WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 18, 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 : 476,586: 158,075 221,179 99,030 169,537 113,711 426,642 433,920: 49,944 42,666
Old : 414,480: 147,574 211,830 79,591 142,531 87,680 369,696 379,101: 44,784 35,379
Other: 62,106: 24,106 22,954 5,834 27,006 26,031 56,946 54,819: 5,160 7,287
: : :
: : Changes in Commitments from: October 11, 2016 :
: -4,123: 8,138 -21,295 -654 -9,334 16,104 -1,850 -5,845: -2,273 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 46.4 20.8 35.6 23.9 89.5 91.0: 10.5 9.0
Old : 100.0: 35.6 51.1 19.2 34.4 21.2 89.2 91.5: 10.8 8.5
Other: 100.0: 38.8 37.0 9.4 43.5 41.9 91.7 88.3: 8.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 153 137 122 117 111 335 315:
Old : 438: 155 133 103 113 99 318 291:
Other: 173: 33 47 18 48 73 94 128:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 10.0 14.7 18.6 7.2 9.4 13.4 17.4
Old : 8.2 10.6 15.6 19.7 8.0 10.6 14.3 19.6
Other: 34.0 22.9 51.9 35.7 33.0 21.7 46.7 32.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 18, 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 : 250,582: 99,490 91,063 35,861 95,041 101,877 230,392 228,801: 20,190 21,781
Old : 203,594: 90,650 90,194 25,355 70,600 70,024 186,605 185,573: 16,989 18,021
Other: 46,988: 17,818 9,847 1,528 24,441 31,853 43,787 43,228: 3,201 3,760
: : :
: : Changes in Commitments from: October 11, 2016 :
: 4,357: 297 -6,037 5,542 -2,024 5,685 3,815 5,190: 542 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 36.3 14.3 37.9 40.7 91.9 91.3: 8.1 8.7
Old : 100.0: 44.5 44.3 12.5 34.7 34.4 91.7 91.1: 8.3 8.9
Other: 100.0: 37.9 21.0 3.3 52.0 67.8 93.2 92.0: 6.8 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 77 59 63 85 77 191 183:
Old : 254: 79 61 48 74 73 172 168:
Other: 142: 30 24 11 51 56 87 85:
:----------------------------------------------------------------------------------------------------
: 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 19.5 23.5 30.3 12.6 18.6 21.9 28.7
Old : 16.3 18.2 25.9 30.5 16.2 17.1 25.6 28.8
Other: 25.9 46.6 38.7 62.0 25.9 44.4 38.6 58.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 18, 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 : 1,316,500: 373,293 320,760 215,766 578,968 589,548 1,168,027 1,126,074: 148,473 190,426
Old : 1,220,498: 370,726 331,562 184,547 528,269 534,348 1,083,542 1,050,457: 136,956 170,041
Other: 96,002: 31,291 17,922 2,495 50,699 55,200 84,485 75,617: 11,517 20,385
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,504: 19,360 -33,809 -3,627 -7,142 41,764 8,591 4,328: 1,913 6,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 24.4 16.4 44.0 44.8 88.7 85.5: 11.3 14.5
Old : 100.0: 30.4 27.2 15.1 43.3 43.8 88.8 86.1: 11.2 13.9
Other: 100.0: 32.6 18.7 2.6 52.8 57.5 88.0 78.8: 12.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 163 167 178 260 321 533 580:
Old : 739: 168 174 162 259 311 524 557:
Other: 347: 40 71 19 65 187 112 273:
:----------------------------------------------------------------------------------------------------
: 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 10.6 16.9 17.4 9.8 9.3 16.5 14.4
Old : 10.2 9.6 17.5 16.9 10.1 8.3 17.3 14.0
Other: 26.4 31.5 39.7 39.4 25.7 31.4 38.8 38.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 18, 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 : 8,712: 2,549 2,350 47 3,152 4,598 5,748 6,995: 2,964 1,717
Old : 8,682: 2,535 2,350 45 3,142 4,592 5,722 6,987: 2,960 1,695
Other: 30: 16 2 0 10 6 26 8: 4 22
: : :
: : Changes in Commitments from: October 11, 2016 :
: -612: -210 -705 45 -279 367 -444 -293: -168 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 27.0 0.5 36.2 52.8 66.0 80.3: 34.0 19.7
Old : 100.0: 29.2 27.1 0.5 36.2 52.9 65.9 80.5: 34.1 19.5
Other: 100.0: 53.3 6.7 0.0 33.3 20.0 86.7 26.7: 13.3 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 9 3 12 10 25 22:
Old : 38: 13 9 3 12 9 25 21:
Other: 7: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 49.1 44.3 69.4 32.4 46.5 43.3 63.6
Old : 32.7 49.3 44.2 69.6 32.3 46.7 43.2 63.8
Other: 86.7 26.7 86.7 26.7 86.7 26.7 86.7 26.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 18, 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 : 687,868: 213,024 73,251 97,779 323,035 423,737 633,838 594,767: 54,030 93,101
Old : 651,404: 210,407 68,599 88,078 302,701 406,988 601,186 563,665: 50,218 87,739
Other: 36,464: 11,242 13,277 1,076 20,334 16,749 32,652 31,102: 3,812 5,362
: : :
: : Changes in Commitments from: October 11, 2016 :
: 35,603: 22,028 1,090 -35 11,091 32,795 33,084 33,850: 2,519 1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 10.6 14.2 47.0 61.6 92.1 86.5: 7.9 13.5
Old : 100.0: 32.3 10.5 13.5 46.5 62.5 92.3 86.5: 7.7 13.5
Other: 100.0: 30.8 36.4 3.0 55.8 45.9 89.5 85.3: 10.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 195 135 202 176 215 481 488:
Old : 623: 195 139 193 168 214 468 479:
Other: 253: 38 56 22 55 118 105 186:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.5 21.9 24.7 12.5 15.9 18.8 22.5
Old : 15.5 17.1 22.9 25.5 14.0 16.5 20.5 23.2
Other: 31.0 51.2 43.4 58.7 31.0 50.2 43.2 57.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 18, 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 : 19,218: 10,687 1,175 1,439 890 3,518 13,016 6,132: 6,202 13,086
Old : 17,994: 10,484 1,086 1,300 890 3,417 12,674 5,803: 5,320 12,191
Other: 1,224: 340 226 2 0 101 342 329: 882 895
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,314: 1,336 -188 549 381 -1,197 2,266 -836: -3,580 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 6.1 7.5 4.6 18.3 67.7 31.9: 32.3 68.1
Old : 100.0: 58.3 6.0 7.2 4.9 19.0 70.4 32.2: 29.6 67.8
Other: 100.0: 27.8 18.5 0.2 0.0 8.3 27.9 26.9: 72.1 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 4 3 11 9 19:
Old : 22: 6 4 4 3 11 9 19:
Other: 14: 3 4 2 0 7 4 12:
:----------------------------------------------------------------------------------------------------
: 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 : 59.4 12.3 67.7 20.1 55.1 10.4 60.0 16.8
Old : 62.6 12.9 70.4 21.0 57.3 10.6 62.9 17.3
Other: 27.9 21.6 27.9 25.9 27.8 21.6 27.8 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 18, 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 : 446,688: 165,668 39,608 94,339 140,598 285,970 400,605 419,917: 46,083 26,771
Old : 434,383: 166,263 43,443 88,148 135,634 277,133 390,045 408,724: 44,338 25,659
Other: 12,305: 4,599 1,359 997 4,964 8,837 10,560 11,193: 1,745 1,112
: : :
: : Changes in Commitments from: October 11, 2016 :
: 12,839: 12,737 1,210 -495 -5,161 11,253 7,081 11,968: 5,758 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.9 21.1 31.5 64.0 89.7 94.0: 10.3 6.0
Old : 100.0: 38.3 10.0 20.3 31.2 63.8 89.8 94.1: 10.2 5.9
Other: 100.0: 37.4 11.0 8.1 40.3 71.8 85.8 91.0: 14.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 121 68 114 76 75 273 215:
Old : 330: 122 76 112 75 75 270 215:
Other: 57: 16 7 8 20 18 41 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 35.5 17.8 42.9 9.9 34.9 16.2 41.8
Old : 10.8 35.8 18.2 43.3 10.2 35.5 16.7 42.5
Other: 39.9 48.9 55.2 66.0 37.9 48.9 53.2 66.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 18, 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 : 554,097: 110,067 106,697 10,827 285,802 292,094 406,696 409,618: 147,401 144,479
Old : 554,097: 110,067 106,697 10,827 285,802 292,094 406,696 409,618: 147,401 144,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -17,335: -2,410 -6,765 -1,505 -5,267 -15,905 -9,182 -24,175: -8,153 6,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.3 2.0 51.6 52.7 73.4 73.9: 26.6 26.1
Old : 100.0: 19.9 19.3 2.0 51.6 52.7 73.4 73.9: 26.6 26.1
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 : 159: 33 39 20 63 59 109 105:
Old : 159: 33 39 20 63 59 109 105:
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 : 17.4 24.0 28.3 34.1 11.5 16.6 18.2 23.1
Old : 17.4 24.0 28.3 34.1 11.5 16.6 18.2 23.1
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 18, 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 : 614,615: 44,423 152,038 9,877 444,661 368,590 498,961 530,505: 115,654 84,110
Old : 614,615: 44,423 152,038 9,877 444,661 368,590 498,961 530,505: 115,654 84,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 6,033: -1,916 -5,799 1,220 9,243 14,087 8,547 9,508: -2,514 -3,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 24.7 1.6 72.3 60.0 81.2 86.3: 18.8 13.7
Old : 100.0: 7.2 24.7 1.6 72.3 60.0 81.2 86.3: 18.8 13.7
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 : 102: 13 16 8 56 52 74 71:
Old : 102: 13 16 8 56 52 74 71:
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 36.3 38.8 51.5 19.7 36.3 29.5 48.8
Old : 25.2 36.3 38.8 51.5 19.7 36.3 29.5 48.8
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 18, 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 : 5,099: 2,581 448 1,014 1,206 3,363 4,801 4,825: 298 274
Old : 5,099: 2,581 448 1,014 1,206 3,363 4,801 4,825: 298 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 247: 430 191 -42 -54 56 334 205: -87 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 8.8 19.9 23.7 66.0 94.2 94.6: 5.8 5.4
Old : 100.0: 50.6 8.8 19.9 23.7 66.0 94.2 94.6: 5.8 5.4
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 : 29: 15 4 5 7 10 25 16:
Old : 29: 15 4 5 7 10 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 67.5 70.7 87.7 40.7 51.0 52.4 58.4
Old : 49.2 67.5 70.7 87.7 40.7 51.0 52.4 58.4
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 18, 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 : 380,612: 85,792 53,756 62,545 185,355 229,352 333,692 345,653: 46,920 34,959
Old : 358,830: 86,580 52,761 58,188 170,464 215,739 315,232 326,688: 43,598 32,142
Other: 21,782: 1,488 3,271 2,081 14,891 13,613 18,460 18,965: 3,322 2,817
: : :
: : Changes in Commitments from: October 11, 2016 :
: 9,301: 1,957 2,438 724 4,912 3,960 7,593 7,122: 1,708 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.1 16.4 48.7 60.3 87.7 90.8: 12.3 9.2
Old : 100.0: 24.1 14.7 16.2 47.5 60.1 87.8 91.0: 12.2 9.0
Other: 100.0: 6.8 15.0 9.6 68.4 62.5 84.7 87.1: 15.3 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 86 69 78 95 82 225 195:
Old : 284: 87 73 77 95 81 224 194:
Other: 75: 15 11 14 37 21 60 41:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 29.6 20.1 36.2 12.8 27.4 19.0 32.2
Old : 14.0 30.6 20.6 37.6 13.7 28.8 19.7 34.2
Other: 33.6 35.2 51.4 56.2 33.0 34.0 48.4 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 18, 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 : 11,043: 1,964 4,768 1,000 6,253 3,191 9,217 8,959: 1,826 2,084
Old : 11,035: 1,964 4,762 1,000 6,245 3,191 9,209 8,953: 1,826 2,082
Other: 8: 0 6 0 8 0 8 6: 0 2
: : :
: : Changes in Commitments from: October 11, 2016 :
: -351: -323 -735 84 22 114 -217 -537: -134 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 43.2 9.1 56.6 28.9 83.5 81.1: 16.5 18.9
Old : 100.0: 17.8 43.2 9.1 56.6 28.9 83.5 81.1: 16.5 18.9
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 : 71: 16 24 9 22 14 45 44:
Old : 71: 16 24 9 21 14 44 44:
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 : 43.2 31.1 56.1 46.0 42.1 30.5 52.5 44.6
Old : 43.2 31.2 56.2 46.1 42.2 30.6 52.5 44.7
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 18, 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 : 1,306,267: 199,092 217,959 94,072 904,078 839,700 1,197,242 1,151,731: 109,025 154,536
Old : 1,306,267: 199,092 217,959 94,072 904,078 839,700 1,197,242 1,151,731: 109,025 154,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 33,495: -9,473 -10,497 9,574 40,819 30,282 40,920 29,359: -7,425 4,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.7 7.2 69.2 64.3 91.7 88.2: 8.3 11.8
Old : 100.0: 15.2 16.7 7.2 69.2 64.3 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 : 258: 59 42 33 98 118 171 179:
Old : 258: 59 42 33 98 118 171 179:
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 : 25.8 27.3 36.0 41.9 21.8 25.1 29.1 33.2
Old : 25.8 27.3 36.0 41.9 21.8 25.1 29.1 33.2
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 18, 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 : 2,880,744: 663,215 563,293 105,416 1,786,574 1,742,848 2,555,205 2,411,557: 325,539 469,187
Old : 2,880,744: 663,215 563,293 105,416 1,786,574 1,742,848 2,555,205 2,411,557: 325,539 469,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 12,227: 5,758 -50,337 6,528 17,404 34,729 29,690 -9,080: -17,463 21,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.6 3.7 62.0 60.5 88.7 83.7: 11.3 16.3
Old : 100.0: 23.0 19.6 3.7 62.0 60.5 88.7 83.7: 11.3 16.3
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 : 372: 98 68 62 132 165 256 269:
Old : 372: 98 68 62 132 165 256 269:
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 16.0 37.6 26.0 27.4 13.9 34.2 22.2
Old : 29.5 16.0 37.6 26.0 27.4 13.9 34.2 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 18, 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 : 233,127: 37,230 20,453 626 129,770 129,311 167,626 150,390: 65,501 82,737
Old : 233,127: 37,230 20,453 626 129,770 129,311 167,626 150,390: 65,501 82,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 8,836: -650 304 269 6,014 15,506 5,633 16,079: 3,203 -7,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.8 0.3 55.7 55.5 71.9 64.5: 28.1 35.5
Old : 100.0: 16.0 8.8 0.3 55.7 55.5 71.9 64.5: 28.1 35.5
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 : 41: 5 3 3 23 23 30 27:
Old : 41: 5 3 3 23 23 30 27:
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 : 41.1 27.9 54.3 39.9 40.1 26.9 53.3 38.8
Old : 41.1 27.9 54.3 39.9 40.1 26.9 53.3 38.8
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 18, 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 : 2,734,150: 366,972 569,634 55,004 2,070,181 1,761,538 2,492,157 2,386,176: 241,993 347,974
Old : 2,734,150: 366,972 569,634 55,004 2,070,181 1,761,538 2,492,157 2,386,176: 241,993 347,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -8,781: 20,665 -47,663 6,383 -37,191 36,462 -10,143 -4,818: 1,362 -3,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 20.8 2.0 75.7 64.4 91.1 87.3: 8.9 12.7
Old : 100.0: 13.4 20.8 2.0 75.7 64.4 91.1 87.3: 8.9 12.7
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 : 295: 49 68 42 102 144 177 228:
Old : 295: 49 68 42 102 144 177 228:
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 : 41.4 20.5 51.6 30.5 38.3 20.3 47.3 30.2
Old : 41.4 20.5 51.6 30.5 38.3 20.3 47.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 18, 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 : 1,133,388: 121,376 161,122 249,127 744,770 674,719 1,115,273 1,084,968: 18,115 48,420
Old : 1,133,388: 121,376 161,122 249,127 744,770 674,719 1,115,273 1,084,968: 18,115 48,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 12,125: -10,476 2,217 3,686 20,564 7,810 13,774 13,713: -1,649 -1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.2 22.0 65.7 59.5 98.4 95.7: 1.6 4.3
Old : 100.0: 10.7 14.2 22.0 65.7 59.5 98.4 95.7: 1.6 4.3
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 : 163: 33 45 46 60 80 115 150:
Old : 163: 33 45 46 60 80 115 150:
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 : 26.5 22.1 44.2 37.1 18.7 13.4 28.6 18.8
Old : 26.5 22.1 44.2 37.1 18.7 13.4 28.6 18.8
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 18, 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 : 58,842: 38,043 10,112 510 12,454 40,170 51,006 50,792: 7,836 8,051
Old : 58,842: 38,043 10,112 510 12,454 40,170 51,006 50,792: 7,836 8,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,919: 297 -1,324 -64 -1,007 -752 -774 -2,140: -1,145 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 17.2 0.9 21.2 68.3 86.7 86.3: 13.3 13.7
Old : 100.0: 64.7 17.2 0.9 21.2 68.3 86.7 86.3: 13.3 13.7
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 : 115: 45 22 8 24 31 72 59:
Old : 115: 45 22 8 24 31 72 59:
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 : 36.7 31.9 46.8 47.9 36.7 31.9 46.7 47.5
Old : 36.7 31.9 46.8 47.9 36.7 31.9 46.7 47.5
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 18, 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 : 117,684: 76,085 20,223 1,020 24,907 80,340 102,012 101,583: 15,672 16,101
Old : 117,684: 76,085 20,223 1,020 24,907 80,340 102,012 101,583: 15,672 16,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -3,838: 593 -2,648 -128 -2,013 -1,503 -1,548 -4,279: -2,290 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 17.2 0.9 21.2 68.3 86.7 86.3: 13.3 13.7
Old : 100.0: 64.7 17.2 0.9 21.2 68.3 86.7 86.3: 13.3 13.7
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 : 115: 45 22 8 24 31 72 59:
Old : 115: 45 22 8 24 31 72 59:
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 : 36.7 31.9 46.8 47.9 36.7 31.9 46.7 47.5
Old : 36.7 31.9 46.8 47.9 36.7 31.9 46.7 47.5
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 18,522: 15,323 17,926 559 2,481 0 18,363 18,485: 159 37
Old : 18,522: 15,323 17,926 559 2,481 0 18,363 18,485: 159 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -3,330: -3,121 -3,138 -219 0 0 -3,340 -3,357: 10 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 96.8 3.0 13.4 0.0 99.1 99.8: 0.9 0.2
Old : 100.0: 82.7 96.8 3.0 13.4 0.0 99.1 99.8: 0.9 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: 24 10 2 1 0 26 11:
Old : 35: 24 10 2 1 0 26 11:
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 : 59.8 79.3 85.6 97.6 59.8 79.3 84.6 95.6
Old : 59.8 79.3 85.6 97.6 59.8 79.3 84.6 95.6
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 18, 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 : 28,043: 16,224 10,265 97 11,544 17,518 27,865 27,880: 178 163
Old : 28,043: 16,224 10,265 97 11,544 17,518 27,865 27,880: 178 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,459: 1,249 923 -57 227 574 1,419 1,440: 40 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 36.6 0.3 41.2 62.5 99.4 99.4: 0.6 0.6
Old : 100.0: 57.9 36.6 0.3 41.2 62.5 99.4 99.4: 0.6 0.6
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 : 45: 10 11 1 7 19 17 31:
Old : 45: 10 11 1 7 19 17 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 : 86.7 50.9 95.6 71.1 86.7 50.9 95.3 70.9
Old : 86.7 50.9 95.6 71.1 86.7 50.9 95.3 70.9
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 18, 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 : 27,640: 23,443 6,161 136 4,032 21,276 27,611 27,573: 29 67
Old : 27,640: 23,443 6,161 136 4,032 21,276 27,611 27,573: 29 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -648: 758 -27 0 -1,373 -563 -615 -590: -33 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 22.3 0.5 14.6 77.0 99.9 99.8: 0.1 0.2
Old : 100.0: 84.8 22.3 0.5 14.6 77.0 99.9 99.8: 0.1 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: 13 8 1 4 11 17 20:
Old : 35: 13 8 1 4 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 63.5 95.6 89.1 86.1 63.5 93.4 89.1
Old : 86.1 63.5 95.6 89.1 86.1 63.5 93.4 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016