WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 15, 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 : 512,485: 146,151 239,413 106,690 205,304 121,492 458,145 467,595: 54,340 44,890
Old : 422,702: 131,785 224,215 79,184 164,999 84,806 375,968 388,205: 46,734 34,497
Other: 89,783: 34,268 35,100 7,604 40,305 36,686 82,177 79,390: 7,606 10,393
: : :
: : Changes in Commitments from: November 8, 2016 :
: 15,969: -4,155 10,230 8,636 8,695 -4,690 13,176 14,176: 2,793 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 46.7 20.8 40.1 23.7 89.4 91.2: 10.6 8.8
Old : 100.0: 31.2 53.0 18.7 39.0 20.1 88.9 91.8: 11.1 8.2
Other: 100.0: 38.2 39.1 8.5 44.9 40.9 91.5 88.4: 8.5 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 156 159 139 125 104 368 336:
Old : 474: 168 145 109 122 91 348 300:
Other: 213: 44 62 29 50 82 113 160:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 8.7 16.7 16.2 7.6 8.6 13.9 16.2
Old : 9.9 10.5 17.2 19.5 8.2 10.5 14.2 19.5
Other: 32.6 16.7 45.8 29.4 31.5 16.3 42.9 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 15, 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 : 259,745: 100,163 96,884 35,646 101,843 103,865 237,652 236,395: 22,093 23,350
Old : 193,380: 91,958 94,500 15,818 68,862 65,299 176,638 175,617: 16,742 17,763
Other: 66,365: 25,815 19,994 2,218 32,981 38,566 61,014 60,778: 5,351 5,587
: : :
: : Changes in Commitments from: November 8, 2016 :
: -6,551: -3,208 596 -7,576 4,537 261 -6,247 -6,719: -304 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 37.3 13.7 39.2 40.0 91.5 91.0: 8.5 9.0
Old : 100.0: 47.6 48.9 8.2 35.6 33.8 91.3 90.8: 8.7 9.2
Other: 100.0: 38.9 30.1 3.3 49.7 58.1 91.9 91.6: 8.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 76 66 59 92 82 198 188:
Old : 254: 71 67 46 81 75 175 169:
Other: 150: 35 25 14 57 57 100 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 : 14.3 20.2 24.4 30.4 12.5 18.3 22.0 28.5
Old : 17.7 18.8 27.9 32.5 17.6 18.0 27.5 30.2
Other: 24.5 39.1 35.7 57.1 24.4 37.0 35.7 54.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 15, 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 : 1,398,285: 373,220 315,922 218,888 656,367 667,152 1,248,475 1,201,962: 149,810 196,323
Old : 1,278,640: 366,973 318,608 185,258 589,778 601,151 1,142,009 1,105,017: 136,631 173,623
Other: 119,645: 36,084 27,151 3,793 66,589 66,001 106,466 96,945: 13,179 22,700
: : :
: : Changes in Commitments from: November 8, 2016 :
: 51,325: -29,678 26,459 12,491 68,006 10,570 50,819 49,520: 506 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 22.6 15.7 46.9 47.7 89.3 86.0: 10.7 14.0
Old : 100.0: 28.7 24.9 14.5 46.1 47.0 89.3 86.4: 10.7 13.6
Other: 100.0: 30.2 22.7 3.2 55.7 55.2 89.0 81.0: 11.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 152 178 175 293 344 552 614:
Old : 758: 154 184 162 289 333 541 592:
Other: 385: 42 72 21 78 219 132 304:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 11.5 18.3 17.4 10.1 10.3 16.3 15.1
Old : 11.8 11.2 18.6 17.4 11.0 9.8 17.7 15.3
Other: 24.6 25.6 38.1 34.3 24.0 25.3 37.3 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 15, 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 : 8,449: 1,964 1,446 185 3,943 5,596 6,092 7,227: 2,357 1,222
Old : 8,309: 1,947 1,446 183 3,848 5,483 5,978 7,112: 2,331 1,197
Other: 140: 19 2 0 95 113 114 115: 26 25
: : :
: : Changes in Commitments from: November 8, 2016 :
: 49: -335 155 -53 392 -27 4 75: 45 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.1 2.2 46.7 66.2 72.1 85.5: 27.9 14.5
Old : 100.0: 23.4 17.4 2.2 46.3 66.0 71.9 85.6: 28.1 14.4
Other: 100.0: 13.6 1.4 0.0 67.9 80.7 81.4 82.1: 18.6 17.9
: : :
:# 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: 12: 2 1 0 5 4 7 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 : 25.5 55.2 42.8 77.6 23.6 46.9 35.4 65.4
Old : 25.8 55.5 42.5 77.6 23.7 47.2 34.9 65.4
Other: 70.7 80.7 81.4 82.1 70.7 80.7 81.4 82.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 15, 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 : 617,685: 197,119 77,779 73,943 301,760 372,825 572,822 524,547: 44,863 93,138
Old : 571,835: 196,829 73,542 60,044 275,000 356,479 531,873 490,065: 39,962 81,770
Other: 45,850: 12,191 16,138 1,998 26,760 16,346 40,949 34,482: 4,901 11,368
: : :
: : Changes in Commitments from: November 8, 2016 :
: -2,956: -23,485 9,846 6,365 18,550 -17,381 1,430 -1,170: -4,386 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 12.6 12.0 48.9 60.4 92.7 84.9: 7.3 15.1
Old : 100.0: 34.4 12.9 10.5 48.1 62.3 93.0 85.7: 7.0 14.3
Other: 100.0: 26.6 35.2 4.4 58.4 35.7 89.3 75.2: 10.7 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 150 143 142 145 223 379 448:
Old : 567: 156 142 130 134 220 358 438:
Other: 300: 44 70 20 56 149 111 230:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 13.7 22.7 22.7 10.9 13.1 18.6 19.8
Old : 13.8 14.4 24.0 23.8 11.5 14.0 19.7 21.1
Other: 26.9 34.5 40.6 40.8 26.8 33.9 40.5 39.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 15, 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 : 433,036: 160,609 31,587 79,994 152,488 297,841 393,091 409,422: 39,945 23,614
Old : 416,481: 160,448 34,311 72,968 145,248 286,475 378,664 393,754: 37,817 22,727
Other: 16,555: 5,550 2,665 1,637 7,240 11,366 14,427 15,668: 2,128 887
: : :
: : Changes in Commitments from: November 8, 2016 :
: -37,148: -23,986 -3,319 -10,254 2,238 -22,831 -32,002 -36,404: -5,146 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.3 18.5 35.2 68.8 90.8 94.5: 9.2 5.5
Old : 100.0: 38.5 8.2 17.5 34.9 68.8 90.9 94.5: 9.1 5.5
Other: 100.0: 33.5 16.1 9.9 43.7 68.7 87.1 94.6: 12.9 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 106 65 103 84 81 255 207:
Old : 308: 111 68 99 83 80 253 203:
Other: 66: 15 11 12 25 20 48 37:
:----------------------------------------------------------------------------------------------------
: 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 37.5 21.6 45.6 12.2 37.0 18.8 43.8
Old : 14.1 38.1 22.3 46.3 12.8 37.9 19.6 44.8
Other: 36.3 43.0 55.2 61.4 36.3 43.0 52.9 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 15, 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 : 591,542: 106,181 110,031 14,421 322,731 295,495 443,333 419,947: 148,209 171,595
Old : 591,542: 106,181 110,031 14,421 322,731 295,495 443,333 419,947: 148,209 171,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 45,981: 22,844 24,022 2,584 21,138 10,456 46,566 37,062: -585 8,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.6 2.4 54.6 50.0 74.9 71.0: 25.1 29.0
Old : 100.0: 17.9 18.6 2.4 54.6 50.0 74.9 71.0: 25.1 29.0
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 : 162: 32 38 24 68 60 114 108:
Old : 162: 32 38 24 68 60 114 108:
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 : 19.5 20.3 30.7 28.6 14.8 14.9 23.6 21.4
Old : 19.5 20.3 30.7 28.6 14.8 14.9 23.6 21.4
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 15, 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 : 649,510: 43,317 152,598 16,900 462,230 384,353 522,447 553,851: 127,063 95,659
Old : 649,510: 43,317 152,598 16,900 462,230 384,353 522,447 553,851: 127,063 95,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 18,004: 110 3,813 4,050 9,997 9,143 14,157 17,006: 3,847 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 23.5 2.6 71.2 59.2 80.4 85.3: 19.6 14.7
Old : 100.0: 6.7 23.5 2.6 71.2 59.2 80.4 85.3: 19.6 14.7
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 : 100: 16 12 11 58 52 81 68:
Old : 100: 16 12 11 58 52 81 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 : 24.8 36.5 38.3 52.3 20.1 36.1 30.7 49.8
Old : 24.8 36.5 38.3 52.3 20.1 36.1 30.7 49.8
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, November 15, 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 : 5,292: 2,840 752 920 1,161 3,437 4,921 5,109: 371 183
Old : 5,292: 2,840 752 920 1,161 3,437 4,921 5,109: 371 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -394: -165 -89 -135 -96 -158 -396 -382: 2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 14.2 17.4 21.9 64.9 93.0 96.5: 7.0 3.5
Old : 100.0: 53.7 14.2 17.4 21.9 64.9 93.0 96.5: 7.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 4 4 5 11 23 17:
Old : 32: 16 4 4 5 11 23 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 : 51.3 66.3 69.2 85.2 42.7 56.6 55.8 67.5
Old : 51.3 66.3 69.2 85.2 42.7 56.6 55.8 67.5
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, November 15, 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 : 380,317: 91,782 57,671 52,681 190,105 236,975 334,568 347,327: 45,749 32,990
Old : 355,888: 91,792 55,710 48,522 173,076 221,487 313,390 325,719: 42,498 30,169
Other: 24,429: 1,897 3,868 2,252 17,029 15,488 21,178 21,608: 3,251 2,821
: : :
: : Changes in Commitments from: November 8, 2016 :
: 10,585: -12 4,492 5,200 9,164 -1,153 14,352 8,539: -3,767 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.2 13.9 50.0 62.3 88.0 91.3: 12.0 8.7
Old : 100.0: 25.8 15.7 13.6 48.6 62.2 88.1 91.5: 11.9 8.5
Other: 100.0: 7.8 15.8 9.2 69.7 63.4 86.7 88.5: 13.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 76 68 84 96 91 229 203:
Old : 278: 78 71 81 96 90 226 201:
Other: 88: 19 14 18 40 20 71 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 32.1 21.9 37.9 14.4 29.4 20.6 34.5
Old : 16.0 33.2 22.5 39.4 15.6 31.4 21.6 36.9
Other: 34.0 37.4 50.5 56.5 33.9 36.2 48.7 54.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 15, 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 : 11,910: 2,106 6,017 298 7,023 3,529 9,427 9,844: 2,483 2,066
Old : 11,902: 2,114 6,017 290 7,015 3,529 9,419 9,836: 2,483 2,066
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 751: 292 665 6 285 -36 583 635: 168 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 50.5 2.5 59.0 29.6 79.2 82.7: 20.8 17.3
Old : 100.0: 17.8 50.6 2.4 58.9 29.7 79.1 82.6: 20.9 17.4
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 : 69: 17 24 5 21 10 41 38:
Old : 69: 17 24 4 20 10 40 37:
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 : 47.0 38.2 58.0 53.7 47.0 38.2 57.2 53.6
Old : 47.0 38.3 58.1 53.7 47.0 38.3 57.2 53.7
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 15, 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 : 1,174,568: 244,731 227,578 60,423 762,552 729,343 1,067,706 1,017,344: 106,862 157,224
Old : 1,174,568: 244,731 227,578 60,423 762,552 729,343 1,067,706 1,017,344: 106,862 157,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -35,239: -49,728 20,077 9,885 12,850 -68,542 -26,993 -38,580: -8,246 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.4 5.1 64.9 62.1 90.9 86.6: 9.1 13.4
Old : 100.0: 20.8 19.4 5.1 64.9 62.1 90.9 86.6: 9.1 13.4
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 : 251: 56 39 34 108 120 175 182:
Old : 251: 56 39 34 108 120 175 182:
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 : 20.3 25.0 31.9 34.9 17.5 22.4 27.6 29.6
Old : 20.3 25.0 31.9 34.9 17.5 22.4 27.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 15, 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 : 3,017,633: 696,485 559,089 141,150 1,854,197 1,822,939 2,691,832 2,523,178: 325,801 494,455
Old : 3,017,633: 696,485 559,089 141,150 1,854,197 1,822,939 2,691,832 2,523,178: 325,801 494,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 127,311: 143,250 -65,806 40,879 -52,301 124,236 131,828 99,309: -4,517 28,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.5 4.7 61.4 60.4 89.2 83.6: 10.8 16.4
Old : 100.0: 23.1 18.5 4.7 61.4 60.4 89.2 83.6: 10.8 16.4
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 : 376: 81 79 74 145 176 267 288:
Old : 376: 81 79 74 145 176 267 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 17.1 37.1 25.8 27.2 16.1 33.0 21.4
Old : 29.4 17.1 37.1 25.8 27.2 16.1 33.0 21.4
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 15, 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 : 278,384: 60,682 57,898 587 142,991 124,452 204,260 182,937: 74,124 95,447
Old : 278,384: 60,682 57,898 587 142,991 124,452 204,260 182,937: 74,124 95,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 21,617: 13,944 9,096 105 2,806 1,205 16,855 10,406: 4,762 11,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.8 0.2 51.4 44.7 73.4 65.7: 26.6 34.3
Old : 100.0: 21.8 20.8 0.2 51.4 44.7 73.4 65.7: 26.6 34.3
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 : 46: 6 5 2 27 24 34 30:
Old : 46: 6 5 2 27 24 34 30:
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 : 43.7 31.3 55.7 43.0 43.5 30.5 55.3 42.2
Old : 43.7 31.3 55.7 43.0 43.5 30.5 55.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 15, 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 : 2,944,750: 359,745 627,808 84,576 2,242,433 1,854,650 2,686,754 2,567,034: 257,996 377,716
Old : 2,944,750: 359,745 627,808 84,576 2,242,433 1,854,650 2,686,754 2,567,034: 257,996 377,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 26,111: -50,654 71,782 24,137 42,693 -84,040 16,176 11,879: 9,935 14,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.3 2.9 76.2 63.0 91.2 87.2: 8.8 12.8
Old : 100.0: 12.2 21.3 2.9 76.2 63.0 91.2 87.2: 8.8 12.8
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 : 286: 43 66 43 118 146 187 229:
Old : 286: 43 66 43 118 146 187 229:
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 : 35.7 21.2 45.8 32.4 31.9 19.6 40.3 29.3
Old : 35.7 21.2 45.8 32.4 31.9 19.6 40.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 15, 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 : 902,680: 57,954 112,749 137,354 680,178 604,357 875,486 854,460: 27,194 48,220
Old : 902,680: 57,954 112,749 137,354 680,178 604,357 875,486 854,460: 27,194 48,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -39: -25,223 -3,190 515 26,467 3,967 1,759 1,292: -1,798 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.5 15.2 75.4 67.0 97.0 94.7: 3.0 5.3
Old : 100.0: 6.4 12.5 15.2 75.4 67.0 97.0 94.7: 3.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 24 36 36 52 77 95 131:
Old : 139: 24 36 36 52 77 95 131:
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 : 28.0 21.7 46.1 33.0 20.9 11.8 31.8 18.3
Old : 28.0 21.7 46.1 33.0 20.9 11.8 31.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,674: 37,923 7,978 1,328 14,085 39,653 53,336 48,959: 8,339 12,715
Old : 61,674: 37,923 7,978 1,328 14,085 39,653 53,336 48,959: 8,339 12,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 3,488: 739 -7,457 945 941 6,675 2,625 163: 864 3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 12.9 2.2 22.8 64.3 86.5 79.4: 13.5 20.6
Old : 100.0: 61.5 12.9 2.2 22.8 64.3 86.5 79.4: 13.5 20.6
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 : 113: 40 24 5 27 31 71 56:
Old : 113: 40 24 5 27 31 71 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 31.0 41.2 45.1 30.6 31.0 41.0 45.1
Old : 30.8 31.0 41.2 45.1 30.6 31.0 41.0 45.1
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 15, 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 : 123,348: 75,845 15,956 2,656 28,170 79,306 106,671 97,918: 16,677 25,430
Old : 123,348: 75,845 15,956 2,656 28,170 79,306 106,671 97,918: 16,677 25,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 6,976: 1,478 -14,913 1,889 1,882 13,349 5,249 325: 1,727 6,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 12.9 2.2 22.8 64.3 86.5 79.4: 13.5 20.6
Old : 100.0: 61.5 12.9 2.2 22.8 64.3 86.5 79.4: 13.5 20.6
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 : 113: 40 24 5 27 31 71 56:
Old : 113: 40 24 5 27 31 71 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 31.0 41.2 45.1 30.6 31.0 41.0 45.1
Old : 30.8 31.0 41.2 45.1 30.6 31.0 41.0 45.1
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 15, 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 : 16,680: 14,836 16,249 389 1,351 4 16,576 16,642: 104 38
Old : 16,680: 14,836 16,249 389 1,351 4 16,576 16,642: 104 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -183: 518 -183 -16 -697 4 -195 -195: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 97.4 2.3 8.1 0.0 99.4 99.8: 0.6 0.2
Old : 100.0: 88.9 97.4 2.3 8.1 0.0 99.4 99.8: 0.6 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 : 34: 18 15 2 1 1 21 16:
Old : 34: 18 15 2 1 1 21 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 : 66.1 56.8 87.2 89.7 66.1 56.8 87.2 87.5
Old : 66.1 56.8 87.2 89.7 66.1 56.8 87.2 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 15, 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 : 32,501: 16,826 5,143 45 15,602 27,041 32,473 32,229: 28 272
Old : 32,501: 16,826 5,143 45 15,602 27,041 32,473 32,229: 28 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,183: -111 -5,686 0 1,312 6,845 1,201 1,159: -18 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 15.8 0.1 48.0 83.2 99.9 99.2: 0.1 0.8
Old : 100.0: 51.8 15.8 0.1 48.0 83.2 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 : 46: 8 13 1 6 20 14 34:
Old : 46: 8 13 1 6 20 14 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 53.4 95.9 74.8 85.0 53.4 95.8 74.8
Old : 85.0 53.4 95.9 74.8 85.0 53.4 95.8 74.8
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 15, 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 : 39,630: 35,520 3,166 136 3,949 36,200 39,605 39,502: 25 128
Old : 39,630: 35,520 3,166 136 3,949 36,200 39,605 39,502: 25 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,608: -2,144 -1,270 0 -1,470 -2,357 -3,614 -3,627: 6 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 8.0 0.3 10.0 91.3 99.9 99.7: 0.1 0.3
Old : 100.0: 89.6 8.0 0.3 10.0 91.3 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 : 32: 9 8 1 3 13 12 22:
Old : 32: 9 8 1 3 13 12 22:
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 : 92.3 70.2 98.8 90.0 92.3 70.2 97.4 90.0
Old : 92.3 70.2 98.8 90.0 92.3 70.2 97.4 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016