WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 04, 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 : 477,960: 146,986 260,306 86,013 191,606 89,346 424,605 435,665: 53,355 42,295
Old : 426,984: 137,709 252,628 71,312 169,129 67,118 378,150 391,058: 48,834 35,926
Other: 50,976: 18,742 17,143 5,236 22,477 22,228 46,455 44,607: 4,521 6,369
: : :
: : Changes in Commitments from: September 27, 2016 :
: 12,078: 707 20,116 1,890 6,777 -9,160 9,374 12,846: 2,704 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 54.5 18.0 40.1 18.7 88.8 91.2: 11.2 8.8
Old : 100.0: 32.3 59.2 16.7 39.6 15.7 88.6 91.6: 11.4 8.4
Other: 100.0: 36.8 33.6 10.3 44.1 43.6 91.1 87.5: 8.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 162 149 106 127 101 343 310:
Old : 462: 162 149 84 122 84 324 281:
Other: 159: 34 35 21 48 67 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 : 9.6 10.1 16.8 19.0 9.1 9.6 15.7 17.8
Old : 9.8 10.4 17.3 19.6 9.8 10.4 16.5 19.6
Other: 39.8 26.9 52.8 41.1 39.8 26.3 48.4 37.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 04, 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 : 239,676: 97,543 92,207 28,291 94,504 95,844 220,338 216,342: 19,338 23,334
Old : 203,470: 91,082 91,876 19,115 76,405 72,962 186,602 183,953: 16,868 19,517
Other: 36,206: 14,439 8,309 1,198 18,099 22,882 33,736 32,389: 2,470 3,817
: : :
: : Changes in Commitments from: September 27, 2016 :
: 6,512: 8,545 4,571 4,053 -4,968 -2,177 7,630 6,447: -1,118 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 38.5 11.8 39.4 40.0 91.9 90.3: 8.1 9.7
Old : 100.0: 44.8 45.2 9.4 37.6 35.9 91.7 90.4: 8.3 9.6
Other: 100.0: 39.9 22.9 3.3 50.0 63.2 93.2 89.5: 6.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 81 61 54 77 73 179 175:
Old : 253: 79 65 45 70 67 166 164:
Other: 129: 28 18 11 44 55 79 79:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.7 24.0 29.5 13.2 17.8 22.6 28.3
Old : 16.3 19.1 26.8 31.8 16.3 18.2 26.8 30.5
Other: 27.2 43.9 43.2 59.4 27.2 39.9 43.2 55.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 04, 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 : 1,310,849: 363,099 388,203 200,758 596,041 536,639 1,159,898 1,125,600: 150,951 185,249
Old : 1,222,306: 356,006 400,112 174,711 551,674 480,861 1,082,391 1,055,684: 139,915 166,622
Other: 88,543: 30,653 11,651 2,487 44,367 55,778 77,507 69,916: 11,036 18,627
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,735: 3,136 -17,830 6,957 -10,972 17,610 -879 6,737: 4,614 -3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 29.6 15.3 45.5 40.9 88.5 85.9: 11.5 14.1
Old : 100.0: 29.1 32.7 14.3 45.1 39.3 88.6 86.4: 11.4 13.6
Other: 100.0: 34.6 13.2 2.8 50.1 63.0 87.5 79.0: 12.5 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 173 157 169 253 309 523 565:
Old : 730: 176 161 153 250 300 511 544:
Other: 310: 41 56 18 63 166 112 236:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 9.8 17.8 16.5 9.7 7.7 16.6 13.7
Old : 11.0 8.7 18.5 15.7 10.0 8.1 17.3 14.5
Other: 26.5 35.2 41.4 45.2 25.2 34.9 39.9 44.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 04, 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 : 10,302: 3,082 4,444 1 3,605 3,893 6,688 8,338: 3,614 1,964
Old : 10,276: 3,067 4,442 0 3,597 3,893 6,664 8,335: 3,612 1,941
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 27, 2016 :
: -436: -282 -170 0 -324 -91 -606 -261: 170 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 43.1 0.0 35.0 37.8 64.9 80.9: 35.1 19.1
Old : 100.0: 29.8 43.2 0.0 35.0 37.9 64.9 81.1: 35.1 18.9
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 : 45: 14 14 1 14 10 28 25:
Old : 45: 14 14 0 14 10 28 24:
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 : 29.3 41.7 40.0 58.1 27.3 38.7 36.9 52.6
Old : 29.2 41.9 39.9 58.2 27.2 38.8 36.8 52.8
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, October 04, 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 : 651,042: 189,926 84,986 102,990 308,832 376,538 601,748 564,514: 49,294 86,528
Old : 618,697: 193,613 84,589 88,611 291,658 362,248 573,882 535,448: 44,815 83,249
Other: 32,345: 9,403 13,487 1,289 17,174 14,290 27,866 29,066: 4,479 3,279
: : :
: : Changes in Commitments from: September 27, 2016 :
: 5,437: 999 -5,471 5,025 -1,150 10,973 4,874 10,527: 563 -5,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.1 15.8 47.4 57.8 92.4 86.7: 7.6 13.3
Old : 100.0: 31.3 13.7 14.3 47.1 58.6 92.8 86.5: 7.2 13.5
Other: 100.0: 29.1 41.7 4.0 53.1 44.2 86.2 89.9: 13.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 187 158 194 164 201 468 467:
Old : 614: 186 164 182 155 200 450 459:
Other: 234: 44 46 19 51 108 103 165:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.1 21.8 24.6 13.4 15.8 19.7 21.9
Old : 15.5 17.5 22.6 24.6 14.7 16.2 21.3 22.5
Other: 23.9 57.9 37.0 65.1 23.9 56.9 36.5 63.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 04, 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 : 21,760: 9,578 1,417 145 167 4,881 9,890 6,443: 11,870 15,317
Old : 20,666: 9,301 1,369 144 167 4,732 9,612 6,245: 11,054 14,421
Other: 1,094: 277 48 1 0 149 278 198: 816 896
: : :
: : Changes in Commitments from: September 27, 2016 :
: -5,068: 141 -827 14 120 -3,473 275 -4,286: -5,343 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.5 0.7 0.8 22.4 45.5 29.6: 54.5 70.4
Old : 100.0: 45.0 6.6 0.7 0.8 22.9 46.5 30.2: 53.5 69.8
Other: 100.0: 25.3 4.4 0.1 0.0 13.6 25.4 18.1: 74.6 81.9
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 3 2 14 6 23:
Old : 24: 4 6 2 2 14 6 22:
Other: 15: 3 4 1 0 8 3 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 : 44.7 9.5 45.5 15.8 44.0 9.4 44.0 15.8
Old : 45.7 9.5 46.5 16.0 45.0 9.5 45.0 15.9
Other: 25.4 12.1 25.4 17.0 25.3 12.1 25.3 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 04, 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 : 414,039: 155,872 31,390 83,292 133,574 273,457 372,738 388,139: 41,301 25,900
Old : 402,546: 156,339 33,929 78,153 128,557 265,468 363,049 377,550: 39,497 24,996
Other: 11,493: 3,636 1,564 1,036 5,017 7,989 9,689 10,589: 1,804 904
: : :
: : Changes in Commitments from: September 27, 2016 :
: -890: -3,442 1,875 4,968 -2,242 -7,149 -716 -306: -174 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.6 20.1 32.3 66.0 90.0 93.7: 10.0 6.3
Old : 100.0: 38.8 8.4 19.4 31.9 65.9 90.2 93.8: 9.8 6.2
Other: 100.0: 31.6 13.6 9.0 43.7 69.5 84.3 92.1: 15.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 102 67 109 70 67 246 203:
Old : 299: 105 70 108 69 66 244 202:
Other: 54: 14 7 7 20 17 37 28:
:----------------------------------------------------------------------------------------------------
: 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 36.8 17.5 45.0 8.3 36.2 15.0 43.5
Old : 10.7 37.1 18.0 45.5 8.6 36.9 15.5 44.3
Other: 42.9 44.5 58.8 64.8 41.1 44.5 57.0 63.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 04, 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 : 569,086: 108,944 98,595 13,327 292,624 323,189 414,895 435,111: 154,191 133,975
Old : 569,086: 108,944 98,595 13,327 292,624 323,189 414,895 435,111: 154,191 133,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 4,815: 6,665 -17,432 -1,266 9,042 26,951 14,441 8,253: -9,626 -3,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.3 2.3 51.4 56.8 72.9 76.5: 27.1 23.5
Old : 100.0: 19.1 17.3 2.3 51.4 56.8 72.9 76.5: 27.1 23.5
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 : 150: 31 35 19 64 56 107 98:
Old : 150: 31 35 19 64 56 107 98:
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 : 15.7 24.0 26.1 35.1 11.3 17.0 18.3 24.8
Old : 15.7 24.0 26.1 35.1 11.3 17.0 18.3 24.8
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 - Futures Only, October 04, 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 : 607,616: 43,841 160,452 11,230 436,171 355,074 491,242 526,756: 116,374 80,860
Old : 607,616: 43,841 160,452 11,230 436,171 355,074 491,242 526,756: 116,374 80,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,260: 1,174 1,193 -2,895 8,883 9,259 7,162 7,557: -4,902 -5,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 26.4 1.8 71.8 58.4 80.8 86.7: 19.2 13.3
Old : 100.0: 7.2 26.4 1.8 71.8 58.4 80.8 86.7: 19.2 13.3
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 : 104: 13 17 8 56 55 74 75:
Old : 104: 13 17 8 56 55 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 35.6 38.7 50.5 19.6 35.6 29.4 47.7
Old : 24.9 35.6 38.7 50.5 19.6 35.6 29.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 04, 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 : 4,776: 2,024 386 1,048 1,405 3,178 4,477 4,612: 299 164
Old : 4,776: 2,024 386 1,048 1,405 3,178 4,477 4,612: 299 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 414: 260 -160 133 1 465 394 438: 20 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 8.1 21.9 29.4 66.5 93.7 96.6: 6.3 3.4
Old : 100.0: 42.4 8.1 21.9 29.4 66.5 93.7 96.6: 6.3 3.4
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 : 31: 14 4 7 8 11 25 20:
Old : 31: 14 4 7 8 11 25 20:
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 : 51.1 63.4 69.9 86.7 39.3 49.5 48.2 55.1
Old : 51.1 63.4 69.9 86.7 39.3 49.5 48.2 55.1
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, October 04, 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 : 364,721: 91,321 47,270 51,274 176,091 232,658 318,686 331,202: 46,035 33,519
Old : 345,049: 91,730 46,079 47,655 162,731 220,190 302,116 313,924: 42,933 31,125
Other: 19,672: 1,316 2,916 1,894 13,360 12,468 16,570 17,278: 3,102 2,394
: : :
: : Changes in Commitments from: September 27, 2016 :
: -6,518: 2 -2,201 -1,467 -8,885 -3,430 -10,350 -7,098: 3,832 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 13.0 14.1 48.3 63.8 87.4 90.8: 12.6 9.2
Old : 100.0: 26.6 13.4 13.8 47.2 63.8 87.6 91.0: 12.4 9.0
Other: 100.0: 6.7 14.8 9.6 67.9 63.4 84.2 87.8: 15.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 75 63 78 95 87 214 196:
Old : 266: 79 62 77 95 86 213 195:
Other: 70: 10 12 12 33 21 52 40:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 32.8 21.1 39.6 13.5 30.0 19.9 36.1
Old : 14.5 33.9 21.6 41.1 14.3 32.0 21.0 38.2
Other: 35.8 33.1 54.7 55.9 34.9 31.9 51.3 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 04, 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 : 11,272: 2,372 5,689 720 6,110 2,768 9,202 9,177: 2,070 2,095
Old : 11,272: 2,372 5,689 720 6,110 2,768 9,202 9,177: 2,070 2,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 336: -59 -54 341 -17 52 265 339: 71 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 50.5 6.4 54.2 24.6 81.6 81.4: 18.4 18.6
Old : 100.0: 21.0 50.5 6.4 54.2 24.6 81.6 81.4: 18.4 18.6
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 : 78: 17 29 9 23 14 47 49:
Old : 78: 17 29 9 23 14 47 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 : 41.6 28.6 54.0 43.7 41.2 28.0 50.7 42.4
Old : 41.6 28.6 54.0 43.7 41.2 28.0 50.7 42.4
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, October 04, 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 : 1,109,419: 225,902 201,852 39,804 722,290 721,937 987,996 963,593: 121,423 145,826
Old : 1,109,419: 225,902 201,852 39,804 722,290 721,937 987,996 963,593: 121,423 145,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 90,820: -7,839 24,598 -3,036 97,070 68,884 86,195 90,446: 4,625 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.2 3.6 65.1 65.1 89.1 86.9: 10.9 13.1
Old : 100.0: 20.4 18.2 3.6 65.1 65.1 89.1 86.9: 10.9 13.1
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 : 248: 55 49 33 94 107 165 173:
Old : 248: 55 49 33 94 107 165 173:
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 : 24.9 27.8 36.0 36.3 23.4 22.7 31.8 29.6
Old : 24.9 27.8 36.0 36.3 23.4 22.7 31.8 29.6
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, October 04, 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 : 2,857,712: 688,927 561,758 93,258 1,737,180 1,772,634 2,519,365 2,427,650: 338,347 430,062
Old : 2,857,712: 688,927 561,758 93,258 1,737,180 1,772,634 2,519,365 2,427,650: 338,347 430,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 38,468: -29,419 -16,175 7,180 79,139 43,537 56,900 34,542: -18,432 3,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 19.7 3.3 60.8 62.0 88.2 85.0: 11.8 15.0
Old : 100.0: 24.1 19.7 3.3 60.8 62.0 88.2 85.0: 11.8 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 : 362: 84 76 58 128 154 237 263:
Old : 362: 84 76 58 128 154 237 263:
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 : 29.6 17.0 39.0 27.8 27.9 14.7 35.5 23.6
Old : 29.6 17.0 39.0 27.8 27.9 14.7 35.5 23.6
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, October 04, 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 : 226,088: 33,690 20,676 144 132,227 124,491 166,061 145,311: 60,027 80,777
Old : 226,088: 33,690 20,676 144 132,227 124,491 166,061 145,311: 60,027 80,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 708: -1,494 -86 -5 1,375 3,014 -124 2,923: 832 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.1 0.1 58.5 55.1 73.4 64.3: 26.6 35.7
Old : 100.0: 14.9 9.1 0.1 58.5 55.1 73.4 64.3: 26.6 35.7
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 : 40: 3 4 2 24 21 29 25:
Old : 40: 3 4 2 24 21 29 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 : 41.6 29.7 57.2 41.3 40.6 28.4 56.2 40.0
Old : 41.6 29.7 57.2 41.3 40.6 28.4 56.2 40.0
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, October 04, 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 : 2,765,799: 393,668 607,812 31,450 2,085,994 1,792,174 2,511,112 2,431,436: 254,687 334,363
Old : 2,765,799: 393,668 607,812 31,450 2,085,994 1,792,174 2,511,112 2,431,436: 254,687 334,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -39,287: -39,158 26,700 -24,711 19,618 -48,302 -44,251 -46,313: 4,964 7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.0 1.1 75.4 64.8 90.8 87.9: 9.2 12.1
Old : 100.0: 14.2 22.0 1.1 75.4 64.8 90.8 87.9: 9.2 12.1
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 : 295: 47 75 30 99 140 164 227:
Old : 295: 47 75 30 99 140 164 227:
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 : 42.6 21.3 53.1 30.7 39.2 20.9 48.5 30.3
Old : 42.6 21.3 53.1 30.7 39.2 20.9 48.5 30.3
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 - Futures Only, October 04, 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 : 1,065,083: 84,947 133,039 246,049 714,565 629,445 1,045,561 1,008,533: 19,522 56,550
Old : 1,065,083: 84,947 133,039 246,049 714,565 629,445 1,045,561 1,008,533: 19,522 56,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -74,440: -21,557 -422 -1,472 -48,053 -63,699 -71,082 -65,593: -3,358 -8,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.5 23.1 67.1 59.1 98.2 94.7: 1.8 5.3
Old : 100.0: 8.0 12.5 23.1 67.1 59.1 98.2 94.7: 1.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 26 48 46 54 77 104 150:
Old : 160: 26 48 46 54 77 104 150:
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 : 29.0 26.0 46.2 37.8 20.3 14.6 30.6 19.3
Old : 29.0 26.0 46.2 37.8 20.3 14.6 30.6 19.3
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, October 04, 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 : 61,014: 38,865 9,579 510 13,822 42,857 53,196 52,946: 7,818 8,068
Old : 61,014: 38,865 9,579 510 13,822 42,857 53,196 52,946: 7,818 8,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 361: 172 1,323 203 105 -1,214 480 312: -119 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 15.7 0.8 22.7 70.2 87.2 86.8: 12.8 13.2
Old : 100.0: 63.7 15.7 0.8 22.7 70.2 87.2 86.8: 12.8 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 : 115: 43 26 5 24 29 72 55:
Old : 115: 43 26 5 24 29 72 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 : 35.2 34.7 48.9 49.0 35.2 34.7 48.9 49.0
Old : 35.2 34.7 48.9 49.0 35.2 34.7 48.9 49.0
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, October 04, 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 : 122,027: 77,729 19,158 1,019 27,643 85,714 106,391 105,891: 15,636 16,136
Old : 122,027: 77,729 19,158 1,019 27,643 85,714 106,391 105,891: 15,636 16,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 721: 344 2,646 406 209 -2,428 959 624: -238 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 15.7 0.8 22.7 70.2 87.2 86.8: 12.8 13.2
Old : 100.0: 63.7 15.7 0.8 22.7 70.2 87.2 86.8: 12.8 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 : 115: 43 26 5 24 29 72 55:
Old : 115: 43 26 5 24 29 72 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 : 35.2 34.7 48.9 49.0 35.2 34.7 48.9 49.0
Old : 35.2 34.7 48.9 49.0 35.2 34.7 48.9 49.0
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, October 04, 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 : 19,324: 16,187 18,547 767 2,198 0 19,152 19,314: 172 10
Old : 19,324: 16,187 18,547 767 2,198 0 19,152 19,314: 172 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,219: -1,964 -1,397 51 -330 -863 -2,243 -2,209: 24 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 96.0 4.0 11.4 0.0 99.1 99.9: 0.9 0.1
Old : 100.0: 83.8 96.0 4.0 11.4 0.0 99.1 99.9: 0.9 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 : 33: 22 10 2 1 0 24 11:
Old : 33: 22 10 2 1 0 24 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 : 64.9 79.0 90.1 97.9 63.0 79.0 88.2 95.3
Old : 64.9 79.0 90.1 97.9 63.0 79.0 88.2 95.3
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, October 04, 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 : 26,610: 15,069 9,629 308 11,024 16,516 26,401 26,453: 209 157
Old : 26,610: 15,069 9,629 308 11,024 16,516 26,401 26,453: 209 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -86: -508 203 53 348 -366 -107 -110: 21 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 36.2 1.2 41.4 62.1 99.2 99.4: 0.8 0.6
Old : 100.0: 56.6 36.2 1.2 41.4 62.1 99.2 99.4: 0.8 0.6
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 : 45: 9 12 1 7 19 17 31:
Old : 45: 9 12 1 7 19 17 31:
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 : 85.6 48.2 94.8 68.3 85.6 48.2 94.7 67.8
Old : 85.6 48.2 94.8 68.3 85.6 48.2 94.7 67.8
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, October 04, 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 : 25,713: 19,780 5,650 141 5,715 19,832 25,636 25,623: 77 90
Old : 25,713: 19,780 5,650 141 5,715 19,832 25,636 25,623: 77 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,315: 1,098 -17 5 191 1,363 1,294 1,351: 21 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 22.0 0.5 22.2 77.1 99.7 99.6: 0.3 0.4
Old : 100.0: 76.9 22.0 0.5 22.2 77.1 99.7 99.6: 0.3 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 : 35: 15 7 2 5 9 21 17:
Old : 35: 15 7 2 5 9 21 17:
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 : 77.7 66.9 89.9 91.9 77.7 66.9 88.2 91.9
Old : 77.7 66.9 89.9 91.9 77.7 66.9 88.2 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016