WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 01, 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 : 495,525: 151,746 227,125 106,305 185,523 120,203 443,574 453,633: 51,951 41,892
Old : 422,050: 142,447 217,878 81,518 152,138 89,230 376,103 388,626: 45,947 33,424
Other: 73,475: 27,445 27,393 6,641 33,385 30,973 67,471 65,007: 6,004 8,468
: : :
: : Changes in Commitments from: October 25, 2016 :
: -1,591: -1,564 -12,897 2,885 -3,792 9,199 -2,471 -813: 880 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 45.8 21.5 37.4 24.3 89.5 91.5: 10.5 8.5
Old : 100.0: 33.8 51.6 19.3 36.0 21.1 89.1 92.1: 10.9 7.9
Other: 100.0: 37.4 37.3 9.0 45.4 42.2 91.8 88.5: 8.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 150 142 146 114 109 350 329:
Old : 444: 156 135 121 112 96 332 299:
Other: 195: 41 53 24 52 78 110 141:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 9.1 15.2 17.1 7.4 9.1 13.4 16.7
Old : 8.2 10.5 15.4 19.4 8.0 10.5 13.9 19.4
Other: 35.1 20.0 51.4 32.2 34.2 18.7 46.5 29.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 01, 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 : 263,869: 100,330 89,086 43,434 97,876 108,033 241,640 240,553: 22,229 23,316
Old : 209,140: 91,688 89,185 29,169 70,862 71,923 191,719 190,277: 17,421 18,863
Other: 54,729: 20,713 11,972 2,194 27,014 36,110 49,921 50,276: 4,808 4,453
: : :
: : Changes in Commitments from: October 25, 2016 :
: 8,779: 616 2,768 3,740 2,668 2,046 7,024 8,554: 1,755 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 33.8 16.5 37.1 40.9 91.6 91.2: 8.4 8.8
Old : 100.0: 43.8 42.6 13.9 33.9 34.4 91.7 91.0: 8.3 9.0
Other: 100.0: 37.8 21.9 4.0 49.4 66.0 91.2 91.9: 8.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 80 67 76 88 85 206 206:
Old : 270: 78 71 63 77 83 183 196:
Other: 160: 35 27 15 58 60 102 95:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 17.8 22.9 27.7 11.9 16.9 20.6 26.2
Old : 16.1 16.1 26.5 28.0 15.7 15.8 24.3 26.1
Other: 23.4 44.0 35.4 57.1 23.4 42.1 35.4 54.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 01, 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 : 1,345,452: 391,799 313,829 214,101 594,371 621,573 1,200,271 1,149,503: 145,181 195,949
Old : 1,239,466: 388,871 322,345 178,334 538,701 563,798 1,105,906 1,064,477: 133,560 174,989
Other: 105,986: 35,833 24,389 2,862 55,670 57,775 94,365 85,026: 11,621 20,960
: : :
: : Changes in Commitments from: October 25, 2016 :
: 9,838: 14,113 -1,845 -15,405 12,965 24,159 11,673 6,909: -1,835 2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 23.3 15.9 44.2 46.2 89.2 85.4: 10.8 14.6
Old : 100.0: 31.4 26.0 14.4 43.5 45.5 89.2 85.9: 10.8 14.1
Other: 100.0: 33.8 23.0 2.7 52.5 54.5 89.0 80.2: 11.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 164 161 179 274 331 543 591:
Old : 744: 165 170 163 273 323 534 570:
Other: 372: 45 68 19 68 211 122 292:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 11.0 17.3 17.5 10.3 9.8 16.8 14.8
Old : 10.8 10.4 17.9 17.3 10.6 9.2 17.5 15.1
Other: 26.9 26.6 39.9 34.9 26.1 26.2 39.0 34.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 01, 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 : 8,563: 2,270 1,477 189 3,514 5,468 5,973 7,134: 2,590 1,429
Old : 8,502: 2,252 1,477 187 3,493 5,435 5,932 7,099: 2,570 1,403
Other: 61: 20 2 0 21 33 41 35: 20 26
: : :
: : Changes in Commitments from: October 25, 2016 :
: -305: -349 -422 -144 157 468 -336 -98: 31 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 17.2 2.2 41.0 63.9 69.8 83.3: 30.2 16.7
Old : 100.0: 26.5 17.4 2.2 41.1 63.9 69.8 83.5: 30.2 16.5
Other: 100.0: 32.8 3.3 0.0 34.4 54.1 67.2 57.4: 32.8 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 7 7 13 8 29 20:
Old : 36: 13 7 6 13 8 29 19:
Other: 8: 2 1 0 2 3 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 53.3 41.1 75.1 26.0 48.3 36.7 65.6
Old : 28.8 53.4 41.1 75.4 25.9 48.7 36.8 65.9
Other: 67.2 57.4 67.2 57.4 67.2 57.4 67.2 57.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 01, 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 : 615,146: 209,926 70,289 67,637 288,714 381,618 566,277 519,544: 48,869 95,602
Old : 572,997: 208,267 66,126 55,080 265,296 365,269 528,643 486,475: 44,354 86,522
Other: 42,149: 12,797 15,301 1,419 23,418 16,349 37,634 33,069: 4,515 9,080
: : :
: : Changes in Commitments from: October 25, 2016 :
: -23,921: 15,967 1,307 -15,005 -16,664 -5,307 -15,702 -19,005: -8,219 -4,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 11.4 11.0 46.9 62.0 92.1 84.5: 7.9 15.5
Old : 100.0: 36.3 11.5 9.6 46.3 63.7 92.3 84.9: 7.7 15.1
Other: 100.0: 30.4 36.3 3.4 55.6 38.8 89.3 78.5: 10.7 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 592: 161 137 138 159 227 406 447:
Old : 589: 164 138 126 150 225 389 438:
Other: 285: 44 60 21 53 143 108 215:
:----------------------------------------------------------------------------------------------------
: 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 12.9 22.7 21.7 10.8 12.5 18.4 19.8
Old : 14.8 13.6 24.2 22.3 12.0 13.1 20.1 20.8
Other: 28.1 37.5 41.2 45.5 28.1 37.5 41.1 44.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 01, 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 : 475,067: 190,717 30,557 86,766 152,648 331,311 430,131 448,634: 44,936 26,433
Old : 461,667: 191,694 33,443 80,331 146,408 322,467 418,433 436,241: 43,234 25,426
Other: 13,400: 3,930 2,021 1,528 6,240 8,844 11,698 12,393: 1,702 1,007
: : :
: : Changes in Commitments from: October 25, 2016 :
: 13,077: 13,357 -6,264 -7,814 10,831 25,516 16,374 11,438: -3,297 1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 6.4 18.3 32.1 69.7 90.5 94.4: 9.5 5.6
Old : 100.0: 41.5 7.2 17.4 31.7 69.8 90.6 94.5: 9.4 5.5
Other: 100.0: 29.3 15.1 11.4 46.6 66.0 87.3 92.5: 12.7 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 121 56 103 84 81 266 203:
Old : 313: 125 62 101 83 81 263 203:
Other: 59: 14 9 11 25 16 45 30:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 38.5 19.2 46.2 10.7 37.9 16.7 45.1
Old : 12.2 39.0 19.7 46.9 11.0 38.9 17.1 46.2
Other: 35.2 47.0 51.8 63.7 35.2 47.0 49.6 61.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 01, 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 : 544,660: 87,719 91,874 11,565 300,255 278,231 399,539 381,670: 145,121 162,990
Old : 544,660: 87,719 91,874 11,565 300,255 278,231 399,539 381,670: 145,121 162,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -12,707: -14,819 -6,203 1,344 4,889 -22,538 -8,586 -27,397: -4,121 14,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.9 2.1 55.1 51.1 73.4 70.1: 26.6 29.9
Old : 100.0: 16.1 16.9 2.1 55.1 51.1 73.4 70.1: 26.6 29.9
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 : 142: 27 32 19 62 59 100 99:
Old : 142: 27 32 19 62 59 100 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 : 19.2 22.9 30.4 32.3 11.7 15.3 18.7 22.3
Old : 19.2 22.9 30.4 32.3 11.7 15.3 18.7 22.3
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, November 01, 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 : 616,393: 43,343 140,176 13,470 444,635 366,645 501,448 520,291: 114,945 96,102
Old : 616,393: 43,343 140,176 13,470 444,635 366,645 501,448 520,291: 114,945 96,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -6,900: -2,522 -7,781 2,395 -3,469 -7,548 -3,596 -12,934: -3,304 6,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.7 2.2 72.1 59.5 81.4 84.4: 18.6 15.6
Old : 100.0: 7.0 22.7 2.2 72.1 59.5 81.4 84.4: 18.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 13 13 8 58 52 76 68:
Old : 96: 13 13 8 58 52 76 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.7 39.1 50.0 20.0 34.4 30.1 46.7
Old : 25.5 34.7 39.1 50.0 20.0 34.4 30.1 46.7
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, November 01, 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 : 5,299: 2,741 387 1,148 1,043 3,534 4,932 5,069: 367 230
Old : 5,299: 2,741 387 1,148 1,043 3,534 4,932 5,069: 367 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -38: 27 -177 31 -144 185 -86 39: 48 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 7.3 21.7 19.7 66.7 93.1 95.7: 6.9 4.3
Old : 100.0: 51.7 7.3 21.7 19.7 66.7 93.1 95.7: 6.9 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 : 30: 14 4 5 6 11 24 17:
Old : 30: 14 4 5 6 11 24 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 : 47.5 69.0 67.7 86.4 39.0 54.5 53.0 60.3
Old : 47.5 69.0 67.7 86.4 39.0 54.5 53.0 60.3
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, November 01, 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 : 366,377: 89,689 47,598 42,822 185,477 243,492 317,988 333,912: 48,389 32,465
Old : 343,923: 89,609 46,165 39,296 169,717 229,071 298,622 314,532: 45,301 29,391
Other: 22,454: 1,790 3,143 1,816 15,760 14,421 19,366 19,380: 3,088 3,074
: : :
: : Changes in Commitments from: October 25, 2016 :
: -15,760: 1,504 -7,148 -17,539 352 7,864 -15,683 -16,823: -77 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.0 11.7 50.6 66.5 86.8 91.1: 13.2 8.9
Old : 100.0: 26.1 13.4 11.4 49.3 66.6 86.8 91.5: 13.2 8.5
Other: 100.0: 8.0 14.0 8.1 70.2 64.2 86.2 86.3: 13.8 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 86 64 74 92 84 224 189:
Old : 278: 87 70 72 92 84 222 188:
Other: 80: 18 12 15 38 19 63 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 : 15.1 33.5 21.7 40.4 14.6 31.2 20.8 36.3
Old : 15.6 34.7 22.4 42.0 15.6 33.0 21.9 38.7
Other: 34.4 38.3 52.0 57.5 34.3 37.0 50.3 55.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 01, 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 : 10,559: 1,687 4,709 201 6,666 3,461 8,554 8,371: 2,005 2,188
Old : 10,551: 1,695 4,709 193 6,658 3,461 8,546 8,363: 2,005 2,188
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -5: -187 -209 -64 139 46 -112 -227: 107 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 44.6 1.9 63.1 32.8 81.0 79.3: 19.0 20.7
Old : 100.0: 16.1 44.6 1.8 63.1 32.8 81.0 79.3: 19.0 20.7
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 14 19 5 23 13 40 35:
Old : 62: 14 19 4 22 13 39 34:
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 : 50.1 36.3 60.5 50.4 49.4 35.8 58.9 49.8
Old : 50.1 36.4 60.6 50.4 49.4 35.9 58.9 49.9
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 01, 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 : 1,260,953: 219,148 197,570 90,718 835,878 816,363 1,145,744 1,104,651: 115,209 156,302
Old : 1,260,953: 219,148 197,570 90,718 835,878 816,363 1,145,744 1,104,651: 115,209 156,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 13,092: -4,280 -1,369 23,884 -16,518 -7,358 3,086 15,157: 10,006 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.7 7.2 66.3 64.7 90.9 87.6: 9.1 12.4
Old : 100.0: 17.4 15.7 7.2 66.3 64.7 90.9 87.6: 9.1 12.4
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 : 247: 60 36 36 96 115 168 175:
Old : 247: 60 36 36 96 115 168 175:
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 : 25.1 28.0 35.9 41.4 19.8 25.7 28.6 34.8
Old : 25.1 28.0 35.9 41.4 19.8 25.7 28.6 34.8
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, November 01, 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 : 2,916,829: 573,204 608,261 95,978 1,914,257 1,725,766 2,583,439 2,430,005: 333,390 486,824
Old : 2,916,829: 573,204 608,261 95,978 1,914,257 1,725,766 2,583,439 2,430,005: 333,390 486,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -1,011: -58,093 51,470 -19,069 74,699 -48,045 -2,463 -15,644: 1,452 14,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.9 3.3 65.6 59.2 88.6 83.3: 11.4 16.7
Old : 100.0: 19.7 20.9 3.3 65.6 59.2 88.6 83.3: 11.4 16.7
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 : 357: 75 78 68 137 160 250 268:
Old : 357: 75 78 68 137 160 250 268:
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 : 30.6 15.7 39.0 25.5 28.5 12.9 35.9 20.8
Old : 30.6 15.7 39.0 25.5 28.5 12.9 35.9 20.8
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, November 01, 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 : 259,063: 55,031 31,336 107 136,422 129,662 191,560 161,105: 67,503 97,958
Old : 259,063: 55,031 31,336 107 136,422 129,662 191,560 161,105: 67,503 97,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 21,715: 13,009 10,753 -415 11,053 643 23,647 10,981: -1,932 10,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.1 0.0 52.7 50.1 73.9 62.2: 26.1 37.8
Old : 100.0: 21.2 12.1 0.0 52.7 50.1 73.9 62.2: 26.1 37.8
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 : 48: 6 5 3 27 26 35 32:
Old : 48: 6 5 3 27 26 35 32:
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 : 40.7 24.0 56.0 35.8 40.3 22.8 55.2 34.4
Old : 40.7 24.0 56.0 35.8 40.3 22.8 55.2 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 01, 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 : 2,779,984: 366,774 570,052 53,905 2,099,260 1,807,169 2,519,939 2,431,126: 260,045 348,858
Old : 2,779,984: 366,774 570,052 53,905 2,099,260 1,807,169 2,519,939 2,431,126: 260,045 348,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 19,403: -44,157 9,877 5,068 44,949 16,106 5,860 31,051: 13,543 -11,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.5 1.9 75.5 65.0 90.6 87.5: 9.4 12.5
Old : 100.0: 13.2 20.5 1.9 75.5 65.0 90.6 87.5: 9.4 12.5
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 : 283: 52 64 43 104 136 182 217:
Old : 283: 52 64 43 104 136 182 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 20.2 49.8 30.9 36.3 20.1 45.0 30.6
Old : 39.6 20.2 49.8 30.9 36.3 20.1 45.0 30.6
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, November 01, 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 : 903,152: 96,798 158,977 155,598 624,670 539,201 877,066 853,776: 26,086 49,376
Old : 903,152: 96,798 158,977 155,598 624,670 539,201 877,066 853,776: 26,086 49,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -283,930: -31,123 -6,697 -98,553 -161,285 -180,509 -290,961 -285,759: 7,031 1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.6 17.2 69.2 59.7 97.1 94.5: 2.9 5.5
Old : 100.0: 10.7 17.6 17.2 69.2 59.7 97.1 94.5: 2.9 5.5
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 : 144: 25 37 39 62 76 110 131:
Old : 144: 25 37 39 62 76 110 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.2 41.8 33.6 20.0 15.9 31.1 22.6
Old : 25.4 22.2 41.8 33.6 20.0 15.9 31.1 22.6
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, November 01, 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 : 58,314: 34,678 13,569 576 15,208 36,102 50,461 50,246: 7,853 8,068
Old : 58,314: 34,678 13,569 576 15,208 36,102 50,461 50,246: 7,853 8,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 637: -1,530 1,666 -46 2,670 -917 1,094 703: -457 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 23.3 1.0 26.1 61.9 86.5 86.2: 13.5 13.8
Old : 100.0: 59.5 23.3 1.0 26.1 61.9 86.5 86.2: 13.5 13.8
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 : 119: 40 33 6 28 25 73 59:
Old : 119: 40 33 6 28 25 73 59:
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 : 32.5 32.5 42.7 49.2 32.3 32.2 42.2 49.0
Old : 32.5 32.5 42.7 49.2 32.3 32.2 42.2 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, November 01, 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 : 116,627: 69,356 27,137 1,151 30,415 72,203 100,922 100,491: 15,705 16,136
Old : 116,627: 69,356 27,137 1,151 30,415 72,203 100,922 100,491: 15,705 16,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,273: -3,060 3,331 -92 5,339 -1,833 2,187 1,406: -914 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 23.3 1.0 26.1 61.9 86.5 86.2: 13.5 13.8
Old : 100.0: 59.5 23.3 1.0 26.1 61.9 86.5 86.2: 13.5 13.8
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 : 119: 40 33 6 28 25 73 59:
Old : 119: 40 33 6 28 25 73 59:
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 : 32.5 32.5 42.7 49.2 32.3 32.2 42.2 49.0
Old : 32.5 32.5 42.7 49.2 32.3 32.2 42.2 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, November 01, 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 : 17,683: 14,684 17,218 404 2,481 0 17,569 17,622: 114 61
Old : 17,683: 14,684 17,218 404 2,481 0 17,569 17,622: 114 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 762: 703 699 35 0 0 738 734: 24 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 97.4 2.3 14.0 0.0 99.4 99.7: 0.6 0.3
Old : 100.0: 83.0 97.4 2.3 14.0 0.0 99.4 99.7: 0.6 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 : 37: 25 11 2 1 0 27 12:
Old : 37: 25 11 2 1 0 27 12:
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 : 65.8 75.1 86.3 97.0 65.8 75.1 86.3 94.9
Old : 65.8 75.1 86.3 97.0 65.8 75.1 86.3 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 01, 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 : 31,658: 17,839 12,687 45 13,701 18,668 31,585 31,400: 73 258
Old : 31,658: 17,839 12,687 45 13,701 18,668 31,585 31,400: 73 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,564: 1,094 1,238 -61 1,645 1,396 2,678 2,573: -114 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 40.1 0.1 43.3 59.0 99.8 99.2: 0.2 0.8
Old : 100.0: 56.3 40.1 0.1 43.3 59.0 99.8 99.2: 0.2 0.8
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 : 45: 8 13 1 7 19 15 33:
Old : 45: 8 13 1 7 19 15 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 : 84.7 49.0 96.6 69.0 84.7 49.0 96.5 68.8
Old : 84.7 49.0 96.6 69.0 84.7 49.0 96.5 68.8
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, November 01, 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 : 38,825: 33,517 5,285 136 5,120 33,337 38,773 38,758: 52 67
Old : 38,825: 33,517 5,285 136 5,120 33,337 38,773 38,758: 52 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 9,407: 8,875 -89 0 503 9,514 9,378 9,425: 29 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 13.6 0.4 13.2 85.9 99.9 99.8: 0.1 0.2
Old : 100.0: 86.3 13.6 0.4 13.2 85.9 99.9 99.8: 0.1 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 : 35: 15 6 1 4 11 19 18:
Old : 35: 15 6 1 4 11 19 18:
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 : 85.7 71.2 94.4 92.0 85.7 71.2 93.2 92.0
Old : 85.7 71.2 94.4 92.0 85.7 71.2 93.2 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016