WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 543,878: 115,398 205,402 167,012 203,556 123,740 485,965 496,154: 57,913 47,724
Old : 507,406: 109,507 208,153 152,592 190,897 104,310 452,996 465,056: 54,410 42,350
Other: 36,472: 16,833 8,191 3,478 12,658 19,430 32,969 31,098: 3,503 5,373
: : :
: : Changes in Commitments from: August 9, 2016 :
: -7,459: 1,548 -11,070 1,821 -8,180 1,557 -4,811 -7,692: -2,649 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 37.8 30.7 37.4 22.8 89.4 91.2: 10.6 8.8
Old : 100.0: 21.6 41.0 30.1 37.6 20.6 89.3 91.7: 10.7 8.3
Other: 100.0: 46.2 22.5 9.5 34.7 53.3 90.4 85.3: 9.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 167 142 150 135 114 376 341:
Old : 468: 167 143 143 135 107 372 328:
Other: 127: 28 26 19 33 55 72 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 9.0 16.3 16.5 8.3 8.4 13.5 15.4
Old : 10.1 9.5 16.8 17.6 8.8 9.1 14.0 16.6
Other: 39.9 27.2 53.4 41.2 39.9 26.3 51.5 39.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 255,053: 70,777 89,607 41,692 117,976 97,790 230,444 229,089: 24,609 25,964
Old : 234,027: 70,351 88,391 35,643 105,266 86,603 211,260 210,637: 22,767 23,390
Other: 21,026: 5,520 6,311 954 12,710 11,187 19,184 18,451: 1,842 2,574
: : :
: : Changes in Commitments from: August 9, 2016 :
: -3,175: 2,434 606 -2,942 -2,208 -1,578 -2,716 -3,914: -459 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 35.1 16.3 46.3 38.3 90.4 89.8: 9.6 10.2
Old : 100.0: 30.1 37.8 15.2 45.0 37.0 90.3 90.0: 9.7 10.0
Other: 100.0: 26.3 30.0 4.5 60.4 53.2 91.2 87.8: 8.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 75 63 66 96 85 202 191:
Old : 260: 71 64 58 96 82 195 182:
Other: 105: 17 15 10 32 52 54 74:
:----------------------------------------------------------------------------------------------------
: 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 18.4 22.3 29.3 13.2 16.3 21.3 26.3
Old : 14.4 19.9 24.0 31.1 14.4 17.7 23.0 28.6
Other: 34.6 43.0 55.0 57.4 34.6 39.8 54.6 54.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 1,885,260: 329,405 370,258 561,183 798,422 703,718 1,689,009 1,635,158: 196,251 250,101
Old : 383,075: 80,475 93,884 121,912 135,397 135,582 337,784 351,377: 45,291 31,698
Other: 1,502,185: 320,583 348,026 367,618 663,024 568,136 1,351,225 1,283,781: 150,959 218,404
: : :
: : Changes in Commitments from: August 9, 2016 :
: 39,201: 6,401 28,465 21,341 8,458 -2,023 36,200 47,783: 3,001 -8,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.6 29.8 42.4 37.3 89.6 86.7: 10.4 13.3
Old : 100.0: 21.0 24.5 31.8 35.3 35.4 88.2 91.7: 11.8 8.3
Other: 100.0: 21.3 23.2 24.5 44.1 37.8 90.0 85.5: 10.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 848: 211 189 256 352 353 706 686:
Old : 568: 151 78 91 249 200 433 339:
Other: 817: 200 191 221 313 342 631 651:
:----------------------------------------------------------------------------------------------------
: 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 11.0 16.6 17.0 6.5 5.7 11.0 9.8
Old : 9.9 22.4 16.4 33.1 5.9 19.8 10.2 27.0
Other: 11.3 10.4 18.0 16.2 8.2 5.3 13.7 9.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,790: 2,657 4,298 972 4,770 4,354 8,400 9,625: 3,390 2,165
Old : 11,790: 2,657 4,298 972 4,770 4,354 8,400 9,625: 3,390 2,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 331: 266 368 26 68 -100 360 294: -29 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 36.5 8.2 40.5 36.9 71.2 81.6: 28.8 18.4
Old : 100.0: 22.5 36.5 8.2 40.5 36.9 71.2 81.6: 28.8 18.4
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 : 51: 15 17 6 18 11 34 33:
Old : 51: 15 17 6 18 11 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 : 28.2 38.6 41.4 51.6 25.6 37.8 35.5 47.2
Old : 28.2 38.6 41.4 51.6 25.6 37.8 35.5 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, August 16, 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 : 933,946: 189,464 56,654 299,575 387,905 478,153 876,944 834,383: 57,002 99,564
Old : 899,117: 184,173 54,879 287,823 374,525 459,442 846,521 802,144: 52,595 96,973
Other: 34,830: 13,219 9,704 3,824 13,379 18,711 30,423 32,239: 4,407 2,591
: : :
: : Changes in Commitments from: August 9, 2016 :
: -14,175: -12,601 -690 -4,383 2,223 -3,548 -14,761 -8,620: 586 -5,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.1 32.1 41.5 51.2 93.9 89.3: 6.1 10.7
Old : 100.0: 20.5 6.1 32.0 41.7 51.1 94.2 89.2: 5.8 10.8
Other: 100.0: 38.0 27.9 11.0 38.4 53.7 87.3 92.6: 12.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 228 156 234 205 264 537 563:
Old : 691: 221 163 233 200 264 529 563:
Other: 233: 41 38 24 52 123 103 175:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 13.2 22.9 21.7 11.4 8.4 15.7 12.5
Old : 15.6 13.3 23.2 22.1 12.2 8.5 16.7 12.5
Other: 31.5 51.1 45.8 67.1 29.4 51.1 42.8 64.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 32,930: 10,153 3,851 123 14 11,016 10,290 14,990: 22,640 17,940
Old : 32,079: 10,204 3,650 53 14 10,700 10,271 14,403: 21,808 17,676
Other: 851: 19 271 0 0 316 19 587: 832 264
: : :
: : Changes in Commitments from: August 9, 2016 :
: -72: 68 150 66 2 -84 136 132: -208 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 11.7 0.4 0.0 33.5 31.2 45.5: 68.8 54.5
Old : 100.0: 31.8 11.4 0.2 0.0 33.4 32.0 44.9: 68.0 55.1
Other: 100.0: 2.2 31.8 0.0 0.0 37.1 2.2 69.0: 97.8 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 12 4 4 29 9 43:
Old : 44: 4 11 4 4 29 9 43:
Other: 25: 1 6 0 0 18 1 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 13.5 31.2 19.9 30.8 13.5 30.8 19.9
Old : 31.9 13.5 32.0 19.6 31.8 13.5 31.8 19.6
Other: 2.2 46.9 2.2 57.1 2.2 46.9 2.2 57.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 426,357: 97,648 43,280 114,375 179,460 244,242 391,483 401,897: 34,873 24,460
Old : 65,539: 24,365 6,905 12,206 24,226 43,736 60,796 62,846: 4,743 2,693
Other: 360,817: 92,277 55,368 83,176 155,235 200,506 330,687 339,050: 30,130 21,767
: : :
: : Changes in Commitments from: August 9, 2016 :
: 22,753: 7,683 -20,029 21,373 -6,954 26,152 22,102 27,495: 651 -4,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.2 26.8 42.1 57.3 91.8 94.3: 8.2 5.7
Old : 100.0: 37.2 10.5 18.6 37.0 66.7 92.8 95.9: 7.2 4.1
Other: 100.0: 25.6 15.3 23.1 43.0 55.6 91.6 94.0: 8.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 101 71 123 87 84 267 231:
Old : 161: 63 29 30 39 44 114 92:
Other: 303: 91 89 110 82 81 249 220:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.3 29.8 15.0 36.9 7.5 24.7 13.8 30.2
Old : 25.7 33.8 35.2 48.5 15.9 28.3 24.2 39.2
Other: 8.8 30.5 16.3 37.5 8.7 27.1 15.7 32.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 696,126: 147,142 94,141 66,135 314,401 382,440 527,679 542,716: 168,447 153,410
Old : 696,126: 147,142 94,141 66,135 314,401 382,440 527,679 542,716: 168,447 153,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,411: -51 6,250 4,902 -853 -1,357 3,998 9,795: -587 -6,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.5 9.5 45.2 54.9 75.8 78.0: 24.2 22.0
Old : 100.0: 21.1 13.5 9.5 45.2 54.9 75.8 78.0: 24.2 22.0
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 : 155: 40 32 42 65 68 126 121:
Old : 155: 40 32 42 65 68 126 121:
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 : 14.4 21.9 23.1 32.2 10.2 14.8 16.8 21.8
Old : 14.4 21.9 23.1 32.2 10.2 14.8 16.8 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 613,807: 45,704 161,874 8,978 426,328 357,432 481,010 528,284: 132,797 85,523
Old : 613,807: 45,704 161,874 8,978 426,328 357,432 481,010 528,284: 132,797 85,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,813: 1,472 12,695 -653 9,572 -13,435 10,390 -1,394: -6,577 5,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 26.4 1.5 69.5 58.2 78.4 86.1: 21.6 13.9
Old : 100.0: 7.4 26.4 1.5 69.5 58.2 78.4 86.1: 21.6 13.9
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 : 98: 14 16 11 55 54 77 73:
Old : 98: 14 16 11 55 54 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 38.7 38.3 51.2 19.7 38.2 29.8 47.3
Old : 23.9 38.7 38.3 51.2 19.7 38.2 29.8 47.3
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, August 16, 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 : 4,287: 1,863 800 978 1,279 2,270 4,120 4,048: 167 239
Old : 4,287: 1,863 800 978 1,279 2,270 4,120 4,048: 167 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -233: -133 60 -29 -35 -289 -197 -258: -36 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 18.7 22.8 29.8 53.0 96.1 94.4: 3.9 5.6
Old : 100.0: 43.5 18.7 22.8 29.8 53.0 96.1 94.4: 3.9 5.6
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 : 27: 10 6 3 9 9 21 16:
Old : 27: 10 6 3 9 9 21 16:
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 : 54.1 52.0 74.8 80.4 40.6 35.9 50.7 49.1
Old : 54.1 52.0 74.8 80.4 40.6 35.9 50.7 49.1
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, August 16, 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 : 429,533: 91,434 26,736 91,263 199,945 282,846 382,643 400,845: 46,891 28,688
Old : 63,052: 11,721 3,878 16,619 26,071 36,401 54,411 56,898: 8,642 6,154
Other: 366,481: 86,442 29,586 67,916 173,874 246,445 328,232 343,947: 38,249 22,534
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,521: -541 2,875 3,836 -114 -2,971 3,181 3,741: 339 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.2 21.2 46.5 65.8 89.1 93.3: 10.9 6.7
Old : 100.0: 18.6 6.2 26.4 41.3 57.7 86.3 90.2: 13.7 9.8
Other: 100.0: 23.6 8.1 18.5 47.4 67.2 89.6 93.9: 10.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 82 50 79 99 92 226 189:
Old : 168: 51 21 26 57 62 117 100:
Other: 254: 80 56 71 94 84 214 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 32.8 20.1 41.9 10.9 29.2 16.3 32.8
Old : 19.6 22.8 31.4 35.7 16.3 19.8 24.0 28.6
Other: 13.1 35.4 20.9 43.9 12.0 31.4 18.2 35.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,850: 2,272 4,391 772 6,655 4,458 9,699 9,621: 2,151 2,230
Old : 11,850: 2,272 4,391 772 6,655 4,458 9,699 9,621: 2,151 2,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -882: 45 -601 -422 -234 19 -611 -1,005: -270 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 37.1 6.5 56.2 37.6 81.8 81.2: 18.2 18.8
Old : 100.0: 19.2 37.1 6.5 56.2 37.6 81.8 81.2: 18.2 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 : 69: 21 23 7 23 16 46 44:
Old : 69: 21 23 7 23 16 46 44:
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 : 42.9 29.8 55.0 44.3 41.4 29.1 51.8 42.1
Old : 42.9 29.8 55.0 44.3 41.4 29.1 51.8 42.1
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, August 16, 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 : 1,151,409: 284,392 221,833 77,042 673,420 704,542 1,034,854 1,003,417: 116,556 147,992
Old : 1,151,409: 284,392 221,833 77,042 673,420 704,542 1,034,854 1,003,417: 116,556 147,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 14,165: -25,199 3,520 1,342 37,830 5,049 13,973 9,910: 193 4,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 19.3 6.7 58.5 61.2 89.9 87.1: 10.1 12.9
Old : 100.0: 24.7 19.3 6.7 58.5 61.2 89.9 87.1: 10.1 12.9
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 : 246: 53 54 44 89 110 166 184:
Old : 246: 53 54 44 89 110 166 184:
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 : 22.3 16.2 32.4 24.1 21.0 15.6 29.0 22.8
Old : 22.3 16.2 32.4 24.1 21.0 15.6 29.0 22.8
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, August 16, 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 : 3,342,191: 556,772 534,486 358,770 2,038,454 2,004,901 2,953,996 2,898,158: 388,195 444,034
Old : 3,342,191: 556,772 534,486 358,770 2,038,454 2,004,901 2,953,996 2,898,158: 388,195 444,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -12,131: -38,315 48,153 28,229 980 -86,855 -9,106 -10,472: -3,025 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.0 10.7 61.0 60.0 88.4 86.7: 11.6 13.3
Old : 100.0: 16.7 16.0 10.7 61.0 60.0 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 : 366: 92 79 103 155 172 293 308:
Old : 366: 92 79 103 155 172 293 308:
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 : 27.0 17.0 34.9 27.0 24.9 12.4 31.0 20.7
Old : 27.0 17.0 34.9 27.0 24.9 12.4 31.0 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 186,920: 31,093 13,699 192 103,535 93,629 134,820 107,520: 52,100 79,400
Old : 186,920: 31,093 13,699 192 103,535 93,629 134,820 107,520: 52,100 79,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 9,682: 9,104 0 -839 4,181 6,629 12,447 5,790: -2,765 3,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.3 0.1 55.4 50.1 72.1 57.5: 27.9 42.5
Old : 100.0: 16.6 7.3 0.1 55.4 50.1 72.1 57.5: 27.9 42.5
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 : 33: 4 2 1 21 17 25 20:
Old : 33: 4 2 1 21 17 25 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 : 40.1 34.0 53.8 44.4 38.9 33.4 51.9 43.7
Old : 40.1 34.0 53.8 44.4 38.9 33.4 51.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 3,008,272: 417,606 607,508 157,508 2,165,196 1,904,583 2,740,309 2,669,598: 267,963 338,674
Old : 3,008,272: 417,606 607,508 157,508 2,165,196 1,904,583 2,740,309 2,669,598: 267,963 338,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 61,177: 1,993 7,937 36,050 21,404 26,787 59,447 70,774: 1,730 -9,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.2 5.2 72.0 63.3 91.1 88.7: 8.9 11.3
Old : 100.0: 13.9 20.2 5.2 72.0 63.3 91.1 88.7: 8.9 11.3
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 : 301: 51 71 56 120 151 208 241:
Old : 301: 51 71 56 120 151 208 241:
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 : 37.9 18.1 46.6 28.4 34.4 17.1 42.8 26.2
Old : 37.9 18.1 46.6 28.4 34.4 17.1 42.8 26.2
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, August 16, 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 : 845,342: 43,751 122,552 160,019 619,051 506,120 822,821 788,691: 22,521 56,651
Old : 845,342: 43,751 122,552 160,019 619,051 506,120 822,821 788,691: 22,521 56,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 29,610: 6,621 66 1,907 23,651 29,180 32,180 31,153: -2,570 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.5 18.9 73.2 59.9 97.3 93.3: 2.7 6.7
Old : 100.0: 5.2 14.5 18.9 73.2 59.9 97.3 93.3: 2.7 6.7
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 : 133: 18 37 36 57 73 97 128:
Old : 133: 18 37 36 57 73 97 128:
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 : 29.4 19.5 45.3 33.4 20.8 13.3 30.9 18.5
Old : 29.4 19.5 45.3 33.4 20.8 13.3 30.9 18.5
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, August 16, 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 : 73,670: 46,053 8,065 1,175 18,052 54,102 65,279 63,342: 8,391 10,328
Old : 73,670: 46,053 8,065 1,175 18,052 54,102 65,279 63,342: 8,391 10,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,727: 1,106 650 255 713 313 2,074 1,218: -348 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 10.9 1.6 24.5 73.4 88.6 86.0: 11.4 14.0
Old : 100.0: 62.5 10.9 1.6 24.5 73.4 88.6 86.0: 11.4 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 : 127: 46 31 9 27 32 79 66:
Old : 127: 46 31 9 27 32 79 66:
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 : 34.4 40.1 48.4 53.0 34.4 40.1 48.4 53.0
Old : 34.4 40.1 48.4 53.0 34.4 40.1 48.4 53.0
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, August 16, 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 : 147,340: 92,106 16,131 2,350 36,103 108,203 130,559 126,684: 16,781 20,656
Old : 147,340: 92,106 16,131 2,350 36,103 108,203 130,559 126,684: 16,781 20,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 3,453: 2,212 1,300 509 1,427 626 4,148 2,435: -695 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 10.9 1.6 24.5 73.4 88.6 86.0: 11.4 14.0
Old : 100.0: 62.5 10.9 1.6 24.5 73.4 88.6 86.0: 11.4 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 : 127: 46 31 9 27 32 79 66:
Old : 127: 46 31 9 27 32 79 66:
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 : 34.4 40.1 48.4 53.0 34.4 40.1 48.4 53.0
Old : 34.4 40.1 48.4 53.0 34.4 40.1 48.4 53.0
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, August 16, 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 : 18,159: 15,130 17,556 588 2,294 0 18,012 18,144: 147 15
Old : 18,159: 15,130 17,556 588 2,294 0 18,012 18,144: 147 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 31: 13 68 -45 89 0 57 23: -26 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 96.7 3.2 12.6 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 83.3 96.7 3.2 12.6 0.0 99.2 99.9: 0.8 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: 26 7 2 1 0 28 8:
Old : 34: 26 7 2 1 0 28 8:
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 : 64.0 83.9 82.7 99.9 62.9 83.7 81.6 96.7
Old : 64.0 83.9 82.7 99.9 62.9 83.7 81.6 96.7
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, August 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,317: 13,863 8,118 249 12,096 17,810 26,208 26,177: 109 140
Old : 26,317: 13,863 8,118 249 12,096 17,810 26,208 26,177: 109 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,340: 990 485 0 384 852 1,374 1,337: -34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 30.8 0.9 46.0 67.7 99.6 99.5: 0.4 0.5
Old : 100.0: 52.7 30.8 0.9 46.0 67.7 99.6 99.5: 0.4 0.5
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 : 46: 10 13 1 7 18 18 31:
Old : 46: 10 13 1 7 18 18 31:
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 : 78.7 50.9 94.1 68.7 78.7 50.9 94.1 68.7
Old : 78.7 50.9 94.1 68.7 78.7 50.9 94.1 68.7
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, August 16, 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 : 34,205: 23,349 6,437 54 10,732 27,589 34,135 34,080: 70 125
Old : 34,205: 23,349 6,437 54 10,732 27,589 34,135 34,080: 70 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -699: -1,525 -868 0 864 122 -661 -746: -38 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 18.8 0.2 31.4 80.7 99.8 99.6: 0.2 0.4
Old : 100.0: 68.3 18.8 0.2 31.4 80.7 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 9 1 5 10 15 20:
Old : 33: 10 9 1 5 10 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 74.7 96.2 91.2 88.4 74.7 95.1 91.2
Old : 88.4 74.7 96.2 91.2 88.4 74.7 95.1 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016