WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 13, 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 : 443,306: 150,854 221,125 81,122 165,318 99,746 397,294 401,993: 46,012 41,313
Old : 334,174: 139,372 205,465 44,037 115,251 54,353 298,660 303,855: 35,514 30,319
Other: 109,132: 38,139 42,317 10,428 50,067 45,393 98,634 98,138: 10,498 10,994
: : :
: : Changes in Commitments from: December 6, 2016 :
: 7,092: 4,835 -16,256 3,801 97 20,966 8,733 8,511: -1,641 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 49.9 18.3 37.3 22.5 89.6 90.7: 10.4 9.3
Old : 100.0: 41.7 61.5 13.2 34.5 16.3 89.4 90.9: 10.6 9.1
Other: 100.0: 34.9 38.8 9.6 45.9 41.6 90.4 89.9: 9.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 150 144 115 102 96 317 299:
Old : 417: 158 123 73 94 74 285 238:
Other: 234: 51 80 41 54 80 132 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 10.5 18.3 19.8 9.2 10.3 15.9 19.2
Old : 9.9 13.5 18.1 25.8 9.3 13.3 16.2 25.1
Other: 25.2 17.8 38.1 29.7 24.6 17.3 34.8 27.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 13, 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 : 259,126: 98,655 102,691 35,157 102,154 97,703 235,966 235,551: 23,160 23,575
Old : 173,629: 85,413 99,001 10,772 61,150 48,028 157,335 157,801: 16,294 15,828
Other: 85,497: 34,995 25,443 2,632 41,004 49,675 78,631 77,750: 6,866 7,747
: : :
: : Changes in Commitments from: December 6, 2016 :
: 3,234: 9 7,901 -4,710 6,523 -52 1,822 3,139: 1,412 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 39.6 13.6 39.4 37.7 91.1 90.9: 8.9 9.1
Old : 100.0: 49.2 57.0 6.2 35.2 27.7 90.6 90.9: 9.4 9.1
Other: 100.0: 40.9 29.8 3.1 48.0 58.1 92.0 90.9: 8.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 78 65 58 86 77 190 185:
Old : 251: 72 66 27 75 65 159 148:
Other: 163: 42 30 17 58 59 109 97:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 18.6 25.7 29.1 13.2 17.3 23.4 27.4
Old : 17.9 18.9 29.6 32.5 17.8 18.9 29.5 31.5
Other: 25.6 34.4 37.6 49.5 25.6 33.2 37.6 47.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 13, 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 : 1,219,931: 366,154 294,855 161,678 559,511 590,348 1,087,343 1,046,881: 132,588 173,050
Old : 1,088,603: 349,428 289,145 131,791 490,823 522,418 972,042 943,354: 116,561 145,249
Other: 131,328: 42,827 31,811 3,786 68,688 67,930 115,301 103,527: 16,027 27,801
: : :
: : Changes in Commitments from: December 6, 2016 :
: -1,343: 4,639 4,953 -3,657 1,151 -2,337 2,133 -1,041: -3,476 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 24.2 13.3 45.9 48.4 89.1 85.8: 10.9 14.2
Old : 100.0: 32.1 26.6 12.1 45.1 48.0 89.3 86.7: 10.7 13.3
Other: 100.0: 32.6 24.2 2.9 52.3 51.7 87.8 78.8: 12.2 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 158 144 146 238 322 483 545:
Old : 709: 163 149 121 233 305 466 510:
Other: 411: 50 72 22 76 240 138 325:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 13.4 20.5 20.2 12.4 13.0 19.7 18.8
Old : 14.0 14.6 22.1 21.5 14.0 14.3 21.9 19.9
Other: 25.1 15.3 38.2 24.5 24.4 14.8 37.4 23.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 13, 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 : 7,245: 1,794 1,903 73 3,075 4,206 4,942 6,182: 2,303 1,063
Old : 7,000: 1,736 1,893 73 2,919 4,013 4,728 5,979: 2,272 1,021
Other: 245: 58 10 0 156 193 214 203: 31 42
: : :
: : Changes in Commitments from: December 6, 2016 :
: -14: -164 -72 -29 93 97 -100 -4: 86 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 26.3 1.0 42.4 58.1 68.2 85.3: 31.8 14.7
Old : 100.0: 24.8 27.0 1.0 41.7 57.3 67.5 85.4: 32.5 14.6
Other: 100.0: 23.7 4.1 0.0 63.7 78.8 87.3 82.9: 12.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 5 4 13 10 29 17:
Old : 36: 14 5 4 13 9 29 16:
Other: 12: 2 1 0 5 6 7 7:
:----------------------------------------------------------------------------------------------------
: 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 57.4 45.8 80.7 35.7 57.4 45.8 79.4
Old : 36.5 57.1 46.9 81.0 36.5 57.1 46.9 79.8
Other: 78.0 73.9 87.3 82.9 78.0 73.9 82.4 78.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 13, 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 : 742,646: 240,582 88,588 107,498 345,408 436,057 693,488 632,143: 49,158 110,503
Old : 663,241: 230,248 85,129 83,035 306,315 407,235 619,598 575,399: 43,643 87,842
Other: 79,405: 30,203 23,328 4,594 39,093 28,822 73,890 56,744: 5,515 22,661
: : :
: : Changes in Commitments from: December 6, 2016 :
: 5,648: -7,405 -3,964 16,818 453 -3,807 9,866 9,047: -4,218 -3,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.9 14.5 46.5 58.7 93.4 85.1: 6.6 14.9
Old : 100.0: 34.7 12.8 12.5 46.2 61.4 93.4 86.8: 6.6 13.2
Other: 100.0: 38.0 29.4 5.8 49.2 36.3 93.1 71.5: 6.9 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 185 143 198 159 233 466 504:
Old : 636: 188 147 167 146 230 425 490:
Other: 347: 68 79 32 59 156 149 250:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.0 21.1 22.0 10.1 10.9 17.9 17.3
Old : 13.6 14.3 22.6 23.6 11.0 12.3 19.6 19.7
Other: 21.9 22.7 34.2 30.6 20.9 22.7 32.9 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 13, 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 : 404,395: 158,675 26,747 64,428 136,005 286,950 359,108 378,125: 45,287 26,270
Old : 384,796: 156,750 30,146 58,355 127,579 271,403 342,684 359,904: 42,112 24,892
Other: 19,599: 6,548 1,224 1,450 8,426 15,547 16,424 18,221: 3,175 1,378
: : :
: : Changes in Commitments from: December 6, 2016 :
: -30,258: -7,715 5,333 -13,947 -5,894 -22,806 -27,556 -31,420: -2,702 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 6.6 15.9 33.6 71.0 88.8 93.5: 11.2 6.5
Old : 100.0: 40.7 7.8 15.2 33.2 70.5 89.1 93.5: 10.9 6.5
Other: 100.0: 33.4 6.2 7.4 43.0 79.3 83.8 93.0: 16.2 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 120 60 104 75 76 257 200:
Old : 305: 121 65 101 74 75 254 197:
Other: 76: 21 11 12 27 26 56 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 35.3 19.4 45.8 11.1 34.7 18.4 44.8
Old : 12.3 35.6 20.1 46.0 11.8 35.2 19.2 45.1
Other: 28.2 47.4 43.7 64.4 28.2 45.3 43.7 61.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 13, 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 : 591,367: 92,750 108,284 7,520 359,722 308,060 459,992 423,864: 131,375 167,503
Old : 591,367: 92,750 108,284 7,520 359,722 308,060 459,992 423,864: 131,375 167,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 15,419: 15,868 -12,189 232 5,084 26,128 21,184 14,171: -5,765 1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.3 1.3 60.8 52.1 77.8 71.7: 22.2 28.3
Old : 100.0: 15.7 18.3 1.3 60.8 52.1 77.8 71.7: 22.2 28.3
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 : 157: 27 42 16 62 67 98 116:
Old : 157: 27 42 16 62 67 98 116:
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 : 20.8 18.9 34.4 26.3 18.5 14.1 29.8 20.2
Old : 20.8 18.9 34.4 26.3 18.5 14.1 29.8 20.2
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, December 13, 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 : 679,621: 63,580 128,073 1,400 506,063 441,136 571,043 570,609: 108,578 109,012
Old : 679,621: 63,580 128,073 1,400 506,063 441,136 571,043 570,609: 108,578 109,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 18,453: 6,162 3,488 -1,471 15,607 14,106 20,298 16,123: -1,845 2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.8 0.2 74.5 64.9 84.0 84.0: 16.0 16.0
Old : 100.0: 9.4 18.8 0.2 74.5 64.9 84.0 84.0: 16.0 16.0
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 : 103: 15 13 6 55 58 72 75:
Old : 103: 15 13 6 55 58 72 75:
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 : 23.8 34.2 37.4 48.6 20.8 34.2 31.1 48.5
Old : 23.8 34.2 37.4 48.6 20.8 34.2 31.1 48.5
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, December 13, 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 : 5,200: 2,885 326 1,065 777 3,539 4,727 4,930: 473 270
Old : 5,200: 2,885 326 1,065 777 3,539 4,727 4,930: 473 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -357: 43 -339 161 -581 -232 -377 -410: 20 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 6.3 20.5 14.9 68.1 90.9 94.8: 9.1 5.2
Old : 100.0: 55.5 6.3 20.5 14.9 68.1 90.9 94.8: 9.1 5.2
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 : 32: 16 3 3 5 13 22 18:
Old : 32: 16 3 3 5 13 22 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 : 45.9 60.7 71.0 80.3 36.5 44.7 48.3 54.5
Old : 45.9 60.7 71.0 80.3 36.5 44.7 48.3 54.5
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, December 13, 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 : 356,626: 93,563 53,181 45,025 171,161 229,900 309,749 328,106: 46,877 28,520
Old : 326,521: 92,919 51,576 40,516 150,429 208,229 283,864 300,321: 42,657 26,200
Other: 30,105: 3,015 3,976 2,138 20,732 21,671 25,885 27,785: 4,220 2,320
: : :
: : Changes in Commitments from: December 6, 2016 :
: -1,704: -4,031 4,185 7,221 -3,076 -12,611 114 -1,205: -1,818 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.9 12.6 48.0 64.5 86.9 92.0: 13.1 8.0
Old : 100.0: 28.5 15.8 12.4 46.1 63.8 86.9 92.0: 13.1 8.0
Other: 100.0: 10.0 13.2 7.1 68.9 72.0 86.0 92.3: 14.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 75 56 92 92 90 225 204:
Old : 271: 81 55 91 91 89 223 202:
Other: 95: 17 16 18 45 24 75 51:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 35.1 21.3 42.7 13.0 31.6 19.7 38.3
Old : 15.0 36.4 22.3 44.6 14.4 34.5 21.5 41.4
Other: 38.9 34.6 54.4 55.3 38.9 34.3 54.3 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 13, 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 : 12,851: 2,028 5,475 1,327 7,053 4,078 10,408 10,880: 2,443 1,971
Old : 12,843: 2,036 5,475 1,319 7,045 4,078 10,400 10,872: 2,443 1,971
Other: 8: 0 8 0 8 0 8 8: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 248: 152 -171 475 -136 79 491 383: -243 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 42.6 10.3 54.9 31.7 81.0 84.7: 19.0 15.3
Old : 100.0: 15.9 42.6 10.3 54.9 31.8 81.0 84.7: 19.0 15.3
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 : 77: 18 23 16 22 14 48 51:
Old : 77: 18 23 16 21 14 47 51:
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 : 41.8 36.7 54.6 51.9 41.8 36.6 52.4 50.3
Old : 41.8 36.7 54.6 51.9 41.8 36.7 52.4 50.4
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, December 13, 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 : 1,139,451: 196,729 209,079 77,956 767,013 704,721 1,041,698 991,756: 97,753 147,695
Old : 1,139,451: 196,729 209,079 77,956 767,013 704,721 1,041,698 991,756: 97,753 147,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -22,880: -151 -1,553 -13,566 -5,753 -6,210 -19,470 -21,329: -3,410 -1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.3 6.8 67.3 61.8 91.4 87.0: 8.6 13.0
Old : 100.0: 17.3 18.3 6.8 67.3 61.8 91.4 87.0: 8.6 13.0
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 : 232: 52 40 28 94 106 158 162:
Old : 232: 52 40 28 94 106 158 162:
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 28.6 32.9 39.5 15.7 24.2 25.7 31.1
Old : 20.3 28.6 32.9 39.5 15.7 24.2 25.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 13, 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 : 3,012,331: 451,989 720,384 116,436 2,129,560 1,688,156 2,697,985 2,524,976: 314,346 487,355
Old : 3,012,331: 451,989 720,384 116,436 2,129,560 1,688,156 2,697,985 2,524,976: 314,346 487,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 38,455: -30,492 9,299 17,694 38,791 31,965 25,993 58,958: 12,462 -20,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.9 3.9 70.7 56.0 89.6 83.8: 10.4 16.2
Old : 100.0: 15.0 23.9 3.9 70.7 56.0 89.6 83.8: 10.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 72 99 62 140 167 251 289:
Old : 380: 72 99 62 140 167 251 289:
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 : 33.8 15.3 44.9 23.4 31.4 13.7 40.7 19.1
Old : 33.8 15.3 44.9 23.4 31.4 13.7 40.7 19.1
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, December 13, 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 : 297,466: 53,918 33,964 105 179,216 160,291 233,239 194,360: 64,227 103,106
Old : 297,466: 53,918 33,964 105 179,216 160,291 233,239 194,360: 64,227 103,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -14,283: -349 -26,820 -2,828 -136 13,267 -3,313 -16,381: -10,970 2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.4 0.0 60.2 53.9 78.4 65.3: 21.6 34.7
Old : 100.0: 18.1 11.4 0.0 60.2 53.9 78.4 65.3: 21.6 34.7
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 : 54: 7 4 1 32 32 40 36:
Old : 54: 7 4 1 32 32 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 27.0 56.9 38.6 40.2 26.3 56.5 37.7
Old : 40.6 27.0 56.9 38.6 40.2 26.3 56.5 37.7
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, December 13, 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 : 2,894,866: 329,761 619,919 72,804 2,263,683 1,845,227 2,666,248 2,537,950: 228,618 356,916
Old : 2,894,866: 329,761 619,919 72,804 2,263,683 1,845,227 2,666,248 2,537,950: 228,618 356,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 50,293: 12,965 13,397 -9,940 55,976 60,629 59,001 64,086: -8,708 -13,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 21.4 2.5 78.2 63.7 92.1 87.7: 7.9 12.3
Old : 100.0: 11.4 21.4 2.5 78.2 63.7 92.1 87.7: 7.9 12.3
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 : 295: 48 72 36 111 140 180 227:
Old : 295: 48 72 36 111 140 180 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 22.7 51.5 33.3 37.0 22.2 46.9 32.5
Old : 40.4 22.7 51.5 33.3 37.0 22.2 46.9 32.5
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, December 13, 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 : 950,331: 101,549 178,964 125,695 694,395 598,620 921,639 903,279: 28,692 47,052
Old : 950,331: 101,549 178,964 125,695 694,395 598,620 921,639 903,279: 28,692 47,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 64,663: 16,949 35,528 11,033 37,976 18,034 65,958 64,595: -1,295 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.8 13.2 73.1 63.0 97.0 95.0: 3.0 5.0
Old : 100.0: 10.7 18.8 13.2 73.1 63.0 97.0 95.0: 3.0 5.0
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 : 122: 26 25 32 55 63 95 107:
Old : 122: 26 25 32 55 63 95 107:
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 : 31.0 24.8 47.6 39.7 17.8 18.6 31.5 27.4
Old : 31.0 24.8 47.6 39.7 17.8 18.6 31.5 27.4
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, December 13, 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 : 84,811: 36,696 7,472 1,719 36,911 63,739 75,326 72,930: 9,485 11,881
Old : 84,811: 36,696 7,472 1,719 36,911 63,739 75,326 72,930: 9,485 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 13,678: -6,818 -1,480 1,112 19,290 13,884 13,584 13,516: 94 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 8.8 2.0 43.5 75.2 88.8 86.0: 11.2 14.0
Old : 100.0: 43.3 8.8 2.0 43.5 75.2 88.8 86.0: 11.2 14.0
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 : 124: 41 22 13 38 41 85 72:
Old : 124: 41 22 13 38 41 85 72:
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 : 24.2 28.2 40.5 45.5 23.6 22.9 34.3 34.2
Old : 24.2 28.2 40.5 45.5 23.6 22.9 34.3 34.2
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, December 13, 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 : 169,621: 73,392 14,943 3,438 73,821 127,478 150,651 145,859: 18,970 23,762
Old : 169,621: 73,392 14,943 3,438 73,821 127,478 150,651 145,859: 18,970 23,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 27,355: -13,635 -2,959 2,223 38,579 27,768 27,167 27,032: 188 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 8.8 2.0 43.5 75.2 88.8 86.0: 11.2 14.0
Old : 100.0: 43.3 8.8 2.0 43.5 75.2 88.8 86.0: 11.2 14.0
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 : 124: 41 22 13 38 41 85 72:
Old : 124: 41 22 13 38 41 85 72:
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 : 24.2 28.2 40.5 45.5 23.6 22.9 34.3 34.2
Old : 24.2 28.2 40.5 45.5 23.6 22.9 34.3 34.2
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, December 13, 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 : 25,364: 14,623 23,020 1,466 8,321 0 24,410 24,486: 954 878
Old : 25,364: 14,623 23,020 1,466 8,321 0 24,410 24,486: 954 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,567: -2,291 643 1,097 2,944 -4 1,750 1,736: 817 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 90.8 5.8 32.8 0.0 96.2 96.5: 3.8 3.5
Old : 100.0: 57.7 90.8 5.8 32.8 0.0 96.2 96.5: 3.8 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 : 33: 18 12 3 3 0 23 13:
Old : 33: 18 12 3 3 0 23 13:
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 : 57.3 76.6 84.0 92.9 57.3 75.5 80.9 88.7
Old : 57.3 76.6 84.0 92.9 57.3 75.5 80.9 88.7
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, December 13, 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 : 35,603: 17,900 6,150 272 17,410 28,916 35,582 35,338: 21 265
Old : 35,603: 17,900 6,150 272 17,410 28,916 35,582 35,338: 21 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 3,355: 1,776 1,306 -20 1,640 2,069 3,396 3,355: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 17.3 0.8 48.9 81.2 99.9 99.3: 0.1 0.7
Old : 100.0: 50.3 17.3 0.8 48.9 81.2 99.9 99.3: 0.1 0.7
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 : 45: 6 13 1 5 23 11 37:
Old : 45: 6 13 1 5 23 11 37:
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 : 89.1 45.5 98.1 68.4 84.4 43.9 89.8 64.0
Old : 89.1 45.5 98.1 68.4 84.4 43.9 89.8 64.0
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, December 13, 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 : 56,836: 49,701 2,065 175 6,938 54,502 56,814 56,742: 22 94
Old : 56,836: 49,701 2,065 175 6,938 54,502 56,814 56,742: 22 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 4,098: 2,504 75 39 1,549 4,000 4,092 4,114: 6 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 3.6 0.3 12.2 95.9 100.0 99.8: 0.0 0.2
Old : 100.0: 87.4 3.6 0.3 12.2 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: 10 7 1 5 16 15 24:
Old : 35: 10 7 1 5 16 15 24:
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 : 93.0 74.5 98.0 90.6 88.2 74.1 92.1 87.4
Old : 93.0 74.5 98.0 90.6 88.2 74.1 92.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016