Changes in Commitments from: September 6, 2016 :
: 8,218: -443 -7,988 4,943 5,103 13,051 9,603 10,006: -1,385 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 51.0 19.0 39.5 21.0 89.4 91.1: 10.6 8.9
Old : 100.0: 32.8 56.4 17.0 39.5 18.2 89.3 91.6: 10.7 8.4
Other: 100.0: 40.3 25.8 10.5 39.6 49.2 90.4 85.6: 9.6 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 159 147 106 119 101 332 308:
Old : 460: 159 146 94 112 88 317 286:
Other: 148: 33 33 14 47 61 89 101:
:----------------------------------------------------------------------------------------------------
: 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 10.1 18.0 19.3 8.6 9.9 14.9 18.5
Old : 10.6 10.9 18.7 20.6 8.8 10.8 15.9 20.4
Other: 44.4 27.9 58.7 40.4 44.4 26.0 54.3 36.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 13, 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 : 231,027: 81,209 89,285 24,155 105,459 94,272 210,823 207,712: 20,204 23,315
Old : 204,541: 79,585 88,079 17,656 89,611 78,661 186,852 184,396: 17,689 20,145
Other: 26,486: 7,827 7,409 296 15,848 15,611 23,971 23,316: 2,515 3,170
: : :
: : Changes in Commitments from: September 6, 2016 :
: -446: -403 -3,195 -1,447 1,704 3,616 -146 -1,026: -300 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 38.6 10.5 45.6 40.8 91.3 89.9: 8.7 10.1
Old : 100.0: 38.9 43.1 8.6 43.8 38.5 91.4 90.2: 8.6 9.8
Other: 100.0: 29.6 28.0 1.1 59.8 58.9 90.5 88.0: 9.5 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 72 55 50 76 73 171 163:
Old : 240: 73 55 41 69 65 159 148:
Other: 114: 21 16 6 34 55 58 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 18.2 23.9 29.8 13.8 17.5 23.8 28.4
Old : 15.5 19.8 26.2 33.0 15.5 19.0 26.1 31.4
Other: 28.2 38.4 47.4 58.7 28.2 35.1 47.4 55.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 13, 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 : 1,283,735: 348,936 385,607 199,332 596,924 516,118 1,145,192 1,101,057: 138,543 182,678
Old : 1,201,918: 345,824 402,336 169,552 557,870 464,549 1,073,246 1,036,437: 128,672 165,481
Other: 81,817: 31,196 11,355 1,696 39,054 51,569 71,946 64,620: 9,871 17,197
: : :
: : Changes in Commitments from: September 6, 2016 :
: -33,363: -8,816 -33,375 -4,587 -12,921 -2,761 -26,324 -40,723: -7,039 7,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 30.0 15.5 46.5 40.2 89.2 85.8: 10.8 14.2
Old : 100.0: 28.8 33.5 14.1 46.4 38.7 89.3 86.2: 10.7 13.8
Other: 100.0: 38.1 13.9 2.1 47.7 63.0 87.9 79.0: 12.1 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 166 172 157 245 288 506 546:
Old : 728: 168 174 144 243 283 497 532:
Other: 292: 36 58 17 56 152 104 220:
:----------------------------------------------------------------------------------------------------
: 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 10.3 18.1 16.8 9.3 7.2 16.2 12.2
Old : 10.7 9.2 18.4 15.8 9.5 7.3 16.8 12.7
Other: 32.0 38.0 47.2 48.3 31.6 37.7 45.7 47.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 13, 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 : 10,901: 3,511 4,803 49 4,026 3,915 7,586 8,767: 3,315 2,134
Old : 10,875: 3,496 4,801 48 4,018 3,915 7,562 8,764: 3,313 2,111
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 6, 2016 :
: 117: -33 96 -59 158 131 66 168: 51 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 44.1 0.4 36.9 35.9 69.6 80.4: 30.4 19.6
Old : 100.0: 32.1 44.1 0.4 36.9 36.0 69.5 80.6: 30.5 19.4
Other: 100.0: 61.5 11.5 0.0 30.8 0.0 92.3 11.5: 7.7 88.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 16 1 14 11 28 28:
Old : 48: 14 16 1 14 11 28 28:
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 : 31.2 40.5 43.3 56.5 31.1 39.1 42.6 53.0
Old : 31.1 40.6 43.2 56.6 31.0 39.2 42.5 53.2
Other: 92.3 11.5 92.3 11.5 92.3 11.5 92.3 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 13, 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 : 625,277: 199,463 80,511 83,338 295,142 371,890 577,943 535,739: 47,334 89,538
Old : 595,349: 201,024 78,297 71,969 279,229 358,590 552,222 508,856: 43,127 86,493
Other: 29,928: 8,973 12,748 835 15,913 13,300 25,721 26,883: 4,207 3,045
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,172: -7,960 5,176 4,684 -144 -12,842 -3,420 -2,982: 248 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 12.9 13.3 47.2 59.5 92.4 85.7: 7.6 14.3
Old : 100.0: 33.8 13.2 12.1 46.9 60.2 92.8 85.5: 7.2 14.5
Other: 100.0: 30.0 42.6 2.8 53.2 44.4 85.9 89.8: 14.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 168 154 165 156 224 418 478:
Old : 610: 169 156 154 148 224 399 476:
Other: 234: 42 40 16 49 114 100 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 15.2 24.7 23.5 15.7 14.4 22.1 20.9
Old : 17.6 15.6 25.6 23.7 16.6 14.8 23.2 21.6
Other: 29.6 60.2 41.0 72.4 29.6 60.2 39.8 71.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 13, 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 : 31,350: 8,944 3,323 99 15 10,816 9,058 14,238: 22,292 17,112
Old : 30,378: 8,812 3,122 58 15 10,498 8,885 13,678: 21,493 16,700
Other: 972: 172 241 1 0 318 173 560: 799 412
: : :
: : Changes in Commitments from: September 6, 2016 :
: -529: 195 -4 -101 0 -171 94 -276: -623 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.6 0.3 0.0 34.5 28.9 45.4: 71.1 54.6
Old : 100.0: 29.0 10.3 0.2 0.0 34.6 29.2 45.0: 70.8 55.0
Other: 100.0: 17.7 24.8 0.1 0.0 32.7 17.8 57.6: 82.2 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 10 4 3 28 7 41:
Old : 41: 4 9 3 3 28 7 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 : 28.8 13.6 28.9 20.2 28.5 13.6 28.5 20.2
Old : 29.2 13.7 29.2 20.2 29.0 13.6 29.0 20.2
Other: 17.8 38.1 17.8 47.6 17.7 38.1 17.7 47.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 13, 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 : 396,331: 144,454 38,242 73,861 140,178 256,117 358,493 368,220: 37,838 28,111
Old : 386,155: 145,570 40,990 68,457 135,746 249,599 349,773 359,046: 36,382 27,109
Other: 10,176: 3,450 1,818 838 4,432 6,518 8,720 9,174: 1,456 1,002
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,484: -881 2,767 308 2,682 -6,655 2,109 -3,580: -3,593 2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 9.6 18.6 35.4 64.6 90.5 92.9: 9.5 7.1
Old : 100.0: 37.7 10.6 17.7 35.2 64.6 90.6 93.0: 9.4 7.0
Other: 100.0: 33.9 17.9 8.2 43.6 64.1 85.7 90.2: 14.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 106 61 106 75 68 245 198:
Old : 295: 108 65 106 75 68 245 198:
Other: 53: 12 7 8 20 16 36 29:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 33.5 16.3 41.3 8.3 32.3 15.1 39.4
Old : 9.4 33.9 16.7 41.7 8.6 33.0 15.6 40.2
Other: 44.2 42.7 63.4 61.4 42.2 41.9 60.3 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 13, 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 : 560,056: 106,887 99,064 20,909 283,505 299,430 411,301 419,403: 148,755 140,653
Old : 560,056: 106,887 99,064 20,909 283,505 299,430 411,301 419,403: 148,755 140,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,649: -9,731 6,580 3,628 6,351 -11,696 248 -1,488: -2,897 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.7 3.7 50.6 53.5 73.4 74.9: 26.6 25.1
Old : 100.0: 19.1 17.7 3.7 50.6 53.5 73.4 74.9: 26.6 25.1
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 : 149: 35 34 19 57 61 102 104:
Old : 149: 35 34 19 57 61 102 104:
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 : 15.6 23.2 25.5 33.8 10.3 15.2 17.6 22.8
Old : 15.6 23.2 25.5 33.8 10.3 15.2 17.6 22.8
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, September 13, 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 : 606,864: 46,953 161,552 11,986 423,149 343,319 482,088 516,857: 124,776 90,007
Old : 606,864: 46,953 161,552 11,986 423,149 343,319 482,088 516,857: 124,776 90,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -9,690: 2,666 -5,235 -2,061 -9,740 1,178 -9,135 -6,118: -555 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.6 2.0 69.7 56.6 79.4 85.2: 20.6 14.8
Old : 100.0: 7.7 26.6 2.0 69.7 56.6 79.4 85.2: 20.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 14 15 7 54 51 74 67:
Old : 97: 14 15 7 54 51 74 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 : 23.9 35.7 37.9 50.3 19.0 35.0 28.2 46.7
Old : 23.9 35.7 37.9 50.3 19.0 35.0 28.2 46.7
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, September 13, 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 : 4,523: 1,649 586 1,098 1,496 2,558 4,243 4,242: 280 281
Old : 4,523: 1,649 586 1,098 1,496 2,558 4,243 4,242: 280 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -141: -127 -192 -32 -68 19 -227 -205: 86 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 13.0 24.3 33.1 56.6 93.8 93.8: 6.2 6.2
Old : 100.0: 36.5 13.0 24.3 33.1 56.6 93.8 93.8: 6.2 6.2
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 : 24: 9 5 3 8 9 19 15:
Old : 24: 9 5 3 8 9 19 15:
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 : 55.7 52.0 77.2 77.4 38.0 38.0 46.3 45.8
Old : 55.7 52.0 77.2 77.4 38.0 38.0 46.3 45.8
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, September 13, 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 : 366,036: 99,246 35,025 42,368 182,291 257,964 323,905 335,357: 42,131 30,679
Old : 349,486: 99,780 34,082 39,411 170,919 247,118 310,110 320,611: 39,376 28,875
Other: 16,550: 905 2,382 1,518 11,372 10,846 13,795 14,746: 2,755 1,804
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,419: -1,621 -1,179 2,520 4,159 4,271 5,058 5,612: 1,361 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.6 11.6 49.8 70.5 88.5 91.6: 11.5 8.4
Old : 100.0: 28.6 9.8 11.3 48.9 70.7 88.7 91.7: 11.3 8.3
Other: 100.0: 5.5 14.4 9.2 68.7 65.5 83.4 89.1: 16.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 75 64 82 95 88 222 194:
Old : 266: 79 63 81 95 87 222 192:
Other: 64: 13 9 9 31 20 47 36:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 36.2 20.9 43.7 13.3 32.8 19.5 37.2
Old : 14.2 37.3 21.1 44.7 13.7 34.4 20.2 38.9
Other: 37.3 32.8 55.7 53.8 36.9 32.1 51.3 51.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 13, 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 : 11,555: 2,528 5,411 479 6,278 3,577 9,285 9,467: 2,270 2,088
Old : 11,555: 2,528 5,411 479 6,278 3,577 9,285 9,467: 2,270 2,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 531: 48 220 186 14 -69 248 337: 283 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 46.8 4.1 54.3 31.0 80.4 81.9: 19.6 18.1
Old : 100.0: 21.9 46.8 4.1 54.3 31.0 80.4 81.9: 19.6 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 : 74: 20 25 9 23 15 48 47:
Old : 74: 20 25 9 23 15 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 34.2 55.2 49.8 44.5 33.7 54.1 48.4
Old : 44.5 34.2 55.2 49.8 44.5 33.7 54.1 48.4
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, September 13, 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 : 973,142: 236,606 200,519 38,265 583,037 583,040 857,908 821,824: 115,234 151,318
Old : 973,142: 236,606 200,519 38,265 583,037 583,040 857,908 821,824: 115,234 151,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -74,774: -22,239 -29,485 1,176 -53,833 -53,451 -74,896 -81,760: 122 6,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.6 3.9 59.9 59.9 88.2 84.5: 11.8 15.5
Old : 100.0: 24.3 20.6 3.9 59.9 59.9 88.2 84.5: 11.8 15.5
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 : 236: 53 48 37 84 104 155 171:
Old : 236: 53 48 37 84 104 155 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.6 30.5 27.2 16.8 18.4 26.3 25.6
Old : 19.0 18.6 30.5 27.2 16.8 18.4 26.3 25.6
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, September 13, 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 : 2,854,613: 635,219 566,628 102,524 1,764,216 1,724,310 2,501,959 2,393,462: 352,654 461,151
Old : 2,854,613: 635,219 566,628 102,524 1,764,216 1,724,310 2,501,959 2,393,462: 352,654 461,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -10,884: -22,152 14,049 19,096 -6,949 -76,448 -10,005 -43,303: -879 32,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.8 3.6 61.8 60.4 87.6 83.8: 12.4 16.2
Old : 100.0: 22.3 19.8 3.6 61.8 60.4 87.6 83.8: 12.4 16.2
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 : 345: 84 75 54 130 137 241 239:
Old : 345: 84 75 54 130 137 241 239:
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 : 31.4 17.0 39.0 29.3 28.5 14.7 35.5 24.8
Old : 31.4 17.0 39.0 29.3 28.5 14.7 35.5 24.8
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, September 13, 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 : 208,252: 48,258 23,358 258 100,339 92,470 148,855 116,086: 59,397 92,166
Old : 208,252: 48,258 23,358 258 100,339 92,470 148,855 116,086: 59,397 92,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,026: -2,828 4,897 -103 4,949 -8,559 2,018 -3,765: -992 4,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.2 0.1 48.2 44.4 71.5 55.7: 28.5 44.3
Old : 100.0: 23.2 11.2 0.1 48.2 44.4 71.5 55.7: 28.5 44.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 5 1 21 17 24 23:
Old : 34: 3 5 1 21 17 24 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 : 46.5 29.0 58.2 39.3 44.5 28.5 56.2 38.8
Old : 46.5 29.0 58.2 39.3 44.5 28.5 56.2 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 13, 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 : 2,771,965: 359,274 604,567 67,235 2,095,722 1,747,667 2,522,231 2,419,469: 249,734 352,496
Old : 2,771,965: 359,274 604,567 67,235 2,095,722 1,747,667 2,522,231 2,419,469: 249,734 352,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -48,812: -24,644 24,363 -13,643 -272 -60,654 -38,559 -49,934: -10,253 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 21.8 2.4 75.6 63.0 91.0 87.3: 9.0 12.7
Old : 100.0: 13.0 21.8 2.4 75.6 63.0 91.0 87.3: 9.0 12.7
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 : 293: 45 75 34 105 138 172 225:
Old : 293: 45 75 34 105 138 172 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 20.4 51.4 29.6 38.1 18.9 47.0 27.3
Old : 41.4 20.4 51.4 29.6 38.1 18.9 47.0 27.3
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, September 13, 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 : 1,044,822: 74,695 130,952 231,211 718,544 623,299 1,024,450 985,462: 20,372 59,360
Old : 1,044,822: 74,695 130,952 231,211 718,544 623,299 1,024,450 985,462: 20,372 59,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 50,991: 11,163 5,341 14,386 27,283 28,036 52,832 47,763: -1,841 3,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.5 22.1 68.8 59.7 98.1 94.3: 1.9 5.7
Old : 100.0: 7.1 12.5 22.1 68.8 59.7 98.1 94.3: 1.9 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 : 154: 20 51 39 57 77 101 145:
Old : 154: 20 51 39 57 77 101 145:
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 : 32.2 25.7 49.1 37.0 25.8 15.7 35.7 23.0
Old : 32.2 25.7 49.1 37.0 25.8 15.7 35.7 23.0
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, September 13, 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 : 78,565: 38,561 9,285 1,348 30,063 58,664 69,972 69,296: 8,593 9,269
Old : 78,565: 38,561 9,285 1,348 30,063 58,664 69,972 69,296: 8,593 9,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 4,539: -8,899 1,036 447 13,234 3,910 4,782 5,392: -244 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 11.8 1.7 38.3 74.7 89.1 88.2: 10.9 11.8
Old : 100.0: 49.1 11.8 1.7 38.3 74.7 89.1 88.2: 10.9 11.8
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 : 118: 41 25 7 38 34 83 65:
Old : 118: 41 25 7 38 34 83 65:
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 : 30.2 38.8 42.9 54.0 29.9 34.7 40.3 45.4
Old : 30.2 38.8 42.9 54.0 29.9 34.7 40.3 45.4
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, September 13, 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 : 157,129: 77,122 18,569 2,696 60,126 117,327 139,944 138,592: 17,185 18,537
Old : 157,129: 77,122 18,569 2,696 60,126 117,327 139,944 138,592: 17,185 18,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 9,077: -17,798 2,071 894 26,468 7,819 9,564 10,784: -487 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 11.8 1.7 38.3 74.7 89.1 88.2: 10.9 11.8
Old : 100.0: 49.1 11.8 1.7 38.3 74.7 89.1 88.2: 10.9 11.8
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 : 118: 41 25 7 38 34 83 65:
Old : 118: 41 25 7 38 34 83 65:
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 : 30.2 38.8 42.9 54.0 29.9 34.7 40.3 45.4
Old : 30.2 38.8 42.9 54.0 29.9 34.7 40.3 45.4
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, September 13, 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 : 20,947: 15,989 18,978 580 2,911 0 19,480 19,558: 1,467 1,389
Old : 20,947: 15,989 18,978 580 2,911 0 19,480 19,558: 1,467 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,446: 371 109 -42 -231 0 98 67: 1,348 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 90.6 2.8 13.9 0.0 93.0 93.4: 7.0 6.6
Old : 100.0: 76.3 90.6 2.8 13.9 0.0 93.0 93.4: 7.0 6.6
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 : 35: 23 11 2 1 0 25 12:
Old : 35: 23 11 2 1 0 25 12:
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 : 57.8 73.7 80.6 91.3 57.5 73.7 79.7 89.5
Old : 57.8 73.7 80.6 91.3 57.5 73.7 79.7 89.5
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, September 13, 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 : 26,986: 13,783 8,368 407 12,427 17,991 26,617 26,766: 369 220
Old : 26,986: 13,783 8,368 407 12,427 17,991 26,617 26,766: 369 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,516: -2,043 -603 156 243 -1,175 -1,644 -1,622: 128 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 31.0 1.5 46.0 66.7 98.6 99.2: 1.4 0.8
Old : 100.0: 51.1 31.0 1.5 46.0 66.7 98.6 99.2: 1.4 0.8
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 : 43: 11 10 3 6 18 18 30:
Old : 43: 11 10 3 6 18 18 30:
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 : 81.2 51.6 92.2 69.3 81.2 51.6 92.2 68.6
Old : 81.2 51.6 92.2 69.3 81.2 51.6 92.2 68.6
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, September 13, 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 : 38,998: 30,367 5,155 52 8,516 33,695 38,935 38,902: 63 96
Old : 38,998: 30,367 5,155 52 8,516 33,695 38,935 38,902: 63 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 42: 528 -468 52 -492 485 88 69: -46 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 13.2 0.1 21.8 86.4 99.8 99.8: 0.2 0.2
Old : 100.0: 77.9 13.2 0.1 21.8 86.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 7 2 4 10 17 19:
Old : 33: 13 7 2 4 10 17 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 : 90.6 72.9 96.8 93.8 90.6 72.9 95.8 93.8
Old : 90.6 72.9 96.8 93.8 90.6 72.9 95.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016