WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 545,083: 105,571 208,015 159,304 227,979 133,917 492,854 501,237: 52,229 43,846
Old : 517,042: 98,227 208,780 150,563 218,539 118,003 467,329 477,347: 49,713 39,695
Other: 28,041: 13,233 5,124 2,853 9,439 15,914 25,525 23,890: 2,516 4,150
: : :
: : Changes in Commitments from: July 5, 2016 :
: 24,666: 6,739 15,527 18,961 -3,372 -7,354 22,328 27,134: 2,337 -2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 38.2 29.2 41.8 24.6 90.4 92.0: 9.6 8.0
Old : 100.0: 19.0 40.4 29.1 42.3 22.8 90.4 92.3: 9.6 7.7
Other: 100.0: 47.2 18.3 10.2 33.7 56.8 91.0 85.2: 9.0 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 161 153 140 134 115 373 341:
Old : 476: 160 156 136 134 109 369 333:
Other: 116: 26 20 19 28 53 63 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 9.7 19.7 17.4 10.7 8.0 16.6 14.6
Old : 12.9 9.7 20.3 17.5 11.3 8.4 17.4 15.5
Other: 45.2 26.2 57.5 41.6 45.1 24.2 55.2 37.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 241,613: 75,114 92,331 40,860 104,989 84,307 220,963 217,497: 20,650 24,116
Old : 227,357: 73,963 91,936 37,033 97,365 76,444 208,362 205,413: 18,995 21,944
Other: 14,256: 4,070 3,313 908 7,624 7,863 12,602 12,084: 1,655 2,172
: : :
: : Changes in Commitments from: July 5, 2016 :
: 3,134: -283 300 1,724 2,418 1,882 3,860 3,906: -726 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 38.2 16.9 43.5 34.9 91.5 90.0: 8.5 10.0
Old : 100.0: 32.5 40.4 16.3 42.8 33.6 91.6 90.3: 8.4 9.7
Other: 100.0: 28.5 23.2 6.4 53.5 55.2 88.4 84.8: 11.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 72 70 67 88 78 190 193:
Old : 253: 72 68 64 88 77 186 189:
Other: 82: 10 17 12 23 40 42 61:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.8 24.1 28.7 12.4 15.7 19.5 25.1
Old : 15.2 19.8 24.8 30.2 13.2 16.4 20.6 26.5
Other: 38.9 45.7 60.9 56.6 38.9 42.6 60.8 53.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,805,645: 343,600 217,225 514,465 771,482 816,737 1,629,548 1,548,427: 176,097 257,217
Old : 741,859: 196,513 177,859 185,370 304,438 318,010 686,322 681,239: 55,537 60,620
Other: 1,063,786: 259,172 151,451 217,010 467,044 498,728 943,226 867,189: 120,560 196,598
: : :
: : Changes in Commitments from: July 5, 2016 :
: 16,756: -33,658 52,647 18,183 21,934 -48,576 6,459 22,254: 10,297 -5,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.0 28.5 42.7 45.2 90.2 85.8: 9.8 14.2
Old : 100.0: 26.5 24.0 25.0 41.0 42.9 92.5 91.8: 7.5 8.2
Other: 100.0: 24.4 14.2 20.4 43.9 46.9 88.7 81.5: 11.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 206 149 228 328 352 646 631:
Old : 640: 162 116 119 242 258 454 444:
Other: 714: 172 135 154 279 336 528 552:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 12.4 17.4 18.6 6.8 5.7 11.6 9.9
Old : 9.7 17.6 18.1 27.0 9.3 14.1 16.6 21.7
Other: 14.1 11.5 21.5 17.9 8.5 6.5 13.6 10.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,684: 2,481 3,138 1,279 3,723 4,279 7,483 8,697: 3,201 1,988
Old : 10,684: 2,481 3,138 1,279 3,723 4,279 7,483 8,697: 3,201 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -210: 303 -2 -7 -222 241 74 232: -284 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 29.4 12.0 34.9 40.1 70.0 81.4: 30.0 18.6
Old : 100.0: 23.2 29.4 12.0 34.9 40.1 70.0 81.4: 30.0 18.6
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 : 46: 13 14 5 17 13 32 30:
Old : 46: 13 14 5 17 13 32 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 : 34.3 42.8 45.9 57.4 27.5 37.8 35.9 47.2
Old : 34.3 42.8 45.9 57.4 27.5 37.8 35.9 47.2
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,119,086: 251,522 62,713 375,923 430,001 569,016 1,057,445 1,007,651: 61,641 111,436
Old : 179,283: 37,218 12,365 73,345 58,544 80,394 169,107 166,104: 10,176 13,179
Other: 939,803: 230,361 66,406 286,520 371,457 488,622 888,338 841,547: 51,465 98,257
: : :
: : Changes in Commitments from: July 5, 2016 :
: 46,285: -10,560 5,022 35,009 18,728 11,300 43,178 51,330: 3,107 -5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.6 33.6 38.4 50.8 94.5 90.0: 5.5 10.0
Old : 100.0: 20.8 6.9 40.9 32.7 44.8 94.3 92.6: 5.7 7.4
Other: 100.0: 24.5 7.1 30.5 39.5 52.0 94.5 89.5: 5.5 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 232 186 240 226 273 579 586:
Old : 466: 122 100 106 121 176 292 336:
Other: 709: 212 198 215 201 263 532 559:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.1 22.6 21.4 9.1 7.9 13.2 12.9
Old : 18.4 18.4 29.6 28.9 12.2 13.7 18.0 17.9
Other: 14.5 11.8 22.7 20.8 10.2 7.7 14.4 13.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 34,201: 10,043 4,676 17 11 10,356 10,071 15,049: 24,130 19,152
Old : 1,061: 843 205 0 7 295 850 500: 211 561
Other: 33,140: 9,216 4,487 1 4 10,061 9,221 14,549: 23,919 18,591
: : :
: : Changes in Commitments from: July 5, 2016 :
: -8: 218 26 -4 3 78 217 100: -225 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.7 0.0 0.0 30.3 29.4 44.0: 70.6 56.0
Old : 100.0: 79.5 19.3 0.0 0.7 27.8 80.1 47.1: 19.9 52.9
Other: 100.0: 27.8 13.5 0.0 0.0 30.4 27.8 43.9: 72.2 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 16 4 5 27 10 45:
Old : 35: 4 9 0 3 20 7 29:
Other: 46: 3 16 1 2 27 5 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 12.6 29.4 18.7 29.4 12.6 29.4 18.7
Old : 79.7 26.2 80.1 37.2 79.5 26.2 79.7 37.2
Other: 27.8 12.3 27.8 18.5 27.8 12.3 27.8 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 397,428: 80,773 72,428 80,870 203,730 213,736 365,373 367,034: 32,055 30,393
Old : 106,643: 22,673 13,392 20,255 55,444 65,022 98,373 98,670: 8,270 7,973
Other: 290,785: 71,332 72,268 47,383 148,286 148,714 267,000 268,365: 23,785 22,420
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,261: -2,877 79 -6,346 6,016 4,865 -3,207 -1,403: -1,053 -2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.2 20.3 51.3 53.8 91.9 92.4: 8.1 7.6
Old : 100.0: 21.3 12.6 19.0 52.0 61.0 92.2 92.5: 7.8 7.5
Other: 100.0: 24.5 24.9 16.3 51.0 51.1 91.8 92.3: 8.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 79 86 96 91 77 230 216:
Old : 182: 41 48 45 64 61 126 136:
Other: 265: 75 78 78 78 66 202 183:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 25.8 16.4 33.1 8.5 20.9 14.6 26.4
Old : 18.6 24.3 29.6 37.0 15.8 19.7 25.1 28.2
Other: 10.8 28.8 19.6 36.4 10.6 25.6 18.3 32.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 724,214: 178,867 72,669 81,100 306,752 408,325 566,719 562,094: 157,495 162,120
Old : 724,214: 178,867 72,669 81,100 306,752 408,325 566,719 562,094: 157,495 162,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 28,191: 12,386 -1,858 2,075 19,622 18,092 34,082 18,309: -5,892 9,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 10.0 11.2 42.4 56.4 78.3 77.6: 21.7 22.4
Old : 100.0: 24.7 10.0 11.2 42.4 56.4 78.3 77.6: 21.7 22.4
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 : 168: 44 35 48 63 74 131 133:
Old : 168: 44 35 48 63 74 131 133:
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 : 16.4 19.5 24.8 29.5 12.4 14.2 19.6 21.5
Old : 16.4 19.5 24.8 29.5 12.4 14.2 19.6 21.5
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 584,724: 59,028 136,707 7,342 375,991 359,004 442,361 503,053: 142,363 81,671
Old : 584,724: 59,028 136,707 7,342 375,991 359,004 442,361 503,053: 142,363 81,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 2,409: 4,256 2,930 1,052 -1,201 3,831 4,107 7,813: -1,699 -5,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.4 1.3 64.3 61.4 75.7 86.0: 24.3 14.0
Old : 100.0: 10.1 23.4 1.3 64.3 61.4 75.7 86.0: 24.3 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 : 96: 17 11 9 50 52 70 69:
Old : 96: 17 11 9 50 52 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 42.0 36.6 52.9 17.9 40.8 27.7 50.3
Old : 21.4 42.0 36.6 52.9 17.9 40.8 27.7 50.3
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,953: 2,520 646 872 1,231 3,342 4,623 4,860: 330 93
Old : 4,953: 2,520 646 872 1,231 3,342 4,623 4,860: 330 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -202: -81 -37 -96 -83 7 -260 -126: 58 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 13.0 17.6 24.9 67.5 93.3 98.1: 6.7 1.9
Old : 100.0: 50.9 13.0 17.6 24.9 67.5 93.3 98.1: 6.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 4 11 15 27 22:
Old : 37: 13 6 4 11 15 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 52.1 68.0 78.8 38.6 43.4 56.3 57.4
Old : 48.1 52.1 68.0 78.8 38.6 43.4 56.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 457,297: 101,445 19,148 108,977 197,126 298,331 407,548 426,457: 49,749 30,840
Old : 131,033: 34,079 2,865 30,911 49,633 86,147 114,623 119,924: 16,409 11,109
Other: 326,265: 86,413 35,331 59,019 147,493 212,184 292,925 306,534: 33,340 19,731
: : :
: : Changes in Commitments from: July 5, 2016 :
: 2,233: -780 -3,341 1,251 1,475 4,649 1,946 2,559: 287 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.2 23.8 43.1 65.2 89.1 93.3: 10.9 6.7
Old : 100.0: 26.0 2.2 23.6 37.9 65.7 87.5 91.5: 12.5 8.5
Other: 100.0: 26.5 10.8 18.1 45.2 65.0 89.8 94.0: 10.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 98 42 85 93 91 237 187:
Old : 194: 69 22 38 70 76 151 124:
Other: 259: 92 53 71 86 78 217 166:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 30.5 18.8 39.6 9.4 26.5 13.8 31.0
Old : 14.2 27.0 25.5 39.7 11.9 25.6 20.1 34.5
Other: 12.1 32.9 19.6 42.1 11.1 27.8 16.5 33.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,302: 2,175 2,132 990 5,102 5,478 8,268 8,600: 2,034 1,701
Old : 10,302: 2,175 2,132 990 5,102 5,478 8,268 8,600: 2,034 1,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 0: -43 -26 1 19 -20 -23 -45: 23 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 20.7 9.6 49.5 53.2 80.3 83.5: 19.7 16.5
Old : 100.0: 21.1 20.7 9.6 49.5 53.2 80.3 83.5: 19.7 16.5
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 : 64: 19 20 10 21 15 46 40:
Old : 64: 19 20 10 21 15 46 40:
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 : 41.2 37.6 51.1 51.4 38.7 35.1 47.8 48.2
Old : 41.2 37.6 51.1 51.4 38.7 35.1 47.8 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,055,058: 267,648 229,067 51,200 614,940 636,772 933,788 917,039: 121,269 138,018
Old : 1,055,058: 267,648 229,067 51,200 614,940 636,772 933,788 917,039: 121,269 138,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -65,527: -72,661 -7,215 9,897 10,191 -64,815 -52,573 -62,134: -12,954 -3,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.7 4.9 58.3 60.4 88.5 86.9: 11.5 13.1
Old : 100.0: 25.4 21.7 4.9 58.3 60.4 88.5 86.9: 11.5 13.1
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 : 254: 50 66 42 94 104 172 184:
Old : 254: 50 66 42 94 104 172 184:
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 : 23.7 20.8 34.2 28.9 22.0 20.6 30.2 26.8
Old : 23.7 20.8 34.2 28.9 22.0 20.6 30.2 26.8
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,559,653: 619,553 504,851 374,727 2,169,494 2,249,569 3,163,774 3,129,147: 395,878 430,506
Old : 3,559,653: 619,553 504,851 374,727 2,169,494 2,249,569 3,163,774 3,129,147: 395,878 430,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 83,911: -7,620 -35,461 -6,186 78,617 125,447 64,811 83,801: 19,101 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.2 10.5 60.9 63.2 88.9 87.9: 11.1 12.1
Old : 100.0: 17.4 14.2 10.5 60.9 63.2 88.9 87.9: 11.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 94 77 102 159 177 301 308:
Old : 375: 94 77 102 159 177 301 308:
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 : 25.1 17.8 35.0 26.3 23.1 12.5 29.6 18.9
Old : 25.1 17.8 35.0 26.3 23.1 12.5 29.6 18.9
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 153,788: 24,714 13,368 275 73,634 69,631 98,623 83,274: 55,165 70,514
Old : 153,788: 24,714 13,368 275 73,634 69,631 98,623 83,274: 55,165 70,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 14,501: 5,172 -104 -68 9,895 14,829 14,999 14,657: -498 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.7 0.2 47.9 45.3 64.1 54.1: 35.9 45.9
Old : 100.0: 16.1 8.7 0.2 47.9 45.3 64.1 54.1: 35.9 45.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 2 17 15 21 19:
Old : 29: 4 2 2 17 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 31.6 48.6 42.8 28.0 31.2 46.2 42.2
Old : 28.6 31.6 48.6 42.8 28.0 31.2 46.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,898,766: 433,734 571,165 126,598 2,055,291 1,858,933 2,615,623 2,556,696: 283,143 342,070
Old : 2,898,766: 433,734 571,165 126,598 2,055,291 1,858,933 2,615,623 2,556,696: 283,143 342,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 93,340: 61,473 3,210 7,506 19,293 80,957 88,271 91,673: 5,069 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.7 4.4 70.9 64.1 90.2 88.2: 9.8 11.8
Old : 100.0: 15.0 19.7 4.4 70.9 64.1 90.2 88.2: 9.8 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 : 301: 56 66 58 116 158 203 251:
Old : 301: 56 66 58 116 158 203 251:
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 : 39.1 19.0 48.1 28.3 35.8 18.6 44.6 26.9
Old : 39.1 19.0 48.1 28.3 35.8 18.6 44.6 26.9
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 815,533: 59,876 80,961 181,769 553,940 504,486 795,585 767,215: 19,948 48,318
Old : 815,533: 59,876 80,961 181,769 553,940 504,486 795,585 767,215: 19,948 48,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -22,356: -15,179 -39,096 3,162 -10,635 14,513 -22,652 -21,420: 296 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.9 22.3 67.9 61.9 97.6 94.1: 2.4 5.9
Old : 100.0: 7.3 9.9 22.3 67.9 61.9 97.6 94.1: 2.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 13 44 34 50 66 86 122:
Old : 126: 13 44 34 50 66 86 122:
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 : 33.0 23.1 52.6 37.3 19.9 10.4 30.0 15.7
Old : 33.0 23.1 52.6 37.3 19.9 10.4 30.0 15.7
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,397: 31,241 6,361 607 17,198 39,641 49,046 46,609: 8,352 10,788
Old : 57,397: 31,241 6,361 607 17,198 39,641 49,046 46,609: 8,352 10,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 6,547: 3,548 1,488 -157 1,970 3,208 5,360 4,538: 1,187 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 11.1 1.1 30.0 69.1 85.4 81.2: 14.6 18.8
Old : 100.0: 54.4 11.1 1.1 30.0 69.1 85.4 81.2: 14.6 18.8
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 : 100: 36 18 4 26 29 65 48:
Old : 100: 36 18 4 26 29 65 48:
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 : 30.3 35.0 43.0 50.0 30.3 35.0 43.0 50.0
Old : 30.3 35.0 43.0 50.0 30.3 35.0 43.0 50.0
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 114,794: 62,482 12,722 1,214 34,395 79,283 98,091 93,218: 16,703 21,576
Old : 114,794: 62,482 12,722 1,214 34,395 79,283 98,091 93,218: 16,703 21,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 13,094: 7,096 2,975 -315 3,939 6,415 10,720 9,076: 2,374 4,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 11.1 1.1 30.0 69.1 85.4 81.2: 14.6 18.8
Old : 100.0: 54.4 11.1 1.1 30.0 69.1 85.4 81.2: 14.6 18.8
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 : 100: 36 18 4 26 29 65 48:
Old : 100: 36 18 4 26 29 65 48:
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 : 30.3 35.0 43.0 50.0 30.3 35.0 43.0 50.0
Old : 30.3 35.0 43.0 50.0 30.3 35.0 43.0 50.0
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 with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,624: 13,913 15,720 872 1,697 0 16,482 16,592: 142 32
Old : 16,624: 13,913 15,720 872 1,697 0 16,482 16,592: 142 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 158: 174 205 -37 0 0 137 168: 21 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 94.6 5.2 10.2 0.0 99.1 99.8: 0.9 0.2
Old : 100.0: 83.7 94.6 5.2 10.2 0.0 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 22 8 2 2 0 25 9:
Old : 32: 22 8 2 2 0 25 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 82.7 83.3 97.4 61.4 80.3 80.4 94.6
Old : 64.3 82.7 83.3 97.4 61.4 80.3 80.4 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,886: 13,188 10,337 278 11,316 14,180 24,782 24,795: 104 91
Old : 24,886: 13,188 10,337 278 11,316 14,180 24,782 24,795: 104 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,028: -1,136 -327 0 93 -681 -1,043 -1,008: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 41.5 1.1 45.5 57.0 99.6 99.6: 0.4 0.4
Old : 100.0: 53.0 41.5 1.1 45.5 57.0 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 17 1 5 19 12 36:
Old : 45: 6 17 1 5 19 12 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 49.7 96.7 68.9 83.4 49.7 96.3 68.9
Old : 83.4 49.7 96.7 68.9 83.4 49.7 96.3 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,563: 19,511 8,915 49 7,926 18,528 27,486 27,492: 77 71
Old : 27,563: 19,511 8,915 49 7,926 18,528 27,486 27,492: 77 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 794: 1,348 -682 0 -585 1,467 763 785: 31 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 32.3 0.2 28.8 67.2 99.7 99.7: 0.3 0.3
Old : 100.0: 70.8 32.3 0.2 28.8 67.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 8 1 3 11 14 20:
Old : 32: 11 8 1 3 11 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 68.6 96.4 88.8 88.1 68.6 94.9 88.8
Old : 88.2 68.6 96.4 88.8 88.1 68.6 94.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016