WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 553,323: 133,119 222,369 162,043 205,498 122,918 500,659 507,330: 52,664 45,994
Old : 426,284: 123,033 206,840 113,756 149,441 72,753 386,229 393,348: 40,054 32,935
Other: 127,040: 38,137 43,581 20,236 56,057 50,165 114,430 113,982: 12,610 13,058
: : :
: : Changes in Commitments from: December 13, 2016 :
: 6,497: -4,853 7,455 2,771 6,362 -5,796 4,280 4,430: 2,217 2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 40.2 29.3 37.1 22.2 90.5 91.7: 9.5 8.3
Old : 100.0: 28.9 48.5 26.7 35.1 17.1 90.6 92.3: 9.4 7.7
Other: 100.0: 30.0 34.3 15.9 44.1 39.5 90.1 89.7: 9.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 150 167 146 119 101 348 343:
Old : 444: 161 149 124 112 87 325 308:
Other: 238: 50 88 56 66 77 152 187:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 8.6 18.1 16.4 8.3 8.1 13.8 14.7
Old : 10.5 10.5 18.2 20.2 8.1 10.2 13.9 18.8
Other: 22.1 15.9 34.6 26.9 21.2 15.5 31.6 24.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 256,027: 89,244 91,678 42,266 100,743 99,025 232,253 232,970: 23,774 23,058
Old : 168,621: 74,891 88,253 18,582 58,904 46,439 152,377 153,274: 16,245 15,348
Other: 87,406: 33,449 22,521 4,589 41,839 52,586 79,877 79,696: 7,529 7,710
: : :
: : Changes in Commitments from: December 13, 2016 :
: -9,699: -6,986 -11,065 2,021 -4,037 352 -9,002 -8,692: -697 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 35.8 16.5 39.3 38.7 90.7 91.0: 9.3 9.0
Old : 100.0: 44.4 52.3 11.0 34.9 27.5 90.4 90.9: 9.6 9.1
Other: 100.0: 38.3 25.8 5.2 47.9 60.2 91.4 91.2: 8.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 72 70 64 94 83 199 194:
Old : 254: 71 70 45 82 71 171 169:
Other: 164: 43 30 24 61 63 118 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 18.6 25.6 28.8 14.1 17.5 24.1 27.3
Old : 17.8 19.5 29.1 32.1 17.6 19.5 28.6 30.7
Other: 24.5 35.2 36.4 49.9 24.5 33.5 36.2 46.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,494,211: 335,452 308,007 326,803 654,166 639,460 1,316,420 1,274,270: 177,790 219,941
Old : 1,315,859: 316,114 303,750 272,019 573,547 559,308 1,161,680 1,135,077: 154,180 180,782
Other: 178,351: 44,817 29,736 29,305 80,619 80,152 154,741 139,193: 23,611 39,159
: : :
: : Changes in Commitments from: December 13, 2016 :
: 11,029: -12,017 18,653 7,232 13,608 -22,274 8,823 3,611: 2,206 7,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.6 21.9 43.8 42.8 88.1 85.3: 11.9 14.7
Old : 100.0: 24.0 23.1 20.7 43.6 42.5 88.3 86.3: 11.7 13.7
Other: 100.0: 25.1 16.7 16.4 45.2 44.9 86.8 78.0: 13.2 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 168 161 199 314 341 590 613:
Old : 736: 174 167 186 308 325 576 587:
Other: 424: 59 77 53 100 246 186 352:
:----------------------------------------------------------------------------------------------------
: 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 11.9 17.9 17.9 9.9 10.1 15.7 15.0
Old : 12.1 13.0 19.0 19.1 11.2 11.3 17.8 15.9
Other: 21.4 14.8 32.7 23.0 19.7 11.1 29.7 17.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 8,060: 1,472 1,913 956 3,276 4,127 5,704 6,996: 2,356 1,064
Old : 7,618: 1,462 1,866 890 2,997 3,917 5,349 6,673: 2,269 945
Other: 442: 13 49 63 279 210 356 323: 86 119
: : :
: : Changes in Commitments from: December 13, 2016 :
: -678: -131 -90 68 -558 -611 -620 -633: -58 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 23.7 11.9 40.6 51.2 70.8 86.8: 29.2 13.2
Old : 100.0: 19.2 24.5 11.7 39.3 51.4 70.2 87.6: 29.8 12.4
Other: 100.0: 2.9 11.1 14.4 63.2 47.5 80.4 73.0: 19.6 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 9 9 16 10 32 22:
Old : 36: 11 7 8 16 10 31 21:
Other: 14: 1 4 4 5 7 9 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 : 28.4 50.3 41.3 68.4 24.1 50.2 32.7 61.6
Old : 27.9 50.9 40.6 69.3 23.5 50.8 32.5 62.9
Other: 70.6 58.2 80.3 67.6 61.3 48.3 61.5 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 860,636: 226,818 69,975 199,051 377,931 465,323 803,801 734,349: 56,835 126,287
Old : 753,645: 215,144 72,531 160,197 329,583 425,442 704,924 658,170: 48,721 95,475
Other: 106,991: 33,687 19,457 16,841 48,348 39,881 98,877 76,179: 8,114 30,812
: : :
: : Changes in Commitments from: December 13, 2016 :
: -19,885: -13,553 1,395 -11,834 4,901 -11,249 -20,487 -21,689: 601 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.1 23.1 43.9 54.1 93.4 85.3: 6.6 14.7
Old : 100.0: 28.5 9.6 21.3 43.7 56.5 93.5 87.3: 6.5 12.7
Other: 100.0: 31.5 18.2 15.7 45.2 37.3 92.4 71.2: 7.6 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 639: 204 136 240 200 243 528 530:
Old : 632: 196 145 221 191 239 504 515:
Other: 353: 84 67 57 82 163 191 266:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 12.0 18.3 19.5 8.5 9.0 15.0 13.7
Old : 11.8 13.5 19.7 21.0 9.3 10.3 16.7 16.2
Other: 18.7 20.1 30.7 29.0 17.9 18.7 27.5 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 438,278: 157,050 31,051 95,337 140,470 285,152 392,857 411,541: 45,420 26,737
Old : 416,761: 155,402 34,824 88,631 130,609 268,061 374,642 391,516: 42,119 25,245
Other: 21,517: 6,807 1,385 1,548 9,861 17,091 18,216 20,024: 3,301 1,492
: : :
: : Changes in Commitments from: December 13, 2016 :
: 372: 40 4,348 7,284 -4,992 -10,340 2,332 1,291: -1,960 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.1 21.8 32.1 65.1 89.6 93.9: 10.4 6.1
Old : 100.0: 37.3 8.4 21.3 31.3 64.3 89.9 93.9: 10.1 6.1
Other: 100.0: 31.6 6.4 7.2 45.8 79.4 84.7 93.1: 15.3 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 127 58 108 82 86 270 219:
Old : 324: 128 66 105 82 86 268 217:
Other: 81: 26 11 14 27 25 61 43:
:----------------------------------------------------------------------------------------------------
: 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 31.5 18.1 40.9 10.4 30.0 17.1 39.0
Old : 11.6 31.6 18.7 40.9 10.8 30.3 17.8 39.1
Other: 26.1 46.8 41.6 63.3 26.1 44.5 41.5 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 770,171: 87,716 101,682 96,833 440,077 398,047 624,626 596,563: 145,545 173,608
Old : 770,171: 87,716 101,682 96,833 440,077 398,047 624,626 596,563: 145,545 173,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 14,744: -1,180 4,061 277 16,878 16,325 15,974 20,663: -1,230 -5,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.2 12.6 57.1 51.7 81.1 77.5: 18.9 22.5
Old : 100.0: 11.4 13.2 12.6 57.1 51.7 81.1 77.5: 18.9 22.5
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 : 164: 31 41 44 72 79 127 140:
Old : 164: 31 41 44 72 79 127 140:
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 : 20.3 16.2 30.1 23.8 16.0 11.3 23.6 16.1
Old : 20.3 16.2 30.1 23.8 16.0 11.3 23.6 16.1
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 20, 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 : 680,897: 66,490 133,024 1,194 502,931 444,386 570,615 578,603: 110,282 102,293
Old : 680,897: 66,490 133,024 1,194 502,931 444,386 570,615 578,603: 110,282 102,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 800: 2,910 4,941 -209 -3,132 3,250 -431 7,982: 1,231 -7,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.5 0.2 73.9 65.3 83.8 85.0: 16.2 15.0
Old : 100.0: 9.8 19.5 0.2 73.9 65.3 83.8 85.0: 16.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 15 14 7 54 55 72 73:
Old : 102: 15 14 7 54 55 72 73:
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 : 23.8 33.4 38.6 48.4 21.3 33.4 32.5 48.1
Old : 23.8 33.4 38.6 48.4 21.3 33.4 32.5 48.1
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 20, 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 : 5,345: 2,774 669 1,293 859 3,168 4,926 5,130: 419 215
Old : 5,345: 2,774 669 1,293 859 3,168 4,926 5,130: 419 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 145: -111 343 228 82 -371 199 200: -54 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 12.5 24.2 16.1 59.3 92.2 96.0: 7.8 4.0
Old : 100.0: 51.9 12.5 24.2 16.1 59.3 92.2 96.0: 7.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 4 5 7 12 26 19:
Old : 34: 16 4 5 7 12 26 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 : 47.3 64.7 72.6 83.0 35.1 44.6 46.1 51.1
Old : 47.3 64.7 72.6 83.0 35.1 44.6 46.1 51.1
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 20, 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 : 391,720: 83,941 52,936 71,595 188,177 232,906 343,714 357,438: 48,006 34,282
Old : 357,223: 83,123 51,010 65,328 165,199 209,180 313,650 325,518: 43,573 31,705
Other: 34,497: 3,162 4,270 3,924 22,979 23,726 30,064 31,920: 4,433 2,577
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,648: -505 1,388 -2,156 3,112 -4,822 451 -5,590: -2,099 3,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 13.5 18.3 48.0 59.5 87.7 91.2: 12.3 8.8
Old : 100.0: 23.3 14.3 18.3 46.2 58.6 87.8 91.1: 12.2 8.9
Other: 100.0: 9.2 12.4 11.4 66.6 68.8 87.1 92.5: 12.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 81 63 95 104 96 238 215:
Old : 277: 83 64 92 104 95 235 213:
Other: 105: 20 18 28 49 26 87 59:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 30.6 20.8 38.6 11.9 27.0 17.8 32.3
Old : 14.2 32.0 21.5 40.0 13.1 29.5 19.7 35.2
Other: 33.6 32.3 47.3 50.5 31.8 32.1 45.4 49.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 12,610: 1,969 5,387 764 7,317 4,341 10,050 10,492: 2,560 2,118
Old : 12,597: 1,966 5,387 763 7,309 4,338 10,038 10,488: 2,559 2,110
Other: 13: 3 0 1 8 3 12 4: 1 9
: : :
: : Changes in Commitments from: December 13, 2016 :
: -593: 28 -82 -788 110 211 -650 -659: 57 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.7 6.1 58.0 34.4 79.7 83.2: 20.3 16.8
Old : 100.0: 15.6 42.8 6.1 58.0 34.4 79.7 83.3: 20.3 16.7
Other: 100.0: 24.6 3.2 4.6 61.8 24.6 90.9 32.3: 9.1 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 23 12 26 15 52 46:
Old : 75: 20 23 12 25 15 51 46:
Other: 4: 1 1 1 1 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 38.7 55.4 52.4 41.6 38.3 53.3 52.0
Old : 41.8 38.7 55.4 52.4 41.7 38.4 53.4 52.1
Other: 90.9 32.3 90.9 32.3 86.3 27.7 86.3 27.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,158,774: 202,645 227,542 102,584 753,562 665,181 1,058,791 995,308: 99,983 163,466
Old : 1,158,774: 202,645 227,542 102,584 753,562 665,181 1,058,791 995,308: 99,983 163,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -13,548: 9,216 21,445 -6,450 -16,401 -43,417 -13,635 -28,422: 87 14,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.6 8.9 65.0 57.4 91.4 85.9: 8.6 14.1
Old : 100.0: 17.5 19.6 8.9 65.0 57.4 91.4 85.9: 8.6 14.1
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 : 241: 49 51 40 96 103 166 173:
Old : 241: 49 51 40 96 103 166 173:
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 : 20.4 27.9 32.7 37.8 15.9 23.6 26.3 30.1
Old : 20.4 27.9 32.7 37.8 15.9 23.6 26.3 30.1
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 20, 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 : 3,972,720: 429,050 754,597 635,101 2,569,575 2,050,542 3,633,725 3,440,239: 338,995 532,481
Old : 3,972,720: 429,050 754,597 635,101 2,569,575 2,050,542 3,633,725 3,440,239: 338,995 532,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 168,991: -6,000 2,361 101,393 79,139 56,359 174,532 160,114: -5,541 8,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.0 16.0 64.7 51.6 91.5 86.6: 8.5 13.4
Old : 100.0: 10.8 19.0 16.0 64.7 51.6 91.5 86.6: 8.5 13.4
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 : 400: 71 113 120 170 185 313 346:
Old : 400: 71 113 120 170 185 313 346:
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 : 29.5 12.4 38.3 19.1 27.2 10.5 33.9 14.2
Old : 29.5 12.4 38.3 19.1 27.2 10.5 33.9 14.2
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 20, 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 : 287,073: 53,630 27,952 4,589 159,953 152,802 218,172 185,343: 68,901 101,730
Old : 287,073: 53,630 27,952 4,589 159,953 152,802 218,172 185,343: 68,901 101,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -10,823: -118 -6,012 4,225 -19,263 -7,489 -15,157 -9,276: 4,333 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 9.7 1.6 55.7 53.2 76.0 64.6: 24.0 35.4
Old : 100.0: 18.7 9.7 1.6 55.7 53.2 76.0 64.6: 24.0 35.4
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: 8 4 2 30 30 38 36:
Old : 52: 8 4 2 30 30 38 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 : 39.1 28.4 52.9 39.3 38.7 27.9 52.5 38.3
Old : 39.1 28.4 52.9 39.3 38.7 27.9 52.5 38.3
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, December 20, 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 : 3,200,285: 315,585 657,625 228,100 2,422,839 1,936,539 2,966,524 2,822,264: 233,762 378,021
Old : 3,200,285: 315,585 657,625 228,100 2,422,839 1,936,539 2,966,524 2,822,264: 233,762 378,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 94,268: 2,135 37,824 27,649 66,993 18,344 96,776 83,817: -2,509 10,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.5 7.1 75.7 60.5 92.7 88.2: 7.3 11.8
Old : 100.0: 9.9 20.5 7.1 75.7 60.5 92.7 88.2: 7.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 47 78 60 120 153 204 254:
Old : 305: 47 78 60 120 153 204 254:
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 : 38.2 19.8 49.5 29.4 35.5 19.4 45.5 28.5
Old : 38.2 19.8 49.5 29.4 35.5 19.4 45.5 28.5
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 20, 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 : 1,000,878: 86,278 147,700 119,462 769,637 680,346 975,377 947,508: 25,500 53,370
Old : 1,000,878: 86,278 147,700 119,462 769,637 680,346 975,377 947,508: 25,500 53,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 48,575: -14,878 -31,450 -7,391 74,232 81,342 51,963 42,501: -3,388 6,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.8 11.9 76.9 68.0 97.5 94.7: 2.5 5.3
Old : 100.0: 8.6 14.8 11.9 76.9 68.0 97.5 94.7: 2.5 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 : 125: 19 30 33 53 66 93 112:
Old : 125: 19 30 33 53 66 93 112:
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 : 33.0 24.3 50.5 38.0 21.2 15.1 32.7 23.0
Old : 33.0 24.3 50.5 38.0 21.2 15.1 32.7 23.0
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, December 20, 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 : 64,692: 37,393 6,539 1,560 16,377 47,317 55,330 55,416: 9,362 9,276
Old : 64,692: 37,393 6,539 1,560 16,377 47,317 55,330 55,416: 9,362 9,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -21,653: 691 -477 -1,019 -21,078 -17,174 -21,406 -18,670: -247 -2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 10.1 2.4 25.3 73.1 85.5 85.7: 14.5 14.3
Old : 100.0: 57.8 10.1 2.4 25.3 73.1 85.5 85.7: 14.5 14.3
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 : 114: 41 21 10 31 32 76 59:
Old : 114: 41 21 10 31 32 76 59:
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 : 28.0 37.6 43.5 55.1 27.8 37.2 43.3 53.1
Old : 28.0 37.6 43.5 55.1 27.8 37.2 43.3 53.1
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, December 20, 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 : 129,384: 74,787 13,079 3,119 32,754 94,634 110,660 110,832: 18,724 18,553
Old : 129,384: 74,787 13,079 3,119 32,754 94,634 110,660 110,832: 18,724 18,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -43,306: 1,382 -954 -2,038 -42,155 -34,348 -42,812 -37,340: -494 -5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 10.1 2.4 25.3 73.1 85.5 85.7: 14.5 14.3
Old : 100.0: 57.8 10.1 2.4 25.3 73.1 85.5 85.7: 14.5 14.3
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 : 114: 41 21 10 31 32 76 59:
Old : 114: 41 21 10 31 32 76 59:
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 : 28.0 37.6 43.5 55.1 27.8 37.2 43.3 53.1
Old : 28.0 37.6 43.5 55.1 27.8 37.2 43.3 53.1
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, December 20, 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 : 27,547: 14,758 23,198 3,435 8,345 0 26,538 26,633: 1,009 914
Old : 27,547: 14,758 23,198 3,435 8,345 0 26,538 26,633: 1,009 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,183: 135 178 1,969 24 0 2,128 2,147: 55 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 84.2 12.5 30.3 0.0 96.3 96.7: 3.7 3.3
Old : 100.0: 53.6 84.2 12.5 30.3 0.0 96.3 96.7: 3.7 3.3
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: 19 13 3 3 0 25 13:
Old : 35: 19 13 3 3 0 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 : 53.5 83.0 82.2 95.1 53.5 71.9 75.2 82.7
Old : 53.5 83.0 82.2 95.1 53.5 71.9 75.2 82.7
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, December 20, 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 : 29,452: 19,714 4,913 433 9,288 23,872 29,435 29,218: 17 234
Old : 29,452: 19,714 4,913 433 9,288 23,872 29,435 29,218: 17 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -6,151: 1,814 -1,237 161 -8,122 -5,044 -6,147 -6,120: -4 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 16.7 1.5 31.5 81.1 99.9 99.2: 0.1 0.8
Old : 100.0: 66.9 16.7 1.5 31.5 81.1 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: 5 13 1 5 21 11 34:
Old : 43: 5 13 1 5 21 11 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 : 90.4 48.1 97.9 68.8 90.4 48.1 97.1 68.8
Old : 90.4 48.1 97.9 68.8 90.4 48.1 97.1 68.8
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 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,648: 20,817 3,214 175 6,644 24,155 27,636 27,544: 12 104
Old : 27,648: 20,817 3,214 175 6,644 24,155 27,636 27,544: 12 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -29,188: -28,884 1,149 0 -294 -30,347 -29,178 -29,198: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 11.6 0.6 24.0 87.4 100.0 99.6: 0.0 0.4
Old : 100.0: 75.3 11.6 0.6 24.0 87.4 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 10 1 3 15 10 26:
Old : 34: 7 10 1 3 15 10 26:
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 : 92.4 67.9 99.4 84.5 92.4 67.9 97.2 84.5
Old : 92.4 67.9 99.4 84.5 92.4 67.9 97.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016