WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 549,259: 133,847 223,244 157,184 205,277 126,063 496,308 506,491: 52,952 42,769
Old : 418,176: 121,046 202,565 109,512 147,634 75,777 378,191 387,854: 39,984 30,322
Other: 131,083: 37,919 45,797 22,553 57,643 50,286 118,116 118,636: 12,967 12,447
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,064: 728 875 -4,859 -221 3,145 -4,352 -839: 288 -3,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 40.6 28.6 37.4 23.0 90.4 92.2: 9.6 7.8
Old : 100.0: 28.9 48.4 26.2 35.3 18.1 90.4 92.7: 9.6 7.3
Other: 100.0: 28.9 34.9 17.2 44.0 38.4 90.1 90.5: 9.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 148 167 149 125 102 361 340:
Old : 445: 163 143 123 117 86 336 298:
Other: 245: 55 84 57 69 82 157 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 8.7 17.7 16.5 7.6 8.3 12.9 15.2
Old : 10.1 10.7 17.8 20.5 7.4 10.5 13.3 19.5
Other: 21.9 16.6 34.4 27.2 20.8 16.3 31.9 25.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 251,983: 88,996 84,820 43,648 96,586 101,999 229,230 230,468: 22,753 21,515
Old : 163,708: 76,830 82,329 17,911 53,617 49,115 148,359 149,355: 15,349 14,353
Other: 88,275: 32,825 23,150 5,078 42,968 52,885 80,871 81,113: 7,404 7,162
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,045: -248 -6,858 1,382 -4,157 2,974 -3,024 -2,502: -1,021 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 33.7 17.3 38.3 40.5 91.0 91.5: 9.0 8.5
Old : 100.0: 46.9 50.3 10.9 32.8 30.0 90.6 91.2: 9.4 8.8
Other: 100.0: 37.2 26.2 5.8 48.7 59.9 91.6 91.9: 8.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 72 66 63 90 85 196 189:
Old : 246: 72 64 44 76 77 163 171:
Other: 163: 42 28 24 61 64 118 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 17.9 25.6 28.0 13.6 17.3 23.3 27.0
Old : 18.1 19.4 29.5 31.7 17.9 19.4 27.8 30.4
Other: 24.5 34.1 37.2 48.7 24.5 32.2 37.2 45.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 1,497,392: 331,673 326,362 322,665 657,885 634,917 1,312,222 1,283,943: 185,170 213,449
Old : 1,312,405: 312,580 321,149 265,364 574,913 552,245 1,152,856 1,138,758: 159,549 173,648
Other: 184,987: 44,809 30,930 31,584 82,972 82,672 159,365 145,186: 25,621 39,801
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,181: -3,780 18,355 -4,138 3,719 -4,544 -4,199 9,674: 7,380 -6,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.8 21.5 43.9 42.4 87.6 85.7: 12.4 14.3
Old : 100.0: 23.8 24.5 20.2 43.8 42.1 87.8 86.8: 12.2 13.2
Other: 100.0: 24.2 16.7 17.1 44.9 44.7 86.1 78.5: 13.9 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 176 149 192 318 340 590 602:
Old : 733: 180 151 176 313 324 577 573:
Other: 417: 60 71 51 98 246 181 348:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 11.0 17.7 17.0 9.6 9.7 15.2 14.6
Old : 11.8 11.9 18.6 18.1 10.8 10.7 17.3 15.6
Other: 21.8 15.6 33.1 23.5 19.9 11.4 29.9 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 8,074: 1,429 1,853 979 3,512 4,200 5,921 7,032: 2,154 1,042
Old : 7,621: 1,428 1,843 888 3,240 3,967 5,555 6,698: 2,066 923
Other: 453: 12 21 81 272 232 365 334: 88 119
: : :
: : Changes in Commitments from: December 20, 2016 :
: 15: -43 -60 23 236 73 216 37: -202 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.9 12.1 43.5 52.0 73.3 87.1: 26.7 12.9
Old : 100.0: 18.7 24.2 11.7 42.5 52.1 72.9 87.9: 27.1 12.1
Other: 100.0: 2.7 4.7 17.8 60.1 51.3 80.6 73.8: 19.4 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 8 9 15 10 31 22:
Old : 37: 12 7 8 15 10 31 21:
Other: 14: 2 3 5 5 7 10 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 : 29.7 49.4 43.5 68.5 23.5 49.4 32.4 60.3
Old : 29.4 49.8 43.5 69.3 23.0 49.7 32.4 61.3
Other: 66.1 59.5 79.4 68.2 57.4 48.2 58.1 51.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 783,863: 204,229 58,661 160,979 360,195 435,855 725,403 655,495: 58,460 128,368
Old : 672,570: 191,331 58,217 123,985 307,424 394,223 622,740 576,425: 49,830 96,146
Other: 111,293: 32,788 20,334 17,104 52,771 41,632 102,663 79,071: 8,630 32,222
: : :
: : Changes in Commitments from: December 20, 2016 :
: -76,773: -22,589 -11,315 -38,072 -17,736 -29,467 -78,397 -78,854: 1,624 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.5 20.5 46.0 55.6 92.5 83.6: 7.5 16.4
Old : 100.0: 28.4 8.7 18.4 45.7 58.6 92.6 85.7: 7.4 14.3
Other: 100.0: 29.5 18.3 15.4 47.4 37.4 92.2 71.0: 7.8 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 191 119 202 204 238 501 479:
Old : 591: 179 131 188 191 234 476 465:
Other: 339: 75 63 53 84 163 184 258:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 12.1 18.2 20.0 8.7 9.5 15.4 14.5
Old : 11.2 13.8 20.0 22.2 9.7 11.7 17.5 17.4
Other: 20.0 19.4 32.4 28.5 19.2 18.1 29.1 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 406,645: 141,193 33,206 81,342 144,336 267,624 366,871 382,173: 39,773 24,472
Old : 383,745: 138,831 36,387 75,128 133,497 249,540 347,456 361,055: 36,289 22,690
Other: 22,899: 6,706 1,163 1,870 10,839 18,085 19,415 21,118: 3,484 1,781
: : :
: : Changes in Commitments from: December 20, 2016 :
: -31,633: -15,857 2,155 -13,995 3,866 -17,528 -25,986 -29,368: -5,647 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 8.2 20.0 35.5 65.8 90.2 94.0: 9.8 6.0
Old : 100.0: 36.2 9.5 19.6 34.8 65.0 90.5 94.1: 9.5 5.9
Other: 100.0: 29.3 5.1 8.2 47.3 79.0 84.8 92.2: 15.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 105 68 101 88 84 255 215:
Old : 309: 104 77 99 88 83 253 213:
Other: 83: 23 13 17 30 27 63 48:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 30.2 19.1 40.4 11.0 28.6 18.2 38.7
Old : 12.2 29.9 19.9 40.1 11.5 28.5 19.2 38.7
Other: 24.5 47.7 39.4 62.8 24.5 44.5 39.4 59.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 682,206: 84,246 99,377 57,378 403,635 350,018 545,259 506,773: 136,947 175,433
Old : 682,206: 84,246 99,377 57,378 403,635 350,018 545,259 506,773: 136,947 175,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -87,965: -3,470 -2,305 -39,456 -36,441 -48,029 -79,367 -89,790: -8,598 1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.6 8.4 59.2 51.3 79.9 74.3: 20.1 25.7
Old : 100.0: 12.3 14.6 8.4 59.2 51.3 79.9 74.3: 20.1 25.7
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 : 154: 31 35 37 66 75 113 131:
Old : 154: 31 35 37 66 75 113 131:
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 : 22.6 17.8 33.8 25.4 18.4 12.9 27.0 18.2
Old : 22.6 17.8 33.8 25.4 18.4 12.9 27.0 18.2
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 27, 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 : 687,617: 72,679 137,976 1,188 507,906 446,138 581,773 585,301: 105,844 102,315
Old : 687,617: 72,679 137,976 1,188 507,906 446,138 581,773 585,301: 105,844 102,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 6,720: 6,189 4,952 -6 4,975 1,752 11,158 6,698: -4,438 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.1 0.2 73.9 64.9 84.6 85.1: 15.4 14.9
Old : 100.0: 10.6 20.1 0.2 73.9 64.9 84.6 85.1: 15.4 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 : 105: 15 16 7 53 54 71 74:
Old : 105: 15 16 7 53 54 71 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 33.0 38.7 47.7 22.0 33.0 32.9 47.5
Old : 24.2 33.0 38.7 47.7 22.0 33.0 32.9 47.5
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 27, 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 : 5,161: 2,556 637 1,277 919 3,097 4,752 5,011: 409 150
Old : 5,161: 2,556 637 1,277 919 3,097 4,752 5,011: 409 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -184: -218 -32 -16 60 -71 -174 -119: -10 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 12.3 24.7 17.8 60.0 92.1 97.1: 7.9 2.9
Old : 100.0: 49.5 12.3 24.7 17.8 60.0 92.1 97.1: 7.9 2.9
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 : 35: 15 4 5 8 14 26 21:
Old : 35: 15 4 5 8 14 26 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 : 47.6 65.8 72.2 83.4 33.9 44.4 44.4 51.1
Old : 47.6 65.8 72.2 83.4 33.9 44.4 44.4 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 27, 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 : 369,594: 84,840 51,396 61,916 178,274 227,552 325,029 340,864: 44,565 28,730
Old : 334,369: 84,044 49,675 55,710 154,831 202,846 294,585 308,231: 39,785 26,139
Other: 35,225: 3,114 4,039 3,887 23,443 24,706 30,444 32,633: 4,780 2,592
: : :
: : Changes in Commitments from: December 20, 2016 :
: -22,126: 899 -1,540 -9,680 -9,904 -5,354 -18,685 -16,574: -3,441 -5,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.9 16.8 48.2 61.6 87.9 92.2: 12.1 7.8
Old : 100.0: 25.1 14.9 16.7 46.3 60.7 88.1 92.2: 11.9 7.8
Other: 100.0: 8.8 11.5 11.0 66.6 70.1 86.4 92.6: 13.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 86 56 82 101 97 227 205:
Old : 274: 87 58 80 101 96 225 203:
Other: 102: 21 15 27 49 28 85 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 : 14.2 31.7 21.8 38.7 12.3 28.2 18.4 33.1
Old : 15.2 33.3 22.5 40.2 13.7 31.3 20.3 36.9
Other: 35.5 34.8 48.7 52.6 33.8 34.7 47.0 51.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 12,049: 1,831 6,114 269 7,143 3,505 9,243 9,888: 2,805 2,160
Old : 12,031: 1,829 6,114 267 7,135 3,502 9,231 9,883: 2,799 2,148
Other: 18: 3 1 1 8 3 12 5: 6 13
: : :
: : Changes in Commitments from: December 20, 2016 :
: -562: -138 727 -495 -174 -836 -807 -604: 245 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 50.7 2.2 59.3 29.1 76.7 82.1: 23.3 17.9
Old : 100.0: 15.2 50.8 2.2 59.3 29.1 76.7 82.1: 23.3 17.9
Other: 100.0: 18.4 8.0 3.1 44.5 18.4 66.0 29.5: 34.0 70.5
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 25 6 22 12 40 42:
Old : 68: 16 25 6 22 12 40 42:
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 : 43.9 37.4 57.5 53.0 43.8 37.3 56.2 52.9
Old : 44.0 37.5 57.6 53.1 43.9 37.5 56.3 53.0
Other: 66.0 29.5 66.0 29.5 62.9 26.5 62.9 26.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 1,142,163: 197,873 230,802 71,985 773,935 679,811 1,043,793 982,597: 98,370 159,565
Old : 1,142,163: 197,873 230,802 71,985 773,935 679,811 1,043,793 982,597: 98,370 159,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -16,611: -4,771 3,259 -30,600 20,373 14,630 -14,998 -12,710: -1,613 -3,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.2 6.3 67.8 59.5 91.4 86.0: 8.6 14.0
Old : 100.0: 17.3 20.2 6.3 67.8 59.5 91.4 86.0: 8.6 14.0
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 : 243: 50 52 39 95 103 165 174:
Old : 243: 50 52 39 95 103 165 174:
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 : 21.3 28.3 33.3 38.9 15.8 24.0 27.1 31.3
Old : 21.3 28.3 33.3 38.9 15.8 24.0 27.1 31.3
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 27, 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 : 3,562,020: 438,708 800,225 347,877 2,441,868 1,870,702 3,228,452 3,018,804: 333,567 543,216
Old : 3,562,020: 438,708 800,225 347,877 2,441,868 1,870,702 3,228,452 3,018,804: 333,567 543,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -410,701: 9,657 45,629 -287,224 -127,706 -179,840 -405,273 -421,435: -5,428 10,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.5 9.8 68.6 52.5 90.6 84.7: 9.4 15.3
Old : 100.0: 12.3 22.5 9.8 68.6 52.5 90.6 84.7: 9.4 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 : 364: 59 104 96 150 172 268 313:
Old : 364: 59 104 96 150 172 268 313:
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 : 33.9 13.8 43.4 21.0 31.6 12.0 39.2 16.1
Old : 33.9 13.8 43.4 21.0 31.6 12.0 39.2 16.1
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 27, 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 : 289,240: 51,238 28,093 4,625 162,843 154,769 218,706 187,487: 70,535 101,753
Old : 289,240: 51,238 28,093 4,625 162,843 154,769 218,706 187,487: 70,535 101,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,167: -2,392 141 36 2,890 1,967 534 2,144: 1,633 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.7 1.6 56.3 53.5 75.6 64.8: 24.4 35.2
Old : 100.0: 17.7 9.7 1.6 56.3 53.5 75.6 64.8: 24.4 35.2
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 : 50: 7 4 2 29 30 36 36:
Old : 50: 7 4 2 29 30 36 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 : 40.7 28.4 53.9 40.0 40.3 28.0 53.5 39.0
Old : 40.7 28.4 53.9 40.0 40.3 28.0 53.5 39.0
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 27, 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 : 3,129,851: 325,216 648,088 164,055 2,409,703 1,941,491 2,898,974 2,753,633: 230,878 376,218
Old : 3,129,851: 325,216 648,088 164,055 2,409,703 1,941,491 2,898,974 2,753,633: 230,878 376,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -70,434: 9,631 -9,537 -64,046 -13,135 4,952 -67,550 -68,631: -2,884 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.7 5.2 77.0 62.0 92.6 88.0: 7.4 12.0
Old : 100.0: 10.4 20.7 5.2 77.0 62.0 92.6 88.0: 7.4 12.0
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 : 306: 45 77 56 121 157 199 257:
Old : 306: 45 77 56 121 157 199 257:
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 : 40.2 20.8 52.1 30.9 37.4 20.5 48.1 30.1
Old : 40.2 20.8 52.1 30.9 37.4 20.5 48.1 30.1
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 27, 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 : 980,613: 77,564 155,056 111,445 768,094 663,115 957,102 929,616: 23,511 50,997
Old : 980,613: 77,564 155,056 111,445 768,094 663,115 957,102 929,616: 23,511 50,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -20,264: -8,714 7,357 -8,017 -1,543 -17,231 -18,275 -17,892: -1,989 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.8 11.4 78.3 67.6 97.6 94.8: 2.4 5.2
Old : 100.0: 7.9 15.8 11.4 78.3 67.6 97.6 94.8: 2.4 5.2
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 : 121: 15 34 32 51 64 88 110:
Old : 121: 15 34 32 51 64 88 110:
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 : 33.3 24.1 51.0 36.7 20.6 12.5 32.4 20.7
Old : 33.3 24.1 51.0 36.7 20.6 12.5 32.4 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 65,983: 37,155 6,670 1,652 17,105 48,131 55,911 56,453: 10,072 9,531
Old : 65,983: 37,155 6,670 1,652 17,105 48,131 55,911 56,453: 10,072 9,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,291: -239 131 92 727 814 581 1,037: 710 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 10.1 2.5 25.9 72.9 84.7 85.6: 15.3 14.4
Old : 100.0: 56.3 10.1 2.5 25.9 72.9 84.7 85.6: 15.3 14.4
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 : 112: 40 19 8 32 32 74 57:
Old : 112: 40 19 8 32 32 74 57:
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 37.3 42.8 55.2 27.8 37.3 42.6 53.0
Old : 28.0 37.3 42.8 55.2 27.8 37.3 42.6 53.0
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 27, 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 : 131,966: 74,309 13,340 3,304 34,209 96,261 111,823 112,905: 20,144 19,061
Old : 131,966: 74,309 13,340 3,304 34,209 96,261 111,823 112,905: 20,144 19,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,582: -477 261 185 1,455 1,627 1,162 2,073: 1,420 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 10.1 2.5 25.9 72.9 84.7 85.6: 15.3 14.4
Old : 100.0: 56.3 10.1 2.5 25.9 72.9 84.7 85.6: 15.3 14.4
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 : 112: 40 19 8 32 32 74 57:
Old : 112: 40 19 8 32 32 74 57:
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 37.3 42.8 55.2 27.8 37.3 42.6 53.0
Old : 28.0 37.3 42.8 55.2 27.8 37.3 42.6 53.0
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 27, 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 : 23,156: 14,358 22,774 369 8,345 0 23,072 23,143: 84 13
Old : 23,156: 14,358 22,774 369 8,345 0 23,072 23,143: 84 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,391: -400 -424 -3,066 0 0 -3,466 -3,490: -925 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 98.4 1.6 36.0 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 62.0 98.4 1.6 36.0 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 : 34: 20 11 1 3 0 24 11:
Old : 34: 20 11 1 3 0 24 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 91.6 85.4 99.2 59.4 90.0 85.4 97.6
Old : 59.4 91.6 85.4 99.2 59.4 90.0 85.4 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 31,414: 20,621 6,694 433 10,350 24,059 31,404 31,186: 10 228
Old : 31,414: 20,621 6,694 433 10,350 24,059 31,404 31,186: 10 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,962: 907 1,781 0 1,062 187 1,969 1,968: -7 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 21.3 1.4 32.9 76.6 100.0 99.3: 0.0 0.7
Old : 100.0: 65.6 21.3 1.4 32.9 76.6 100.0 99.3: 0.0 0.7
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 : 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 : 88.8 44.7 98.7 66.6 88.8 44.7 97.8 66.6
Old : 88.8 44.7 98.7 66.6 88.8 44.7 97.8 66.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,439: 21,587 2,980 175 6,644 25,176 28,406 28,331: 33 108
Old : 28,439: 21,587 2,980 175 6,644 25,176 28,406 28,331: 33 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 791: 770 -234 0 0 1,021 770 787: 21 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 10.5 0.6 23.4 88.5 99.9 99.6: 0.1 0.4
Old : 100.0: 75.9 10.5 0.6 23.4 88.5 99.9 99.6: 0.1 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 : 92.8 66.0 99.3 83.4 92.8 66.0 97.1 83.4
Old : 92.8 66.0 99.3 83.4 92.8 66.0 97.1 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016