WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 25, 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 : 497,116: 153,310 240,022 103,420 189,315 111,004 446,045 454,446: 51,071 42,670
Old : 429,776: 142,875 231,626 81,072 160,359 82,679 384,306 395,377: 45,470 34,399
Other: 67,340: 26,778 24,739 6,005 28,956 28,325 61,739 59,069: 5,601 8,271
: : :
: : Changes in Commitments from: October 18, 2016 :
: 20,530: -4,765 18,843 4,390 19,778 -2,707 19,403 20,526: 1,127 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 48.3 20.8 38.1 22.3 89.7 91.4: 10.3 8.6
Old : 100.0: 33.2 53.9 18.9 37.3 19.2 89.4 92.0: 10.6 8.0
Other: 100.0: 39.8 36.7 8.9 43.0 42.1 91.7 87.7: 8.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 149 150 123 120 109 344 323:
Old : 453: 150 148 103 117 96 327 295:
Other: 181: 36 47 16 48 76 96 130:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.5 15.4 17.8 7.8 9.1 13.9 16.8
Old : 9.1 10.3 16.6 19.2 8.9 10.3 15.0 19.1
Other: 34.2 21.5 52.0 33.5 33.4 20.2 46.6 30.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 25, 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 : 255,090: 99,714 86,318 39,694 95,208 105,987 234,616 231,999: 20,474 23,091
Old : 204,922: 91,275 86,358 27,393 69,866 72,218 188,534 185,969: 16,388 18,953
Other: 50,168: 18,683 10,204 2,057 25,342 33,769 46,082 46,030: 4,086 4,138
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,508: 224 -4,745 3,833 167 4,110 4,224 3,198: 284 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 33.8 15.6 37.3 41.5 92.0 90.9: 8.0 9.1
Old : 100.0: 44.5 42.1 13.4 34.1 35.2 92.0 90.8: 8.0 9.2
Other: 100.0: 37.2 20.3 4.1 50.5 67.3 91.9 91.8: 8.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 71 63 68 88 83 198 192:
Old : 259: 73 67 59 78 79 181 180:
Other: 152: 35 22 13 55 59 95 90:
:----------------------------------------------------------------------------------------------------
: 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 18.9 23.4 29.2 12.3 17.6 21.4 27.1
Old : 16.5 17.0 26.5 29.3 16.0 15.9 24.6 26.8
Other: 24.1 46.5 36.6 61.2 24.1 44.4 36.6 58.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 25, 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 : 1,335,614: 377,686 315,674 229,506 581,406 597,414 1,188,598 1,142,594: 147,016 193,020
Old : 1,234,665: 372,995 323,195 198,052 528,765 541,524 1,099,812 1,062,771: 134,853 171,894
Other: 100,949: 33,578 21,366 2,567 52,641 55,890 88,786 79,823: 12,163 21,126
: : :
: : Changes in Commitments from: October 18, 2016 :
: 19,114: 4,393 -5,086 13,740 2,438 7,866 20,571 16,520: -1,457 2,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 23.6 17.2 43.5 44.7 89.0 85.5: 11.0 14.5
Old : 100.0: 30.2 26.2 16.0 42.8 43.9 89.1 86.1: 10.9 13.9
Other: 100.0: 33.3 21.2 2.5 52.1 55.4 88.0 79.1: 12.0 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 156 167 179 271 324 538 580:
Old : 730: 159 174 165 270 314 530 559:
Other: 353: 43 70 17 67 194 116 277:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 11.2 17.2 17.7 9.8 9.9 16.4 14.4
Old : 10.3 10.5 17.5 17.3 10.1 9.1 17.1 14.4
Other: 26.0 29.3 39.5 37.1 25.1 29.1 38.6 36.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 25, 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 : 8,868: 2,619 1,899 333 3,357 5,000 6,309 7,232: 2,559 1,636
Old : 8,819: 2,601 1,899 331 3,346 4,979 6,278 7,209: 2,541 1,610
Other: 49: 20 2 0 11 21 31 23: 18 26
: : :
: : Changes in Commitments from: October 18, 2016 :
: 156: 70 -451 286 205 402 561 237: -405 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 21.4 3.8 37.9 56.4 71.1 81.6: 28.9 18.4
Old : 100.0: 29.5 21.5 3.8 37.9 56.5 71.2 81.7: 28.8 18.3
Other: 100.0: 40.8 4.1 0.0 22.4 42.9 63.3 46.9: 36.7 53.1
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 9 6 13 8 28 22:
Old : 38: 13 9 5 13 7 28 20:
Other: 8: 2 1 0 2 4 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 49.1 44.0 71.0 30.5 45.9 41.1 62.7
Old : 32.1 49.3 44.0 71.1 30.5 46.2 41.2 62.8
Other: 63.3 44.9 63.3 46.9 59.2 42.9 59.2 42.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 25, 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 : 639,067: 193,959 68,982 82,642 305,378 386,925 581,979 538,549: 57,088 100,518
Old : 601,090: 192,468 65,014 71,318 284,495 370,804 548,281 507,136: 52,809 93,954
Other: 37,977: 11,659 14,136 1,156 20,883 16,121 33,698 31,413: 4,279 6,564
: : :
: : Changes in Commitments from: October 18, 2016 :
: -48,801: -19,065 -4,269 -15,137 -17,657 -36,812 -51,859 -56,218: 3,058 7,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.8 12.9 47.8 60.5 91.1 84.3: 8.9 15.7
Old : 100.0: 32.0 10.8 11.9 47.3 61.7 91.2 84.4: 8.8 15.6
Other: 100.0: 30.7 37.2 3.0 55.0 42.4 88.7 82.7: 11.3 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 595: 157 143 161 190 219 457 452:
Old : 588: 160 144 148 180 219 437 443:
Other: 269: 44 57 20 53 130 107 198:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.8 21.7 21.6 10.2 12.5 17.5 18.6
Old : 14.7 13.7 22.9 21.6 11.5 13.0 19.3 19.3
Other: 30.2 45.9 42.1 53.3 30.2 44.8 41.9 52.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 25, 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 : 461,990: 177,360 36,821 94,580 141,817 305,795 413,757 437,196: 48,233 24,794
Old : 449,392: 178,100 40,536 87,896 137,003 296,963 402,999 425,395: 46,393 23,997
Other: 12,598: 4,735 1,760 1,209 4,814 8,832 10,758 11,801: 1,840 797
: : :
: : Changes in Commitments from: October 18, 2016 :
: 15,302: 11,692 -2,787 241 1,219 19,825 13,152 17,279: 2,150 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 8.0 20.5 30.7 66.2 89.6 94.6: 10.4 5.4
Old : 100.0: 39.6 9.0 19.6 30.5 66.1 89.7 94.7: 10.3 5.3
Other: 100.0: 37.6 14.0 9.6 38.2 70.1 85.4 93.7: 14.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 120 67 118 81 82 277 222:
Old : 332: 122 71 115 80 82 274 221:
Other: 59: 16 9 10 21 19 43 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 37.3 18.1 44.8 9.7 36.8 15.8 44.1
Old : 10.7 37.7 18.5 45.3 9.9 37.4 16.2 44.9
Other: 36.6 49.1 53.9 63.4 34.7 49.1 51.9 63.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 25, 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 : 557,367: 102,538 98,077 10,221 295,366 300,769 408,125 409,067: 149,242 148,300
Old : 557,367: 102,538 98,077 10,221 295,366 300,769 408,125 409,067: 149,242 148,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 3,270: -7,529 -8,620 -606 9,564 8,675 1,429 -551: 1,841 3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.6 1.8 53.0 54.0 73.2 73.4: 26.8 26.6
Old : 100.0: 18.4 17.6 1.8 53.0 54.0 73.2 73.4: 26.8 26.6
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 : 147: 32 32 17 57 61 99 100:
Old : 147: 32 32 17 57 61 99 100:
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 : 17.7 22.6 28.6 32.1 11.5 15.0 17.7 22.6
Old : 17.7 22.6 28.6 32.1 11.5 15.0 17.7 22.6
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 25, 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 : 623,293: 45,865 147,957 11,075 448,104 374,193 505,044 533,225: 118,249 90,068
Old : 623,293: 45,865 147,957 11,075 448,104 374,193 505,044 533,225: 118,249 90,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 8,678: 1,442 -4,081 1,198 3,443 5,603 6,083 2,720: 2,595 5,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 23.7 1.8 71.9 60.0 81.0 85.5: 19.0 14.5
Old : 100.0: 7.4 23.7 1.8 71.9 60.0 81.0 85.5: 19.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 14 15 10 57 53 78 71:
Old : 100: 14 15 10 57 53 78 71:
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 35.1 38.3 50.4 19.3 34.6 29.0 46.8
Old : 24.9 35.1 38.3 50.4 19.3 34.6 29.0 46.8
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 25, 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 : 5,337: 2,714 564 1,117 1,187 3,349 5,018 5,030: 319 307
Old : 5,337: 2,714 564 1,117 1,187 3,349 5,018 5,030: 319 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 238: 133 116 103 -19 -14 217 205: 21 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 10.6 20.9 22.2 62.8 94.0 94.2: 6.0 5.8
Old : 100.0: 50.9 10.6 20.9 22.2 62.8 94.0 94.2: 6.0 5.8
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 : 29: 15 3 5 8 11 26 16:
Old : 29: 15 3 5 8 11 26 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 : 47.2 68.9 70.0 86.4 40.0 52.9 52.8 59.5
Old : 47.2 68.9 70.0 86.4 40.0 52.9 52.8 59.5
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, October 25, 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 : 382,137: 88,185 54,746 60,361 185,125 235,628 333,671 350,735: 48,466 31,402
Old : 359,822: 88,437 53,604 56,283 169,834 221,460 314,554 331,347: 45,268 28,475
Other: 22,315: 1,861 3,255 1,965 15,291 14,168 19,117 19,388: 3,198 2,927
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,525: 2,393 990 -2,184 -230 6,276 -21 5,082: 1,546 -3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.3 15.8 48.4 61.7 87.3 91.8: 12.7 8.2
Old : 100.0: 24.6 14.9 15.6 47.2 61.5 87.4 92.1: 12.6 7.9
Other: 100.0: 8.3 14.6 8.8 68.5 63.5 85.7 86.9: 14.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 86 74 75 95 84 225 198:
Old : 287: 85 78 73 95 84 222 198:
Other: 77: 16 12 14 38 21 62 41:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 29.3 20.5 36.2 12.9 27.1 18.9 32.5
Old : 14.6 30.4 21.2 37.5 13.8 28.9 19.9 34.4
Other: 33.1 35.9 51.2 56.6 32.9 34.7 48.5 54.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 25, 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 : 10,564: 1,874 4,918 265 6,527 3,415 8,666 8,598: 1,898 1,966
Old : 10,556: 1,880 4,918 259 6,519 3,415 8,658 8,592: 1,898 1,964
Other: 8: 0 6 0 8 0 8 6: 0 2
: : :
: : Changes in Commitments from: October 18, 2016 :
: -479: -90 150 -735 274 224 -551 -361: 72 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 46.6 2.5 61.8 32.3 82.0 81.4: 18.0 18.6
Old : 100.0: 17.8 46.6 2.5 61.8 32.4 82.0 81.4: 18.0 18.6
Other: 100.0: 0.0 75.0 0.0 100.0 0.0 100.0 75.0: 0.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 24 6 21 15 40 44:
Old : 69: 16 24 6 20 15 39 44:
Other: 3: 0 2 0 1 0 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 34.1 60.4 48.3 47.8 33.5 57.8 47.7
Old : 48.6 34.1 60.4 48.4 47.9 33.6 57.9 47.8
Other: 100.0 75.0 100.0 75.0 100.0 75.0 100.0 75.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 25, 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 : 1,247,861: 223,428 198,939 66,834 852,396 823,721 1,142,658 1,089,494: 105,203 158,367
Old : 1,247,861: 223,428 198,939 66,834 852,396 823,721 1,142,658 1,089,494: 105,203 158,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -58,406: 24,336 -19,020 -27,238 -51,682 -15,979 -54,584 -62,237: -3,822 3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 15.9 5.4 68.3 66.0 91.6 87.3: 8.4 12.7
Old : 100.0: 17.9 15.9 5.4 68.3 66.0 91.6 87.3: 8.4 12.7
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 : 252: 56 41 34 100 118 171 178:
Old : 252: 56 41 34 100 118 171 178:
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 : 28.8 28.2 38.9 40.2 24.3 26.0 32.9 35.1
Old : 28.8 28.2 38.9 40.2 24.3 26.0 32.9 35.1
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 - Futures Only, October 25, 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 : 2,917,840: 631,297 556,791 115,047 1,839,558 1,773,811 2,585,902 2,445,649: 331,938 472,191
Old : 2,917,840: 631,297 556,791 115,047 1,839,558 1,773,811 2,585,902 2,445,649: 331,938 472,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 37,096: -31,918 -6,502 9,631 52,984 30,963 30,697 34,092: 6,399 3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.1 3.9 63.0 60.8 88.6 83.8: 11.4 16.2
Old : 100.0: 21.6 19.1 3.9 63.0 60.8 88.6 83.8: 11.4 16.2
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 : 357: 79 77 65 128 160 243 266:
Old : 357: 79 77 65 128 160 243 266:
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 : 30.2 15.5 38.2 25.7 28.1 13.4 35.3 21.2
Old : 30.2 15.5 38.2 25.7 28.1 13.4 35.3 21.2
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 - Futures Only, October 25, 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 : 237,348: 42,022 20,583 522 125,369 129,019 167,913 150,124: 69,435 87,224
Old : 237,348: 42,022 20,583 522 125,369 129,019 167,913 150,124: 69,435 87,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,221: 4,792 130 -104 -4,401 -292 287 -266: 3,934 4,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.7 0.2 52.8 54.4 70.7 63.3: 29.3 36.7
Old : 100.0: 17.7 8.7 0.2 52.8 54.4 70.7 63.3: 29.3 36.7
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 : 42: 5 3 3 23 24 30 28:
Old : 42: 5 3 3 23 24 30 28:
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 : 41.5 26.5 54.2 38.8 40.5 25.6 53.2 37.8
Old : 41.5 26.5 54.2 38.8 40.5 25.6 53.2 37.8
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 25, 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 : 2,760,581: 410,931 560,175 48,837 2,054,311 1,791,063 2,514,079 2,400,075: 246,502 360,506
Old : 2,760,581: 410,931 560,175 48,837 2,054,311 1,791,063 2,514,079 2,400,075: 246,502 360,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 26,431: 43,959 -9,459 -6,167 -15,870 29,525 21,922 13,899: 4,509 12,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.3 1.8 74.4 64.9 91.1 86.9: 8.9 13.1
Old : 100.0: 14.9 20.3 1.8 74.4 64.9 91.1 86.9: 8.9 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 : 288: 56 64 36 102 139 181 216:
Old : 288: 56 64 36 102 139 181 216:
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 : 40.5 20.3 51.4 30.5 37.2 20.0 46.7 30.2
Old : 40.5 20.3 51.4 30.5 37.2 20.0 46.7 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 25, 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 : 1,187,082: 127,921 165,674 254,151 785,955 719,710 1,168,027 1,139,535: 19,055 47,547
Old : 1,187,082: 127,921 165,674 254,151 785,955 719,710 1,168,027 1,139,535: 19,055 47,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 53,694: 6,545 4,552 5,024 41,185 44,991 52,754 54,567: 940 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.0 21.4 66.2 60.6 98.4 96.0: 1.6 4.0
Old : 100.0: 10.8 14.0 21.4 66.2 60.6 98.4 96.0: 1.6 4.0
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 : 167: 33 44 46 62 82 117 153:
Old : 167: 33 44 46 62 82 117 153:
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 : 27.1 20.6 44.5 34.9 19.1 12.8 28.1 17.2
Old : 27.1 20.6 44.5 34.9 19.1 12.8 28.1 17.2
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 25, 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 : 57,677: 36,208 11,903 622 12,538 37,018 49,368 49,543: 8,310 8,135
Old : 57,677: 36,208 11,903 622 12,538 37,018 49,368 49,543: 8,310 8,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1,165: -1,835 1,792 112 85 -3,152 -1,639 -1,249: 474 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 20.6 1.1 21.7 64.2 85.6 85.9: 14.4 14.1
Old : 100.0: 62.8 20.6 1.1 21.7 64.2 85.6 85.9: 14.4 14.1
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 : 116: 42 28 5 23 28 69 58:
Old : 116: 42 28 5 23 28 69 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 30.8 45.9 47.1 35.2 30.6 45.8 46.9
Old : 35.2 30.8 45.9 47.1 35.2 30.6 45.8 46.9
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 25, 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 : 115,354: 72,416 23,806 1,243 25,076 74,036 98,735 99,085: 16,619 16,269
Old : 115,354: 72,416 23,806 1,243 25,076 74,036 98,735 99,085: 16,619 16,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -2,330: -3,669 3,583 223 169 -6,304 -3,277 -2,498: 947 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 20.6 1.1 21.7 64.2 85.6 85.9: 14.4 14.1
Old : 100.0: 62.8 20.6 1.1 21.7 64.2 85.6 85.9: 14.4 14.1
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 : 116: 42 28 5 23 28 69 58:
Old : 116: 42 28 5 23 28 69 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 30.8 45.9 47.1 35.2 30.6 45.8 46.9
Old : 35.2 30.8 45.9 47.1 35.2 30.6 45.8 46.9
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 25, 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 : 16,921: 13,981 16,519 369 2,481 0 16,831 16,888: 90 33
Old : 16,921: 13,981 16,519 369 2,481 0 16,831 16,888: 90 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1,601: -1,342 -1,407 -190 0 0 -1,532 -1,597: -69 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 97.6 2.2 14.7 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 82.6 97.6 2.2 14.7 0.0 99.5 99.8: 0.5 0.2
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 : 36: 26 9 1 1 0 28 9:
Old : 36: 26 9 1 1 0 28 9:
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 : 65.7 81.3 85.6 99.2 65.7 81.3 85.5 97.1
Old : 65.7 81.3 85.6 99.2 65.7 81.3 85.5 97.1
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 25, 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 : 29,094: 16,745 11,449 106 12,056 17,272 28,907 28,827: 187 267
Old : 29,094: 16,745 11,449 106 12,056 17,272 28,907 28,827: 187 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,051: 521 1,184 9 512 -246 1,042 947: 9 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 39.4 0.4 41.4 59.4 99.4 99.1: 0.6 0.9
Old : 100.0: 57.6 39.4 0.4 41.4 59.4 99.4 99.1: 0.6 0.9
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 : 44: 7 13 1 7 19 14 33:
Old : 44: 7 13 1 7 19 14 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 : 87.4 51.9 97.0 71.8 87.4 51.7 96.7 71.5
Old : 87.4 51.9 97.0 71.8 87.4 51.7 96.7 71.5
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 25, 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 : 29,418: 24,642 5,374 136 4,617 23,823 29,395 29,333: 23 85
Old : 29,418: 24,642 5,374 136 4,617 23,823 29,395 29,333: 23 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,778: 1,199 -787 0 585 2,547 1,784 1,760: -6 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 18.3 0.5 15.7 81.0 99.9 99.7: 0.1 0.3
Old : 100.0: 83.8 18.3 0.5 15.7 81.0 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 7 1 4 11 19 19:
Old : 36: 15 7 1 4 11 19 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 : 85.3 68.1 94.9 91.1 85.3 68.1 92.8 91.1
Old : 85.3 68.1 94.9 91.1 85.3 68.1 92.8 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016