WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 465,882: 146,279 240,190 84,123 184,829 98,506 415,231 422,819: 50,651 43,063
Old : 419,364: 138,988 236,320 69,131 164,900 77,276 373,019 382,727: 46,345 36,637
Other: 46,518: 17,417 13,996 4,866 19,929 21,230 42,212 40,092: 4,306 6,426
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,803: 4,990 4,226 -701 -17 1,204 4,272 4,729: 1,531 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 51.6 18.1 39.7 21.1 89.1 90.8: 10.9 9.2
Old : 100.0: 33.1 56.4 16.5 39.3 18.4 88.9 91.3: 11.1 8.7
Other: 100.0: 37.4 30.1 10.5 42.8 45.6 90.7 86.2: 9.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 160 144 111 126 104 344 311:
Old : 460: 160 146 87 120 90 324 284:
Other: 159: 32 38 20 49 65 96 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 10.2 17.4 19.3 8.5 9.8 14.9 18.2
Old : 10.3 10.6 18.2 19.9 9.0 10.6 15.9 19.9
Other: 43.2 27.1 56.5 42.8 43.2 26.7 52.2 38.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 233,164: 88,998 87,636 24,238 99,472 98,021 212,708 209,895: 20,456 23,269
Old : 204,003: 85,497 86,687 17,023 83,778 80,995 186,298 184,705: 17,705 19,298
Other: 29,161: 10,479 7,927 237 15,694 17,026 26,410 25,190: 2,751 3,971
: : :
: : Changes in Commitments from: September 20, 2016 :
: 735: 3,064 -923 103 -2,699 1,882 468 1,062: 267 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 37.6 10.4 42.7 42.0 91.2 90.0: 8.8 10.0
Old : 100.0: 41.9 42.5 8.3 41.1 39.7 91.3 90.5: 8.7 9.5
Other: 100.0: 35.9 27.2 0.8 53.8 58.4 90.6 86.4: 9.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 76 54 52 75 72 174 163:
Old : 243: 80 54 45 69 66 165 151:
Other: 117: 24 17 6 39 51 67 70:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.8 23.8 30.3 13.3 18.1 23.0 28.8
Old : 15.5 20.4 26.6 33.5 15.5 19.6 26.6 31.8
Other: 31.0 40.3 49.2 59.4 31.0 36.8 49.2 55.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,307,114: 359,963 406,033 193,801 607,013 519,029 1,160,777 1,118,863: 146,337 188,251
Old : 1,220,888: 352,793 416,614 168,862 563,827 464,737 1,085,482 1,050,213: 135,406 170,675
Other: 86,226: 29,844 12,093 2,265 43,186 54,292 75,295 68,650: 10,931 17,576
: : :
: : Changes in Commitments from: September 20, 2016 :
: 7,168: 2,040 13,084 -8,760 11,417 -7,429 4,697 -3,105: 2,471 10,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 31.1 14.8 46.4 39.7 88.8 85.6: 11.2 14.4
Old : 100.0: 28.9 34.1 13.8 46.2 38.1 88.9 86.0: 11.1 14.0
Other: 100.0: 34.6 14.0 2.6 50.1 63.0 87.3 79.6: 12.7 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 153 173 165 250 294 502 559:
Old : 721: 157 179 154 248 287 493 545:
Other: 301: 36 62 15 63 157 109 228:
:----------------------------------------------------------------------------------------------------
: 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 10.2 18.2 17.0 9.5 7.7 16.3 13.6
Old : 11.4 9.1 19.0 16.2 9.7 8.1 16.9 14.4
Other: 28.1 37.7 43.0 48.2 27.4 37.3 41.5 47.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,738: 3,364 4,614 1 3,929 3,984 7,294 8,599: 3,444 2,139
Old : 10,712: 3,349 4,612 0 3,921 3,984 7,270 8,596: 3,442 2,116
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 20, 2016 :
: 24: -9 -165 -25 34 149 0 -41: 24 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 43.0 0.0 36.6 37.1 67.9 80.1: 32.1 19.9
Old : 100.0: 31.3 43.1 0.0 36.6 37.2 67.9 80.2: 32.1 19.8
Other: 100.0: 61.5 11.5 0.0 30.8 0.0 92.3 11.5: 7.7 88.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 15 1 13 8 27 24:
Old : 46: 14 15 0 13 8 27 23:
Other: 5: 1 2 0 2 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 41.4 41.5 57.9 29.5 39.7 39.9 54.3
Old : 29.4 41.5 41.4 58.1 29.4 39.8 39.8 54.4
Other: 92.3 11.5 92.3 11.5 92.3 11.5 92.3 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 645,605: 188,927 90,457 97,965 309,982 365,565 596,874 553,987: 48,731 91,618
Old : 613,872: 190,888 90,831 83,685 294,774 351,139 569,347 525,655: 44,525 88,217
Other: 31,733: 11,280 12,867 1,039 15,208 14,426 27,527 28,332: 4,206 3,401
: : :
: : Changes in Commitments from: September 20, 2016 :
: -4,500: -14,655 12,091 6,212 5,670 -27,178 -2,773 -8,875: -1,727 4,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 14.0 15.2 48.0 56.6 92.5 85.8: 7.5 14.2
Old : 100.0: 31.1 14.8 13.6 48.0 57.2 92.7 85.6: 7.3 14.4
Other: 100.0: 35.5 40.5 3.3 47.9 45.5 86.7 89.3: 13.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 164 171 179 161 207 434 475:
Old : 611: 162 174 164 157 206 417 469:
Other: 236: 46 39 16 45 115 97 167:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 16.1 22.8 23.6 13.5 15.1 19.7 20.5
Old : 16.2 16.4 23.7 23.5 14.6 15.3 21.2 21.0
Other: 27.6 57.7 40.3 65.5 27.6 57.1 39.6 64.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,828: 9,437 2,244 131 47 8,354 9,615 10,729: 17,213 16,099
Old : 25,782: 9,201 2,143 128 47 8,063 9,376 10,334: 16,406 15,448
Other: 1,046: 238 103 1 0 291 239 395: 807 651
: : :
: : Changes in Commitments from: September 20, 2016 :
: -2,519: 70 -735 -18 34 -1,021 86 -1,774: -2,605 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.4 0.5 0.2 31.1 35.8 40.0: 64.2 60.0
Old : 100.0: 35.7 8.3 0.5 0.2 31.3 36.4 40.1: 63.6 59.9
Other: 100.0: 22.8 9.8 0.1 0.0 27.8 22.8 37.8: 77.2 62.2
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 8 3 3 19 7 30:
Old : 31: 4 8 2 3 19 7 29:
Other: 20: 2 6 1 0 12 2 19:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 13.8 35.8 20.3 35.2 13.8 35.2 20.2
Old : 36.2 13.9 36.4 20.5 35.7 13.9 35.7 20.3
Other: 22.8 25.0 22.8 31.8 22.8 25.0 22.8 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 414,929: 159,314 29,515 78,324 135,816 280,606 373,454 388,445: 41,475 26,484
Old : 404,475: 160,274 31,857 73,411 130,924 273,668 364,609 378,936: 39,866 25,539
Other: 10,454: 3,183 1,801 770 4,892 6,938 8,845 9,509: 1,609 945
: : :
: : Changes in Commitments from: September 20, 2016 :
: 23,230: 11,794 1,850 8,663 1,234 13,092 21,691 23,605: 1,539 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 7.1 18.9 32.7 67.6 90.0 93.6: 10.0 6.4
Old : 100.0: 39.6 7.9 18.1 32.4 67.7 90.1 93.7: 9.9 6.3
Other: 100.0: 30.4 17.2 7.4 46.8 66.4 84.6 91.0: 15.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 113 67 104 76 74 255 204:
Old : 306: 117 68 103 76 73 254 203:
Other: 54: 13 8 8 19 17 37 29:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 36.3 16.0 44.9 8.0 34.8 14.7 42.8
Old : 9.0 36.6 16.4 45.4 8.3 35.5 15.1 43.6
Other: 47.4 39.6 63.1 60.1 45.4 39.6 60.6 59.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 564,271: 102,279 116,027 14,593 283,582 296,238 400,454 426,858: 163,817 137,413
Old : 564,271: 102,279 116,027 14,593 283,582 296,238 400,454 426,858: 163,817 137,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,077: -5,936 6,231 -1,704 3,943 -4,272 -3,697 255: 7,774 3,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.6 2.6 50.3 52.5 71.0 75.6: 29.0 24.4
Old : 100.0: 18.1 20.6 2.6 50.3 52.5 71.0 75.6: 29.0 24.4
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 : 147: 33 34 18 58 56 100 99:
Old : 147: 33 34 18 58 56 100 99:
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 : 15.3 23.5 25.2 34.1 10.4 14.4 17.5 21.9
Old : 15.3 23.5 25.2 34.1 10.4 14.4 17.5 21.9
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 605,356: 42,667 159,259 14,125 427,288 345,815 484,080 519,199: 121,276 86,157
Old : 605,356: 42,667 159,259 14,125 427,288 345,815 484,080 519,199: 121,276 86,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 7,108: -1,060 3,305 2,256 9,159 1,425 10,355 6,986: -3,247 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 26.3 2.3 70.6 57.1 80.0 85.8: 20.0 14.2
Old : 100.0: 7.0 26.3 2.3 70.6 57.1 80.0 85.8: 20.0 14.2
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 : 100: 12 17 10 57 51 77 70:
Old : 100: 12 17 10 57 51 77 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 : 24.5 35.8 38.3 50.2 19.2 35.8 28.7 47.5
Old : 24.5 35.8 38.3 50.2 19.2 35.8 28.7 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,362: 1,764 546 915 1,404 2,713 4,083 4,174: 279 188
Old : 4,362: 1,764 546 915 1,404 2,713 4,083 4,174: 279 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 163: 52 99 56 59 61 167 216: -4 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 12.5 21.0 32.2 62.2 93.6 95.7: 6.4 4.3
Old : 100.0: 40.4 12.5 21.0 32.2 62.2 93.6 95.7: 6.4 4.3
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 : 31: 12 5 6 8 11 25 19:
Old : 31: 12 5 6 8 11 25 19:
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 : 52.9 58.3 71.6 83.4 39.5 44.6 48.3 51.5
Old : 52.9 58.3 71.6 83.4 39.5 44.6 48.3 51.5
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 371,239: 91,319 49,471 52,741 184,976 236,088 329,036 338,300: 42,203 32,939
Old : 352,086: 91,951 47,986 48,994 171,840 224,216 312,785 321,196: 39,301 30,890
Other: 19,153: 1,210 3,327 1,905 13,136 11,872 16,251 17,104: 2,902 2,049
: : :
: : Changes in Commitments from: September 20, 2016 :
: 8,315: -5,792 13,845 8,415 7,812 -18,347 10,435 3,913: -2,120 4,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.3 14.2 49.8 63.6 88.6 91.1: 11.4 8.9
Old : 100.0: 26.1 13.6 13.9 48.8 63.7 88.8 91.2: 11.2 8.8
Other: 100.0: 6.3 17.4 9.9 68.6 62.0 84.8 89.3: 15.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 72 71 80 105 94 230 208:
Old : 282: 76 70 78 105 93 228 207:
Other: 71: 13 12 15 33 20 54 42:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 32.7 20.7 39.3 13.0 28.5 19.3 33.8
Old : 14.2 34.1 21.2 40.6 13.8 30.4 20.3 35.7
Other: 35.8 33.2 54.4 54.7 35.4 31.5 51.6 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,936: 2,431 5,743 379 6,127 2,716 8,937 8,838: 1,999 2,098
Old : 10,936: 2,431 5,743 379 6,127 2,716 8,937 8,838: 1,999 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -701: -127 387 -242 -259 -920 -628 -775: -73 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 52.5 3.5 56.0 24.8 81.7 80.8: 18.3 19.2
Old : 100.0: 22.2 52.5 3.5 56.0 24.8 81.7 80.8: 18.3 19.2
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 : 77: 18 29 9 21 14 45 49:
Old : 77: 18 29 9 21 14 45 49:
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 29.7 56.8 45.6 45.0 29.1 55.1 44.9
Old : 45.0 29.7 56.8 45.6 45.0 29.1 55.1 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,018,599: 233,741 177,254 42,840 625,220 653,053 901,801 873,147: 116,798 145,452
Old : 1,018,599: 233,741 177,254 42,840 625,220 653,053 901,801 873,147: 116,798 145,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 52,879: 13,708 -11,259 -691 39,811 59,081 52,828 47,131: 51 5,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.4 4.2 61.4 64.1 88.5 85.7: 11.5 14.3
Old : 100.0: 22.9 17.4 4.2 61.4 64.1 88.5 85.7: 11.5 14.3
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 : 239: 52 49 32 83 108 149 175:
Old : 239: 52 49 32 83 108 149 175:
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 : 20.8 19.9 32.1 27.6 18.4 18.7 27.9 25.5
Old : 20.8 19.9 32.1 27.6 18.4 18.7 27.9 25.5
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,819,244: 718,346 577,933 86,078 1,658,041 1,729,097 2,462,465 2,393,108: 356,779 426,136
Old : 2,819,244: 718,346 577,933 86,078 1,658,041 1,729,097 2,462,465 2,393,108: 356,779 426,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 55,588: 33,714 10,181 12,648 -4,993 30,378 41,369 53,207: 14,219 2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.5 3.1 58.8 61.3 87.3 84.9: 12.7 15.1
Old : 100.0: 25.5 20.5 3.1 58.8 61.3 87.3 84.9: 12.7 15.1
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 : 349: 81 78 58 122 150 235 254:
Old : 349: 81 78 58 122 150 235 254:
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 : 29.7 17.5 38.3 27.9 27.4 14.9 34.2 23.7
Old : 29.7 17.5 38.3 27.9 27.4 14.9 34.2 23.7
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 225,380: 35,184 20,762 149 130,852 121,477 166,185 142,388: 59,195 82,992
Old : 225,380: 35,184 20,762 149 130,852 121,477 166,185 142,388: 59,195 82,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 15,691: -18,312 2,234 -248 30,396 19,146 11,836 21,132: 3,855 -5,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.2 0.1 58.1 53.9 73.7 63.2: 26.3 36.8
Old : 100.0: 15.6 9.2 0.1 58.1 53.9 73.7 63.2: 26.3 36.8
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 : 38: 3 4 3 21 20 26 25:
Old : 38: 3 4 3 21 20 26 25:
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 : 47.8 31.1 61.9 42.7 46.9 30.7 59.8 42.2
Old : 47.8 31.1 61.9 42.7 46.9 30.7 59.8 42.2
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,805,086: 432,826 581,112 56,161 2,066,376 1,840,476 2,555,363 2,477,749: 249,723 327,337
Old : 2,805,086: 432,826 581,112 56,161 2,066,376 1,840,476 2,555,363 2,477,749: 249,723 327,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 36,708: 18,406 -21,382 -5,338 4,275 62,219 17,343 35,499: 19,365 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.7 2.0 73.7 65.6 91.1 88.3: 8.9 11.7
Old : 100.0: 15.4 20.7 2.0 73.7 65.6 91.1 88.3: 8.9 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 : 296: 50 69 31 106 144 176 224:
Old : 296: 50 69 31 106 144 176 224:
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 : 41.2 21.9 51.2 31.3 38.0 21.2 46.9 30.5
Old : 41.2 21.9 51.2 31.3 38.0 21.2 46.9 30.5
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,139,523: 106,504 133,461 247,521 762,618 693,144 1,116,643 1,074,126: 22,880 65,397
Old : 1,139,523: 106,504 133,461 247,521 762,618 693,144 1,116,643 1,074,126: 22,880 65,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,147: 18,056 -21,237 5,399 -22,507 12,475 948 -3,363: 2,199 6,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.7 21.7 66.9 60.8 98.0 94.3: 2.0 5.7
Old : 100.0: 9.3 11.7 21.7 66.9 60.8 98.0 94.3: 2.0 5.7
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 : 159: 26 49 43 55 78 105 148:
Old : 159: 26 49 43 55 78 105 148:
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 : 28.6 24.5 45.6 35.4 21.3 13.2 31.5 18.7
Old : 28.6 24.5 45.6 35.4 21.3 13.2 31.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,653: 38,693 8,256 307 13,717 44,071 52,716 52,634: 7,937 8,020
Old : 60,653: 38,693 8,256 307 13,717 44,071 52,716 52,634: 7,937 8,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,539: 3,192 -107 37 -809 2,270 2,420 2,200: 119 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 13.6 0.5 22.6 72.7 86.9 86.8: 13.1 13.2
Old : 100.0: 63.8 13.6 0.5 22.6 72.7 86.9 86.8: 13.1 13.2
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 : 118: 45 25 4 25 29 73 56:
Old : 118: 45 25 4 25 29 73 56:
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 : 32.6 33.8 46.3 49.8 32.6 33.8 46.3 49.8
Old : 32.6 33.8 46.3 49.8 32.6 33.8 46.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 121,306: 77,385 16,512 613 27,434 88,142 105,432 105,267: 15,874 16,039
Old : 121,306: 77,385 16,512 613 27,434 88,142 105,432 105,267: 15,874 16,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,078: 6,383 -214 74 -1,617 4,540 4,840 4,400: 238 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 13.6 0.5 22.6 72.7 86.9 86.8: 13.1 13.2
Old : 100.0: 63.8 13.6 0.5 22.6 72.7 86.9 86.8: 13.1 13.2
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 : 118: 45 25 4 25 29 73 56:
Old : 118: 45 25 4 25 29 73 56:
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 : 32.6 33.8 46.3 49.8 32.6 33.8 46.3 49.8
Old : 32.6 33.8 46.3 49.8 32.6 33.8 46.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,543: 18,151 19,944 716 2,528 863 21,395 21,523: 148 20
Old : 21,543: 18,151 19,944 716 2,528 863 21,395 21,523: 148 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -394: 3,505 2,277 -3,501 -383 863 -379 -361: -15 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 92.6 3.3 11.7 4.0 99.3 99.9: 0.7 0.1
Old : 100.0: 84.3 92.6 3.3 11.7 4.0 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 25 9 2 1 1 27 11:
Old : 36: 25 9 2 1 1 27 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 : 61.6 75.8 88.1 96.3 60.0 75.8 86.5 94.5
Old : 61.6 75.8 88.1 96.3 60.0 75.8 86.5 94.5
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,696: 15,577 9,426 255 10,676 16,882 26,508 26,563: 188 133
Old : 26,696: 15,577 9,426 255 10,676 16,882 26,508 26,563: 188 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,514: 940 737 124 483 654 1,547 1,515: -33 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 35.3 1.0 40.0 63.2 99.3 99.5: 0.7 0.5
Old : 100.0: 58.3 35.3 1.0 40.0 63.2 99.3 99.5: 0.7 0.5
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 : 47: 10 13 1 6 20 17 33:
Old : 47: 10 13 1 6 20 17 33:
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 : 85.0 46.2 94.3 66.7 85.0 46.2 94.3 66.0
Old : 85.0 46.2 94.3 66.7 85.0 46.2 94.3 66.0
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,398: 18,682 5,667 136 5,524 18,469 24,342 24,272: 56 126
Old : 24,398: 18,682 5,667 136 5,524 18,469 24,342 24,272: 56 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,339: 1,388 322 0 956 1,974 2,344 2,296: -5 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 23.2 0.6 22.6 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 76.6 23.2 0.6 22.6 75.7 99.8 99.5: 0.2 0.5
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 : 32: 13 6 1 5 9 18 16:
Old : 32: 13 6 1 5 9 18 16:
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 : 81.6 70.1 94.0 91.7 81.6 70.1 92.0 91.7
Old : 81.6 70.1 94.0 91.7 81.6 70.1 92.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016