WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 20, 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 : 460,079: 141,289 235,964 84,824 184,846 97,302 410,959 418,090: 49,120 41,989
Old : 415,370: 133,781 232,214 70,913 165,826 76,476 370,520 379,603: 44,850 35,767
Other: 44,709: 16,927 13,169 4,492 19,020 20,826 40,439 38,487: 4,270 6,222
: : :
: : Changes in Commitments from: September 13, 2016 :
: 791: -598 1,504 -2,409 3,256 634 249 -271: 542 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 51.3 18.4 40.2 21.1 89.3 90.9: 10.7 9.1
Old : 100.0: 32.2 55.9 17.1 39.9 18.4 89.2 91.4: 10.8 8.6
Other: 100.0: 37.9 29.5 10.0 42.5 46.6 90.4 86.1: 9.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 157 145 114 123 102 339 308:
Old : 454: 158 142 95 117 89 323 282:
Other: 154: 32 37 16 46 62 90 107:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 10.1 18.0 19.4 8.4 9.8 14.7 18.3
Old : 10.7 10.8 18.9 20.3 8.8 10.8 15.8 20.2
Other: 43.7 26.8 56.7 41.1 43.6 26.4 52.5 36.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 20, 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 : 232,429: 85,934 88,559 24,135 102,171 96,139 212,240 208,833: 20,189 23,596
Old : 204,443: 82,416 87,271 17,946 86,699 79,374 187,061 184,591: 17,382 19,852
Other: 27,986: 9,521 7,291 186 15,472 16,765 25,179 24,242: 2,807 3,744
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,402: 4,725 -726 -20 -3,288 1,867 1,417 1,121: -15 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 38.1 10.4 44.0 41.4 91.3 89.8: 8.7 10.2
Old : 100.0: 40.3 42.7 8.8 42.4 38.8 91.5 90.3: 8.5 9.7
Other: 100.0: 34.0 26.1 0.7 55.3 59.9 90.0 86.6: 10.0 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 76 55 52 76 74 174 165:
Old : 240: 76 55 43 69 66 163 149:
Other: 116: 22 17 6 36 55 60 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 18.4 23.5 29.8 13.7 17.9 23.0 28.4
Old : 15.6 19.8 26.0 32.7 15.6 19.2 25.9 31.2
Other: 29.6 40.8 48.6 60.8 29.6 37.1 48.6 57.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 20, 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 : 1,299,946: 357,923 392,949 202,561 595,596 526,458 1,156,080 1,121,968: 143,866 177,978
Old : 1,216,999: 355,908 408,058 173,551 553,893 474,036 1,083,352 1,055,645: 133,647 161,354
Other: 82,947: 28,795 11,671 2,230 41,703 52,422 72,728 66,323: 10,219 16,624
: : :
: : Changes in Commitments from: September 13, 2016 :
: 16,211: 8,987 7,342 3,229 -1,328 10,340 10,888 20,911: 5,323 -4,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 30.2 15.6 45.8 40.5 88.9 86.3: 11.1 13.7
Old : 100.0: 29.2 33.5 14.3 45.5 39.0 89.0 86.7: 11.0 13.3
Other: 100.0: 34.7 14.1 2.7 50.3 63.2 87.7 80.0: 12.3 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 172 165 166 245 299 513 560:
Old : 735: 174 169 156 244 291 506 544:
Other: 298: 35 60 16 63 156 109 225:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 10.2 17.9 17.2 9.4 7.6 16.2 13.3
Old : 11.0 9.1 18.7 16.3 9.6 7.8 16.8 13.9
Other: 29.9 36.9 45.3 47.4 29.4 36.5 43.8 47.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 20, 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 : 10,714: 3,373 4,779 26 3,895 3,835 7,294 8,640: 3,420 2,074
Old : 10,688: 3,358 4,777 25 3,887 3,835 7,270 8,637: 3,418 2,051
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 13, 2016 :
: -187: -138 -24 -23 -131 -80 -292 -127: 105 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 44.6 0.2 36.4 35.8 68.1 80.6: 31.9 19.4
Old : 100.0: 31.4 44.7 0.2 36.4 35.9 68.0 80.8: 32.0 19.2
Other: 100.0: 61.5 11.5 0.0 30.8 0.0 92.3 11.5: 7.7 88.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 16 1 14 9 27 26:
Old : 46: 13 16 1 14 9 27 26:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 41.5 41.3 57.5 29.8 39.9 40.1 53.4
Old : 30.1 41.6 41.3 57.6 29.7 40.0 40.0 53.5
Other: 92.3 11.5 92.3 11.5 92.3 11.5 92.3 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 20, 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 : 650,105: 203,582 78,366 91,753 304,312 392,743 599,647 562,862: 50,458 87,243
Old : 619,108: 205,110 76,141 80,188 287,591 378,863 572,889 535,192: 46,219 83,916
Other: 30,997: 9,179 12,932 858 16,721 13,880 26,758 27,670: 4,239 3,327
: : :
: : Changes in Commitments from: September 13, 2016 :
: 24,828: 4,119 -2,145 8,415 9,170 20,853 21,704 27,123: 3,124 -2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.1 14.1 46.8 60.4 92.2 86.6: 7.8 13.4
Old : 100.0: 33.1 12.3 13.0 46.5 61.2 92.5 86.4: 7.5 13.6
Other: 100.0: 29.6 41.7 2.8 53.9 44.8 86.3 89.3: 13.7 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 180 154 165 159 222 433 472:
Old : 621: 180 160 152 151 222 414 468:
Other: 231: 39 40 14 48 113 96 161:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 15.5 23.4 24.0 14.3 14.7 20.3 21.6
Old : 16.5 15.8 24.2 23.8 15.1 15.2 21.4 22.1
Other: 29.0 53.7 40.8 66.5 29.0 53.7 39.9 66.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 20, 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 : 29,347: 9,367 2,979 149 13 9,375 9,529 12,503: 19,818 16,844
Old : 28,317: 9,183 2,772 108 13 9,101 9,304 11,981: 19,013 16,336
Other: 1,030: 224 247 1 0 274 225 522: 805 508
: : :
: : Changes in Commitments from: September 13, 2016 :
: -2,003: 423 -344 50 -2 -1,441 471 -1,735: -2,474 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.2 0.5 0.0 31.9 32.5 42.6: 67.5 57.4
Old : 100.0: 32.4 9.8 0.4 0.0 32.1 32.9 42.3: 67.1 57.7
Other: 100.0: 21.7 24.0 0.1 0.0 26.6 21.8 50.7: 78.2 49.3
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 4 2 21 7 34:
Old : 35: 5 9 3 2 21 7 33:
Other: 21: 2 6 1 0 13 2 20:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 14.5 32.5 21.4 31.9 14.4 31.9 21.4
Old : 32.4 14.5 32.9 21.5 32.3 14.5 32.4 21.4
Other: 21.8 36.1 21.8 45.0 21.7 36.1 21.7 45.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 20, 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 : 391,699: 147,520 27,665 69,661 134,582 267,514 351,763 364,840: 39,936 26,859
Old : 381,170: 148,701 30,203 64,356 129,612 260,641 342,669 355,200: 38,501 25,970
Other: 10,529: 3,277 1,920 847 4,970 6,873 9,094 9,640: 1,435 889
: : :
: : Changes in Commitments from: September 13, 2016 :
: -4,632: 3,066 -10,577 -4,200 -5,596 11,397 -6,730 -3,380: 2,098 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.1 17.8 34.4 68.3 89.8 93.1: 10.2 6.9
Old : 100.0: 39.0 7.9 16.9 34.0 68.4 89.9 93.2: 10.1 6.8
Other: 100.0: 31.1 18.2 8.0 47.2 65.3 86.4 91.6: 13.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 116 57 102 75 73 247 196:
Old : 295: 120 58 100 75 73 246 195:
Other: 53: 12 7 7 19 18 34 30:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 36.2 16.3 44.3 8.2 34.8 15.2 42.6
Old : 9.4 36.4 16.8 44.8 8.5 35.5 15.7 43.5
Other: 44.5 40.6 61.2 61.8 42.6 40.6 58.6 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 20, 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 : 560,194: 108,215 109,796 16,297 279,639 300,510 404,151 426,603: 156,043 133,591
Old : 560,194: 108,215 109,796 16,297 279,639 300,510 404,151 426,603: 156,043 133,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 138: 1,328 10,732 -4,612 -3,866 1,080 -7,150 7,200: 7,288 -7,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.6 2.9 49.9 53.6 72.1 76.2: 27.9 23.8
Old : 100.0: 19.3 19.6 2.9 49.9 53.6 72.1 76.2: 27.9 23.8
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 : 151: 33 34 21 58 59 102 103:
Old : 151: 33 34 21 58 59 102 103:
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 : 15.5 22.7 25.3 33.4 10.3 14.7 17.4 22.3
Old : 15.5 22.7 25.3 33.4 10.3 14.7 17.4 22.3
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 - Futures Only, September 20, 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 : 598,248: 43,727 155,954 11,869 418,129 344,390 473,725 512,213: 124,523 86,035
Old : 598,248: 43,727 155,954 11,869 418,129 344,390 473,725 512,213: 124,523 86,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -8,616: -3,226 -5,598 -117 -5,020 1,071 -8,363 -4,644: -253 -3,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 26.1 2.0 69.9 57.6 79.2 85.6: 20.8 14.4
Old : 100.0: 7.3 26.1 2.0 69.9 57.6 79.2 85.6: 20.8 14.4
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 : 96: 12 15 9 55 48 75 64:
Old : 96: 12 15 9 55 48 75 64:
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 : 24.6 35.7 38.7 50.2 19.4 35.6 29.1 47.6
Old : 24.6 35.7 38.7 50.2 19.4 35.6 29.1 47.6
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 - Futures Only, September 20, 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 : 4,199: 1,712 447 859 1,345 2,652 3,916 3,958: 283 241
Old : 4,199: 1,712 447 859 1,345 2,652 3,916 3,958: 283 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -324: 63 -139 -239 -151 94 -327 -284: 3 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.6 20.5 32.0 63.2 93.3 94.3: 6.7 5.7
Old : 100.0: 40.8 10.6 20.5 32.0 63.2 93.3 94.3: 6.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 5 4 8 10 20 17:
Old : 26: 10 5 4 8 10 20 17:
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 : 58.4 58.2 78.7 81.4 41.2 42.9 50.7 50.7
Old : 58.4 58.2 78.7 81.4 41.2 42.9 50.7 50.7
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 - Futures Only, September 20, 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 : 362,924: 97,111 35,626 44,326 177,164 254,435 318,601 334,387: 44,323 28,537
Old : 345,867: 97,685 34,513 41,412 165,228 243,281 304,325 319,206: 41,542 26,661
Other: 17,057: 780 2,467 1,560 11,936 11,154 14,276 15,181: 2,781 1,876
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,112: -2,135 601 1,958 -5,127 -3,529 -5,304 -970: 2,192 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.8 12.2 48.8 70.1 87.8 92.1: 12.2 7.9
Old : 100.0: 28.2 10.0 12.0 47.8 70.3 88.0 92.3: 12.0 7.7
Other: 100.0: 4.6 14.5 9.1 70.0 65.4 83.7 89.0: 16.3 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 76 60 81 100 91 227 194:
Old : 267: 80 58 81 100 90 227 193:
Other: 66: 11 9 9 33 22 48 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 36.3 20.8 43.3 12.8 32.7 19.0 37.7
Old : 14.2 37.5 21.3 44.4 13.4 34.4 20.0 39.3
Other: 36.7 32.5 56.2 53.9 36.5 32.0 52.1 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 20, 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 : 11,637: 2,558 5,356 621 6,386 3,636 9,565 9,613: 2,072 2,024
Old : 11,637: 2,558 5,356 621 6,386 3,636 9,565 9,613: 2,072 2,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 82: 30 -55 142 108 59 280 146: -198 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 46.0 5.3 54.9 31.2 82.2 82.6: 17.8 17.4
Old : 100.0: 22.0 46.0 5.3 54.9 31.2 82.2 82.6: 17.8 17.4
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 : 79: 20 25 12 25 16 54 50:
Old : 79: 20 25 12 25 16 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 34.0 53.9 49.6 42.1 33.4 51.9 47.5
Old : 42.1 34.0 53.9 49.6 42.1 33.4 51.9 47.5
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 - Futures Only, September 20, 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 : 965,720: 220,033 188,513 43,531 585,409 593,972 848,973 826,016: 116,747 139,704
Old : 965,720: 220,033 188,513 43,531 585,409 593,972 848,973 826,016: 116,747 139,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -7,422: -16,573 -12,006 5,266 2,372 10,932 -8,935 4,192: 1,513 -11,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.5 4.5 60.6 61.5 87.9 85.5: 12.1 14.5
Old : 100.0: 22.8 19.5 4.5 60.6 61.5 87.9 85.5: 12.1 14.5
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 : 249: 51 52 37 88 113 156 185:
Old : 249: 51 52 37 88 113 156 185:
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 : 19.5 20.4 31.0 28.9 17.3 19.8 26.1 26.3
Old : 19.5 20.4 31.0 28.9 17.3 19.8 26.1 26.3
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 - Futures Only, September 20, 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 : 2,763,656: 684,632 567,752 73,430 1,663,034 1,698,719 2,421,096 2,339,901: 342,560 423,755
Old : 2,763,656: 684,632 567,752 73,430 1,663,034 1,698,719 2,421,096 2,339,901: 342,560 423,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -90,957: 49,413 1,124 -29,094 -101,182 -25,591 -80,863 -53,561: -10,094 -37,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.5 2.7 60.2 61.5 87.6 84.7: 12.4 15.3
Old : 100.0: 24.8 20.5 2.7 60.2 61.5 87.6 84.7: 12.4 15.3
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 : 356: 88 75 54 126 147 241 249:
Old : 356: 88 75 54 126 147 241 249:
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 : 31.2 16.8 38.6 28.1 28.1 14.1 34.7 23.0
Old : 31.2 16.8 38.6 28.1 28.1 14.1 34.7 23.0
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 - Futures Only, September 20, 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 : 209,689: 53,496 18,528 397 100,456 102,331 154,349 121,256: 55,340 88,433
Old : 209,689: 53,496 18,528 397 100,456 102,331 154,349 121,256: 55,340 88,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,437: 5,238 -4,830 139 117 9,861 5,494 5,170: -4,057 -3,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.8 0.2 47.9 48.8 73.6 57.8: 26.4 42.2
Old : 100.0: 25.5 8.8 0.2 47.9 48.8 73.6 57.8: 26.4 42.2
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 : 36: 5 3 3 21 18 27 23:
Old : 36: 5 3 3 21 18 27 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 : 46.2 29.2 60.1 40.7 44.3 28.8 58.2 40.1
Old : 46.2 29.2 60.1 40.7 44.3 28.8 58.2 40.1
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 - Futures Only, September 20, 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 : 2,768,378: 414,420 602,494 61,499 2,062,101 1,778,257 2,538,020 2,442,250: 230,358 326,128
Old : 2,768,378: 414,420 602,494 61,499 2,062,101 1,778,257 2,538,020 2,442,250: 230,358 326,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,587: 55,146 -2,073 -5,736 -33,621 30,590 15,789 22,781: -19,376 -26,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.8 2.2 74.5 64.2 91.7 88.2: 8.3 11.8
Old : 100.0: 15.0 21.8 2.2 74.5 64.2 91.7 88.2: 8.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 49 76 33 104 144 176 230:
Old : 303: 49 76 33 104 144 176 230:
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 : 40.8 21.2 50.9 30.2 37.2 20.2 46.2 29.0
Old : 40.8 21.2 50.9 30.2 37.2 20.2 46.2 29.0
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 - Futures Only, September 20, 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 : 1,136,376: 88,448 154,698 242,122 785,125 680,669 1,115,695 1,077,489: 20,681 58,887
Old : 1,136,376: 88,448 154,698 242,122 785,125 680,669 1,115,695 1,077,489: 20,681 58,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 91,554: 13,753 23,746 10,911 66,581 57,370 91,245 92,027: 309 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.6 21.3 69.1 59.9 98.2 94.8: 1.8 5.2
Old : 100.0: 7.8 13.6 21.3 69.1 59.9 98.2 94.8: 1.8 5.2
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 : 166: 24 52 39 59 82 105 155:
Old : 166: 24 52 39 59 82 105 155:
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 : 31.0 25.3 48.0 35.1 25.3 15.9 34.3 22.6
Old : 31.0 25.3 48.0 35.1 25.3 15.9 34.3 22.6
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 - Futures Only, September 20, 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 : 58,114: 35,501 8,363 270 14,526 41,801 50,296 50,434: 7,818 7,681
Old : 58,114: 35,501 8,363 270 14,526 41,801 50,296 50,434: 7,818 7,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -20,451: -3,060 -922 -1,079 -15,538 -16,863 -19,676 -18,863: -775 -1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 14.4 0.5 25.0 71.9 86.5 86.8: 13.5 13.2
Old : 100.0: 61.1 14.4 0.5 25.0 71.9 86.5 86.8: 13.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 41 25 3 26 29 69 56:
Old : 114: 41 25 3 26 29 69 56:
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 : 29.5 37.8 44.5 54.1 29.5 37.8 44.5 54.1
Old : 29.5 37.8 44.5 54.1 29.5 37.8 44.5 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 20, 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 : 116,228: 71,002 16,726 539 29,051 83,602 100,592 100,867: 15,636 15,361
Old : 116,228: 71,002 16,726 539 29,051 83,602 100,592 100,867: 15,636 15,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -40,901: -6,120 -1,843 -2,157 -31,075 -33,725 -39,352 -37,725: -1,549 -3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 14.4 0.5 25.0 71.9 86.5 86.8: 13.5 13.2
Old : 100.0: 61.1 14.4 0.5 25.0 71.9 86.5 86.8: 13.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 41 25 3 26 29 69 56:
Old : 114: 41 25 3 26 29 69 56:
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 : 29.5 37.8 44.5 54.1 29.5 37.8 44.5 54.1
Old : 29.5 37.8 44.5 54.1 29.5 37.8 44.5 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 20, 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 : 21,937: 14,646 17,667 4,217 2,911 0 21,774 21,884: 163 53
Old : 21,937: 14,646 17,667 4,217 2,911 0 21,774 21,884: 163 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 990: -1,343 -1,311 3,637 0 0 2,294 2,326: -1,304 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 80.5 19.2 13.3 0.0 99.3 99.8: 0.7 0.2
Old : 100.0: 66.8 80.5 19.2 13.3 0.0 99.3 99.8: 0.7 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 : 31: 20 10 2 1 0 23 10:
Old : 31: 20 10 2 1 0 23 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 : 60.1 78.5 83.3 99.1 48.9 67.3 69.9 79.9
Old : 60.1 78.5 83.3 99.1 48.9 67.3 69.9 79.9
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 - Futures Only, September 20, 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 : 25,182: 14,637 8,689 131 10,193 16,228 24,961 25,048: 221 134
Old : 25,182: 14,637 8,689 131 10,193 16,228 24,961 25,048: 221 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,804: 854 321 -276 -2,234 -1,763 -1,656 -1,718: -148 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 34.5 0.5 40.5 64.4 99.1 99.5: 0.9 0.5
Old : 100.0: 58.1 34.5 0.5 40.5 64.4 99.1 99.5: 0.9 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: 12 12 1 6 18 18 31:
Old : 46: 12 12 1 6 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 : 84.7 48.9 94.2 68.2 84.7 48.9 94.0 67.4
Old : 84.7 48.9 94.2 68.2 84.7 48.9 94.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 20, 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 : 22,059: 17,294 5,345 136 4,568 16,495 21,998 21,976: 61 83
Old : 22,059: 17,294 5,345 136 4,568 16,495 21,998 21,976: 61 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -16,939: -13,073 190 84 -3,948 -17,200 -16,937 -16,926: -2 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 24.2 0.6 20.7 74.8 99.7 99.6: 0.3 0.4
Old : 100.0: 78.4 24.2 0.6 20.7 74.8 99.7 99.6: 0.3 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 : 28: 12 6 1 3 8 15 15:
Old : 28: 12 6 1 3 8 15 15:
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 : 84.7 72.7 95.7 93.2 84.7 72.7 93.4 93.2
Old : 84.7 72.7 95.7 93.2 84.7 72.7 93.4 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016