WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 06, 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 : 436,214: 146,019 237,381 77,321 165,221 78,780 388,561 393,482: 47,653 42,732
Old : 331,834: 136,016 218,282 42,965 115,294 39,257 294,275 300,504: 37,559 31,330
Other: 104,380: 34,969 44,065 9,390 49,927 39,523 94,286 92,978: 10,094 11,402
: : :
: : Changes in Commitments from: November 29, 2016 :
: -8,127: 2,084 1,602 -8,532 -3,215 337 -9,663 -6,593: 1,536 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 54.4 17.7 37.9 18.1 89.1 90.2: 10.9 9.8
Old : 100.0: 41.0 65.8 12.9 34.7 11.8 88.7 90.6: 11.3 9.4
Other: 100.0: 33.5 42.2 9.0 47.8 37.9 90.3 89.1: 9.7 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 145 166 105 111 89 319 307:
Old : 437: 158 143 64 105 68 290 249:
Other: 225: 50 75 33 52 76 123 165:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 10.6 16.8 19.8 8.7 10.3 15.3 19.0
Old : 9.4 13.7 17.3 25.6 8.7 13.2 15.6 24.6
Other: 27.7 18.1 41.6 30.2 26.8 17.9 38.8 28.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 06, 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 : 255,892: 98,646 94,790 39,867 95,631 97,755 234,144 232,412: 21,748 23,480
Old : 177,967: 86,588 90,141 17,596 58,639 53,672 162,823 161,409: 15,144 16,558
Other: 77,925: 31,799 24,390 2,530 36,992 44,083 71,321 71,003: 6,604 6,922
: : :
: : Changes in Commitments from: November 29, 2016 :
: 10,643: -216 11,236 3,323 7,138 -3,263 10,245 11,296: 398 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 37.0 15.6 37.4 38.2 91.5 90.8: 8.5 9.2
Old : 100.0: 48.7 50.7 9.9 32.9 30.2 91.5 90.7: 8.5 9.3
Other: 100.0: 40.8 31.3 3.2 47.5 56.6 91.5 91.1: 8.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 86 62 54 82 75 190 178:
Old : 251: 81 63 35 70 64 163 150:
Other: 156: 37 31 17 54 58 101 96:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 17.6 24.6 28.5 12.9 15.9 22.0 26.1
Old : 17.3 17.3 29.4 30.8 17.1 17.2 28.2 28.8
Other: 23.5 35.4 36.1 50.7 23.5 33.3 36.1 48.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 06, 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 : 1,221,274: 361,515 289,902 165,335 558,360 592,685 1,085,210 1,047,922: 136,064 173,352
Old : 1,092,131: 346,390 288,545 133,510 491,285 522,890 971,185 944,945: 120,946 147,186
Other: 129,143: 42,486 28,718 4,464 67,075 69,795 114,025 102,977: 15,118 26,166
: : :
: : Changes in Commitments from: November 29, 2016 :
: -15,533: -13,326 -4,983 10,044 -13,932 -13,155 -17,214 -8,094: 1,681 -7,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 23.7 13.5 45.7 48.5 88.9 85.8: 11.1 14.2
Old : 100.0: 31.7 26.4 12.2 45.0 47.9 88.9 86.5: 11.1 13.5
Other: 100.0: 32.9 22.2 3.5 51.9 54.0 88.3 79.7: 11.7 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 155 139 154 238 324 485 551:
Old : 712: 161 144 136 233 309 471 522:
Other: 408: 53 64 24 76 239 140 321:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.9 20.5 19.7 12.3 12.6 19.7 18.6
Old : 14.0 13.9 21.9 20.9 14.0 13.6 21.8 19.6
Other: 25.5 16.6 38.7 26.9 24.9 16.1 38.0 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 06, 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 : 7,259: 1,958 1,975 102 2,982 4,109 5,042 6,186: 2,217 1,073
Old : 7,035: 1,901 1,965 102 2,848 3,938 4,851 6,005: 2,184 1,030
Other: 224: 57 10 0 134 171 191 181: 33 43
: : :
: : Changes in Commitments from: November 29, 2016 :
: -425: -28 460 -254 -155 -583 -437 -377: 12 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 27.2 1.4 41.1 56.6 69.5 85.2: 30.5 14.8
Old : 100.0: 27.0 27.9 1.4 40.5 56.0 69.0 85.4: 31.0 14.6
Other: 100.0: 25.4 4.5 0.0 59.8 76.3 85.3 80.8: 14.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 5 4 13 9 29 16:
Old : 36: 14 5 4 13 9 29 16:
Other: 12: 2 1 0 5 5 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 55.6 44.7 78.2 31.8 54.0 43.2 75.5
Old : 32.2 55.2 43.9 78.2 32.0 53.6 43.4 75.7
Other: 75.0 73.7 85.3 80.8 75.0 73.7 81.3 76.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 06, 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 : 736,998: 247,987 92,552 90,680 344,955 439,864 683,622 623,096: 53,376 113,902
Old : 660,293: 240,327 89,141 66,781 305,685 412,496 612,793 568,418: 47,500 91,875
Other: 76,705: 27,460 23,211 4,099 39,270 27,368 70,829 54,678: 5,876 22,027
: : :
: : Changes in Commitments from: November 29, 2016 :
: 15,907: -12,220 -3,482 13,241 14,087 3,119 15,108 12,878: 799 3,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.6 12.3 46.8 59.7 92.8 84.5: 7.2 15.5
Old : 100.0: 36.4 13.5 10.1 46.3 62.5 92.8 86.1: 7.2 13.9
Other: 100.0: 35.8 30.3 5.3 51.2 35.7 92.3 71.3: 7.7 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 190 128 163 152 233 434 468:
Old : 608: 186 139 139 138 230 399 453:
Other: 335: 61 76 26 62 154 140 243:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 12.5 21.6 21.4 10.2 11.1 17.9 17.6
Old : 14.4 13.8 23.6 23.0 11.1 12.4 19.5 19.9
Other: 23.7 23.2 35.9 30.9 22.7 23.2 34.9 30.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 06, 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 : 20,339: 7,779 1,172 664 2,138 3,172 10,581 5,008: 9,758 15,331
Old : 13,708: 3,652 610 647 2,138 2,039 6,437 3,296: 7,271 10,412
Other: 6,631: 4,137 572 7 0 1,133 4,144 1,712: 2,487 4,919
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,383: -1,773 81 -84 -112 346 -1,969 343: 3,352 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 5.8 3.3 10.5 15.6 52.0 24.6: 48.0 75.4
Old : 100.0: 26.6 4.4 4.7 15.6 14.9 47.0 24.0: 53.0 76.0
Other: 100.0: 62.4 8.6 0.1 0.0 17.1 62.5 25.8: 37.5 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 5 4 7 12 16:
Old : 20: 7 5 5 4 7 12 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 : 37.4 13.5 49.3 19.7 35.0 13.5 46.5 19.2
Old : 36.9 13.6 45.7 20.1 34.3 13.0 41.8 18.9
Other: 60.9 18.6 62.5 24.2 60.8 18.6 62.4 24.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 06, 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 : 434,653: 166,390 21,414 78,375 141,899 309,756 386,664 409,545: 47,989 25,108
Old : 416,998: 165,780 24,869 71,406 134,645 296,607 371,831 392,882: 45,167 24,116
Other: 17,655: 5,858 1,793 1,721 7,254 13,149 14,833 16,663: 2,822 992
: : :
: : Changes in Commitments from: November 29, 2016 :
: 9,511: 6,909 4,635 -521 670 3,166 7,058 7,280: 2,453 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.9 18.0 32.6 71.3 89.0 94.2: 11.0 5.8
Old : 100.0: 39.8 6.0 17.1 32.3 71.1 89.2 94.2: 10.8 5.8
Other: 100.0: 33.2 10.2 9.7 41.1 74.5 84.0 94.4: 16.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 132 49 110 75 78 265 210:
Old : 319: 133 57 108 73 78 262 209:
Other: 71: 20 10 11 24 25 50 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 : 11.9 35.8 19.2 45.7 10.3 35.5 17.2 44.8
Old : 12.2 36.2 19.7 46.2 10.9 35.9 18.0 45.4
Other: 31.3 43.4 47.7 61.7 31.3 42.8 46.1 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 06, 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 : 575,948: 76,882 120,473 7,288 354,638 281,932 438,808 409,693: 137,140 166,255
Old : 575,948: 76,882 120,473 7,288 354,638 281,932 438,808 409,693: 137,140 166,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,229: -8,498 10,778 -3,307 15,843 -1,730 4,038 5,741: -6,267 -7,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.9 1.3 61.6 49.0 76.2 71.1: 23.8 28.9
Old : 100.0: 13.3 20.9 1.3 61.6 49.0 76.2 71.1: 23.8 28.9
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 : 151: 23 42 16 62 66 95 114:
Old : 151: 23 42 16 62 66 95 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 18.3 34.4 26.0 17.4 14.3 28.7 20.4
Old : 19.8 18.3 34.4 26.0 17.4 14.3 28.7 20.4
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, December 06, 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 : 661,168: 57,418 124,585 2,871 490,456 427,030 550,745 554,486: 110,423 106,682
Old : 661,168: 57,418 124,585 2,871 490,456 427,030 550,745 554,486: 110,423 106,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 6,837: 7,252 -3,136 -3,604 17,089 13,325 20,737 6,585: -13,900 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.8 0.4 74.2 64.6 83.3 83.9: 16.7 16.1
Old : 100.0: 8.7 18.8 0.4 74.2 64.6 83.3 83.9: 16.7 16.1
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 : 103: 13 13 9 61 57 79 74:
Old : 103: 13 13 9 61 57 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 : 24.2 33.9 37.7 47.6 20.8 33.6 30.6 47.2
Old : 24.2 33.9 37.7 47.6 20.8 33.6 30.6 47.2
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, December 06, 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 : 5,557: 2,842 665 904 1,358 3,771 5,104 5,340: 453 217
Old : 5,557: 2,842 665 904 1,358 3,771 5,104 5,340: 453 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 95: 2 76 7 11 -12 20 71: 75 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 12.0 16.3 24.4 67.9 91.8 96.1: 8.2 3.9
Old : 100.0: 51.1 12.0 16.3 24.4 67.9 91.8 96.1: 8.2 3.9
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 : 31: 14 4 3 4 13 20 18:
Old : 31: 14 4 3 4 13 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 66.3 71.7 83.1 40.9 51.7 55.6 62.3
Old : 50.6 66.3 71.7 83.1 40.9 51.7 55.6 62.3
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, December 06, 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 : 358,330: 97,594 48,996 37,804 174,237 242,511 309,635 329,311: 48,695 29,019
Old : 329,094: 96,837 47,436 33,918 154,211 221,342 284,966 302,696: 44,128 26,398
Other: 29,236: 2,823 3,626 1,820 20,026 21,169 24,669 26,615: 4,567 2,621
: : :
: : Changes in Commitments from: November 29, 2016 :
: -9,375: -2,074 -7,105 -4,461 -4,469 2,101 -11,004 -9,465: 1,629 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.7 10.6 48.6 67.7 86.4 91.9: 13.6 8.1
Old : 100.0: 29.4 14.4 10.3 46.9 67.3 86.6 92.0: 13.4 8.0
Other: 100.0: 9.7 12.4 6.2 68.5 72.4 84.4 91.0: 15.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 77 50 74 86 85 204 179:
Old : 249: 82 50 71 85 84 202 176:
Other: 87: 14 17 15 42 24 67 49:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 36.1 21.7 43.3 13.2 32.6 20.0 39.4
Old : 15.3 37.5 22.9 45.3 14.4 35.3 21.6 42.5
Other: 38.4 33.8 53.7 55.4 38.4 33.5 53.7 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 06, 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 : 12,603: 1,876 5,646 852 7,189 3,999 9,917 10,497: 2,686 2,106
Old : 12,595: 1,884 5,646 844 7,181 3,999 9,909 10,489: 2,686 2,106
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 381: -2 -348 493 -3 243 488 388: -107 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 44.8 6.8 57.0 31.7 78.7 83.3: 21.3 16.7
Old : 100.0: 15.0 44.8 6.7 57.0 31.8 78.7 83.3: 21.3 16.7
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 : 70: 15 24 11 22 13 43 44:
Old : 70: 15 24 11 21 13 42 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 : 43.7 37.1 56.3 52.2 43.7 37.0 54.5 51.5
Old : 43.8 37.1 56.3 52.2 43.8 37.1 54.6 51.6
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, December 06, 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 : 1,162,331: 196,880 210,632 91,522 772,766 710,931 1,061,168 1,013,085: 101,163 149,246
Old : 1,162,331: 196,880 210,632 91,522 772,766 710,931 1,061,168 1,013,085: 101,163 149,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 4,673: 12,820 13,110 -18,540 11,252 17,618 5,532 12,188: -859 -7,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.1 7.9 66.5 61.2 91.3 87.2: 8.7 12.8
Old : 100.0: 16.9 18.1 7.9 66.5 61.2 91.3 87.2: 8.7 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 : 236: 51 42 30 99 109 164 167:
Old : 236: 51 42 30 99 109 164 167:
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 : 19.0 29.6 30.6 39.2 13.5 24.3 22.1 29.8
Old : 19.0 29.6 30.6 39.2 13.5 24.3 22.1 29.8
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, December 06, 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 : 2,973,876: 482,481 711,085 98,742 2,090,769 1,656,191 2,671,992 2,466,018: 301,884 507,858
Old : 2,973,876: 482,481 711,085 98,742 2,090,769 1,656,191 2,671,992 2,466,018: 301,884 507,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -34,502: -36,628 95,709 -2,229 9,926 -127,916 -28,931 -34,436: -5,571 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 23.9 3.3 70.3 55.7 89.8 82.9: 10.2 17.1
Old : 100.0: 16.2 23.9 3.3 70.3 55.7 89.8 82.9: 10.2 17.1
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 : 373: 63 102 64 141 166 246 290:
Old : 373: 63 102 64 141 166 246 290:
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 : 33.8 15.3 43.7 23.4 31.4 13.4 39.9 18.4
Old : 33.8 15.3 43.7 23.4 31.4 13.4 39.9 18.4
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, December 06, 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 : 311,749: 54,267 60,784 2,933 179,352 147,024 236,552 210,741: 75,197 101,008
Old : 311,749: 54,267 60,784 2,933 179,352 147,024 236,552 210,741: 75,197 101,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,550: 1,708 -369 -6,863 8,340 4,479 3,185 -2,753: -6,735 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.5 0.9 57.5 47.2 75.9 67.6: 24.1 32.4
Old : 100.0: 17.4 19.5 0.9 57.5 47.2 75.9 67.6: 24.1 32.4
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 : 52: 6 5 2 32 29 39 35:
Old : 52: 6 5 2 32 29 39 35:
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 : 43.7 29.4 56.7 42.5 43.5 29.0 55.6 41.6
Old : 43.7 29.4 56.7 42.5 43.5 29.0 55.6 41.6
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, December 06, 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 : 2,844,573: 316,796 606,522 82,744 2,207,707 1,784,598 2,607,247 2,473,864: 237,326 370,709
Old : 2,844,573: 316,796 606,522 82,744 2,207,707 1,784,598 2,607,247 2,473,864: 237,326 370,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -181,550: -22,676 -36,450 -60,745 -70,796 -64,343 -154,217 -161,538: -27,333 -20,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 21.3 2.9 77.6 62.7 91.7 87.0: 8.3 13.0
Old : 100.0: 11.1 21.3 2.9 77.6 62.7 91.7 87.0: 8.3 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 43 68 38 108 139 173 223:
Old : 283: 43 68 38 108 139 173 223:
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 : 38.2 23.9 49.2 35.2 35.0 22.9 44.7 33.6
Old : 38.2 23.9 49.2 35.2 35.0 22.9 44.7 33.6
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, December 06, 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 : 885,668: 84,600 143,436 114,662 656,419 580,586 855,681 838,684: 29,987 46,984
Old : 885,668: 84,600 143,436 114,662 656,419 580,586 855,681 838,684: 29,987 46,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -127,195: 8,005 12,118 -42,135 -99,288 -98,843 -133,418 -128,860: 6,223 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.2 12.9 74.1 65.6 96.6 94.7: 3.4 5.3
Old : 100.0: 9.6 16.2 12.9 74.1 65.6 96.6 94.7: 3.4 5.3
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 : 116: 26 19 31 52 63 90 102:
Old : 116: 26 19 31 52 63 90 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 25.5 48.5 39.1 19.0 18.4 31.5 27.8
Old : 31.4 25.5 48.5 39.1 19.0 18.4 31.5 27.8
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, December 06, 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 : 71,133: 43,514 8,951 608 17,621 49,855 61,742 59,414: 9,391 11,720
Old : 71,133: 43,514 8,951 608 17,621 49,855 61,742 59,414: 9,391 11,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,694: -1,158 -461 -737 -107 -108 -2,002 -1,305: 308 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 12.6 0.9 24.8 70.1 86.8 83.5: 13.2 16.5
Old : 100.0: 61.2 12.6 0.9 24.8 70.1 86.8 83.5: 13.2 16.5
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 : 126: 41 29 6 33 38 77 70:
Old : 126: 41 29 6 33 38 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 34.0 45.1 48.9 31.0 33.8 44.5 48.5
Old : 31.5 34.0 45.1 48.9 31.0 33.8 44.5 48.5
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, December 06, 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 : 142,266: 87,027 17,902 1,215 35,242 99,710 123,484 118,827: 18,782 23,439
Old : 142,266: 87,027 17,902 1,215 35,242 99,710 123,484 118,827: 18,782 23,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,387: -2,316 -921 -1,473 -214 -216 -4,003 -2,610: 616 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 12.6 0.9 24.8 70.1 86.8 83.5: 13.2 16.5
Old : 100.0: 61.2 12.6 0.9 24.8 70.1 86.8 83.5: 13.2 16.5
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 : 126: 41 29 6 33 38 77 70:
Old : 126: 41 29 6 33 38 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 34.0 45.1 48.9 31.0 33.8 44.5 48.5
Old : 31.5 34.0 45.1 48.9 31.0 33.8 44.5 48.5
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, December 06, 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 : 22,797: 16,914 22,377 369 5,377 4 22,660 22,750: 137 47
Old : 22,797: 16,914 22,377 369 5,377 4 22,660 22,750: 137 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,103: -931 1,071 0 1,982 0 1,051 1,071: 52 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 98.2 1.6 23.6 0.0 99.4 99.8: 0.6 0.2
Old : 100.0: 74.2 98.2 1.6 23.6 0.0 99.4 99.8: 0.6 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 : 36: 21 12 1 3 1 25 13:
Old : 36: 21 12 1 3 1 25 13:
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 : 52.8 68.5 82.7 92.6 52.8 68.5 82.7 90.9
Old : 52.8 68.5 82.7 92.6 52.8 68.5 82.7 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, December 06, 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 : 32,248: 16,124 4,844 292 15,770 26,847 32,186 31,983: 62 265
Old : 32,248: 16,124 4,844 292 15,770 26,847 32,186 31,983: 62 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 757: 352 -339 22 358 1,074 732 757: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 15.0 0.9 48.9 83.3 99.8 99.2: 0.2 0.8
Old : 100.0: 50.0 15.0 0.9 48.9 83.3 99.8 99.2: 0.2 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 : 46: 7 13 1 4 23 11 37:
Old : 46: 7 13 1 4 23 11 37:
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 : 91.5 49.9 98.1 72.0 91.5 49.9 97.5 72.0
Old : 91.5 49.9 98.1 72.0 91.5 49.9 97.5 72.0
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, December 06, 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 : 52,738: 47,197 1,990 136 5,389 50,502 52,722 52,628: 16 110
Old : 52,738: 47,197 1,990 136 5,389 50,502 52,722 52,628: 16 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 9,148: 8,743 198 0 432 8,924 9,175 9,122: -27 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 3.8 0.3 10.2 95.8 100.0 99.8: 0.0 0.2
Old : 100.0: 89.5 3.8 0.3 10.2 95.8 100.0 99.8: 0.0 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 : 34: 9 7 1 4 15 13 23:
Old : 34: 9 7 1 4 15 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.1 77.7 97.8 92.0 91.1 77.7 96.9 92.0
Old : 91.1 77.7 97.8 92.0 91.1 77.7 96.9 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016