WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 27, 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 : 446,777: 144,895 228,691 82,978 170,572 95,030 398,445 406,699: 48,332 40,078
Old : 331,940: 133,612 210,998 44,336 117,621 48,392 295,569 303,726: 36,371 28,214
Other: 114,837: 38,809 45,219 11,116 52,951 46,638 102,876 102,973: 11,961 11,864
: : :
: : Changes in Commitments from: December 20, 2016 :
: -609: -1,796 -1,618 701 65 3,822 -1,030 2,905: 421 -3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 51.2 18.6 38.2 21.3 89.2 91.0: 10.8 9.0
Old : 100.0: 40.3 63.6 13.4 35.4 14.6 89.0 91.5: 11.0 8.5
Other: 100.0: 33.8 39.4 9.7 46.1 40.6 89.6 89.7: 10.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 148 143 118 109 91 321 299:
Old : 416: 157 124 75 100 66 290 234:
Other: 235: 52 79 42 59 79 136 178:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 10.2 18.2 19.3 9.4 10.2 15.8 19.0
Old : 9.9 13.4 18.8 25.6 9.7 13.4 17.1 25.1
Other: 24.4 18.7 38.2 30.8 23.7 18.5 35.4 29.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 27, 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 : 242,328: 92,768 84,737 36,334 91,921 100,246 221,023 221,317: 21,305 21,011
Old : 156,913: 79,478 82,290 12,998 50,096 47,584 142,572 142,872: 14,341 14,041
Other: 85,415: 33,409 22,566 3,217 41,825 52,662 78,451 78,445: 6,964 6,970
: : :
: : Changes in Commitments from: December 20, 2016 :
: -5,148: -349 -6,868 960 -4,712 2,262 -4,101 -3,646: -1,047 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 35.0 15.0 37.9 41.4 91.2 91.3: 8.8 8.7
Old : 100.0: 50.7 52.4 8.3 31.9 30.3 90.9 91.1: 9.1 8.9
Other: 100.0: 39.1 26.4 3.8 49.0 61.7 91.8 91.8: 8.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 77 57 55 81 80 184 176:
Old : 242: 74 58 33 66 72 148 156:
Other: 159: 42 25 15 54 63 106 96:
:----------------------------------------------------------------------------------------------------
: 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 18.6 26.3 29.1 13.9 18.0 24.3 28.1
Old : 18.9 20.3 30.4 33.1 18.6 20.3 29.2 31.7
Other: 25.3 35.2 38.2 50.1 25.3 33.2 38.1 47.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 27, 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 : 1,231,462: 341,685 331,831 168,994 579,809 556,806 1,090,488 1,057,631: 140,974 173,831
Old : 1,096,404: 323,618 327,244 139,883 509,045 485,136 972,546 952,263: 123,858 144,141
Other: 135,058: 42,782 29,302 4,396 70,764 71,670 117,942 105,368: 17,116 29,690
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,026: -13,496 22,671 1,042 10,847 -14,896 -1,607 8,817: 5,633 -4,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 26.9 13.7 47.1 45.2 88.6 85.9: 11.4 14.1
Old : 100.0: 29.5 29.8 12.8 46.4 44.2 88.7 86.9: 11.3 13.1
Other: 100.0: 31.7 21.7 3.3 52.4 53.1 87.3 78.0: 12.7 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 147 143 144 245 318 477 544:
Old : 698: 150 150 122 240 299 461 509:
Other: 400: 53 67 22 69 237 132 319:
:----------------------------------------------------------------------------------------------------
: 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 12.3 19.9 19.0 11.8 11.5 18.7 17.5
Old : 13.5 13.3 21.5 20.4 13.2 12.6 21.0 18.4
Other: 26.0 15.7 39.7 25.0 25.3 15.2 38.9 24.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 27, 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 : 6,549: 1,769 1,844 18 2,676 3,696 4,463 5,558: 2,086 991
Old : 6,230: 1,714 1,851 11 2,502 3,471 4,227 5,333: 2,003 897
Other: 319: 62 0 0 174 225 236 225: 83 94
: : :
: : Changes in Commitments from: December 20, 2016 :
: 24: -38 -1 -2 248 48 208 45: -184 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 28.2 0.3 40.9 56.4 68.1 84.9: 31.9 15.1
Old : 100.0: 27.5 29.7 0.2 40.2 55.7 67.8 85.6: 32.2 14.4
Other: 100.0: 19.4 0.0 0.0 54.5 70.5 74.0 70.5: 26.0 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 13 9 28 14:
Old : 36: 14 5 1 13 8 28 13:
Other: 13: 4 0 0 5 6 9 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 : 27.8 60.5 40.8 81.3 27.8 60.5 38.0 75.5
Old : 28.5 60.4 41.7 82.1 28.5 60.4 39.0 76.2
Other: 55.8 65.5 72.4 70.5 55.8 65.5 69.6 66.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 27, 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 : 677,946: 204,189 70,456 87,047 334,584 404,852 625,820 562,355: 52,126 115,591
Old : 590,242: 193,376 65,031 63,894 287,607 371,853 544,877 500,778: 45,365 89,464
Other: 87,704: 29,513 24,125 4,453 46,977 32,999 80,943 61,577: 6,761 26,127
: : :
: : Changes in Commitments from: December 20, 2016 :
: -38,628: -20,171 -17,330 -8,387 -12,295 -17,282 -40,853 -42,999: 2,225 4,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.4 12.8 49.4 59.7 92.3 82.9: 7.7 17.1
Old : 100.0: 32.8 11.0 10.8 48.7 63.0 92.3 84.8: 7.7 15.2
Other: 100.0: 33.7 27.5 5.1 53.6 37.6 92.3 70.2: 7.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 167 111 148 177 227 433 433:
Old : 563: 166 116 125 165 222 400 416:
Other: 323: 57 70 29 66 155 144 237:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 13.3 20.5 22.2 10.3 11.7 18.1 17.5
Old : 12.5 15.1 22.3 24.4 11.4 14.3 20.2 20.8
Other: 25.4 21.0 38.7 30.0 24.3 21.0 37.3 29.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 27, 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 : 381,171: 143,782 31,913 64,305 134,565 261,258 342,652 357,476: 38,519 23,695
Old : 358,778: 141,309 35,082 58,314 124,088 243,455 323,711 336,851: 35,067 21,927
Other: 22,393: 6,734 1,092 1,730 10,477 17,803 18,941 20,625: 3,452 1,768
: : :
: : Changes in Commitments from: December 20, 2016 :
: -22,838: -15,187 991 -7,160 4,704 -15,005 -17,643 -21,174: -5,195 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.4 16.9 35.3 68.5 89.9 93.8: 10.1 6.2
Old : 100.0: 39.4 9.8 16.3 34.6 67.9 90.2 93.9: 9.8 6.1
Other: 100.0: 30.1 4.9 7.7 46.8 79.5 84.6 92.1: 15.4 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 109 60 94 82 77 245 201:
Old : 301: 109 68 90 82 76 242 198:
Other: 79: 22 11 11 28 25 58 41:
:----------------------------------------------------------------------------------------------------
: 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 31.7 20.0 42.5 11.4 30.7 19.1 41.5
Old : 12.6 31.3 20.9 42.3 12.0 30.7 20.2 41.6
Other: 25.1 48.5 40.3 63.9 25.1 45.3 40.3 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 27, 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 : 594,263: 85,549 107,059 7,461 375,029 314,440 468,039 428,960: 126,224 165,303
Old : 594,263: 85,549 107,059 7,461 375,029 314,440 468,039 428,960: 126,224 165,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,321: -9,710 477 276 16,495 -4,928 7,061 -4,175: -5,740 5,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.0 1.3 63.1 52.9 78.8 72.2: 21.2 27.8
Old : 100.0: 14.4 18.0 1.3 63.1 52.9 78.8 72.2: 21.2 27.8
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 : 147: 24 39 16 58 65 88 114:
Old : 147: 24 39 16 58 65 88 114:
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 : 25.5 19.6 38.3 27.8 21.5 14.8 31.4 20.9
Old : 25.5 19.6 38.3 27.8 21.5 14.8 31.4 20.9
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 27, 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 : 687,331: 72,679 137,976 1,185 507,906 446,138 581,770 585,299: 105,561 102,032
Old : 687,331: 72,679 137,976 1,185 507,906 446,138 581,770 585,299: 105,561 102,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 6,978: 6,189 4,962 -6 4,975 1,752 11,158 6,708: -4,180 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.1 0.2 73.9 64.9 84.6 85.2: 15.4 14.8
Old : 100.0: 10.6 20.1 0.2 73.9 64.9 84.6 85.2: 15.4 14.8
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 : 105: 15 16 7 53 54 71 74:
Old : 105: 15 16 7 53 54 71 74:
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 33.0 38.7 47.7 22.0 33.0 32.9 47.5
Old : 24.2 33.0 38.7 47.7 22.0 33.0 32.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 27, 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 : 5,161: 2,556 637 1,277 919 3,097 4,752 5,011: 409 150
Old : 5,161: 2,556 637 1,277 919 3,097 4,752 5,011: 409 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -184: -218 -32 -16 60 -71 -174 -119: -10 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 12.3 24.7 17.8 60.0 92.1 97.1: 7.9 2.9
Old : 100.0: 49.5 12.3 24.7 17.8 60.0 92.1 97.1: 7.9 2.9
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 : 35: 15 4 5 8 14 26 21:
Old : 35: 15 4 5 8 14 26 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 : 47.6 65.8 72.2 83.4 33.9 44.4 44.4 51.1
Old : 47.6 65.8 72.2 83.4 33.9 44.4 44.4 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 27, 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 : 338,439: 92,447 51,466 37,815 166,228 221,544 296,490 310,825: 41,949 27,614
Old : 306,344: 91,938 50,171 33,331 143,625 197,768 268,894 281,270: 37,450 25,074
Other: 32,095: 3,231 4,017 1,762 22,603 23,776 27,596 29,555: 4,499 2,540
: : :
: : Changes in Commitments from: December 20, 2016 :
: -16,265: 756 -2,941 -5,479 -8,651 -2,759 -13,374 -11,179: -2,891 -5,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.2 11.2 49.1 65.5 87.6 91.8: 12.4 8.2
Old : 100.0: 30.0 16.4 10.9 46.9 64.6 87.8 91.8: 12.2 8.2
Other: 100.0: 10.1 12.5 5.5 70.4 74.1 86.0 92.1: 14.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 81 57 68 97 92 215 192:
Old : 270: 84 58 65 95 90 211 188:
Other: 98: 22 13 14 45 26 75 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 34.1 23.3 41.0 13.4 30.7 20.2 36.0
Old : 16.4 35.8 24.0 42.6 14.9 34.0 22.1 40.1
Other: 38.9 38.2 53.5 57.7 38.9 38.0 53.4 56.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,836: 1,865 6,117 165 7,048 3,454 9,078 9,736: 2,758 2,100
Old : 11,823: 1,867 6,117 163 7,040 3,454 9,070 9,734: 2,753 2,089
Other: 13: 0 2 0 8 0 8 2: 5 11
: : :
: : Changes in Commitments from: December 20, 2016 :
: -399: -225 727 -332 -103 -823 -660 -428: 261 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 51.7 1.4 59.5 29.2 76.7 82.3: 23.3 17.7
Old : 100.0: 15.8 51.7 1.4 59.5 29.2 76.7 82.3: 23.3 17.7
Other: 100.0: 0.0 15.4 0.0 61.5 0.0 61.5 15.4: 38.5 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 25 5 21 11 35 41:
Old : 65: 13 25 5 20 11 34 41:
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 : 44.7 38.0 58.5 53.8 44.7 37.9 57.3 53.7
Old : 44.8 38.1 58.6 53.9 44.8 38.0 57.4 53.9
Other: 61.5 15.4 61.5 15.4 61.5 15.4 61.5 15.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 27, 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 : 1,136,039: 198,067 230,256 66,881 773,935 679,811 1,038,883 976,948: 97,156 159,091
Old : 1,136,039: 198,067 230,256 66,881 773,935 679,811 1,038,883 976,948: 97,156 159,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 14,805: -7,462 -395 -1,737 24,545 20,212 15,346 18,080: -541 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.3 5.9 68.1 59.8 91.4 86.0: 8.6 14.0
Old : 100.0: 17.4 20.3 5.9 68.1 59.8 91.4 86.0: 8.6 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 : 243: 50 52 31 95 103 159 172:
Old : 243: 50 52 31 95 103 159 172:
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 : 21.4 28.5 33.5 39.1 15.8 24.2 27.2 31.5
Old : 21.4 28.5 33.5 39.1 15.8 24.2 27.2 31.5
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 27, 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 : 3,043,508: 451,297 792,372 83,309 2,199,893 1,653,864 2,734,499 2,529,545: 309,009 513,963
Old : 3,043,508: 451,297 792,372 83,309 2,199,893 1,653,864 2,734,499 2,529,545: 309,009 513,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -15,306: -58,207 61,810 -28,846 75,619 -63,426 -11,434 -30,462: -3,872 15,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 26.0 2.7 72.3 54.3 89.8 83.1: 10.2 16.9
Old : 100.0: 14.8 26.0 2.7 72.3 54.3 89.8 83.1: 10.2 16.9
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 : 353: 56 102 55 125 154 217 275:
Old : 353: 56 102 55 125 154 217 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 15.7 49.3 23.7 36.3 14.0 44.9 18.6
Old : 38.9 15.7 49.3 23.7 36.3 14.0 44.9 18.6
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 27, 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 : 288,896: 51,032 28,093 4,625 162,843 154,769 218,500 187,487: 70,396 101,409
Old : 288,896: 51,032 28,093 4,625 162,843 154,769 218,500 187,487: 70,396 101,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,392: -2,730 141 336 2,890 1,967 496 2,444: 1,896 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.7 1.6 56.4 53.6 75.6 64.9: 24.4 35.1
Old : 100.0: 17.7 9.7 1.6 56.4 53.6 75.6 64.9: 24.4 35.1
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 : 50: 7 4 2 29 30 36 36:
Old : 50: 7 4 2 29 30 36 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 : 40.8 28.5 54.0 40.0 40.4 28.1 53.6 39.0
Old : 40.8 28.5 54.0 40.0 40.4 28.1 53.6 39.0
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 27, 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 : 2,966,451: 329,055 666,049 67,202 2,347,066 1,868,045 2,743,323 2,601,296: 223,128 365,155
Old : 2,966,451: 329,055 666,049 67,202 2,347,066 1,868,045 2,743,323 2,601,296: 223,128 365,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 28,872: -8,677 4,852 721 36,403 22,623 28,447 28,196: 425 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.5 2.3 79.1 63.0 92.5 87.7: 7.5 12.3
Old : 100.0: 11.1 22.5 2.3 79.1 63.0 92.5 87.7: 7.5 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 : 305: 40 81 35 104 153 163 250:
Old : 305: 40 81 35 104 153 163 250:
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 : 42.4 21.9 55.0 32.5 39.7 21.6 51.3 31.7
Old : 42.4 21.9 55.0 32.5 39.7 21.6 51.3 31.7
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 27, 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 : 979,571: 77,568 154,704 111,035 767,538 662,926 956,141 928,665: 23,430 50,906
Old : 979,571: 77,568 154,704 111,035 767,538 662,926 956,141 928,665: 23,430 50,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -20,260: -8,924 7,146 -7,805 -1,542 -17,230 -18,271 -17,889: -1,989 -2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.8 11.3 78.4 67.7 97.6 94.8: 2.4 5.2
Old : 100.0: 7.9 15.8 11.3 78.4 67.7 97.6 94.8: 2.4 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 : 119: 16 33 31 49 63 85 109:
Old : 119: 16 33 31 49 63 85 109:
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 : 33.4 24.1 51.1 36.7 20.6 12.5 32.4 20.7
Old : 33.4 24.1 51.1 36.7 20.6 12.5 32.4 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, December 27, 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 : 64,692: 37,127 6,959 1,086 16,572 47,314 54,785 55,359: 9,907 9,333
Old : 64,692: 37,127 6,959 1,086 16,572 47,314 54,785 55,359: 9,907 9,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 976: -178 302 -81 544 509 286 730: 690 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 10.8 1.7 25.6 73.1 84.7 85.6: 15.3 14.4
Old : 100.0: 57.4 10.8 1.7 25.6 73.1 84.7 85.6: 15.3 14.4
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 : 109: 37 20 7 31 29 70 54:
Old : 109: 37 20 7 31 29 70 54:
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 : 28.5 38.1 43.7 56.3 28.3 38.1 43.5 54.0
Old : 28.5 38.1 43.7 56.3 28.3 38.1 43.5 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 27, 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 : 129,383: 74,253 13,917 2,172 33,144 94,628 109,569 110,717: 19,814 18,666
Old : 129,383: 74,253 13,917 2,172 33,144 94,628 109,569 110,717: 19,814 18,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,951: -355 604 -161 1,087 1,017 571 1,460: 1,380 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 10.8 1.7 25.6 73.1 84.7 85.6: 15.3 14.4
Old : 100.0: 57.4 10.8 1.7 25.6 73.1 84.7 85.6: 15.3 14.4
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 : 109: 37 20 7 31 29 70 54:
Old : 109: 37 20 7 31 29 70 54:
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 : 28.5 38.1 43.7 56.3 28.3 38.1 43.5 54.0
Old : 28.5 38.1 43.7 56.3 28.3 38.1 43.5 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 27, 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 : 23,156: 14,358 22,774 369 8,345 0 23,072 23,143: 84 13
Old : 23,156: 14,358 22,774 369 8,345 0 23,072 23,143: 84 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,391: -400 -424 -3,066 0 0 -3,466 -3,490: -925 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 98.4 1.6 36.0 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 62.0 98.4 1.6 36.0 0.0 99.6 99.9: 0.4 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 : 34: 20 11 1 3 0 24 11:
Old : 34: 20 11 1 3 0 24 11:
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 : 59.4 91.6 85.4 99.2 59.4 90.0 85.4 97.6
Old : 59.4 91.6 85.4 99.2 59.4 90.0 85.4 97.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,414: 20,621 6,694 433 10,350 24,059 31,404 31,186: 10 228
Old : 31,414: 20,621 6,694 433 10,350 24,059 31,404 31,186: 10 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,962: 907 1,781 0 1,062 187 1,969 1,968: -7 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 21.3 1.4 32.9 76.6 100.0 99.3: 0.0 0.7
Old : 100.0: 65.6 21.3 1.4 32.9 76.6 100.0 99.3: 0.0 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 : 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 : 88.8 44.7 98.7 66.6 88.8 44.7 97.8 66.6
Old : 88.8 44.7 98.7 66.6 88.8 44.7 97.8 66.6
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 27, 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 : 28,439: 21,587 2,980 175 6,644 25,176 28,406 28,331: 33 108
Old : 28,439: 21,587 2,980 175 6,644 25,176 28,406 28,331: 33 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 791: 770 -234 0 0 1,021 770 787: 21 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 10.5 0.6 23.4 88.5 99.9 99.6: 0.1 0.4
Old : 100.0: 75.9 10.5 0.6 23.4 88.5 99.9 99.6: 0.1 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 : 92.8 66.0 99.3 83.4 92.8 66.0 97.1 83.4
Old : 92.8 66.0 99.3 83.4 92.8 66.0 97.1 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016