WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 610,807: 133,470 228,700 179,373 240,935 156,935 553,777 565,008: 57,030 45,800
Old : 523,495: 121,952 216,287 149,157 202,439 121,740 473,548 487,184: 49,947 36,311
Other: 87,312: 31,736 32,631 9,997 38,496 35,195 80,229 77,823: 7,083 9,489
: : :
: : Changes in Commitments from: November 1, 2016 :
: 9,445: -459 2,784 -3,367 13,540 8,697 9,715 8,113: -270 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 37.4 29.4 39.4 25.7 90.7 92.5: 9.3 7.5
Old : 100.0: 23.3 41.3 28.5 38.7 23.3 90.5 93.1: 9.5 6.9
Other: 100.0: 36.3 37.4 11.4 44.1 40.3 91.9 89.1: 8.1 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 157 157 173 139 123 396 366:
Old : 473: 164 148 151 135 113 380 337:
Other: 215: 40 70 38 56 82 124 166:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.1 15.9 14.9 6.5 7.3 11.5 13.5
Old : 9.9 9.1 16.1 16.7 6.5 8.4 11.0 15.5
Other: 31.5 16.8 45.3 29.2 31.5 16.6 41.2 27.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 277,904: 98,391 96,249 52,924 102,409 104,772 253,724 253,944: 24,180 23,960
Old : 215,858: 91,219 96,119 32,980 72,712 67,871 196,911 196,971: 18,947 18,887
Other: 62,046: 24,303 17,261 2,812 29,697 36,900 56,812 56,973: 5,233 5,072
: : :
: : Changes in Commitments from: November 1, 2016 :
: 2,508: 3,098 7,188 -91 -747 -4,326 2,260 2,771: 248 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 34.6 19.0 36.9 37.7 91.3 91.4: 8.7 8.6
Old : 100.0: 42.3 44.5 15.3 33.7 31.4 91.2 91.3: 8.8 8.7
Other: 100.0: 39.2 27.8 4.5 47.9 59.5 91.6 91.8: 8.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 70 73 79 101 88 214 212:
Old : 262: 69 73 68 91 86 189 204:
Other: 162: 36 30 21 65 60 115 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 18.2 22.6 27.4 11.5 17.0 20.0 25.8
Old : 16.1 16.9 26.0 28.3 16.0 16.5 24.8 26.3
Other: 22.8 39.3 34.1 56.9 22.8 38.4 34.1 54.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 1,751,431: 394,870 288,712 443,649 715,198 772,500 1,553,716 1,504,861: 197,715 246,570
Old : 1,601,575: 390,617 299,863 386,757 644,006 697,305 1,421,379 1,383,925: 180,195 217,650
Other: 149,856: 38,243 22,839 22,902 71,192 75,195 132,337 120,936: 17,519 28,920
: : :
: : Changes in Commitments from: November 1, 2016 :
: -10,026: 9,404 -28,210 -19,322 -5,464 40,622 -15,381 -6,910: 5,355 -3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.5 25.3 40.8 44.1 88.7 85.9: 11.3 14.1
Old : 100.0: 24.4 18.7 24.1 40.2 43.5 88.7 86.4: 11.3 13.6
Other: 100.0: 25.5 15.2 15.3 47.5 50.2 88.3 80.7: 11.7 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 829: 208 162 247 356 375 702 673:
Old : 825: 206 175 238 353 367 694 658:
Other: 404: 57 70 47 93 230 168 332:
:----------------------------------------------------------------------------------------------------
: 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 11.0 15.6 17.4 7.3 8.5 12.6 13.0
Old : 9.3 10.4 15.8 17.0 7.9 8.4 13.4 13.6
Other: 22.6 23.9 34.0 32.7 19.6 19.8 29.1 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 10,223: 2,016 1,097 1,463 4,144 6,309 7,623 8,869: 2,600 1,354
Old : 10,058: 2,019 1,093 1,433 4,032 6,208 7,484 8,735: 2,574 1,323
Other: 165: 16 23 11 112 101 139 134: 26 31
: : :
: : Changes in Commitments from: November 1, 2016 :
: -80: -47 -222 117 74 208 144 103: -224 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.7 14.3 40.5 61.7 74.6 86.8: 25.4 13.2
Old : 100.0: 20.1 10.9 14.3 40.1 61.7 74.4 86.8: 25.6 13.2
Other: 100.0: 9.7 13.8 6.5 68.0 61.0 84.2 81.4: 15.8 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 8 11 14 9 32 23:
Old : 36: 13 7 10 14 9 32 22:
Other: 13: 1 4 2 4 5 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 44.0 36.3 69.5 15.6 36.2 25.2 49.4
Old : 20.5 44.4 36.1 69.7 15.7 36.6 24.8 49.6
Other: 76.9 60.3 84.2 80.2 71.3 57.6 73.1 70.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 729,804: 216,270 48,535 155,728 300,736 419,079 672,733 623,342: 57,071 106,463
Old : 677,282: 214,158 44,509 137,871 273,531 399,890 625,560 582,270: 51,722 95,012
Other: 52,523: 12,518 14,432 7,450 27,205 19,189 47,173 41,072: 5,349 11,451
: : :
: : Changes in Commitments from: November 1, 2016 :
: 12,167: 8,396 -4,558 9,500 -4,562 9,080 13,334 14,022: -1,166 -1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 6.7 21.3 41.2 57.4 92.2 85.4: 7.8 14.6
Old : 100.0: 31.6 6.6 20.4 40.4 59.0 92.4 86.0: 7.6 14.0
Other: 100.0: 23.8 27.5 14.2 51.8 36.5 89.8 78.2: 10.2 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 193 150 195 183 237 487 494:
Old : 629: 186 161 186 173 235 472 485:
Other: 304: 60 60 40 65 151 141 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 11.9 19.8 19.8 9.1 11.1 15.5 17.5
Old : 12.5 12.5 20.9 20.3 9.6 11.9 16.9 18.6
Other: 22.6 32.0 35.5 39.7 22.5 32.0 35.0 38.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 515,135: 179,742 30,291 123,720 164,823 335,759 468,285 489,770: 46,850 25,364
Old : 499,213: 179,526 32,494 117,173 157,452 325,005 454,151 474,672: 45,062 24,541
Other: 15,922: 5,023 2,604 1,740 7,371 10,754 14,134 15,099: 1,788 823
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,849: -5,714 4,039 5,008 -2,366 -9,918 -3,072 -871: 223 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.9 24.0 32.0 65.2 90.9 95.1: 9.1 4.9
Old : 100.0: 36.0 6.5 23.5 31.5 65.1 91.0 95.1: 9.0 4.9
Other: 100.0: 31.5 16.4 10.9 46.3 67.5 88.8 94.8: 11.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 128 56 114 94 94 284 227:
Old : 328: 131 61 112 94 93 283 225:
Other: 68: 13 15 15 26 20 51 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 34.8 19.0 43.0 10.4 34.0 16.1 40.7
Old : 11.9 35.2 19.5 43.5 10.8 34.7 16.7 41.5
Other: 37.7 43.0 57.2 59.5 37.7 43.0 55.0 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 671,846: 77,285 77,893 81,607 348,499 330,232 507,391 489,732: 164,455 182,113
Old : 671,846: 77,285 77,893 81,607 348,499 330,232 507,391 489,732: 164,455 182,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 15,586: -7,398 -5,579 13,602 5,347 7,175 11,552 15,199: 4,034 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.6 12.1 51.9 49.2 75.5 72.9: 24.5 27.1
Old : 100.0: 11.5 11.6 12.1 51.9 49.2 75.5 72.9: 24.5 27.1
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 : 157: 33 33 40 76 74 132 124:
Old : 157: 33 33 40 76 74 132 124:
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 : 16.7 19.4 26.0 27.6 10.6 13.4 17.1 19.4
Old : 16.7 19.4 26.0 27.6 10.6 13.4 17.1 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 634,046: 43,058 148,662 14,252 452,987 375,531 510,297 538,445: 123,749 95,601
Old : 634,046: 43,058 148,662 14,252 452,987 375,531 510,297 538,445: 123,749 95,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 15,716: -285 8,783 -353 8,059 8,296 7,421 16,726: 8,296 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 23.4 2.2 71.4 59.2 80.5 84.9: 19.5 15.1
Old : 100.0: 6.8 23.4 2.2 71.4 59.2 80.5 84.9: 19.5 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 : 99: 15 12 12 61 55 83 72:
Old : 99: 15 12 12 61 55 83 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 : 24.8 34.6 38.3 49.1 19.7 34.3 30.2 47.3
Old : 24.8 34.6 38.3 49.1 19.7 34.3 30.2 47.3
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, November 08, 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 : 5,686: 3,005 841 1,055 1,257 3,595 5,317 5,491: 369 195
Old : 5,686: 3,005 841 1,055 1,257 3,595 5,317 5,491: 369 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 387: 264 454 -93 214 61 385 422: 2 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 14.8 18.6 22.1 63.2 93.5 96.6: 6.5 3.4
Old : 100.0: 52.8 14.8 18.6 22.1 63.2 93.5 96.6: 6.5 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 : 32: 16 4 5 5 12 23 19:
Old : 32: 16 4 5 5 12 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 69.1 68.4 85.2 42.4 56.2 55.5 63.7
Old : 47.9 69.1 68.4 85.2 42.4 56.2 55.5 63.7
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, November 08, 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 : 423,426: 77,093 53,806 88,944 203,824 247,257 369,862 390,008: 53,565 33,418
Old : 397,652: 77,253 51,408 84,061 186,682 231,862 347,997 367,330: 49,655 30,322
Other: 25,774: 1,501 4,060 3,221 17,142 15,396 21,865 22,677: 3,909 3,097
: : :
: : Changes in Commitments from: November 1, 2016 :
: 4,401: 439 5,868 5,355 -2,667 -5,307 3,127 5,916: 1,275 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.7 21.0 48.1 58.4 87.3 92.1: 12.7 7.9
Old : 100.0: 19.4 12.9 21.1 46.9 58.3 87.5 92.4: 12.5 7.6
Other: 100.0: 5.8 15.8 12.5 66.5 59.7 84.8 88.0: 15.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 81 72 101 105 95 252 219:
Old : 289: 85 72 98 105 94 249 216:
Other: 90: 16 19 27 41 22 73 57:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 30.9 20.5 38.9 12.3 27.9 17.9 32.5
Old : 13.8 32.0 21.2 40.2 13.3 29.8 18.7 34.7
Other: 31.2 34.8 47.1 51.8 30.9 33.6 44.5 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 11,468: 1,689 5,363 506 6,904 3,595 9,099 9,464: 2,369 2,004
Old : 11,458: 1,698 5,363 496 6,896 3,595 9,090 9,454: 2,368 2,004
Other: 10: 0 9 1 8 0 9 10: 1 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 662: 45 625 200 142 94 387 919: 275 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 46.8 4.4 60.2 31.4 79.3 82.5: 20.7 17.5
Old : 100.0: 14.8 46.8 4.3 60.2 31.4 79.3 82.5: 20.7 17.5
Other: 100.0: 0.0 93.6 6.4 80.8 0.0 87.2 100.0: 12.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 15 22 8 27 16 46 43:
Old : 67: 15 22 8 26 16 45 43:
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 : 46.0 36.7 56.5 52.1 44.9 35.8 54.5 51.1
Old : 46.1 36.7 56.6 52.2 45.0 35.9 54.5 51.2
Other: 87.2 100.0 87.2 100.0 80.8 93.6 80.8 93.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 1,240,559: 294,733 207,852 69,767 758,574 806,900 1,123,074 1,084,519: 117,486 156,041
Old : 1,240,559: 294,733 207,852 69,767 758,574 806,900 1,123,074 1,084,519: 117,486 156,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -42,934: 75,619 11,686 -36,592 -83,011 -15,900 -43,984 -40,806: 1,050 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.8 5.6 61.1 65.0 90.5 87.4: 9.5 12.6
Old : 100.0: 23.8 16.8 5.6 61.1 65.0 90.5 87.4: 9.5 12.6
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 : 261: 61 42 42 106 125 184 192:
Old : 261: 61 42 42 106 125 184 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 26.0 31.6 34.0 18.3 23.6 27.5 30.6
Old : 20.0 26.0 31.6 34.0 18.3 23.6 27.5 30.6
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, November 08, 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 : 3,465,510: 543,431 612,489 395,622 2,161,428 1,942,700 3,100,480 2,950,811: 365,030 514,699
Old : 3,465,510: 543,431 612,489 395,622 2,161,428 1,942,700 3,100,480 2,950,811: 365,030 514,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 92,451: -20,722 24,977 90,706 21,638 -13,916 91,623 101,767: 828 -9,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.7 11.4 62.4 56.1 89.5 85.1: 10.5 14.9
Old : 100.0: 15.7 17.7 11.4 62.4 56.1 89.5 85.1: 10.5 14.9
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 : 369: 77 86 107 158 178 295 311:
Old : 369: 77 86 107 158 178 295 311:
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 15.6 33.8 22.8 24.8 12.4 31.1 18.5
Old : 26.7 15.6 33.8 22.8 24.8 12.4 31.1 18.5
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, November 08, 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 : 257,262: 46,583 48,802 772 140,185 123,247 187,540 172,821: 69,722 84,441
Old : 257,262: 46,583 48,802 772 140,185 123,247 187,540 172,821: 69,722 84,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,321: -8,309 17,466 376 3,762 -6,415 -4,171 11,427: 1,850 -13,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.0 0.3 54.5 47.9 72.9 67.2: 27.1 32.8
Old : 100.0: 18.1 19.0 0.3 54.5 47.9 72.9 67.2: 27.1 32.8
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 : 50: 6 5 3 29 27 36 34:
Old : 50: 6 5 3 29 27 36 34:
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 : 41.3 29.6 54.6 41.1 40.4 28.6 53.7 39.5
Old : 41.3 29.6 54.6 41.1 40.4 28.6 53.7 39.5
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, November 08, 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 : 3,083,383: 407,989 552,230 147,175 2,271,302 2,010,014 2,826,466 2,709,418: 256,917 373,965
Old : 3,083,383: 407,989 552,230 147,175 2,271,302 2,010,014 2,826,466 2,709,418: 256,917 373,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 163,625: 44,515 -17,705 24,252 104,780 140,666 173,548 147,214: -9,922 16,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.9 4.8 73.7 65.2 91.7 87.9: 8.3 12.1
Old : 100.0: 13.2 17.9 4.8 73.7 65.2 91.7 87.9: 8.3 12.1
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 : 291: 47 67 60 126 153 213 240:
Old : 291: 47 67 60 126 153 213 240:
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 20.8 47.3 31.1 33.2 20.0 42.6 29.4
Old : 36.6 20.8 47.3 31.1 33.2 20.0 42.6 29.4
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, November 08, 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 : 904,241: 83,007 116,345 137,595 654,203 600,677 874,805 854,618: 29,435 49,623
Old : 904,241: 83,007 116,345 137,595 654,203 600,677 874,805 854,618: 29,435 49,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,041: -13,694 -43,080 -19,162 28,736 60,999 -4,121 -1,244: 3,079 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.9 15.2 72.3 66.4 96.7 94.5: 3.3 5.5
Old : 100.0: 9.2 12.9 15.2 72.3 66.4 96.7 94.5: 3.3 5.5
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 : 150: 27 41 38 58 78 108 135:
Old : 150: 27 41 38 58 78 108 135:
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 : 26.8 21.7 42.8 33.6 19.7 14.7 29.0 21.4
Old : 26.8 21.7 42.8 33.6 19.7 14.7 29.0 21.4
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, November 08, 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 : 59,288: 37,222 15,334 817 13,654 33,576 51,693 49,727: 7,594 9,561
Old : 59,288: 37,222 15,334 817 13,654 33,576 51,693 49,727: 7,594 9,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 60: 2,434 1,809 -90 -1,919 -3,037 424 -1,318: -364 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 25.9 1.4 23.0 56.6 87.2 83.9: 12.8 16.1
Old : 100.0: 62.8 25.9 1.4 23.0 56.6 87.2 83.9: 12.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 45 32 8 26 26 74 63:
Old : 120: 45 32 8 26 26 74 63:
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 : 27.4 34.9 38.5 48.4 27.2 34.7 38.4 48.2
Old : 27.4 34.9 38.5 48.4 27.2 34.7 38.4 48.2
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, November 08, 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 : 118,575: 74,444 30,667 1,635 27,308 67,152 103,387 99,453: 15,188 19,122
Old : 118,575: 74,444 30,667 1,635 27,308 67,152 103,387 99,453: 15,188 19,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 120: 4,868 3,618 -181 -3,839 -6,074 848 -2,636: -728 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 25.9 1.4 23.0 56.6 87.2 83.9: 12.8 16.1
Old : 100.0: 62.8 25.9 1.4 23.0 56.6 87.2 83.9: 12.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 45 32 8 26 26 74 63:
Old : 120: 45 32 8 26 26 74 63:
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 : 27.4 34.9 38.5 48.4 27.2 34.7 38.4 48.2
Old : 27.4 34.9 38.5 48.4 27.2 34.7 38.4 48.2
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, November 08, 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 : 16,863: 14,318 16,432 405 2,048 0 16,771 16,837: 92 26
Old : 16,863: 14,318 16,432 405 2,048 0 16,771 16,837: 92 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -820: -366 -786 1 -433 0 -798 -785: -22 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 97.4 2.4 12.1 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 84.9 97.4 2.4 12.1 0.0 99.5 99.8: 0.5 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 : 37: 22 14 2 1 0 24 15:
Old : 37: 22 14 2 1 0 24 15:
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 : 66.9 67.2 87.5 92.6 66.9 67.2 87.4 90.4
Old : 66.9 67.2 87.5 92.6 66.9 67.2 87.4 90.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,318: 16,937 10,829 45 14,290 20,196 31,272 31,070: 46 248
Old : 31,318: 16,937 10,829 45 14,290 20,196 31,272 31,070: 46 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -340: -902 -1,858 0 589 1,528 -313 -330: -27 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 34.6 0.1 45.6 64.5 99.9 99.2: 0.1 0.8
Old : 100.0: 54.1 34.6 0.1 45.6 64.5 99.9 99.2: 0.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 11 1 7 19 15 31:
Old : 43: 8 11 1 7 19 15 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 : 82.6 52.7 94.8 73.7 82.6 52.7 94.8 73.5
Old : 82.6 52.7 94.8 73.7 82.6 52.7 94.8 73.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 43,238: 37,664 4,436 136 5,419 38,557 43,219 43,129: 19 109
Old : 43,238: 37,664 4,436 136 5,419 38,557 43,219 43,129: 19 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 4,413: 4,147 -849 0 299 5,220 4,446 4,371: -33 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 10.3 0.3 12.5 89.2 100.0 99.7: 0.0 0.3
Old : 100.0: 87.1 10.3 0.3 12.5 89.2 100.0 99.7: 0.0 0.3
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 : 35: 15 6 1 4 11 19 18:
Old : 35: 15 6 1 4 11 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 72.6 95.6 93.8 86.4 72.6 94.9 93.8
Old : 86.4 72.6 95.6 93.8 86.4 72.6 94.9 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016