WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 635,308: 124,652 238,164 195,440 255,757 154,313 575,848 587,916: 59,460 47,392
Old : 533,515: 112,587 222,364 160,497 209,066 113,894 482,149 496,754: 51,366 36,761
Other: 101,793: 32,716 36,450 14,293 46,691 40,419 93,699 91,162: 8,094 10,631
: : :
: : Changes in Commitments from: November 8, 2016 :
: 24,501: -8,817 9,464 16,067 14,822 -2,622 22,071 22,909: 2,430 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 37.5 30.8 40.3 24.3 90.6 92.5: 9.4 7.5
Old : 100.0: 21.1 41.7 30.1 39.2 21.3 90.4 93.1: 9.6 6.9
Other: 100.0: 32.1 35.8 14.0 45.9 39.7 92.0 89.6: 8.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 167 168 178 143 120 408 384:
Old : 496: 175 157 154 140 110 393 353:
Other: 222: 41 72 40 56 85 126 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 7.8 16.4 14.3 6.7 7.0 11.3 13.0
Old : 9.9 8.9 16.2 16.3 6.5 8.3 11.1 15.4
Other: 29.1 15.7 43.8 27.6 27.8 14.4 38.1 24.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 271,379: 94,874 96,968 45,439 107,263 104,821 247,576 247,228: 23,803 24,151
Old : 203,784: 86,736 94,544 24,797 74,013 66,029 185,546 185,370: 18,239 18,414
Other: 67,595: 25,782 20,068 2,998 33,250 38,792 62,030 61,858: 5,565 5,737
: : :
: : Changes in Commitments from: November 8, 2016 :
: -6,524: -3,517 719 -7,485 4,855 50 -6,148 -6,716: -377 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 35.7 16.7 39.5 38.6 91.2 91.1: 8.8 8.9
Old : 100.0: 42.6 46.4 12.2 36.3 32.4 91.1 91.0: 8.9 9.0
Other: 100.0: 38.1 29.7 4.4 49.2 57.4 91.8 91.5: 8.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 73 72 67 100 88 208 201:
Old : 256: 67 73 57 91 82 187 186:
Other: 152: 33 29 19 63 58 109 95:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 19.3 23.6 29.1 12.2 17.5 21.4 27.2
Old : 16.8 17.8 26.9 30.8 16.7 17.1 26.6 28.6
Other: 24.0 38.4 35.1 56.3 24.0 36.5 35.1 53.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,811,606: 354,024 317,854 468,966 792,585 775,320 1,615,575 1,562,140: 196,032 249,467
Old : 1,651,941: 348,028 323,342 412,700 713,952 696,622 1,474,679 1,432,663: 177,262 219,278
Other: 159,665: 37,792 26,309 24,470 78,634 78,698 140,895 129,477: 18,770 30,189
: : :
: : Changes in Commitments from: November 8, 2016 :
: 60,175: -40,846 29,142 25,317 77,388 2,820 61,858 57,279: -1,683 2,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.5 25.9 43.8 42.8 89.2 86.2: 10.8 13.8
Old : 100.0: 21.1 19.6 25.0 43.2 42.2 89.3 86.7: 10.7 13.3
Other: 100.0: 23.7 16.5 15.3 49.2 49.3 88.2 81.1: 11.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 816: 183 184 234 361 374 677 678:
Old : 811: 185 190 226 358 365 667 664:
Other: 408: 45 81 49 99 232 175 335:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 10.9 16.5 16.5 7.2 7.5 12.1 11.7
Old : 9.7 10.2 16.4 16.1 8.0 7.2 13.1 11.8
Other: 21.9 24.5 32.9 33.4 18.7 19.6 28.7 26.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 10,331: 1,753 1,230 1,432 4,524 6,344 7,709 9,006: 2,622 1,325
Old : 10,148: 1,755 1,227 1,405 4,392 6,224 7,552 8,856: 2,596 1,292
Other: 183: 16 21 9 132 120 157 150: 26 33
: : :
: : Changes in Commitments from: November 8, 2016 :
: 108: -263 132 -30 380 35 86 137: 22 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.9 13.9 43.8 61.4 74.6 87.2: 25.4 12.8
Old : 100.0: 17.3 12.1 13.8 43.3 61.3 74.4 87.3: 25.6 12.7
Other: 100.0: 8.7 11.6 5.0 72.1 65.4 85.8 82.1: 14.2 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 6 11 14 9 32 23:
Old : 36: 14 6 10 14 9 32 22:
Other: 14: 1 4 1 5 5 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 45.3 38.3 70.0 17.7 36.6 25.9 51.1
Old : 23.1 45.6 38.1 70.1 17.9 36.8 25.7 51.1
Other: 74.3 64.4 85.8 81.0 70.5 62.5 77.1 73.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 735,285: 197,465 60,841 163,599 321,075 406,112 682,139 630,552: 53,146 104,732
Old : 679,450: 196,597 57,754 143,817 291,755 386,409 632,169 587,980: 47,281 91,470
Other: 55,834: 12,607 14,825 8,043 29,320 19,704 49,970 42,572: 5,864 13,262
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,480: -18,805 12,306 7,872 20,339 -12,967 9,406 7,211: -3,926 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.3 22.2 43.7 55.2 92.8 85.8: 7.2 14.2
Old : 100.0: 28.9 8.5 21.2 42.9 56.9 93.0 86.5: 7.0 13.5
Other: 100.0: 22.6 26.6 14.4 52.5 35.3 89.5 76.2: 10.5 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 171 170 203 188 234 481 501:
Old : 614: 169 175 197 180 233 468 496:
Other: 314: 54 69 41 70 154 146 244:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.4 19.7 20.5 9.2 11.0 15.5 16.8
Old : 12.1 12.8 20.7 21.3 9.6 11.7 16.3 17.8
Other: 22.1 31.0 34.6 38.7 22.0 30.4 34.3 36.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 475,835: 153,566 27,818 112,870 167,763 310,810 434,200 451,498: 41,635 24,337
Old : 459,098: 153,499 30,477 105,739 160,385 299,444 419,623 435,660: 39,476 23,438
Other: 16,737: 5,521 2,794 1,678 7,379 11,366 14,578 15,838: 2,159 899
: : :
: : Changes in Commitments from: November 8, 2016 :
: -39,299: -26,176 -2,473 -10,849 2,941 -24,949 -34,085 -38,272: -5,215 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.8 23.7 35.3 65.3 91.3 94.9: 8.7 5.1
Old : 100.0: 33.4 6.6 23.0 34.9 65.2 91.4 94.9: 8.6 5.1
Other: 100.0: 33.0 16.7 10.0 44.1 67.9 87.1 94.6: 12.9 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 118 58 113 92 91 271 223:
Old : 315: 121 62 110 92 90 270 220:
Other: 69: 14 15 15 26 20 51 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 34.9 20.0 42.4 11.3 33.8 17.3 39.9
Old : 13.1 35.3 20.7 42.8 11.8 34.5 18.0 40.7
Other: 35.9 42.5 54.6 60.8 35.9 42.5 52.3 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 814,310: 92,833 111,432 138,530 409,211 366,538 640,574 616,500: 173,736 197,809
Old : 814,310: 92,833 111,432 138,530 409,211 366,538 640,574 616,500: 173,736 197,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 142,464: 15,549 33,540 56,922 60,712 36,306 133,183 126,768: 9,281 15,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 17.0 50.3 45.0 78.7 75.7: 21.3 24.3
Old : 100.0: 11.4 13.7 17.0 50.3 45.0 78.7 75.7: 21.3 24.3
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 : 170: 35 41 42 76 73 136 131:
Old : 170: 35 41 42 76 73 136 131:
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 : 17.3 15.9 25.9 23.7 12.8 10.0 19.2 14.5
Old : 17.3 15.9 25.9 23.7 12.8 10.0 19.2 14.5
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 15, 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 : 653,995: 42,529 152,668 19,401 462,844 384,795 524,774 556,864: 129,221 97,131
Old : 653,995: 42,529 152,668 19,401 462,844 384,795 524,774 556,864: 129,221 97,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 19,949: -529 4,006 5,149 9,857 9,264 14,477 18,419: 5,472 1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.3 3.0 70.8 58.8 80.2 85.1: 19.8 14.9
Old : 100.0: 6.5 23.3 3.0 70.8 58.8 80.2 85.1: 19.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 13 15 15 59 52 83 71:
Old : 100: 13 15 15 59 52 83 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 : 24.6 36.2 38.0 51.9 19.9 35.9 30.5 49.5
Old : 24.6 36.2 38.0 51.9 19.9 35.9 30.5 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 5,292: 2,840 752 920 1,161 3,437 4,921 5,109: 371 183
Old : 5,292: 2,840 752 920 1,161 3,437 4,921 5,109: 371 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -394: -165 -89 -135 -96 -158 -396 -382: 2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 14.2 17.4 21.9 64.9 93.0 96.5: 7.0 3.5
Old : 100.0: 53.7 14.2 17.4 21.9 64.9 93.0 96.5: 7.0 3.5
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: 16 4 4 5 11 23 17:
Old : 32: 16 4 4 5 11 23 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 : 51.3 66.3 69.2 85.2 42.7 56.6 55.8 67.5
Old : 51.3 66.3 69.2 85.2 42.7 56.6 55.8 67.5
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, November 15, 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 : 432,977: 77,488 57,291 93,948 211,807 246,608 383,243 397,846: 49,734 35,131
Old : 406,796: 77,308 54,625 89,166 194,025 230,761 360,499 374,552: 46,297 32,244
Other: 26,181: 1,613 4,099 3,349 17,782 15,846 22,744 23,294: 3,437 2,887
: : :
: : Changes in Commitments from: November 8, 2016 :
: 9,551: 395 3,485 5,003 7,982 -650 13,381 7,838: -3,831 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.2 21.7 48.9 57.0 88.5 91.9: 11.5 8.1
Old : 100.0: 19.0 13.4 21.9 47.7 56.7 88.6 92.1: 11.4 7.9
Other: 100.0: 6.2 15.7 12.8 67.9 60.5 86.9 89.0: 13.1 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 78 72 100 106 99 247 223:
Old : 286: 79 74 98 106 98 245 221:
Other: 92: 18 16 27 43 23 76 56:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 29.0 21.1 36.7 12.7 25.8 18.1 30.3
Old : 14.5 29.9 21.8 37.7 13.7 27.5 19.0 32.3
Other: 31.8 34.9 47.7 52.7 31.4 33.7 45.5 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,351: 1,799 6,019 707 7,280 3,547 9,787 10,274: 2,564 2,077
Old : 12,341: 1,808 6,019 698 7,272 3,547 9,778 10,264: 2,563 2,077
Other: 10: 0 9 1 8 0 9 10: 1 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 883: 110 656 202 376 -48 688 810: 195 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 48.7 5.7 58.9 28.7 79.2 83.2: 20.8 16.8
Old : 100.0: 14.6 48.8 5.7 58.9 28.7 79.2 83.2: 20.8 16.8
Other: 100.0: 0.0 94.1 5.9 82.3 0.0 88.2 100.0: 11.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 26 9 25 14 46 46:
Old : 72: 16 26 9 24 14 45 46:
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 : 45.3 36.9 56.0 51.9 45.3 36.9 55.1 51.6
Old : 45.3 37.0 56.0 51.9 45.3 37.0 55.2 51.7
Other: 88.2 100.0 88.2 100.0 82.3 94.1 82.3 94.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,216,366: 243,322 229,010 85,307 779,137 740,559 1,107,765 1,054,876: 108,601 161,490
Old : 1,216,366: 243,322 229,010 85,307 779,137 740,559 1,107,765 1,054,876: 108,601 161,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -24,193: -51,411 21,158 15,540 20,563 -66,341 -15,309 -29,643: -8,884 5,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.8 7.0 64.1 60.9 91.1 86.7: 8.9 13.3
Old : 100.0: 20.0 18.8 7.0 64.1 60.9 91.1 86.7: 8.9 13.3
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 : 251: 54 41 37 109 121 177 185:
Old : 251: 54 41 37 109 121 177 185:
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 : 20.5 24.1 31.6 33.8 17.5 21.6 27.3 28.6
Old : 20.5 24.1 31.6 33.8 17.5 21.6 27.3 28.6
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 15, 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 : 4,091,641: 546,315 562,153 802,480 2,353,605 2,165,477 3,702,400 3,530,110: 389,241 561,531
Old : 4,091,641: 546,315 562,153 802,480 2,353,605 2,165,477 3,702,400 3,530,110: 389,241 561,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 626,131: 2,885 -50,336 406,858 192,177 222,777 601,920 579,299: 24,211 46,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.7 19.6 57.5 52.9 90.5 86.3: 9.5 13.7
Old : 100.0: 13.4 13.7 19.6 57.5 52.9 90.5 86.3: 9.5 13.7
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 : 392: 77 94 113 176 190 319 331:
Old : 392: 77 94 113 176 190 319 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 13.5 30.4 21.1 21.5 11.5 26.2 15.3
Old : 23.4 13.5 30.4 21.1 21.5 11.5 26.2 15.3
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 15, 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 : 280,381: 60,158 57,898 1,666 142,991 124,452 204,815 184,016: 75,566 96,365
Old : 280,381: 60,158 57,898 1,666 142,991 124,452 204,815 184,016: 75,566 96,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 23,119: 13,575 9,096 894 2,806 1,205 17,275 11,195: 5,844 11,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.6 0.6 51.0 44.4 73.0 65.6: 27.0 34.4
Old : 100.0: 21.5 20.6 0.6 51.0 44.4 73.0 65.6: 27.0 34.4
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 : 46: 6 5 2 27 24 34 30:
Old : 46: 6 5 2 27 24 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 31.1 55.5 42.7 43.2 30.3 54.7 41.9
Old : 43.4 31.1 55.5 42.7 43.2 30.3 54.7 41.9
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 15, 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 : 3,251,789: 369,387 624,038 260,817 2,347,327 1,972,549 2,977,531 2,857,403: 274,257 394,385
Old : 3,251,789: 369,387 624,038 260,817 2,347,327 1,972,549 2,977,531 2,857,403: 274,257 394,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 168,405: -38,602 71,808 113,642 76,025 -37,465 151,065 147,985: 17,340 20,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 19.2 8.0 72.2 60.7 91.6 87.9: 8.4 12.1
Old : 100.0: 11.4 19.2 8.0 72.2 60.7 91.6 87.9: 8.4 12.1
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 : 289: 46 65 60 127 151 209 240:
Old : 289: 46 65 60 127 151 209 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 19.4 41.6 29.8 28.6 17.8 36.2 26.8
Old : 32.4 19.4 41.6 29.8 28.6 17.8 36.2 26.8
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 15, 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 : 903,977: 57,744 113,062 138,063 680,788 604,595 876,596 855,720: 27,381 48,257
Old : 903,977: 57,744 113,062 138,063 680,788 604,595 876,596 855,720: 27,381 48,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -264: -25,263 -3,283 467 26,586 3,918 1,790 1,102: -2,054 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.5 15.3 75.3 66.9 97.0 94.7: 3.0 5.3
Old : 100.0: 6.4 12.5 15.3 75.3 66.9 97.0 94.7: 3.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 23 37 36 52 77 95 131:
Old : 139: 23 37 36 52 77 95 131:
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 : 28.0 21.7 46.1 32.9 20.9 11.7 31.8 18.3
Old : 28.0 21.7 46.1 32.9 20.9 11.7 31.8 18.3
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 15, 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 : 63,108: 37,936 7,736 1,948 14,790 40,453 54,674 50,137: 8,434 12,970
Old : 63,108: 37,936 7,736 1,948 14,790 40,453 54,674 50,137: 8,434 12,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 3,820: 714 -7,597 1,131 1,136 6,877 2,981 411: 840 3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 12.3 3.1 23.4 64.1 86.6 79.4: 13.4 20.6
Old : 100.0: 60.1 12.3 3.1 23.4 64.1 86.6 79.4: 13.4 20.6
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 : 115: 42 24 7 29 32 77 57:
Old : 115: 42 24 7 29 32 77 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 30.3 40.2 44.1 29.9 30.3 40.1 44.1
Old : 30.1 30.3 40.2 44.1 29.9 30.3 40.1 44.1
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 15, 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 : 126,216: 75,871 15,472 3,896 29,581 80,907 109,348 100,275: 16,868 25,941
Old : 126,216: 75,871 15,472 3,896 29,581 80,907 109,348 100,275: 16,868 25,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 7,641: 1,427 -15,195 2,261 2,273 13,755 5,961 821: 1,680 6,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 12.3 3.1 23.4 64.1 86.6 79.4: 13.4 20.6
Old : 100.0: 60.1 12.3 3.1 23.4 64.1 86.6 79.4: 13.4 20.6
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 : 115: 42 24 7 29 32 77 57:
Old : 115: 42 24 7 29 32 77 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 30.3 40.2 44.1 29.9 30.3 40.1 44.1
Old : 30.1 30.3 40.2 44.1 29.9 30.3 40.1 44.1
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 15, 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 : 16,680: 14,836 16,249 389 1,351 4 16,576 16,642: 104 38
Old : 16,680: 14,836 16,249 389 1,351 4 16,576 16,642: 104 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -183: 518 -183 -16 -697 4 -195 -195: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 97.4 2.3 8.1 0.0 99.4 99.8: 0.6 0.2
Old : 100.0: 88.9 97.4 2.3 8.1 0.0 99.4 99.8: 0.6 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 : 34: 18 15 2 1 1 21 16:
Old : 34: 18 15 2 1 1 21 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 : 66.1 56.8 87.2 89.7 66.1 56.8 87.2 87.5
Old : 66.1 56.8 87.2 89.7 66.1 56.8 87.2 87.5
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, November 15, 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 : 32,501: 16,826 5,143 45 15,602 27,041 32,473 32,229: 28 272
Old : 32,501: 16,826 5,143 45 15,602 27,041 32,473 32,229: 28 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,183: -111 -5,686 0 1,312 6,845 1,201 1,159: -18 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 15.8 0.1 48.0 83.2 99.9 99.2: 0.1 0.8
Old : 100.0: 51.8 15.8 0.1 48.0 83.2 99.9 99.2: 0.1 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 : 46: 8 13 1 6 20 14 34:
Old : 46: 8 13 1 6 20 14 34:
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 53.4 95.9 74.8 85.0 53.4 95.8 74.8
Old : 85.0 53.4 95.9 74.8 85.0 53.4 95.8 74.8
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 15, 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 : 39,630: 35,520 3,166 136 3,949 36,200 39,605 39,502: 25 128
Old : 39,630: 35,520 3,166 136 3,949 36,200 39,605 39,502: 25 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,608: -2,144 -1,270 0 -1,470 -2,357 -3,614 -3,627: 6 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 8.0 0.3 10.0 91.3 99.9 99.7: 0.1 0.3
Old : 100.0: 89.6 8.0 0.3 10.0 91.3 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 : 32: 9 8 1 3 13 12 22:
Old : 32: 9 8 1 3 13 12 22:
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 : 92.3 70.2 98.8 90.0 92.3 70.2 97.4 90.0
Old : 92.3 70.2 98.8 90.0 92.3 70.2 97.4 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016