WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 555,160: 131,915 236,850 151,447 215,415 121,192 498,777 509,489: 56,382 45,671
Old : 506,316: 124,776 232,741 134,903 194,892 99,508 454,572 467,151: 51,744 39,165
Other: 48,843: 17,356 14,326 6,327 20,523 21,685 44,206 42,338: 4,638 6,506
: : :
: : Changes in Commitments from: September 20, 2016 :
: -32: 3,505 4,317 -7,222 2,677 2,001 -1,040 -904: 1,008 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 42.7 27.3 38.8 21.8 89.8 91.8: 10.2 8.2
Old : 100.0: 24.6 46.0 26.6 38.5 19.7 89.8 92.3: 10.2 7.7
Other: 100.0: 35.5 29.3 13.0 42.0 44.4 90.5 86.7: 9.5 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 171 155 143 142 120 385 355:
Old : 488: 174 153 128 138 112 372 338:
Other: 164: 27 46 30 53 65 103 123:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 8.8 16.5 16.8 7.5 8.2 12.7 15.2
Old : 9.9 9.2 17.0 17.1 7.7 8.8 13.4 16.5
Other: 41.2 25.8 54.3 40.7 41.1 25.4 50.5 36.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 244,616: 84,352 87,666 33,258 104,471 99,455 222,080 220,379: 22,535 24,237
Old : 214,461: 80,861 86,716 25,378 88,554 82,195 194,792 194,289: 19,668 20,172
Other: 30,155: 10,534 7,993 836 15,917 17,260 27,288 26,090: 2,867 4,065
: : :
: : Changes in Commitments from: September 20, 2016 :
: 707: 2,854 -1,077 -7 -2,681 1,878 166 795: 541 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 35.8 13.6 42.7 40.7 90.8 90.1: 9.2 9.9
Old : 100.0: 37.7 40.4 11.8 41.3 38.3 90.8 90.6: 9.2 9.4
Other: 100.0: 34.9 26.5 2.8 52.8 57.2 90.5 86.5: 9.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 76 57 62 87 79 189 180:
Old : 246: 79 57 56 81 74 179 170:
Other: 120: 21 22 12 45 52 76 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 17.9 22.8 28.9 12.7 17.3 21.9 27.4
Old : 14.8 19.4 25.5 31.9 14.7 18.7 25.3 30.2
Other: 30.0 39.7 47.6 58.1 30.0 36.0 47.6 54.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,707,593: 331,663 404,722 440,569 744,074 618,420 1,516,306 1,463,712: 191,287 243,881
Old : 1,597,829: 327,337 415,662 401,265 693,177 558,288 1,421,780 1,375,215: 176,049 222,615
Other: 109,764: 28,180 12,915 15,450 50,896 60,132 94,526 88,497: 15,237 21,266
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,435: -11,676 10,194 -4,820 15,563 -16,216 -933 -10,842: 2,368 12,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.7 25.8 43.6 36.2 88.8 85.7: 11.2 14.3
Old : 100.0: 20.5 26.0 25.1 43.4 34.9 89.0 86.1: 11.0 13.9
Other: 100.0: 25.7 11.8 14.1 46.4 54.8 86.1 80.6: 13.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 791: 185 187 236 318 333 631 652:
Old : 791: 197 188 229 316 328 625 644:
Other: 322: 39 69 39 79 172 143 259:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 9.7 17.0 15.6 7.0 5.8 12.2 10.3
Old : 11.2 8.6 17.5 14.6 7.4 6.2 13.1 10.9
Other: 23.2 32.6 36.6 44.5 22.3 29.7 32.5 38.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,150: 2,491 4,618 1,117 5,001 4,210 8,609 9,945: 3,541 2,205
Old : 12,124: 2,476 4,616 1,116 4,993 4,210 8,585 9,942: 3,539 2,182
Other: 26: 16 3 0 8 0 24 3: 2 23
: : :
: : Changes in Commitments from: September 20, 2016 :
: 44: -47 -163 17 53 134 23 -12: 21 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 38.0 9.2 41.2 34.7 70.9 81.9: 29.1 18.1
Old : 100.0: 20.4 38.1 9.2 41.2 34.7 70.8 82.0: 29.2 18.0
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: 13 16 7 15 10 29 32:
Old : 46: 13 16 7 15 10 29 32:
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 : 31.4 37.4 43.3 51.9 29.8 34.3 39.5 46.5
Old : 31.3 37.4 43.3 52.0 29.7 34.4 39.4 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 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 : 867,089: 154,014 81,231 262,314 395,478 411,014 811,805 754,558: 55,284 112,531
Old : 827,766: 156,794 82,824 242,372 378,043 394,151 777,208 719,347: 50,557 108,419
Other: 39,323: 11,545 12,731 5,617 17,435 16,863 34,597 35,211: 4,726 4,112
: : :
: : Changes in Commitments from: September 20, 2016 :
: -9,621: -15,449 13,041 -3,281 10,786 -26,251 -7,944 -16,491: -1,677 6,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 30.3 45.6 47.4 93.6 87.0: 6.4 13.0
Old : 100.0: 18.9 10.0 29.3 45.7 47.6 93.9 86.9: 6.1 13.1
Other: 100.0: 29.4 32.4 14.3 44.3 42.9 88.0 89.5: 12.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 182 200 246 189 225 518 543:
Old : 657: 175 207 238 185 225 505 541:
Other: 250: 58 37 33 60 119 128 181:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 12.7 23.6 20.2 10.5 8.3 15.2 11.4
Old : 16.3 12.8 24.2 20.5 11.5 8.2 16.4 11.5
Other: 22.9 50.1 36.4 59.2 22.9 49.3 33.8 55.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 26,828: 9,437 2,244 131 47 8,354 9,615 10,729: 17,213 16,099
Old : 25,782: 9,201 2,143 128 47 8,063 9,376 10,334: 16,406 15,448
Other: 1,046: 238 103 1 0 291 239 395: 807 651
: : :
: : Changes in Commitments from: September 20, 2016 :
: -2,519: 70 -735 -18 34 -1,021 86 -1,774: -2,605 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.4 0.5 0.2 31.1 35.8 40.0: 64.2 60.0
Old : 100.0: 35.7 8.3 0.5 0.2 31.3 36.4 40.1: 63.6 59.9
Other: 100.0: 22.8 9.8 0.1 0.0 27.8 22.8 37.8: 77.2 62.2
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 8 3 3 19 7 30:
Old : 31: 4 8 2 3 19 7 29:
Other: 20: 2 6 1 0 12 2 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 13.8 35.8 20.3 35.2 13.8 35.2 20.2
Old : 36.2 13.9 36.4 20.5 35.7 13.9 35.7 20.3
Other: 22.8 25.0 22.8 31.8 22.8 25.0 22.8 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 453,404: 154,838 27,695 107,244 148,678 291,354 410,760 426,294: 42,644 27,110
Old : 442,823: 155,631 29,744 102,498 143,659 284,416 401,789 416,658: 41,035 26,165
Other: 10,581: 3,160 1,904 793 5,018 6,938 8,972 9,635: 1,609 945
: : :
: : Changes in Commitments from: September 20, 2016 :
: 16,802: 12,848 509 4,046 -1,376 12,638 15,518 17,193: 1,283 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 6.1 23.7 32.8 64.3 90.6 94.0: 9.4 6.0
Old : 100.0: 35.1 6.7 23.1 32.4 64.2 90.7 94.1: 9.3 5.9
Other: 100.0: 29.9 18.0 7.5 47.4 65.6 84.8 91.1: 15.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 125 59 115 83 81 270 217:
Old : 313: 130 59 115 83 80 270 216:
Other: 56: 12 10 9 20 17 38 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 : 8.5 33.7 15.2 41.8 7.5 32.2 13.8 38.7
Old : 8.7 34.0 15.5 42.1 7.8 32.7 14.1 39.4
Other: 46.8 39.1 62.3 59.4 44.9 39.1 59.9 59.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 659,949: 101,272 108,851 63,429 320,866 335,718 485,567 507,998: 174,382 151,951
Old : 659,949: 101,272 108,851 63,429 320,866 335,718 485,567 507,998: 174,382 151,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -33,191: -4,616 8,376 -17,557 -12,455 -25,703 -34,628 -34,883: 1,437 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.5 9.6 48.6 50.9 73.6 77.0: 26.4 23.0
Old : 100.0: 15.3 16.5 9.6 48.6 50.9 73.6 77.0: 26.4 23.0
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 : 152: 34 35 41 68 69 125 122:
Old : 152: 34 35 41 68 69 125 122:
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 : 13.9 21.5 22.4 30.6 8.9 12.4 15.0 18.9
Old : 13.9 21.5 22.4 30.6 8.9 12.4 15.0 18.9
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 with Delta-adjusted Options and Futures Combined, September 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 : 607,726: 42,667 158,918 15,326 427,653 346,395 485,645 520,639: 122,081 87,088
Old : 607,726: 42,667 158,918 15,326 427,653 346,395 485,645 520,639: 122,081 87,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 8,506: -979 3,020 3,162 9,524 1,906 11,706 8,088: -3,201 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 26.1 2.5 70.4 57.0 79.9 85.7: 20.1 14.3
Old : 100.0: 7.0 26.1 2.5 70.4 57.0 79.9 85.7: 20.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 12 17 12 58 51 80 70:
Old : 100: 12 17 12 58 51 80 70:
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 : 24.4 35.7 38.1 50.0 19.1 35.6 28.6 47.3
Old : 24.4 35.7 38.1 50.0 19.1 35.6 28.6 47.3
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 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 : 4,362: 1,764 546 915 1,404 2,713 4,083 4,174: 279 188
Old : 4,362: 1,764 546 915 1,404 2,713 4,083 4,174: 279 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 163: 52 99 56 59 61 167 216: -4 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 12.5 21.0 32.2 62.2 93.6 95.7: 6.4 4.3
Old : 100.0: 40.4 12.5 21.0 32.2 62.2 93.6 95.7: 6.4 4.3
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 : 31: 12 5 6 8 11 25 19:
Old : 31: 12 5 6 8 11 25 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 : 52.9 58.3 71.6 83.4 39.5 44.6 48.3 51.5
Old : 52.9 58.3 71.6 83.4 39.5 44.6 48.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 420,246: 77,904 50,978 91,244 205,202 242,554 374,350 384,777: 45,896 35,469
Old : 400,377: 78,525 49,403 87,135 191,794 230,426 357,454 366,963: 42,923 33,414
Other: 19,869: 1,288 3,485 2,200 13,408 12,129 16,896 17,814: 2,973 2,055
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,401: -5,672 14,190 3,133 6,370 -20,646 3,830 -3,323: -2,429 4,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.1 21.7 48.8 57.7 89.1 91.6: 10.9 8.4
Old : 100.0: 19.6 12.3 21.8 47.9 57.6 89.3 91.7: 10.7 8.3
Other: 100.0: 6.5 17.5 11.1 67.5 61.0 85.0 89.7: 15.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 65 83 93 113 100 245 222:
Old : 288: 69 82 91 113 99 243 221:
Other: 74: 12 13 19 36 22 59 46:
:----------------------------------------------------------------------------------------------------
: 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 29.2 20.0 37.4 11.6 24.9 17.0 29.6
Old : 13.0 30.2 20.3 38.3 12.1 26.5 17.7 31.1
Other: 34.6 32.0 52.4 52.7 34.1 30.3 49.3 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,523: 2,279 5,679 881 6,254 2,847 9,414 9,407: 2,109 2,116
Old : 11,521: 2,279 5,679 879 6,254 2,847 9,412 9,405: 2,109 2,116
Other: 2: 2 2 0 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -773: -148 359 -262 -302 -947 -712 -850: -61 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 49.3 7.6 54.3 24.7 81.7 81.6: 18.3 18.4
Old : 100.0: 19.8 49.3 7.6 54.3 24.7 81.7 81.6: 18.3 18.4
Other: 100.0: 100.0 100.0 0.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 27 11 24 15 51 51:
Old : 80: 22 27 11 24 15 51 51:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 28.3 54.3 43.8 42.7 27.7 52.4 42.5
Old : 43.1 28.3 54.3 43.8 42.7 27.7 52.4 42.5
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,035,452: 233,964 176,925 54,851 627,915 655,884 916,731 887,660: 118,722 147,792
Old : 1,035,452: 233,964 176,925 54,851 627,915 655,884 916,731 887,660: 118,722 147,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 36,294: 11,827 -12,042 -13,941 37,220 56,007 35,106 30,024: 1,188 6,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 17.1 5.3 60.6 63.3 88.5 85.7: 11.5 14.3
Old : 100.0: 22.6 17.1 5.3 60.6 63.3 88.5 85.7: 11.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 54 47 37 85 108 156 175:
Old : 239: 54 47 37 85 108 156 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.6 31.7 27.1 18.0 18.4 27.4 25.1
Old : 20.6 19.6 31.7 27.1 18.0 18.4 27.4 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 3,242,077: 709,784 550,339 294,331 1,857,465 1,951,202 2,861,581 2,795,872: 380,497 446,206
Old : 3,242,077: 709,784 550,339 294,331 1,857,465 1,951,202 2,861,581 2,795,872: 380,497 446,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,458: 39,304 -1,946 10,173 -61,528 2,782 -12,051 11,010: 16,509 -6,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.0 9.1 57.3 60.2 88.3 86.2: 11.7 13.8
Old : 100.0: 21.9 17.0 9.1 57.3 60.2 88.3 86.2: 11.7 13.8
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 : 363: 90 78 101 146 173 287 301:
Old : 363: 90 78 101 146 173 287 301:
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 : 25.9 16.2 34.1 25.4 23.5 12.6 29.5 20.2
Old : 25.9 16.2 34.1 25.4 23.5 12.6 29.5 20.2
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 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 : 225,981: 35,184 20,660 400 130,852 121,477 166,437 142,537: 59,544 83,444
Old : 225,981: 35,184 20,660 400 130,852 121,477 166,437 142,537: 59,544 83,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 14,007: -17,870 1,866 -1,064 30,299 19,146 11,364 19,948: 2,643 -5,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.1 0.2 57.9 53.8 73.7 63.1: 26.3 36.9
Old : 100.0: 15.6 9.1 0.2 57.9 53.8 73.7 63.1: 26.3 36.9
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 : 38: 3 4 3 21 20 26 25:
Old : 38: 3 4 3 21 20 26 25:
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 : 47.7 31.1 61.7 42.6 46.8 30.6 59.7 42.1
Old : 47.7 31.1 61.7 42.6 46.8 30.6 59.7 42.1
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 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 : 2,932,925: 432,524 568,298 120,583 2,123,709 1,907,783 2,676,815 2,596,664: 256,110 336,261
Old : 2,932,925: 432,524 568,298 120,583 2,123,709 1,907,783 2,676,815 2,596,664: 256,110 336,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -15,740: 17,025 -7,738 -32,809 -19,436 24,880 -35,220 -15,667: 19,481 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 4.1 72.4 65.0 91.3 88.5: 8.7 11.5
Old : 100.0: 14.7 19.4 4.1 72.4 65.0 91.3 88.5: 8.7 11.5
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 : 297: 54 65 53 121 150 207 236:
Old : 297: 54 65 53 121 150 207 236:
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 : 39.6 21.0 49.2 30.0 36.1 20.3 44.6 29.2
Old : 39.6 21.0 49.2 30.0 36.1 20.3 44.6 29.2
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 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 : 1,141,787: 106,942 133,590 248,474 763,176 693,559 1,118,591 1,075,623: 23,195 66,164
Old : 1,141,787: 106,942 133,590 248,474 763,176 693,559 1,118,591 1,075,623: 23,195 66,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,583: 17,310 -21,337 4,847 -22,507 12,088 -350 -4,401: 1,933 5,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.7 21.8 66.8 60.7 98.0 94.2: 2.0 5.8
Old : 100.0: 9.4 11.7 21.8 66.8 60.7 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 : 160: 26 50 44 55 78 106 149:
Old : 160: 26 50 44 55 78 106 149:
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 24.5 45.5 35.4 21.3 13.2 31.4 18.7
Old : 28.5 24.5 45.5 35.4 21.3 13.2 31.4 18.7
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 with Delta-adjusted Options and Futures Combined, September 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 : 61,568: 38,772 8,190 605 14,197 44,671 53,575 53,466: 7,993 8,101
Old : 61,568: 38,772 8,190 605 14,197 44,671 53,575 53,466: 7,993 8,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,610: 3,188 -126 62 -760 2,323 2,490 2,259: 120 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 13.3 1.0 23.1 72.6 87.0 86.8: 13.0 13.2
Old : 100.0: 63.0 13.3 1.0 23.1 72.6 87.0 86.8: 13.0 13.2
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 : 121: 47 25 5 27 31 77 59:
Old : 121: 47 25 5 27 31 77 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 : 32.1 33.3 45.6 49.0 32.1 33.3 45.6 49.0
Old : 32.1 33.3 45.6 49.0 32.1 33.3 45.6 49.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 123,136: 77,545 16,380 1,210 28,394 89,343 107,149 106,933: 15,986 16,203
Old : 123,136: 77,545 16,380 1,210 28,394 89,343 107,149 106,933: 15,986 16,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,220: 6,376 -252 124 -1,520 4,646 4,980 4,518: 241 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 13.3 1.0 23.1 72.6 87.0 86.8: 13.0 13.2
Old : 100.0: 63.0 13.3 1.0 23.1 72.6 87.0 86.8: 13.0 13.2
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 : 121: 47 25 5 27 31 77 59:
Old : 121: 47 25 5 27 31 77 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 : 32.1 33.3 45.6 49.0 32.1 33.3 45.6 49.0
Old : 32.1 33.3 45.6 49.0 32.1 33.3 45.6 49.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 21,543: 18,151 19,944 716 2,528 863 21,395 21,523: 148 20
Old : 21,543: 18,151 19,944 716 2,528 863 21,395 21,523: 148 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -394: 3,505 2,277 -3,501 -383 863 -379 -361: -15 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 92.6 3.3 11.7 4.0 99.3 99.9: 0.7 0.1
Old : 100.0: 84.3 92.6 3.3 11.7 4.0 99.3 99.9: 0.7 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 : 36: 25 9 2 1 1 27 11:
Old : 36: 25 9 2 1 1 27 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 : 61.6 75.8 88.1 96.3 60.0 75.8 86.5 94.5
Old : 61.6 75.8 88.1 96.3 60.0 75.8 86.5 94.5
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 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 : 26,696: 15,577 9,426 255 10,676 16,882 26,508 26,563: 188 133
Old : 26,696: 15,577 9,426 255 10,676 16,882 26,508 26,563: 188 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,514: 940 737 124 483 654 1,547 1,515: -33 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 35.3 1.0 40.0 63.2 99.3 99.5: 0.7 0.5
Old : 100.0: 58.3 35.3 1.0 40.0 63.2 99.3 99.5: 0.7 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 : 47: 10 13 1 6 20 17 33:
Old : 47: 10 13 1 6 20 17 33:
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 : 85.0 46.2 94.3 66.7 85.0 46.2 94.3 66.0
Old : 85.0 46.2 94.3 66.7 85.0 46.2 94.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 24,398: 18,682 5,667 136 5,524 18,469 24,342 24,272: 56 126
Old : 24,398: 18,682 5,667 136 5,524 18,469 24,342 24,272: 56 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,339: 1,388 322 0 956 1,974 2,344 2,296: -5 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 23.2 0.6 22.6 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 76.6 23.2 0.6 22.6 75.7 99.8 99.5: 0.2 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 : 32: 13 6 1 5 9 18 16:
Old : 32: 13 6 1 5 9 18 16:
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 : 81.6 70.1 94.0 91.7 81.6 70.1 92.0 91.7
Old : 81.6 70.1 94.0 91.7 81.6 70.1 92.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016