WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 601,362: 133,928 225,916 182,740 227,395 148,238 544,063 556,894: 57,300 44,468 Old : 523,654: 124,754 215,815 155,711 192,323 116,332 472,788 487,857: 50,866 35,796 Other: 77,709: 27,156 28,083 9,047 35,072 31,907 71,275 69,037: 6,434 8,672 : : : : : Changes in Commitments from: October 25, 2016 : : 2,502: 589 -9,692 3,194 -2,059 9,614 1,724 3,116: 778 -614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 37.6 30.4 37.8 24.7 90.5 92.6: 9.5 7.4 Old : 100.0: 23.8 41.2 29.7 36.7 22.2 90.3 93.2: 9.7 6.8 Other: 100.0: 34.9 36.1 11.6 45.1 41.1 91.7 88.8: 8.3 11.2 : : : :# Traders : Number of Traders in Each Category : All : 483: 154 159 176 134 120 392 367: Old : 472: 161 151 157 132 111 378 343: Other: 202: 41 59 33 57 79 121 151: :---------------------------------------------------------------------------------------------------- : 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 8.1 15.0 14.9 6.3 7.5 11.1 13.8 Old : 8.4 9.0 14.6 16.4 6.6 8.5 11.1 15.6 Other: 33.2 19.0 48.7 30.5 32.4 17.7 44.3 28.1 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 275,396: 95,293 89,060 53,015 103,155 109,097 251,464 251,173: 23,932 24,223 Old : 219,569: 86,667 89,140 38,030 75,872 72,752 200,569 199,922: 19,000 19,647 Other: 55,827: 20,738 12,032 2,873 27,283 36,346 50,895 51,251: 4,932 4,576 : : : : : Changes in Commitments from: October 25, 2016 : : 8,831: 415 2,768 3,868 2,818 1,953 7,101 8,588: 1,730 243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 32.3 19.3 37.5 39.6 91.3 91.2: 8.7 8.8 Old : 100.0: 39.5 40.6 17.3 34.6 33.1 91.3 91.1: 8.7 8.9 Other: 100.0: 37.1 21.6 5.1 48.9 65.1 91.2 91.8: 8.8 8.2 : : : :# Traders : Number of Traders in Each Category : All : 282: 71 77 87 98 93 218 224: Old : 272: 69 81 74 88 91 195 215: Other: 163: 33 32 22 64 61 112 102: :---------------------------------------------------------------------------------------------------- : 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 17.1 22.2 26.6 11.5 16.2 19.9 25.1 Old : 15.3 15.3 25.4 26.7 14.9 15.0 23.3 24.8 Other: 22.9 43.5 34.7 56.3 22.9 41.5 34.7 53.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 1,761,458: 385,466 316,922 462,971 720,661 731,878 1,569,098 1,511,771: 192,360 249,687 Old : 1,621,370: 381,024 326,636 409,522 655,091 663,008 1,445,636 1,399,165: 175,734 222,205 Other: 140,087: 36,793 22,638 21,097 65,571 68,871 123,461 112,605: 16,626 27,482 : : : : : Changes in Commitments from: October 25, 2016 : : 36,980: 14,897 -1,658 4,663 20,437 29,290 39,996 32,295: -3,016 4,685 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 18.0 26.3 40.9 41.5 89.1 85.8: 10.9 14.2 Old : 100.0: 23.5 20.1 25.3 40.4 40.9 89.2 86.3: 10.8 13.7 Other: 100.0: 26.3 16.2 15.1 46.8 49.2 88.1 80.4: 11.9 19.6 : : : :# Traders : Number of Traders in Each Category : All : 820: 207 168 243 353 365 690 666: Old : 817: 207 178 235 351 359 685 653: Other: 394: 57 67 45 88 225 165 320: :---------------------------------------------------------------------------------------------------- : 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 10.5 15.2 16.9 7.3 7.2 12.2 11.7 Old : 9.5 9.9 15.4 16.6 7.6 7.0 12.7 12.0 Other: 23.4 24.9 34.9 33.5 20.6 20.6 30.2 27.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 10,303: 2,063 1,319 1,346 4,070 6,101 7,479 8,766: 2,824 1,537 Old : 10,242: 2,045 1,319 1,344 4,049 6,068 7,438 8,731: 2,804 1,511 Other: 61: 20 2 0 21 33 41 35: 20 26 : : : : : Changes in Commitments from: October 25, 2016 : : -117: -374 -426 -14 236 510 -152 71: 36 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 12.8 13.1 39.5 59.2 72.6 85.1: 27.4 14.9 Old : 100.0: 20.0 12.9 13.1 39.5 59.2 72.6 85.2: 27.4 14.8 Other: 100.0: 32.8 3.3 0.0 34.4 54.1 67.2 57.4: 32.8 42.6 : : : :# Traders : Number of Traders in Each Category : All : 37: 11 10 11 14 9 32 24: Old : 37: 11 10 10 14 9 32 23: Other: 8: 2 1 0 2 3 4 4: :---------------------------------------------------------------------------------------------------- : 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 : 24.5 44.9 38.7 68.7 20.5 38.9 29.1 53.3 Old : 24.4 45.0 38.7 68.9 20.5 39.1 29.1 53.4 Other: 67.2 57.4 67.2 57.4 67.2 57.4 67.2 57.4 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 717,637: 207,874 53,092 146,228 305,298 410,000 659,400 609,320: 58,237 108,318 Old : 666,607: 205,661 49,659 128,643 279,358 390,465 613,661 568,766: 52,946 97,840 Other: 51,030: 13,101 14,321 6,698 25,940 19,535 45,739 40,553: 5,292 10,477 : : : : : Changes in Commitments from: October 25, 2016 : : -7,454: 17,685 -4,915 -945 -17,905 994 -1,165 -4,867: -6,288 -2,587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 7.4 20.4 42.5 57.1 91.9 84.9: 8.1 15.1 Old : 100.0: 30.9 7.4 19.3 41.9 58.6 92.1 85.3: 7.9 14.7 Other: 100.0: 25.7 28.1 13.1 50.8 38.3 89.6 79.5: 10.4 20.5 : : : :# Traders : Number of Traders in Each Category : All : 634: 186 157 197 191 236 491 502: Old : 632: 182 164 188 182 235 477 495: Other: 297: 56 56 39 67 148 141 227: :---------------------------------------------------------------------------------------------------- : 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 : 12.4 11.9 20.0 19.5 9.1 10.7 15.4 17.1 Old : 13.1 12.0 21.3 19.8 10.1 11.3 17.0 18.0 Other: 23.3 33.8 35.0 42.6 23.2 33.8 34.7 40.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 517,984: 185,456 26,252 118,712 167,188 345,677 471,357 490,641: 46,627 27,343 Old : 504,433: 186,089 28,648 112,619 160,801 336,833 459,509 478,099: 44,924 26,334 Other: 13,551: 3,903 2,141 1,557 6,388 8,844 11,848 12,542: 1,703 1,009 : : : : : Changes in Commitments from: October 25, 2016 : : 10,450: 12,574 -3,708 -10,493 11,741 23,173 13,823 8,972: -3,373 1,478 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 5.1 22.9 32.3 66.7 91.0 94.7: 9.0 5.3 Old : 100.0: 36.9 5.7 22.3 31.9 66.8 91.1 94.8: 8.9 5.2 Other: 100.0: 28.8 15.8 11.5 47.1 65.3 87.4 92.6: 12.6 7.4 : : : :# Traders : Number of Traders in Each Category : All : 322: 130 53 111 90 90 279 218: Old : 322: 133 60 110 90 90 278 218: Other: 61: 13 11 11 26 16 46 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 : 10.9 36.0 17.9 43.1 9.9 35.1 15.5 41.7 Old : 11.2 36.5 18.3 43.6 10.2 35.9 15.9 42.5 Other: 34.8 46.5 51.3 63.0 34.8 46.5 49.0 61.2 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 656,259: 84,683 83,472 68,005 343,152 323,057 495,839 474,533: 160,420 181,726 Old : 656,259: 84,683 83,472 68,005 343,152 323,057 495,839 474,533: 160,420 181,726 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 22,903: -13,738 -9,802 21,447 14,431 -8,870 22,141 2,776: 763 20,127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 12.7 10.4 52.3 49.2 75.6 72.3: 24.4 27.7 Old : 100.0: 12.9 12.7 10.4 52.3 49.2 75.6 72.3: 24.4 27.7 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 : 149: 34 29 41 68 71 122 121: Old : 149: 34 29 41 68 71 122 121: 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 : 17.4 20.3 26.6 29.0 9.7 13.2 15.4 18.9 Old : 17.4 20.3 26.6 29.0 9.7 13.2 15.4 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, November 01, 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 : 618,329: 43,343 139,878 14,605 444,928 367,236 502,876 521,719: 115,454 96,611 Old : 618,329: 43,343 139,878 14,605 444,928 367,236 502,876 521,719: 115,454 96,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : -6,718: -2,522 -7,676 2,744 -3,395 -7,657 -3,173 -12,588: -3,545 5,871 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 22.6 2.4 72.0 59.4 81.3 84.4: 18.7 15.6 Old : 100.0: 7.0 22.6 2.4 72.0 59.4 81.3 84.4: 18.7 15.6 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 : 96: 13 13 12 59 52 81 68: Old : 96: 13 13 12 59 52 81 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.4 34.6 39.0 49.8 20.0 34.3 30.0 46.6 Old : 25.4 34.6 39.0 49.8 20.0 34.3 30.0 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 5,299: 2,741 387 1,148 1,043 3,534 4,932 5,069: 367 230 Old : 5,299: 2,741 387 1,148 1,043 3,534 4,932 5,069: 367 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : -38: 27 -177 31 -144 185 -86 39: 48 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 7.3 21.7 19.7 66.7 93.1 95.7: 6.9 4.3 Old : 100.0: 51.7 7.3 21.7 19.7 66.7 93.1 95.7: 6.9 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 : 30: 14 4 5 6 11 24 17: Old : 30: 14 4 5 6 11 24 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 : 47.5 69.0 67.7 86.4 39.0 54.5 53.0 60.3 Old : 47.5 69.0 67.7 86.4 39.0 54.5 53.0 60.3 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, November 01, 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 : 419,025: 76,654 47,938 83,589 206,492 252,564 366,735 384,091: 52,290 34,934 Old : 395,187: 76,488 46,072 79,519 190,164 237,788 346,170 363,379: 49,016 31,808 Other: 23,838: 1,645 3,344 2,592 16,328 14,776 20,565 20,712: 3,273 3,126 : : : : : Changes in Commitments from: October 25, 2016 : : -12,757: 2,085 -7,191 -16,163 1,322 9,174 -12,756 -14,179: -1 1,423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 11.4 19.9 49.3 60.3 87.5 91.7: 12.5 8.3 Old : 100.0: 19.4 11.7 20.1 48.1 60.2 87.6 92.0: 12.4 8.0 Other: 100.0: 6.9 14.0 10.9 68.5 62.0 86.3 86.9: 13.7 13.1 : : : :# Traders : Number of Traders in Each Category : All : 289: 88 71 93 103 95 246 213: Old : 288: 87 76 91 103 95 244 212: Other: 83: 15 15 20 41 22 67 49: :---------------------------------------------------------------------------------------------------- : 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 : 13.7 29.8 20.7 37.8 12.8 27.4 18.3 31.5 Old : 14.1 30.7 21.4 39.0 13.6 28.8 19.1 33.5 Other: 32.4 36.1 49.6 54.1 32.0 34.9 47.4 52.3 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 10,805: 1,644 4,738 306 6,763 3,501 8,712 8,545: 2,093 2,261 Old : 10,796: 1,647 4,732 301 6,755 3,501 8,703 8,535: 2,092 2,261 Other: 10: 0 9 1 8 0 9 10: 1 0 : : : : : Changes in Commitments from: October 25, 2016 : : 60: -185 -175 -62 175 56 -72 -181: 131 241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 43.8 2.8 62.6 32.4 80.6 79.1: 19.4 20.9 Old : 100.0: 15.3 43.8 2.8 62.6 32.4 80.6 79.1: 19.4 20.9 Other: 100.0: 0.0 93.4 6.6 80.3 0.0 86.9 100.0: 13.1 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 11 22 6 26 15 43 38: Old : 63: 12 21 6 25 15 42 38: 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 : 49.0 35.7 59.2 49.5 48.1 35.1 57.4 48.8 Old : 49.0 35.8 59.2 49.5 48.2 35.2 57.5 48.9 Other: 86.9 100.0 86.9 100.0 80.3 93.4 80.3 93.4 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 1,283,493: 219,113 196,165 106,359 841,585 822,801 1,167,058 1,125,325: 116,435 158,168 Old : 1,283,493: 219,113 196,165 106,359 841,585 822,801 1,167,058 1,125,325: 116,435 158,168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 14,053: -3,973 -2,055 25,772 -17,821 -7,501 3,977 16,216: 10,076 -2,163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 15.3 8.3 65.6 64.1 90.9 87.7: 9.1 12.3 Old : 100.0: 17.1 15.3 8.3 65.6 64.1 90.9 87.7: 9.1 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 249: 64 33 41 98 115 173 178: Old : 249: 64 33 41 98 115 173 178: 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 : 25.0 27.5 35.5 40.7 19.5 25.2 28.1 34.1 Old : 25.0 27.5 35.5 40.7 19.5 25.2 28.1 34.1 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, November 01, 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 : 3,373,059: 564,152 587,513 304,916 2,139,789 1,956,615 3,008,857 2,849,043: 364,202 524,016 Old : 3,373,059: 564,152 587,513 304,916 2,139,789 1,956,615 3,008,857 2,849,043: 364,202 524,016 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 118,347: -57,557 62,142 26,136 141,621 5,885 110,200 94,163: 8,147 24,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 17.4 9.0 63.4 58.0 89.2 84.5: 10.8 15.5 Old : 100.0: 16.7 17.4 9.0 63.4 58.0 89.2 84.5: 10.8 15.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 368: 76 84 103 163 181 300 307: Old : 368: 76 84 103 163 181 300 307: 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 : 26.9 14.8 34.7 23.4 25.0 11.4 31.3 18.3 Old : 26.9 14.8 34.7 23.4 25.0 11.4 31.3 18.3 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, November 01, 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 : 259,583: 54,891 31,336 397 136,423 129,662 191,711 161,395: 67,872 98,188 Old : 259,583: 54,891 31,336 397 136,423 129,662 191,711 161,395: 67,872 98,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 21,883: 12,932 10,753 -304 11,054 643 23,681 11,092: -1,799 10,791 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 12.1 0.2 52.6 50.0 73.9 62.2: 26.1 37.8 Old : 100.0: 21.1 12.1 0.2 52.6 50.0 73.9 62.2: 26.1 37.8 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 : 48: 6 5 4 27 26 35 33: Old : 48: 6 5 4 27 26 35 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 : 40.7 23.9 55.9 35.7 40.2 22.8 55.0 34.3 Old : 40.7 23.9 55.9 35.7 40.2 22.8 55.0 34.3 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, November 01, 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 : 2,919,758: 363,474 569,934 122,922 2,166,522 1,869,348 2,652,919 2,562,204: 266,839 357,554 Old : 2,919,758: 363,474 569,934 122,922 2,166,522 1,869,348 2,652,919 2,562,204: 266,839 357,554 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 34,363: -43,565 12,333 12,140 52,258 20,153 20,833 44,626: 13,530 -10,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 19.5 4.2 74.2 64.0 90.9 87.8: 9.1 12.2 Old : 100.0: 12.4 19.5 4.2 74.2 64.0 90.9 87.8: 9.1 12.2 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 : 286: 54 63 61 116 144 206 232: Old : 286: 54 63 61 116 144 206 232: 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 : 38.0 19.3 47.7 29.6 34.7 19.2 43.0 29.2 Old : 38.0 19.3 47.7 29.6 34.7 19.2 43.0 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, November 01, 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 : 905,282: 96,702 159,425 156,757 625,467 539,678 878,926 855,861: 26,356 49,421 Old : 905,282: 96,702 159,425 156,757 625,467 539,678 878,926 855,861: 26,356 49,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : -284,202: -31,244 -6,249 -98,623 -161,345 -180,599 -291,212 -285,471: 7,011 1,269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 17.6 17.3 69.1 59.6 97.1 94.5: 2.9 5.5 Old : 100.0: 10.7 17.6 17.3 69.1 59.6 97.1 94.5: 2.9 5.5 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 : 144: 25 37 39 62 76 110 131: Old : 144: 25 37 39 62 76 110 131: 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 : 25.3 22.1 41.7 33.5 19.9 15.8 31.0 22.5 Old : 25.3 22.1 41.7 33.5 19.9 15.8 31.0 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, November 01, 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 : 59,227: 34,788 13,524 908 15,574 36,613 51,269 51,045: 7,958 8,183 Old : 59,227: 34,788 13,524 908 15,574 36,613 51,269 51,045: 7,958 8,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 730: -1,502 1,682 1 2,656 -900 1,155 783: -424 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 22.8 1.5 26.3 61.8 86.6 86.2: 13.4 13.8 Old : 100.0: 58.7 22.8 1.5 26.3 61.8 86.6 86.2: 13.4 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 : 121: 42 33 7 30 26 77 61: Old : 121: 42 33 7 30 26 77 61: 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 : 31.9 32.0 42.0 48.5 31.8 31.7 41.6 48.2 Old : 31.9 32.0 42.0 48.5 31.8 31.7 41.6 48.2 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, November 01, 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 : 118,455: 69,576 27,049 1,815 31,147 73,225 102,538 102,090: 15,917 16,365 Old : 118,455: 69,576 27,049 1,815 31,147 73,225 102,538 102,090: 15,917 16,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 1,460: -3,004 3,363 1 5,312 -1,799 2,309 1,565: -849 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 22.8 1.5 26.3 61.8 86.6 86.2: 13.4 13.8 Old : 100.0: 58.7 22.8 1.5 26.3 61.8 86.6 86.2: 13.4 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 : 121: 42 33 7 30 26 77 61: Old : 121: 42 33 7 30 26 77 61: 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 : 31.9 32.0 42.0 48.5 31.8 31.7 41.6 48.2 Old : 31.9 32.0 42.0 48.5 31.8 31.7 41.6 48.2 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, November 01, 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 : 17,683: 14,684 17,218 404 2,481 0 17,569 17,622: 114 61 Old : 17,683: 14,684 17,218 404 2,481 0 17,569 17,622: 114 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 762: 703 699 35 0 0 738 734: 24 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 97.4 2.3 14.0 0.0 99.4 99.7: 0.6 0.3 Old : 100.0: 83.0 97.4 2.3 14.0 0.0 99.4 99.7: 0.6 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 : 37: 25 11 2 1 0 27 12: Old : 37: 25 11 2 1 0 27 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 75.1 86.3 97.0 65.8 75.1 86.3 94.9 Old : 65.8 75.1 86.3 97.0 65.8 75.1 86.3 94.9 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, November 01, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 31,658: 17,839 12,687 45 13,701 18,668 31,585 31,400: 73 258 Old : 31,658: 17,839 12,687 45 13,701 18,668 31,585 31,400: 73 258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 2,564: 1,094 1,238 -61 1,645 1,396 2,678 2,573: -114 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 40.1 0.1 43.3 59.0 99.8 99.2: 0.2 0.8 Old : 100.0: 56.3 40.1 0.1 43.3 59.0 99.8 99.2: 0.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 8 13 1 7 19 15 33: Old : 45: 8 13 1 7 19 15 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 : 84.7 49.0 96.6 69.0 84.7 49.0 96.5 68.8 Old : 84.7 49.0 96.6 69.0 84.7 49.0 96.5 68.8 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, November 01, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 38,825: 33,517 5,285 136 5,120 33,337 38,773 38,758: 52 67 Old : 38,825: 33,517 5,285 136 5,120 33,337 38,773 38,758: 52 67 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2016 : : 9,407: 8,875 -89 0 503 9,514 9,378 9,425: 29 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 13.6 0.4 13.2 85.9 99.9 99.8: 0.1 0.2 Old : 100.0: 86.3 13.6 0.4 13.2 85.9 99.9 99.8: 0.1 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 : 35: 15 6 1 4 11 19 18: Old : 35: 15 6 1 4 11 19 18: 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 : 85.7 71.2 94.4 92.0 85.7 71.2 93.2 92.0 Old : 85.7 71.2 94.4 92.0 85.7 71.2 93.2 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016