WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 567,300: 111,239 215,025 173,366 227,748 133,060 512,353 521,451: 54,947 45,849
Old : 537,059: 103,962 215,323 164,625 216,581 115,970 485,168 495,917: 51,891 41,141
Other: 30,241: 13,253 5,679 2,764 11,167 17,090 27,185 25,533: 3,056 4,707
: : :
: : Changes in Commitments from: July 12, 2016 :
: 22,217: 5,668 7,009 14,062 -231 -857 19,499 20,214: 2,718 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 37.9 30.6 40.1 23.5 90.3 91.9: 9.7 8.1
Old : 100.0: 19.4 40.1 30.7 40.3 21.6 90.3 92.3: 9.7 7.7
Other: 100.0: 43.8 18.8 9.1 36.9 56.5 89.9 84.4: 10.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 164 156 141 136 116 380 345:
Old : 485: 165 157 136 136 109 375 336:
Other: 115: 21 24 16 30 52 60 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 9.1 18.7 16.4 10.1 7.5 15.6 13.8
Old : 12.2 9.4 19.2 16.8 10.7 8.1 16.2 14.7
Other: 44.4 26.6 56.8 41.4 44.4 25.4 54.0 38.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 247,621: 73,235 91,491 42,917 109,053 88,720 225,205 223,128: 22,416 24,493
Old : 230,861: 71,625 91,143 39,025 99,445 78,576 210,095 208,744: 20,766 22,116
Other: 16,760: 4,809 3,547 693 9,608 10,144 15,110 14,383: 1,650 2,376
: : :
: : Changes in Commitments from: July 12, 2016 :
: 6,007: -1,879 -840 2,057 4,064 4,414 4,241 5,631: 1,766 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 36.9 17.3 44.0 35.8 90.9 90.1: 9.1 9.9
Old : 100.0: 31.0 39.5 16.9 43.1 34.0 91.0 90.4: 9.0 9.6
Other: 100.0: 28.7 21.2 4.1 57.3 60.5 90.2 85.8: 9.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 71 64 92 83 191 195:
Old : 255: 69 69 61 92 82 187 192:
Other: 85: 15 15 9 27 38 47 57:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.4 22.8 27.9 12.6 15.4 19.3 25.1
Old : 14.1 18.0 23.4 28.6 13.3 16.1 20.4 26.4
Other: 37.0 50.1 58.8 61.7 37.0 45.8 58.2 57.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,826,301: 339,081 235,431 545,426 766,168 789,853 1,650,674 1,570,710: 175,626 255,591
Old : 725,588: 190,441 197,720 193,251 286,913 279,810 670,605 670,781: 54,983 54,807
Other: 1,100,713: 278,020 167,091 222,795 479,255 510,043 980,069 899,929: 120,643 200,784
: : :
: : Changes in Commitments from: July 12, 2016 :
: 20,656: -4,520 18,206 30,961 -5,314 -26,884 21,127 22,282: -471 -1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.9 29.9 42.0 43.2 90.4 86.0: 9.6 14.0
Old : 100.0: 26.2 27.2 26.6 39.5 38.6 92.4 92.4: 7.6 7.6
Other: 100.0: 25.3 15.2 20.2 43.5 46.3 89.0 81.8: 11.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 796: 214 151 225 337 358 657 639:
Old : 642: 177 102 118 252 252 472 431:
Other: 729: 178 138 161 282 343 534 571:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.2 16.9 18.3 6.5 6.3 11.1 10.3
Old : 9.3 16.3 17.6 26.5 8.3 13.2 14.9 20.8
Other: 13.2 12.1 20.4 18.5 8.8 6.3 14.0 10.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,642: 2,601 3,164 1,329 3,731 4,330 7,661 8,823: 2,981 1,819
Old : 10,642: 2,601 3,164 1,329 3,731 4,330 7,661 8,823: 2,981 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -42: 121 26 49 8 51 178 126: -220 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 29.7 12.5 35.1 40.7 72.0 82.9: 28.0 17.1
Old : 100.0: 24.4 29.7 12.5 35.1 40.7 72.0 82.9: 28.0 17.1
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 : 50: 15 16 7 16 13 34 33:
Old : 50: 15 16 7 16 13 34 33:
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 : 32.5 42.9 44.6 57.5 25.5 38.1 33.7 47.2
Old : 32.5 42.9 44.6 57.5 25.5 38.1 33.7 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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,118,941: 231,667 62,954 379,228 446,370 567,603 1,057,264 1,009,785: 61,677 109,156
Old : 167,210: 27,591 6,523 74,298 56,905 74,930 158,794 155,750: 8,417 11,460
Other: 951,730: 215,143 67,498 293,863 389,465 492,673 898,470 854,035: 53,260 97,696
: : :
: : Changes in Commitments from: July 12, 2016 :
: -146: -19,855 241 3,305 16,369 -1,412 -181 2,134: 35 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.6 33.9 39.9 50.7 94.5 90.2: 5.5 9.8
Old : 100.0: 16.5 3.9 44.4 34.0 44.8 95.0 93.1: 5.0 6.9
Other: 100.0: 22.6 7.1 30.9 40.9 51.8 94.4 89.7: 5.6 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 229 178 242 232 274 582 587:
Old : 443: 112 91 95 125 159 287 301:
Other: 708: 214 189 224 202 269 536 566:
:----------------------------------------------------------------------------------------------------
: 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 12.6 23.3 21.3 8.9 7.3 13.1 12.0
Old : 18.8 20.9 30.1 32.4 6.8 14.1 12.0 17.4
Other: 15.2 12.1 23.2 20.5 10.2 6.4 14.6 11.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 34,360: 10,091 4,903 9 13 10,444 10,113 15,356: 24,247 19,004
Old : 1,122: 906 223 0 9 294 915 517: 207 605
Other: 33,238: 9,193 4,688 1 4 10,150 9,198 14,839: 24,040 18,399
: : :
: : Changes in Commitments from: July 12, 2016 :
: 159: 48 227 -8 2 88 42 307: 117 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.3 0.0 0.0 30.4 29.4 44.7: 70.6 55.3
Old : 100.0: 80.7 19.9 0.0 0.8 26.2 81.6 46.1: 18.4 53.9
Other: 100.0: 27.7 14.1 0.0 0.0 30.5 27.7 44.6: 72.3 55.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 17 4 5 27 10 46:
Old : 37: 4 10 0 3 21 7 31:
Other: 47: 3 17 1 2 27 5 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 12.6 29.4 18.6 29.4 12.6 29.4 18.6
Old : 81.1 27.3 81.6 37.0 81.0 27.3 81.2 37.0
Other: 27.7 12.4 27.7 18.6 27.7 12.4 27.7 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 406,016: 83,624 75,858 83,875 206,813 215,838 374,313 375,572: 31,703 30,445
Old : 102,097: 23,561 11,996 19,466 51,276 62,833 94,303 94,295: 7,794 7,801
Other: 303,919: 74,767 78,566 49,706 155,538 153,005 280,010 281,276: 23,909 22,643
: : :
: : Changes in Commitments from: July 12, 2016 :
: 8,588: 2,851 3,430 3,005 3,083 2,102 8,940 8,537: -352 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.7 20.7 50.9 53.2 92.2 92.5: 7.8 7.5
Old : 100.0: 23.1 11.7 19.1 50.2 61.5 92.4 92.4: 7.6 7.6
Other: 100.0: 24.6 25.9 16.4 51.2 50.3 92.1 92.5: 7.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 73 98 96 92 84 232 229:
Old : 177: 49 39 39 61 65 121 132:
Other: 277: 69 94 81 78 71 207 197:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 25.8 16.0 32.8 8.1 20.7 14.1 26.3
Old : 19.2 24.6 31.7 39.1 17.9 18.4 27.9 28.0
Other: 10.9 28.1 19.8 35.4 10.2 24.5 17.8 30.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 731,497: 168,886 75,090 85,873 311,649 420,128 566,409 581,091: 165,089 150,407
Old : 731,497: 168,886 75,090 85,873 311,649 420,128 566,409 581,091: 165,089 150,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 7,283: -9,981 2,420 4,773 4,898 11,803 -310 18,997: 7,593 -11,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.3 11.7 42.6 57.4 77.4 79.4: 22.6 20.6
Old : 100.0: 23.1 10.3 11.7 42.6 57.4 77.4 79.4: 22.6 20.6
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 : 169: 48 32 49 64 74 134 133:
Old : 169: 48 32 49 64 74 134 133:
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 : 16.5 20.1 24.6 30.7 11.1 13.9 18.1 21.3
Old : 16.5 20.1 24.6 30.7 11.1 13.9 18.1 21.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 590,557: 68,975 139,182 7,830 376,064 357,365 452,869 504,376: 137,688 86,181
Old : 590,557: 68,975 139,182 7,830 376,064 357,365 452,869 504,376: 137,688 86,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 5,833: 9,948 2,474 488 73 -1,639 10,508 1,323: -4,675 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 23.6 1.3 63.7 60.5 76.7 85.4: 23.3 14.6
Old : 100.0: 11.7 23.6 1.3 63.7 60.5 76.7 85.4: 23.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 19 12 11 48 51 73 68:
Old : 96: 19 12 11 48 51 73 68:
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 : 22.0 41.0 36.8 52.0 18.6 40.2 28.5 49.7
Old : 22.0 41.0 36.8 52.0 18.6 40.2 28.5 49.7
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 with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,026: 2,552 524 928 1,317 3,446 4,797 4,898: 229 128
Old : 5,026: 2,552 524 928 1,317 3,446 4,797 4,898: 229 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 73: 32 -122 56 86 104 174 38: -101 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 10.4 18.5 26.2 68.6 95.4 97.5: 4.6 2.5
Old : 100.0: 50.8 10.4 18.5 26.2 68.6 95.4 97.5: 4.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 4 4 10 13 29 19:
Old : 37: 17 4 4 10 13 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 57.1 67.4 83.1 36.2 43.9 53.6 59.5
Old : 46.8 57.1 67.4 83.1 36.2 43.9 53.6 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 455,091: 99,861 22,626 107,070 201,251 295,656 408,181 425,352: 46,910 29,740
Old : 124,026: 28,508 3,517 31,323 49,261 79,200 109,092 114,040: 14,934 9,986
Other: 331,065: 88,767 36,523 58,333 151,989 216,456 299,089 311,312: 31,976 19,753
: : :
: : Changes in Commitments from: July 12, 2016 :
: -2,206: -1,584 3,477 -1,908 4,125 -2,675 633 -1,105: -2,839 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 5.0 23.5 44.2 65.0 89.7 93.5: 10.3 6.5
Old : 100.0: 23.0 2.8 25.3 39.7 63.9 88.0 91.9: 12.0 8.1
Other: 100.0: 26.8 11.0 17.6 45.9 65.4 90.3 94.0: 9.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 91 45 91 97 94 241 197:
Old : 194: 70 20 41 73 74 159 121:
Other: 261: 82 62 75 89 81 217 176:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 30.5 19.0 39.7 9.5 25.8 14.0 30.3
Old : 15.1 24.5 26.0 39.3 11.7 23.1 18.6 31.0
Other: 11.9 33.2 19.0 42.0 11.0 28.0 16.6 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,720: 2,107 2,403 1,155 5,294 5,403 8,556 8,961: 2,164 1,759
Old : 10,720: 2,107 2,403 1,155 5,294 5,403 8,556 8,961: 2,164 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 418: -69 271 164 192 -75 288 360: 130 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.4 10.8 49.4 50.4 79.8 83.6: 20.2 16.4
Old : 100.0: 19.7 22.4 10.8 49.4 50.4 79.8 83.6: 20.2 16.4
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 : 66: 21 19 11 21 15 47 42:
Old : 66: 21 19 11 21 15 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.7 51.1 49.5 38.2 33.2 46.5 45.4
Old : 40.6 35.7 51.1 49.5 38.2 33.2 46.5 45.4
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 with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,065,274: 246,478 236,432 45,464 649,038 642,526 940,981 924,422: 124,293 140,852
Old : 1,065,274: 246,478 236,432 45,464 649,038 642,526 940,981 924,422: 124,293 140,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10,216: -21,170 7,365 -5,736 34,098 5,754 7,192 7,383: 3,024 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.2 4.3 60.9 60.3 88.3 86.8: 11.7 13.2
Old : 100.0: 23.1 22.2 4.3 60.9 60.3 88.3 86.8: 11.7 13.2
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 : 252: 47 64 42 94 107 167 188:
Old : 252: 47 64 42 94 107 167 188:
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 : 23.5 19.7 34.5 29.0 21.8 19.6 29.6 27.7
Old : 23.5 19.7 34.5 29.0 21.8 19.6 29.6 27.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,442,918: 559,246 475,003 363,065 2,130,153 2,150,568 3,052,464 2,988,635: 390,454 454,283
Old : 3,442,918: 559,246 475,003 363,065 2,130,153 2,150,568 3,052,464 2,988,635: 390,454 454,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -116,735: -60,307 -29,848 -11,662 -39,341 -99,001 -111,310 -140,512: -5,424 23,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.8 10.5 61.9 62.5 88.7 86.8: 11.3 13.2
Old : 100.0: 16.2 13.8 10.5 61.9 62.5 88.7 86.8: 11.3 13.2
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 : 370: 89 75 107 161 180 299 313:
Old : 370: 89 75 107 161 180 299 313:
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 : 25.7 17.2 35.3 25.3 23.9 11.5 30.0 18.2
Old : 25.7 17.2 35.3 25.3 23.9 11.5 30.0 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 168,901: 24,834 13,288 478 88,959 79,129 114,271 92,895: 54,629 76,005
Old : 168,901: 24,834 13,288 478 88,959 79,129 114,271 92,895: 54,629 76,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 15,113: 120 -80 203 15,325 9,498 15,648 9,621: -536 5,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.9 0.3 52.7 46.8 67.7 55.0: 32.3 45.0
Old : 100.0: 14.7 7.9 0.3 52.7 46.8 67.7 55.0: 32.3 45.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 1 20 16 24 19:
Old : 32: 4 2 1 20 16 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.7 46.4 42.3 30.0 30.1 44.5 41.5
Old : 30.5 30.7 46.4 42.3 30.0 30.1 44.5 41.5
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,861,870: 385,165 559,173 133,757 2,066,432 1,837,995 2,585,354 2,530,925: 276,517 330,945
Old : 2,861,870: 385,165 559,173 133,757 2,066,432 1,837,995 2,585,354 2,530,925: 276,517 330,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -36,896: -48,569 -11,992 7,160 11,140 -20,938 -30,269 -25,771: -6,626 -11,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.5 4.7 72.2 64.2 90.3 88.4: 9.7 11.6
Old : 100.0: 13.5 19.5 4.7 72.2 64.2 90.3 88.4: 9.7 11.6
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 : 300: 51 72 59 117 154 203 250:
Old : 300: 51 72 59 117 154 203 250:
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 : 38.8 18.4 47.9 28.3 35.3 18.0 44.3 27.1
Old : 38.8 18.4 47.9 28.3 35.3 18.0 44.3 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 834,282: 44,473 97,561 192,255 575,953 496,730 812,681 786,546: 21,601 47,735
Old : 834,282: 44,473 97,561 192,255 575,953 496,730 812,681 786,546: 21,601 47,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 18,748: -15,403 16,601 10,486 22,013 -7,756 17,096 19,331: 1,653 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.7 23.0 69.0 59.5 97.4 94.3: 2.6 5.7
Old : 100.0: 5.3 11.7 23.0 69.0 59.5 97.4 94.3: 2.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 14 45 36 49 61 88 120:
Old : 127: 14 45 36 49 61 88 120:
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 : 32.6 25.2 52.3 38.6 19.7 10.7 28.1 15.0
Old : 32.6 25.2 52.3 38.6 19.7 10.7 28.1 15.0
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 with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 64,006: 38,688 7,137 275 17,284 44,983 56,247 52,395: 7,759 11,611
Old : 64,006: 38,688 7,137 275 17,284 44,983 56,247 52,395: 7,759 11,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 6,609: 7,446 776 -332 86 5,342 7,201 5,786: -592 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 11.2 0.4 27.0 70.3 87.9 81.9: 12.1 18.1
Old : 100.0: 60.4 11.2 0.4 27.0 70.3 87.9 81.9: 12.1 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 : 111: 41 22 2 27 28 70 50:
Old : 111: 41 22 2 27 28 70 50:
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 : 35.0 34.7 47.9 51.1 35.0 34.7 47.9 51.1
Old : 35.0 34.7 47.9 51.1 35.0 34.7 47.9 51.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 128,012: 77,375 14,274 551 34,568 89,966 112,493 104,791: 15,519 23,221
Old : 128,012: 77,375 14,274 551 34,568 89,966 112,493 104,791: 15,519 23,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 13,218: 14,893 1,552 -663 172 10,684 14,402 11,572: -1,184 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 11.2 0.4 27.0 70.3 87.9 81.9: 12.1 18.1
Old : 100.0: 60.4 11.2 0.4 27.0 70.3 87.9 81.9: 12.1 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 : 111: 41 22 2 27 28 70 50:
Old : 111: 41 22 2 27 28 70 50:
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 : 35.0 34.7 47.9 51.1 35.0 34.7 47.9 51.1
Old : 35.0 34.7 47.9 51.1 35.0 34.7 47.9 51.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,435: 13,442 15,571 835 1,977 0 16,254 16,406: 181 29
Old : 16,435: 13,442 15,571 835 1,977 0 16,254 16,406: 181 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -189: -471 -149 -37 280 0 -228 -186: 39 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 94.7 5.1 12.0 0.0 98.9 99.8: 1.1 0.2
Old : 100.0: 81.8 94.7 5.1 12.0 0.0 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 23 10 2 2 0 26 11:
Old : 35: 23 10 2 2 0 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 84.9 85.5 96.3 66.8 82.6 82.8 92.8
Old : 69.5 84.9 85.5 96.3 66.8 82.6 82.8 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,402: 14,321 10,313 278 10,645 14,670 25,244 25,261: 158 141
Old : 25,402: 14,321 10,313 278 10,645 14,670 25,244 25,261: 158 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 516: 1,133 -24 0 -671 490 462 466: 54 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 40.6 1.1 41.9 57.8 99.4 99.4: 0.6 0.6
Old : 100.0: 56.4 40.6 1.1 41.9 57.8 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 15 1 5 17 13 32:
Old : 42: 7 15 1 5 17 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 48.0 94.5 65.4 82.3 48.0 94.5 65.4
Old : 82.3 48.0 94.5 65.4 82.3 48.0 94.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,812: 21,590 8,869 49 8,094 20,801 29,733 29,719: 79 93
Old : 29,812: 21,590 8,869 49 8,094 20,801 29,733 29,719: 79 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,249: 2,079 -46 0 168 2,273 2,247 2,227: 2 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 29.7 0.2 27.2 69.8 99.7 99.7: 0.3 0.3
Old : 100.0: 72.4 29.7 0.2 27.2 69.8 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 11 1 4 11 14 23:
Old : 35: 10 11 1 4 11 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.7 69.4 96.0 88.3 88.7 69.4 94.8 88.3
Old : 88.7 69.4 96.0 88.3 88.7 69.4 94.8 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016