WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 613,233: 153,161 203,693 184,651 224,625 179,940 562,437 568,283: 50,796 44,950
Old : 448,896: 136,164 189,200 116,814 160,376 113,943 413,354 419,958: 35,541 28,938
Other: 164,337: 50,363 47,858 34,471 64,249 65,996 149,082 148,326: 15,255 16,012
: : :
: : Changes in Commitments from: January 10, 2017 :
: 28,041: 3,719 4,506 5,757 19,433 19,574 28,909 29,837: -868 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 33.2 30.1 36.6 29.3 91.7 92.7: 8.3 7.3
Old : 100.0: 30.3 42.1 26.0 35.7 25.4 92.1 93.6: 7.9 6.4
Other: 100.0: 30.6 29.1 21.0 39.1 40.2 90.7 90.3: 9.3 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 153 176 164 117 115 383 359:
Old : 463: 169 152 126 109 105 347 317:
Other: 267: 71 85 69 69 86 179 205:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 8.4 19.6 15.5 8.3 6.8 14.0 12.2
Old : 11.3 10.5 19.5 19.6 8.4 9.1 14.8 16.1
Other: 21.1 13.7 33.7 21.9 19.5 13.3 30.9 20.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 245,453: 84,953 52,772 45,537 91,960 123,858 222,450 222,168: 23,003 23,286
Old : 153,326: 75,763 55,977 15,731 46,893 67,365 138,387 139,073: 14,939 14,253
Other: 92,127: 33,221 20,827 5,774 45,067 56,493 84,063 83,094: 8,064 9,033
: : :
: : Changes in Commitments from: January 10, 2017 :
: 147: 1,064 -6,876 209 -886 7,398 387 731: -240 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 21.5 18.6 37.5 50.5 90.6 90.5: 9.4 9.5
Old : 100.0: 49.4 36.5 10.3 30.6 43.9 90.3 90.7: 9.7 9.3
Other: 100.0: 36.1 22.6 6.3 48.9 61.3 91.2 90.2: 8.8 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 75 59 71 81 82 197 184:
Old : 238: 73 57 48 70 73 165 161:
Other: 166: 44 34 25 57 65 117 108:
:----------------------------------------------------------------------------------------------------
: 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 17.7 26.1 26.1 13.1 17.2 22.1 24.1
Old : 19.4 18.4 29.3 28.8 19.1 17.1 27.6 26.4
Other: 22.5 34.6 34.3 49.2 22.5 34.4 34.2 47.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,649,271: 375,172 295,907 398,586 686,320 733,037 1,460,078 1,427,531: 189,193 221,740
Old : 1,427,133: 359,237 303,263 310,073 596,540 636,504 1,265,851 1,249,840: 161,282 177,293
Other: 222,138: 65,446 42,156 39,002 89,780 96,533 194,227 177,691: 27,910 44,447
: : :
: : Changes in Commitments from: January 10, 2017 :
: 102,107: 19,643 -9,156 39,635 36,907 72,988 96,185 103,466: 5,921 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.9 24.2 41.6 44.4 88.5 86.6: 11.5 13.4
Old : 100.0: 25.2 21.2 21.7 41.8 44.6 88.7 87.6: 11.3 12.4
Other: 100.0: 29.5 19.0 17.6 40.4 43.5 87.4 80.0: 12.6 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 193 156 230 311 336 630 629:
Old : 761: 187 181 212 306 319 615 599:
Other: 464: 88 80 60 105 258 223 371:
:----------------------------------------------------------------------------------------------------
: 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 11.7 16.9 17.6 8.9 10.0 14.7 14.5
Old : 11.3 12.7 18.4 18.9 10.3 11.2 17.0 15.6
Other: 20.1 14.0 29.3 22.6 16.7 11.2 24.9 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 9,336: 1,566 1,890 1,313 3,728 4,981 6,607 8,184: 2,729 1,152
Old : 8,729: 1,507 1,909 1,145 3,429 4,692 6,081 7,746: 2,648 983
Other: 608: 111 33 116 299 289 527 438: 81 169
: : :
: : Changes in Commitments from: January 10, 2017 :
: 926: 2 26 264 78 538 344 827: 582 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.2 14.1 39.9 53.4 70.8 87.7: 29.2 12.3
Old : 100.0: 17.3 21.9 13.1 39.3 53.8 69.7 88.7: 30.3 11.3
Other: 100.0: 18.3 5.5 19.1 49.3 47.6 86.7 72.2: 13.3 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 9 10 14 10 32 23:
Old : 38: 13 7 8 14 10 30 22:
Other: 18: 5 4 6 5 7 14 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 : 26.6 45.5 40.3 65.0 18.8 42.4 27.1 52.6
Old : 27.2 46.5 40.3 66.1 19.0 42.9 27.7 53.8
Other: 55.9 50.8 78.9 66.5 54.6 46.0 64.3 49.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 832,348: 236,210 68,772 187,989 355,556 448,243 779,755 705,003: 52,593 127,345
Old : 690,817: 215,286 71,024 140,681 292,555 392,255 648,522 603,960: 42,294 86,856
Other: 141,531: 44,039 20,864 24,192 63,001 55,987 131,233 101,043: 10,299 40,488
: : :
: : Changes in Commitments from: January 10, 2017 :
: 79,224: 38,614 -2,057 28,815 9,601 43,479 77,030 70,237: 2,193 8,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.3 22.6 42.7 53.9 93.7 84.7: 6.3 15.3
Old : 100.0: 31.2 10.3 20.4 42.3 56.8 93.9 87.4: 6.1 12.6
Other: 100.0: 31.1 14.7 17.1 44.5 39.6 92.7 71.4: 7.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 668: 210 153 220 188 263 508 543:
Old : 650: 194 163 199 166 256 467 519:
Other: 400: 97 76 75 96 184 224 308:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 12.0 17.2 19.4 7.9 9.7 14.0 14.7
Old : 11.0 14.1 19.5 22.1 9.5 12.3 17.1 18.7
Other: 17.9 15.6 28.8 24.4 16.5 14.2 24.4 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 426,740: 141,390 29,175 90,160 157,271 285,903 388,822 405,238: 37,918 21,502
Old : 396,058: 138,719 33,905 80,075 143,367 263,015 362,161 376,995: 33,898 19,063
Other: 30,681: 9,472 2,070 3,285 13,904 22,888 26,661 28,243: 4,020 2,439
: : :
: : Changes in Commitments from: January 10, 2017 :
: 18,725: 9,692 59 1,316 7,038 19,308 18,046 20,683: 679 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 6.8 21.1 36.9 67.0 91.1 95.0: 8.9 5.0
Old : 100.0: 35.0 8.6 20.2 36.2 66.4 91.4 95.2: 8.6 4.8
Other: 100.0: 30.9 6.7 10.7 45.3 74.6 86.9 92.1: 13.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 113 60 93 86 92 246 212:
Old : 306: 113 67 90 85 92 243 211:
Other: 94: 28 14 20 34 28 71 53:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 33.6 18.9 41.4 10.4 31.3 17.0 38.3
Old : 12.2 33.5 19.4 41.8 10.3 31.3 17.4 38.6
Other: 24.0 39.8 39.9 55.8 24.0 38.5 39.9 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 766,382: 85,719 107,345 88,858 451,266 381,030 625,844 577,234: 140,538 189,148
Old : 766,382: 85,719 107,345 88,858 451,266 381,030 625,844 577,234: 140,538 189,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 11,184: 4,997 -13,908 7,704 -6,391 13,293 6,310 7,089: 4,874 4,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.0 11.6 58.9 49.7 81.7 75.3: 18.3 24.7
Old : 100.0: 11.2 14.0 11.6 58.9 49.7 81.7 75.3: 18.3 24.7
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 : 156: 32 34 40 70 73 120 129:
Old : 156: 32 34 40 70 73 120 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 18.4 31.5 27.3 16.3 12.1 24.1 17.8
Old : 21.4 18.4 31.5 27.3 16.3 12.1 24.1 17.8
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 17, 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 : 692,407: 60,898 134,600 1,717 512,294 445,916 574,909 582,234: 117,498 110,173
Old : 692,407: 60,898 134,600 1,717 512,294 445,916 574,909 582,234: 117,498 110,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 984: -1,736 -2,325 323 -1,740 620 -3,153 -1,383: 4,137 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.4 0.2 74.0 64.4 83.0 84.1: 17.0 15.9
Old : 100.0: 8.8 19.4 0.2 74.0 64.4 83.0 84.1: 17.0 15.9
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 : 97: 14 15 9 50 51 69 70:
Old : 97: 14 15 9 50 51 69 70:
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 : 25.2 33.2 39.8 46.9 23.0 33.1 34.6 46.2
Old : 25.2 33.2 39.8 46.9 23.0 33.1 34.6 46.2
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 17, 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 : 5,839: 2,765 488 1,172 1,397 3,915 5,334 5,575: 505 264
Old : 5,839: 2,765 488 1,172 1,397 3,915 5,334 5,575: 505 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -14: -20 -84 -157 202 267 25 26: -39 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 8.4 20.1 23.9 67.0 91.4 95.5: 8.6 4.5
Old : 100.0: 47.4 8.4 20.1 23.9 67.0 91.4 95.5: 8.6 4.5
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 : 36: 14 3 8 8 16 28 24:
Old : 36: 14 3 8 8 16 28 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 : 47.0 60.3 67.7 77.8 33.2 46.5 46.4 51.7
Old : 47.0 60.3 67.7 77.8 33.2 46.5 46.4 51.7
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 17, 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 : 393,045: 104,201 32,032 68,286 170,208 266,275 342,695 366,592: 50,350 26,453
Old : 348,892: 104,222 30,282 59,105 141,026 236,656 304,353 326,042: 44,539 22,850
Other: 44,153: 3,487 5,257 5,673 29,182 29,619 38,341 40,549: 5,811 3,603
: : :
: : Changes in Commitments from: January 10, 2017 :
: 23,329: 16,340 -17,118 6,316 -6,057 37,208 16,599 26,406: 6,731 -3,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.1 17.4 43.3 67.7 87.2 93.3: 12.8 6.7
Old : 100.0: 29.9 8.7 16.9 40.4 67.8 87.2 93.5: 12.8 6.5
Other: 100.0: 7.9 11.9 12.8 66.1 67.1 86.8 91.8: 13.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 95 50 85 96 96 235 192:
Old : 269: 97 50 81 95 94 231 187:
Other: 119: 24 21 28 57 34 97 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 34.2 19.4 42.6 11.4 31.2 17.4 37.7
Old : 13.3 35.7 20.6 44.2 12.4 34.3 19.2 41.4
Other: 29.1 35.5 44.4 50.2 26.6 35.0 42.0 49.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 11,907: 1,968 5,644 498 7,038 3,895 9,504 10,037: 2,403 1,870
Old : 11,867: 1,972 5,644 469 7,030 3,886 9,472 9,999: 2,396 1,869
Other: 40: 24 28 1 8 10 32 39: 7 1
: : :
: : Changes in Commitments from: January 10, 2017 :
: -78: -20 -324 155 -261 108 -127 -62: 49 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 47.4 4.2 59.1 32.7 79.8 84.3: 20.2 15.7
Old : 100.0: 16.6 47.6 4.0 59.2 32.7 79.8 84.3: 20.2 15.7
Other: 100.0: 59.7 71.1 1.6 20.2 24.8 81.6 97.5: 18.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 23 8 22 11 43 38:
Old : 66: 17 23 8 22 11 43 38:
Other: 6: 1 3 1 1 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 44.8 36.1 58.1 54.1 44.6 36.0 57.7 53.5
Old : 44.9 36.2 58.3 54.2 44.9 36.2 58.0 53.8
Other: 81.6 97.5 81.6 97.5 79.9 95.8 79.9 95.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,183,021: 240,846 234,487 68,143 769,132 719,337 1,078,121 1,021,967: 104,900 161,054
Old : 1,183,021: 240,846 234,487 68,143 769,132 719,337 1,078,121 1,021,967: 104,900 161,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -11,110: 2,574 -17,957 -7,469 -13,021 17,436 -17,915 -7,990: 6,806 -3,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.8 5.8 65.0 60.8 91.1 86.4: 8.9 13.6
Old : 100.0: 20.4 19.8 5.8 65.0 60.8 91.1 86.4: 8.9 13.6
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 : 251: 50 49 33 99 112 167 176:
Old : 251: 50 49 33 99 112 167 176:
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 : 20.7 23.6 33.5 35.2 14.7 19.8 27.2 28.1
Old : 20.7 23.6 33.5 35.2 14.7 19.8 27.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 3,755,891: 452,868 799,052 450,632 2,528,343 1,958,077 3,431,843 3,207,761: 324,048 548,130
Old : 3,755,891: 452,868 799,052 450,632 2,528,343 1,958,077 3,431,843 3,207,761: 324,048 548,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 49,159: 14,814 -25,242 29,111 -20,354 52,203 23,570 56,072: 25,589 -6,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 21.3 12.0 67.3 52.1 91.4 85.4: 8.6 14.6
Old : 100.0: 12.1 21.3 12.0 67.3 52.1 91.4 85.4: 8.6 14.6
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 : 383: 68 105 113 175 180 312 329:
Old : 383: 68 105 113 175 180 312 329:
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 : 34.5 15.4 42.2 23.8 31.7 12.7 38.0 19.2
Old : 34.5 15.4 42.2 23.8 31.7 12.7 38.0 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 298,395: 36,884 36,173 2,663 193,055 154,593 232,601 193,429: 65,793 104,966
Old : 298,395: 36,884 36,173 2,663 193,055 154,593 232,601 193,429: 65,793 104,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 9,436: -1,806 8,941 -1,678 14,848 -7,749 11,365 -486: -1,928 9,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.1 0.9 64.7 51.8 78.0 64.8: 22.0 35.2
Old : 100.0: 12.4 12.1 0.9 64.7 51.8 78.0 64.8: 22.0 35.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 5 2 38 31 44 37:
Old : 54: 5 5 2 38 31 44 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 : 40.6 27.6 51.0 38.9 40.4 27.2 50.7 36.4
Old : 40.6 27.6 51.0 38.9 40.4 27.2 50.7 36.4
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 3,205,425: 263,770 614,341 214,623 2,477,901 2,002,461 2,956,294 2,831,425: 249,131 374,000
Old : 3,205,425: 263,770 614,341 214,623 2,477,901 2,002,461 2,956,294 2,831,425: 249,131 374,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 23,728: 23,994 -39,268 36,236 -59,979 32,189 251 29,157: 23,478 -5,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.2 6.7 77.3 62.5 92.2 88.3: 7.8 11.7
Old : 100.0: 8.2 19.2 6.7 77.3 62.5 92.2 88.3: 7.8 11.7
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 : 303: 40 80 60 129 154 211 252:
Old : 303: 40 80 60 129 154 211 252:
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 : 39.9 20.9 51.9 29.9 37.2 20.9 47.7 29.3
Old : 39.9 20.9 51.9 29.9 37.2 20.9 47.7 29.3
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 17, 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 : 969,823: 95,295 221,274 129,688 717,364 571,203 942,348 922,166: 27,475 47,657
Old : 969,823: 95,295 221,274 129,688 717,364 571,203 942,348 922,166: 27,475 47,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -31,651: 11,221 2,084 3,608 -46,951 -32,832 -32,121 -27,140: 470 -4,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.8 13.4 74.0 58.9 97.2 95.1: 2.8 4.9
Old : 100.0: 9.8 22.8 13.4 74.0 58.9 97.2 95.1: 2.8 4.9
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 : 125: 18 37 33 55 62 94 112:
Old : 125: 18 37 33 55 62 94 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 23.7 49.1 36.5 20.9 14.4 33.2 21.8
Old : 32.0 23.7 49.1 36.5 20.9 14.4 33.2 21.8
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 17, 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 : 66,556: 37,372 4,844 2,037 17,316 49,876 56,725 56,756: 9,831 9,799
Old : 66,556: 37,372 4,844 2,037 17,316 49,876 56,725 56,756: 9,831 9,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -70: 538 -846 1 -637 258 -98 -587: 28 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 7.3 3.1 26.0 74.9 85.2 85.3: 14.8 14.7
Old : 100.0: 56.2 7.3 3.1 26.0 74.9 85.2 85.3: 14.8 14.7
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 : 115: 43 16 7 33 36 80 55:
Old : 115: 43 16 7 33 36 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 : 27.4 36.9 41.1 54.2 26.9 36.7 40.4 52.4
Old : 27.4 36.9 41.1 54.2 26.9 36.7 40.4 52.4
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 17, 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 : 133,111: 74,745 9,688 4,074 34,631 99,752 113,450 113,513: 19,661 19,598
Old : 133,111: 74,745 9,688 4,074 34,631 99,752 113,450 113,513: 19,661 19,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -140: 1,076 -1,692 2 -1,274 516 -196 -1,174: 57 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 7.3 3.1 26.0 74.9 85.2 85.3: 14.8 14.7
Old : 100.0: 56.2 7.3 3.1 26.0 74.9 85.2 85.3: 14.8 14.7
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 : 115: 43 16 7 33 36 80 55:
Old : 115: 43 16 7 33 36 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 : 27.4 36.9 41.1 54.2 26.9 36.7 40.4 52.4
Old : 27.4 36.9 41.1 54.2 26.9 36.7 40.4 52.4
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 17, 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 : 33,543: 25,002 33,170 369 8,043 0 33,414 33,539: 129 4
Old : 33,543: 25,002 33,170 369 8,043 0 33,414 33,539: 129 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,223: 1,883 2,224 0 299 0 2,182 2,224: 41 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 98.9 1.1 24.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 74.5 98.9 1.1 24.0 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 : 37: 26 8 1 3 0 30 8:
Old : 37: 26 8 1 3 0 30 8:
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 : 49.4 91.3 82.8 100.0 49.4 91.3 82.8 98.9
Old : 49.4 91.3 82.8 100.0 49.4 91.3 82.8 98.9
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 17, 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 : 31,975: 22,440 6,641 169 9,292 24,946 31,901 31,756: 74 219
Old : 31,975: 22,440 6,641 169 9,292 24,946 31,901 31,756: 74 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -28: 127 -388 0 -199 354 -72 -34: 44 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 20.8 0.5 29.1 78.0 99.8 99.3: 0.2 0.7
Old : 100.0: 70.2 20.8 0.5 29.1 78.0 99.8 99.3: 0.2 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 : 46: 7 13 1 5 22 12 36:
Old : 46: 7 13 1 5 22 12 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.6 40.9 97.5 60.3 90.6 40.9 97.0 60.3
Old : 90.6 40.9 97.5 60.3 90.6 40.9 97.0 60.3
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 17, 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 : 37,557: 30,707 3,103 175 6,648 34,113 37,530 37,391: 27 166
Old : 37,557: 30,707 3,103 175 6,648 34,113 37,530 37,391: 27 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -809: -807 1 0 4 -867 -803 -866: -6 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 8.3 0.5 17.7 90.8 99.9 99.6: 0.1 0.4
Old : 100.0: 81.8 8.3 0.5 17.7 90.8 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 7 1 3 15 13 23:
Old : 34: 10 7 1 3 15 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.3 61.8 99.0 85.7 92.3 61.8 97.5 85.7
Old : 92.3 61.8 99.0 85.7 92.3 61.8 97.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017