WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 537,020: 127,538 230,285 154,111 203,106 107,524 484,755 491,920: 52,265 45,100
Old : 418,030: 118,224 207,994 112,391 146,135 64,336 376,750 384,720: 41,280 33,310
Other: 118,990: 32,541 45,518 18,494 56,971 43,188 108,005 107,200: 10,985 11,790
: : :
: : Changes in Commitments from: November 29, 2016 :
: 16,473: -2,266 -962 14,734 1,534 3,832 14,001 17,604: 2,472 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 42.9 28.7 37.8 20.0 90.3 91.6: 9.7 8.4
Old : 100.0: 28.3 49.8 26.9 35.0 15.4 90.1 92.0: 9.9 8.0
Other: 100.0: 27.3 38.3 15.5 47.9 36.3 90.8 90.1: 9.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 146 182 146 126 99 360 348:
Old : 457: 164 155 120 121 89 338 312:
Other: 235: 47 87 48 61 79 140 184:
:----------------------------------------------------------------------------------------------------
: 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 9.0 16.8 17.0 7.2 8.3 12.7 15.3
Old : 9.6 10.9 16.7 20.6 7.4 10.5 13.1 19.3
Other: 25.0 16.3 40.3 27.9 23.8 15.7 34.4 25.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 262,423: 96,131 94,818 45,024 98,422 98,605 239,577 238,448: 22,846 23,975
Old : 182,939: 84,255 90,112 21,636 61,118 54,303 167,009 166,051: 15,929 16,888
Other: 79,484: 31,715 24,546 3,549 37,304 44,302 72,568 72,397: 6,916 7,087
: : :
: : Changes in Commitments from: November 29, 2016 :
: 11,477: -677 11,190 4,292 7,567 -3,296 11,182 12,186: 295 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 36.1 17.2 37.5 37.6 91.3 90.9: 8.7 9.1
Old : 100.0: 46.1 49.3 11.8 33.4 29.7 91.3 90.8: 8.7 9.2
Other: 100.0: 39.9 30.9 4.5 46.9 55.7 91.3 91.1: 8.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 82 70 65 90 79 202 193:
Old : 256: 81 68 50 78 68 176 169:
Other: 161: 34 38 24 61 60 113 104:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.1 24.3 27.8 12.5 15.5 21.3 25.4
Old : 16.8 16.8 28.6 30.0 16.6 16.8 27.3 28.0
Other: 23.1 34.9 35.4 49.9 23.1 32.8 35.4 47.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,482,575: 344,422 288,195 318,780 640,175 662,632 1,303,377 1,269,606: 179,198 212,968
Old : 1,308,076: 327,072 287,462 263,084 561,327 579,525 1,151,483 1,130,071: 156,593 178,005
Other: 174,499: 45,218 28,601 27,828 78,848 83,106 151,894 139,535: 22,605 34,963
: : :
: : Changes in Commitments from: November 29, 2016 :
: 2,634: -14,428 -8,787 26,725 -16,060 -8,876 -3,763 9,062: 6,397 -6,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 19.4 21.5 43.2 44.7 87.9 85.6: 12.1 14.4
Old : 100.0: 25.0 22.0 20.1 42.9 44.3 88.0 86.4: 12.0 13.6
Other: 100.0: 25.9 16.4 15.9 45.2 47.6 87.0 80.0: 13.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 181 144 204 319 347 602 611:
Old : 746: 183 149 192 315 333 592 587:
Other: 422: 61 63 50 99 249 178 349:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 12.1 18.2 18.2 9.9 10.7 16.0 15.7
Old : 12.1 12.7 19.0 18.9 11.4 11.7 18.0 16.7
Other: 22.5 16.4 33.6 24.7 19.7 12.3 29.4 19.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 8,730: 1,691 2,109 925 3,802 4,574 6,418 7,608: 2,312 1,122
Old : 8,364: 1,649 2,039 877 3,564 4,395 6,090 7,311: 2,274 1,052
Other: 366: 46 74 44 238 179 328 297: 38 69
: : :
: : Changes in Commitments from: November 29, 2016 :
: -338: 0 539 -254 -127 -530 -381 -246: 43 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 24.2 10.6 43.6 52.4 73.5 87.2: 26.5 12.8
Old : 100.0: 19.7 24.4 10.5 42.6 52.6 72.8 87.4: 27.2 12.6
Other: 100.0: 12.6 20.3 11.9 65.1 48.8 89.6 81.1: 10.4 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 9 9 16 11 32 24:
Old : 37: 12 7 9 16 11 32 23:
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 : 31.8 46.2 44.3 68.4 29.0 45.7 38.8 62.1
Old : 31.2 46.5 43.3 68.7 28.6 45.9 38.3 62.7
Other: 78.3 62.6 89.6 76.5 72.0 55.3 73.1 64.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 866,834: 245,111 67,919 193,561 367,339 477,042 806,011 738,521: 60,823 128,313
Old : 775,159: 236,486 68,032 159,915 325,117 445,359 721,518 673,306: 53,641 101,853
Other: 91,675: 29,504 20,765 12,768 42,222 31,683 84,493 65,215: 7,182 26,460
: : :
: : Changes in Commitments from: November 29, 2016 :
: 25,430: -10,990 -2,320 19,005 16,251 4,495 24,266 21,180: 1,164 4,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.8 22.3 42.4 55.0 93.0 85.2: 7.0 14.8
Old : 100.0: 30.5 8.8 20.6 41.9 57.5 93.1 86.9: 6.9 13.1
Other: 100.0: 32.2 22.7 13.9 46.1 34.6 92.2 71.1: 7.8 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 214 144 225 187 243 520 520:
Old : 646: 202 158 207 178 242 498 507:
Other: 346: 80 63 53 80 159 179 261:
:----------------------------------------------------------------------------------------------------
: 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 11.3 18.8 19.4 8.2 9.6 14.6 15.1
Old : 12.5 12.5 20.4 20.5 8.9 10.6 15.8 17.1
Other: 19.8 21.8 30.4 29.0 19.0 21.7 29.2 28.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,339: 7,779 1,172 664 2,138 3,172 10,581 5,008: 9,758 15,331
Old : 13,708: 3,652 610 647 2,138 2,039 6,437 3,296: 7,271 10,412
Other: 6,631: 4,137 572 7 0 1,133 4,144 1,712: 2,487 4,919
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,383: -1,773 81 -84 -112 346 -1,969 343: 3,352 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 5.8 3.3 10.5 15.6 52.0 24.6: 48.0 75.4
Old : 100.0: 26.6 4.4 4.7 15.6 14.9 47.0 24.0: 53.0 76.0
Other: 100.0: 62.4 8.6 0.1 0.0 17.1 62.5 25.8: 37.5 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 5 4 7 12 16:
Old : 20: 7 5 5 4 7 12 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 : 37.4 13.5 49.3 19.7 35.0 13.5 46.5 19.2
Old : 36.9 13.6 45.7 20.1 34.3 13.0 41.8 18.9
Other: 60.9 18.6 62.5 24.2 60.8 18.6 62.4 24.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 467,320: 164,248 21,531 101,847 150,913 317,247 417,009 440,625: 50,311 26,696
Old : 449,357: 163,493 24,729 94,925 143,482 304,018 401,900 423,672: 47,457 25,685
Other: 17,963: 5,855 1,902 1,822 7,431 13,229 15,109 16,953: 2,855 1,011
: : :
: : Changes in Commitments from: November 29, 2016 :
: 14,646: 8,762 4,361 3,087 -43 4,864 11,805 12,313: 2,841 2,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.6 21.8 32.3 67.9 89.2 94.3: 10.8 5.7
Old : 100.0: 36.4 5.5 21.1 31.9 67.7 89.4 94.3: 10.6 5.7
Other: 100.0: 32.6 10.6 10.1 41.4 73.6 84.1 94.4: 15.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 127 60 116 80 84 274 222:
Old : 326: 129 66 115 80 84 273 222:
Other: 76: 23 12 14 25 26 56 44:
:----------------------------------------------------------------------------------------------------
: 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 33.9 18.3 43.1 10.0 33.2 16.5 41.9
Old : 11.9 34.2 18.8 43.5 10.6 33.6 17.2 42.4
Other: 30.8 42.7 46.8 60.8 30.8 42.0 45.3 56.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 711,707: 73,693 109,352 82,381 404,426 340,647 560,501 532,380: 151,206 179,327
Old : 711,707: 73,693 109,352 82,381 404,426 340,647 560,501 532,380: 151,206 179,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 28,065: -9,369 8,398 11,145 31,152 14,414 32,928 33,957: -4,862 -5,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 15.4 11.6 56.8 47.9 78.8 74.8: 21.2 25.2
Old : 100.0: 10.4 15.4 11.6 56.8 47.9 78.8 74.8: 21.2 25.2
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 : 157: 35 34 40 71 74 123 131:
Old : 157: 35 34 40 71 74 123 131:
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 : 18.0 15.2 29.8 22.5 14.8 12.3 23.9 17.4
Old : 18.0 15.2 29.8 22.5 14.8 12.3 23.9 17.4
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, December 06, 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 : 661,422: 57,418 124,595 2,871 490,456 427,030 550,745 554,496: 110,677 106,926
Old : 661,422: 57,418 124,595 2,871 490,456 427,030 550,745 554,496: 110,677 106,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 6,921: 7,252 -3,136 -3,604 17,089 13,325 20,737 6,585: -13,816 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.8 0.4 74.2 64.6 83.3 83.8: 16.7 16.2
Old : 100.0: 8.7 18.8 0.4 74.2 64.6 83.3 83.8: 16.7 16.2
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 : 103: 13 13 9 61 57 79 74:
Old : 103: 13 13 9 61 57 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 : 24.2 33.9 37.7 47.6 20.8 33.6 30.6 47.1
Old : 24.2 33.9 37.7 47.6 20.8 33.6 30.6 47.1
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, December 06, 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 : 5,557: 2,842 665 904 1,358 3,771 5,104 5,340: 453 217
Old : 5,557: 2,842 665 904 1,358 3,771 5,104 5,340: 453 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 95: 2 76 7 11 -12 20 71: 75 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 12.0 16.3 24.4 67.9 91.8 96.1: 8.2 3.9
Old : 100.0: 51.1 12.0 16.3 24.4 67.9 91.8 96.1: 8.2 3.9
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 : 31: 14 4 3 4 13 20 18:
Old : 31: 14 4 3 4 13 20 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 : 50.6 66.3 71.7 83.1 40.9 51.7 55.6 62.3
Old : 50.6 66.3 71.7 83.1 40.9 51.7 55.6 62.3
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, December 06, 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 : 393,308: 87,435 47,429 65,347 188,257 249,413 341,039 362,189: 52,269 31,119
Old : 361,748: 87,095 45,845 59,737 167,429 227,719 314,261 333,301: 47,487 28,447
Other: 31,560: 2,569 3,813 3,381 20,828 21,693 26,778 28,887: 4,782 2,672
: : :
: : Changes in Commitments from: November 29, 2016 :
: -5,196: -1,869 -7,432 -2,007 -3,355 3,813 -7,231 -5,626: 2,036 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.1 16.6 47.9 63.4 86.7 92.1: 13.3 7.9
Old : 100.0: 24.1 12.7 16.5 46.3 62.9 86.9 92.1: 13.1 7.9
Other: 100.0: 8.1 12.1 10.7 66.0 68.7 84.8 91.5: 15.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 84 47 84 93 91 217 191:
Old : 253: 89 46 82 93 91 216 190:
Other: 92: 15 18 25 46 26 76 58:
:----------------------------------------------------------------------------------------------------
: 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 33.6 20.5 41.4 12.0 30.0 18.3 36.2
Old : 14.0 35.0 21.6 43.1 13.2 32.5 19.8 39.1
Other: 35.6 31.3 49.8 51.3 35.0 31.1 49.2 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 12,957: 1,821 5,638 1,066 7,320 4,069 10,207 10,773: 2,750 2,183
Old : 12,942: 1,826 5,638 1,056 7,312 4,065 10,194 10,759: 2,748 2,183
Other: 14: 4 9 1 8 4 13 14: 1 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 362: 91 -355 456 -58 263 489 363: -127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 43.5 8.2 56.5 31.4 78.8 83.1: 21.2 16.9
Old : 100.0: 14.1 43.6 8.2 56.5 31.4 78.8 83.1: 21.2 16.9
Other: 100.0: 30.5 64.8 4.7 55.4 30.5 90.6 100.0: 9.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 25 11 25 15 49 46:
Old : 74: 18 25 11 24 15 48 46:
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 : 42.5 36.4 54.8 51.1 42.3 36.1 52.8 50.2
Old : 42.6 36.4 54.8 51.1 42.4 36.2 52.9 50.3
Other: 90.6 100.0 90.6 100.0 85.8 95.3 85.8 95.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 1,192,203: 193,033 206,548 121,364 774,916 714,360 1,089,313 1,042,271: 102,890 149,932
Old : 1,192,203: 193,033 206,548 121,364 774,916 714,360 1,089,313 1,042,271: 102,890 149,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 8,526: 10,852 11,250 -13,764 12,153 18,952 9,241 16,439: -715 -7,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.3 10.2 65.0 59.9 91.4 87.4: 8.6 12.6
Old : 100.0: 16.2 17.3 10.2 65.0 59.9 91.4 87.4: 8.6 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 : 236: 49 44 38 99 110 166 174:
Old : 236: 49 44 38 99 110 166 174:
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 : 18.5 28.8 29.8 38.2 13.1 23.7 21.5 29.1
Old : 18.5 28.8 29.8 38.2 13.1 23.7 21.5 29.1
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, December 06, 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 : 3,639,440: 469,269 718,584 457,695 2,380,713 1,921,874 3,307,677 3,098,153: 331,763 541,288
Old : 3,639,440: 469,269 718,584 457,695 2,380,713 1,921,874 3,307,677 3,098,153: 331,763 541,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 105,011: -47,518 89,414 89,324 71,311 -75,644 113,117 103,094: -8,106 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.7 12.6 65.4 52.8 90.9 85.1: 9.1 14.9
Old : 100.0: 12.9 19.7 12.6 65.4 52.8 90.9 85.1: 9.1 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 : 388: 68 107 116 170 182 309 334:
Old : 388: 68 107 116 170 182 309 334:
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 : 28.5 13.0 37.7 19.9 26.5 10.7 33.3 14.8
Old : 28.5 13.0 37.7 19.9 26.5 10.7 33.3 14.8
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, December 06, 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 : 312,049: 54,130 60,784 3,152 179,352 147,024 236,633 210,960: 75,416 101,089
Old : 312,049: 54,130 60,784 3,152 179,352 147,024 236,633 210,960: 75,416 101,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,550: 1,590 -369 -6,804 8,340 4,479 3,126 -2,694: -6,676 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.5 1.0 57.5 47.1 75.8 67.6: 24.2 32.4
Old : 100.0: 17.3 19.5 1.0 57.5 47.1 75.8 67.6: 24.2 32.4
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 : 52: 6 5 3 32 29 39 36:
Old : 52: 6 5 3 32 29 39 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 : 43.7 29.4 56.7 42.4 43.5 29.0 55.6 41.6
Old : 43.7 29.4 56.7 42.4 43.5 29.0 55.6 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 3,044,136: 304,654 604,552 200,079 2,292,973 1,859,096 2,797,705 2,663,727: 246,431 380,410
Old : 3,044,136: 304,654 604,552 200,079 2,292,973 1,859,096 2,797,705 2,663,727: 246,431 380,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -168,104: -21,628 -35,808 -53,314 -67,571 -60,477 -142,512 -149,598: -25,592 -18,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 19.9 6.6 75.3 61.1 91.9 87.5: 8.1 12.5
Old : 100.0: 10.0 19.9 6.6 75.3 61.1 91.9 87.5: 8.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 43 70 65 119 141 201 237:
Old : 286: 43 70 65 119 141 201 237:
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 : 36.0 22.4 46.3 33.0 32.7 21.4 41.8 31.5
Old : 36.0 22.4 46.3 33.0 32.7 21.4 41.8 31.5
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, December 06, 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 : 887,629: 84,297 143,538 115,728 657,420 581,056 857,446 840,322: 30,183 47,307
Old : 887,629: 84,297 143,538 115,728 657,420 581,056 857,446 840,322: 30,183 47,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -128,667: 8,290 11,946 -43,086 -99,994 -99,241 -134,790 -130,381: 6,122 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.2 13.0 74.1 65.5 96.6 94.7: 3.4 5.3
Old : 100.0: 9.5 16.2 13.0 74.1 65.5 96.6 94.7: 3.4 5.3
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 : 118: 27 19 31 53 64 92 103:
Old : 118: 27 19 31 53 64 92 103:
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 : 31.3 25.4 48.4 39.1 18.9 18.4 31.5 27.8
Old : 31.3 25.4 48.4 39.1 18.9 18.4 31.5 27.8
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, December 06, 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 : 72,444: 43,522 8,579 1,284 18,128 50,547 62,935 60,410: 9,509 12,034
Old : 72,444: 43,522 8,579 1,284 18,128 50,547 62,935 60,410: 9,509 12,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,611: -1,171 -456 -700 -68 -113 -1,939 -1,269: 327 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 11.8 1.8 25.0 69.8 86.9 83.4: 13.1 16.6
Old : 100.0: 60.1 11.8 1.8 25.0 69.8 86.9 83.4: 13.1 16.6
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 : 128: 43 29 9 34 40 83 72:
Old : 128: 43 29 9 34 40 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 : 30.9 33.4 44.3 48.1 30.5 33.2 43.7 47.6
Old : 30.9 33.4 44.3 48.1 30.5 33.2 43.7 47.6
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, December 06, 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 : 144,887: 87,045 17,158 2,568 36,256 101,094 125,869 120,820: 19,018 24,067
Old : 144,887: 87,045 17,158 2,568 36,256 101,094 125,869 120,820: 19,018 24,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,222: -2,341 -913 -1,400 -136 -225 -3,877 -2,538: 655 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 11.8 1.8 25.0 69.8 86.9 83.4: 13.1 16.6
Old : 100.0: 60.1 11.8 1.8 25.0 69.8 86.9 83.4: 13.1 16.6
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 : 128: 43 29 9 34 40 83 72:
Old : 128: 43 29 9 34 40 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 : 30.9 33.4 44.3 48.1 30.5 33.2 43.7 47.6
Old : 30.9 33.4 44.3 48.1 30.5 33.2 43.7 47.6
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, December 06, 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 : 22,797: 16,914 22,377 369 5,377 4 22,660 22,750: 137 47
Old : 22,797: 16,914 22,377 369 5,377 4 22,660 22,750: 137 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,103: -931 1,071 0 1,982 0 1,051 1,071: 52 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 98.2 1.6 23.6 0.0 99.4 99.8: 0.6 0.2
Old : 100.0: 74.2 98.2 1.6 23.6 0.0 99.4 99.8: 0.6 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 : 36: 21 12 1 3 1 25 13:
Old : 36: 21 12 1 3 1 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 68.5 82.7 92.6 52.8 68.5 82.7 90.9
Old : 52.8 68.5 82.7 92.6 52.8 68.5 82.7 90.9
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, December 06, 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 : 32,248: 16,124 4,844 292 15,770 26,847 32,186 31,983: 62 265
Old : 32,248: 16,124 4,844 292 15,770 26,847 32,186 31,983: 62 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 757: 352 -339 22 358 1,074 732 757: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 15.0 0.9 48.9 83.3 99.8 99.2: 0.2 0.8
Old : 100.0: 50.0 15.0 0.9 48.9 83.3 99.8 99.2: 0.2 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 : 46: 7 13 1 4 23 11 37:
Old : 46: 7 13 1 4 23 11 37:
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 : 91.5 49.9 98.1 72.0 91.5 49.9 97.5 72.0
Old : 91.5 49.9 98.1 72.0 91.5 49.9 97.5 72.0
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, December 06, 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 : 52,738: 47,197 1,990 136 5,389 50,502 52,722 52,628: 16 110
Old : 52,738: 47,197 1,990 136 5,389 50,502 52,722 52,628: 16 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 9,148: 8,743 198 0 432 8,924 9,175 9,122: -27 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 3.8 0.3 10.2 95.8 100.0 99.8: 0.0 0.2
Old : 100.0: 89.5 3.8 0.3 10.2 95.8 100.0 99.8: 0.0 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 : 34: 9 7 1 4 15 13 23:
Old : 34: 9 7 1 4 15 13 23:
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 : 91.1 77.7 97.8 92.0 91.1 77.7 96.9 92.0
Old : 91.1 77.7 97.8 92.0 91.1 77.7 96.9 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016