WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 598,860: 133,339 235,608 179,546 229,454 138,625 542,339 553,778: 56,522 45,082
Old : 527,674: 122,531 225,898 155,604 199,036 109,523 477,171 491,026: 50,503 36,648
Other: 71,186: 26,454 25,355 8,296 30,418 29,102 65,167 62,753: 6,019 8,434
: : :
: : Changes in Commitments from: October 18, 2016 :
: 13,389: -6,147 19,379 -1,451 20,332 -3,818 12,734 14,110: 654 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 39.3 30.0 38.3 23.1 90.6 92.5: 9.4 7.5
Old : 100.0: 23.2 42.8 29.5 37.7 20.8 90.4 93.1: 9.6 6.9
Other: 100.0: 37.2 35.6 11.7 42.7 40.9 91.5 88.2: 8.5 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 163 161 163 136 120 389 366:
Old : 481: 165 157 147 133 112 376 344:
Other: 188: 35 54 28 54 77 108 143:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 8.5 15.1 15.7 6.8 7.5 11.6 13.9
Old : 9.3 9.0 15.6 16.5 7.2 8.4 11.9 15.6
Other: 32.3 20.3 49.3 31.6 31.6 19.1 44.0 28.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 266,565: 94,878 86,293 49,147 100,337 107,144 244,362 242,584: 22,202 23,980
Old : 215,292: 86,435 86,296 36,137 74,723 73,138 197,295 195,571: 17,996 19,721
Other: 51,273: 18,711 10,265 2,742 25,613 34,006 47,067 47,013: 4,206 4,259
: : :
: : Changes in Commitments from: October 18, 2016 :
: 3,589: 223 -4,706 3,138 276 3,862 3,637 2,294: -48 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 32.4 18.4 37.6 40.2 91.7 91.0: 8.3 9.0
Old : 100.0: 40.1 40.1 16.8 34.7 34.0 91.6 90.8: 8.4 9.2
Other: 100.0: 36.5 20.0 5.3 50.0 66.3 91.8 91.7: 8.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 64 71 80 100 92 213 211:
Old : 261: 66 75 72 89 89 194 202:
Other: 155: 34 26 20 60 60 104 97:
:----------------------------------------------------------------------------------------------------
: 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 18.1 22.4 27.9 11.7 16.9 20.5 25.9
Old : 15.7 16.2 25.3 27.9 15.3 15.1 23.5 25.5
Other: 23.6 45.9 35.8 60.2 23.6 43.7 35.8 57.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,724,477: 370,569 318,580 458,307 700,225 702,588 1,529,101 1,479,475: 195,376 245,002
Old : 1,593,830: 365,653 327,161 410,817 639,057 637,812 1,415,527 1,375,790: 178,303 218,041
Other: 130,647: 33,725 20,228 18,681 61,168 64,776 113,574 103,686: 17,073 26,961
: : :
: : Changes in Commitments from: October 18, 2016 :
: -6,382: 8,376 2,188 -9,538 368 -2,111 -794 -9,462: -5,588 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.5 26.6 40.6 40.7 88.7 85.8: 11.3 14.2
Old : 100.0: 22.9 20.5 25.8 40.1 40.0 88.8 86.3: 11.2 13.7
Other: 100.0: 25.8 15.5 14.3 46.8 49.6 86.9 79.4: 13.1 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 204 168 241 342 358 674 657:
Old : 803: 206 175 233 340 352 667 646:
Other: 375: 54 69 41 87 208 156 305:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 10.6 15.1 16.9 7.2 7.4 12.2 11.8
Old : 9.1 9.9 15.0 16.3 7.3 7.0 12.7 11.7
Other: 23.5 26.9 35.0 35.2 20.3 23.1 30.6 29.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 10,420: 2,437 1,745 1,361 3,834 5,590 7,632 8,695: 2,788 1,725
Old : 10,371: 2,419 1,745 1,359 3,823 5,569 7,601 8,672: 2,770 1,699
Other: 49: 20 2 0 11 21 31 23: 18 26
: : :
: : Changes in Commitments from: October 18, 2016 :
: 163: 245 -538 331 29 477 605 269: -442 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.7 13.1 36.8 53.7 73.2 83.4: 26.8 16.6
Old : 100.0: 23.3 16.8 13.1 36.9 53.7 73.3 83.6: 26.7 16.4
Other: 100.0: 40.8 4.1 0.0 22.4 42.9 63.3 46.9: 36.7 53.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 7 10 14 9 33 25:
Old : 40: 17 7 9 14 8 33 23:
Other: 8: 2 1 0 2 4 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 42.9 40.4 64.9 24.9 39.0 33.4 53.3
Old : 27.6 43.1 40.3 65.1 24.8 39.2 33.4 53.3
Other: 63.3 44.9 63.3 46.9 59.2 42.9 59.2 42.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 725,091: 190,189 58,008 147,173 323,203 409,006 660,565 614,186: 64,526 110,905
Old : 679,260: 188,127 54,362 131,698 299,867 389,771 619,691 575,830: 59,569 103,430
Other: 45,831: 11,921 13,505 5,616 23,337 19,235 40,874 38,356: 4,957 7,475
: : :
: : Changes in Commitments from: October 18, 2016 :
: -174,652: 13,766 -7,717 -107,502 -83,051 -59,672 -176,786 -174,891: 2,134 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.0 20.3 44.6 56.4 91.1 84.7: 8.9 15.3
Old : 100.0: 27.7 8.0 19.4 44.1 57.4 91.2 84.8: 8.8 15.2
Other: 100.0: 26.0 29.5 12.3 50.9 42.0 89.2 83.7: 10.8 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 170 163 212 206 225 513 495:
Old : 616: 169 169 205 198 225 499 489:
Other: 279: 56 53 36 65 133 136 208:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.8 19.7 19.9 8.7 11.0 15.1 16.4
Old : 13.4 12.4 20.7 19.7 10.0 11.4 16.9 17.0
Other: 25.0 41.9 36.3 50.3 25.0 40.7 36.0 47.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 507,534: 172,882 29,960 129,205 155,447 322,504 457,534 481,669: 50,000 25,865
Old : 494,773: 173,833 33,724 122,309 150,472 313,672 446,614 469,705: 48,158 25,067
Other: 12,761: 4,706 1,893 1,239 4,975 8,832 10,920 11,963: 1,841 798
: : :
: : Changes in Commitments from: October 18, 2016 :
: 14,773: 10,868 -4,023 819 742 19,943 12,430 16,740: 2,343 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.9 25.5 30.6 63.5 90.1 94.9: 9.9 5.1
Old : 100.0: 35.1 6.8 24.7 30.4 63.4 90.3 94.9: 9.7 5.1
Other: 100.0: 36.9 14.8 9.7 39.0 69.2 85.6 93.7: 14.4 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 133 61 125 87 89 289 235:
Old : 339: 136 64 123 87 89 288 234:
Other: 61: 15 11 11 22 19 44 34:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 34.7 16.7 41.6 9.1 34.0 14.6 40.7
Old : 9.8 35.0 17.1 42.0 9.3 34.6 15.0 41.3
Other: 36.1 48.4 53.2 62.6 34.3 48.4 51.3 62.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 633,356: 98,420 93,273 46,558 328,721 331,926 473,699 471,757: 159,657 161,599
Old : 633,356: 98,420 93,273 46,558 328,721 331,926 473,699 471,757: 159,657 161,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -44,886: -4,228 -1,861 -36,253 -2,642 -7,807 -43,123 -45,922: -1,763 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.7 7.4 51.9 52.4 74.8 74.5: 25.2 25.5
Old : 100.0: 15.5 14.7 7.4 51.9 52.4 74.8 74.5: 25.2 25.5
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 : 153: 39 28 38 66 70 120 121:
Old : 153: 39 28 38 66 70 120 121:
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 : 16.8 20.4 26.4 29.5 10.1 13.6 15.6 20.0
Old : 16.8 20.4 26.4 29.5 10.1 13.6 15.6 20.0
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, October 25, 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 : 625,047: 45,865 147,554 11,861 448,323 374,892 506,048 534,307: 118,999 90,740
Old : 625,047: 45,865 147,554 11,861 448,323 374,892 506,048 534,307: 118,999 90,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 7,860: 1,329 -4,184 817 3,324 5,598 5,470 2,231: 2,390 5,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 23.6 1.9 71.7 60.0 81.0 85.5: 19.0 14.5
Old : 100.0: 7.3 23.6 1.9 71.7 60.0 81.0 85.5: 19.0 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 : 100: 14 15 13 58 53 82 71:
Old : 100: 14 15 13 58 53 82 71:
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 : 24.8 35.0 38.2 50.3 19.3 34.5 28.9 46.7
Old : 24.8 35.0 38.2 50.3 19.3 34.5 28.9 46.7
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, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,337: 2,714 564 1,117 1,187 3,349 5,018 5,030: 319 307
Old : 5,337: 2,714 564 1,117 1,187 3,349 5,018 5,030: 319 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 238: 133 116 103 -19 -14 217 205: 21 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 10.6 20.9 22.2 62.8 94.0 94.2: 6.0 5.8
Old : 100.0: 50.9 10.6 20.9 22.2 62.8 94.0 94.2: 6.0 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 : 29: 15 3 5 8 11 26 16:
Old : 29: 15 3 5 8 11 26 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 : 47.2 68.9 70.0 86.4 40.0 52.9 52.8 59.5
Old : 47.2 68.9 70.0 86.4 40.0 52.9 52.8 59.5
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, October 25, 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 : 431,782: 74,569 55,129 99,752 205,170 243,390 379,491 398,271: 52,291 33,511
Old : 408,061: 74,926 53,745 94,919 189,308 228,864 359,153 377,528: 48,908 30,532
Other: 23,721: 1,717 3,457 2,759 15,862 14,526 20,338 20,742: 3,383 2,979
: : :
: : Changes in Commitments from: October 18, 2016 :
: -983: -83 -1,573 -1,773 -313 6,133 -2,169 2,787: 1,185 -3,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.8 23.1 47.5 56.4 87.9 92.2: 12.1 7.8
Old : 100.0: 18.4 13.2 23.3 46.4 56.1 88.0 92.5: 12.0 7.5
Other: 100.0: 7.2 14.6 11.6 66.9 61.2 85.7 87.4: 14.3 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 83 80 93 104 95 245 219:
Old : 293: 84 82 92 104 95 243 219:
Other: 80: 14 14 20 41 23 66 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 26.3 19.6 34.0 11.4 24.0 16.8 28.4
Old : 13.5 27.3 20.2 34.9 12.2 25.3 17.5 30.0
Other: 31.5 33.8 48.8 53.2 30.6 32.6 45.6 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 10,746: 1,828 4,913 367 6,588 3,446 8,784 8,726: 1,962 2,020
Old : 10,735: 1,836 4,913 359 6,580 3,446 8,775 8,718: 1,961 2,018
Other: 10: 0 7 1 8 0 9 8: 1 2
: : :
: : Changes in Commitments from: October 18, 2016 :
: -947: -44 261 -1,175 219 49 -1,001 -866: 54 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 45.7 3.4 61.3 32.1 81.7 81.2: 18.3 18.8
Old : 100.0: 17.1 45.8 3.3 61.3 32.1 81.7 81.2: 18.3 18.8
Other: 100.0: 0.0 73.3 6.8 79.6 0.0 86.4 80.1: 13.6 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 24 7 21 16 41 45:
Old : 69: 16 24 7 20 16 40 45:
Other: 3: 0 2 1 1 0 2 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 : 47.8 33.7 59.4 47.6 46.9 33.1 56.8 47.0
Old : 47.8 33.7 59.4 47.7 46.9 33.2 56.8 47.2
Other: 86.4 80.1 86.4 80.1 79.6 73.3 79.6 73.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,269,439: 223,087 198,220 80,587 859,407 830,301 1,163,081 1,109,109: 106,359 160,330
Old : 1,269,439: 223,087 198,220 80,587 859,407 830,301 1,163,081 1,109,109: 106,359 160,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -57,988: 23,994 -21,588 -25,681 -52,490 -14,969 -54,178 -62,238: -3,810 4,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.6 6.3 67.7 65.4 91.6 87.4: 8.4 12.6
Old : 100.0: 17.6 15.6 6.3 67.7 65.4 91.6 87.4: 8.4 12.6
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 : 253: 55 42 42 102 118 176 183:
Old : 253: 55 42 42 102 118 176 183:
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 : 28.6 27.7 38.5 39.5 24.0 25.6 32.4 34.5
Old : 28.6 27.7 38.5 39.5 24.0 25.6 32.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 3,254,712: 621,709 525,370 278,780 1,998,169 1,950,730 2,898,657 2,754,880: 356,054 499,832
Old : 3,254,712: 621,709 525,370 278,780 1,998,169 1,950,730 2,898,657 2,754,880: 356,054 499,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -61,478: -14,815 -21,221 -30,395 -24,805 -7,687 -70,015 -59,303: 8,537 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.1 8.6 61.4 59.9 89.1 84.6: 10.9 15.4
Old : 100.0: 19.1 16.1 8.6 61.4 59.9 89.1 84.6: 10.9 15.4
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 : 366: 83 77 102 155 178 294 301:
Old : 366: 83 77 102 155 178 294 301:
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 : 27.2 14.6 34.8 23.8 25.3 12.0 31.7 19.2
Old : 27.2 14.6 34.8 23.8 25.3 12.0 31.7 19.2
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, October 25, 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 : 237,700: 41,959 20,583 701 125,369 129,019 168,029 150,303: 69,671 87,397
Old : 237,700: 41,959 20,583 701 125,369 129,019 168,029 150,303: 69,671 87,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 3,927: 4,662 130 -104 -4,401 -292 157 -266: 3,770 4,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.7 0.3 52.7 54.3 70.7 63.2: 29.3 36.8
Old : 100.0: 17.7 8.7 0.3 52.7 54.3 70.7 63.2: 29.3 36.8
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 : 42: 5 3 3 23 24 30 28:
Old : 42: 5 3 3 23 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 26.5 54.1 38.7 40.4 25.6 53.1 37.8
Old : 41.4 26.5 54.1 38.7 40.4 25.6 53.1 37.8
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, October 25, 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 : 2,885,395: 407,039 557,601 110,782 2,114,264 1,849,195 2,632,086 2,517,578: 253,310 367,817
Old : 2,885,395: 407,039 557,601 110,782 2,114,264 1,849,195 2,632,086 2,517,578: 253,310 367,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -13,690: 39,345 -1,400 -23,621 -33,941 -876 -18,217 -25,898: 4,527 12,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.3 3.8 73.3 64.1 91.2 87.3: 8.8 12.7
Old : 100.0: 14.1 19.3 3.8 73.3 64.1 91.2 87.3: 8.8 12.7
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 : 291: 54 68 59 114 146 208 233:
Old : 291: 54 68 59 114 146 208 233:
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 : 39.1 19.5 49.5 29.3 35.7 19.2 44.8 29.0
Old : 39.1 19.5 49.5 29.3 35.7 19.2 44.8 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,189,483: 127,946 165,674 255,381 786,812 720,277 1,170,139 1,141,332: 19,345 48,152
Old : 1,189,483: 127,946 165,674 255,381 786,812 720,277 1,170,139 1,141,332: 19,345 48,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 53,624: 6,635 4,913 4,746 41,093 44,846 52,473 54,505: 1,150 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.9 21.5 66.1 60.6 98.4 96.0: 1.6 4.0
Old : 100.0: 10.8 13.9 21.5 66.1 60.6 98.4 96.0: 1.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 33 44 47 62 82 117 154:
Old : 167: 33 44 47 62 82 117 154:
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 20.5 44.4 34.8 19.1 12.7 28.0 17.1
Old : 27.0 20.5 44.4 34.8 19.1 12.7 28.0 17.1
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, October 25, 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 : 58,497: 36,290 11,843 907 12,917 37,512 50,115 50,262: 8,383 8,235
Old : 58,497: 36,290 11,843 907 12,917 37,512 50,115 50,262: 8,383 8,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1,312: -1,839 1,840 67 -5 -3,268 -1,777 -1,362: 465 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 20.2 1.6 22.1 64.1 85.7 85.9: 14.3 14.1
Old : 100.0: 62.0 20.2 1.6 22.1 64.1 85.7 85.9: 14.3 14.1
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 28 6 25 29 73 60:
Old : 118: 44 28 6 25 29 73 60:
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 : 34.8 30.4 45.2 46.5 34.7 30.2 45.1 46.2
Old : 34.8 30.4 45.2 46.5 34.7 30.2 45.1 46.2
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, October 25, 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 : 116,995: 72,580 23,686 1,814 25,835 75,025 100,229 100,525: 16,766 16,470
Old : 116,995: 72,580 23,686 1,814 25,835 75,025 100,229 100,525: 16,766 16,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -2,624: -3,678 3,680 134 -10 -6,537 -3,554 -2,723: 930 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 20.2 1.6 22.1 64.1 85.7 85.9: 14.3 14.1
Old : 100.0: 62.0 20.2 1.6 22.1 64.1 85.7 85.9: 14.3 14.1
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 28 6 25 29 73 60:
Old : 118: 44 28 6 25 29 73 60:
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 : 34.8 30.4 45.2 46.5 34.7 30.2 45.1 46.2
Old : 34.8 30.4 45.2 46.5 34.7 30.2 45.1 46.2
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, October 25, 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 : 16,921: 13,981 16,519 369 2,481 0 16,831 16,888: 90 33
Old : 16,921: 13,981 16,519 369 2,481 0 16,831 16,888: 90 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -1,601: -1,342 -1,407 -190 0 0 -1,532 -1,597: -69 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 97.6 2.2 14.7 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 82.6 97.6 2.2 14.7 0.0 99.5 99.8: 0.5 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 : 36: 26 9 1 1 0 28 9:
Old : 36: 26 9 1 1 0 28 9:
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 : 65.7 81.3 85.6 99.2 65.7 81.3 85.5 97.1
Old : 65.7 81.3 85.6 99.2 65.7 81.3 85.5 97.1
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, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,094: 16,745 11,449 106 12,056 17,272 28,907 28,827: 187 267
Old : 29,094: 16,745 11,449 106 12,056 17,272 28,907 28,827: 187 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,051: 521 1,184 9 512 -246 1,042 947: 9 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 39.4 0.4 41.4 59.4 99.4 99.1: 0.6 0.9
Old : 100.0: 57.6 39.4 0.4 41.4 59.4 99.4 99.1: 0.6 0.9
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 : 44: 7 13 1 7 19 14 33:
Old : 44: 7 13 1 7 19 14 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 : 87.4 51.9 97.0 71.8 87.4 51.7 96.7 71.5
Old : 87.4 51.9 97.0 71.8 87.4 51.7 96.7 71.5
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, October 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,418: 24,642 5,374 136 4,617 23,823 29,395 29,333: 23 85
Old : 29,418: 24,642 5,374 136 4,617 23,823 29,395 29,333: 23 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,778: 1,199 -787 0 585 2,547 1,784 1,760: -6 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 18.3 0.5 15.7 81.0 99.9 99.7: 0.1 0.3
Old : 100.0: 83.8 18.3 0.5 15.7 81.0 99.9 99.7: 0.1 0.3
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 : 36: 15 7 1 4 11 19 19:
Old : 36: 15 7 1 4 11 19 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 : 85.3 68.1 94.9 91.1 85.3 68.1 92.8 91.1
Old : 85.3 68.1 94.9 91.1 85.3 68.1 92.8 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016