WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 08, 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 : 496,516: 150,306 229,183 98,054 196,609 126,182 444,969 453,419: 51,547 43,097
Old : 413,968: 138,430 217,190 70,655 159,981 92,284 369,066 380,129: 44,902 33,839
Other: 82,548: 32,011 32,128 7,264 36,628 33,898 75,903 73,290: 6,645 9,258
: : :
: : Changes in Commitments from: November 1, 2016 :
: 991: -1,440 2,058 -8,251 11,086 5,979 1,395 -214: -404 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 46.2 19.7 39.6 25.4 89.6 91.3: 10.4 8.7
Old : 100.0: 33.4 52.5 17.1 38.6 22.3 89.2 91.8: 10.8 8.2
Other: 100.0: 38.8 38.9 8.8 44.4 41.1 92.0 88.8: 8.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 152 138 137 119 109 351 321:
Old : 445: 159 131 109 115 94 331 285:
Other: 206: 38 65 28 51 79 112 153:
:----------------------------------------------------------------------------------------------------
: 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 9.0 16.7 17.1 7.8 8.9 14.3 16.6
Old : 9.9 10.7 17.4 19.9 8.2 10.7 14.5 19.6
Other: 33.3 17.8 47.7 30.9 33.3 17.6 43.8 28.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 08, 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 : 266,296: 103,371 96,288 43,222 97,306 103,604 243,899 243,114: 22,397 23,182
Old : 205,403: 96,170 96,195 24,042 67,883 66,935 188,095 187,172: 17,308 18,231
Other: 60,893: 24,271 17,163 2,110 29,423 36,669 55,804 55,942: 5,089 4,951
: : :
: : Changes in Commitments from: November 1, 2016 :
: 2,427: 3,041 7,202 -212 -570 -4,429 2,259 2,561: 168 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 36.2 16.2 36.5 38.9 91.6 91.3: 8.4 8.7
Old : 100.0: 46.8 46.8 11.7 33.0 32.6 91.6 91.1: 8.4 8.9
Other: 100.0: 39.9 28.2 3.5 48.3 60.2 91.6 91.9: 8.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 76 65 68 91 81 202 195:
Old : 259: 75 65 56 81 78 177 184:
Other: 159: 38 25 14 59 59 105 92:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 19.0 23.3 28.6 12.0 17.8 20.7 27.0
Old : 16.9 17.7 26.8 29.7 16.8 17.3 25.9 27.7
Other: 23.2 39.9 34.8 57.7 23.2 38.9 34.8 55.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 08, 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 : 1,346,960: 402,898 289,463 206,397 588,361 656,582 1,197,656 1,152,442: 149,304 194,518
Old : 1,233,909: 400,073 297,721 169,759 527,035 593,832 1,096,867 1,061,312: 137,042 172,597
Other: 113,051: 36,567 25,484 2,896 61,326 62,750 100,789 91,130: 12,262 21,921
: : :
: : Changes in Commitments from: November 1, 2016 :
: 1,508: 11,099 -24,366 -7,704 -6,010 35,009 -2,615 2,939: 4,123 -1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 21.5 15.3 43.7 48.7 88.9 85.6: 11.1 14.4
Old : 100.0: 32.4 24.1 13.8 42.7 48.1 88.9 86.0: 11.1 14.0
Other: 100.0: 32.3 22.5 2.6 54.2 55.5 89.2 80.6: 10.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 170 155 185 280 345 563 605:
Old : 761: 176 163 169 278 333 554 579:
Other: 384: 43 74 20 74 218 125 307:
:----------------------------------------------------------------------------------------------------
: 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 11.7 17.6 18.1 10.5 10.8 17.3 15.8
Old : 11.2 11.2 18.5 18.0 11.2 10.3 18.5 16.5
Other: 25.5 25.6 38.2 34.5 24.8 25.0 37.5 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 08, 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 : 8,400: 2,299 1,291 238 3,551 5,623 6,088 7,152: 2,312 1,248
Old : 8,283: 2,281 1,291 236 3,480 5,530 5,997 7,057: 2,286 1,226
Other: 117: 20 2 0 71 93 91 95: 26 22
: : :
: : Changes in Commitments from: November 1, 2016 :
: -163: 29 -186 49 37 155 115 18: -278 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.4 2.8 42.3 66.9 72.5 85.1: 27.5 14.9
Old : 100.0: 27.5 15.6 2.8 42.0 66.8 72.4 85.2: 27.6 14.8
Other: 100.0: 17.1 1.7 0.0 60.7 79.5 77.8 81.2: 22.2 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 6 5 14 8 29 18:
Old : 35: 13 6 4 14 8 29 17:
Other: 10: 2 1 0 3 4 5 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 : 22.9 53.3 39.4 76.2 20.7 46.3 32.5 62.9
Old : 23.0 53.7 39.0 76.2 20.7 46.7 32.0 62.8
Other: 75.2 79.5 77.8 81.2 75.2 79.5 77.8 81.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 08, 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 : 620,641: 220,604 67,933 67,578 283,210 390,206 571,392 525,717: 49,249 94,924
Old : 577,434: 219,356 63,203 54,837 258,520 374,341 532,713 492,381: 44,721 85,053
Other: 43,207: 12,125 15,607 1,864 24,690 15,865 38,679 33,336: 4,528 9,871
: : :
: : Changes in Commitments from: November 1, 2016 :
: 5,495: 10,678 -2,356 -59 -5,504 8,588 5,115 6,173: 380 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 10.9 10.9 45.6 62.9 92.1 84.7: 7.9 15.3
Old : 100.0: 38.0 10.9 9.5 44.8 64.8 92.3 85.3: 7.7 14.7
Other: 100.0: 28.1 36.1 4.3 57.1 36.7 89.5 77.2: 10.5 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 164 127 138 145 228 396 439:
Old : 585: 172 128 124 133 225 375 427:
Other: 291: 45 66 21 52 146 108 223:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 13.5 22.6 22.0 10.8 13.1 18.8 20.5
Old : 14.2 14.3 23.9 22.9 11.6 14.0 20.3 21.7
Other: 27.4 35.4 41.3 42.1 27.4 35.4 41.2 42.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 08, 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 : 470,184: 184,595 34,906 90,248 150,250 320,672 425,093 445,826: 45,091 24,358
Old : 454,464: 184,528 37,431 83,566 143,035 309,918 411,129 430,915: 43,335 23,549
Other: 15,720: 5,050 2,458 1,699 7,215 10,754 13,964 14,911: 1,756 809
: : :
: : Changes in Commitments from: November 1, 2016 :
: -4,883: -6,122 4,349 3,482 -2,398 -10,639 -5,038 -2,808: 155 -2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 7.4 19.2 32.0 68.2 90.4 94.8: 9.6 5.2
Old : 100.0: 40.6 8.2 18.4 31.5 68.2 90.5 94.8: 9.5 5.2
Other: 100.0: 32.1 15.6 10.8 45.9 68.4 88.8 94.9: 11.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 119 61 105 87 84 273 209:
Old : 322: 122 66 102 86 83 270 207:
Other: 64: 14 10 13 25 20 48 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 37.4 20.2 46.3 11.2 36.9 17.4 44.3
Old : 13.0 37.9 20.8 47.0 11.7 37.7 18.1 45.3
Other: 38.2 43.5 58.0 60.2 38.2 43.5 55.7 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 08, 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 : 545,561: 83,337 86,009 11,837 301,593 285,039 396,767 382,885: 148,794 162,676
Old : 545,561: 83,337 86,009 11,837 301,593 285,039 396,767 382,885: 148,794 162,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 901: -4,382 -5,865 272 1,338 6,808 -2,772 1,215: 3,673 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.8 2.2 55.3 52.2 72.7 70.2: 27.3 29.8
Old : 100.0: 15.3 15.8 2.2 55.3 52.2 72.7 70.2: 27.3 29.8
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 : 148: 28 31 20 66 61 109 98:
Old : 148: 28 31 20 66 61 109 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 : 18.7 22.9 30.1 32.3 12.7 16.9 20.8 24.2
Old : 18.7 22.9 30.1 32.3 12.7 16.9 20.8 24.2
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 08, 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 : 631,506: 43,207 148,785 12,850 452,233 375,210 508,290 536,845: 123,216 94,661
Old : 631,506: 43,207 148,785 12,850 452,233 375,210 508,290 536,845: 123,216 94,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 15,113: -136 8,609 -620 7,598 8,565 6,842 16,554: 8,271 -1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 23.6 2.0 71.6 59.4 80.5 85.0: 19.5 15.0
Old : 100.0: 6.8 23.6 2.0 71.6 59.4 80.5 85.0: 19.5 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 : 99: 14 13 8 60 55 80 70:
Old : 99: 14 13 8 60 55 80 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 34.7 38.5 49.3 19.8 34.5 30.4 47.5
Old : 24.9 34.7 38.5 49.3 19.8 34.5 30.4 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 08, 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 : 5,686: 3,005 841 1,055 1,257 3,595 5,317 5,491: 369 195
Old : 5,686: 3,005 841 1,055 1,257 3,595 5,317 5,491: 369 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 387: 264 454 -93 214 61 385 422: 2 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 14.8 18.6 22.1 63.2 93.5 96.6: 6.5 3.4
Old : 100.0: 52.8 14.8 18.6 22.1 63.2 93.5 96.6: 6.5 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 : 32: 16 4 5 5 12 23 19:
Old : 32: 16 4 5 5 12 23 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 : 47.9 69.1 68.4 85.2 42.4 56.2 55.5 63.7
Old : 47.9 69.1 68.4 85.2 42.4 56.2 55.5 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 08, 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 : 369,732: 91,794 53,179 47,481 180,941 238,128 320,216 338,788: 49,516 30,944
Old : 345,633: 91,911 51,349 43,272 164,550 223,093 299,733 317,714: 45,900 27,919
Other: 24,099: 1,868 3,815 2,224 16,391 15,035 20,483 21,074: 3,616 3,025
: : :
: : Changes in Commitments from: November 1, 2016 :
: 3,355: 2,105 5,581 4,659 -4,536 -5,364 2,228 4,876: 1,127 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.4 12.8 48.9 64.4 86.6 91.6: 13.4 8.4
Old : 100.0: 26.6 14.9 12.5 47.6 64.5 86.7 91.9: 13.3 8.1
Other: 100.0: 7.8 15.8 9.2 68.0 62.4 85.0 87.4: 15.0 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 80 66 86 93 84 232 196:
Old : 280: 85 66 82 93 82 228 192:
Other: 86: 18 16 20 38 19 69 47:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 34.6 21.4 40.5 14.1 32.1 20.5 37.4
Old : 15.3 35.9 22.1 42.3 15.2 34.4 21.5 40.0
Other: 33.4 37.2 49.7 55.4 33.3 36.0 47.6 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 08, 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 : 11,159: 1,814 5,352 292 6,738 3,565 8,844 9,209: 2,315 1,950
Old : 11,151: 1,822 5,352 284 6,730 3,565 8,836 9,201: 2,315 1,950
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 600: 127 643 91 72 104 290 838: 310 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 48.0 2.6 60.4 31.9 79.3 82.5: 20.7 17.5
Old : 100.0: 16.3 48.0 2.5 60.4 32.0 79.2 82.5: 20.8 17.5
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 : 65: 15 21 5 23 13 41 37:
Old : 65: 15 21 4 22 13 40 36:
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 : 47.3 37.5 58.1 53.4 46.2 36.6 56.0 52.5
Old : 47.3 37.5 58.1 53.4 46.3 36.7 56.1 52.6
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 08, 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 : 1,209,807: 294,459 207,501 50,538 749,702 797,885 1,094,699 1,055,924: 115,108 153,883
Old : 1,209,807: 294,459 207,501 50,538 749,702 797,885 1,094,699 1,055,924: 115,108 153,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -51,146: 75,311 9,931 -40,180 -86,176 -18,478 -51,045 -48,727: -101 -2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.2 4.2 62.0 66.0 90.5 87.3: 9.5 12.7
Old : 100.0: 24.3 17.2 4.2 62.0 66.0 90.5 87.3: 9.5 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 : 261: 59 44 37 103 124 177 190:
Old : 261: 59 44 37 103 124 177 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 26.6 31.9 34.8 18.7 24.2 28.2 31.3
Old : 20.1 26.6 31.9 34.8 18.7 24.2 28.2 31.3
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 08, 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 : 2,890,322: 553,235 624,895 100,271 1,906,498 1,698,703 2,560,004 2,423,869: 330,318 466,453
Old : 2,890,322: 553,235 624,895 100,271 1,906,498 1,698,703 2,560,004 2,423,869: 330,318 466,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -26,507: -19,969 16,634 4,293 -7,759 -27,063 -23,435 -6,136: -3,072 -20,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.6 3.5 66.0 58.8 88.6 83.9: 11.4 16.1
Old : 100.0: 19.1 21.6 3.5 66.0 58.8 88.6 83.9: 11.4 16.1
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 : 355: 72 81 64 131 165 238 275:
Old : 355: 72 81 64 131 165 238 275:
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 : 31.1 17.5 39.4 25.9 29.4 14.6 36.8 21.8
Old : 31.1 17.5 39.4 25.9 29.4 14.6 36.8 21.8
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 08, 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 : 256,767: 46,738 48,802 482 140,185 123,247 187,405 172,531: 69,362 84,236
Old : 256,767: 46,738 48,802 482 140,185 123,247 187,405 172,531: 69,362 84,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,296: -8,293 17,466 375 3,763 -6,415 -4,155 11,426: 1,859 -13,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.0 0.2 54.6 48.0 73.0 67.2: 27.0 32.8
Old : 100.0: 18.2 19.0 0.2 54.6 48.0 73.0 67.2: 27.0 32.8
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 : 50: 6 5 2 29 27 36 33:
Old : 50: 6 5 2 29 27 36 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 : 41.4 29.7 54.7 41.2 40.5 28.6 53.8 39.6
Old : 41.4 29.7 54.7 41.2 40.5 28.6 53.8 39.6
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 08, 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 : 2,918,639: 410,399 556,026 60,439 2,199,740 1,938,690 2,670,578 2,555,155: 248,061 363,484
Old : 2,918,639: 410,399 556,026 60,439 2,199,740 1,938,690 2,670,578 2,555,155: 248,061 363,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 138,655: 43,625 -14,026 6,534 100,480 131,521 150,639 124,029: -11,984 14,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.1 2.1 75.4 66.4 91.5 87.5: 8.5 12.5
Old : 100.0: 14.1 19.1 2.1 75.4 66.4 91.5 87.5: 8.5 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 : 286: 45 67 39 110 145 182 224:
Old : 286: 45 67 39 110 145 182 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 21.8 49.7 32.6 35.0 21.0 44.9 31.0
Old : 38.5 21.8 49.7 32.6 35.0 21.0 44.9 31.0
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 08, 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 : 902,719: 83,177 115,939 136,839 653,711 600,390 873,727 853,168: 28,992 49,551
Old : 902,719: 83,177 115,939 136,839 653,711 600,390 873,727 853,168: 28,992 49,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -433: -13,621 -43,038 -18,759 29,041 61,189 -3,339 -608: 2,906 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.8 15.2 72.4 66.5 96.8 94.5: 3.2 5.5
Old : 100.0: 9.2 12.8 15.2 72.4 66.5 96.8 94.5: 3.2 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 : 150: 27 41 38 58 78 108 135:
Old : 150: 27 41 38 58 78 108 135:
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 : 26.8 21.8 42.8 33.7 19.8 14.8 29.0 21.4
Old : 26.8 21.8 42.8 33.7 19.8 14.8 29.0 21.4
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 08, 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 : 58,186: 37,184 15,435 384 13,144 32,979 50,711 48,797: 7,475 9,390
Old : 58,186: 37,184 15,435 384 13,144 32,979 50,711 48,797: 7,475 9,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -128: 2,506 1,866 -192 -2,064 -3,123 250 -1,449: -378 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 26.5 0.7 22.6 56.7 87.2 83.9: 12.8 16.1
Old : 100.0: 63.9 26.5 0.7 22.6 56.7 87.2 83.9: 12.8 16.1
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 : 117: 42 32 5 24 25 68 60:
Old : 117: 42 32 5 24 25 68 60:
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 : 27.9 35.6 39.3 49.3 27.7 35.4 39.1 49.1
Old : 27.9 35.6 39.3 49.3 27.7 35.4 39.1 49.1
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 08, 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 : 116,372: 74,367 30,869 767 26,288 65,957 101,422 97,593: 14,950 18,779
Old : 116,372: 74,367 30,869 767 26,288 65,957 101,422 97,593: 14,950 18,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -255: 5,011 3,732 -384 -4,127 -6,246 500 -2,898: -755 2,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 26.5 0.7 22.6 56.7 87.2 83.9: 12.8 16.1
Old : 100.0: 63.9 26.5 0.7 22.6 56.7 87.2 83.9: 12.8 16.1
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 : 117: 42 32 5 24 25 68 60:
Old : 117: 42 32 5 24 25 68 60:
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 : 27.9 35.6 39.3 49.3 27.7 35.4 39.1 49.1
Old : 27.9 35.6 39.3 49.3 27.7 35.4 39.1 49.1
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 08, 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 : 16,863: 14,318 16,432 405 2,048 0 16,771 16,837: 92 26
Old : 16,863: 14,318 16,432 405 2,048 0 16,771 16,837: 92 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -820: -366 -786 1 -433 0 -798 -785: -22 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 97.4 2.4 12.1 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 84.9 97.4 2.4 12.1 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 : 37: 22 14 2 1 0 24 15:
Old : 37: 22 14 2 1 0 24 15:
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 : 66.9 67.2 87.5 92.6 66.9 67.2 87.4 90.4
Old : 66.9 67.2 87.5 92.6 66.9 67.2 87.4 90.4
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 08, 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 : 31,318: 16,937 10,829 45 14,290 20,196 31,272 31,070: 46 248
Old : 31,318: 16,937 10,829 45 14,290 20,196 31,272 31,070: 46 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -340: -902 -1,858 0 589 1,528 -313 -330: -27 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 34.6 0.1 45.6 64.5 99.9 99.2: 0.1 0.8
Old : 100.0: 54.1 34.6 0.1 45.6 64.5 99.9 99.2: 0.1 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 : 43: 8 11 1 7 19 15 31:
Old : 43: 8 11 1 7 19 15 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 : 82.6 52.7 94.8 73.7 82.6 52.7 94.8 73.5
Old : 82.6 52.7 94.8 73.7 82.6 52.7 94.8 73.5
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, November 08, 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 : 43,238: 37,664 4,436 136 5,419 38,557 43,219 43,129: 19 109
Old : 43,238: 37,664 4,436 136 5,419 38,557 43,219 43,129: 19 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 4,413: 4,147 -849 0 299 5,220 4,446 4,371: -33 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 10.3 0.3 12.5 89.2 100.0 99.7: 0.0 0.3
Old : 100.0: 87.1 10.3 0.3 12.5 89.2 100.0 99.7: 0.0 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 : 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 : 86.4 72.6 95.6 93.8 86.4 72.6 94.9 93.8
Old : 86.4 72.6 95.6 93.8 86.4 72.6 94.9 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016