WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 561,410: 111,544 225,772 165,951 227,979 123,401 505,474 515,124: 55,936 46,285
Old : 528,340: 105,020 227,500 154,917 215,598 104,263 475,534 486,680: 52,806 41,660
Other: 33,069: 14,619 6,367 2,939 12,381 19,138 29,939 28,445: 3,130 4,625
: : :
: : Changes in Commitments from: July 19, 2016 :
: -5,890: 305 10,747 -7,415 230 -9,659 -6,879 -6,326: 989 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 40.2 29.6 40.6 22.0 90.0 91.8: 10.0 8.2
Old : 100.0: 19.9 43.1 29.3 40.8 19.7 90.0 92.1: 10.0 7.9
Other: 100.0: 44.2 19.3 8.9 37.4 57.9 90.5 86.0: 9.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 163 149 140 140 115 381 337:
Old : 481: 161 155 133 140 109 377 327:
Other: 130: 29 24 19 30 58 68 95:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 8.8 18.3 16.6 10.0 8.0 15.0 15.0
Old : 11.8 9.1 18.8 17.4 10.4 8.4 15.7 15.9
Other: 40.6 25.1 53.4 39.4 40.6 23.9 50.1 37.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 257,976: 72,066 91,703 47,691 114,782 94,113 234,538 233,507: 23,438 24,470
Old : 238,944: 72,005 91,575 42,054 103,186 83,378 217,246 217,007: 21,697 21,936
Other: 19,033: 4,906 4,973 791 11,596 10,736 17,292 16,500: 1,741 2,533
: : :
: : Changes in Commitments from: July 19, 2016 :
: 10,356: -1,169 212 4,774 5,729 5,393 9,334 10,379: 1,022 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 35.5 18.5 44.5 36.5 90.9 90.5: 9.1 9.5
Old : 100.0: 30.1 38.3 17.6 43.2 34.9 90.9 90.8: 9.1 9.2
Other: 100.0: 25.8 26.1 4.2 60.9 56.4 90.9 86.7: 9.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 71 72 70 97 82 203 197:
Old : 263: 71 70 65 97 81 198 193:
Other: 95: 16 16 10 31 43 52 64:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 16.9 22.3 27.5 12.2 15.7 19.0 25.2
Old : 13.6 17.8 22.9 28.4 13.0 16.5 20.4 26.8
Other: 33.3 45.3 52.9 59.2 33.3 41.5 52.4 55.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 1,759,784: 325,132 264,730 500,517 752,848 735,409 1,578,497 1,500,656: 181,287 259,128
Old : 622,271: 183,434 205,832 131,135 255,912 233,584 570,480 570,552: 51,791 51,719
Other: 1,137,513: 284,005 201,204 227,076 496,937 501,825 1,008,017 930,105: 129,496 207,408
: : :
: : Changes in Commitments from: July 19, 2016 :
: -66,517: -13,949 29,300 -44,909 -13,320 -54,444 -72,177 -70,053: 5,661 3,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.0 28.4 42.8 41.8 89.7 85.3: 10.3 14.7
Old : 100.0: 29.5 33.1 21.1 41.1 37.5 91.7 91.7: 8.3 8.3
Other: 100.0: 25.0 17.7 20.0 43.7 44.1 88.6 81.8: 11.4 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 214 160 231 337 338 664 628:
Old : 626: 168 110 109 248 231 462 405:
Other: 734: 195 141 172 282 326 550 569:
:----------------------------------------------------------------------------------------------------
: 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 11.5 16.7 17.5 7.2 7.1 11.9 11.2
Old : 9.7 18.3 17.4 28.7 9.0 16.4 15.9 24.8
Other: 13.6 11.7 20.6 18.1 10.0 6.4 14.8 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 10,853: 2,844 3,130 1,409 3,869 4,506 8,122 9,045: 2,731 1,808
Old : 10,853: 2,844 3,130 1,409 3,869 4,506 8,122 9,045: 2,731 1,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 211: 243 -34 81 137 175 461 222: -250 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 28.8 13.0 35.6 41.5 74.8 83.3: 25.2 16.7
Old : 100.0: 26.2 28.8 13.0 35.6 41.5 74.8 83.3: 25.2 16.7
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 : 53: 18 15 8 17 13 38 34:
Old : 53: 18 15 8 17 13 38 34:
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 : 32.3 43.1 44.3 57.2 24.7 37.6 33.4 46.0
Old : 32.3 43.1 44.3 57.2 24.7 37.6 33.4 46.0
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 26, 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 : 969,840: 213,946 57,571 298,677 396,406 504,189 909,029 860,437: 60,811 109,403
Old : 38,194: 10,970 2,462 12 22,327 29,690 33,309 32,164: 4,885 6,030
Other: 931,646: 209,457 61,590 292,184 374,079 474,499 875,720 828,273: 55,926 103,373
: : :
: : Changes in Commitments from: July 19, 2016 :
: -149,101: -17,721 -5,383 -80,551 -49,964 -63,414 -148,235 -149,348: -866 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.9 30.8 40.9 52.0 93.7 88.7: 6.3 11.3
Old : 100.0: 28.7 6.4 0.0 58.5 77.7 87.2 84.2: 12.8 15.8
Other: 100.0: 22.5 6.6 31.4 40.2 50.9 94.0 88.9: 6.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 226 151 228 221 265 554 548:
Old : 262: 58 31 2 76 113 135 145:
Other: 677: 213 166 218 204 261 528 541:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 12.7 22.4 21.1 10.7 8.3 15.5 12.6
Old : 32.5 48.4 43.0 55.3 32.5 48.4 42.8 55.3
Other: 14.9 12.3 22.7 20.6 10.5 6.9 15.5 11.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 33,704: 9,345 4,437 5 15 10,794 9,365 15,236: 24,339 18,468
Old : 601: 526 105 0 5 99 531 204: 70 397
Other: 33,103: 8,819 4,332 5 10 10,695 8,834 15,032: 24,269 18,071
: : :
: : Changes in Commitments from: July 19, 2016 :
: -656: -746 -466 -4 2 350 -748 -120: 92 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.2 0.0 0.0 32.0 27.8 45.2: 72.2 54.8
Old : 100.0: 87.5 17.5 0.0 0.8 16.5 88.4 33.9: 11.6 66.1
Other: 100.0: 26.6 13.1 0.0 0.0 32.3 26.7 45.4: 73.3 54.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 15 2 4 29 7 45:
Old : 21: 1 6 0 1 14 2 20:
Other: 46: 2 15 2 3 29 6 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 : 27.8 12.8 27.8 18.9 27.7 12.8 27.7 18.9
Old : 88.4 22.5 88.4 28.0 87.5 22.1 87.5 27.1
Other: 26.7 12.8 26.7 19.1 26.6 12.8 26.6 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 405,977: 83,275 80,967 84,121 204,818 208,909 372,214 373,997: 33,764 31,981
Old : 80,547: 17,347 11,237 14,049 42,694 48,581 74,091 73,867: 6,456 6,679
Other: 325,431: 76,862 80,665 59,137 162,124 160,328 298,123 300,129: 27,308 25,302
: : :
: : Changes in Commitments from: July 19, 2016 :
: -39: -349 5,109 245 -1,995 -6,929 -2,099 -1,575: 2,061 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.9 20.7 50.5 51.5 91.7 92.1: 8.3 7.9
Old : 100.0: 21.5 14.0 17.4 53.0 60.3 92.0 91.7: 8.0 8.3
Other: 100.0: 23.6 24.8 18.2 49.8 49.3 91.6 92.2: 8.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 77 101 99 90 82 236 229:
Old : 173: 43 43 38 53 56 113 125:
Other: 286: 75 95 87 80 75 216 208:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 25.1 17.0 32.1 7.9 19.5 13.9 25.1
Old : 19.8 27.3 32.4 41.0 16.3 21.5 25.7 31.0
Other: 10.9 27.1 19.5 33.9 9.6 23.2 17.1 28.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 669,095: 170,040 71,792 55,893 284,771 396,453 510,704 524,138: 158,391 144,957
Old : 669,095: 170,040 71,792 55,893 284,771 396,453 510,704 524,138: 158,391 144,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -62,402: 1,154 -3,298 -29,980 -26,879 -23,675 -55,705 -56,953: -6,697 -5,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.7 8.4 42.6 59.3 76.3 78.3: 23.7 21.7
Old : 100.0: 25.4 10.7 8.4 42.6 59.3 76.3 78.3: 23.7 21.7
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: 40 30 39 61 70 121 119:
Old : 154: 40 30 39 61 70 121 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 21.7 23.7 32.3 10.7 16.3 18.2 24.3
Old : 14.7 21.7 23.7 32.3 10.7 16.3 18.2 24.3
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 26, 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 : 604,021: 66,455 144,635 8,172 399,120 369,440 473,747 522,247: 130,274 81,774
Old : 604,021: 66,455 144,635 8,172 399,120 369,440 473,747 522,247: 130,274 81,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 13,464: -2,520 5,454 343 23,056 12,075 20,878 17,871: -7,414 -4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 23.9 1.4 66.1 61.2 78.4 86.5: 21.6 13.5
Old : 100.0: 11.0 23.9 1.4 66.1 61.2 78.4 86.5: 21.6 13.5
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 : 99: 17 14 11 50 51 74 69:
Old : 99: 17 14 11 50 51 74 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 : 23.6 40.7 38.4 52.4 19.0 40.5 30.0 50.5
Old : 23.6 40.7 38.4 52.4 19.0 40.5 30.0 50.5
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 26, 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 : 4,436: 1,896 272 1,063 1,280 2,996 4,239 4,331: 197 105
Old : 4,436: 1,896 272 1,063 1,280 2,996 4,239 4,331: 197 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -590: -656 -252 135 -37 -450 -558 -567: -32 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 6.1 24.0 28.9 67.5 95.6 97.6: 4.4 2.4
Old : 100.0: 42.7 6.1 24.0 28.9 67.5 95.6 97.6: 4.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 5 4 10 14 23 21:
Old : 33: 11 5 4 10 14 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 54.0 72.6 82.6 40.2 43.6 53.3 52.5
Old : 51.6 54.0 72.6 82.6 40.2 43.6 53.3 52.5
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 26, 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 : 432,075: 97,926 23,163 89,788 196,729 290,924 384,444 403,876: 47,631 28,199
Old : 92,928: 22,003 4,349 18,187 39,456 61,674 79,646 84,211: 13,282 8,718
Other: 339,146: 89,826 32,716 57,699 157,273 229,250 304,797 319,665: 34,349 19,482
: : :
: : Changes in Commitments from: July 19, 2016 :
: -23,017: -1,935 537 -17,281 -4,522 -4,732 -23,738 -21,476: 721 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.4 20.8 45.5 67.3 89.0 93.5: 11.0 6.5
Old : 100.0: 23.7 4.7 19.6 42.5 66.4 85.7 90.6: 14.3 9.4
Other: 100.0: 26.5 9.6 17.0 46.4 67.6 89.9 94.3: 10.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 81 47 82 96 90 227 183:
Old : 182: 61 23 35 69 69 142 115:
Other: 245: 75 60 73 86 80 208 167:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 33.5 18.9 42.3 10.0 28.5 15.0 32.6
Old : 16.4 27.0 26.6 40.4 15.0 23.2 22.5 34.1
Other: 11.9 35.3 19.4 43.8 10.7 29.9 16.6 34.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 10,436: 1,882 3,066 884 5,396 4,572 8,162 8,521: 2,275 1,915
Old : 10,436: 1,882 3,066 884 5,396 4,572 8,162 8,521: 2,275 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -283: -225 663 -271 102 -831 -394 -439: 110 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 29.4 8.5 51.7 43.8 78.2 81.7: 21.8 18.3
Old : 100.0: 18.0 29.4 8.5 51.7 43.8 78.2 81.7: 21.8 18.3
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 : 68: 16 27 9 20 15 42 46:
Old : 68: 16 27 9 20 15 42 46:
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 : 43.1 33.0 53.0 45.4 41.4 32.3 51.1 43.6
Old : 43.1 33.0 53.0 45.4 41.4 32.3 51.1 43.6
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 26, 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 : 1,083,374: 257,457 265,039 43,443 657,217 630,709 958,117 939,191: 125,256 144,183
Old : 1,083,374: 257,457 265,039 43,443 657,217 630,709 958,117 939,191: 125,256 144,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 18,100: 10,979 28,607 -2,021 8,179 -11,817 17,137 14,769: 963 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.5 4.0 60.7 58.2 88.4 86.7: 11.6 13.3
Old : 100.0: 23.8 24.5 4.0 60.7 58.2 88.4 86.7: 11.6 13.3
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 : 258: 56 56 40 96 109 171 186:
Old : 258: 56 56 40 96 109 171 186:
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 : 22.3 19.1 33.0 28.3 20.2 19.0 27.8 27.1
Old : 22.3 19.1 33.0 28.3 20.2 19.0 27.8 27.1
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 26, 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 : 3,167,579: 565,124 423,986 278,815 1,921,041 2,014,981 2,764,981 2,717,783: 402,598 449,796
Old : 3,167,579: 565,124 423,986 278,815 1,921,041 2,014,981 2,764,981 2,717,783: 402,598 449,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -275,339: 5,878 -51,016 -84,249 -209,112 -135,587 -287,483 -270,852: 12,144 -4,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 13.4 8.8 60.6 63.6 87.3 85.8: 12.7 14.2
Old : 100.0: 17.8 13.4 8.8 60.6 63.6 87.3 85.8: 12.7 14.2
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 : 353: 87 75 97 141 162 272 290:
Old : 353: 87 75 97 141 162 272 290:
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 : 27.6 18.1 36.7 26.3 25.6 12.5 31.8 18.8
Old : 27.6 18.1 36.7 26.3 25.6 12.5 31.8 18.8
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 with Delta-adjusted Options and Futures Combined, July 26, 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 : 175,292: 30,968 13,960 195 90,254 88,815 121,417 102,970: 53,875 72,322
Old : 175,292: 30,968 13,960 195 90,254 88,815 121,417 102,970: 53,875 72,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,391: 6,134 672 -283 1,295 9,686 7,146 10,074: -754 -3,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.0 0.1 51.5 50.7 69.3 58.7: 30.7 41.3
Old : 100.0: 17.7 8.0 0.1 51.5 50.7 69.3 58.7: 30.7 41.3
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 : 33: 5 2 1 20 16 25 19:
Old : 33: 5 2 1 20 16 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.8 48.5 46.1 32.9 33.7 47.1 44.9
Old : 33.5 34.8 48.5 46.1 32.9 33.7 47.1 44.9
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 26, 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 : 2,818,049: 365,204 568,215 106,506 2,069,573 1,813,877 2,541,283 2,488,598: 276,766 329,451
Old : 2,818,049: 365,204 568,215 106,506 2,069,573 1,813,877 2,541,283 2,488,598: 276,766 329,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -43,821: -19,961 9,042 -27,251 3,142 -24,118 -44,071 -42,327: 249 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.2 3.8 73.4 64.4 90.2 88.3: 9.8 11.7
Old : 100.0: 13.0 20.2 3.8 73.4 64.4 90.2 88.3: 9.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 43 78 57 112 153 193 250:
Old : 298: 43 78 57 112 153 193 250:
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 : 40.7 18.8 50.1 28.2 37.1 18.5 46.5 27.1
Old : 40.7 18.8 50.1 28.2 37.1 18.5 46.5 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 26, 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 : 868,224: 52,511 94,293 198,353 597,217 524,945 848,081 817,590: 20,144 50,634
Old : 868,224: 52,511 94,293 198,353 597,217 524,945 848,081 817,590: 20,144 50,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 33,943: 8,038 -3,268 6,098 21,264 28,215 35,400 31,044: -1,457 2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.9 22.8 68.8 60.5 97.7 94.2: 2.3 5.8
Old : 100.0: 6.0 10.9 22.8 68.8 60.5 97.7 94.2: 2.3 5.8
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 : 125: 16 40 36 52 63 91 119:
Old : 125: 16 40 36 52 63 91 119:
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 25.3 50.2 39.3 18.6 9.9 28.8 14.7
Old : 30.5 25.3 50.2 39.3 18.6 9.9 28.8 14.7
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 26, 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 : 68,400: 41,663 8,039 366 16,930 49,707 58,959 58,113: 9,440 10,287
Old : 68,400: 41,663 8,039 366 16,930 49,707 58,959 58,113: 9,440 10,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,394: 2,975 903 91 -354 4,724 2,713 5,717: 1,681 -1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 11.8 0.5 24.8 72.7 86.2 85.0: 13.8 15.0
Old : 100.0: 60.9 11.8 0.5 24.8 72.7 86.2 85.0: 13.8 15.0
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 : 120: 45 28 4 24 30 73 58:
Old : 120: 45 28 4 24 30 73 58:
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 : 34.7 37.5 46.2 54.2 34.7 37.5 46.2 54.2
Old : 34.7 37.5 46.2 54.2 34.7 37.5 46.2 54.2
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 26, 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 : 136,799: 83,326 16,079 733 33,860 99,414 117,919 116,226: 18,881 20,574
Old : 136,799: 83,326 16,079 733 33,860 99,414 117,919 116,226: 18,881 20,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 8,787: 5,951 1,805 182 -707 9,447 5,425 11,435: 3,362 -2,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 11.8 0.5 24.8 72.7 86.2 85.0: 13.8 15.0
Old : 100.0: 60.9 11.8 0.5 24.8 72.7 86.2 85.0: 13.8 15.0
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 : 120: 45 28 4 24 30 73 58:
Old : 120: 45 28 4 24 30 73 58:
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 : 34.7 37.5 46.2 54.2 34.7 37.5 46.2 54.2
Old : 34.7 37.5 46.2 54.2 34.7 37.5 46.2 54.2
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 26, 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 : 15,170: 12,301 14,462 694 1,977 0 14,972 15,156: 198 14
Old : 15,170: 12,301 14,462 694 1,977 0 14,972 15,156: 198 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,265: -1,141 -1,109 -141 0 0 -1,282 -1,250: 17 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 95.3 4.6 13.0 0.0 98.7 99.9: 1.3 0.1
Old : 100.0: 81.1 95.3 4.6 13.0 0.0 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 24 8 2 2 0 27 9:
Old : 34: 24 8 2 2 0 27 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 : 62.2 87.8 81.0 99.3 60.2 85.2 79.0 95.3
Old : 62.2 87.8 81.0 99.3 60.2 85.2 79.0 95.3
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 26, 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 : 25,084: 13,369 9,326 241 11,335 15,409 24,945 24,976: 139 108
Old : 25,084: 13,369 9,326 241 11,335 15,409 24,945 24,976: 139 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -318: -952 -987 -37 690 739 -299 -285: -19 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 37.2 1.0 45.2 61.4 99.4 99.6: 0.6 0.4
Old : 100.0: 53.3 37.2 1.0 45.2 61.4 99.4 99.6: 0.6 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 : 38: 8 11 1 5 16 13 28:
Old : 38: 8 11 1 5 16 13 28:
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 : 81.5 50.7 95.2 69.6 81.5 50.7 94.9 69.6
Old : 81.5 50.7 95.2 69.6 81.5 50.7 94.9 69.6
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 with Delta-adjusted Options and Futures Combined, July 26, 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 : 33,817: 22,750 8,504 49 10,922 25,198 33,721 33,751: 96 66
Old : 33,817: 22,750 8,504 49 10,922 25,198 33,721 33,751: 96 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,005: 1,160 -365 0 2,828 4,397 3,988 4,032: 17 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 25.1 0.1 32.3 74.5 99.7 99.8: 0.3 0.2
Old : 100.0: 67.3 25.1 0.1 32.3 74.5 99.7 99.8: 0.3 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: 11 10 1 5 10 16 21:
Old : 35: 11 10 1 5 10 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 74.5 94.7 91.6 84.8 74.5 93.7 91.6
Old : 84.8 74.5 94.7 91.6 84.8 74.5 93.7 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016