WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 29, 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 : 444,341: 143,935 235,779 85,853 168,436 78,443 398,224 400,075: 46,117 44,266
Old : 344,639: 134,035 220,290 50,627 123,266 40,878 307,928 311,795: 36,711 32,844
Other: 99,702: 35,433 41,022 9,693 45,170 37,565 90,296 88,280: 9,406 11,422
: : :
: : Changes in Commitments from: November 22, 2016 :
: -58,776: -10,601 8,583 -22,808 -19,387 -44,787 -52,796 -59,012: -5,980 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 53.1 19.3 37.9 17.7 89.6 90.0: 10.4 10.0
Old : 100.0: 38.9 63.9 14.7 35.8 11.9 89.3 90.5: 10.7 9.5
Other: 100.0: 35.5 41.1 9.7 45.3 37.7 90.6 88.5: 9.4 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 152 151 114 112 87 332 301:
Old : 437: 166 134 74 103 69 300 250:
Other: 218: 47 71 37 54 74 130 158:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 10.2 17.1 18.7 9.0 9.8 15.8 18.0
Old : 9.5 13.2 17.8 23.9 9.1 12.6 16.7 22.9
Other: 30.0 16.4 42.3 28.9 29.1 16.2 39.5 27.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 29, 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 : 245,249: 98,862 83,554 36,544 88,493 101,018 223,899 221,116: 21,350 24,133
Old : 175,861: 88,223 80,637 16,776 56,011 60,018 161,010 157,431: 14,851 18,430
Other: 69,388: 28,471 20,749 1,936 32,482 41,000 62,889 63,685: 6,499 5,703
: : :
: : Changes in Commitments from: November 22, 2016 :
: -20,192: -872 -7,117 -3,986 -14,019 -10,066 -18,877 -21,169: -1,315 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 34.1 14.9 36.1 41.2 91.3 90.2: 8.7 9.8
Old : 100.0: 50.2 45.9 9.5 31.8 34.1 91.6 89.5: 8.4 10.5
Other: 100.0: 41.0 29.9 2.8 46.8 59.1 90.6 91.8: 9.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 82 62 49 74 74 174 173:
Old : 241: 75 63 33 62 64 149 151:
Other: 147: 36 24 12 53 56 95 87:
:----------------------------------------------------------------------------------------------------
: 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 18.4 25.3 28.9 13.2 16.9 22.5 26.1
Old : 17.9 17.8 29.7 30.8 17.7 17.4 28.4 27.6
Other: 24.5 39.1 36.8 55.8 24.5 36.8 36.8 53.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 29, 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 : 1,236,807: 374,841 294,885 155,291 572,292 605,840 1,102,424 1,056,016: 134,383 180,791
Old : 1,114,432: 366,671 297,258 122,977 505,827 537,703 995,475 957,938: 118,957 156,494
Other: 122,375: 36,453 25,910 4,031 66,465 68,137 106,949 98,078: 15,426 24,297
: : :
: : Changes in Commitments from: November 22, 2016 :
: -111,849: 5,532 8,911 -62,445 -43,085 -45,527 -99,998 -99,061: -11,851 -12,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 23.8 12.6 46.3 49.0 89.1 85.4: 10.9 14.6
Old : 100.0: 32.9 26.7 11.0 45.4 48.2 89.3 86.0: 10.7 14.0
Other: 100.0: 29.8 21.2 3.3 54.3 55.7 87.4 80.1: 12.6 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 151 157 157 261 323 505 570:
Old : 727: 154 165 140 257 307 492 541:
Other: 400: 53 69 26 75 229 141 314:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 12.8 20.2 19.1 12.2 12.3 19.6 18.1
Old : 13.6 13.2 21.4 19.6 13.6 12.8 21.4 18.9
Other: 24.3 20.5 37.7 29.7 23.7 20.1 37.0 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 29, 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 : 7,684: 1,986 1,515 356 3,137 4,692 5,479 6,563: 2,205 1,121
Old : 7,522: 1,966 1,515 356 3,026 4,568 5,348 6,439: 2,174 1,083
Other: 162: 20 0 0 111 124 131 124: 31 38
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,023: 299 124 163 -1,227 -1,130 -765 -843: -258 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 19.7 4.6 40.8 61.1 71.3 85.4: 28.7 14.6
Old : 100.0: 26.1 20.1 4.7 40.2 60.7 71.1 85.6: 28.9 14.4
Other: 100.0: 12.3 0.0 0.0 68.5 76.5 80.9 76.5: 19.1 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 4 3 13 7 26 14:
Old : 32: 13 4 3 13 7 26 14:
Other: 11: 2 0 0 5 5 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 57.5 49.9 80.4 32.7 56.6 44.8 76.6
Old : 34.5 57.4 49.5 80.6 33.0 56.6 44.4 76.8
Other: 71.0 74.1 80.9 76.5 70.4 74.1 78.4 74.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 29, 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 : 721,091: 260,207 96,034 77,439 330,868 436,745 668,514 610,218: 52,577 110,873
Old : 656,070: 256,256 93,932 57,066 295,675 413,108 608,997 564,106: 47,073 91,964
Other: 65,021: 20,592 18,743 3,732 35,193 23,637 59,517 46,112: 5,504 18,909
: : :
: : Changes in Commitments from: November 22, 2016 :
: 52,560: 33,484 9,556 -1,723 18,370 36,401 50,131 44,234: 2,429 8,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 13.3 10.7 45.9 60.6 92.7 84.6: 7.3 15.4
Old : 100.0: 39.1 14.3 8.7 45.1 63.0 92.8 86.0: 7.2 14.0
Other: 100.0: 31.7 28.8 5.7 54.1 36.4 91.5 70.9: 8.5 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 192 139 144 151 233 424 456:
Old : 603: 195 137 126 139 230 396 443:
Other: 321: 45 74 24 60 160 122 245:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 13.2 22.3 22.2 10.4 12.2 17.8 18.7
Old : 13.8 14.3 23.5 23.7 11.1 13.3 19.0 20.5
Other: 25.1 23.7 38.9 31.3 24.0 23.7 37.8 31.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 29, 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 : 18,956: 9,552 1,091 748 2,250 2,826 12,550 4,665: 6,406 14,291
Old : 13,450: 6,584 605 743 2,250 1,831 9,577 3,179: 3,873 10,271
Other: 5,506: 2,968 486 5 0 995 2,973 1,486: 2,533 4,020
: : :
: : Changes in Commitments from: November 22, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 5.8 3.9 11.9 14.9 66.2 24.6: 33.8 75.4
Old : 100.0: 49.0 4.5 5.5 16.7 13.6 71.2 23.6: 28.8 76.4
Other: 100.0: 53.9 8.8 0.1 0.0 18.1 54.0 27.0: 46.0 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 5 3 7 11 16:
Old : 20: 7 4 5 3 7 11 16:
Other: 17: 6 4 1 0 7 6 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 : 49.2 13.3 63.9 19.6 46.6 12.9 60.2 18.3
Old : 58.1 13.7 69.7 19.6 54.5 11.9 65.1 17.5
Other: 52.8 19.5 54.0 25.6 52.7 19.5 53.9 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 29, 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 : 425,142: 159,481 16,779 78,896 141,229 306,590 379,606 402,265: 45,536 22,877
Old : 408,632: 158,982 20,359 72,451 133,926 293,784 365,359 386,594: 43,273 22,038
Other: 16,510: 5,849 1,770 1,095 7,303 12,806 14,247 15,671: 2,263 839
: : :
: : Changes in Commitments from: November 22, 2016 :
: -5,635: 1,890 -12,166 -10,240 -652 15,077 -9,002 -7,329: 3,367 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 3.9 18.6 33.2 72.1 89.3 94.6: 10.7 5.4
Old : 100.0: 38.9 5.0 17.7 32.8 71.9 89.4 94.6: 10.6 5.4
Other: 100.0: 35.4 10.7 6.6 44.2 77.6 86.3 94.9: 13.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 137 50 115 76 80 277 214:
Old : 328: 139 57 113 74 78 273 212:
Other: 71: 20 9 12 26 23 52 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 37.0 19.4 46.6 11.0 36.7 17.6 46.0
Old : 12.6 37.4 20.0 47.1 11.6 37.2 18.4 46.6
Other: 36.6 45.7 52.4 62.6 36.6 45.1 50.4 61.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 29, 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 : 578,177: 85,380 109,695 10,595 338,795 283,662 434,770 403,952: 143,407 174,225
Old : 578,177: 85,380 109,695 10,595 338,795 283,662 434,770 403,952: 143,407 174,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -23,914: -13,984 10,565 -6,746 2,143 -17,514 -18,587 -13,695: -5,327 -10,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.0 1.8 58.6 49.1 75.2 69.9: 24.8 30.1
Old : 100.0: 14.8 19.0 1.8 58.6 49.1 75.2 69.9: 24.8 30.1
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 : 147: 26 36 22 64 62 104 106:
Old : 147: 26 36 22 64 62 104 106:
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 : 19.7 19.0 32.3 26.9 15.6 14.5 25.7 20.7
Old : 19.7 19.0 32.3 26.9 15.6 14.5 25.7 20.7
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, November 29, 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 : 654,331: 50,166 127,721 6,475 473,367 413,705 530,008 547,901: 124,323 106,430
Old : 654,331: 50,166 127,721 6,475 473,367 413,705 530,008 547,901: 124,323 106,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -28,459: 4,173 -7,458 -10,374 -9,074 -10,176 -15,275 -28,008: -13,184 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 19.5 1.0 72.3 63.2 81.0 83.7: 19.0 16.3
Old : 100.0: 7.7 19.5 1.0 72.3 63.2 81.0 83.7: 19.0 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 : 100: 12 12 9 61 59 79 74:
Old : 100: 12 12 9 61 59 79 74:
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 : 24.4 36.1 37.9 50.1 20.8 35.9 30.1 49.8
Old : 24.4 36.1 37.9 50.1 20.8 35.9 30.1 49.8
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, November 29, 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 : 5,462: 2,840 589 897 1,347 3,783 5,084 5,269: 378 193
Old : 5,462: 2,840 589 897 1,347 3,783 5,084 5,269: 378 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -245: -70 -53 -91 -88 -107 -249 -251: 4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.8 16.4 24.7 69.3 93.1 96.5: 6.9 3.5
Old : 100.0: 52.0 10.8 16.4 24.7 69.3 93.1 96.5: 6.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 5 3 7 13 25 19:
Old : 34: 16 5 3 7 13 25 19:
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 : 51.5 65.7 71.2 84.3 41.6 53.0 54.6 61.9
Old : 51.5 65.7 71.2 84.3 41.6 53.0 54.6 61.9
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, November 29, 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 : 367,705: 99,668 56,101 42,265 178,706 240,410 320,639 338,776: 47,066 28,929
Old : 338,370: 98,815 54,064 38,240 158,560 219,482 295,615 311,786: 42,755 26,584
Other: 29,335: 2,603 3,787 2,275 20,146 20,928 25,024 26,990: 4,311 2,345
: : :
: : Changes in Commitments from: November 22, 2016 :
: -10,302: 1,319 -178 -5,589 -5,242 -2,734 -9,512 -8,501: -790 -1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 15.3 11.5 48.6 65.4 87.2 92.1: 12.8 7.9
Old : 100.0: 29.2 16.0 11.3 46.9 64.9 87.4 92.1: 12.6 7.9
Other: 100.0: 8.9 12.9 7.8 68.7 71.3 85.3 92.0: 14.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 76 55 79 85 87 211 188:
Old : 259: 81 56 77 84 87 208 188:
Other: 89: 17 15 18 38 23 68 50:
:----------------------------------------------------------------------------------------------------
: 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 35.9 21.8 42.6 13.2 32.4 19.7 38.6
Old : 15.7 37.4 23.2 44.7 14.6 35.1 21.5 41.9
Other: 37.6 33.8 52.8 55.9 37.5 33.3 52.8 54.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 29, 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 : 12,222: 1,878 5,994 359 7,192 3,756 9,429 10,109: 2,793 2,113
Old : 12,214: 1,886 5,994 351 7,184 3,756 9,421 10,101: 2,793 2,113
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 130: -217 -57 34 110 70 -73 47: 203 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 49.0 2.9 58.8 30.7 77.1 82.7: 22.9 17.3
Old : 100.0: 15.4 49.1 2.9 58.8 30.8 77.1 82.7: 22.9 17.3
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 14 24 7 22 11 39 40:
Old : 67: 14 24 5 21 11 38 38:
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 : 45.4 38.3 57.6 53.6 45.4 38.3 56.6 53.5
Old : 45.4 38.3 57.6 53.6 45.4 38.3 56.7 53.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 29, 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 : 1,157,658: 184,060 197,522 110,062 761,514 693,313 1,055,636 1,000,897: 102,022 156,761
Old : 1,157,658: 184,060 197,522 110,062 761,514 693,313 1,055,636 1,000,897: 102,022 156,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -34,749: 3,358 -9,589 -3,938 -19,557 -17,399 -20,137 -30,926: -14,612 -3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.1 9.5 65.8 59.9 91.2 86.5: 8.8 13.5
Old : 100.0: 15.9 17.1 9.5 65.8 59.9 91.2 86.5: 8.8 13.5
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 : 233: 53 39 29 102 107 169 161:
Old : 233: 53 39 29 102 107 169 161:
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 : 20.7 30.1 32.0 39.4 15.3 23.7 23.9 29.5
Old : 20.7 30.1 32.0 39.4 15.3 23.7 23.9 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,008,378: 519,109 615,376 100,971 2,080,843 1,784,107 2,700,923 2,500,454: 307,455 507,924
Old : 3,008,378: 519,109 615,376 100,971 2,080,843 1,784,107 2,700,923 2,500,454: 307,455 507,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -122,962: -208,373 60,542 -125,785 246,001 -43,120 -88,157 -108,363: -34,805 -14,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.5 3.4 69.2 59.3 89.8 83.1: 10.2 16.9
Old : 100.0: 17.3 20.5 3.4 69.2 59.3 89.8 83.1: 10.2 16.9
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 : 363: 74 81 64 155 160 264 270:
Old : 363: 74 81 64 155 160 264 270:
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 : 33.1 18.6 41.9 27.1 30.6 15.9 37.4 21.4
Old : 33.1 18.6 41.9 27.1 30.6 15.9 37.4 21.4
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, November 29, 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 : 315,299: 52,559 61,153 9,796 171,012 142,545 233,367 213,494: 81,932 101,805
Old : 315,299: 52,559 61,153 9,796 171,012 142,545 233,367 213,494: 81,932 101,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 12,466: 2,267 -465 8,980 -3,095 2,044 8,152 10,559: 4,314 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.4 3.1 54.2 45.2 74.0 67.7: 26.0 32.3
Old : 100.0: 16.7 19.4 3.1 54.2 45.2 74.0 67.7: 26.0 32.3
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 : 48: 6 5 2 31 26 37 33:
Old : 48: 6 5 2 31 26 37 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 : 42.3 30.0 55.7 43.7 42.1 29.5 52.4 42.3
Old : 42.3 30.0 55.7 43.7 42.1 29.5 52.4 42.3
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,026,123: 339,472 642,972 143,489 2,278,503 1,848,941 2,761,464 2,635,402: 264,659 390,721
Old : 3,026,123: 339,472 642,972 143,489 2,278,503 1,848,941 2,761,464 2,635,402: 264,659 390,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -128,752: -17,548 24,664 -16,589 -75,020 -120,558 -109,157 -112,483: -19,595 -16,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.2 4.7 75.3 61.1 91.3 87.1: 8.7 12.9
Old : 100.0: 11.2 21.2 4.7 75.3 61.1 91.3 87.1: 8.7 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 : 292: 49 67 48 114 146 191 233:
Old : 292: 49 67 48 114 146 191 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 23.0 45.7 33.3 32.1 20.1 40.7 29.2
Old : 35.3 23.0 45.7 33.3 32.1 20.1 40.7 29.2
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, November 29, 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 : 1,012,863: 76,595 131,318 156,797 755,707 679,429 989,099 967,544: 23,764 45,319
Old : 1,012,863: 76,595 131,318 156,797 755,707 679,429 989,099 967,544: 23,764 45,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 57,249: 19,517 10,447 10,295 32,014 43,850 61,826 64,592: -4,577 -7,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.0 15.5 74.6 67.1 97.7 95.5: 2.3 4.5
Old : 100.0: 7.6 13.0 15.5 74.6 67.1 97.7 95.5: 2.3 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 : 137: 31 28 41 59 73 107 126:
Old : 137: 31 28 41 59 73 107 126:
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 : 29.0 23.0 47.6 37.3 17.9 14.3 30.4 20.2
Old : 29.0 23.0 47.6 37.3 17.9 14.3 30.4 20.2
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, November 29, 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 : 72,827: 44,672 9,412 1,344 17,728 49,963 63,744 60,719: 9,083 12,108
Old : 72,827: 44,672 9,412 1,344 17,728 49,963 63,744 60,719: 9,083 12,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,567: 4,485 530 -169 1,561 5,536 5,877 5,896: -310 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 12.9 1.8 24.3 68.6 87.5 83.4: 12.5 16.6
Old : 100.0: 61.3 12.9 1.8 24.3 68.6 87.5 83.4: 12.5 16.6
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 : 127: 45 28 5 29 34 76 65:
Old : 127: 45 28 5 29 34 76 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 34.8 45.4 49.4 32.3 34.6 43.9 49.0
Old : 33.0 34.8 45.4 49.4 32.3 34.6 43.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 29, 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 : 145,653: 89,343 18,823 2,688 35,456 99,926 127,487 121,437: 18,166 24,216
Old : 145,653: 89,343 18,823 2,688 35,456 99,926 127,487 121,437: 18,166 24,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 11,133: 8,969 1,059 -338 3,122 11,071 11,753 11,792: -620 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 12.9 1.8 24.3 68.6 87.5 83.4: 12.5 16.6
Old : 100.0: 61.3 12.9 1.8 24.3 68.6 87.5 83.4: 12.5 16.6
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 : 127: 45 28 5 29 34 76 65:
Old : 127: 45 28 5 29 34 76 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 34.8 45.4 49.4 32.3 34.6 43.9 49.0
Old : 33.0 34.8 45.4 49.4 32.3 34.6 43.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, November 29, 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 : 21,694: 17,845 21,306 369 3,395 4 21,609 21,679: 85 15
Old : 21,694: 17,845 21,306 369 3,395 4 21,609 21,679: 85 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,975: 2,867 3,978 0 1,158 0 4,025 3,978: -50 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 98.2 1.7 15.6 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 82.3 98.2 1.7 15.6 0.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 20 13 1 3 1 24 14:
Old : 36: 20 13 1 3 1 24 14:
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 : 58.2 70.4 82.3 92.4 58.2 70.4 82.2 90.7
Old : 58.2 70.4 82.3 92.4 58.2 70.4 82.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 29, 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 : 31,491: 15,772 5,183 270 15,412 25,773 31,454 31,226: 37 265
Old : 31,491: 15,772 5,183 270 15,412 25,773 31,454 31,226: 37 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 806: 457 262 28 323 507 808 797: -2 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 0.9 48.9 81.8 99.9 99.2: 0.1 0.8
Old : 100.0: 50.1 16.5 0.9 48.9 81.8 99.9 99.2: 0.1 0.8
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 : 45: 7 14 1 4 21 11 36:
Old : 45: 7 14 1 4 21 11 36:
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 : 90.4 50.6 98.0 72.9 90.4 50.6 97.4 72.9
Old : 90.4 50.6 98.0 72.9 90.4 50.6 97.4 72.9
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, November 29, 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 : 43,590: 38,454 1,792 136 4,957 41,578 43,547 43,506: 43 84
Old : 43,590: 38,454 1,792 136 4,957 41,578 43,547 43,506: 43 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,306: 3,259 382 0 1,007 3,915 4,266 4,297: 40 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 4.1 0.3 11.4 95.4 99.9 99.8: 0.1 0.2
Old : 100.0: 88.2 4.1 0.3 11.4 95.4 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: 12 7 1 4 13 16 21:
Old : 35: 12 7 1 4 13 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 75.5 95.9 92.5 88.2 75.5 95.0 92.5
Old : 88.2 75.5 95.9 92.5 88.2 75.5 95.0 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016