WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 555,192: 128,410 232,533 158,668 212,739 119,192 499,817 510,393: 55,375 44,799
Old : 508,269: 121,034 228,541 143,276 193,178 97,957 457,488 469,774: 50,781 38,495
Other: 46,923: 16,913 13,529 5,856 19,560 21,235 42,329 40,619: 4,594 6,303
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,245: 963 2,699 -4,941 2,105 -318 -1,872 -2,560: 627 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 41.9 28.6 38.3 21.5 90.0 91.9: 10.0 8.1
Old : 100.0: 23.8 45.0 28.2 38.0 19.3 90.0 92.4: 10.0 7.6
Other: 100.0: 36.0 28.8 12.5 41.7 45.3 90.2 86.6: 9.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 172 150 145 142 120 381 353:
Old : 482: 173 148 135 139 113 372 339:
Other: 156: 27 43 26 48 62 94 116:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 8.8 16.5 16.7 7.0 8.1 12.1 15.2
Old : 9.9 9.2 17.1 17.2 7.2 8.8 12.8 16.5
Other: 41.6 25.5 54.6 39.4 41.6 25.2 50.9 34.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 243,909: 81,498 88,743 33,265 107,152 97,577 221,915 219,585: 21,994 24,325
Old : 215,015: 77,904 87,461 26,480 91,528 80,579 195,912 194,521: 19,103 20,494
Other: 28,894: 9,571 7,259 807 15,624 16,997 26,003 25,063: 2,891 3,831
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,702: 4,825 -576 167 -3,352 1,902 1,640 1,493: 63 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 36.4 13.6 43.9 40.0 91.0 90.0: 9.0 10.0
Old : 100.0: 36.2 40.7 12.3 42.6 37.5 91.1 90.5: 8.9 9.5
Other: 100.0: 33.1 25.1 2.8 54.1 58.8 90.0 86.7: 10.0 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 74 62 62 89 80 191 182:
Old : 247: 73 63 55 82 75 180 171:
Other: 119: 23 19 14 41 56 70 83:
:----------------------------------------------------------------------------------------------------
: 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 17.6 22.8 28.4 13.1 17.0 22.0 27.0
Old : 14.9 18.9 25.3 31.2 14.8 18.2 24.8 29.7
Other: 28.7 40.2 47.0 59.6 28.7 36.4 47.0 55.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,706,158: 343,339 394,528 445,389 728,511 634,636 1,517,239 1,474,554: 188,919 231,604
Old : 1,600,914: 340,845 407,325 405,953 679,553 576,229 1,426,351 1,389,506: 174,564 211,408
Other: 105,244: 27,053 11,762 14,878 48,958 58,408 90,889 85,048: 14,355 20,196
: : :
: : Changes in Commitments from: September 13, 2016 :
: 8,037: 4,332 13,207 -1,234 -2,302 10,203 796 22,176: 7,241 -14,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.1 26.1 42.7 37.2 88.9 86.4: 11.1 13.6
Old : 100.0: 21.3 25.4 25.4 42.4 36.0 89.1 86.8: 10.9 13.2
Other: 100.0: 25.7 11.2 14.1 46.5 55.5 86.4 80.8: 13.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 209 177 242 317 340 652 655:
Old : 809: 210 184 236 315 335 646 648:
Other: 322: 45 63 38 78 171 144 255:
:----------------------------------------------------------------------------------------------------
: 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 10.0 16.6 16.1 6.9 5.7 12.1 10.1
Old : 10.6 8.9 16.9 15.1 7.0 5.9 12.5 10.5
Other: 24.8 32.2 38.6 44.1 23.8 29.5 34.0 38.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,106: 2,539 4,781 1,100 4,947 4,076 8,586 9,957: 3,520 2,149
Old : 12,080: 2,524 4,779 1,099 4,939 4,076 8,562 9,954: 3,518 2,126
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 13, 2016 :
: -188: -160 -34 -2 -136 -84 -299 -121: 110 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 39.5 9.1 40.9 33.7 70.9 82.3: 29.1 17.7
Old : 100.0: 20.9 39.6 9.1 40.9 33.7 70.9 82.4: 29.1 17.6
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 : 46: 12 17 7 15 11 28 34:
Old : 46: 12 17 7 15 11 28 34:
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 : 32.4 37.5 43.2 51.6 30.6 34.5 39.7 46.5
Old : 32.3 37.5 43.1 51.7 30.5 34.6 39.6 46.6
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 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 : 876,710: 169,463 68,189 265,595 384,692 437,265 819,749 771,049: 56,961 105,661
Old : 838,563: 172,617 68,058 247,907 365,747 420,868 786,272 736,834: 52,291 101,729
Other: 38,147: 9,179 12,465 5,354 18,945 16,397 33,478 34,215: 4,669 3,932
: : :
: : Changes in Commitments from: September 13, 2016 :
: 18,036: 7,386 1,679 4,021 4,131 19,774 15,539 25,475: 2,498 -7,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.8 30.3 43.9 49.9 93.5 87.9: 6.5 12.1
Old : 100.0: 20.6 8.1 29.6 43.6 50.2 93.8 87.9: 6.2 12.1
Other: 100.0: 24.1 32.7 14.0 49.7 43.0 87.8 89.7: 12.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 202 182 241 194 240 525 547:
Old : 667: 196 190 235 188 240 512 546:
Other: 242: 53 35 31 61 116 123 174:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 12.2 22.9 20.1 11.0 8.5 15.5 12.7
Old : 15.5 12.4 23.4 20.5 11.7 8.7 16.4 12.7
Other: 25.5 47.2 37.9 61.2 24.8 47.2 35.1 57.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 29,347: 9,367 2,979 149 13 9,375 9,529 12,503: 19,818 16,844
Old : 28,317: 9,183 2,772 108 13 9,101 9,304 11,981: 19,013 16,336
Other: 1,030: 224 247 1 0 274 225 522: 805 508
: : :
: : Changes in Commitments from: September 13, 2016 :
: -2,003: 423 -344 50 -2 -1,441 471 -1,735: -2,474 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.2 0.5 0.0 31.9 32.5 42.6: 67.5 57.4
Old : 100.0: 32.4 9.8 0.4 0.0 32.1 32.9 42.3: 67.1 57.7
Other: 100.0: 21.7 24.0 0.1 0.0 26.6 21.8 50.7: 78.2 49.3
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 10 4 2 21 7 34:
Old : 35: 5 9 3 2 21 7 33:
Other: 21: 2 6 1 0 13 2 20:
:----------------------------------------------------------------------------------------------------
: 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 14.5 32.5 21.4 31.9 14.4 31.9 21.4
Old : 32.4 14.5 32.9 21.5 32.3 14.5 32.4 21.4
Other: 21.8 36.1 21.8 45.0 21.7 36.1 21.7 45.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 436,602: 141,990 27,187 103,199 150,053 278,716 395,242 409,101: 41,360 27,501
Old : 425,937: 142,993 29,411 98,071 144,947 271,843 386,011 399,325: 39,925 26,612
Other: 10,665: 3,255 2,034 869 5,106 6,873 9,230 9,776: 1,435 889
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,412: 4,969 -10,905 -2,433 -6,635 13,132 -4,099 -205: 2,687 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.2 23.6 34.4 63.8 90.5 93.7: 9.5 6.3
Old : 100.0: 33.6 6.9 23.0 34.0 63.8 90.6 93.8: 9.4 6.2
Other: 100.0: 30.5 19.1 8.2 47.9 64.4 86.5 91.7: 13.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 110 66 113 80 81 258 211:
Old : 299: 115 66 112 80 81 258 210:
Other: 55: 11 9 7 20 18 35 31:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 33.0 15.4 40.6 7.7 31.3 14.0 37.6
Old : 9.0 33.2 15.7 40.8 8.0 31.8 14.4 38.3
Other: 44.0 40.1 60.4 61.1 42.0 40.1 57.8 59.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 693,140: 105,888 100,475 80,986 333,321 361,421 520,194 542,881: 172,945 150,259
Old : 693,140: 105,888 100,475 80,986 333,321 361,421 520,194 542,881: 172,945 150,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -6,087: -1,730 11,220 -10,908 -184 -2,240 -12,822 -1,928: 6,735 -4,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.5 11.7 48.1 52.1 75.0 78.3: 25.0 21.7
Old : 100.0: 15.3 14.5 11.7 48.1 52.1 75.0 78.3: 25.0 21.7
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 : 160: 43 30 46 70 70 131 128:
Old : 160: 43 30 46 70 70 131 128:
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 : 13.6 19.1 21.5 28.0 8.3 11.8 14.0 17.8
Old : 13.6 19.1 21.5 28.0 8.3 11.8 14.0 17.8
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 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 : 599,221: 43,646 155,898 12,164 418,129 344,489 473,939 512,551: 125,282 86,670
Old : 599,221: 43,646 155,898 12,164 418,129 344,489 473,939 512,551: 125,282 86,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -8,432: -3,251 -5,665 -2 -5,020 1,083 -8,273 -4,584: -159 -3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 26.0 2.0 69.8 57.5 79.1 85.5: 20.9 14.5
Old : 100.0: 7.3 26.0 2.0 69.8 57.5 79.1 85.5: 20.9 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 : 96: 11 16 10 55 48 75 65:
Old : 96: 11 16 10 55 48 75 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 : 24.6 35.6 38.6 50.2 19.4 35.6 29.1 47.5
Old : 24.6 35.6 38.6 50.2 19.4 35.6 29.1 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 with Delta-adjusted Options and Futures Combined, September 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 : 4,199: 1,712 447 859 1,345 2,652 3,916 3,958: 283 241
Old : 4,199: 1,712 447 859 1,345 2,652 3,916 3,958: 283 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -324: 63 -139 -239 -151 94 -327 -284: 3 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.6 20.5 32.0 63.2 93.3 94.3: 6.7 5.7
Old : 100.0: 40.8 10.6 20.5 32.0 63.2 93.3 94.3: 6.7 5.7
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 : 26: 10 5 4 8 10 20 17:
Old : 26: 10 5 4 8 10 20 17:
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 : 58.4 58.2 78.7 81.4 41.2 42.9 50.7 50.7
Old : 58.4 58.2 78.7 81.4 41.2 42.9 50.7 50.7
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 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 : 418,845: 83,576 36,788 88,111 198,832 263,201 370,520 388,100: 48,325 30,745
Old : 401,123: 84,014 35,598 84,902 186,729 251,760 355,645 372,260: 45,477 28,863
Other: 17,723: 852 2,479 1,920 12,103 11,441 14,875 15,840: 2,848 1,883
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,767: -3,035 367 3,222 -4,176 -2,722 -3,989 867: 2,222 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.8 21.0 47.5 62.8 88.5 92.7: 11.5 7.3
Old : 100.0: 20.9 8.9 21.2 46.6 62.8 88.7 92.8: 11.3 7.2
Other: 100.0: 4.8 14.0 10.8 68.3 64.6 83.9 89.4: 16.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 72 69 89 107 98 238 208:
Old : 274: 76 67 89 107 97 238 207:
Other: 68: 10 10 13 35 24 52 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 : 12.9 31.7 20.1 40.1 11.1 28.0 16.4 32.1
Old : 13.1 32.6 20.6 41.0 11.5 29.3 16.9 33.3
Other: 35.3 31.3 54.1 51.9 35.1 30.8 49.7 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,296: 2,427 5,320 1,143 6,557 3,795 10,126 10,258: 2,170 2,039
Old : 12,296: 2,427 5,320 1,143 6,557 3,795 10,126 10,258: 2,170 2,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 110: 66 -36 126 123 92 314 182: -204 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 43.3 9.3 53.3 30.9 82.4 83.4: 17.6 16.6
Old : 100.0: 19.7 43.3 9.3 53.3 30.9 82.4 83.4: 17.6 16.6
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 : 83: 23 25 15 27 16 60 52:
Old : 83: 23 25 15 27 16 60 52:
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 : 40.2 32.4 51.3 47.6 39.7 31.8 49.0 44.5
Old : 40.2 32.4 51.3 47.6 39.7 31.8 49.0 44.5
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 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 : 999,159: 222,137 188,967 68,793 590,695 599,876 881,625 857,636: 117,534 141,523
Old : 999,159: 222,137 188,967 68,793 590,695 599,876 881,625 857,636: 117,534 141,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 134: -16,362 -12,389 12,280 3,735 13,167 -347 13,057: 481 -12,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.9 6.9 59.1 60.0 88.2 85.8: 11.8 14.2
Old : 100.0: 22.2 18.9 6.9 59.1 60.0 88.2 85.8: 11.8 14.2
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 : 249: 58 45 48 92 117 168 192:
Old : 249: 58 45 48 92 117 168 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 19.7 30.1 27.9 16.7 19.2 25.4 25.4
Old : 19.0 19.7 30.1 27.9 16.7 19.2 25.4 25.4
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 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 : 3,237,619: 670,480 552,284 284,158 1,918,994 1,948,420 2,873,632 2,784,862: 363,988 452,757
Old : 3,237,619: 670,480 552,284 284,158 1,918,994 1,948,420 2,873,632 2,784,862: 363,988 452,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -81,681: 33,192 -12,589 -16,290 -85,896 -11,248 -68,994 -40,127: -12,688 -41,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.1 8.8 59.3 60.2 88.8 86.0: 11.2 14.0
Old : 100.0: 20.7 17.1 8.8 59.3 60.2 88.8 86.0: 11.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 88 85 100 156 174 296 307:
Old : 371: 88 85 100 156 174 296 307:
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 : 27.0 15.3 34.7 25.2 24.1 11.5 29.8 19.1
Old : 27.0 15.3 34.7 25.2 24.1 11.5 29.8 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 211,974: 53,054 18,794 1,465 100,554 102,331 155,072 122,590: 56,902 89,385
Old : 211,974: 53,054 18,794 1,465 100,554 102,331 155,072 122,590: 56,902 89,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 2,133: 5,413 -4,564 212 209 9,861 5,834 5,509: -3,701 -3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 8.9 0.7 47.4 48.3 73.2 57.8: 26.8 42.2
Old : 100.0: 25.0 8.9 0.7 47.4 48.3 73.2 57.8: 26.8 42.2
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 : 36: 4 4 3 21 18 27 23:
Old : 36: 4 4 3 21 18 27 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 : 45.7 28.9 59.4 40.2 43.9 28.4 57.5 39.6
Old : 45.7 28.9 59.4 40.2 43.9 28.4 57.5 39.6
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 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 : 2,948,665: 415,499 576,036 153,392 2,143,145 1,882,903 2,712,036 2,612,331: 236,629 336,334
Old : 2,948,665: 415,499 576,036 153,392 2,143,145 1,882,903 2,712,036 2,612,331: 236,629 336,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -14,670: 54,016 -8,217 -11,400 -35,240 32,841 7,377 13,224: -22,047 -27,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.5 5.2 72.7 63.9 92.0 88.6: 8.0 11.4
Old : 100.0: 14.1 19.5 5.2 72.7 63.9 92.0 88.6: 8.0 11.4
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 : 306: 57 69 57 118 152 209 244:
Old : 306: 57 69 57 118 152 209 244:
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 : 38.5 20.0 48.0 28.5 34.8 19.0 43.2 27.3
Old : 38.5 20.0 48.0 28.5 34.8 19.0 43.2 27.3
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 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 : 1,140,203: 89,632 154,927 243,626 785,683 681,471 1,118,941 1,080,024: 21,262 60,179
Old : 1,140,203: 89,632 154,927 243,626 785,683 681,471 1,118,941 1,080,024: 21,262 60,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 91,790: 14,739 24,720 10,514 66,202 56,796 91,456 92,030: 334 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.6 21.4 68.9 59.8 98.1 94.7: 1.9 5.3
Old : 100.0: 7.9 13.6 21.4 68.9 59.8 98.1 94.7: 1.9 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 : 167: 24 53 41 59 82 106 157:
Old : 167: 24 53 41 59 82 106 157:
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 : 30.9 25.2 47.9 35.0 25.2 15.9 34.1 22.5
Old : 30.9 25.2 47.9 35.0 25.2 15.9 34.1 22.5
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 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 : 58,958: 35,585 8,316 543 14,957 42,348 51,085 51,207: 7,873 7,750
Old : 58,958: 35,585 8,316 543 14,957 42,348 51,085 51,207: 7,873 7,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -20,807: -3,082 -929 -1,266 -15,621 -16,933 -19,969 -19,128: -838 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 14.1 0.9 25.4 71.8 86.6 86.9: 13.4 13.1
Old : 100.0: 60.4 14.1 0.9 25.4 71.8 86.6 86.9: 13.4 13.1
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 : 118: 44 25 4 28 31 74 59:
Old : 118: 44 25 4 28 31 74 59:
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 : 29.1 37.3 43.9 53.3 29.1 37.3 43.9 53.3
Old : 29.1 37.3 43.9 53.3 29.1 37.3 43.9 53.3
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 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 : 117,915: 71,169 16,632 1,086 29,915 84,697 102,170 102,415: 15,746 15,501
Old : 117,915: 71,169 16,632 1,086 29,915 84,697 102,170 102,415: 15,746 15,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -41,614: -6,163 -1,859 -2,531 -31,243 -33,865 -39,937 -38,255: -1,677 -3,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 14.1 0.9 25.4 71.8 86.6 86.9: 13.4 13.1
Old : 100.0: 60.4 14.1 0.9 25.4 71.8 86.6 86.9: 13.4 13.1
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 : 118: 44 25 4 28 31 74 59:
Old : 118: 44 25 4 28 31 74 59:
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 : 29.1 37.3 43.9 53.3 29.1 37.3 43.9 53.3
Old : 29.1 37.3 43.9 53.3 29.1 37.3 43.9 53.3
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 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 : 21,937: 14,646 17,667 4,217 2,911 0 21,774 21,884: 163 53
Old : 21,937: 14,646 17,667 4,217 2,911 0 21,774 21,884: 163 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 990: -1,343 -1,311 3,637 0 0 2,294 2,326: -1,304 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 80.5 19.2 13.3 0.0 99.3 99.8: 0.7 0.2
Old : 100.0: 66.8 80.5 19.2 13.3 0.0 99.3 99.8: 0.7 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 : 31: 20 10 2 1 0 23 10:
Old : 31: 20 10 2 1 0 23 10:
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 : 60.1 78.5 83.3 99.1 48.9 67.3 69.9 79.9
Old : 60.1 78.5 83.3 99.1 48.9 67.3 69.9 79.9
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 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 : 25,182: 14,637 8,689 131 10,193 16,228 24,961 25,048: 221 134
Old : 25,182: 14,637 8,689 131 10,193 16,228 24,961 25,048: 221 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,804: 854 321 -276 -2,234 -1,763 -1,656 -1,718: -148 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 34.5 0.5 40.5 64.4 99.1 99.5: 0.9 0.5
Old : 100.0: 58.1 34.5 0.5 40.5 64.4 99.1 99.5: 0.9 0.5
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 : 46: 12 12 1 6 18 18 31:
Old : 46: 12 12 1 6 18 18 31:
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 : 84.7 48.9 94.2 68.2 84.7 48.9 94.0 67.4
Old : 84.7 48.9 94.2 68.2 84.7 48.9 94.0 67.4
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 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 : 22,059: 17,294 5,345 136 4,568 16,495 21,998 21,976: 61 83
Old : 22,059: 17,294 5,345 136 4,568 16,495 21,998 21,976: 61 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -16,939: -13,073 190 84 -3,948 -17,200 -16,937 -16,926: -2 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 24.2 0.6 20.7 74.8 99.7 99.6: 0.3 0.4
Old : 100.0: 78.4 24.2 0.6 20.7 74.8 99.7 99.6: 0.3 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 : 28: 12 6 1 3 8 15 15:
Old : 28: 12 6 1 3 8 15 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 : 84.7 72.7 95.7 93.2 84.7 72.7 93.4 93.2
Old : 84.7 72.7 95.7 93.2 84.7 72.7 93.4 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016