WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 520,547: 129,805 231,247 139,377 201,572 103,692 470,754 474,316: 49,794 46,232
Old : 408,215: 121,674 214,486 96,737 150,108 62,550 368,518 373,773: 39,697 34,442
Other: 112,332: 34,073 42,704 16,698 51,465 41,142 102,236 100,543: 10,096 11,789
: : :
: : Changes in Commitments from: November 22, 2016 :
: -107,302: -3,581 3,268 -57,486 -38,492 -52,560 -99,560 -106,779: -7,743 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 44.4 26.8 38.7 19.9 90.4 91.1: 9.6 8.9
Old : 100.0: 29.8 52.5 23.7 36.8 15.3 90.3 91.6: 9.7 8.4
Other: 100.0: 30.3 38.0 14.9 45.8 36.6 91.0 89.5: 9.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 475: 149 171 146 125 97 366 337:
Old : 456: 166 149 120 119 84 341 301:
Other: 223: 41 81 49 59 76 139 172:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 8.8 16.6 16.6 7.7 8.4 13.5 15.3
Old : 9.2 11.2 16.7 20.2 8.0 10.6 14.4 19.1
Other: 27.0 15.3 40.4 27.1 25.9 14.3 35.1 24.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 250,946: 96,808 83,628 40,733 90,855 101,901 228,395 226,262: 22,551 24,684
Old : 180,310: 86,295 80,691 20,125 58,093 60,680 164,514 161,496: 15,796 18,813
Other: 70,636: 28,347 20,770 2,774 32,761 41,221 63,882 64,766: 6,755 5,871
: : :
: : Changes in Commitments from: November 22, 2016 :
: -25,762: 1,308 -6,913 -9,038 -15,831 -10,503 -23,562 -26,454: -2,200 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 33.3 16.2 36.2 40.6 91.0 90.2: 9.0 9.8
Old : 100.0: 47.9 44.8 11.2 32.2 33.7 91.2 89.6: 8.8 10.4
Other: 100.0: 40.1 29.4 3.9 46.4 58.4 90.4 91.7: 9.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 81 67 58 81 76 186 183:
Old : 244: 72 69 44 69 66 160 163:
Other: 149: 34 28 17 59 56 104 91:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 18.0 25.0 28.2 12.8 16.4 21.9 25.5
Old : 17.4 17.4 29.1 30.1 17.3 17.0 27.5 26.9
Other: 24.1 38.4 36.2 55.1 24.1 36.3 36.2 52.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,479,941: 358,851 296,982 292,055 656,235 671,508 1,307,140 1,260,544: 172,801 219,397
Old : 1,315,507: 349,402 300,632 237,439 577,647 590,624 1,164,488 1,128,694: 151,019 186,813
Other: 164,434: 38,312 25,214 25,752 78,588 80,884 142,652 131,850: 21,782 32,584
: : :
: : Changes in Commitments from: November 22, 2016 :
: -277,681: 4,139 5,357 -167,853 -93,675 -94,648 -257,389 -257,144: -20,292 -20,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.1 19.7 44.3 45.4 88.3 85.2: 11.7 14.8
Old : 100.0: 26.6 22.9 18.0 43.9 44.9 88.5 85.8: 11.5 14.2
Other: 100.0: 23.3 15.3 15.7 47.8 49.2 86.8 80.2: 13.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 174 160 198 323 341 602 617:
Old : 760: 178 167 190 320 327 594 597:
Other: 411: 52 74 51 94 238 175 337:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.7 18.1 17.7 10.1 10.0 16.4 15.1
Old : 12.0 11.9 18.8 17.8 11.4 10.5 18.2 15.9
Other: 22.5 20.0 32.7 28.5 18.7 15.4 28.6 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 9,067: 1,691 1,570 1,179 3,929 5,105 6,799 7,854: 2,269 1,214
Old : 8,732: 1,676 1,483 1,134 3,689 4,971 6,498 7,588: 2,234 1,144
Other: 335: 16 88 44 240 133 300 266: 35 70
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,569: 179 269 -208 -1,122 -1,419 -1,151 -1,359: -418 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.3 13.0 43.3 56.3 75.0 86.6: 25.0 13.4
Old : 100.0: 19.2 17.0 13.0 42.2 56.9 74.4 86.9: 25.6 13.1
Other: 100.0: 4.8 26.3 13.1 71.7 39.8 89.6 79.3: 10.4 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 9 8 14 9 28 21:
Old : 33: 10 7 8 14 9 28 20:
Other: 15: 1 5 2 5 6 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 49.0 49.6 72.4 31.7 47.4 42.0 63.7
Old : 34.5 49.6 48.2 73.1 31.2 48.1 41.0 64.9
Other: 82.8 61.5 89.6 75.5 69.7 49.0 72.4 61.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 841,404: 256,101 70,239 174,556 351,088 472,547 781,745 717,341: 59,660 124,063
Old : 762,691: 251,505 71,205 145,020 313,112 444,944 709,636 661,168: 53,055 101,522
Other: 78,714: 22,493 16,930 11,640 37,976 27,603 72,109 56,173: 6,605 22,541
: : :
: : Changes in Commitments from: November 22, 2016 :
: 44,229: 33,062 6,342 -9,186 18,581 37,876 42,458 35,032: 1,771 9,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.3 20.7 41.7 56.2 92.9 85.3: 7.1 14.7
Old : 100.0: 33.0 9.3 19.0 41.1 58.3 93.0 86.7: 7.0 13.3
Other: 100.0: 28.6 21.5 14.8 48.2 35.1 91.6 71.4: 8.4 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 215 151 200 185 241 506 499:
Old : 636: 207 160 189 176 240 489 489:
Other: 333: 63 64 46 78 164 159 260:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 11.9 19.6 20.2 8.4 10.7 14.6 16.4
Old : 12.2 13.0 20.6 21.3 8.9 11.6 15.6 17.9
Other: 20.7 22.4 32.8 30.1 19.8 22.3 31.4 29.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 18,956: 9,552 1,091 748 2,250 2,826 12,550 4,665: 6,406 14,291
Old : 13,450: 6,584 605 743 2,250 1,831 9,577 3,179: 3,873 10,271
Other: 5,506: 2,968 486 5 0 995 2,973 1,486: 2,533 4,020
: : :
: : Changes in Commitments from: November 22, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 5.8 3.9 11.9 14.9 66.2 24.6: 33.8 75.4
Old : 100.0: 49.0 4.5 5.5 16.7 13.6 71.2 23.6: 28.8 76.4
Other: 100.0: 53.9 8.8 0.1 0.0 18.1 54.0 27.0: 46.0 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 5 3 7 11 16:
Old : 20: 7 4 5 3 7 11 16:
Other: 17: 6 4 1 0 7 6 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 13.3 63.9 19.6 46.6 12.9 60.2 18.3
Old : 58.1 13.7 69.7 19.6 54.5 11.9 65.1 17.5
Other: 52.8 19.5 54.0 25.6 52.7 19.5 53.9 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 452,674: 155,486 17,169 98,761 150,957 312,382 405,204 428,312: 47,470 24,362
Old : 435,863: 154,889 20,559 92,310 143,489 299,487 390,688 412,356: 45,175 23,507
Other: 16,811: 5,847 1,860 1,202 7,467 12,895 14,516 15,956: 2,295 855
: : :
: : Changes in Commitments from: November 22, 2016 :
: -19,659: 4,979 -8,768 -22,402 -6,266 9,087 -23,688 -22,082: 4,028 2,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 3.8 21.8 33.3 69.0 89.5 94.6: 10.5 5.4
Old : 100.0: 35.5 4.7 21.2 32.9 68.7 89.6 94.6: 10.4 5.4
Other: 100.0: 34.8 11.1 7.1 44.4 76.7 86.3 94.9: 13.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 134 58 119 83 87 287 227:
Old : 338: 137 64 118 83 85 286 225:
Other: 75: 22 11 15 27 24 57 42:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 35.2 18.9 44.2 11.0 34.3 17.1 43.0
Old : 12.6 35.5 19.5 44.6 11.5 34.7 17.9 43.5
Other: 35.9 44.9 51.4 61.5 35.9 44.3 49.4 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 683,642: 83,062 100,954 71,236 373,274 326,233 527,573 498,423: 156,068 185,219
Old : 683,642: 83,062 100,954 71,236 373,274 326,233 527,573 498,423: 156,068 185,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -164,549: -69 9,763 -90,805 -58,029 -59,774 -148,903 -140,816: -15,647 -23,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.8 10.4 54.6 47.7 77.2 72.9: 22.8 27.1
Old : 100.0: 12.1 14.8 10.4 54.6 47.7 77.2 72.9: 22.8 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 : 154: 33 34 39 67 68 119 122:
Old : 154: 33 34 39 67 68 119 122:
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 : 17.9 16.8 28.5 24.5 13.2 12.2 21.7 17.9
Old : 17.9 16.8 28.5 24.5 13.2 12.2 21.7 17.9
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 29, 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 : 654,501: 50,166 127,731 6,475 473,367 413,705 530,008 547,911: 124,493 106,591
Old : 654,501: 50,166 127,731 6,475 473,367 413,705 530,008 547,911: 124,493 106,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -32,719: 5,118 -7,526 -12,937 -9,687 -10,530 -17,506 -30,994: -15,212 -1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 19.5 1.0 72.3 63.2 81.0 83.7: 19.0 16.3
Old : 100.0: 7.7 19.5 1.0 72.3 63.2 81.0 83.7: 19.0 16.3
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 : 100: 12 12 9 61 59 79 74:
Old : 100: 12 12 9 61 59 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 36.1 37.9 50.1 20.8 35.9 30.1 49.8
Old : 24.4 36.1 37.9 50.1 20.8 35.9 30.1 49.8
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 29, 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 : 5,462: 2,840 589 897 1,347 3,783 5,084 5,269: 378 193
Old : 5,462: 2,840 589 897 1,347 3,783 5,084 5,269: 378 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -245: -70 -53 -91 -88 -107 -249 -251: 4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.8 16.4 24.7 69.3 93.1 96.5: 6.9 3.5
Old : 100.0: 52.0 10.8 16.4 24.7 69.3 93.1 96.5: 6.9 3.5
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 : 34: 16 5 3 7 13 25 19:
Old : 34: 16 5 3 7 13 25 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 : 51.5 65.7 71.2 84.3 41.6 53.0 54.6 61.9
Old : 51.5 65.7 71.2 84.3 41.6 53.0 54.6 61.9
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 29, 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 : 398,503: 89,304 54,861 67,354 191,612 245,599 348,270 367,814: 50,233 30,689
Old : 367,354: 88,798 52,651 62,127 170,715 224,284 321,640 339,062: 45,714 28,291
Other: 31,149: 2,300 4,003 3,433 20,897 21,315 26,630 28,752: 4,519 2,398
: : :
: : Changes in Commitments from: November 22, 2016 :
: -35,297: 5,546 -1,383 -23,560 -15,608 -8,209 -33,622 -33,152: -1,675 -2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.8 16.9 48.1 61.6 87.4 92.3: 12.6 7.7
Old : 100.0: 24.2 14.3 16.9 46.5 61.1 87.6 92.3: 12.4 7.7
Other: 100.0: 7.4 12.9 11.0 67.1 68.4 85.5 92.3: 14.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 79 54 89 92 92 224 198:
Old : 263: 82 56 88 91 92 222 198:
Other: 94: 17 17 28 41 25 74 61:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 33.6 20.9 40.5 12.2 30.0 18.3 35.8
Old : 14.6 34.9 22.1 42.2 13.5 32.5 20.0 38.8
Other: 35.4 31.9 50.3 52.7 35.2 31.3 49.6 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 12,595: 1,729 5,993 611 7,378 3,807 9,718 10,411: 2,876 2,184
Old : 12,581: 1,732 5,991 603 7,370 3,803 9,706 10,397: 2,875 2,184
Other: 14: 4 9 1 8 4 12 14: 1 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -19: -51 -51 -174 -20 71 -245 -153: 226 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 47.6 4.8 58.6 30.2 77.2 82.7: 22.8 17.3
Old : 100.0: 13.8 47.6 4.8 58.6 30.2 77.1 82.6: 22.9 17.4
Other: 100.0: 28.3 67.3 4.4 58.5 28.3 91.2 100.0: 8.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 26 7 26 14 46 43:
Old : 72: 16 25 7 25 14 45 43:
Other: 5: 1 2 1 1 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 : 44.1 37.4 55.9 52.2 43.9 37.3 54.8 52.1
Old : 44.1 37.4 55.9 52.3 44.0 37.4 54.9 52.2
Other: 91.2 100.0 91.2 100.0 86.8 95.6 86.8 95.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,183,677: 182,180 195,297 135,128 762,764 695,408 1,080,072 1,025,832: 103,606 157,845
Old : 1,183,677: 182,180 195,297 135,128 762,764 695,408 1,080,072 1,025,832: 103,606 157,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -56,036: 9,610 -10,287 -13,822 -36,976 -25,438 -41,188 -49,547: -14,848 -6,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.5 11.4 64.4 58.7 91.2 86.7: 8.8 13.3
Old : 100.0: 15.4 16.5 11.4 64.4 58.7 91.2 86.7: 8.8 13.3
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 : 233: 51 41 34 102 107 170 165:
Old : 233: 51 41 34 102 107 170 165:
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 : 20.2 29.4 31.3 38.5 15.0 23.2 23.4 28.8
Old : 20.2 29.4 31.3 38.5 15.0 23.2 23.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 3,534,429: 516,787 629,169 368,371 2,309,402 1,997,518 3,194,560 2,995,058: 339,869 539,371
Old : 3,534,429: 516,787 629,169 368,371 2,309,402 1,997,518 3,194,560 2,995,058: 339,869 539,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -710,630: 8,011 88,444 -573,956 -95,751 -189,947 -661,697 -675,459: -48,934 -35,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.8 10.4 65.3 56.5 90.4 84.7: 9.6 15.3
Old : 100.0: 14.6 17.8 10.4 65.3 56.5 90.4 84.7: 9.6 15.3
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 : 378: 80 84 103 172 179 303 315:
Old : 378: 80 84 103 172 179 303 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 16.2 36.8 24.0 26.7 13.4 32.4 18.4
Old : 28.9 16.2 36.8 24.0 26.7 13.4 32.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 315,599: 52,540 61,153 9,956 171,012 142,545 233,507 213,654: 82,092 101,945
Old : 315,599: 52,540 61,153 9,956 171,012 142,545 233,507 213,654: 82,092 101,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 10,257: 2,705 -630 8,065 -3,095 2,044 7,675 9,479: 2,582 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.4 3.2 54.2 45.2 74.0 67.7: 26.0 32.3
Old : 100.0: 16.6 19.4 3.2 54.2 45.2 74.0 67.7: 26.0 32.3
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 : 48: 6 5 3 31 26 37 34:
Old : 48: 6 5 3 31 26 37 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 : 42.3 30.0 55.6 43.7 42.1 29.5 52.3 42.3
Old : 42.3 30.0 55.6 43.7 42.1 29.5 52.3 42.3
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 29, 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 : 3,212,240: 326,282 640,359 253,392 2,360,543 1,919,573 2,940,218 2,813,325: 272,022 398,915
Old : 3,212,240: 326,282 640,359 253,392 2,360,543 1,919,573 2,940,218 2,813,325: 272,022 398,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -316,488: -22,751 12,987 -121,223 -144,911 -182,817 -288,885 -291,053: -27,603 -25,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.9 7.9 73.5 59.8 91.5 87.6: 8.5 12.4
Old : 100.0: 10.2 19.9 7.9 73.5 59.8 91.5 87.6: 8.5 12.4
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 : 296: 47 72 67 120 147 208 245:
Old : 296: 47 72 67 120 147 208 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 21.7 43.7 31.5 30.4 18.9 38.5 27.5
Old : 33.8 21.7 43.7 31.5 30.4 18.9 38.5 27.5
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 29, 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 : 1,016,296: 76,007 131,592 158,814 757,414 680,296 992,235 970,703: 24,061 45,594
Old : 1,016,296: 76,007 131,592 158,814 757,414 680,296 992,235 970,703: 24,061 45,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 57,526: 19,205 10,449 10,331 32,617 43,969 62,152 64,748: -4,627 -7,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.9 15.6 74.5 66.9 97.6 95.5: 2.4 4.5
Old : 100.0: 7.5 12.9 15.6 74.5 66.9 97.6 95.5: 2.4 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 : 139: 32 28 41 60 73 109 126:
Old : 139: 32 28 41 60 73 109 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 22.9 47.5 37.2 17.8 14.3 30.3 20.0
Old : 28.9 22.9 47.5 37.2 17.8 14.3 30.3 20.0
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 29, 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 : 74,055: 44,693 9,035 1,984 18,196 50,660 64,873 61,679: 9,182 12,376
Old : 74,055: 44,693 9,035 1,984 18,196 50,660 64,873 61,679: 9,182 12,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,653: 4,486 473 -115 1,571 5,610 5,942 5,968: -289 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 12.2 2.7 24.6 68.4 87.6 83.3: 12.4 16.7
Old : 100.0: 60.4 12.2 2.7 24.6 68.4 87.6 83.3: 12.4 16.7
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 : 129: 47 28 7 31 35 82 66:
Old : 129: 47 28 7 31 35 82 66:
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 : 32.5 34.2 44.7 48.5 31.7 34.0 43.2 48.1
Old : 32.5 34.2 44.7 48.5 31.7 34.0 43.2 48.1
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, November 29, 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 : 148,110: 89,386 18,071 3,968 36,392 101,319 129,746 123,358: 18,363 24,752
Old : 148,110: 89,386 18,071 3,968 36,392 101,319 129,746 123,358: 18,363 24,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 11,306: 8,973 946 -231 3,143 11,220 11,885 11,936: -579 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 12.2 2.7 24.6 68.4 87.6 83.3: 12.4 16.7
Old : 100.0: 60.4 12.2 2.7 24.6 68.4 87.6 83.3: 12.4 16.7
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 : 129: 47 28 7 31 35 82 66:
Old : 129: 47 28 7 31 35 82 66:
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 : 32.5 34.2 44.7 48.5 31.7 34.0 43.2 48.1
Old : 32.5 34.2 44.7 48.5 31.7 34.0 43.2 48.1
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, November 29, 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 : 21,694: 17,845 21,306 369 3,395 4 21,609 21,679: 85 15
Old : 21,694: 17,845 21,306 369 3,395 4 21,609 21,679: 85 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,975: 2,867 3,978 0 1,158 0 4,025 3,978: -50 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 98.2 1.7 15.6 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 82.3 98.2 1.7 15.6 0.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 20 13 1 3 1 24 14:
Old : 36: 20 13 1 3 1 24 14:
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 : 58.2 70.4 82.3 92.4 58.2 70.4 82.2 90.7
Old : 58.2 70.4 82.3 92.4 58.2 70.4 82.2 90.7
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 29, 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 : 31,491: 15,772 5,183 270 15,412 25,773 31,454 31,226: 37 265
Old : 31,491: 15,772 5,183 270 15,412 25,773 31,454 31,226: 37 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 806: 457 262 28 323 507 808 797: -2 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 0.9 48.9 81.8 99.9 99.2: 0.1 0.8
Old : 100.0: 50.1 16.5 0.9 48.9 81.8 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 : 45: 7 14 1 4 21 11 36:
Old : 45: 7 14 1 4 21 11 36:
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 : 90.4 50.6 98.0 72.9 90.4 50.6 97.4 72.9
Old : 90.4 50.6 98.0 72.9 90.4 50.6 97.4 72.9
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, November 29, 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 : 43,590: 38,454 1,792 136 4,957 41,578 43,547 43,506: 43 84
Old : 43,590: 38,454 1,792 136 4,957 41,578 43,547 43,506: 43 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,306: 3,259 382 0 1,007 3,915 4,266 4,297: 40 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 4.1 0.3 11.4 95.4 99.9 99.8: 0.1 0.2
Old : 100.0: 88.2 4.1 0.3 11.4 95.4 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: 12 7 1 4 13 16 21:
Old : 35: 12 7 1 4 13 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 : 88.2 75.5 95.9 92.5 88.2 75.5 95.0 92.5
Old : 88.2 75.5 95.9 92.5 88.2 75.5 95.0 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016