WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 556,437: 127,447 229,834 163,609 210,633 119,510 501,690 512,953: 54,747 43,484
Old : 512,816: 122,665 230,773 145,945 193,740 98,674 462,351 475,392: 50,465 37,423
Other: 43,621: 16,755 11,034 5,690 16,893 20,836 39,339 37,560: 4,283 6,061
: : :
: : Changes in Commitments from: September 6, 2016 :
: 8,844: 675 -7,140 5,239 4,388 12,627 10,302 10,726: -1,458 -1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 41.3 29.4 37.9 21.5 90.2 92.2: 9.8 7.8
Old : 100.0: 23.9 45.0 28.5 37.8 19.2 90.2 92.7: 9.8 7.3
Other: 100.0: 38.4 25.3 13.0 38.7 47.8 90.2 86.1: 9.8 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 172 154 143 140 120 378 358:
Old : 488: 173 153 135 138 114 371 344:
Other: 149: 26 41 24 48 61 92 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 8.8 16.5 16.6 7.1 8.1 12.3 15.3
Old : 9.9 9.2 17.0 17.4 7.2 8.8 12.8 16.6
Other: 42.3 26.5 56.5 38.8 42.3 24.8 52.6 34.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 242,207: 76,673 89,319 33,098 110,504 95,674 220,275 218,091: 21,932 24,115
Old : 214,816: 74,977 88,121 25,998 94,507 79,833 195,482 193,952: 19,334 20,864
Other: 27,390: 7,864 7,365 932 15,997 15,841 24,793 24,139: 2,597 3,252
: : :
: : Changes in Commitments from: September 6, 2016 :
: -475: -167 -3,192 -1,589 1,564 3,720 -192 -1,061: -283 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 36.9 13.7 45.6 39.5 90.9 90.0: 9.1 10.0
Old : 100.0: 34.9 41.0 12.1 44.0 37.2 91.0 90.3: 9.0 9.7
Other: 100.0: 28.7 26.9 3.4 58.4 57.8 90.5 88.1: 9.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 71 59 59 88 79 186 178:
Old : 244: 71 60 52 81 74 174 168:
Other: 117: 22 18 13 39 56 68 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 17.3 23.1 28.5 13.1 16.6 22.8 27.1
Old : 14.9 18.9 25.2 31.4 14.8 18.1 25.0 29.9
Other: 27.3 37.8 45.8 57.5 27.3 34.4 45.8 53.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,698,121: 339,007 381,321 446,624 730,813 624,433 1,516,443 1,452,378: 181,677 245,743
Old : 1,596,048: 337,673 395,494 406,472 684,298 568,890 1,428,443 1,370,856: 167,605 225,191
Other: 102,073: 27,769 12,262 13,717 46,515 55,543 88,001 81,522: 14,073 20,551
: : :
: : Changes in Commitments from: September 6, 2016 :
: -19,760: 3,970 -37,218 912 -16,463 2,735 -11,580 -33,570: -8,180 13,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.5 26.3 43.0 36.8 89.3 85.5: 10.7 14.5
Old : 100.0: 21.2 24.8 25.5 42.9 35.6 89.5 85.9: 10.5 14.1
Other: 100.0: 27.2 12.0 13.4 45.6 54.4 86.2 79.9: 13.8 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 200 188 237 319 333 645 652:
Old : 803: 210 185 230 316 327 637 644:
Other: 315: 36 68 38 72 168 136 251:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.9 16.7 15.7 6.9 5.5 12.1 9.4
Old : 10.5 8.8 16.8 14.7 6.9 5.5 12.5 9.6
Other: 26.5 33.5 40.1 45.2 25.9 30.8 36.5 38.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,294: 2,699 4,815 1,102 5,083 4,161 8,885 10,078: 3,409 2,216
Old : 12,268: 2,684 4,813 1,101 5,075 4,161 8,861 10,075: 3,407 2,193
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 6, 2016 :
: 165: -83 77 4 181 132 102 213: 63 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 39.2 9.0 41.3 33.8 72.3 82.0: 27.7 18.0
Old : 100.0: 21.9 39.2 9.0 41.4 33.9 72.2 82.1: 27.8 17.9
Other: 100.0: 61.5 11.5 0.0 30.8 0.0 92.3 11.5: 7.7 88.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 17 7 15 12 29 35:
Old : 48: 13 17 7 15 12 29 35:
Other: 5: 1 2 0 2 0 3 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 : 33.5 36.7 44.6 50.8 31.7 33.9 41.7 46.2
Old : 33.4 36.7 44.6 50.9 31.7 34.0 41.6 46.3
Other: 92.3 11.5 92.3 11.5 92.3 11.5 92.3 11.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 858,674: 162,077 66,510 261,573 380,561 417,491 804,211 745,574: 54,463 113,099
Old : 822,334: 163,905 64,402 246,261 362,490 402,103 772,656 712,765: 49,679 109,569
Other: 36,339: 8,698 12,635 4,786 18,070 15,388 31,555 32,809: 4,784 3,530
: : :
: : Changes in Commitments from: September 6, 2016 :
: 7,732: -5,394 2,061 11,292 1,264 -9,100 7,162 4,253: 570 3,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.7 30.5 44.3 48.6 93.7 86.8: 6.3 13.2
Old : 100.0: 19.9 7.8 29.9 44.1 48.9 94.0 86.7: 6.0 13.3
Other: 100.0: 23.9 34.8 13.2 49.7 42.3 86.8 90.3: 13.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 185 188 241 191 242 510 557:
Old : 660: 180 192 236 185 242 497 557:
Other: 242: 48 40 34 61 117 124 177:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.8 24.4 19.2 11.9 8.0 16.5 11.8
Old : 17.3 12.0 25.0 19.6 12.6 8.1 17.3 12.0
Other: 26.5 52.6 39.7 66.4 25.6 52.6 35.8 62.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 31,350: 8,944 3,323 99 15 10,816 9,058 14,238: 22,292 17,112
Old : 30,378: 8,812 3,122 58 15 10,498 8,885 13,678: 21,493 16,700
Other: 972: 172 241 1 0 318 173 560: 799 412
: : :
: : Changes in Commitments from: September 6, 2016 :
: -529: 195 -4 -101 0 -171 94 -276: -623 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.6 0.3 0.0 34.5 28.9 45.4: 71.1 54.6
Old : 100.0: 29.0 10.3 0.2 0.0 34.6 29.2 45.0: 70.8 55.0
Other: 100.0: 17.7 24.8 0.1 0.0 32.7 17.8 57.6: 82.2 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 10 4 3 28 7 41:
Old : 41: 4 9 3 3 28 7 40:
Other: 25: 2 5 1 0 18 2 24:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 13.6 28.9 20.2 28.5 13.6 28.5 20.2
Old : 29.2 13.7 29.2 20.2 29.0 13.6 29.0 20.2
Other: 17.8 38.1 17.8 47.6 17.7 38.1 17.7 47.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 438,014: 137,021 38,091 105,631 156,689 265,583 399,340 409,306: 38,674 28,709
Old : 427,736: 138,043 40,644 100,321 152,155 259,065 390,518 400,030: 37,218 27,706
Other: 10,278: 3,430 1,900 858 4,534 6,518 8,822 9,276: 1,456 1,002
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,939: -3,302 3,616 804 4,342 -8,564 1,843 -4,144: -3,783 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.7 24.1 35.8 60.6 91.2 93.4: 8.8 6.6
Old : 100.0: 32.3 9.5 23.5 35.6 60.6 91.3 93.5: 8.7 6.5
Other: 100.0: 33.4 18.5 8.4 44.1 63.4 85.8 90.2: 14.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 106 64 119 81 76 257 215:
Old : 299: 109 67 119 81 76 257 215:
Other: 55: 12 8 8 21 16 37 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 30.9 15.1 38.1 7.6 28.9 13.8 34.8
Old : 8.7 31.3 15.5 38.5 7.9 29.5 14.2 35.4
Other: 43.8 42.3 62.8 60.7 41.8 41.4 59.7 59.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 699,227: 107,618 89,254 91,894 333,505 363,661 533,016 544,809: 166,211 154,418
Old : 699,227: 107,618 89,254 91,894 333,505 363,661 533,016 544,809: 166,211 154,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 66,715: -10,671 4,828 42,997 31,424 18,374 63,750 66,198: 2,965 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.8 13.1 47.7 52.0 76.2 77.9: 23.8 22.1
Old : 100.0: 15.4 12.8 13.1 47.7 52.0 76.2 77.9: 23.8 22.1
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 : 158: 43 32 45 67 69 128 128:
Old : 158: 43 32 45 67 69 128 128:
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 : 13.4 19.0 21.3 27.7 8.3 11.9 14.1 18.0
Old : 13.4 19.0 21.3 27.7 8.3 11.9 14.1 18.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 607,653: 46,897 161,563 12,166 423,149 343,406 482,212 517,135: 125,441 90,518
Old : 607,653: 46,897 161,563 12,166 423,149 343,406 482,212 517,135: 125,441 90,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -9,296: 2,638 -5,224 -1,955 -9,795 1,204 -9,113 -5,975: -184 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.6 2.0 69.6 56.5 79.4 85.1: 20.6 14.9
Old : 100.0: 7.7 26.6 2.0 69.6 56.5 79.4 85.1: 20.6 14.9
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 : 97: 13 16 8 54 51 74 68:
Old : 97: 13 16 8 54 51 74 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 35.7 37.8 50.2 19.0 34.9 28.2 46.6
Old : 23.9 35.7 37.8 50.2 19.0 34.9 28.2 46.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 4,523: 1,649 586 1,098 1,496 2,558 4,243 4,242: 280 281
Old : 4,523: 1,649 586 1,098 1,496 2,558 4,243 4,242: 280 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -141: -127 -192 -32 -68 19 -227 -205: 86 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 13.0 24.3 33.1 56.6 93.8 93.8: 6.2 6.2
Old : 100.0: 36.5 13.0 24.3 33.1 56.6 93.8 93.8: 6.2 6.2
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 : 24: 9 5 3 8 9 19 15:
Old : 24: 9 5 3 8 9 19 15:
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 : 55.7 52.0 77.2 77.4 38.0 38.0 46.3 45.8
Old : 55.7 52.0 77.2 77.4 38.0 38.0 46.3 45.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 420,612: 86,611 36,421 84,889 203,008 265,922 374,509 387,233: 46,103 33,379
Old : 403,475: 86,489 34,936 82,145 191,558 254,823 360,192 371,903: 43,284 31,572
Other: 17,136: 1,007 2,370 1,860 11,450 11,099 14,317 15,329: 2,819 1,807
: : :
: : Changes in Commitments from: September 6, 2016 :
: 7,463: -2,391 -1,939 4,110 4,223 3,980 5,942 6,151: 1,521 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 20.2 48.3 63.2 89.0 92.1: 11.0 7.9
Old : 100.0: 21.4 8.7 20.4 47.5 63.2 89.3 92.2: 10.7 7.8
Other: 100.0: 5.9 13.8 10.9 66.8 64.8 83.5 89.5: 16.5 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 71 72 89 100 94 230 207:
Old : 273: 77 70 89 100 93 230 206:
Other: 66: 11 11 13 33 22 51 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 31.7 20.1 40.7 11.6 28.2 17.0 31.9
Old : 12.9 32.5 20.4 41.6 11.9 29.4 17.3 33.3
Other: 36.1 31.7 53.8 52.5 35.7 31.0 48.8 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,186: 2,361 5,356 1,017 6,434 3,702 9,812 10,075: 2,374 2,111
Old : 12,186: 2,361 5,356 1,017 6,434 3,702 9,812 10,075: 2,374 2,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 583: 35 223 224 38 -35 297 412: 285 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 44.0 8.3 52.8 30.4 80.5 82.7: 19.5 17.3
Old : 100.0: 19.4 44.0 8.3 52.8 30.4 80.5 82.7: 19.5 17.3
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 : 78: 23 25 13 25 16 55 50:
Old : 78: 23 25 13 25 16 55 50:
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 : 42.5 32.6 52.8 47.6 42.2 31.9 51.4 45.5
Old : 42.5 32.6 52.8 47.6 42.2 31.9 51.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 999,025: 238,499 201,357 56,513 586,960 586,709 881,972 844,579: 117,053 154,446
Old : 999,025: 238,499 201,357 56,513 586,960 586,709 881,972 844,579: 117,053 154,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -71,579: -20,589 -28,635 3,266 -55,057 -53,847 -72,381 -79,217: 802 7,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.2 5.7 58.8 58.7 88.3 84.5: 11.7 15.5
Old : 100.0: 23.9 20.2 5.7 58.8 58.7 88.3 84.5: 11.7 15.5
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 : 236: 55 46 45 88 108 162 180:
Old : 236: 55 46 45 88 108 162 180:
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 : 18.5 18.1 29.7 26.5 16.4 17.9 25.6 25.0
Old : 18.5 18.1 29.7 26.5 16.4 17.9 25.6 25.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 3,319,301: 637,288 564,873 300,448 2,004,890 1,959,668 2,942,626 2,824,989: 376,675 494,312
Old : 3,319,301: 637,288 564,873 300,448 2,004,890 1,959,668 2,942,626 2,824,989: 376,675 494,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 83,496: -17,279 39,260 42,093 54,566 -41,449 79,380 39,903: 4,116 43,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.0 9.1 60.4 59.0 88.7 85.1: 11.3 14.9
Old : 100.0: 19.2 17.0 9.1 60.4 59.0 88.7 85.1: 11.3 14.9
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 : 361: 91 78 100 152 164 288 297:
Old : 361: 91 78 100 152 164 288 297:
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 : 27.4 15.2 34.9 26.1 24.9 12.3 30.8 21.0
Old : 27.4 15.2 34.9 26.1 24.9 12.3 30.8 21.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 209,841: 47,641 23,358 1,252 100,345 92,470 149,238 117,080: 60,603 92,761
Old : 209,841: 47,641 23,358 1,252 100,345 92,470 149,238 117,080: 60,603 92,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,062: -3,557 4,897 221 4,756 -8,559 1,419 -3,441: -357 4,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 11.1 0.6 47.8 44.1 71.1 55.8: 28.9 44.2
Old : 100.0: 22.7 11.1 0.6 47.8 44.1 71.1 55.8: 28.9 44.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 5 1 21 17 24 23:
Old : 34: 3 5 1 21 17 24 23:
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 : 46.1 28.8 57.7 39.0 44.2 28.3 55.8 38.5
Old : 46.1 28.8 57.7 39.0 44.2 28.3 55.8 38.5
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 with Delta-adjusted Options and Futures Combined, September 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 : 2,963,335: 361,482 584,253 164,792 2,178,384 1,850,062 2,704,658 2,599,107: 258,676 364,228
Old : 2,963,335: 361,482 584,253 164,792 2,178,384 1,850,062 2,704,658 2,599,107: 258,676 364,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -7,107: -19,242 36,666 -1,866 21,131 -45,837 22 -11,037: -7,130 3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.7 5.6 73.5 62.4 91.3 87.7: 8.7 12.3
Old : 100.0: 12.2 19.7 5.6 73.5 62.4 91.3 87.7: 8.7 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: 53 68 57 115 148 201 240:
Old : 295: 53 68 57 115 148 201 240:
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 : 39.0 19.2 48.5 27.8 35.7 17.7 44.0 25.5
Old : 39.0 19.2 48.5 27.8 35.7 17.7 44.0 25.5
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 with Delta-adjusted Options and Futures Combined, September 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 : 1,048,414: 74,893 130,207 233,112 719,481 624,675 1,027,485 987,994: 20,928 60,419
Old : 1,048,414: 74,893 130,207 233,112 719,481 624,675 1,027,485 987,994: 20,928 60,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 53,538: 11,441 5,150 15,221 28,187 29,194 54,849 49,565: -1,311 3,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.4 22.2 68.6 59.6 98.0 94.2: 2.0 5.8
Old : 100.0: 7.1 12.4 22.2 68.6 59.6 98.0 94.2: 2.0 5.8
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 : 154: 21 50 40 57 77 101 146:
Old : 154: 21 50 40 57 77 101 146:
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 : 32.1 25.6 49.0 36.9 25.7 15.7 35.6 22.9
Old : 32.1 25.6 49.0 36.9 25.7 15.7 35.6 22.9
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 with Delta-adjusted Options and Futures Combined, September 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 : 79,765: 38,666 9,245 1,809 30,579 59,281 71,053 70,335: 8,711 9,430
Old : 79,765: 38,666 9,245 1,809 30,579 59,281 71,053 70,335: 8,711 9,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 4,828: -8,829 1,086 570 13,276 4,008 5,017 5,663: -188 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 11.6 2.3 38.3 74.3 89.1 88.2: 10.9 11.8
Old : 100.0: 48.5 11.6 2.3 38.3 74.3 89.1 88.2: 10.9 11.8
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 : 121: 45 24 10 39 34 90 65:
Old : 121: 45 24 10 39 34 90 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 38.2 42.3 53.2 29.5 34.2 39.7 44.7
Old : 29.7 38.2 42.3 53.2 29.5 34.2 39.7 44.7
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 with Delta-adjusted Options and Futures Combined, September 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 : 159,529: 77,332 18,491 3,617 61,157 118,562 142,107 140,670: 17,422 18,859
Old : 159,529: 77,332 18,491 3,617 61,157 118,562 142,107 140,670: 17,422 18,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 9,657: -17,658 2,171 1,139 26,552 8,015 10,034 11,326: -377 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 11.6 2.3 38.3 74.3 89.1 88.2: 10.9 11.8
Old : 100.0: 48.5 11.6 2.3 38.3 74.3 89.1 88.2: 10.9 11.8
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 : 121: 45 24 10 39 34 90 65:
Old : 121: 45 24 10 39 34 90 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 38.2 42.3 53.2 29.5 34.2 39.7 44.7
Old : 29.7 38.2 42.3 53.2 29.5 34.2 39.7 44.7
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 with Delta-adjusted Options and Futures Combined, September 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 : 20,947: 15,989 18,978 580 2,911 0 19,480 19,558: 1,467 1,389
Old : 20,947: 15,989 18,978 580 2,911 0 19,480 19,558: 1,467 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,446: 371 109 -42 -231 0 98 67: 1,348 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 90.6 2.8 13.9 0.0 93.0 93.4: 7.0 6.6
Old : 100.0: 76.3 90.6 2.8 13.9 0.0 93.0 93.4: 7.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 23 11 2 1 0 25 12:
Old : 35: 23 11 2 1 0 25 12:
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 : 57.8 73.7 80.6 91.3 57.5 73.7 79.7 89.5
Old : 57.8 73.7 80.6 91.3 57.5 73.7 79.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 26,986: 13,783 8,368 407 12,427 17,991 26,617 26,766: 369 220
Old : 26,986: 13,783 8,368 407 12,427 17,991 26,617 26,766: 369 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,516: -2,043 -603 156 243 -1,175 -1,644 -1,622: 128 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 31.0 1.5 46.0 66.7 98.6 99.2: 1.4 0.8
Old : 100.0: 51.1 31.0 1.5 46.0 66.7 98.6 99.2: 1.4 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: 11 10 3 6 18 18 30:
Old : 43: 11 10 3 6 18 18 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 51.6 92.2 69.3 81.2 51.6 92.2 68.6
Old : 81.2 51.6 92.2 69.3 81.2 51.6 92.2 68.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 38,998: 30,367 5,155 52 8,516 33,695 38,935 38,902: 63 96
Old : 38,998: 30,367 5,155 52 8,516 33,695 38,935 38,902: 63 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 42: 528 -468 52 -492 485 88 69: -46 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 13.2 0.1 21.8 86.4 99.8 99.8: 0.2 0.2
Old : 100.0: 77.9 13.2 0.1 21.8 86.4 99.8 99.8: 0.2 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 : 33: 13 7 2 4 10 17 19:
Old : 33: 13 7 2 4 10 17 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 : 90.6 72.9 96.8 93.8 90.6 72.9 95.8 93.8
Old : 90.6 72.9 96.8 93.8 90.6 72.9 95.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016