WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 585,192: 149,442 199,187 178,893 205,192 160,366 533,527 538,446: 51,665 46,746
Old : 433,254: 135,626 183,952 112,644 148,324 105,104 396,594 401,700: 36,659 31,554
Other: 151,938: 46,699 48,118 33,366 56,867 55,262 136,933 136,746: 15,006 15,192
: : :
: : Changes in Commitments from: January 3, 2017 :
: 21,672: 10,308 -20,523 14,440 1,389 24,845 26,137 18,762: -4,465 2,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 34.0 30.6 35.1 27.4 91.2 92.0: 8.8 8.0
Old : 100.0: 31.3 42.5 26.0 34.2 24.3 91.5 92.7: 8.5 7.3
Other: 100.0: 30.7 31.7 22.0 37.4 36.4 90.1 90.0: 9.9 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 168 168 177 112 106 392 359:
Old : 467: 187 145 138 105 94 355 315:
Other: 265: 68 88 77 65 84 179 209:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 8.5 19.0 15.7 7.6 7.2 12.8 13.1
Old : 10.6 10.7 18.2 19.7 6.9 9.6 13.2 17.1
Other: 20.4 15.2 32.6 25.2 19.0 14.9 30.1 23.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 245,306: 83,889 59,648 45,328 92,846 116,460 222,063 221,436: 23,243 23,870
Old : 155,129: 75,259 62,063 16,354 48,025 61,505 139,638 139,922: 15,491 15,207
Other: 90,177: 31,561 20,516 6,043 44,821 54,955 82,425 81,514: 7,752 8,663
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,833: -3,640 -20,105 448 -1,173 12,843 -4,366 -6,814: -467 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.3 18.5 37.8 47.5 90.5 90.3: 9.5 9.7
Old : 100.0: 48.5 40.0 10.5 31.0 39.6 90.0 90.2: 10.0 9.8
Other: 100.0: 35.0 22.8 6.7 49.7 60.9 91.4 90.4: 8.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 79 61 65 84 83 194 186:
Old : 238: 75 62 41 71 72 161 161:
Other: 160: 46 28 27 60 61 116 106:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.6 25.9 26.4 13.2 17.1 22.0 24.3
Old : 19.4 18.1 28.8 28.3 18.8 17.0 27.5 25.1
Other: 24.3 35.4 37.1 49.4 24.3 34.0 37.1 46.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,547,164: 355,528 305,064 358,952 649,413 660,049 1,363,892 1,324,065: 183,272 223,099
Old : 1,347,772: 336,800 304,587 289,221 565,511 573,056 1,191,532 1,166,863: 156,239 180,908
Other: 199,393: 52,764 34,513 35,696 83,901 86,993 172,360 157,201: 27,032 42,191
: : :
: : Changes in Commitments from: January 3, 2017 :
: 21,656: 12,744 -14,960 16,133 -1,846 7,229 27,031 8,402: -5,374 13,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.7 23.2 42.0 42.7 88.2 85.6: 11.8 14.4
Old : 100.0: 25.0 22.6 21.5 42.0 42.5 88.4 86.6: 11.6 13.4
Other: 100.0: 26.5 17.3 17.9 42.1 43.6 86.4 78.8: 13.6 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 179 146 206 304 329 590 601:
Old : 726: 175 161 191 300 312 578 569:
Other: 429: 78 65 54 97 250 196 353:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.5 17.1 16.6 9.1 8.9 14.8 13.8
Old : 11.3 11.5 18.4 18.0 10.4 10.0 17.0 14.9
Other: 21.5 13.9 30.9 21.4 17.7 10.7 26.6 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,410: 1,564 1,864 1,049 3,650 4,444 6,263 7,357: 2,147 1,053
Old : 7,914: 1,555 1,886 914 3,376 4,187 5,844 6,987: 2,070 928
Other: 495: 58 27 86 275 257 419 370: 77 125
: : :
: : Changes in Commitments from: January 3, 2017 :
: 230: 28 33 84 214 170 327 287: -97 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.2 12.5 43.4 52.8 74.5 87.5: 25.5 12.5
Old : 100.0: 19.6 23.8 11.5 42.7 52.9 73.8 88.3: 26.2 11.7
Other: 100.0: 11.7 5.4 17.4 55.4 51.9 84.5 74.8: 15.5 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 12 10 14 11 33 24:
Old : 40: 10 12 8 14 11 31 24:
Other: 17: 4 4 5 5 7 12 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 46.9 43.2 66.7 19.6 45.4 27.9 55.0
Old : 28.7 47.6 43.4 67.4 20.3 46.0 28.6 56.0
Other: 65.4 60.2 79.5 69.5 60.0 49.5 62.6 52.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 753,124: 197,596 70,830 159,173 345,955 404,764 702,725 634,766: 50,399 118,358
Old : 633,275: 183,511 72,780 117,417 290,953 358,616 591,881 548,813: 41,394 84,462
Other: 119,849: 35,907 19,871 19,935 55,002 46,147 110,844 85,954: 9,006 33,896
: : :
: : Changes in Commitments from: January 3, 2017 :
: -522: -1,214 4,674 -1,228 1,849 -4,299 -593 -853: 72 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.4 21.1 45.9 53.7 93.3 84.3: 6.7 15.7
Old : 100.0: 29.0 11.5 18.5 45.9 56.6 93.5 86.7: 6.5 13.3
Other: 100.0: 30.0 16.6 16.6 45.9 38.5 92.5 71.7: 7.5 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 186 149 208 183 235 482 497:
Old : 604: 172 160 190 171 226 456 473:
Other: 347: 79 68 60 84 162 189 268:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 12.3 18.8 19.6 8.7 9.5 15.4 14.7
Old : 11.9 14.3 20.8 22.2 10.6 12.0 18.8 18.6
Other: 21.1 16.9 32.1 26.7 20.2 16.6 30.0 23.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 408,014: 131,698 29,116 88,844 150,233 266,595 370,776 384,555: 37,239 23,459
Old : 380,976: 129,346 32,353 80,649 137,447 246,722 347,443 359,724: 33,533 21,252
Other: 27,038: 7,913 2,323 2,634 12,786 19,873 23,332 24,831: 3,706 2,207
: : :
: : Changes in Commitments from: January 3, 2017 :
: 7,531: 2,211 -6,010 1,112 1,597 13,593 4,920 8,695: 2,612 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 7.1 21.8 36.8 65.3 90.9 94.3: 9.1 5.7
Old : 100.0: 34.0 8.5 21.2 36.1 64.8 91.2 94.4: 8.8 5.6
Other: 100.0: 29.3 8.6 9.7 47.3 73.5 86.3 91.8: 13.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 109 56 90 88 89 239 205:
Old : 296: 110 63 86 87 89 236 203:
Other: 91: 27 13 19 35 28 68 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 32.4 19.3 40.4 10.8 30.2 17.8 37.6
Old : 12.3 32.0 19.9 40.3 10.8 30.0 18.2 37.6
Other: 24.2 46.1 40.6 59.2 24.2 43.3 40.6 56.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 755,198: 80,722 121,253 81,154 457,657 367,737 619,534 570,144: 135,664 185,053
Old : 755,198: 80,722 121,253 81,154 457,657 367,737 619,534 570,144: 135,664 185,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 53,079: 1,431 13,097 21,066 29,852 8,427 52,348 42,590: 730 10,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.1 10.7 60.6 48.7 82.0 75.5: 18.0 24.5
Old : 100.0: 10.7 16.1 10.7 60.6 48.7 82.0 75.5: 18.0 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 28 41 42 74 77 126 136:
Old : 164: 28 41 42 74 77 126 136:
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 : 22.3 18.4 32.6 26.6 17.3 12.3 25.5 17.5
Old : 22.3 18.4 32.6 26.6 17.3 12.3 25.5 17.5
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, 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 : 691,423: 62,634 136,926 1,395 514,034 445,296 578,063 583,616: 113,361 107,807
Old : 691,423: 62,634 136,926 1,395 514,034 445,296 578,063 583,616: 113,361 107,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 3,325: -2,792 -5,527 191 3,868 5,711 1,267 375: 2,057 2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.8 0.2 74.3 64.4 83.6 84.4: 16.4 15.6
Old : 100.0: 9.1 19.8 0.2 74.3 64.4 83.6 84.4: 16.4 15.6
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 : 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 33.7 45.7
Old : 25.0 32.6 39.7 46.3 22.9 32.6 33.7 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 369,716: 87,861 49,149 61,970 176,266 229,066 326,096 340,186: 43,619 29,530
Old : 330,372: 87,340 47,372 54,452 150,240 202,296 292,033 304,120: 38,339 26,252
Other: 39,344: 3,601 4,858 4,437 26,025 26,771 34,063 36,066: 5,280 3,278
: : :
: : Changes in Commitments from: January 3, 2017 :
: 11,175: 2,621 -4,706 928 7,184 13,980 10,733 10,202: 442 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 13.3 16.8 47.7 62.0 88.2 92.0: 11.8 8.0
Old : 100.0: 26.4 14.3 16.5 45.5 61.2 88.4 92.1: 11.6 7.9
Other: 100.0: 9.2 12.3 11.3 66.1 68.0 86.6 91.7: 13.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 90 47 85 93 87 222 189:
Old : 262: 89 51 83 91 86 219 186:
Other: 111: 26 15 26 53 30 91 62:
:----------------------------------------------------------------------------------------------------
: 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 33.6 21.7 40.7 12.5 30.0 18.8 35.5
Old : 15.0 35.2 22.6 42.5 14.1 33.3 21.2 39.7
Other: 34.0 36.5 46.1 53.8 32.4 36.2 44.5 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,985: 1,988 5,968 343 7,300 3,788 9,631 10,099: 2,354 1,886
Old : 11,966: 1,995 5,966 332 7,292 3,784 9,619 10,081: 2,348 1,885
Other: 18: 4 13 1 8 4 12 17: 6 1
: : :
: : Changes in Commitments from: January 3, 2017 :
: 17: -145 -400 13 209 244 76 -143: -59 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 49.8 2.9 60.9 31.6 80.4 84.3: 19.6 15.7
Old : 100.0: 16.7 49.9 2.8 60.9 31.6 80.4 84.2: 19.6 15.8
Other: 100.0: 19.3 72.0 3.2 43.7 19.3 66.2 94.5: 33.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 25 6 23 10 43 39:
Old : 70: 19 24 6 23 10 43 39:
Other: 5: 1 2 1 1 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 38.8 58.9 54.0 45.2 38.5 58.9 53.5
Old : 45.4 38.8 59.0 54.1 45.3 38.6 59.0 53.7
Other: 66.2 94.5 66.2 94.5 63.0 91.3 63.0 91.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,194,131: 238,273 252,445 75,611 782,152 701,901 1,096,036 1,029,956: 98,094 164,174
Old : 1,194,131: 238,273 252,445 75,611 782,152 701,901 1,096,036 1,029,956: 98,094 164,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 46,724: 46,215 10,604 -980 13,055 26,219 58,290 35,843: -11,566 10,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.1 6.3 65.5 58.8 91.8 86.3: 8.2 13.7
Old : 100.0: 20.0 21.1 6.3 65.5 58.8 91.8 86.3: 8.2 13.7
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 : 254: 52 53 37 98 109 170 179:
Old : 254: 52 53 37 98 109 170 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 25.5 32.3 36.4 14.3 21.5 26.0 30.0
Old : 20.3 25.5 32.3 36.4 14.3 21.5 26.0 30.0
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, 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 : 3,706,732: 438,055 824,294 421,522 2,548,697 1,905,874 3,408,273 3,151,689: 298,459 555,043
Old : 3,706,732: 438,055 824,294 421,522 2,548,697 1,905,874 3,408,273 3,151,689: 298,459 555,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 97,336: -24,612 8,059 72,885 80,561 -2,365 128,835 78,579: -31,499 18,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 22.2 11.4 68.8 51.4 91.9 85.0: 8.1 15.0
Old : 100.0: 11.8 22.2 11.4 68.8 51.4 91.9 85.0: 8.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 63 110 111 172 181 304 333:
Old : 385: 63 110 111 172 181 304 333:
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 : 35.6 14.9 44.0 22.8 32.9 12.2 39.8 18.5
Old : 35.6 14.9 44.0 22.8 32.9 12.2 39.8 18.5
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, 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 : 288,958: 38,689 27,232 4,341 178,207 162,342 221,237 193,915: 67,721 95,044
Old : 288,958: 38,689 27,232 4,341 178,207 162,342 221,237 193,915: 67,721 95,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,787: -7,668 -319 -168 3,199 2,072 -4,637 1,585: 850 -5,371
: : :
: : 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 67.1: 23.4 32.9
Old : 100.0: 13.4 9.4 1.5 61.7 56.2 76.6 67.1: 23.4 32.9
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 : 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 : 41.3 28.3 52.7 38.1 40.9 27.8 52.2 36.3
Old : 41.3 28.3 52.7 38.1 40.9 27.8 52.2 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 with Delta-adjusted Options and Futures Combined, 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 : 3,181,696: 239,776 653,609 178,387 2,537,880 1,970,272 2,956,043 2,802,268: 225,653 379,428
Old : 3,181,696: 239,776 653,609 178,387 2,537,880 1,970,272 2,956,043 2,802,268: 225,653 379,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 45,650: -5,312 19,865 7,111 50,268 26,570 52,067 53,545: -6,417 -7,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.5 5.6 79.8 61.9 92.9 88.1: 7.1 11.9
Old : 100.0: 7.5 20.5 5.6 79.8 61.9 92.9 88.1: 7.1 11.9
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 : 308: 39 78 59 128 165 204 265:
Old : 308: 39 78 59 128 165 204 265:
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 : 42.5 21.5 54.3 30.7 39.6 21.5 50.0 30.4
Old : 42.5 21.5 54.3 30.7 39.6 21.5 50.0 30.4
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, 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 : 1,001,474: 84,074 219,190 126,080 764,315 604,036 974,469 949,306: 27,005 52,168
Old : 1,001,474: 84,074 219,190 126,080 764,315 604,036 974,469 949,306: 27,005 52,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 119,014: 20,241 45,876 30,018 67,877 37,917 118,136 113,812: 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 : 119: 14 40 32 51 59 89 107:
Old : 119: 14 40 32 51 59 89 107:
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 with Delta-adjusted Options and Futures Combined, 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 : 66,625: 36,835 5,690 2,036 17,953 49,618 56,823 57,343: 9,802 9,282
Old : 66,625: 36,835 5,690 2,036 17,953 49,618 56,823 57,343: 9,802 9,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,204: -4,995 -519 701 311 -4,637 -3,984 -4,455: -220 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 8.5 3.1 26.9 74.5 85.3 86.1: 14.7 13.9
Old : 100.0: 55.3 8.5 3.1 26.9 74.5 85.3 86.1: 14.7 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 : 122: 45 19 10 33 35 82 60:
Old : 122: 45 19 10 33 35 82 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.6 43.0 54.0 28.2 36.6 42.7 52.6
Old : 28.5 36.6 43.0 54.0 28.2 36.6 42.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 133,251: 73,669 11,379 4,072 35,905 99,236 113,646 114,687: 19,605 18,564
Old : 133,251: 73,669 11,379 4,072 35,905 99,236 113,646 114,687: 19,605 18,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,408: -9,991 -1,038 1,401 622 -9,274 -7,968 -8,911: -440 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 8.5 3.1 26.9 74.5 85.3 86.1: 14.7 13.9
Old : 100.0: 55.3 8.5 3.1 26.9 74.5 85.3 86.1: 14.7 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 : 122: 45 19 10 33 35 82 60:
Old : 122: 45 19 10 33 35 82 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.6 43.0 54.0 28.2 36.6 42.7 52.6
Old : 28.5 36.6 43.0 54.0 28.2 36.6 42.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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