WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 10, 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 : 463,755: 156,632 203,818 92,917 167,325 123,928 416,874 420,663: 46,881 43,092
Old : 332,896: 146,866 193,583 36,969 116,169 73,710 300,004 304,262: 32,892 28,634
Other: 130,859: 46,897 47,366 18,817 51,156 50,218 116,870 116,401: 13,989 14,458
: : :
: : Changes in Commitments from: January 3, 2017 :
: 5,907: 2,794 -22,464 7,099 486 19,384 10,379 4,019: -4,472 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 43.9 20.0 36.1 26.7 89.9 90.7: 10.1 9.3
Old : 100.0: 44.1 58.2 11.1 34.9 22.1 90.1 91.4: 9.9 8.6
Other: 100.0: 35.8 36.2 14.4 39.1 38.4 89.3 89.0: 10.7 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 165 139 131 97 99 339 312:
Old : 434: 181 121 79 89 79 301 249:
Other: 246: 58 81 56 55 81 148 189:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 9.9 19.5 18.2 10.5 9.8 17.0 17.3
Old : 11.3 13.8 20.6 24.8 10.4 13.4 18.3 23.5
Other: 23.2 17.6 37.2 28.4 22.6 17.2 35.5 26.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 10, 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 : 234,182: 87,044 59,617 37,306 88,599 114,130 212,949 211,053: 21,233 23,129
Old : 147,347: 77,257 62,039 11,136 44,865 59,432 133,258 132,607: 14,089 14,740
Other: 86,835: 32,100 19,891 3,857 43,734 54,698 79,691 78,446: 7,144 8,389
: : :
: : Changes in Commitments from: January 3, 2017 :
: -6,483: -4,280 -20,086 -315 -921 12,079 -5,516 -8,322: -967 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 25.5 15.9 37.8 48.7 90.9 90.1: 9.1 9.9
Old : 100.0: 52.4 42.1 7.6 30.4 40.3 90.4 90.0: 9.6 10.0
Other: 100.0: 37.0 22.9 4.4 50.4 63.0 91.8 90.3: 8.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 78 59 56 73 80 179 175:
Old : 234: 73 60 29 59 69 143 148:
Other: 157: 46 25 16 54 61 106 96:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 18.4 26.9 27.5 13.8 18.0 23.5 25.5
Old : 20.4 19.0 30.3 29.7 19.8 17.9 29.6 26.8
Other: 25.2 36.5 38.5 51.1 25.2 35.2 38.5 48.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 10, 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 : 1,251,333: 366,651 323,630 178,507 567,923 566,558 1,113,081 1,068,695: 138,252 182,638
Old : 1,107,129: 349,798 322,153 141,249 495,807 492,183 986,854 955,585: 120,275 151,544
Other: 144,204: 49,177 33,801 4,934 72,116 74,375 126,227 113,110: 17,977 31,094
: : :
: : Changes in Commitments from: January 3, 2017 :
: 6,729: 11,972 -5,025 1,828 -1,508 -2,198 12,292 -5,395: -5,563 12,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 25.9 14.3 45.4 45.3 89.0 85.4: 11.0 14.6
Old : 100.0: 31.6 29.1 12.8 44.8 44.5 89.1 86.3: 10.9 13.7
Other: 100.0: 34.1 23.4 3.4 50.0 51.6 87.5 78.4: 12.5 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 146 144 162 235 311 480 550:
Old : 688: 147 158 141 230 290 462 513:
Other: 409: 64 65 23 68 241 143 323:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 11.2 19.6 18.1 11.5 10.9 18.6 16.9
Old : 13.2 12.4 21.6 19.6 13.1 12.1 21.1 17.8
Other: 23.2 14.5 35.4 23.0 22.6 14.5 34.8 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 10, 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 : 6,827: 1,885 1,796 94 2,765 3,951 4,744 5,841: 2,083 986
Old : 6,481: 1,840 1,860 30 2,600 3,702 4,470 5,592: 2,011 889
Other: 346: 109 0 0 165 249 274 249: 72 97
: : :
: : Changes in Commitments from: January 3, 2017 :
: 184: 98 -13 38 133 221 269 246: -85 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 26.3 1.4 40.5 57.9 69.5 85.6: 30.5 14.4
Old : 100.0: 28.4 28.7 0.5 40.1 57.1 69.0 86.3: 31.0 13.7
Other: 100.0: 31.5 0.0 0.0 47.7 72.0 79.2 72.0: 20.8 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 6 4 13 11 30 19:
Old : 39: 15 6 2 13 10 28 18:
Other: 14: 6 0 0 4 6 10 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 : 29.7 57.6 42.1 78.2 25.6 56.5 35.1 68.7
Old : 30.7 58.1 43.2 78.8 26.6 56.8 36.4 69.0
Other: 61.8 67.3 75.1 72.0 61.8 67.3 74.9 67.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 10, 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 : 628,625: 196,625 77,523 76,364 312,319 370,519 585,308 524,406: 43,317 104,219
Old : 535,408: 185,259 75,061 50,009 263,866 333,274 499,134 458,344: 36,274 77,064
Other: 93,217: 32,873 23,969 4,848 48,453 37,245 86,174 66,062: 7,043 27,155
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,134: 1,222 7,950 -5,551 2,931 -3,376 -1,398 -977: 264 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.3 12.1 49.7 58.9 93.1 83.4: 6.9 16.6
Old : 100.0: 34.6 14.0 9.3 49.3 62.2 93.2 85.6: 6.8 14.4
Other: 100.0: 35.3 25.7 5.2 52.0 40.0 92.4 70.9: 7.6 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 171 129 149 150 226 404 446:
Old : 568: 162 137 117 137 215 364 416:
Other: 328: 61 73 28 67 155 147 241:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 14.1 21.7 22.3 10.7 12.8 18.9 18.9
Old : 13.6 16.4 23.9 25.1 12.7 16.0 22.6 23.7
Other: 27.1 19.7 39.7 28.7 26.0 19.6 38.6 28.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 10, 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 : 376,513: 137,345 27,514 66,934 136,260 259,495 340,539 353,943: 35,974 22,570
Old : 350,251: 135,044 30,892 58,950 123,957 240,033 317,951 329,875: 32,300 20,376
Other: 26,262: 7,944 2,265 2,341 12,303 19,462 22,588 24,068: 3,674 2,194
: : :
: : Changes in Commitments from: January 3, 2017 :
: 6,395: 1,542 -5,393 206 2,035 12,946 3,783 7,759: 2,612 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.3 17.8 36.2 68.9 90.4 94.0: 9.6 6.0
Old : 100.0: 38.6 8.8 16.8 35.4 68.5 90.8 94.2: 9.2 5.8
Other: 100.0: 30.2 8.6 8.9 46.8 74.1 86.0 91.6: 14.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 110 50 80 80 81 226 187:
Old : 288: 112 56 75 78 80 222 183:
Other: 88: 24 15 11 33 26 62 47:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 34.5 20.6 43.2 11.4 33.2 19.0 41.7
Old : 13.0 34.1 21.2 43.2 11.5 33.1 19.5 41.9
Other: 24.9 47.1 41.8 60.6 24.9 44.4 41.8 57.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 10, 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 : 621,710: 84,615 128,379 11,095 403,639 313,983 499,349 453,457: 122,361 168,253
Old : 621,710: 84,615 128,379 11,095 403,639 313,983 499,349 453,457: 122,361 168,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 17,121: 3,050 14,655 3,096 13,049 -6,813 19,195 10,938: -2,074 6,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.6 1.8 64.9 50.5 80.3 72.9: 19.7 27.1
Old : 100.0: 13.6 20.6 1.8 64.9 50.5 80.3 72.9: 19.7 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 27 36 18 63 64 97 111:
Old : 152: 27 36 18 63 64 97 111:
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 : 26.3 20.0 38.8 29.2 22.7 15.0 32.6 22.0
Old : 26.3 20.0 38.8 29.2 22.7 15.0 32.6 22.0
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 10, 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 : 690,999: 62,634 136,887 1,394 514,034 445,296 578,062 583,577: 112,937 107,422
Old : 690,999: 62,634 136,887 1,394 514,034 445,296 578,062 583,577: 112,937 107,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 3,261: -2,792 -5,538 192 3,868 5,711 1,268 365: 1,993 2,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.8 0.2 74.4 64.4 83.7 84.5: 16.3 15.5
Old : 100.0: 9.1 19.8 0.2 74.4 64.4 83.7 84.5: 16.3 15.5
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 : 100: 14 16 7 49 52 66 72:
Old : 100: 14 16 7 49 52 66 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 32.6 39.7 46.3 22.9 32.6 33.8 45.7
Old : 25.0 32.6 39.7 46.3 22.9 32.6 33.8 45.7
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 10, 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 : 5,853: 2,785 572 1,329 1,195 3,648 5,309 5,549: 544 304
Old : 5,853: 2,785 572 1,329 1,195 3,648 5,309 5,549: 544 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 444: 217 17 42 157 274 416 333: 28 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 9.8 22.7 20.4 62.3 90.7 94.8: 9.3 5.2
Old : 100.0: 47.6 9.8 22.7 20.4 62.3 90.7 94.8: 9.3 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 : 34: 14 3 8 8 14 28 22:
Old : 34: 14 3 8 8 14 28 22:
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 : 45.5 59.6 67.6 79.2 32.1 44.8 45.0 51.2
Old : 45.5 59.6 67.6 79.2 32.1 44.8 45.0 51.2
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 10, 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 : 336,636: 94,494 49,330 37,179 164,694 222,123 296,367 308,632: 40,269 28,004
Old : 300,909: 94,318 48,234 31,554 139,605 196,291 265,477 276,079: 35,432 24,830
Other: 35,727: 3,913 4,833 1,888 25,089 25,832 30,890 32,553: 4,837 3,174
: : :
: : Changes in Commitments from: January 3, 2017 :
: 10,159: 2,498 -4,643 461 7,265 13,647 10,224 9,465: -65 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.7 11.0 48.9 66.0 88.0 91.7: 12.0 8.3
Old : 100.0: 31.3 16.0 10.5 46.4 65.2 88.2 91.7: 11.8 8.3
Other: 100.0: 11.0 13.5 5.3 70.2 72.3 86.5 91.1: 13.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 78 54 73 89 82 210 177:
Old : 257: 81 56 69 85 78 204 170:
Other: 108: 25 15 14 50 28 83 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 36.3 22.9 43.4 13.6 32.8 20.6 38.9
Old : 16.0 38.0 24.0 45.5 15.3 36.4 23.0 43.4
Other: 37.3 40.2 50.6 59.2 37.3 40.0 50.5 58.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 10, 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 : 11,708: 2,030 5,964 180 7,173 3,702 9,383 9,846: 2,325 1,862
Old : 11,695: 2,042 5,964 168 7,165 3,702 9,375 9,834: 2,320 1,861
Other: 13: 0 12 0 8 0 8 12: 5 1
: : :
: : Changes in Commitments from: January 3, 2017 :
: -11: -176 -403 17 206 215 47 -171: -58 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 50.9 1.5 61.3 31.6 80.1 84.1: 19.9 15.9
Old : 100.0: 17.5 51.0 1.4 61.3 31.7 80.2 84.1: 19.8 15.9
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 : 67: 17 23 5 20 9 37 37:
Old : 67: 17 23 5 19 9 36 37:
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 : 46.3 39.6 60.2 54.9 46.3 39.3 60.2 54.6
Old : 46.4 39.6 60.3 54.9 46.4 39.5 60.3 54.8
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 10, 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 : 1,185,935: 238,528 253,031 69,064 781,531 700,742 1,089,123 1,022,837: 96,812 163,098
Old : 1,185,935: 238,528 253,031 69,064 781,531 700,742 1,089,123 1,022,837: 96,812 163,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 45,219: 46,187 11,292 -1,814 12,434 25,331 56,807 34,809: -11,588 10,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.3 5.8 65.9 59.1 91.8 86.2: 8.2 13.8
Old : 100.0: 20.1 21.3 5.8 65.9 59.1 91.8 86.2: 8.2 13.8
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 : 254: 54 51 29 98 108 165 175:
Old : 254: 54 51 29 98 108 165 175:
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 : 20.5 25.6 32.6 36.7 14.4 21.6 26.2 30.2
Old : 20.5 25.6 32.6 36.7 14.4 21.6 26.2 30.2
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 10, 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 : 3,104,486: 455,160 849,849 99,663 2,272,831 1,628,272 2,827,654 2,577,784: 276,832 526,702
Old : 3,104,486: 455,160 849,849 99,663 2,272,831 1,628,272 2,827,654 2,577,784: 276,832 526,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 7,934: -16,065 33,693 6,732 45,129 -50,733 35,796 -10,308: -27,862 18,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.4 3.2 73.2 52.4 91.1 83.0: 8.9 17.0
Old : 100.0: 14.7 27.4 3.2 73.2 52.4 91.1 83.0: 8.9 17.0
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 : 371: 54 111 61 137 160 231 292:
Old : 371: 54 111 61 137 160 231 292:
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 : 41.3 16.3 50.9 25.6 38.4 14.4 46.9 21.4
Old : 41.3 16.3 50.9 25.6 38.4 14.4 46.9 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, January 10, 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 : 288,737: 38,590 27,232 4,328 178,207 162,342 221,125 193,902: 67,612 94,835
Old : 288,737: 38,590 27,232 4,328 178,207 162,342 221,125 193,902: 67,612 94,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,674: -7,583 -319 -181 3,199 2,072 -4,565 1,572: 891 -5,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.4 1.5 61.7 56.2 76.6 67.2: 23.4 32.8
Old : 100.0: 13.4 9.4 1.5 61.7 56.2 76.6 67.2: 23.4 32.8
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 : 53: 6 4 2 34 33 40 39:
Old : 53: 6 4 2 34 33 40 39:
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 : 41.4 28.3 52.7 38.2 41.0 27.8 52.3 36.3
Old : 41.4 28.3 52.7 38.2 41.0 27.8 52.3 36.3
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 - Futures Only, January 10, 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 : 2,992,408: 248,625 686,121 60,369 2,463,185 1,876,764 2,772,179 2,623,254: 220,229 369,154
Old : 2,992,408: 248,625 686,121 60,369 2,463,185 1,876,764 2,772,179 2,623,254: 220,229 369,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 23,263: -3,124 23,510 -7,756 40,603 18,591 29,723 34,345: -6,460 -11,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 22.9 2.0 82.3 62.7 92.6 87.7: 7.4 12.3
Old : 100.0: 8.3 22.9 2.0 82.3 62.7 92.6 87.7: 7.4 12.3
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 : 304: 36 80 30 102 156 154 250:
Old : 304: 36 80 30 102 156 154 250:
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 : 45.0 22.8 57.6 32.6 42.7 22.8 53.9 32.2
Old : 45.0 22.8 57.6 32.6 42.7 22.8 53.9 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 10, 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 : 1,001,097: 84,074 219,172 125,790 764,243 603,967 974,107 948,929: 26,990 52,168
Old : 1,001,097: 84,074 219,172 125,790 764,243 603,967 974,107 948,929: 26,990 52,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 118,790: 20,241 45,906 29,792 67,879 37,890 117,912 113,588: 878 5,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.9 12.6 76.3 60.3 97.3 94.8: 2.7 5.2
Old : 100.0: 8.4 21.9 12.6 76.3 60.3 97.3 94.8: 2.7 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 : 117: 14 40 31 49 59 86 107:
Old : 117: 14 40 31 49 59 86 107:
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 : 33.1 26.5 50.9 38.6 21.3 14.6 33.6 21.9
Old : 33.1 26.5 50.9 38.6 21.3 14.6 33.6 21.9
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 10, 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 : 65,240: 36,829 6,174 1,265 17,454 48,730 55,548 56,169: 9,693 9,072
Old : 65,240: 36,829 6,174 1,265 17,454 48,730 55,548 56,169: 9,693 9,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,101: -4,994 -587 776 362 -4,510 -3,856 -4,321: -245 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 9.5 1.9 26.8 74.7 85.1 86.1: 14.9 13.9
Old : 100.0: 56.5 9.5 1.9 26.8 74.7 85.1 86.1: 14.9 13.9
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 : 119: 42 19 8 32 33 76 58:
Old : 119: 42 19 8 32 33 76 58:
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 : 29.1 37.4 43.9 55.2 28.8 37.4 43.7 53.7
Old : 29.1 37.4 43.9 55.2 28.8 37.4 43.7 53.7
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 10, 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 : 130,480: 73,657 12,347 2,530 34,908 97,460 111,095 112,337: 19,385 18,143
Old : 130,480: 73,657 12,347 2,530 34,908 97,460 111,095 112,337: 19,385 18,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,201: -9,987 -1,173 1,552 723 -9,020 -7,712 -8,641: -489 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 9.5 1.9 26.8 74.7 85.1 86.1: 14.9 13.9
Old : 100.0: 56.5 9.5 1.9 26.8 74.7 85.1 86.1: 14.9 13.9
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 : 119: 42 19 8 32 33 76 58:
Old : 119: 42 19 8 32 33 76 58:
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 : 29.1 37.4 43.9 55.2 28.8 37.4 43.7 53.7
Old : 29.1 37.4 43.9 55.2 28.8 37.4 43.7 53.7
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 10, 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 : 31,320: 23,119 30,946 369 7,744 0 31,232 31,315: 88 5
Old : 31,320: 23,119 30,946 369 7,744 0 31,232 31,315: 88 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 7,664: 8,030 7,663 0 -362 0 7,668 7,663: -4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 98.8 1.2 24.7 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 73.8 98.8 1.2 24.7 0.0 99.7 100.0: 0.3 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 : 39: 25 11 1 3 0 29 11:
Old : 39: 25 11 1 3 0 29 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 : 53.7 87.2 83.0 99.4 53.7 87.2 83.0 98.2
Old : 53.7 87.2 83.0 99.4 53.7 87.2 83.0 98.2
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 10, 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 : 32,003: 22,313 7,029 169 9,491 24,592 31,973 31,790: 30 213
Old : 32,003: 22,313 7,029 169 9,491 24,592 31,973 31,790: 30 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 900: 989 396 -120 11 656 880 932: 20 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 22.0 0.5 29.7 76.8 99.9 99.3: 0.1 0.7
Old : 100.0: 69.7 22.0 0.5 29.7 76.8 99.9 99.3: 0.1 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 : 50: 8 15 1 5 23 13 39:
Old : 50: 8 15 1 5 23 13 39:
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 : 90.5 40.6 97.4 61.0 90.5 40.6 97.1 61.0
Old : 90.5 40.6 97.4 61.0 90.5 40.6 97.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, January 10, 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 : 38,366: 31,514 3,102 175 6,644 34,980 38,333 38,257: 33 109
Old : 38,366: 31,514 3,102 175 6,644 34,980 38,333 38,257: 33 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 3,796: 3,770 225 0 0 3,592 3,770 3,817: 26 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 8.1 0.5 17.3 91.2 99.9 99.7: 0.1 0.3
Old : 100.0: 82.1 8.1 0.5 17.3 91.2 99.9 99.7: 0.1 0.3
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: 7 10 1 3 16 10 27:
Old : 35: 7 10 1 3 16 10 27:
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 : 93.7 59.8 99.4 83.9 93.7 59.8 97.8 83.9
Old : 93.7 59.8 99.4 83.9 93.7 59.8 97.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017