WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 22, 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 : 503,117: 154,536 227,196 108,661 187,823 123,230 451,020 459,087: 52,097 44,030
Old : 409,247: 140,941 212,460 77,224 146,960 86,165 365,125 375,849: 44,122 33,398
Other: 93,870: 35,848 36,989 9,184 40,863 37,065 85,895 83,238: 7,975 10,632
: : :
: : Changes in Commitments from: November 15, 2016 :
: -9,368: 8,385 -12,217 1,971 -17,481 1,738 -7,125 -8,508: -2,243 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 45.2 21.6 37.3 24.5 89.6 91.2: 10.4 8.8
Old : 100.0: 34.4 51.9 18.9 35.9 21.1 89.2 91.8: 10.8 8.2
Other: 100.0: 38.2 39.4 9.8 43.5 39.5 91.5 88.7: 8.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 162 152 137 119 100 360 326:
Old : 456: 176 133 110 116 90 341 291:
Other: 217: 48 68 35 51 77 122 161:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 9.2 15.4 16.8 7.6 8.7 13.9 16.1
Old : 8.2 11.2 15.6 20.5 7.7 10.4 13.7 19.6
Other: 31.7 16.9 44.7 29.2 30.7 16.5 41.8 27.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 22, 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 : 265,441: 99,734 90,671 40,530 102,512 111,084 242,776 242,285: 22,665 23,156
Old : 195,506: 91,045 87,995 19,738 67,822 69,956 178,605 177,689: 16,901 17,817
Other: 69,935: 27,279 21,266 2,202 34,690 41,128 64,171 64,596: 5,764 5,339
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,696: -429 -6,213 4,884 669 7,219 5,124 5,890: 572 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 34.2 15.3 38.6 41.8 91.5 91.3: 8.5 8.7
Old : 100.0: 46.6 45.0 10.1 34.7 35.8 91.4 90.9: 8.6 9.1
Other: 100.0: 39.0 30.4 3.1 49.6 58.8 91.8 92.4: 8.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 75 62 57 81 78 184 181:
Old : 241: 75 64 42 69 71 162 161:
Other: 150: 35 29 15 54 55 98 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 20.7 24.6 31.1 12.3 16.9 21.3 26.8
Old : 17.8 19.8 29.2 32.9 17.0 16.2 26.3 27.9
Other: 25.2 39.4 36.6 56.6 25.2 37.1 36.6 54.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 22, 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 : 1,348,656: 369,309 285,974 217,736 615,377 651,367 1,202,422 1,155,077: 146,234 193,579
Old : 1,226,110: 362,896 289,412 183,126 547,981 583,770 1,094,003 1,056,308: 132,107 169,802
Other: 122,546: 37,022 27,171 4,001 67,396 67,597 108,419 98,769: 14,127 23,777
: : :
: : Changes in Commitments from: November 15, 2016 :
: -49,629: -3,911 -29,948 -1,152 -40,990 -15,785 -46,053 -46,885: -3,576 -2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 21.2 16.1 45.6 48.3 89.2 85.6: 10.8 14.4
Old : 100.0: 29.6 23.6 14.9 44.7 47.6 89.2 86.2: 10.8 13.8
Other: 100.0: 30.2 22.2 3.3 55.0 55.2 88.5 80.6: 11.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 164 163 178 298 339 564 603:
Old : 754: 165 170 164 293 326 552 578:
Other: 389: 47 68 22 79 222 138 304:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 11.4 19.2 16.9 11.5 11.0 18.0 15.6
Old : 13.1 11.4 20.2 17.0 12.7 10.7 19.5 16.1
Other: 24.5 22.6 38.2 31.3 23.9 22.2 37.5 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 22, 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 : 8,707: 1,687 1,391 193 4,364 5,822 6,244 7,406: 2,463 1,301
Old : 8,564: 1,667 1,391 193 4,269 5,698 6,129 7,282: 2,435 1,282
Other: 143: 20 0 0 95 124 115 124: 28 19
: : :
: : Changes in Commitments from: November 15, 2016 :
: 258: -277 -55 8 421 226 152 179: 106 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.0 2.2 50.1 66.9 71.7 85.1: 28.3 14.9
Old : 100.0: 19.5 16.2 2.3 49.8 66.5 71.6 85.0: 28.4 15.0
Other: 100.0: 14.0 0.0 0.0 66.4 86.7 80.4 86.7: 19.6 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 5 5 13 8 26 17:
Old : 32: 12 5 5 13 7 26 16:
Other: 11: 2 0 0 5 5 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 : 29.6 58.1 47.4 79.9 29.4 49.8 41.4 68.4
Old : 29.8 58.3 47.2 79.9 29.6 50.2 41.2 68.4
Other: 69.2 83.9 80.4 86.7 68.5 83.9 77.6 83.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 22, 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 : 668,531: 226,723 86,478 79,162 312,498 400,344 618,383 565,984: 50,148 102,547
Old : 615,035: 224,584 82,552 62,526 282,482 381,718 569,592 526,796: 45,443 88,239
Other: 53,496: 15,473 17,260 3,302 30,016 18,626 48,791 39,188: 4,705 14,308
: : :
: : Changes in Commitments from: November 15, 2016 :
: 50,846: 29,604 8,699 5,219 10,738 27,519 45,561 41,437: 5,285 9,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.9 11.8 46.7 59.9 92.5 84.7: 7.5 15.3
Old : 100.0: 36.5 13.4 10.2 45.9 62.1 92.6 85.7: 7.4 14.3
Other: 100.0: 28.9 32.3 6.2 56.1 34.8 91.2 73.3: 8.8 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 191 138 147 146 218 420 446:
Old : 597: 193 138 133 133 215 393 437:
Other: 298: 45 69 23 57 146 116 227:
:----------------------------------------------------------------------------------------------------
: 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 13.6 22.0 22.8 10.3 12.6 17.6 19.7
Old : 13.0 14.3 22.9 23.9 10.9 13.4 18.7 20.8
Other: 26.1 27.8 39.7 35.1 24.9 27.3 38.4 33.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 22, 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 : 430,777: 157,591 28,945 89,136 141,881 291,513 388,608 409,594: 42,169 21,183
Old : 413,945: 157,434 32,003 82,341 134,193 279,365 373,968 393,709: 39,977 20,236
Other: 16,832: 5,887 2,672 1,065 7,688 12,148 14,640 15,885: 2,192 947
: : :
: : Changes in Commitments from: November 15, 2016 :
: -2,259: -3,018 -2,642 9,142 -10,607 -6,328 -4,483 172: 2,224 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.7 20.7 32.9 67.7 90.2 95.1: 9.8 4.9
Old : 100.0: 38.0 7.7 19.9 32.4 67.5 90.3 95.1: 9.7 4.9
Other: 100.0: 35.0 15.9 6.3 45.7 72.2 87.0 94.4: 13.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 108 65 133 83 81 283 234:
Old : 329: 111 72 129 82 80 281 230:
Other: 70: 17 11 14 27 21 51 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 36.5 19.5 44.5 11.1 36.0 17.6 43.7
Old : 12.7 36.9 20.2 45.0 11.7 36.6 18.4 44.4
Other: 35.9 46.4 52.9 62.6 35.9 46.4 50.9 61.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 22, 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 : 602,091: 99,364 99,130 17,341 336,652 301,176 453,357 417,647: 148,734 184,444
Old : 602,091: 99,364 99,130 17,341 336,652 301,176 453,357 417,647: 148,734 184,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 10,549: -6,817 -10,901 2,920 13,921 5,681 10,024 -2,300: 525 12,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.5 2.9 55.9 50.0 75.3 69.4: 24.7 30.6
Old : 100.0: 16.5 16.5 2.9 55.9 50.0 75.3 69.4: 24.7 30.6
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 : 162: 35 36 30 67 62 117 113:
Old : 162: 35 36 30 67 62 117 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 19.9 28.6 27.3 12.9 14.3 21.7 20.5
Old : 17.7 19.9 28.6 27.3 12.9 14.3 21.7 20.5
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 22, 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 : 682,790: 45,993 135,179 16,849 482,441 423,881 545,283 575,909: 137,507 106,881
Old : 682,790: 45,993 135,179 16,849 482,441 423,881 545,283 575,909: 137,507 106,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 33,280: 2,676 -17,419 -51 20,211 39,528 22,836 22,058: 10,444 11,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.8 2.5 70.7 62.1 79.9 84.3: 20.1 15.7
Old : 100.0: 6.7 19.8 2.5 70.7 62.1 79.9 84.3: 20.1 15.7
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 : 97: 16 11 11 55 54 77 70:
Old : 97: 16 11 11 55 54 77 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 : 23.0 38.0 36.9 53.8 18.9 34.2 29.1 49.1
Old : 23.0 38.0 36.9 53.8 18.9 34.2 29.1 49.1
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 22, 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 : 5,707: 2,910 642 988 1,435 3,890 5,333 5,520: 374 187
Old : 5,707: 2,910 642 988 1,435 3,890 5,333 5,520: 374 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 415: 70 -110 68 274 453 412 411: 3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 11.2 17.3 25.1 68.2 93.4 96.7: 6.6 3.3
Old : 100.0: 51.0 11.2 17.3 25.1 68.2 93.4 96.7: 6.6 3.3
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: 17 4 4 6 12 26 18:
Old : 35: 17 4 4 6 12 26 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 : 49.6 65.5 68.9 84.5 39.7 53.4 52.5 63.3
Old : 49.6 65.5 68.9 84.5 39.7 53.4 52.5 63.3
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 22, 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 : 378,007: 98,349 56,279 47,854 183,948 243,144 330,151 347,277: 47,856 30,730
Old : 351,146: 97,544 54,190 43,577 165,769 225,617 306,890 323,384: 44,256 27,762
Other: 26,861: 2,831 4,115 2,251 18,179 17,527 23,261 23,893: 3,600 2,968
: : :
: : Changes in Commitments from: November 15, 2016 :
: -2,310: 6,567 -1,392 -4,827 -6,157 6,169 -4,417 -50: 2,107 -2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 14.9 12.7 48.7 64.3 87.3 91.9: 12.7 8.1
Old : 100.0: 27.8 15.4 12.4 47.2 64.3 87.4 92.1: 12.6 7.9
Other: 100.0: 10.5 15.3 8.4 67.7 65.3 86.6 89.0: 13.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 84 60 86 93 89 234 196:
Old : 276: 87 62 84 93 88 231 195:
Other: 90: 19 16 19 38 22 70 50:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 34.3 21.4 40.7 14.0 30.7 20.1 36.2
Old : 15.5 35.5 22.4 42.3 15.2 32.9 21.2 38.9
Other: 36.7 35.7 51.2 54.0 36.6 34.5 50.8 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 22, 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 : 12,092: 2,095 6,051 325 7,082 3,686 9,502 10,062: 2,590 2,030
Old : 12,084: 2,103 6,051 317 7,074 3,686 9,494 10,054: 2,590 2,030
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 182: -11 34 27 59 157 75 218: 107 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 50.0 2.7 58.6 30.5 78.6 83.2: 21.4 16.8
Old : 100.0: 17.4 50.1 2.6 58.5 30.5 78.6 83.2: 21.4 16.8
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 : 68: 15 24 7 22 11 40 40:
Old : 68: 15 24 6 21 11 39 39:
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 : 45.7 38.5 57.6 53.9 45.7 38.4 56.8 53.8
Old : 45.8 38.5 57.7 53.9 45.8 38.5 56.8 53.9
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 22, 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 : 1,192,407: 180,702 207,111 114,000 781,071 710,712 1,075,773 1,031,823: 116,634 160,584
Old : 1,192,407: 180,702 207,111 114,000 781,071 710,712 1,075,773 1,031,823: 116,634 160,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 17,839: -64,029 -20,467 53,577 18,519 -18,631 8,067 14,479: 9,772 3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.4 9.6 65.5 59.6 90.2 86.5: 9.8 13.5
Old : 100.0: 15.2 17.4 9.6 65.5 59.6 90.2 86.5: 9.8 13.5
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 : 244: 56 40 36 106 113 176 176:
Old : 244: 56 40 36 106 113 176 176:
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 : 19.3 28.3 30.0 37.7 14.1 22.3 22.4 28.3
Old : 19.3 28.3 30.0 37.7 14.1 22.3 22.4 28.3
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 22, 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 : 3,131,340: 727,482 554,834 226,756 1,834,842 1,827,227 2,789,080 2,608,817: 342,260 522,523
Old : 3,131,340: 727,482 554,834 226,756 1,834,842 1,827,227 2,789,080 2,608,817: 342,260 522,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 113,707: 30,997 -4,255 85,606 -19,355 4,288 97,248 85,639: 16,459 28,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.7 7.2 58.6 58.4 89.1 83.3: 10.9 16.7
Old : 100.0: 23.2 17.7 7.2 58.6 58.4 89.1 83.3: 10.9 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 : 369: 88 71 75 148 172 272 282:
Old : 369: 88 71 75 148 172 272 282:
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 : 29.5 17.4 37.2 27.8 27.2 16.4 33.1 22.1
Old : 29.5 17.4 37.2 27.8 27.2 16.4 33.1 22.1
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 22, 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 : 302,833: 50,292 61,618 816 174,107 140,501 225,215 202,935: 77,618 99,898
Old : 302,833: 50,292 61,618 816 174,107 140,501 225,215 202,935: 77,618 99,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 24,449: -10,390 3,720 229 31,116 16,049 20,955 19,998: 3,494 4,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.3 0.3 57.5 46.4 74.4 67.0: 25.6 33.0
Old : 100.0: 16.6 20.3 0.3 57.5 46.4 74.4 67.0: 25.6 33.0
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 : 44: 5 5 1 28 23 33 29:
Old : 44: 5 5 1 28 23 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 33.2 55.0 46.9 41.9 32.7 54.8 46.3
Old : 42.1 33.2 55.0 46.9 41.9 32.7 54.8 46.3
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 22, 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 : 3,154,875: 357,020 618,308 160,078 2,353,523 1,969,499 2,870,621 2,747,885: 284,254 406,990
Old : 3,154,875: 357,020 618,308 160,078 2,353,523 1,969,499 2,870,621 2,747,885: 284,254 406,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 210,125: -2,725 -9,500 75,502 111,090 114,849 183,867 180,851: 26,258 29,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.6 5.1 74.6 62.4 91.0 87.1: 9.0 12.9
Old : 100.0: 11.3 19.6 5.1 74.6 62.4 91.0 87.1: 9.0 12.9
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 : 303: 54 66 49 118 152 197 242:
Old : 303: 54 66 49 118 152 197 242:
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 : 33.6 21.1 44.7 31.1 30.8 18.7 38.5 26.6
Old : 33.6 21.1 44.7 31.1 30.8 18.7 38.5 26.6
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 22, 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 : 955,614: 57,078 120,871 146,502 723,693 635,579 927,273 902,952: 28,341 52,662
Old : 955,614: 57,078 120,871 146,502 723,693 635,579 927,273 902,952: 28,341 52,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 52,934: -876 8,122 9,148 43,515 31,222 51,787 48,492: 1,147 4,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.6 15.3 75.7 66.5 97.0 94.5: 3.0 5.5
Old : 100.0: 6.0 12.6 15.3 75.7 66.5 97.0 94.5: 3.0 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 : 133: 25 33 37 56 71 100 123:
Old : 133: 25 33 37 56 71 100 123:
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 : 28.7 23.3 47.6 37.1 19.0 13.1 31.3 20.7
Old : 28.7 23.3 47.6 37.1 19.0 13.1 31.3 20.7
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 22, 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 : 67,260: 40,187 8,882 1,513 16,167 44,428 57,867 54,823: 9,393 12,438
Old : 67,260: 40,187 8,882 1,513 16,167 44,428 57,867 54,823: 9,393 12,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,586: 2,265 904 185 2,082 4,775 4,532 5,864: 1,055 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 13.2 2.2 24.0 66.1 86.0 81.5: 14.0 18.5
Old : 100.0: 59.7 13.2 2.2 24.0 66.1 86.0 81.5: 14.0 18.5
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 : 119: 40 28 5 28 32 70 63:
Old : 119: 40 28 5 28 32 70 63:
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 : 31.6 31.6 42.9 45.9 31.5 31.6 42.2 45.6
Old : 31.6 31.6 42.9 45.9 31.5 31.6 42.2 45.6
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 22, 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 : 134,520: 80,374 17,764 3,026 32,334 88,855 115,734 109,645: 18,786 24,875
Old : 134,520: 80,374 17,764 3,026 32,334 88,855 115,734 109,645: 18,786 24,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 11,172: 4,529 1,808 370 4,164 9,549 9,063 11,727: 2,109 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 13.2 2.2 24.0 66.1 86.0 81.5: 14.0 18.5
Old : 100.0: 59.7 13.2 2.2 24.0 66.1 86.0 81.5: 14.0 18.5
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 : 119: 40 28 5 28 32 70 63:
Old : 119: 40 28 5 28 32 70 63:
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 : 31.6 31.6 42.9 45.9 31.5 31.6 42.2 45.6
Old : 31.6 31.6 42.9 45.9 31.5 31.6 42.2 45.6
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 22, 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 : 17,719: 14,978 17,328 369 2,237 4 17,584 17,701: 135 18
Old : 17,719: 14,978 17,328 369 2,237 4 17,584 17,701: 135 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,039: 142 1,079 -20 886 0 1,008 1,059: 31 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 97.8 2.1 12.6 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 84.5 97.8 2.1 12.6 0.0 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 22 13 1 2 1 25 14:
Old : 37: 22 13 1 2 1 25 14:
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 : 56.4 67.2 77.8 92.2 56.4 67.2 77.7 90.1
Old : 56.4 67.2 77.8 92.2 56.4 67.2 77.7 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 22, 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 : 30,685: 15,315 4,921 242 15,089 25,266 30,646 30,429: 39 256
Old : 30,685: 15,315 4,921 242 15,089 25,266 30,646 30,429: 39 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,816: -1,511 -222 197 -513 -1,775 -1,827 -1,800: 11 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 16.0 0.8 49.2 82.3 99.9 99.2: 0.1 0.8
Old : 100.0: 49.9 16.0 0.8 49.2 82.3 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 : 44: 7 13 1 4 21 11 35:
Old : 44: 7 13 1 4 21 11 35:
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 : 90.8 50.2 98.4 72.9 90.8 50.2 97.5 72.9
Old : 90.8 50.2 98.4 72.9 90.8 50.2 97.5 72.9
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 22, 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 : 39,284: 35,195 1,410 136 3,950 37,663 39,281 39,209: 3 75
Old : 39,284: 35,195 1,410 136 3,950 37,663 39,281 39,209: 3 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -346: -325 -1,756 0 1 1,463 -324 -293: -22 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 3.6 0.3 10.1 95.9 100.0 99.8: 0.0 0.2
Old : 100.0: 89.6 3.6 0.3 10.1 95.9 100.0 99.8: 0.0 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: 13 6 1 3 14 16 21:
Old : 35: 13 6 1 3 14 16 21:
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 : 89.3 73.9 96.6 92.2 89.3 73.9 95.5 92.2
Old : 89.3 73.9 96.6 92.2 89.3 73.9 95.5 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016