WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 580,214: 130,442 238,012 175,001 216,446 123,484 521,889 536,497: 58,325 43,717
Old : 522,309: 123,049 229,998 156,319 189,835 99,107 469,203 485,424: 53,105 36,885
Other: 57,905: 19,499 20,121 6,576 26,610 24,377 52,685 51,074: 5,220 6,832
: : :
: : Changes in Commitments from: October 4, 2016 :
: 7,158: 805 -17,196 16,153 -8,933 9,337 8,025 8,294: -867 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 41.0 30.2 37.3 21.3 89.9 92.5: 10.1 7.5
Old : 100.0: 23.6 44.0 29.9 36.3 19.0 89.8 92.9: 10.2 7.1
Other: 100.0: 33.7 34.7 11.4 46.0 42.1 91.0 88.2: 9.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 171 156 154 138 122 391 358:
Old : 483: 175 151 143 135 112 381 339:
Other: 177: 30 52 27 54 73 104 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 8.8 14.9 16.2 7.1 7.9 12.1 14.8
Old : 9.0 9.1 15.3 16.9 7.4 8.5 12.3 16.1
Other: 34.8 24.0 49.4 34.4 34.8 22.0 43.8 31.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 258,236: 93,980 97,115 40,245 102,533 97,297 236,758 234,657: 21,478 23,579
Old : 215,908: 86,131 95,366 30,319 81,012 70,429 197,462 196,114: 18,446 19,794
Other: 42,328: 15,639 9,539 2,135 21,521 26,868 39,296 38,543: 3,032 3,785
: : :
: : Changes in Commitments from: October 4, 2016 :
: 6,800: 1,648 4,863 2,187 2,545 482 6,379 7,532: 421 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 37.6 15.6 39.7 37.7 91.7 90.9: 8.3 9.1
Old : 100.0: 39.9 44.2 14.0 37.5 32.6 91.5 90.8: 8.5 9.2
Other: 100.0: 36.9 22.5 5.0 50.8 63.5 92.8 91.1: 7.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 74 70 67 91 79 196 192:
Old : 254: 72 70 57 82 75 180 181:
Other: 133: 26 23 16 53 55 89 84:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 18.5 22.9 28.9 12.3 17.9 21.2 27.8
Old : 15.5 17.5 25.4 30.0 15.4 16.9 24.7 28.7
Other: 24.1 44.5 37.8 59.0 24.1 41.2 37.8 55.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,705,598: 336,798 355,982 458,823 712,929 655,988 1,508,551 1,470,794: 197,048 234,805
Old : 1,588,960: 332,951 368,583 415,695 658,847 593,354 1,407,493 1,377,633: 181,467 211,327
Other: 116,639: 29,016 12,568 17,959 54,082 62,634 101,058 93,161: 15,581 23,478
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,871: -8,205 -36,910 20,641 -10,348 13,482 2,087 -2,788: -3,958 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.9 26.9 41.8 38.5 88.4 86.2: 11.6 13.8
Old : 100.0: 21.0 23.2 26.2 41.5 37.3 88.6 86.7: 11.4 13.3
Other: 100.0: 24.9 10.8 15.4 46.4 53.7 86.6 79.9: 13.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 195 180 239 338 357 666 662:
Old : 810: 200 183 233 336 349 661 650:
Other: 345: 49 59 44 82 190 148 281:
:----------------------------------------------------------------------------------------------------
: 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 10.0 15.2 16.0 7.0 6.4 12.3 10.9
Old : 9.3 9.1 15.4 15.2 7.2 6.2 12.8 10.7
Other: 22.4 29.1 35.0 38.6 20.1 26.1 30.6 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,874: 2,419 3,125 896 4,193 4,699 7,508 8,720: 3,366 2,155
Old : 10,845: 2,405 3,123 894 4,183 4,698 7,482 8,715: 3,363 2,131
Other: 29: 16 4 0 10 1 26 5: 3 24
: : :
: : Changes in Commitments from: October 4, 2016 :
: -899: 75 -1,323 -182 -430 501 -537 -1,004: -362 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 28.7 8.2 38.6 43.2 69.0 80.2: 31.0 19.8
Old : 100.0: 22.2 28.8 8.2 38.6 43.3 69.0 80.4: 31.0 19.6
Other: 100.0: 55.2 13.8 0.0 34.5 3.4 89.7 17.2: 10.3 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 14 7 17 12 33 30:
Old : 45: 13 14 7 17 11 33 29:
Other: 6: 1 2 0 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 40.1 39.9 55.9 26.1 36.5 35.5 47.6
Old : 28.2 40.3 39.8 56.1 26.0 36.6 35.3 47.8
Other: 89.7 17.2 89.7 17.2 89.7 17.2 89.7 17.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 879,235: 159,536 66,536 259,852 399,776 438,883 819,164 765,271: 60,071 113,964
Old : 836,253: 159,296 63,995 243,531 378,029 420,064 780,856 727,590: 55,397 108,663
Other: 42,983: 11,510 13,811 5,051 21,748 18,819 38,309 37,681: 4,674 5,301
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,602: -1,294 -12,078 -5,673 5,805 12,726 -1,163 -5,025: 3,765 7,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.6 29.6 45.5 49.9 93.2 87.0: 6.8 13.0
Old : 100.0: 19.0 7.7 29.1 45.2 50.2 93.4 87.0: 6.6 13.0
Other: 100.0: 26.8 32.1 11.8 50.6 43.8 89.1 87.7: 10.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 200 176 257 193 218 542 530:
Old : 646: 201 179 250 186 218 530 525:
Other: 243: 48 49 35 66 108 131 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.4 23.5 21.6 10.3 8.3 15.4 12.5
Old : 16.6 13.6 24.3 22.1 11.5 8.4 16.9 12.6
Other: 27.5 49.0 41.2 56.9 27.4 47.9 40.8 53.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,532: 9,351 1,363 890 509 4,715 10,750 6,968: 9,782 13,564
Old : 19,428: 9,240 1,248 788 509 4,561 10,537 6,597: 8,891 12,831
Other: 1,104: 211 215 2 0 154 213 371: 891 733
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,228: -227 -54 745 342 -166 860 525: -2,088 -1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 6.6 4.3 2.5 23.0 52.4 33.9: 47.6 66.1
Old : 100.0: 47.6 6.4 4.1 2.6 23.5 54.2 34.0: 45.8 66.0
Other: 100.0: 19.1 19.5 0.2 0.0 13.9 19.3 33.6: 80.7 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 4 3 14 8 23:
Old : 24: 5 5 3 3 14 8 22:
Other: 16: 2 4 2 0 9 3 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 10.5 52.4 18.0 45.5 10.2 46.6 17.3
Old : 50.7 10.7 54.2 18.3 47.0 10.3 48.8 17.5
Other: 19.3 25.6 19.3 31.1 19.1 25.6 19.1 31.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 472,433: 148,864 34,632 123,889 157,784 287,225 430,537 445,746: 41,897 26,688
Old : 460,570: 149,316 37,054 118,690 152,527 278,866 420,533 434,610: 40,038 25,960
Other: 11,863: 3,641 1,671 1,106 5,257 8,359 10,004 11,136: 1,859 727
: : :
: : Changes in Commitments from: October 4, 2016 :
: 18,762: -2,237 6,821 11,105 10,913 916 19,781 18,843: -1,019 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 7.3 26.2 33.4 60.8 91.1 94.4: 8.9 5.6
Old : 100.0: 32.4 8.0 25.8 33.1 60.5 91.3 94.4: 8.7 5.6
Other: 100.0: 30.7 14.1 9.3 44.3 70.5 84.3 93.9: 15.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 113 59 124 82 76 271 223:
Old : 316: 114 64 123 82 75 271 221:
Other: 58: 12 10 9 22 19 40 32:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 33.6 17.5 40.7 9.4 32.5 15.5 38.1
Old : 10.5 33.8 17.9 41.0 9.7 33.1 15.9 38.8
Other: 42.6 48.4 58.0 65.6 40.7 48.4 56.1 65.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 700,529: 107,437 103,277 84,915 335,984 357,990 528,335 546,182: 172,194 154,347
Old : 700,529: 107,437 103,277 84,915 335,984 357,990 528,335 546,182: 172,194 154,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 22,212: -1,677 13,312 13,950 5,570 -10,030 17,843 17,232: 4,369 4,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.7 12.1 48.0 51.1 75.4 78.0: 24.6 22.0
Old : 100.0: 15.3 14.7 12.1 48.0 51.1 75.4 78.0: 24.6 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 : 167: 45 31 46 74 74 137 133:
Old : 167: 45 31 46 74 74 137 133:
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 : 14.2 20.1 22.9 29.2 9.1 13.5 15.0 20.0
Old : 14.2 20.1 22.9 29.2 9.1 13.5 15.0 20.0
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 610,927: 46,344 157,457 9,844 435,610 355,164 491,799 522,466: 119,129 88,461
Old : 610,927: 46,344 157,457 9,844 435,610 355,164 491,799 522,466: 119,129 88,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 768: 2,400 -2,666 -2,589 -771 -471 -960 -5,726: 1,728 6,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 25.8 1.6 71.3 58.1 80.5 85.5: 19.5 14.5
Old : 100.0: 7.6 25.8 1.6 71.3 58.1 80.5 85.5: 19.5 14.5
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 : 101: 15 16 12 53 52 76 72:
Old : 101: 15 16 12 53 52 76 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 35.1 38.8 50.3 19.7 35.1 29.3 47.7
Old : 25.1 35.1 38.8 50.3 19.7 35.1 29.3 47.7
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,852: 2,151 257 1,056 1,260 3,307 4,467 4,620: 385 232
Old : 4,852: 2,151 257 1,056 1,260 3,307 4,467 4,620: 385 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 76: 127 -129 8 -145 129 -10 8: 86 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 5.3 21.8 26.0 68.2 92.1 95.2: 7.9 4.8
Old : 100.0: 44.3 5.3 21.8 26.0 68.2 92.1 95.2: 7.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 3 6 6 10 22 17:
Old : 27: 14 3 6 6 10 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 66.5 72.6 88.1 41.3 51.2 50.3 56.4
Old : 52.1 66.5 72.6 88.1 41.3 51.2 50.3 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 423,786: 72,629 53,435 101,429 200,431 233,479 374,488 388,343: 49,298 35,443
Old : 402,251: 72,648 51,897 97,542 185,964 220,122 356,154 369,561: 46,097 32,690
Other: 21,536: 1,356 2,914 2,512 14,466 13,357 18,334 18,782: 3,201 2,753
: : :
: : Changes in Commitments from: October 4, 2016 :
: 8,099: -6,429 4,387 10,843 4,458 -6,715 8,872 8,515: -773 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.6 23.9 47.3 55.1 88.4 91.6: 11.6 8.4
Old : 100.0: 18.1 12.9 24.2 46.2 54.7 88.5 91.9: 11.5 8.1
Other: 100.0: 6.3 13.5 11.7 67.2 62.0 85.1 87.2: 14.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 69 88 100 102 97 239 228:
Old : 290: 71 89 99 102 97 238 228:
Other: 77: 9 17 20 37 22 61 48:
:----------------------------------------------------------------------------------------------------
: 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 26.8 19.7 34.7 11.7 24.5 17.1 28.5
Old : 13.5 27.6 20.2 35.6 12.4 25.7 17.8 30.1
Other: 33.6 33.6 51.4 54.5 32.3 32.2 47.3 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,007: 2,219 5,369 1,432 6,299 3,296 9,951 10,098: 2,056 1,909
Old : 11,996: 2,225 5,369 1,424 6,291 3,296 9,940 10,089: 2,056 1,907
Other: 10: 1 7 1 8 0 10 8: 0 2
: : :
: : Changes in Commitments from: October 4, 2016 :
: 138: -74 -221 221 109 335 257 336: -119 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 44.7 11.9 52.5 27.5 82.9 84.1: 17.1 15.9
Old : 100.0: 18.5 44.8 11.9 52.4 27.5 82.9 84.1: 17.1 15.9
Other: 100.0: 14.6 73.2 7.3 78.1 0.0 100.0 80.5: 0.0 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 26 13 24 15 52 52:
Old : 80: 22 26 13 24 15 52 52:
Other: 4: 1 2 1 1 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 : 38.5 27.6 50.8 43.0 37.5 27.0 46.7 41.6
Old : 38.6 27.7 50.8 43.1 37.5 27.1 46.8 41.7
Other: 100.0 80.5 100.0 80.5 92.7 73.2 92.7 73.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,299,595: 210,036 234,344 98,470 872,996 814,079 1,181,501 1,146,893: 118,094 152,702
Old : 1,299,595: 210,036 234,344 98,470 872,996 814,079 1,181,501 1,146,893: 118,094 152,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 168,636: -17,539 29,653 46,483 144,379 87,855 173,323 163,990: -4,687 4,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.0 7.6 67.2 62.6 90.9 88.3: 9.1 11.7
Old : 100.0: 16.2 18.0 7.6 67.2 62.6 90.9 88.3: 9.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 60 44 41 99 109 175 178:
Old : 250: 60 44 41 99 109 175 178:
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 28.0 35.0 40.4 20.2 25.6 27.1 31.9
Old : 26.0 28.0 35.0 40.4 20.2 25.6 27.1 31.9
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,311,923: 619,611 602,294 311,317 2,013,490 1,912,547 2,944,418 2,826,158: 367,505 485,765
Old : 3,311,923: 619,611 602,294 311,317 2,013,490 1,912,547 2,944,418 2,826,158: 367,505 485,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 33,278: -67,447 60,194 23,209 69,131 -77,126 24,892 6,277: 8,385 27,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.2 9.4 60.8 57.7 88.9 85.3: 11.1 14.7
Old : 100.0: 18.7 18.2 9.4 60.8 57.7 88.9 85.3: 11.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 86 87 107 161 183 307 317:
Old : 379: 86 87 107 161 183 307 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 13.9 33.2 23.1 23.9 11.2 30.2 18.7
Old : 25.7 13.9 33.2 23.1 23.9 11.2 30.2 18.7
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 225,027: 37,933 20,149 563 123,785 113,805 162,281 134,517: 62,746 90,510
Old : 225,027: 37,933 20,149 563 123,785 113,805 162,281 134,517: 62,746 90,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,806: 4,243 -429 190 -8,442 -10,686 -4,009 -10,924: 2,203 9,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.0 0.3 55.0 50.6 72.1 59.8: 27.9 40.2
Old : 100.0: 16.9 9.0 0.3 55.0 50.6 72.1 59.8: 27.9 40.2
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 : 38: 4 3 2 23 21 28 25:
Old : 38: 4 3 2 23 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 26.8 57.2 38.2 42.7 26.2 56.2 37.6
Old : 43.7 26.8 57.2 38.2 42.7 26.2 56.2 37.6
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 with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,927,423: 348,955 612,861 134,986 2,192,914 1,814,786 2,676,854 2,562,633: 250,569 364,790
Old : 2,927,423: 348,955 612,861 134,986 2,192,914 1,814,786 2,676,854 2,562,633: 250,569 364,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 16,934: -45,035 17,071 32,275 40,399 -53,832 27,639 -4,486: -10,705 21,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.9 4.6 74.9 62.0 91.4 87.5: 8.6 12.5
Old : 100.0: 11.9 20.9 4.6 74.9 62.0 91.4 87.5: 8.6 12.5
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 : 296: 43 78 63 115 147 200 246:
Old : 296: 43 78 63 115 147 200 246:
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 : 40.0 18.7 49.4 27.4 37.0 18.4 45.2 26.8
Old : 40.0 18.7 49.4 27.4 37.0 18.4 45.2 26.8
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,123,691: 132,168 158,905 246,556 725,121 667,586 1,103,844 1,073,047: 19,846 50,644
Old : 1,123,691: 132,168 158,905 246,556 725,121 667,586 1,103,844 1,073,047: 19,846 50,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 56,060: 47,069 26,074 -879 9,625 37,404 55,815 62,598: 245 -6,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.1 21.9 64.5 59.4 98.2 95.5: 1.8 4.5
Old : 100.0: 11.8 14.1 21.9 64.5 59.4 98.2 95.5: 1.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 29 41 42 55 76 103 141:
Old : 153: 29 41 42 55 76 103 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 23.1 45.2 38.4 18.9 14.4 29.2 19.4
Old : 26.7 23.1 45.2 38.4 18.9 14.4 29.2 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,740: 37,831 11,335 907 13,929 41,554 52,667 53,796: 9,072 7,944
Old : 61,740: 37,831 11,335 907 13,929 41,554 52,667 53,796: 9,072 7,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -201: -1,118 1,849 77 -351 -1,917 -1,392 10: 1,191 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 18.4 1.5 22.6 67.3 85.3 87.1: 14.7 12.9
Old : 100.0: 61.3 18.4 1.5 22.6 67.3 85.3 87.1: 14.7 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 : 119: 42 30 8 27 29 76 60:
Old : 119: 42 30 8 27 29 76 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 32.4 47.7 46.4 36.6 32.4 47.7 46.1
Old : 36.6 32.4 47.7 46.4 36.6 32.4 47.7 46.1
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 123,479: 75,662 22,670 1,815 27,858 83,107 105,335 107,592: 18,144 15,887
Old : 123,479: 75,662 22,670 1,815 27,858 83,107 105,335 107,592: 18,144 15,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -402: -2,235 3,699 153 -702 -3,833 -2,784 19: 2,382 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 18.4 1.5 22.6 67.3 85.3 87.1: 14.7 12.9
Old : 100.0: 61.3 18.4 1.5 22.6 67.3 85.3 87.1: 14.7 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 : 119: 42 30 8 27 29 76 60:
Old : 119: 42 30 8 27 29 76 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 32.4 47.7 46.4 36.6 32.4 47.7 46.1
Old : 36.6 32.4 47.7 46.4 36.6 32.4 47.7 46.1
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 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,852: 18,444 21,064 778 2,481 0 21,703 21,842: 149 10
Old : 21,852: 18,444 21,064 778 2,481 0 21,703 21,842: 149 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,528: 2,257 2,517 11 283 0 2,551 2,528: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 96.4 3.6 11.4 0.0 99.3 100.0: 0.7 0.0
Old : 100.0: 84.4 96.4 3.6 11.4 0.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 24 11 2 1 0 26 12:
Old : 36: 24 11 2 1 0 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 78.1 88.0 97.2 63.3 78.1 86.1 95.5
Old : 65.2 78.1 88.0 97.2 63.3 78.1 86.1 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,584: 14,975 9,342 154 11,317 16,944 26,446 26,440: 138 144
Old : 26,584: 14,975 9,342 154 11,317 16,944 26,446 26,440: 138 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -26: -94 -287 -154 293 428 45 -13: -71 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 35.1 0.6 42.6 63.7 99.5 99.5: 0.5 0.5
Old : 100.0: 56.3 35.1 0.6 42.6 63.7 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 13 1 7 19 16 33:
Old : 46: 9 13 1 7 19 16 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 49.8 96.3 70.6 87.5 49.8 95.7 70.3
Old : 87.5 49.8 96.3 70.6 87.5 49.8 95.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,288: 22,685 6,188 136 5,405 21,839 28,226 28,163: 62 125
Old : 28,288: 22,685 6,188 136 5,405 21,839 28,226 28,163: 62 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,575: 2,905 538 -5 -310 2,007 2,590 2,540: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 21.9 0.5 19.1 77.2 99.8 99.6: 0.2 0.4
Old : 100.0: 80.2 21.9 0.5 19.1 77.2 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 9 1 5 11 16 21:
Old : 35: 11 9 1 5 11 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 64.9 93.2 90.1 82.7 64.9 91.6 90.1
Old : 82.7 64.9 93.2 90.1 82.7 64.9 91.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016