WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 573,057: 129,637 255,208 158,848 225,379 114,147 513,864 528,204: 59,193 44,853
Old : 519,319: 121,072 247,825 141,888 202,023 91,201 464,983 480,914: 54,336 38,405
Other: 53,738: 18,835 17,654 6,690 23,356 22,946 48,881 47,289: 4,857 6,448
: : :
: : Changes in Commitments from: September 27, 2016 :
: 17,897: -2,279 18,358 7,401 9,964 -7,045 15,086 18,715: 2,811 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 44.5 27.7 39.3 19.9 89.7 92.2: 10.3 7.8
Old : 100.0: 23.3 47.7 27.3 38.9 17.6 89.5 92.6: 10.5 7.4
Other: 100.0: 35.1 32.9 12.4 43.5 42.7 91.0 88.0: 9.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 176 155 141 140 117 381 355:
Old : 487: 174 157 129 137 109 369 340:
Other: 164: 32 40 30 52 68 103 123:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 8.8 15.8 16.5 7.9 8.0 13.3 14.8
Old : 9.7 9.0 16.2 16.8 8.3 8.5 13.7 16.1
Other: 37.7 25.6 50.7 39.0 37.7 25.0 47.1 35.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 251,436: 92,332 92,252 38,057 99,989 96,816 230,378 227,125: 21,058 24,311
Old : 214,216: 85,878 91,886 28,223 81,622 73,704 195,724 193,813: 18,492 20,403
Other: 37,220: 14,450 8,361 1,839 18,367 23,112 34,655 33,312: 2,566 3,909
: : :
: : Changes in Commitments from: September 27, 2016 :
: 6,820: 7,981 4,586 4,799 -4,482 -2,639 8,298 6,746: -1,478 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 36.7 15.1 39.8 38.5 91.6 90.3: 8.4 9.7
Old : 100.0: 40.1 42.9 13.2 38.1 34.4 91.4 90.5: 8.6 9.5
Other: 100.0: 38.8 22.5 4.9 49.3 62.1 93.1 89.5: 6.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 75 69 65 87 79 191 192:
Old : 255: 72 73 57 80 74 177 183:
Other: 133: 27 22 18 50 56 89 86:
:----------------------------------------------------------------------------------------------------
: 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 17.8 23.1 28.1 12.6 17.0 21.5 26.9
Old : 15.5 18.2 25.7 30.2 15.5 17.3 25.5 28.9
Other: 26.5 43.2 42.0 58.3 26.5 39.1 42.0 54.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,707,470: 345,004 392,893 438,182 723,277 642,507 1,506,464 1,473,582: 201,006 233,888
Old : 1,594,002: 338,416 404,365 398,639 671,691 579,908 1,408,746 1,382,912: 185,256 211,090
Other: 113,467: 29,190 11,130 16,941 51,586 62,599 97,718 90,670: 15,750 22,798
: : :
: : Changes in Commitments from: September 27, 2016 :
: -123: 13,341 -11,830 -2,387 -20,796 24,087 -9,842 9,870: 9,719 -9,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.0 25.7 42.4 37.6 88.2 86.3: 11.8 13.7
Old : 100.0: 21.2 25.4 25.0 42.1 36.4 88.4 86.8: 11.6 13.2
Other: 100.0: 25.7 9.8 14.9 45.5 55.2 86.1 79.9: 13.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 208 168 238 327 350 657 657:
Old : 802: 210 175 231 325 344 650 647:
Other: 332: 51 56 41 81 181 148 266:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.9 16.3 15.6 7.1 5.8 12.4 10.4
Old : 10.4 8.9 16.6 14.7 7.2 6.1 12.9 11.0
Other: 22.9 30.8 35.7 41.4 20.6 28.1 31.3 36.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 11,773: 2,344 4,447 1,078 4,623 4,198 8,045 9,724: 3,728 2,050
Old : 11,747: 2,329 4,445 1,077 4,615 4,198 8,021 9,721: 3,726 2,027
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 27, 2016 :
: -376: -147 -170 -38 -378 -12 -564 -221: 187 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 37.8 9.2 39.3 35.7 68.3 82.6: 31.7 17.4
Old : 100.0: 19.8 37.8 9.2 39.3 35.7 68.3 82.7: 31.7 17.3
Other: 100.0: 61.5 11.5 0.0 30.8 0.0 92.3 11.5: 7.7 88.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 15 15 7 16 11 32 32:
Old : 47: 15 15 7 16 11 32 32:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 37.5 40.1 51.8 25.2 33.3 34.1 44.6
Old : 27.7 37.5 40.0 51.9 25.1 33.4 33.9 44.7
Other: 92.3 11.5 92.3 11.5 92.3 11.5 92.3 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 876,633: 160,831 78,614 265,525 393,971 426,157 820,327 770,296: 56,306 106,337
Old : 836,716: 165,500 79,588 245,475 374,518 409,292 785,493 734,355: 51,223 102,361
Other: 39,918: 9,373 13,068 6,008 19,453 16,864 34,834 35,941: 5,083 3,977
: : :
: : Changes in Commitments from: September 27, 2016 :
: 9,544: 6,817 -2,617 3,212 -1,507 15,143 8,522 15,738: 1,023 -6,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.0 30.3 44.9 48.6 93.6 87.9: 6.4 12.1
Old : 100.0: 19.8 9.5 29.3 44.8 48.9 93.9 87.8: 6.1 12.2
Other: 100.0: 23.5 32.7 15.1 48.7 42.2 87.3 90.0: 12.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 204 187 256 192 219 547 531:
Old : 657: 202 191 250 187 219 536 528:
Other: 246: 55 44 37 64 112 134 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 13.2 22.5 20.9 10.4 8.4 15.1 12.3
Old : 16.0 13.4 23.1 21.3 11.5 8.4 16.3 12.4
Other: 20.1 50.7 32.5 59.5 20.0 49.6 31.4 54.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 21,760: 9,578 1,417 145 167 4,881 9,890 6,443: 11,870 15,317
Old : 20,666: 9,301 1,369 144 167 4,732 9,612 6,245: 11,054 14,421
Other: 1,094: 277 48 1 0 149 278 198: 816 896
: : :
: : Changes in Commitments from: September 27, 2016 :
: -5,068: 141 -827 14 120 -3,473 275 -4,286: -5,343 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.5 0.7 0.8 22.4 45.5 29.6: 54.5 70.4
Old : 100.0: 45.0 6.6 0.7 0.8 22.9 46.5 30.2: 53.5 69.8
Other: 100.0: 25.3 4.4 0.1 0.0 13.6 25.4 18.1: 74.6 81.9
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 3 2 14 6 23:
Old : 24: 4 6 2 2 14 6 22:
Other: 15: 3 4 1 0 8 3 13:
:----------------------------------------------------------------------------------------------------
: 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 : 44.7 9.5 45.5 15.8 44.0 9.4 44.0 15.8
Old : 45.7 9.5 46.5 16.0 45.0 9.5 45.0 15.9
Other: 25.4 12.1 25.4 17.0 25.3 12.1 25.3 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 453,671: 151,102 27,811 112,783 146,871 286,309 410,756 426,903: 42,916 26,768
Old : 442,055: 151,402 30,061 107,810 141,731 278,320 400,944 416,191: 41,112 25,864
Other: 11,616: 3,613 1,664 1,059 5,140 7,989 9,812 10,712: 1,804 904
: : :
: : Changes in Commitments from: September 27, 2016 :
: 267: -3,736 115 5,539 -1,807 -5,045 -4 610: 272 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.1 24.9 32.4 63.1 90.5 94.1: 9.5 5.9
Old : 100.0: 34.2 6.8 24.4 32.1 63.0 90.7 94.1: 9.3 5.9
Other: 100.0: 31.1 14.3 9.1 44.2 68.8 84.5 92.2: 15.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 108 64 116 75 76 258 214:
Old : 306: 112 66 116 75 75 258 213:
Other: 56: 13 9 8 21 17 38 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 34.5 16.5 42.1 7.9 33.6 13.9 39.4
Old : 10.1 34.7 16.8 42.4 8.1 34.1 14.4 40.1
Other: 42.4 44.1 58.1 64.1 40.7 44.1 56.4 62.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 678,317: 109,114 89,965 70,965 330,413 368,019 510,493 528,950: 167,824 149,367
Old : 678,317: 109,114 89,965 70,965 330,413 368,019 510,493 528,950: 167,824 149,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 18,368: 7,843 -18,885 7,536 9,547 32,301 24,926 20,952: -6,558 -2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.3 10.5 48.7 54.3 75.3 78.0: 24.7 22.0
Old : 100.0: 16.1 13.3 10.5 48.7 54.3 75.3 78.0: 24.7 22.0
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 : 156: 43 26 43 71 70 128 125:
Old : 156: 43 26 43 71 70 128 125:
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 : 13.9 21.0 22.6 30.3 9.5 14.2 15.5 20.8
Old : 13.9 21.0 22.6 30.3 9.5 14.2 15.5 20.8
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 610,159: 43,944 160,123 12,433 436,381 355,635 492,759 528,192: 117,400 81,967
Old : 610,159: 43,944 160,123 12,433 436,381 355,635 492,759 528,192: 117,400 81,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,433: 1,277 1,205 -2,893 8,729 9,240 7,113 7,553: -4,681 -5,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 26.2 2.0 71.5 58.3 80.8 86.6: 19.2 13.4
Old : 100.0: 7.2 26.2 2.0 71.5 58.3 80.8 86.6: 19.2 13.4
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 : 104: 15 15 12 57 55 79 75:
Old : 104: 15 15 12 57 55 79 75:
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 : 24.8 35.5 38.6 50.3 19.5 35.5 29.3 47.5
Old : 24.8 35.5 38.6 50.3 19.5 35.5 29.3 47.5
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 with Delta-adjusted Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,776: 2,024 386 1,048 1,405 3,178 4,477 4,612: 299 164
Old : 4,776: 2,024 386 1,048 1,405 3,178 4,477 4,612: 299 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 414: 260 -160 133 1 465 394 438: 20 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 8.1 21.9 29.4 66.5 93.7 96.6: 6.3 3.4
Old : 100.0: 42.4 8.1 21.9 29.4 66.5 93.7 96.6: 6.3 3.4
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 : 31: 14 4 7 8 11 25 20:
Old : 31: 14 4 7 8 11 25 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 : 51.1 63.4 69.9 86.7 39.3 49.5 48.2 55.1
Old : 51.1 63.4 69.9 86.7 39.3 49.5 48.2 55.1
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 415,688: 79,058 49,048 90,586 195,972 240,194 365,616 379,829: 50,071 35,859
Old : 394,967: 79,358 47,587 86,563 182,172 227,368 348,093 361,518: 46,874 33,449
Other: 20,721: 1,333 3,095 2,390 13,800 12,826 17,523 18,311: 3,197 2,410
: : :
: : Changes in Commitments from: September 27, 2016 :
: -4,559: 1,154 -1,930 -658 -9,230 -2,360 -8,734 -4,949: 4,175 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.8 21.8 47.1 57.8 88.0 91.4: 12.0 8.6
Old : 100.0: 20.1 12.0 21.9 46.1 57.6 88.1 91.5: 11.9 8.5
Other: 100.0: 6.4 14.9 11.5 66.6 61.9 84.6 88.4: 15.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 72 74 89 102 96 228 213:
Old : 273: 77 71 88 102 95 227 212:
Other: 73: 9 13 17 36 23 57 45:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 29.0 20.0 37.7 11.9 26.2 17.5 31.3
Old : 13.2 29.9 20.5 38.8 12.5 27.6 18.3 33.0
Other: 34.0 31.5 52.4 53.0 32.8 30.2 48.4 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 11,869: 2,293 5,590 1,211 6,190 2,961 9,694 9,762: 2,175 2,107
Old : 11,866: 2,293 5,590 1,209 6,190 2,961 9,692 9,759: 2,175 2,107
Other: 2: 2 2 0 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 345: 14 -89 330 -64 114 280 354: 66 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 47.1 10.2 52.2 24.9 81.7 82.2: 18.3 17.8
Old : 100.0: 19.3 47.1 10.2 52.2 25.0 81.7 82.2: 18.3 17.8
Other: 100.0: 100.0 100.0 0.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 27 11 26 15 54 51:
Old : 82: 22 27 11 26 15 54 51:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 27.6 51.5 42.5 39.0 27.0 47.9 40.9
Old : 39.7 27.6 51.5 42.5 39.0 27.1 47.9 40.9
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,130,959: 227,574 204,691 51,987 728,616 726,225 1,008,178 982,903: 122,781 148,056
Old : 1,130,959: 227,574 204,691 51,987 728,616 726,225 1,008,178 982,903: 122,781 148,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 95,506: -6,390 27,766 -2,864 100,701 70,341 91,447 95,242: 4,059 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.1 4.6 64.4 64.2 89.1 86.9: 10.9 13.1
Old : 100.0: 20.1 18.1 4.6 64.4 64.2 89.1 86.9: 10.9 13.1
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 : 248: 56 48 40 96 107 171 176:
Old : 248: 56 48 40 96 107 171 176:
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 : 24.9 27.2 35.7 35.6 23.1 22.3 31.3 29.0
Old : 24.9 27.2 35.7 35.6 23.1 22.3 31.3 29.0
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 3,278,645: 687,058 542,100 288,108 1,944,359 1,989,673 2,919,526 2,819,881: 359,119 458,764
Old : 3,278,645: 687,058 542,100 288,108 1,944,359 1,989,673 2,919,526 2,819,881: 359,119 458,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 36,568: -22,726 -8,239 -6,223 86,894 38,471 57,945 24,009: -21,377 12,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.5 8.8 59.3 60.7 89.0 86.0: 11.0 14.0
Old : 100.0: 21.0 16.5 8.8 59.3 60.7 89.0 86.0: 11.0 14.0
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 : 377: 88 80 102 158 184 297 315:
Old : 377: 88 80 102 158 184 297 315:
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 : 26.0 15.3 34.3 25.4 24.3 12.5 30.9 20.4
Old : 26.0 15.3 34.3 25.4 24.3 12.5 30.9 20.4
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 226,834: 33,690 20,578 373 132,227 124,491 166,290 145,442: 60,543 81,392
Old : 226,834: 33,690 20,578 373 132,227 124,491 166,290 145,442: 60,543 81,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 853: -1,494 -82 -27 1,375 3,014 -147 2,905: 999 -2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.1 0.2 58.3 54.9 73.3 64.1: 26.7 35.9
Old : 100.0: 14.9 9.1 0.2 58.3 54.9 73.3 64.1: 26.7 35.9
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 : 40: 3 4 2 24 21 29 25:
Old : 40: 3 4 2 24 21 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 29.6 57.1 41.2 40.5 28.3 56.0 39.9
Old : 41.5 29.6 57.1 41.2 40.5 28.3 56.0 39.9
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 2,910,489: 393,990 595,790 102,711 2,152,514 1,868,618 2,649,215 2,567,119: 261,274 343,370
Old : 2,910,489: 393,990 595,790 102,711 2,152,514 1,868,618 2,649,215 2,567,119: 261,274 343,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -22,436: -38,534 27,492 -17,872 28,805 -39,165 -27,600 -29,545: 5,164 7,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.5 3.5 74.0 64.2 91.0 88.2: 9.0 11.8
Old : 100.0: 13.5 20.5 3.5 74.0 64.2 91.0 88.2: 9.0 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 : 297: 54 69 55 114 149 199 242:
Old : 297: 54 69 55 114 149 199 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 20.3 50.6 29.3 37.2 19.9 46.1 28.8
Old : 40.6 20.3 50.6 29.3 37.2 19.9 46.1 28.8
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 1,067,631: 85,099 132,831 247,435 715,496 630,182 1,048,030 1,010,449: 19,601 57,182
Old : 1,067,631: 85,099 132,831 247,435 715,496 630,182 1,048,030 1,010,449: 19,601 57,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -74,156: -21,843 -758 -1,039 -47,680 -63,377 -70,562 -65,174: -3,594 -8,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.4 23.2 67.0 59.0 98.2 94.6: 1.8 5.4
Old : 100.0: 8.0 12.4 23.2 67.0 59.0 98.2 94.6: 1.8 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 : 160: 26 48 47 55 77 105 151:
Old : 160: 26 48 47 55 77 105 151:
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 : 28.9 25.9 46.1 37.8 20.3 14.6 30.6 19.2
Old : 28.9 25.9 46.1 37.8 20.3 14.6 30.6 19.2
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 61,940: 38,949 9,485 831 14,280 43,470 54,059 53,787: 7,881 8,154
Old : 61,940: 38,949 9,485 831 14,280 43,470 54,059 53,787: 7,881 8,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 373: 176 1,296 226 83 -1,201 485 320: -112 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 15.3 1.3 23.1 70.2 87.3 86.8: 12.7 13.2
Old : 100.0: 62.9 15.3 1.3 23.1 70.2 87.3 86.8: 12.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 46 26 6 26 30 77 57:
Old : 118: 46 26 6 26 30 77 57:
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 : 34.7 34.1 48.2 48.3 34.7 34.1 48.2 48.3
Old : 34.7 34.1 48.2 48.3 34.7 34.1 48.2 48.3
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 123,881: 77,897 18,971 1,662 28,560 86,941 108,119 107,573: 15,762 16,308
Old : 123,881: 77,897 18,971 1,662 28,560 86,941 108,119 107,573: 15,762 16,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 745: 353 2,591 451 165 -2,402 969 640: -224 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 15.3 1.3 23.1 70.2 87.3 86.8: 12.7 13.2
Old : 100.0: 62.9 15.3 1.3 23.1 70.2 87.3 86.8: 12.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 46 26 6 26 30 77 57:
Old : 118: 46 26 6 26 30 77 57:
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 : 34.7 34.1 48.2 48.3 34.7 34.1 48.2 48.3
Old : 34.7 34.1 48.2 48.3 34.7 34.1 48.2 48.3
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 with Delta-adjusted Options and Futures Combined, October 04, 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 : 19,324: 16,187 18,547 767 2,198 0 19,152 19,314: 172 10
Old : 19,324: 16,187 18,547 767 2,198 0 19,152 19,314: 172 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,219: -1,964 -1,397 51 -330 -863 -2,243 -2,209: 24 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 96.0 4.0 11.4 0.0 99.1 99.9: 0.9 0.1
Old : 100.0: 83.8 96.0 4.0 11.4 0.0 99.1 99.9: 0.9 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 : 33: 22 10 2 1 0 24 11:
Old : 33: 22 10 2 1 0 24 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 : 64.9 79.0 90.1 97.9 63.0 79.0 88.2 95.3
Old : 64.9 79.0 90.1 97.9 63.0 79.0 88.2 95.3
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 with Delta-adjusted Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,610: 15,069 9,629 308 11,024 16,516 26,401 26,453: 209 157
Old : 26,610: 15,069 9,629 308 11,024 16,516 26,401 26,453: 209 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -86: -508 203 53 348 -366 -107 -110: 21 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 36.2 1.2 41.4 62.1 99.2 99.4: 0.8 0.6
Old : 100.0: 56.6 36.2 1.2 41.4 62.1 99.2 99.4: 0.8 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: 9 12 1 7 19 17 31:
Old : 45: 9 12 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 : 85.6 48.2 94.8 68.3 85.6 48.2 94.7 67.8
Old : 85.6 48.2 94.8 68.3 85.6 48.2 94.7 67.8
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 with Delta-adjusted Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,713: 19,780 5,650 141 5,715 19,832 25,636 25,623: 77 90
Old : 25,713: 19,780 5,650 141 5,715 19,832 25,636 25,623: 77 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,315: 1,098 -17 5 191 1,363 1,294 1,351: 21 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 22.0 0.5 22.2 77.1 99.7 99.6: 0.3 0.4
Old : 100.0: 76.9 22.0 0.5 22.2 77.1 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 7 2 5 9 21 17:
Old : 35: 15 7 2 5 9 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 66.9 89.9 91.9 77.7 66.9 88.2 91.9
Old : 77.7 66.9 89.9 91.9 77.7 66.9 88.2 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016