WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 11, 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 : 480,709: 149,937 242,474 99,684 178,871 97,607 428,492 439,765: 52,217 40,944
Old : 425,636: 141,989 234,356 83,118 153,154 73,959 378,261 391,433: 47,375 34,203
Other: 55,073: 19,495 19,665 5,019 25,717 23,648 50,231 48,332: 4,842 6,741
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,749: 2,951 -17,832 13,671 -12,735 8,261 3,887 4,100: -1,138 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 50.4 20.7 37.2 20.3 89.1 91.5: 10.9 8.5
Old : 100.0: 33.4 55.1 19.5 36.0 17.4 88.9 92.0: 11.1 8.0
Other: 100.0: 35.4 35.7 9.1 46.7 42.9 91.2 87.8: 8.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 161 145 117 119 105 342 315:
Old : 453: 165 138 100 115 90 327 287:
Other: 172: 35 44 19 50 72 99 124:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 10.0 15.6 18.6 8.2 9.5 14.4 17.8
Old : 9.1 10.4 16.4 19.8 9.0 10.4 15.2 19.8
Other: 36.6 25.2 51.6 36.2 36.6 23.1 45.9 33.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 11, 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 : 246,225: 99,193 97,100 30,319 97,065 96,192 226,577 223,611: 19,648 22,614
Old : 204,947: 91,351 95,384 21,062 75,814 69,555 188,227 186,001: 16,720 18,946
Other: 41,278: 15,655 9,529 1,444 21,251 26,637 38,350 37,610: 2,928 3,668
: : :
: : Changes in Commitments from: October 4, 2016 :
: 6,549: 1,650 4,893 2,028 2,561 348 6,239 7,269: 310 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 39.4 12.3 39.4 39.1 92.0 90.8: 8.0 9.2
Old : 100.0: 44.6 46.5 10.3 37.0 33.9 91.8 90.8: 8.2 9.2
Other: 100.0: 37.9 23.1 3.5 51.5 64.5 92.9 91.1: 7.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 84 58 56 80 71 183 173:
Old : 252: 82 59 45 71 66 168 160:
Other: 129: 29 17 9 47 54 79 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 : 14.0 19.4 23.7 30.3 12.9 18.8 22.2 29.2
Old : 16.3 18.5 26.2 31.6 16.2 17.8 26.0 30.3
Other: 24.7 45.2 38.8 60.0 24.7 42.0 38.8 56.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 11, 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 : 1,305,996: 353,933 354,569 219,393 586,110 547,784 1,159,436 1,121,746: 146,560 184,250
Old : 1,215,908: 349,408 367,171 190,908 539,871 492,569 1,080,187 1,050,648: 135,721 165,260
Other: 90,088: 30,278 13,151 2,732 46,239 55,215 79,249 71,098: 10,839 18,990
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,853: -9,166 -33,634 18,635 -9,931 11,145 -462 -3,854: -4,391 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.1 16.8 44.9 41.9 88.8 85.9: 11.2 14.1
Old : 100.0: 28.7 30.2 15.7 44.4 40.5 88.8 86.4: 11.2 13.6
Other: 100.0: 33.6 14.6 3.0 51.3 61.3 88.0 78.9: 12.0 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 160 160 170 264 317 526 570:
Old : 729: 160 167 156 263 305 517 548:
Other: 320: 37 58 19 64 175 109 249:
:----------------------------------------------------------------------------------------------------
: 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 9.9 16.9 17.1 9.7 8.3 16.6 14.0
Old : 10.1 9.0 17.6 16.4 10.0 8.2 17.3 14.0
Other: 26.0 33.1 40.8 41.6 25.0 32.8 39.5 41.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 11, 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 : 9,324: 2,759 3,055 2 3,431 4,231 6,192 7,288: 3,132 2,036
Old : 9,295: 2,745 3,053 0 3,421 4,230 6,166 7,283: 3,129 2,012
Other: 29: 16 4 0 10 1 26 5: 3 24
: : :
: : Changes in Commitments from: October 4, 2016 :
: -978: -323 -1,389 1 -174 338 -496 -1,050: -482 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 32.8 0.0 36.8 45.4 66.4 78.2: 33.6 21.8
Old : 100.0: 29.5 32.8 0.0 36.8 45.5 66.3 78.4: 33.7 21.6
Other: 100.0: 55.2 13.8 0.0 34.5 3.4 89.7 17.2: 10.3 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 11 1 14 11 28 23:
Old : 43: 14 11 0 14 10 28 21:
Other: 6: 1 2 0 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 45.7 43.2 62.3 30.9 43.2 41.1 56.2
Old : 31.5 45.9 43.2 62.5 30.8 43.3 40.9 56.3
Other: 89.7 17.2 89.7 17.2 89.7 17.2 89.7 17.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 11, 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 : 652,265: 190,996 72,161 97,814 311,944 390,942 600,754 560,917: 51,511 91,348
Old : 616,373: 190,547 69,041 85,851 292,530 374,714 568,928 529,606: 47,445 86,767
Other: 35,892: 11,369 14,040 1,043 19,414 16,228 31,826 31,311: 4,066 4,581
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,223: 1,070 -12,825 -5,176 3,112 14,404 -994 -3,597: 2,217 4,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 11.1 15.0 47.8 59.9 92.1 86.0: 7.9 14.0
Old : 100.0: 30.9 11.2 13.9 47.5 60.8 92.3 85.9: 7.7 14.1
Other: 100.0: 31.7 39.1 2.9 54.1 45.2 88.7 87.2: 11.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 188 138 196 168 201 467 462:
Old : 598: 193 140 183 158 200 450 452:
Other: 231: 34 52 17 53 104 97 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.9 22.3 25.0 13.1 15.8 20.0 22.8
Old : 15.6 17.4 23.2 25.8 14.6 16.3 22.0 23.5
Other: 32.1 54.5 46.8 62.4 32.1 53.5 46.8 60.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 11, 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 : 20,532: 9,351 1,363 890 509 4,715 10,750 6,968: 9,782 13,564
Old : 19,428: 9,240 1,248 788 509 4,561 10,537 6,597: 8,891 12,831
Other: 1,104: 211 215 2 0 154 213 371: 891 733
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,228: -227 -54 745 342 -166 860 525: -2,088 -1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 6.6 4.3 2.5 23.0 52.4 33.9: 47.6 66.1
Old : 100.0: 47.6 6.4 4.1 2.6 23.5 54.2 34.0: 45.8 66.0
Other: 100.0: 19.1 19.5 0.2 0.0 13.9 19.3 33.6: 80.7 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 4 3 14 8 23:
Old : 24: 5 5 3 3 14 8 22:
Other: 16: 2 4 2 0 9 3 15:
:----------------------------------------------------------------------------------------------------
: 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 : 49.0 10.5 52.4 18.0 45.5 10.2 46.6 17.3
Old : 50.7 10.7 54.2 18.3 47.0 10.3 48.8 17.5
Other: 19.3 25.6 19.3 31.1 19.1 25.6 19.1 31.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 11, 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 : 433,849: 152,931 38,398 94,834 145,759 274,717 393,524 407,949: 40,325 25,900
Old : 422,114: 153,487 41,052 89,531 140,630 266,358 383,648 396,941: 38,466 25,173
Other: 11,735: 3,664 1,566 1,083 5,129 8,359 9,876 11,008: 1,859 727
: : :
: : Changes in Commitments from: October 4, 2016 :
: 19,810: -2,941 7,008 11,542 12,185 1,260 20,786 19,810: -976 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.9 21.9 33.6 63.3 90.7 94.0: 9.3 6.0
Old : 100.0: 36.4 9.7 21.2 33.3 63.1 90.9 94.0: 9.1 6.0
Other: 100.0: 31.2 13.3 9.2 43.7 71.2 84.2 93.8: 15.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 104 64 115 76 68 258 211:
Old : 310: 104 70 114 76 67 258 209:
Other: 56: 13 8 8 21 19 39 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 : 11.0 35.6 18.8 43.2 10.0 34.7 16.6 41.5
Old : 11.2 35.9 19.2 43.6 10.3 35.5 17.1 42.3
Other: 43.0 49.0 58.6 66.4 41.1 49.0 56.7 65.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 11, 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 : 571,432: 112,477 113,462 12,332 291,069 307,999 415,878 433,793: 155,554 137,639
Old : 571,432: 112,477 113,462 12,332 291,069 307,999 415,878 433,793: 155,554 137,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,346: 3,533 14,867 -995 -1,555 -15,190 983 -1,318: 1,363 3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.9 2.2 50.9 53.9 72.8 75.9: 27.2 24.1
Old : 100.0: 19.7 19.9 2.2 50.9 53.9 72.8 75.9: 27.2 24.1
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 : 158: 33 38 19 66 57 112 101:
Old : 158: 33 38 19 66 57 112 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 23.5 26.8 34.2 11.2 16.1 17.9 24.2
Old : 16.2 23.5 26.8 34.2 11.2 16.1 17.9 24.2
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 - Futures Only, October 11, 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 : 608,582: 46,339 157,837 8,657 435,418 354,503 490,414 520,997: 118,168 87,585
Old : 608,582: 46,339 157,837 8,657 435,418 354,503 490,414 520,997: 118,168 87,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 966: 2,498 -2,615 -2,573 -753 -571 -828 -5,759: 1,794 6,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 25.9 1.4 71.5 58.3 80.6 85.6: 19.4 14.4
Old : 100.0: 7.6 25.9 1.4 71.5 58.3 80.6 85.6: 19.4 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 : 101: 14 17 8 52 52 71 72:
Old : 101: 14 17 8 52 52 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 35.2 38.9 50.5 19.8 35.2 29.5 47.8
Old : 25.2 35.2 38.9 50.5 19.8 35.2 29.5 47.8
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, October 11, 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 : 4,852: 2,151 257 1,056 1,260 3,307 4,467 4,620: 385 232
Old : 4,852: 2,151 257 1,056 1,260 3,307 4,467 4,620: 385 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 76: 127 -129 8 -145 129 -10 8: 86 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 5.3 21.8 26.0 68.2 92.1 95.2: 7.9 4.8
Old : 100.0: 44.3 5.3 21.8 26.0 68.2 92.1 95.2: 7.9 4.8
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 : 27: 14 3 6 6 10 22 17:
Old : 27: 14 3 6 6 10 22 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 : 52.1 66.5 72.6 88.1 41.3 51.2 50.3 56.4
Old : 52.1 66.5 72.6 88.1 41.3 51.2 50.3 56.4
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, October 11, 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 : 371,311: 83,835 51,318 61,821 180,443 225,392 326,099 338,531: 45,212 32,780
Old : 350,855: 84,085 50,194 58,228 166,409 212,383 308,722 320,805: 42,133 30,050
Other: 20,456: 1,348 2,722 1,995 14,034 13,009 17,377 17,726: 3,079 2,730
: : :
: : Changes in Commitments from: October 4, 2016 :
: 6,590: -7,486 4,048 10,547 4,352 -7,266 7,413 7,329: -823 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.8 16.6 48.6 60.7 87.8 91.2: 12.2 8.8
Old : 100.0: 24.0 14.3 16.6 47.4 60.5 88.0 91.4: 12.0 8.6
Other: 100.0: 6.6 13.3 9.8 68.6 63.6 84.9 86.7: 15.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 76 73 81 95 86 222 203:
Old : 282: 77 75 80 95 85 221 202:
Other: 74: 11 15 15 34 20 56 43:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 30.4 20.4 36.7 13.3 28.1 19.5 32.9
Old : 14.2 31.4 21.0 38.1 14.2 29.5 20.4 34.9
Other: 35.4 35.3 53.7 57.4 34.4 33.9 50.2 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 11, 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 : 11,394: 2,287 5,503 916 6,231 3,077 9,434 9,496: 1,960 1,898
Old : 11,386: 2,287 5,497 916 6,223 3,077 9,426 9,490: 1,960 1,896
Other: 8: 0 6 0 8 0 8 6: 0 2
: : :
: : Changes in Commitments from: October 4, 2016 :
: 122: -85 -186 196 121 309 232 319: -110 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 48.3 8.0 54.7 27.0 82.8 83.3: 17.2 16.7
Old : 100.0: 20.1 48.3 8.0 54.7 27.0 82.8 83.3: 17.2 16.7
Other: 100.0: 0.0 75.0 0.0 100.0 0.0 100.0 75.0: 0.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 17 29 11 22 14 47 50:
Old : 77: 17 29 11 21 14 46 50:
Other: 3: 0 2 0 1 0 1 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 : 40.4 28.5 53.3 44.2 39.8 27.8 49.5 42.9
Old : 40.5 28.5 53.3 44.2 39.8 27.9 49.6 43.0
Other: 100.0 75.0 100.0 75.0 100.0 75.0 100.0 75.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 11, 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 : 1,272,772: 208,565 228,456 84,498 863,259 809,418 1,156,322 1,122,372: 116,450 150,400
Old : 1,272,772: 208,565 228,456 84,498 863,259 809,418 1,156,322 1,122,372: 116,450 150,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 163,353: -17,337 26,604 44,694 140,969 87,481 168,326 158,779: -4,973 4,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.9 6.6 67.8 63.6 90.9 88.2: 9.1 11.8
Old : 100.0: 16.4 17.9 6.6 67.8 63.6 90.9 88.2: 9.1 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 : 250: 58 46 34 99 105 172 170:
Old : 250: 58 46 34 99 105 172 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 28.6 35.1 41.3 20.4 26.2 27.3 32.6
Old : 25.9 28.6 35.1 41.3 20.4 26.2 27.3 32.6
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, October 11, 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 : 2,868,517: 657,457 613,630 98,888 1,769,170 1,708,119 2,525,515 2,420,637: 343,002 447,880
Old : 2,868,517: 657,457 613,630 98,888 1,769,170 1,708,119 2,525,515 2,420,637: 343,002 447,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 10,805: -31,470 51,872 5,630 31,990 -64,515 6,150 -7,013: 4,655 17,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.4 3.4 61.7 59.5 88.0 84.4: 12.0 15.6
Old : 100.0: 22.9 21.4 3.4 61.7 59.5 88.0 84.4: 12.0 15.6
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 : 365: 93 72 63 131 152 255 256:
Old : 365: 93 72 63 131 152 255 256:
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 : 29.1 15.6 37.6 25.9 27.1 13.5 34.5 22.2
Old : 29.1 15.6 37.6 25.9 27.1 13.5 34.5 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, October 11, 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 : 224,291: 37,880 20,149 357 123,756 113,805 161,993 134,311: 62,298 89,980
Old : 224,291: 37,880 20,149 357 123,756 113,805 161,993 134,311: 62,298 89,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,797: 4,190 -527 213 -8,471 -10,686 -4,068 -11,000: 2,271 9,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.0 0.2 55.2 50.7 72.2 59.9: 27.8 40.1
Old : 100.0: 16.9 9.0 0.2 55.2 50.7 72.2 59.9: 27.8 40.1
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 : 38: 4 3 2 23 21 28 25:
Old : 38: 4 3 2 23 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 26.9 57.4 38.3 42.8 26.3 56.4 37.8
Old : 43.8 26.9 57.4 38.3 42.8 26.3 56.4 37.8
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 - Futures Only, October 11, 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 : 2,742,931: 346,307 617,297 48,621 2,107,372 1,725,076 2,502,300 2,390,994: 240,631 351,937
Old : 2,742,931: 346,307 617,297 48,621 2,107,372 1,725,076 2,502,300 2,390,994: 240,631 351,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -22,868: -47,361 9,485 17,171 21,378 -67,098 -8,812 -40,442: -14,056 17,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.5 1.8 76.8 62.9 91.2 87.2: 8.8 12.8
Old : 100.0: 12.6 22.5 1.8 76.8 62.9 91.2 87.2: 8.8 12.8
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 : 294: 44 76 38 102 139 170 229:
Old : 294: 44 76 38 102 139 170 229:
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 : 42.3 19.9 52.2 28.8 39.3 19.6 48.1 28.6
Old : 42.3 19.9 52.2 28.8 39.3 19.6 48.1 28.6
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, October 11, 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 : 1,121,263: 131,852 158,905 245,441 724,206 666,909 1,101,499 1,071,255: 19,764 50,008
Old : 1,121,263: 131,852 158,905 245,441 724,206 666,909 1,101,499 1,071,255: 19,764 50,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 56,180: 46,905 25,866 -608 9,641 37,464 55,938 62,722: 242 -6,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.2 21.9 64.6 59.5 98.2 95.5: 1.8 4.5
Old : 100.0: 11.8 14.2 21.9 64.6 59.5 98.2 95.5: 1.8 4.5
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 : 153: 29 41 41 55 76 103 140:
Old : 153: 29 41 41 55 76 103 140:
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 23.1 45.2 38.5 18.9 14.4 29.2 19.4
Old : 26.7 23.1 45.2 38.5 18.9 14.4 29.2 19.4
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, October 11, 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 : 60,761: 37,746 11,436 574 13,460 40,922 51,780 52,931: 8,981 7,830
Old : 60,761: 37,746 11,436 574 13,460 40,922 51,780 52,931: 8,981 7,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -253: -1,119 1,857 65 -362 -1,936 -1,416 -15: 1,163 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 18.8 0.9 22.2 67.3 85.2 87.1: 14.8 12.9
Old : 100.0: 62.1 18.8 0.9 22.2 67.3 85.2 87.1: 14.8 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 : 117: 40 30 7 25 28 72 58:
Old : 117: 40 30 7 25 28 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 32.9 48.5 47.2 37.2 32.9 48.5 46.9
Old : 37.2 32.9 48.5 47.2 37.2 32.9 48.5 46.9
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, October 11, 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 : 121,522: 75,492 22,871 1,148 26,920 81,843 103,560 105,862: 17,962 15,660
Old : 121,522: 75,492 22,871 1,148 26,920 81,843 103,560 105,862: 17,962 15,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -505: -2,237 3,713 129 -723 -3,871 -2,831 -29: 2,326 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 18.8 0.9 22.2 67.3 85.2 87.1: 14.8 12.9
Old : 100.0: 62.1 18.8 0.9 22.2 67.3 85.2 87.1: 14.8 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 : 117: 40 30 7 25 28 72 58:
Old : 117: 40 30 7 25 28 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 32.9 48.5 47.2 37.2 32.9 48.5 46.9
Old : 37.2 32.9 48.5 47.2 37.2 32.9 48.5 46.9
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, October 11, 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 : 21,852: 18,444 21,064 778 2,481 0 21,703 21,842: 149 10
Old : 21,852: 18,444 21,064 778 2,481 0 21,703 21,842: 149 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,528: 2,257 2,517 11 283 0 2,551 2,528: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 96.4 3.6 11.4 0.0 99.3 100.0: 0.7 0.0
Old : 100.0: 84.4 96.4 3.6 11.4 0.0 99.3 100.0: 0.7 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 : 36: 24 11 2 1 0 26 12:
Old : 36: 24 11 2 1 0 26 12:
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 : 65.2 78.1 88.0 97.2 63.3 78.1 86.1 95.5
Old : 65.2 78.1 88.0 97.2 63.3 78.1 86.1 95.5
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 - Futures Only, October 11, 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 : 26,584: 14,975 9,342 154 11,317 16,944 26,446 26,440: 138 144
Old : 26,584: 14,975 9,342 154 11,317 16,944 26,446 26,440: 138 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -26: -94 -287 -154 293 428 45 -13: -71 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 35.1 0.6 42.6 63.7 99.5 99.5: 0.5 0.5
Old : 100.0: 56.3 35.1 0.6 42.6 63.7 99.5 99.5: 0.5 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: 9 13 1 7 19 16 33:
Old : 46: 9 13 1 7 19 16 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 : 87.5 49.8 96.3 70.6 87.5 49.8 95.7 70.3
Old : 87.5 49.8 96.3 70.6 87.5 49.8 95.7 70.3
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, October 11, 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 : 28,288: 22,685 6,188 136 5,405 21,839 28,226 28,163: 62 125
Old : 28,288: 22,685 6,188 136 5,405 21,839 28,226 28,163: 62 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,575: 2,905 538 -5 -310 2,007 2,590 2,540: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 21.9 0.5 19.1 77.2 99.8 99.6: 0.2 0.4
Old : 100.0: 80.2 21.9 0.5 19.1 77.2 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 : 35: 11 9 1 5 11 16 21:
Old : 35: 11 9 1 5 11 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 : 82.7 64.9 93.2 90.1 82.7 64.9 91.6 90.1
Old : 82.7 64.9 93.2 90.1 82.7 64.9 91.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016