WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 457,848: 153,838 226,282 85,818 166,839 104,544 406,495 416,644: 51,353 41,204
Old : 341,763: 143,371 211,782 42,759 116,930 58,540 303,060 313,081: 38,703 28,682
Other: 116,085: 41,614 45,647 11,912 49,909 46,004 103,435 103,563: 12,650 12,522
: : :
: : Changes in Commitments from: December 27, 2016 :
: 11,071: 8,943 -2,409 2,840 -3,733 9,514 8,050 9,945: 3,021 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 49.4 18.7 36.4 22.8 88.8 91.0: 11.2 9.0
Old : 100.0: 42.0 62.0 12.5 34.2 17.1 88.7 91.6: 11.3 8.4
Other: 100.0: 35.8 39.3 10.3 43.0 39.6 89.1 89.2: 10.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 153 140 121 102 91 323 294:
Old : 411: 163 120 73 93 67 289 229:
Other: 236: 58 75 45 59 77 144 175:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 10.1 17.9 19.1 9.2 10.1 15.6 18.9
Old : 9.9 13.1 18.2 25.1 8.7 13.0 16.1 24.7
Other: 24.1 18.9 38.5 30.6 23.3 18.6 35.7 28.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,665: 91,324 79,703 37,621 89,520 102,051 218,465 219,375: 22,200 21,290
Old : 155,712: 80,803 77,550 13,260 46,879 51,012 140,942 141,822: 14,770 13,890
Other: 84,953: 31,728 23,360 3,154 42,641 51,039 77,523 77,553: 7,430 7,400
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,663: -1,444 -5,034 1,287 -2,401 1,805 -2,558 -1,942: 895 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 33.1 15.6 37.2 42.4 90.8 91.2: 9.2 8.8
Old : 100.0: 51.9 49.8 8.5 30.1 32.8 90.5 91.1: 9.5 8.9
Other: 100.0: 37.3 27.5 3.7 50.2 60.1 91.3 91.3: 8.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 76 59 55 76 78 177 176:
Old : 239: 73 60 33 63 67 145 152:
Other: 155: 42 25 14 53 60 104 92:
:----------------------------------------------------------------------------------------------------
: 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 18.0 26.2 28.1 12.7 17.8 22.7 27.5
Old : 18.8 19.4 30.4 31.5 18.5 19.4 28.8 30.4
Other: 26.0 34.5 39.0 49.4 26.0 32.7 38.8 47.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,244,604: 354,679 328,655 176,679 569,431 568,756 1,100,789 1,074,090: 143,815 170,514
Old : 1,106,026: 334,069 324,821 146,695 498,525 493,443 979,289 964,959: 126,737 141,067
Other: 138,578: 46,130 29,354 4,464 70,906 75,313 121,500 109,131: 17,078 29,447
: : :
: : Changes in Commitments from: December 27, 2016 :
: 13,142: 12,994 -3,176 7,685 -10,378 11,950 10,301 16,459: 2,841 -3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 26.4 14.2 45.8 45.7 88.4 86.3: 11.6 13.7
Old : 100.0: 30.2 29.4 13.3 45.1 44.6 88.5 87.2: 11.5 12.8
Other: 100.0: 33.3 21.2 3.2 51.2 54.3 87.7 78.8: 12.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 691: 148 140 155 238 314 472 546:
Old : 683: 148 150 131 235 294 457 509:
Other: 401: 59 63 22 66 238 135 318:
:----------------------------------------------------------------------------------------------------
: 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 11.8 18.8 18.4 10.8 11.2 17.8 17.1
Old : 12.4 12.6 20.4 19.6 12.1 12.0 20.0 18.0
Other: 25.5 17.0 39.3 26.0 24.9 16.5 38.6 25.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,643: 1,787 1,809 56 2,632 3,730 4,475 5,595: 2,168 1,048
Old : 6,318: 1,742 1,827 38 2,450 3,500 4,230 5,365: 2,088 953
Other: 325: 63 0 0 182 230 245 230: 80 95
: : :
: : Changes in Commitments from: December 27, 2016 :
: 94: 18 -35 38 -44 34 12 37: 82 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 27.2 0.8 39.6 56.1 67.4 84.2: 32.6 15.8
Old : 100.0: 27.6 28.9 0.6 38.8 55.4 67.0 84.9: 33.0 15.1
Other: 100.0: 19.4 0.0 0.0 56.0 70.8 75.4 70.8: 24.6 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 4 4 13 9 29 17:
Old : 37: 15 5 3 13 8 28 16:
Other: 13: 4 0 0 5 6 9 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 57.9 40.3 79.7 26.3 57.9 35.8 72.6
Old : 27.7 57.7 41.2 80.4 26.9 57.7 36.9 73.1
Other: 57.5 65.8 73.8 70.8 57.5 65.8 71.1 66.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 629,759: 195,403 69,573 81,915 309,388 373,895 586,706 525,383: 43,053 104,376
Old : 540,291: 184,414 63,517 58,460 261,544 339,913 504,418 461,890: 35,873 78,401
Other: 89,468: 29,940 25,007 4,504 47,844 33,982 82,288 63,493: 7,180 25,975
: : :
: : Changes in Commitments from: December 27, 2016 :
: -48,187: -8,786 -883 -5,132 -25,196 -30,957 -39,114 -36,972: -9,073 -11,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 11.0 13.0 49.1 59.4 93.2 83.4: 6.8 16.6
Old : 100.0: 34.1 11.8 10.8 48.4 62.9 93.4 85.5: 6.6 14.5
Other: 100.0: 33.5 28.0 5.0 53.5 38.0 92.0 71.0: 8.0 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 168 117 143 144 223 393 433:
Old : 559: 169 120 119 127 215 352 414:
Other: 325: 59 73 33 65 153 146 241:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 13.9 21.3 22.6 10.6 12.1 18.7 18.7
Old : 13.5 16.1 23.8 25.0 12.2 15.6 21.9 23.4
Other: 26.7 20.8 40.9 30.2 25.3 20.8 39.5 30.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 370,118: 135,803 32,907 66,728 134,225 246,549 336,756 346,184: 33,362 23,934
Old : 345,799: 134,302 35,963 59,234 122,328 228,479 315,864 323,676: 29,935 22,123
Other: 24,319: 6,918 2,361 2,077 11,897 18,070 20,892 22,508: 3,427 1,811
: : :
: : Changes in Commitments from: December 27, 2016 :
: -11,053: -7,979 994 2,423 -340 -14,709 -5,896 -11,292: -5,157 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.9 18.0 36.3 66.6 91.0 93.5: 9.0 6.5
Old : 100.0: 38.8 10.4 17.1 35.4 66.1 91.3 93.6: 8.7 6.4
Other: 100.0: 28.4 9.7 8.5 48.9 74.3 85.9 92.6: 14.1 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 107 60 90 77 76 236 191:
Old : 295: 110 64 87 75 76 234 188:
Other: 81: 19 14 12 30 24 58 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 : 12.8 31.6 20.7 41.3 11.6 30.4 19.5 40.0
Old : 13.0 31.4 21.4 41.0 11.8 30.4 20.0 40.0
Other: 25.7 48.4 44.0 62.5 25.7 45.6 44.0 59.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 604,589: 81,565 113,724 7,999 390,590 320,796 480,154 442,519: 124,435 162,070
Old : 604,589: 81,565 113,724 7,999 390,590 320,796 480,154 442,519: 124,435 162,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 10,326: -3,984 6,665 538 15,561 6,356 12,115 13,559: -1,789 -3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.8 1.3 64.6 53.1 79.4 73.2: 20.6 26.8
Old : 100.0: 13.5 18.8 1.3 64.6 53.1 79.4 73.2: 20.6 26.8
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 : 146: 21 39 14 58 65 86 111:
Old : 146: 21 39 14 58 65 86 111:
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 : 25.5 20.2 38.4 28.9 22.0 15.3 31.8 22.2
Old : 25.5 20.2 38.4 28.9 22.0 15.3 31.8 22.2
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 687,738: 65,426 142,425 1,202 510,166 439,585 576,794 583,212: 110,944 104,526
Old : 687,738: 65,426 142,425 1,202 510,166 439,585 576,794 583,212: 110,944 104,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 407: -7,253 4,449 17 2,260 -6,553 -4,976 -2,087: 5,383 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.7 0.2 74.2 63.9 83.9 84.8: 16.1 15.2
Old : 100.0: 9.5 20.7 0.2 74.2 63.9 83.9 84.8: 16.1 15.2
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 : 104: 14 15 6 53 56 69 75:
Old : 104: 14 15 6 53 56 69 75:
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 : 24.6 32.5 39.3 46.7 22.5 32.4 33.2 46.5
Old : 24.6 32.5 39.3 46.7 22.5 32.4 33.2 46.5
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,409: 2,568 555 1,287 1,038 3,374 4,893 5,216: 516 193
Old : 5,409: 2,568 555 1,287 1,038 3,374 4,893 5,216: 516 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 248: 12 -82 10 119 277 141 205: 107 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 10.3 23.8 19.2 62.4 90.5 96.4: 9.5 3.6
Old : 100.0: 47.5 10.3 23.8 19.2 62.4 90.5 96.4: 9.5 3.6
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 : 32: 13 3 5 6 15 22 21:
Old : 32: 13 3 5 6 15 22 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 : 49.1 66.1 73.3 83.6 33.2 45.3 45.2 52.3
Old : 49.1 66.1 73.3 83.6 33.2 45.3 45.2 52.3
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,477: 91,996 53,973 36,718 157,429 208,476 286,143 299,167: 40,334 27,310
Old : 294,229: 91,357 52,187 32,512 134,629 184,973 258,498 269,672: 35,731 24,557
Other: 32,248: 3,242 4,389 1,603 22,800 23,503 27,645 29,495: 4,603 2,753
: : :
: : Changes in Commitments from: December 27, 2016 :
: -11,962: -451 2,507 -1,097 -8,799 -13,068 -10,347 -11,658: -1,615 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 16.5 11.2 48.2 63.9 87.6 91.6: 12.4 8.4
Old : 100.0: 31.0 17.7 11.0 45.8 62.9 87.9 91.7: 12.1 8.3
Other: 100.0: 10.1 13.6 5.0 70.7 72.9 85.7 91.5: 14.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 73 59 72 90 82 207 182:
Old : 262: 75 61 69 88 78 203 176:
Other: 103: 22 16 15 46 28 78 52:
:----------------------------------------------------------------------------------------------------
: 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 34.8 23.5 41.9 13.9 31.4 20.9 37.3
Old : 16.6 36.5 24.5 43.6 15.5 34.7 23.1 41.5
Other: 38.5 40.0 53.0 59.8 38.5 39.8 53.0 58.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,719: 2,206 6,367 163 6,967 3,487 9,336 10,017: 2,383 1,702
Old : 11,706: 2,218 6,367 151 6,959 3,487 9,328 10,005: 2,378 1,701
Other: 13: 0 12 0 8 0 8 12: 5 1
: : :
: : Changes in Commitments from: December 27, 2016 :
: -117: 341 250 -2 -81 33 258 281: -375 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 54.3 1.4 59.5 29.8 79.7 85.5: 20.3 14.5
Old : 100.0: 18.9 54.4 1.3 59.4 29.8 79.7 85.5: 20.3 14.5
Other: 100.0: 0.0 92.3 0.0 61.5 0.0 61.5 92.3: 38.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 27 6 20 9 38 41:
Old : 71: 17 27 6 19 9 37 41:
Other: 3: 0 2 0 1 0 1 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 : 45.7 38.3 58.4 53.8 45.7 38.1 58.4 53.5
Old : 45.7 38.4 58.5 53.9 45.7 38.2 58.5 53.7
Other: 61.5 92.3 61.5 92.3 61.5 92.3 61.5 92.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,140,716: 192,341 241,739 70,878 769,097 675,411 1,032,316 988,028: 108,400 152,688
Old : 1,140,716: 192,341 241,739 70,878 769,097 675,411 1,032,316 988,028: 108,400 152,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,677: -5,726 11,483 3,997 -4,838 -4,400 -6,567 11,080: 11,244 -6,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 21.2 6.2 67.4 59.2 90.5 86.6: 9.5 13.4
Old : 100.0: 16.9 21.2 6.2 67.4 59.2 90.5 86.6: 9.5 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 : 242: 54 48 26 96 99 161 162:
Old : 242: 54 48 26 96 99 161 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 29.4 32.2 40.9 14.5 24.9 25.6 32.4
Old : 20.2 29.4 32.2 40.9 14.5 24.9 25.6 32.4
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,096,552: 471,225 816,156 92,931 2,227,702 1,679,005 2,791,858 2,588,092: 304,694 508,460
Old : 3,096,552: 471,225 816,156 92,931 2,227,702 1,679,005 2,791,858 2,588,092: 304,694 508,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 53,044: 19,928 23,784 9,622 27,809 25,141 57,359 58,547: -4,315 -5,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 26.4 3.0 71.9 54.2 90.2 83.6: 9.8 16.4
Old : 100.0: 15.2 26.4 3.0 71.9 54.2 90.2 83.6: 9.8 16.4
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 : 364: 54 106 54 131 161 220 286:
Old : 364: 54 106 54 131 161 220 286:
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 : 39.7 15.6 49.9 23.6 37.0 13.8 45.3 18.8
Old : 39.7 15.6 49.9 23.6 37.0 13.8 45.3 18.8
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,411: 46,173 27,551 4,509 175,008 160,270 225,690 192,330: 66,721 100,081
Old : 292,411: 46,173 27,551 4,509 175,008 160,270 225,690 192,330: 66,721 100,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,515: -4,859 -542 -116 12,165 5,501 7,190 4,843: -3,675 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.4 1.5 59.9 54.8 77.2 65.8: 22.8 34.2
Old : 100.0: 15.8 9.4 1.5 59.9 54.8 77.2 65.8: 22.8 34.2
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 : 52: 7 4 2 31 32 38 38:
Old : 52: 7 4 2 31 32 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 28.0 54.5 39.0 42.3 27.5 54.1 37.4
Old : 42.7 28.0 54.5 39.0 42.3 27.5 54.1 37.4
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,969,145: 251,749 662,611 68,125 2,422,582 1,858,173 2,742,456 2,588,909: 226,689 380,236
Old : 2,969,145: 251,749 662,611 68,125 2,422,582 1,858,173 2,742,456 2,588,909: 226,689 380,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 2,694: -77,306 -3,438 923 75,516 -9,872 -867 -12,387: 3,561 15,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 22.3 2.3 81.6 62.6 92.4 87.2: 7.6 12.8
Old : 100.0: 8.5 22.3 2.3 81.6 62.6 92.4 87.2: 7.6 12.8
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 : 302: 35 79 29 103 154 154 246:
Old : 302: 35 79 29 103 154 154 246:
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 22.7 56.4 32.8 41.0 22.5 52.5 32.2
Old : 43.7 22.7 56.4 32.8 41.0 22.5 52.5 32.2
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 882,307: 63,833 173,266 95,998 696,364 566,077 856,195 835,341: 26,112 46,966
Old : 882,307: 63,833 173,266 95,998 696,364 566,077 856,195 835,341: 26,112 46,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -97,264: -13,735 18,562 -15,037 -71,174 -96,849 -99,946 -93,324: 2,682 -3,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 19.6 10.9 78.9 64.2 97.0 94.7: 3.0 5.3
Old : 100.0: 7.2 19.6 10.9 78.9 64.2 97.0 94.7: 3.0 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 : 114: 15 36 29 47 57 82 103:
Old : 114: 15 36 29 47 57 82 103:
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 : 32.5 25.1 50.6 37.3 22.0 13.0 33.7 19.9
Old : 32.5 25.1 50.6 37.3 22.0 13.0 33.7 19.9
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,341: 41,822 6,760 489 17,093 53,240 59,404 60,489: 9,937 8,852
Old : 69,341: 41,822 6,760 489 17,093 53,240 59,404 60,489: 9,937 8,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,649: 4,696 -199 -597 521 5,926 4,619 5,131: 30 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 9.7 0.7 24.7 76.8 85.7 87.2: 14.3 12.8
Old : 100.0: 60.3 9.7 0.7 24.7 76.8 85.7 87.2: 14.3 12.8
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 : 121: 48 15 6 31 35 80 55:
Old : 121: 48 15 6 31 35 80 55:
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 38.4 42.5 57.6 27.8 38.4 42.2 54.8
Old : 28.0 38.4 42.5 57.6 27.8 38.4 42.2 54.8
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,681: 83,644 13,520 978 34,185 106,480 118,807 120,978: 19,874 17,703
Old : 138,681: 83,644 13,520 978 34,185 106,480 118,807 120,978: 19,874 17,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 9,298: 9,391 -397 -1,194 1,041 11,852 9,238 10,261: 60 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 9.7 0.7 24.7 76.8 85.7 87.2: 14.3 12.8
Old : 100.0: 60.3 9.7 0.7 24.7 76.8 85.7 87.2: 14.3 12.8
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 : 121: 48 15 6 31 35 80 55:
Old : 121: 48 15 6 31 35 80 55:
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 38.4 42.5 57.6 27.8 38.4 42.2 54.8
Old : 28.0 38.4 42.5 57.6 27.8 38.4 42.2 54.8
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 23,656: 15,089 23,283 369 8,106 0 23,564 23,652: 92 4
Old : 23,656: 15,089 23,283 369 8,106 0 23,564 23,652: 92 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 500: 731 509 0 -239 0 492 509: 8 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 98.4 1.6 34.3 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 63.8 98.4 1.6 34.3 0.0 99.6 100.0: 0.4 0.0
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 : 35: 21 11 1 3 0 25 11:
Old : 35: 21 11 1 3 0 25 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 : 57.1 93.8 83.2 99.2 57.1 92.3 83.2 97.7
Old : 57.1 93.8 83.2 99.2 57.1 92.3 83.2 97.7
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,103: 21,324 6,633 289 9,480 23,936 31,093 30,858: 10 245
Old : 31,103: 21,324 6,633 289 9,480 23,936 31,093 30,858: 10 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -311: 703 -61 -144 -870 -123 -311 -328: 0 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 21.3 0.9 30.5 77.0 100.0 99.2: 0.0 0.8
Old : 100.0: 68.6 21.3 0.9 30.5 77.0 100.0 99.2: 0.0 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: 6 15 1 5 21 11 37:
Old : 46: 6 15 1 5 21 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 : 91.1 45.2 98.4 66.4 91.1 45.2 97.5 66.4
Old : 91.1 45.2 98.4 66.4 91.1 45.2 97.5 66.4
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 - Futures Only, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,570: 27,744 2,877 175 6,644 31,388 34,563 34,440: 7 130
Old : 34,570: 27,744 2,877 175 6,644 31,388 34,563 34,440: 7 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 6,131: 6,157 -103 0 0 6,212 6,157 6,109: -26 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 8.3 0.5 19.2 90.8 100.0 99.6: 0.0 0.4
Old : 100.0: 80.3 8.3 0.5 19.2 90.8 100.0 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: 9 8 1 3 15 12 24:
Old : 34: 9 8 1 3 15 12 24:
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 : 91.3 64.1 98.9 84.2 91.3 64.1 97.2 84.2
Old : 91.3 64.1 98.9 84.2 91.3 64.1 97.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017