WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 556,989: 119,217 206,675 174,781 203,887 129,349 497,886 510,806: 59,103 46,183
Old : 519,124: 114,532 210,059 158,463 190,485 109,889 463,481 478,412: 55,643 40,712
Other: 37,865: 16,912 8,842 4,091 13,402 19,460 34,405 32,394: 3,460 5,471
: : :
: : Changes in Commitments from: August 16, 2016 :
: 13,111: 3,820 1,273 7,770 331 5,609 11,921 14,652: 1,191 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 37.1 31.4 36.6 23.2 89.4 91.7: 10.6 8.3
Old : 100.0: 22.1 40.5 30.5 36.7 21.2 89.3 92.2: 10.7 7.8
Other: 100.0: 44.7 23.4 10.8 35.4 51.4 90.9 85.6: 9.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 175 145 156 131 114 380 351:
Old : 474: 173 149 148 131 107 374 339:
Other: 135: 28 31 20 33 59 76 97:
:----------------------------------------------------------------------------------------------------
: 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 8.7 16.1 16.1 7.7 8.1 12.7 14.5
Old : 9.8 9.3 16.8 16.8 8.1 8.8 13.1 15.6
Other: 39.6 27.4 53.1 43.5 39.3 27.3 49.8 40.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 249,325: 76,847 87,279 39,214 109,777 98,564 225,838 225,058: 23,487 24,267
Old : 226,699: 75,995 85,881 32,706 96,550 86,482 205,251 205,068: 21,447 21,631
Other: 22,626: 6,172 6,719 1,188 13,227 12,083 20,587 19,990: 2,039 2,637
: : :
: : Changes in Commitments from: August 16, 2016 :
: -5,728: 6,070 -2,328 -2,478 -8,199 775 -4,606 -4,031: -1,122 -1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 35.0 15.7 44.0 39.5 90.6 90.3: 9.4 9.7
Old : 100.0: 33.5 37.9 14.4 42.6 38.1 90.5 90.5: 9.5 9.5
Other: 100.0: 27.3 29.7 5.3 58.5 53.4 91.0 88.3: 9.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 73 64 67 92 81 195 189:
Old : 255: 72 64 60 91 78 189 181:
Other: 107: 16 18 11 33 53 56 77:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 18.0 22.3 28.8 13.1 16.4 21.4 26.3
Old : 14.3 19.6 24.2 30.9 14.2 17.9 23.4 28.8
Other: 35.8 40.4 55.8 56.4 35.8 37.4 55.4 53.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,889,384: 353,915 384,605 553,079 793,686 703,583 1,700,679 1,641,267: 188,705 248,117
Old : 311,387: 42,880 47,153 118,466 113,922 123,069 275,267 288,688: 36,120 22,699
Other: 1,577,997: 347,992 374,409 397,656 679,764 580,514 1,425,412 1,352,579: 152,585 225,418
: : :
: : Changes in Commitments from: August 16, 2016 :
: 4,124: 24,510 14,347 -8,104 -4,736 -135 11,670 6,108: -7,546 -1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.4 29.3 42.0 37.2 90.0 86.9: 10.0 13.1
Old : 100.0: 13.8 15.1 38.0 36.6 39.5 88.4 92.7: 11.6 7.3
Other: 100.0: 22.1 23.7 25.2 43.1 36.8 90.3 85.7: 9.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 856: 222 192 252 356 354 711 690:
Old : 511: 119 71 75 221 183 379 294:
Other: 838: 210 200 224 320 346 647 669:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 10.5 17.5 16.4 6.5 5.1 11.1 8.8
Old : 12.5 18.2 20.0 30.0 5.0 13.6 7.8 20.0
Other: 11.4 9.8 18.2 15.6 7.8 5.4 13.2 9.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 12,220: 2,744 4,387 1,090 4,956 4,443 8,791 9,920: 3,430 2,300
Old : 12,217: 2,744 4,387 1,090 4,953 4,443 8,788 9,920: 3,430 2,297
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: August 16, 2016 :
: 431: 88 89 118 186 88 391 295: 39 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 35.9 8.9 40.6 36.4 71.9 81.2: 28.1 18.8
Old : 100.0: 22.5 35.9 8.9 40.5 36.4 71.9 81.2: 28.1 18.8
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 17 7 16 10 32 33:
Old : 50: 15 17 7 16 10 32 33:
Other: 1: 0 0 0 1 0 1 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 : 28.4 37.6 41.2 50.3 25.2 36.8 35.1 46.4
Old : 28.4 37.6 41.2 50.3 25.2 36.8 35.1 46.5
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 932,722: 212,145 54,035 292,673 372,643 485,095 877,461 831,802: 55,261 100,920
Old : 898,859: 211,841 53,377 278,590 357,097 468,482 847,527 800,449: 51,332 98,410
Other: 33,863: 10,502 10,856 3,886 15,546 16,612 29,934 31,354: 3,929 2,509
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,225: 22,681 -2,619 -6,903 -15,261 6,942 517 -2,580: -1,742 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.8 31.4 40.0 52.0 94.1 89.2: 5.9 10.8
Old : 100.0: 23.6 5.9 31.0 39.7 52.1 94.3 89.1: 5.7 10.9
Other: 100.0: 31.0 32.1 11.5 45.9 49.1 88.4 92.6: 11.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 228 172 246 201 264 552 574:
Old : 707: 221 180 244 196 264 543 574:
Other: 236: 47 39 23 55 118 110 172:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.9 22.6 21.8 11.1 8.5 15.8 12.8
Old : 14.9 13.1 22.9 21.8 11.7 8.7 16.4 12.7
Other: 30.0 50.6 42.9 65.9 28.0 50.6 39.8 63.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,055: 10,985 3,675 189 14 11,141 11,188 15,005: 21,867 18,050
Old : 32,204: 11,025 3,497 98 14 10,825 11,137 14,420: 21,067 17,784
Other: 851: 50 268 1 0 316 51 585: 800 266
: : :
: : Changes in Commitments from: August 16, 2016 :
: 125: 832 -176 66 0 125 898 15: -773 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 11.1 0.6 0.0 33.7 33.8 45.4: 66.2 54.6
Old : 100.0: 34.2 10.9 0.3 0.0 33.6 34.6 44.8: 65.4 55.2
Other: 100.0: 5.9 31.5 0.1 0.0 37.1 6.0 68.7: 94.0 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 11 4 4 29 9 43:
Old : 44: 5 10 4 4 29 9 43:
Other: 26: 2 6 1 0 18 2 25:
:----------------------------------------------------------------------------------------------------
: 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 13.7 33.8 20.1 33.2 13.6 33.2 20.1
Old : 34.2 13.7 34.6 19.8 34.0 13.6 34.2 19.7
Other: 6.0 46.3 6.0 56.5 5.9 46.3 5.9 56.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 461,766: 130,047 34,728 123,764 170,583 280,441 424,394 438,934: 37,372 22,832
Old : 55,755: 17,486 3,867 14,409 20,004 35,722 51,899 53,998: 3,856 1,757
Other: 406,011: 128,561 46,861 93,356 150,579 244,720 372,495 384,936: 33,516 21,075
: : :
: : Changes in Commitments from: August 16, 2016 :
: 35,410: 32,399 -8,552 9,390 -8,878 36,200 32,911 37,038: 2,499 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 7.5 26.8 36.9 60.7 91.9 95.1: 8.1 4.9
Old : 100.0: 31.4 6.9 25.8 35.9 64.1 93.1 96.8: 6.9 3.2
Other: 100.0: 31.7 11.5 23.0 37.1 60.3 91.7 94.8: 8.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 119 65 122 83 87 273 229:
Old : 150: 56 29 31 34 41 105 87:
Other: 310: 111 82 111 80 84 260 217:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 32.3 14.6 39.2 7.3 27.7 13.1 33.2
Old : 27.2 34.8 35.9 49.2 13.6 24.9 21.6 34.0
Other: 8.5 32.8 15.5 40.0 8.3 29.9 14.7 35.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 695,751: 146,076 86,250 66,676 315,780 390,213 528,532 543,139: 167,218 152,612
Old : 695,751: 146,076 86,250 66,676 315,780 390,213 528,532 543,139: 167,218 152,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -375: -1,066 -7,891 540 1,379 7,773 854 423: -1,229 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.4 9.6 45.4 56.1 76.0 78.1: 24.0 21.9
Old : 100.0: 21.0 12.4 9.6 45.4 56.1 76.0 78.1: 24.0 21.9
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 : 156: 45 27 41 67 70 127 123:
Old : 156: 45 27 41 67 70 127 123:
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 : 14.3 22.9 23.0 33.4 9.9 15.4 16.5 22.2
Old : 14.3 22.9 23.0 33.4 9.9 15.4 16.5 22.2
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 23, 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 : 616,874: 44,255 160,978 9,620 426,615 352,326 480,491 522,924: 136,383 93,950
Old : 616,874: 44,255 160,978 9,620 426,615 352,326 480,491 522,924: 136,383 93,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 3,067: -1,448 -896 642 287 -5,107 -519 -5,360: 3,586 8,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 26.1 1.6 69.2 57.1 77.9 84.8: 22.1 15.2
Old : 100.0: 7.2 26.1 1.6 69.2 57.1 77.9 84.8: 22.1 15.2
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 : 97: 14 14 10 57 52 78 69:
Old : 97: 14 14 10 57 52 78 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 : 23.9 38.6 38.0 50.3 19.4 37.9 29.2 47.0
Old : 23.9 38.6 38.0 50.3 19.4 37.9 29.2 47.0
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 23, 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 : 4,202: 1,701 702 1,059 1,284 2,296 4,044 4,057: 158 145
Old : 4,202: 1,701 702 1,059 1,284 2,296 4,044 4,057: 158 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -85: -162 -98 81 5 26 -76 9: -9 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 16.7 25.2 30.6 54.6 96.2 96.5: 3.8 3.5
Old : 100.0: 40.5 16.7 25.2 30.6 54.6 96.2 96.5: 3.8 3.5
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 : 30: 12 5 4 8 10 21 18:
Old : 30: 12 5 4 8 10 21 18:
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 : 52.0 54.3 76.1 81.8 37.4 35.0 47.3 47.0
Old : 52.0 54.3 76.1 81.8 37.4 35.0 47.3 47.0
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 23, 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 : 436,911: 96,075 28,841 96,139 199,059 283,702 391,273 408,683: 45,638 28,229
Old : 56,363: 9,548 3,906 16,367 24,643 30,970 50,558 51,244: 5,804 5,119
Other: 380,549: 92,488 30,896 73,811 174,416 252,731 340,715 357,439: 39,834 23,110
: : :
: : Changes in Commitments from: August 16, 2016 :
: 7,378: 4,641 2,106 4,876 -886 856 8,631 7,838: -1,253 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.6 22.0 45.6 64.9 89.6 93.5: 10.4 6.5
Old : 100.0: 16.9 6.9 29.0 43.7 54.9 89.7 90.9: 10.3 9.1
Other: 100.0: 24.3 8.1 19.4 45.8 66.4 89.5 93.9: 10.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 92 53 83 97 93 235 197:
Old : 157: 53 16 26 55 54 115 89:
Other: 269: 84 70 80 93 84 227 186:
:----------------------------------------------------------------------------------------------------
: 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 31.8 19.9 41.0 10.8 28.4 15.9 31.8
Old : 19.7 22.1 32.7 35.8 15.5 18.7 22.9 26.7
Other: 12.7 34.4 20.2 43.6 11.6 30.8 17.5 35.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,236: 2,125 4,256 736 6,260 4,125 9,121 9,116: 2,115 2,120
Old : 11,236: 2,125 4,256 736 6,260 4,125 9,121 9,116: 2,115 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -614: -147 -135 -36 -394 -333 -578 -504: -36 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 37.9 6.5 55.7 36.7 81.2 81.1: 18.8 18.9
Old : 100.0: 18.9 37.9 6.5 55.7 36.7 81.2 81.1: 18.8 18.9
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 : 67: 17 26 8 21 14 43 43:
Old : 67: 17 26 8 21 14 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 31.3 56.4 45.6 42.9 30.4 53.9 43.6
Old : 44.2 31.3 56.4 45.6 42.9 30.4 53.9 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, August 23, 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 : 1,183,030: 294,824 225,083 93,232 669,265 711,362 1,057,321 1,029,677: 125,709 153,353
Old : 1,183,030: 294,824 225,083 93,232 669,265 711,362 1,057,321 1,029,677: 125,709 153,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 31,620: 10,432 3,251 16,189 -4,155 6,819 22,467 26,260: 9,153 5,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.0 7.9 56.6 60.1 89.4 87.0: 10.6 13.0
Old : 100.0: 24.9 19.0 7.9 56.6 60.1 89.4 87.0: 10.6 13.0
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 : 247: 53 50 46 98 112 176 185:
Old : 247: 53 50 46 98 112 176 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 16.2 29.7 25.1 18.2 15.8 26.6 23.5
Old : 19.8 16.2 29.7 25.1 18.2 15.8 26.6 23.5
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 23, 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 : 3,306,904: 547,311 488,117 364,121 2,009,316 1,989,783 2,920,748 2,842,022: 386,155 464,882
Old : 3,306,904: 547,311 488,117 364,121 2,009,316 1,989,783 2,920,748 2,842,022: 386,155 464,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -35,287: -9,461 -46,369 5,351 -29,138 -15,118 -33,248 -56,136: -2,039 20,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.8 11.0 60.8 60.2 88.3 85.9: 11.7 14.1
Old : 100.0: 16.6 14.8 11.0 60.8 60.2 88.3 85.9: 11.7 14.1
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 : 369: 90 84 106 151 171 291 312:
Old : 369: 90 84 106 151 171 291 312:
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 : 26.7 16.6 35.3 25.9 24.5 11.8 30.5 18.8
Old : 26.7 16.6 35.3 25.9 24.5 11.8 30.5 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, August 23, 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 : 193,022: 31,905 13,721 2,494 100,837 95,773 135,236 111,988: 57,787 81,035
Old : 193,022: 31,905 13,721 2,494 100,837 95,773 135,236 111,988: 57,787 81,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 6,103: 813 22 2,302 -2,698 2,144 416 4,468: 5,687 1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.1 1.3 52.2 49.6 70.1 58.0: 29.9 42.0
Old : 100.0: 16.5 7.1 1.3 52.2 49.6 70.1 58.0: 29.9 42.0
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 : 33: 4 2 3 20 18 24 23:
Old : 33: 4 2 3 20 18 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 32.9 54.5 43.1 40.4 31.8 52.5 41.8
Old : 40.9 32.9 54.5 43.1 40.4 31.8 52.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 3,158,082: 420,578 572,274 258,171 2,187,466 1,967,597 2,866,216 2,798,043: 291,866 360,039
Old : 3,158,082: 420,578 572,274 258,171 2,187,466 1,967,597 2,866,216 2,798,043: 291,866 360,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 149,810: 2,972 -35,234 100,664 22,270 63,015 125,906 128,445: 23,903 21,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.1 8.2 69.3 62.3 90.8 88.6: 9.2 11.4
Old : 100.0: 13.3 18.1 8.2 69.3 62.3 90.8 88.6: 9.2 11.4
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 : 306: 59 69 62 120 154 213 251:
Old : 306: 59 69 62 120 154 213 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 17.2 44.3 27.9 32.6 16.0 40.4 24.3
Old : 35.8 17.2 44.3 27.9 32.6 16.0 40.4 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 920,908: 67,666 124,849 163,314 669,505 582,438 900,485 870,601: 20,424 50,307
Old : 920,908: 67,666 124,849 163,314 669,505 582,438 900,485 870,601: 20,424 50,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 75,566: 23,915 2,298 3,296 50,454 76,317 77,664 81,911: -2,098 -6,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.6 17.7 72.7 63.2 97.8 94.5: 2.2 5.5
Old : 100.0: 7.3 13.6 17.7 72.7 63.2 97.8 94.5: 2.2 5.5
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 : 141: 24 36 39 59 75 101 136:
Old : 141: 24 36 39 59 75 101 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 21.8 46.2 34.6 19.5 12.8 28.1 17.9
Old : 31.5 21.8 46.2 34.6 19.5 12.8 28.1 17.9
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 23, 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 : 74,114: 46,538 8,262 1,245 17,851 54,136 65,633 63,643: 8,481 10,471
Old : 74,114: 46,538 8,262 1,245 17,851 54,136 65,633 63,643: 8,481 10,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 445: 485 197 70 -201 35 354 301: 90 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 11.1 1.7 24.1 73.0 88.6 85.9: 11.4 14.1
Old : 100.0: 62.8 11.1 1.7 24.1 73.0 88.6 85.9: 11.4 14.1
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 : 125: 47 30 11 28 30 82 65:
Old : 125: 47 30 11 28 30 82 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 39.9 49.3 53.8 34.2 39.9 49.3 53.8
Old : 34.2 39.9 49.3 53.8 34.2 39.9 49.3 53.8
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 23, 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 : 148,229: 93,075 16,524 2,490 35,701 108,272 131,267 127,287: 16,962 20,942
Old : 148,229: 93,075 16,524 2,490 35,701 108,272 131,267 127,287: 16,962 20,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 889: 970 393 140 -402 69 708 603: 181 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 11.1 1.7 24.1 73.0 88.6 85.9: 11.4 14.1
Old : 100.0: 62.8 11.1 1.7 24.1 73.0 88.6 85.9: 11.4 14.1
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 : 125: 47 30 11 28 30 82 65:
Old : 125: 47 30 11 28 30 82 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 39.9 49.3 53.8 34.2 39.9 49.3 53.8
Old : 34.2 39.9 49.3 53.8 34.2 39.9 49.3 53.8
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,876: 17,359 20,130 741 2,600 0 20,700 20,871: 176 5
Old : 20,876: 17,359 20,130 741 2,600 0 20,700 20,871: 176 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,717: 2,229 2,574 153 306 0 2,688 2,727: 29 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 96.4 3.5 12.5 0.0 99.2 100.0: 0.8 0.0
Old : 100.0: 83.2 96.4 3.5 12.5 0.0 99.2 100.0: 0.8 0.0
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 : 34: 24 9 2 1 0 26 10:
Old : 34: 24 9 2 1 0 26 10:
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 : 69.2 76.4 87.5 96.4 67.5 76.4 85.8 94.5
Old : 69.2 76.4 87.5 96.4 67.5 76.4 85.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,233: 14,601 8,694 248 12,303 18,142 27,152 27,084: 81 149
Old : 27,233: 14,601 8,694 248 12,303 18,142 27,152 27,084: 81 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 916: 738 576 -1 207 332 944 907: -28 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 31.9 0.9 45.2 66.6 99.7 99.5: 0.3 0.5
Old : 100.0: 53.6 31.9 0.9 45.2 66.6 99.7 99.5: 0.3 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 : 80.3 49.2 93.2 66.7 80.3 49.2 93.2 65.7
Old : 80.3 49.2 93.2 66.7 80.3 49.2 93.2 65.7
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 23, 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 : 36,525: 26,454 5,485 49 9,959 30,901 36,462 36,435: 63 90
Old : 36,525: 26,454 5,485 49 9,959 30,901 36,462 36,435: 63 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,320: 3,105 -952 -5 -773 3,312 2,327 2,355: -7 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 15.0 0.1 27.3 84.6 99.8 99.8: 0.2 0.2
Old : 100.0: 72.4 15.0 0.1 27.3 84.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 88.5 76.8 95.6 93.4 88.5 76.8 94.6 93.4
Old : 88.5 76.8 95.6 93.4 88.5 76.8 94.6 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016