WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 585,472: 139,486 216,228 180,997 209,121 142,443 529,604 539,668: 55,867 45,803
Old : 520,014: 128,449 205,923 160,174 181,107 115,584 469,730 481,681: 50,283 38,333
Other: 65,458: 24,095 23,365 7,764 28,015 26,858 59,874 57,987: 5,584 7,471
: : :
: : Changes in Commitments from: October 11, 2016 :
: 5,257: 9,043 -21,784 5,997 -7,324 18,959 7,716 3,171: -2,458 2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 36.9 30.9 35.7 24.3 90.5 92.2: 9.5 7.8
Old : 100.0: 24.7 39.6 30.8 34.8 22.2 90.3 92.6: 9.7 7.4
Other: 100.0: 36.8 35.7 11.9 42.8 41.0 91.5 88.6: 8.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 167 148 157 139 126 385 360:
Old : 469: 171 142 142 136 119 372 341:
Other: 179: 31 54 28 53 74 104 139:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 8.7 14.1 16.1 6.4 7.7 11.2 14.1
Old : 8.3 9.2 14.3 16.7 6.5 8.4 11.2 15.6
Other: 32.2 21.7 49.3 33.9 31.3 20.6 43.9 30.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 262,975: 94,655 90,998 46,009 100,061 103,282 240,725 240,290: 22,251 22,685
Old : 214,816: 85,846 90,121 34,713 75,333 71,183 195,891 196,017: 18,924 18,799
Other: 48,160: 17,886 9,955 2,220 24,728 32,099 44,834 44,273: 3,326 3,886
: : :
: : Changes in Commitments from: October 11, 2016 :
: 4,739: 675 -6,117 5,765 -2,473 5,985 3,967 5,633: 772 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 34.6 17.5 38.0 39.3 91.5 91.4: 8.5 8.6
Old : 100.0: 40.0 42.0 16.2 35.1 33.1 91.2 91.2: 8.8 8.8
Other: 100.0: 37.1 20.7 4.6 51.3 66.7 93.1 91.9: 6.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 72 66 74 97 85 205 202:
Old : 256: 73 68 61 85 82 184 190:
Other: 146: 29 28 18 57 57 97 92:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 18.6 22.5 28.8 12.0 17.7 20.9 27.3
Old : 15.5 17.3 24.6 28.9 15.3 16.2 24.2 27.3
Other: 25.3 45.9 37.8 60.8 25.3 43.6 37.7 57.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,730,859: 362,193 316,393 467,845 699,857 704,699 1,529,895 1,488,937: 200,964 241,922
Old : 1,606,218: 358,470 327,058 422,142 641,140 640,911 1,421,753 1,390,112: 184,465 216,106
Other: 124,641: 31,263 16,874 18,163 58,716 63,788 108,142 98,825: 16,499 25,816
: : :
: : Changes in Commitments from: October 11, 2016 :
: 25,261: 25,395 -39,590 9,022 -13,073 48,711 21,344 18,143: 3,917 7,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.3 27.0 40.4 40.7 88.4 86.0: 11.6 14.0
Old : 100.0: 22.3 20.4 26.3 39.9 39.9 88.5 86.5: 11.5 13.5
Other: 100.0: 25.1 13.5 14.6 47.1 51.2 86.8 79.3: 13.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 818: 208 170 249 338 364 678 672:
Old : 816: 213 178 243 335 357 672 661:
Other: 370: 52 70 44 86 201 155 301:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 10.4 14.6 16.7 7.1 7.6 12.2 11.8
Old : 9.0 9.6 14.8 15.9 7.2 7.0 12.7 11.5
Other: 23.7 28.3 35.1 36.8 20.8 24.9 30.8 31.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,257: 2,192 2,283 1,030 3,805 5,114 7,027 8,426: 3,230 1,831
Old : 10,227: 2,176 2,281 1,030 3,795 5,108 7,001 8,418: 3,226 1,809
Other: 30: 16 2 0 10 6 26 8: 4 22
: : :
: : Changes in Commitments from: October 11, 2016 :
: -617: -227 -842 133 -388 415 -481 -294: -136 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.3 10.0 37.1 49.9 68.5 82.1: 31.5 17.9
Old : 100.0: 21.3 22.3 10.1 37.1 49.9 68.5 82.3: 31.5 17.7
Other: 100.0: 53.3 6.7 0.0 33.3 20.0 86.7 26.7: 13.3 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 10 7 14 10 29 25:
Old : 39: 13 10 7 14 9 29 24:
Other: 7: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 43.0 40.9 62.4 26.7 38.9 35.7 53.4
Old : 29.4 43.1 40.8 62.5 26.6 39.0 35.6 53.5
Other: 86.7 26.7 86.7 26.7 86.7 26.7 86.7 26.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 899,743: 176,422 65,725 254,675 406,254 468,677 837,351 789,077: 62,392 110,666
Old : 855,978: 174,298 62,260 240,105 383,601 449,121 798,004 751,486: 57,973 104,491
Other: 43,765: 11,551 12,892 5,142 22,653 19,556 39,347 37,591: 4,418 6,174
: : :
: : Changes in Commitments from: October 11, 2016 :
: 20,507: 16,886 -811 -5,177 6,478 29,794 18,187 23,806: 2,321 -3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.3 28.3 45.2 52.1 93.1 87.7: 6.9 12.3
Old : 100.0: 20.4 7.3 28.1 44.8 52.5 93.2 87.8: 6.8 12.2
Other: 100.0: 26.4 29.5 11.8 51.8 44.7 89.9 85.9: 10.1 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 194 186 258 196 231 544 555:
Old : 668: 191 191 251 189 231 532 548:
Other: 265: 54 50 38 67 121 136 196:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 13.4 22.6 21.2 10.0 8.6 14.8 12.8
Old : 16.2 13.8 23.4 21.8 11.2 8.7 16.2 13.0
Other: 25.8 46.4 38.6 54.6 25.8 45.3 37.3 51.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,218: 10,687 1,175 1,439 890 3,518 13,016 6,132: 6,202 13,086
Old : 17,994: 10,484 1,086 1,300 890 3,417 12,674 5,803: 5,320 12,191
Other: 1,224: 340 226 2 0 101 342 329: 882 895
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,314: 1,336 -188 549 381 -1,197 2,266 -836: -3,580 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 6.1 7.5 4.6 18.3 67.7 31.9: 32.3 68.1
Old : 100.0: 58.3 6.0 7.2 4.9 19.0 70.4 32.2: 29.6 67.8
Other: 100.0: 27.8 18.5 0.2 0.0 8.3 27.9 26.9: 72.1 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 4 3 11 9 19:
Old : 22: 6 4 4 3 11 9 19:
Other: 14: 3 4 2 0 7 4 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 12.3 67.7 20.1 55.1 10.4 60.0 16.8
Old : 62.6 12.9 70.4 21.0 57.3 10.6 62.9 17.3
Other: 27.9 21.6 27.9 25.9 27.8 21.6 27.8 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 492,761: 162,014 33,983 128,385 154,705 302,561 445,104 464,929: 47,657 27,832
Old : 480,302: 162,740 37,796 122,063 149,588 293,724 434,391 453,582: 45,911 26,719
Other: 12,459: 4,568 1,481 1,028 5,117 8,837 10,713 11,347: 1,746 1,113
: : :
: : Changes in Commitments from: October 11, 2016 :
: 20,328: 13,150 -649 4,497 -3,079 15,336 14,567 19,183: 5,760 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.9 26.1 31.4 61.4 90.3 94.4: 9.7 5.6
Old : 100.0: 33.9 7.9 25.4 31.1 61.2 90.4 94.4: 9.6 5.6
Other: 100.0: 36.7 11.9 8.3 41.1 70.9 86.0 91.1: 14.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 126 68 126 83 82 289 228:
Old : 335: 128 74 125 83 82 288 228:
Other: 59: 15 9 9 21 18 42 31:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 33.2 16.4 40.0 9.3 32.3 15.0 38.4
Old : 10.0 33.5 16.8 40.3 9.5 32.8 15.4 39.0
Other: 39.4 48.3 54.5 65.2 37.4 48.3 52.5 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 678,242: 102,648 95,134 82,811 331,362 339,734 516,821 517,679: 161,420 160,563
Old : 678,242: 102,648 95,134 82,811 331,362 339,734 516,821 517,679: 161,420 160,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -22,287: -4,789 -8,143 -2,104 -4,621 -18,256 -11,514 -28,503: -10,773 6,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.0 12.2 48.9 50.1 76.2 76.3: 23.8 23.7
Old : 100.0: 15.1 14.0 12.2 48.9 50.1 76.2 76.3: 23.8 23.7
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 : 168: 43 34 48 74 72 139 132:
Old : 168: 43 34 48 74 72 139 132:
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 : 15.3 20.5 24.2 28.7 9.4 14.0 14.9 19.3
Old : 15.3 20.5 24.2 28.7 9.4 14.0 14.9 19.3
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 617,188: 44,536 151,738 11,044 444,998 369,294 500,579 532,076: 116,609 85,112
Old : 617,188: 44,536 151,738 11,044 444,998 369,294 500,579 532,076: 116,609 85,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 6,260: -1,808 -5,720 1,199 9,388 14,130 8,780 9,610: -2,520 -3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 24.6 1.8 72.1 59.8 81.1 86.2: 18.9 13.8
Old : 100.0: 7.2 24.6 1.8 72.1 59.8 81.1 86.2: 18.9 13.8
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 : 102: 14 15 12 57 52 79 71:
Old : 102: 14 15 12 57 52 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 36.2 38.7 51.3 19.6 36.1 29.4 48.6
Old : 25.0 36.2 38.7 51.3 19.6 36.1 29.4 48.6
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,099: 2,581 448 1,014 1,206 3,363 4,801 4,825: 298 274
Old : 5,099: 2,581 448 1,014 1,206 3,363 4,801 4,825: 298 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 247: 430 191 -42 -54 56 334 205: -87 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 8.8 19.9 23.7 66.0 94.2 94.6: 5.8 5.4
Old : 100.0: 50.6 8.8 19.9 23.7 66.0 94.2 94.6: 5.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 15 4 5 7 10 25 16:
Old : 29: 15 4 5 7 10 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 67.5 70.7 87.7 40.7 51.0 52.4 58.4
Old : 49.2 67.5 70.7 87.7 40.7 51.0 52.4 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 432,765: 74,652 56,702 101,525 205,483 237,257 381,660 395,484: 51,105 37,281
Old : 409,740: 75,412 55,354 96,661 190,028 223,294 362,101 375,310: 47,639 34,430
Other: 23,025: 1,382 3,490 2,721 15,455 13,963 19,559 20,174: 3,466 2,851
: : :
: : Changes in Commitments from: October 11, 2016 :
: 8,979: 2,023 3,267 96 5,052 3,778 7,171 7,140: 1,807 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.1 23.5 47.5 54.8 88.2 91.4: 11.8 8.6
Old : 100.0: 18.4 13.5 23.6 46.4 54.5 88.4 91.6: 11.6 8.4
Other: 100.0: 6.0 15.2 11.8 67.1 60.6 84.9 87.6: 15.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 83 76 100 101 92 243 219:
Old : 291: 84 81 99 101 92 242 219:
Other: 78: 12 14 19 40 23 64 47:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 26.3 19.2 34.4 11.3 24.0 16.8 28.0
Old : 13.0 27.0 19.8 35.3 12.0 25.1 17.3 29.6
Other: 32.1 33.3 49.3 53.2 30.8 32.2 45.7 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,693: 1,873 4,652 1,543 6,369 3,397 9,784 9,592: 1,908 2,101
Old : 11,682: 1,880 4,652 1,534 6,361 3,397 9,775 9,583: 1,907 2,099
Other: 10: 0 8 1 8 0 9 8: 2 2
: : :
: : Changes in Commitments from: October 11, 2016 :
: -314: -346 -717 110 70 101 -166 -506: -148 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.8 13.2 54.5 29.1 83.7 82.0: 16.3 18.0
Old : 100.0: 16.1 39.8 13.1 54.4 29.1 83.7 82.0: 16.3 18.0
Other: 100.0: 0.0 73.2 7.3 78.0 0.0 85.3 80.5: 14.7 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 18 24 12 23 15 49 47:
Old : 73: 18 24 12 23 15 49 47:
Other: 3: 0 2 1 1 0 2 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 : 40.9 30.2 53.2 45.4 39.6 29.6 49.5 43.1
Old : 41.0 30.2 53.3 45.5 39.7 29.7 49.5 43.2
Other: 85.3 80.5 85.3 80.5 78.0 73.2 78.0 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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,327,427: 199,093 219,808 106,268 911,897 845,270 1,217,258 1,171,347: 110,169 156,080
Old : 1,327,427: 199,093 219,808 106,268 911,897 845,270 1,217,258 1,171,347: 110,169 156,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 27,832: -10,943 -14,535 7,798 38,902 31,191 35,757 24,454: -7,925 3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.6 8.0 68.7 63.7 91.7 88.2: 8.3 11.8
Old : 100.0: 15.0 16.6 8.0 68.7 63.7 91.7 88.2: 8.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 58 43 40 101 119 175 186:
Old : 258: 58 43 40 101 119 175 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 26.8 35.8 41.3 21.5 24.7 28.9 32.7
Old : 25.8 26.8 35.8 41.3 21.5 24.7 28.9 32.7
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,316,190: 636,524 546,592 309,175 2,022,974 1,958,417 2,968,672 2,814,184: 347,518 502,006
Old : 3,316,190: 636,524 546,592 309,175 2,022,974 1,958,417 2,968,672 2,814,184: 347,518 502,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 4,267: 16,913 -55,702 -2,142 9,484 45,870 24,254 -11,974: -19,987 16,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.5 9.3 61.0 59.1 89.5 84.9: 10.5 15.1
Old : 100.0: 19.2 16.5 9.3 61.0 59.1 89.5 84.9: 10.5 15.1
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 : 387: 90 85 103 164 188 310 320:
Old : 387: 90 85 103 164 188 310 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 14.5 33.0 23.4 24.0 11.6 29.8 18.9
Old : 25.8 14.5 33.0 23.4 24.0 11.6 29.8 18.9
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 233,773: 37,298 20,453 804 129,770 129,311 167,872 150,568: 65,901 83,205
Old : 233,773: 37,298 20,453 804 129,770 129,311 167,872 150,568: 65,901 83,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 8,746: -635 304 241 5,985 15,506 5,591 16,051: 3,154 -7,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.7 0.3 55.5 55.3 71.8 64.4: 28.2 35.6
Old : 100.0: 16.0 8.7 0.3 55.5 55.3 71.8 64.4: 28.2 35.6
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 : 41: 5 3 3 23 23 30 27:
Old : 41: 5 3 3 23 23 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 27.9 54.2 39.8 40.0 26.8 53.2 38.7
Old : 41.0 27.9 54.2 39.8 40.0 26.8 53.2 38.7
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,899,085: 367,694 559,002 134,404 2,148,205 1,850,071 2,650,303 2,543,476: 248,782 355,609
Old : 2,899,085: 367,694 559,002 134,404 2,148,205 1,850,071 2,650,303 2,543,476: 248,782 355,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -28,338: 18,739 -53,860 -582 -44,709 35,285 -26,551 -19,157: -1,787 -9,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.3 4.6 74.1 63.8 91.4 87.7: 8.6 12.3
Old : 100.0: 12.7 19.3 4.6 74.1 63.8 91.4 87.7: 8.6 12.3
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 : 300: 56 63 65 118 155 209 248:
Old : 300: 56 63 65 118 155 209 248:
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 : 39.6 19.4 49.2 29.1 36.4 19.1 44.9 28.6
Old : 39.6 19.4 49.2 29.1 36.4 19.1 44.9 28.6
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 with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,135,860: 121,311 160,761 250,635 745,720 675,431 1,117,665 1,086,827: 18,195 49,033
Old : 1,135,860: 121,311 160,761 250,635 745,720 675,431 1,117,665 1,086,827: 18,195 49,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 12,169: -10,857 1,856 4,079 20,599 7,845 13,821 13,780: -1,651 -1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.2 22.1 65.7 59.5 98.4 95.7: 1.6 4.3
Old : 100.0: 10.7 14.2 22.1 65.7 59.5 98.4 95.7: 1.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 33 45 47 60 80 115 151:
Old : 163: 33 45 47 60 80 115 151:
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 : 26.4 22.1 44.2 37.0 18.7 13.4 28.5 18.7
Old : 26.4 22.1 44.2 37.0 18.7 13.4 28.5 18.7
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 59,810: 38,129 10,003 840 12,922 40,781 51,892 51,624: 7,918 8,186
Old : 59,810: 38,129 10,003 840 12,922 40,781 51,892 51,624: 7,918 8,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,930: 298 -1,332 -67 -1,007 -773 -776 -2,172: -1,154 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 16.7 1.4 21.6 68.2 86.8 86.3: 13.2 13.7
Old : 100.0: 63.8 16.7 1.4 21.6 68.2 86.8 86.3: 13.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 47 22 9 26 32 76 61:
Old : 117: 47 22 9 26 32 76 61:
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 : 36.1 31.3 46.1 47.1 36.1 31.3 46.0 46.8
Old : 36.1 31.3 46.1 47.1 36.1 31.3 46.0 46.8
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 119,619: 76,258 20,005 1,681 25,844 81,562 103,783 103,248: 15,836 16,372
Old : 119,619: 76,258 20,005 1,681 25,844 81,562 103,783 103,248: 15,836 16,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -3,860: 596 -2,664 -134 -2,014 -1,546 -1,551 -4,344: -2,309 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 16.7 1.4 21.6 68.2 86.8 86.3: 13.2 13.7
Old : 100.0: 63.8 16.7 1.4 21.6 68.2 86.8 86.3: 13.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 47 22 9 26 32 76 61:
Old : 117: 47 22 9 26 32 76 61:
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 : 36.1 31.3 46.1 47.1 36.1 31.3 46.0 46.8
Old : 36.1 31.3 46.1 47.1 36.1 31.3 46.0 46.8
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 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 18,522: 15,323 17,926 559 2,481 0 18,363 18,485: 159 37
Old : 18,522: 15,323 17,926 559 2,481 0 18,363 18,485: 159 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -3,330: -3,121 -3,138 -219 0 0 -3,340 -3,357: 10 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 96.8 3.0 13.4 0.0 99.1 99.8: 0.9 0.2
Old : 100.0: 82.7 96.8 3.0 13.4 0.0 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 24 10 2 1 0 26 11:
Old : 35: 24 10 2 1 0 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 79.3 85.6 97.6 59.8 79.3 84.6 95.6
Old : 59.8 79.3 85.6 97.6 59.8 79.3 84.6 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,043: 16,224 10,265 97 11,544 17,518 27,865 27,880: 178 163
Old : 28,043: 16,224 10,265 97 11,544 17,518 27,865 27,880: 178 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,459: 1,249 923 -57 227 574 1,419 1,440: 40 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 36.6 0.3 41.2 62.5 99.4 99.4: 0.6 0.6
Old : 100.0: 57.9 36.6 0.3 41.2 62.5 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 11 1 7 19 17 31:
Old : 45: 10 11 1 7 19 17 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 50.9 95.6 71.1 86.7 50.9 95.3 70.9
Old : 86.7 50.9 95.6 71.1 86.7 50.9 95.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,640: 23,443 6,161 136 4,032 21,276 27,611 27,573: 29 67
Old : 27,640: 23,443 6,161 136 4,032 21,276 27,611 27,573: 29 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -648: 758 -27 0 -1,373 -563 -615 -590: -33 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 22.3 0.5 14.6 77.0 99.9 99.8: 0.1 0.2
Old : 100.0: 84.8 22.3 0.5 14.6 77.0 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 8 1 4 11 17 20:
Old : 35: 13 8 1 4 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 63.5 95.6 89.1 86.1 63.5 93.4 89.1
Old : 86.1 63.5 95.6 89.1 86.1 63.5 93.4 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016