WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 20, 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 : 447,386: 146,691 230,309 82,277 170,507 91,208 399,475 403,794: 47,911 43,592
Old : 334,688: 137,176 217,081 42,235 119,012 44,316 298,423 303,632: 36,265 31,056
Other: 112,698: 38,811 42,524 10,746 51,495 46,892 101,052 100,162: 11,646 12,536
: : :
: : Changes in Commitments from: December 13, 2016 :
: 4,080: -4,163 9,184 1,155 5,189 -8,538 2,181 1,801: 1,899 2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 51.5 18.4 38.1 20.4 89.3 90.3: 10.7 9.7
Old : 100.0: 41.0 64.9 12.6 35.6 13.2 89.2 90.7: 10.8 9.3
Other: 100.0: 34.4 37.7 9.5 45.7 41.6 89.7 88.9: 10.3 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 143 154 116 105 89 311 305:
Old : 419: 152 136 72 97 62 280 239:
Other: 231: 48 84 39 58 76 133 174:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.3 18.8 19.3 9.9 10.2 16.6 18.7
Old : 10.3 13.4 18.9 25.3 10.1 13.2 17.5 24.6
Other: 24.3 17.9 38.1 30.1 23.9 17.4 35.1 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 20, 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 : 247,476: 93,117 91,605 35,374 96,633 97,984 225,124 224,963: 22,352 22,513
Old : 162,537: 78,003 88,191 13,691 55,615 45,619 147,309 147,501: 15,228 15,036
Other: 84,939: 33,941 22,241 2,856 41,018 52,365 77,815 77,462: 7,124 7,477
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,650: -5,538 -11,086 217 -5,521 281 -10,842 -10,588: -808 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 37.0 14.3 39.0 39.6 91.0 90.9: 9.0 9.1
Old : 100.0: 48.0 54.3 8.4 34.2 28.1 90.6 90.7: 9.4 9.3
Other: 100.0: 40.0 26.2 3.4 48.3 61.7 91.6 91.2: 8.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 73 65 53 84 78 186 178:
Old : 249: 73 64 30 72 66 156 150:
Other: 161: 44 27 15 54 61 108 94:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 19.3 26.3 29.7 14.5 18.1 24.8 28.2
Old : 18.5 20.2 29.8 33.3 18.2 20.2 29.5 31.9
Other: 25.2 36.1 37.5 51.1 25.2 34.5 37.3 48.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 20, 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 : 1,227,436: 355,181 309,160 167,952 568,962 571,702 1,092,095 1,048,814: 135,341 178,622
Old : 1,095,837: 337,063 305,697 138,813 500,445 502,182 976,321 946,692: 119,516 149,145
Other: 131,599: 42,740 28,085 4,517 68,517 69,520 115,774 102,122: 15,825 29,477
: : :
: : Changes in Commitments from: December 13, 2016 :
: 7,505: -10,973 14,305 6,274 9,451 -18,646 4,752 1,933: 2,753 5,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 25.2 13.7 46.4 46.6 89.0 85.4: 11.0 14.6
Old : 100.0: 30.8 27.9 12.7 45.7 45.8 89.1 86.4: 10.9 13.6
Other: 100.0: 32.5 21.3 3.4 52.1 52.8 88.0 77.6: 12.0 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 149 146 146 241 316 477 547:
Old : 699: 154 157 127 235 298 461 515:
Other: 410: 57 71 26 72 238 140 327:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 13.3 20.2 20.1 12.2 12.6 19.2 18.5
Old : 13.9 14.6 21.9 21.6 13.6 13.9 21.4 19.5
Other: 25.5 14.9 39.1 24.4 24.8 14.9 38.3 23.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 20, 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 : 6,525: 1,807 1,845 20 2,428 3,648 4,255 5,513: 2,270 1,012
Old : 6,231: 1,765 1,845 20 2,258 3,446 4,043 5,311: 2,188 920
Other: 294: 42 0 0 170 202 212 202: 82 92
: : :
: : Changes in Commitments from: December 13, 2016 :
: -720: 13 -58 -53 -647 -558 -687 -669: -33 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 28.3 0.3 37.2 55.9 65.2 84.5: 34.8 15.5
Old : 100.0: 28.3 29.6 0.3 36.2 55.3 64.9 85.2: 35.1 14.8
Other: 100.0: 14.3 0.0 0.0 57.8 68.7 72.1 68.7: 27.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 4 3 13 9 29 15:
Old : 34: 14 4 3 13 8 28 14:
Other: 12: 3 0 0 5 6 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 61.6 39.0 81.7 27.2 61.6 37.8 77.7
Old : 27.7 61.7 39.9 82.6 27.7 61.7 38.8 78.6
Other: 61.2 63.9 72.1 68.7 61.2 63.3 68.0 64.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 20, 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 : 716,574: 224,360 87,786 95,434 346,879 422,134 666,673 605,354: 49,901 111,220
Old : 631,768: 213,366 84,162 70,815 304,089 390,608 588,270 545,585: 43,498 86,183
Other: 84,806: 30,568 23,198 5,045 42,790 31,526 78,403 59,769: 6,403 25,037
: : :
: : Changes in Commitments from: December 13, 2016 :
: -26,072: -16,222 -802 -12,064 1,471 -13,923 -26,815 -26,789: 743 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.3 13.3 48.4 58.9 93.0 84.5: 7.0 15.5
Old : 100.0: 33.8 13.3 11.2 48.1 61.8 93.1 86.4: 6.9 13.6
Other: 100.0: 36.0 27.4 5.9 50.5 37.2 92.4 70.5: 7.6 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 168 135 184 175 231 456 483:
Old : 596: 168 141 153 164 226 417 465:
Other: 338: 68 74 32 64 155 150 246:
:----------------------------------------------------------------------------------------------------
: 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 13.4 21.1 21.7 10.4 11.4 18.5 17.1
Old : 13.6 15.0 23.0 23.7 11.4 13.2 20.5 20.1
Other: 23.6 21.6 36.3 30.4 22.6 21.6 34.9 30.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 20, 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 : 404,009: 158,969 30,922 71,465 129,861 276,263 360,295 378,650: 43,714 25,359
Old : 382,787: 157,220 34,681 64,963 120,159 259,261 342,342 358,905: 40,445 23,882
Other: 21,222: 6,808 1,300 1,443 9,702 17,002 17,953 19,745: 3,269 1,477
: : :
: : Changes in Commitments from: December 13, 2016 :
: -386: 294 4,175 7,037 -6,144 -10,687 1,187 525: -1,573 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 7.7 17.7 32.1 68.4 89.2 93.7: 10.8 6.3
Old : 100.0: 41.1 9.1 17.0 31.4 67.7 89.4 93.8: 10.6 6.2
Other: 100.0: 32.1 6.1 6.8 45.7 80.1 84.6 93.0: 15.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 122 57 104 77 81 261 209:
Old : 316: 123 65 100 76 81 258 206:
Other: 76: 23 9 11 26 24 55 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 : 11.7 33.1 19.0 43.4 10.7 32.1 18.0 41.9
Old : 12.1 33.3 19.7 43.4 11.4 32.6 18.9 42.2
Other: 26.5 47.2 42.2 64.0 26.5 44.9 42.1 61.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 20, 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 : 592,942: 95,259 106,582 7,185 358,534 319,368 460,978 433,135: 131,964 159,807
Old : 592,942: 95,259 106,582 7,185 358,534 319,368 460,978 433,135: 131,964 159,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,575: 2,509 -1,702 -335 -1,188 11,308 986 9,271: 589 -7,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.0 1.2 60.5 53.9 77.7 73.0: 22.3 27.0
Old : 100.0: 16.1 18.0 1.2 60.5 53.9 77.7 73.0: 22.3 27.0
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 : 155: 32 36 16 60 67 98 113:
Old : 155: 32 36 16 60 67 98 113:
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 : 22.6 20.2 34.9 28.1 19.5 15.4 29.3 22.0
Old : 22.6 20.2 34.9 28.1 19.5 15.4 29.3 22.0
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 20, 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 : 680,353: 66,490 133,014 1,191 502,931 444,386 570,612 578,591: 109,741 101,762
Old : 680,353: 66,490 133,014 1,191 502,931 444,386 570,612 578,591: 109,741 101,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 732: 2,910 4,941 -209 -3,132 3,250 -431 7,982: 1,163 -7,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.6 0.2 73.9 65.3 83.9 85.0: 16.1 15.0
Old : 100.0: 9.8 19.6 0.2 73.9 65.3 83.9 85.0: 16.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 15 14 7 54 55 72 73:
Old : 102: 15 14 7 54 55 72 73:
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 33.4 38.6 48.5 21.3 33.4 32.5 48.1
Old : 23.8 33.4 38.6 48.5 21.3 33.4 32.5 48.1
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, December 20, 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 : 5,345: 2,774 669 1,293 859 3,168 4,926 5,130: 419 215
Old : 5,345: 2,774 669 1,293 859 3,168 4,926 5,130: 419 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 145: -111 343 228 82 -371 199 200: -54 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 12.5 24.2 16.1 59.3 92.2 96.0: 7.8 4.0
Old : 100.0: 51.9 12.5 24.2 16.1 59.3 92.2 96.0: 7.8 4.0
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 : 34: 16 4 5 7 12 26 19:
Old : 34: 16 4 5 7 12 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 64.7 72.6 83.0 35.1 44.6 46.1 51.1
Old : 47.3 64.7 72.6 83.0 35.1 44.6 46.1 51.1
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 20, 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 : 354,704: 91,691 54,407 43,294 174,879 224,303 309,864 322,004: 44,840 32,700
Old : 323,253: 91,410 53,107 38,435 152,745 201,541 282,590 293,083: 40,663 30,170
Other: 31,451: 3,211 4,230 1,929 22,134 22,762 27,274 28,921: 4,177 2,530
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,922: -1,872 1,226 -1,731 3,718 -5,597 115 -6,102: -2,037 4,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.3 12.2 49.3 63.2 87.4 90.8: 12.6 9.2
Old : 100.0: 28.3 16.4 11.9 47.3 62.3 87.4 90.7: 12.6 9.3
Other: 100.0: 10.2 13.4 6.1 70.4 72.4 86.7 92.0: 13.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 73 66 82 97 91 223 202:
Old : 272: 78 65 78 96 89 218 199:
Other: 100: 22 14 17 45 24 78 49:
:----------------------------------------------------------------------------------------------------
: 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 32.7 22.2 40.5 13.1 29.2 19.8 35.1
Old : 15.5 34.2 23.1 42.0 14.5 32.0 21.7 38.2
Other: 36.9 35.4 51.9 55.3 36.9 35.2 51.8 54.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 20, 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 : 12,235: 2,090 5,390 497 7,151 4,277 9,738 10,164: 2,497 2,071
Old : 12,227: 2,091 5,390 496 7,143 4,277 9,730 10,163: 2,497 2,064
Other: 8: 0 1 0 8 0 8 1: 0 7
: : :
: : Changes in Commitments from: December 13, 2016 :
: -616: 62 -85 -830 98 199 -670 -716: 54 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 44.1 4.1 58.4 35.0 79.6 83.1: 20.4 16.9
Old : 100.0: 17.1 44.1 4.1 58.4 35.0 79.6 83.1: 20.4 16.9
Other: 100.0: 0.0 12.5 0.0 100.0 0.0 100.0 12.5: 0.0 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 18 21 10 22 13 44 43:
Old : 71: 18 21 10 21 13 43 43:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 43.0 39.7 57.0 53.8 43.0 39.6 55.1 53.7
Old : 43.0 39.7 57.1 53.9 43.0 39.7 55.1 53.8
Other: 100.0 12.5 100.0 12.5 100.0 12.5 100.0 12.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 20, 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 : 1,121,234: 205,529 230,651 68,618 749,390 659,599 1,023,537 958,868: 97,697 162,366
Old : 1,121,234: 205,529 230,651 68,618 749,390 659,599 1,023,537 958,868: 97,697 162,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -18,217: 8,800 21,572 -9,338 -17,623 -45,122 -18,161 -32,888: -56 14,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.6 6.1 66.8 58.8 91.3 85.5: 8.7 14.5
Old : 100.0: 18.3 20.6 6.1 66.8 58.8 91.3 85.5: 8.7 14.5
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 : 241: 52 48 31 96 101 162 166:
Old : 241: 52 48 31 96 101 162 166:
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 : 21.1 28.8 33.8 39.1 16.4 24.3 27.2 31.1
Old : 21.1 28.8 33.8 39.1 16.4 24.3 27.2 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 20, 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 : 3,058,814: 509,504 730,562 112,155 2,124,274 1,717,290 2,745,933 2,560,007: 312,881 498,807
Old : 3,058,814: 509,504 730,562 112,155 2,124,274 1,717,290 2,745,933 2,560,007: 312,881 498,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 46,483: 57,515 10,178 -4,281 -5,286 29,134 47,948 35,031: -1,465 11,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.9 3.7 69.4 56.1 89.8 83.7: 10.2 16.3
Old : 100.0: 16.7 23.9 3.7 69.4 56.1 89.8 83.7: 10.2 16.3
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 : 385: 80 95 62 136 162 253 282:
Old : 385: 80 95 62 136 162 253 282:
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 : 36.2 15.6 46.1 23.5 33.2 14.3 41.9 19.0
Old : 36.2 15.6 46.1 23.5 33.2 14.3 41.9 19.0
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 20, 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 : 286,504: 53,762 27,952 4,289 159,953 152,802 218,004 185,043: 68,500 101,461
Old : 286,504: 53,762 27,952 4,289 159,953 152,802 218,004 185,043: 68,500 101,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -10,962: -156 -6,012 4,184 -19,263 -7,489 -15,235 -9,317: 4,273 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.8 1.5 55.8 53.3 76.1 64.6: 23.9 35.4
Old : 100.0: 18.8 9.8 1.5 55.8 53.3 76.1 64.6: 23.9 35.4
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 : 52: 8 4 2 30 30 38 36:
Old : 52: 8 4 2 30 30 38 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 : 39.2 28.5 53.0 39.4 38.7 28.0 52.6 38.4
Old : 39.2 28.5 53.0 39.4 38.7 28.0 52.6 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 20, 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 : 2,937,579: 337,732 661,197 66,481 2,310,663 1,845,422 2,714,876 2,573,100: 222,703 364,479
Old : 2,937,579: 337,732 661,197 66,481 2,310,663 1,845,422 2,714,876 2,573,100: 222,703 364,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 42,713: 7,971 41,278 -6,323 46,980 195 48,628 35,150: -5,915 7,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 22.5 2.3 78.7 62.8 92.4 87.6: 7.6 12.4
Old : 100.0: 11.5 22.5 2.3 78.7 62.8 92.4 87.6: 7.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 46 77 35 102 149 169 240:
Old : 302: 46 77 35 102 149 169 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 21.5 53.9 31.9 38.9 21.1 50.1 31.0
Old : 41.6 21.5 53.9 31.9 38.9 21.1 50.1 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 20, 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 : 999,831: 86,492 147,558 118,840 769,080 680,156 974,412 946,554: 25,419 53,277
Old : 999,831: 86,492 147,558 118,840 769,080 680,156 974,412 946,554: 25,419 53,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 49,500: -15,057 -31,406 -6,855 74,685 81,536 52,773 43,275: -3,273 6,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.8 11.9 76.9 68.0 97.5 94.7: 2.5 5.3
Old : 100.0: 8.7 14.8 11.9 76.9 68.0 97.5 94.7: 2.5 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 : 123: 19 30 32 51 65 90 111:
Old : 123: 19 30 32 51 65 90 111:
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 : 33.0 24.4 50.5 38.1 21.3 15.1 32.7 23.0
Old : 33.0 24.4 50.5 38.1 21.3 15.1 32.7 23.0
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 20, 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 : 63,716: 37,304 6,657 1,167 16,029 46,806 54,499 54,629: 9,217 9,088
Old : 63,716: 37,304 6,657 1,167 16,029 46,806 54,499 54,629: 9,217 9,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -21,095: 608 -815 -553 -20,882 -16,934 -20,827 -18,301: -268 -2,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 10.4 1.8 25.2 73.5 85.5 85.7: 14.5 14.3
Old : 100.0: 58.5 10.4 1.8 25.2 73.5 85.5 85.7: 14.5 14.3
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 : 111: 39 21 8 30 29 72 55:
Old : 111: 39 21 8 30 29 72 55:
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 : 28.4 38.2 44.2 55.9 28.3 37.8 44.0 54.0
Old : 28.4 38.2 44.2 55.9 28.3 37.8 44.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 20, 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 : 127,432: 74,608 13,313 2,333 32,057 93,611 108,998 109,257: 18,434 18,175
Old : 127,432: 74,608 13,313 2,333 32,057 93,611 108,998 109,257: 18,434 18,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -42,189: 1,216 -1,630 -1,105 -41,764 -33,867 -41,653 -36,602: -536 -5,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 10.4 1.8 25.2 73.5 85.5 85.7: 14.5 14.3
Old : 100.0: 58.5 10.4 1.8 25.2 73.5 85.5 85.7: 14.5 14.3
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 : 111: 39 21 8 30 29 72 55:
Old : 111: 39 21 8 30 29 72 55:
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 : 28.4 38.2 44.2 55.9 28.3 37.8 44.0 54.0
Old : 28.4 38.2 44.2 55.9 28.3 37.8 44.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 20, 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 : 27,547: 14,758 23,198 3,435 8,345 0 26,538 26,633: 1,009 914
Old : 27,547: 14,758 23,198 3,435 8,345 0 26,538 26,633: 1,009 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,183: 135 178 1,969 24 0 2,128 2,147: 55 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 84.2 12.5 30.3 0.0 96.3 96.7: 3.7 3.3
Old : 100.0: 53.6 84.2 12.5 30.3 0.0 96.3 96.7: 3.7 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: 19 13 3 3 0 25 13:
Old : 35: 19 13 3 3 0 25 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 : 53.5 83.0 82.2 95.1 53.5 71.9 75.2 82.7
Old : 53.5 83.0 82.2 95.1 53.5 71.9 75.2 82.7
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 20, 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 : 29,452: 19,714 4,913 433 9,288 23,872 29,435 29,218: 17 234
Old : 29,452: 19,714 4,913 433 9,288 23,872 29,435 29,218: 17 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -6,151: 1,814 -1,237 161 -8,122 -5,044 -6,147 -6,120: -4 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 16.7 1.5 31.5 81.1 99.9 99.2: 0.1 0.8
Old : 100.0: 66.9 16.7 1.5 31.5 81.1 99.9 99.2: 0.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 13 1 5 21 11 34:
Old : 43: 5 13 1 5 21 11 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 : 90.4 48.1 97.9 68.8 90.4 48.1 97.1 68.8
Old : 90.4 48.1 97.9 68.8 90.4 48.1 97.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, December 20, 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 : 27,648: 20,817 3,214 175 6,644 24,155 27,636 27,544: 12 104
Old : 27,648: 20,817 3,214 175 6,644 24,155 27,636 27,544: 12 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -29,188: -28,884 1,149 0 -294 -30,347 -29,178 -29,198: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 11.6 0.6 24.0 87.4 100.0 99.6: 0.0 0.4
Old : 100.0: 75.3 11.6 0.6 24.0 87.4 100.0 99.6: 0.0 0.4
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 : 34: 7 10 1 3 15 10 26:
Old : 34: 7 10 1 3 15 10 26:
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 : 92.4 67.9 99.4 84.5 92.4 67.9 97.2 84.5
Old : 92.4 67.9 99.4 84.5 92.4 67.9 97.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016