WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 627,850: 133,385 227,980 196,863 240,065 156,252 570,313 581,094: 57,536 46,755
Old : 520,077: 122,350 212,772 156,727 192,072 114,853 471,149 484,351: 48,928 35,725
Other: 107,773: 34,539 38,711 16,633 47,993 41,399 99,165 96,743: 8,608 11,030
: : :
: : Changes in Commitments from: November 15, 2016 :
: -7,459: 8,733 -10,184 1,423 -15,692 1,938 -5,535 -6,822: -1,924 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 36.3 31.4 38.2 24.9 90.8 92.6: 9.2 7.4
Old : 100.0: 23.5 40.9 30.1 36.9 22.1 90.6 93.1: 9.4 6.9
Other: 100.0: 32.0 35.9 15.4 44.5 38.4 92.0 89.8: 8.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 498: 177 159 174 134 111 399 369:
Old : 482: 189 139 154 130 103 383 339:
Other: 225: 43 79 46 57 81 133 177:
:----------------------------------------------------------------------------------------------------
: 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 8.4 15.5 14.7 6.2 6.9 10.8 12.7
Old : 8.5 9.6 14.8 17.0 5.5 8.2 10.3 15.2
Other: 27.9 16.2 42.6 27.8 26.7 14.4 36.3 24.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 276,708: 95,501 90,541 49,771 106,686 112,404 251,957 252,716: 24,751 23,992
Old : 205,462: 86,880 87,806 28,120 71,715 71,049 186,714 186,974: 18,748 18,488
Other: 71,246: 27,257 21,371 3,015 34,971 41,356 65,244 65,742: 6,003 5,504
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,329: 627 -6,427 4,332 -577 7,583 4,381 5,488: 948 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 32.7 18.0 38.6 40.6 91.1 91.3: 8.9 8.7
Old : 100.0: 42.3 42.7 13.7 34.9 34.6 90.9 91.0: 9.1 9.0
Other: 100.0: 38.3 30.0 4.2 49.1 58.0 91.6 92.3: 8.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 72 69 63 87 85 193 193:
Old : 243: 70 70 51 77 78 172 176:
Other: 152: 32 34 20 60 55 107 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 : 13.7 19.8 23.9 29.8 12.0 16.2 20.5 25.7
Old : 17.0 18.8 27.8 31.3 16.2 15.4 24.8 26.5
Other: 24.7 38.8 36.0 55.8 24.7 36.6 36.0 53.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,757,622: 354,711 291,624 459,908 749,909 766,155 1,564,529 1,517,688: 193,093 239,934
Old : 1,594,108: 347,917 298,099 402,173 671,097 685,641 1,421,187 1,385,914: 172,921 208,195
Other: 163,513: 39,210 25,941 25,319 78,813 80,514 143,342 131,774: 20,172 31,739
: : :
: : Changes in Commitments from: November 15, 2016 :
: -53,985: 688 -26,230 -9,058 -42,676 -9,165 -51,046 -44,452: -2,939 -9,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.6 26.2 42.7 43.6 89.0 86.3: 11.0 13.7
Old : 100.0: 21.8 18.7 25.2 42.1 43.0 89.2 86.9: 10.8 13.1
Other: 100.0: 24.0 15.9 15.5 48.2 49.2 87.7 80.6: 12.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 190 170 233 364 367 682 664:
Old : 802: 194 173 224 361 356 673 646:
Other: 413: 60 68 51 99 235 181 336:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 11.4 17.1 16.8 8.1 9.1 13.4 12.9
Old : 10.5 11.1 17.5 16.9 8.9 9.2 14.5 13.3
Other: 22.3 22.1 33.2 30.6 18.8 17.5 29.0 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 10,636: 1,512 1,302 1,387 5,051 6,524 7,950 9,213: 2,687 1,423
Old : 10,363: 1,516 1,256 1,333 4,858 6,393 7,706 8,982: 2,657 1,381
Other: 273: 16 65 35 193 131 243 231: 30 42
: : :
: : Changes in Commitments from: November 15, 2016 :
: 305: -241 72 -45 527 180 240 206: 65 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.2 13.0 47.5 61.3 74.7 86.6: 25.3 13.4
Old : 100.0: 14.6 12.1 12.9 46.9 61.7 74.4 86.7: 25.6 13.3
Other: 100.0: 5.9 23.8 12.7 70.6 48.0 89.1 84.5: 10.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 7 8 14 10 28 22:
Old : 32: 11 6 8 14 9 28 20:
Other: 15: 1 5 2 5 6 8 11:
:----------------------------------------------------------------------------------------------------
: 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 47.7 44.8 71.8 23.4 39.4 32.9 55.4
Old : 28.2 48.3 43.9 72.2 22.9 40.1 32.2 55.8
Other: 80.9 66.5 89.1 79.8 69.0 54.7 72.3 67.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 797,175: 223,039 63,897 183,742 332,506 434,671 739,287 682,309: 57,888 114,865
Old : 731,452: 219,923 61,636 159,506 299,746 412,303 679,175 633,444: 52,277 98,008
Other: 65,723: 17,141 16,286 10,210 32,760 22,368 60,112 48,865: 5,611 16,857
: : :
: : Changes in Commitments from: November 15, 2016 :
: 61,890: 25,574 3,056 20,142 11,431 28,559 57,148 51,757: 4,743 10,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.0 23.0 41.7 54.5 92.7 85.6: 7.3 14.4
Old : 100.0: 30.1 8.4 21.8 41.0 56.4 92.9 86.6: 7.1 13.4
Other: 100.0: 26.1 24.8 15.5 49.8 34.0 91.5 74.4: 8.5 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 203 170 216 182 227 512 503:
Old : 636: 196 177 208 172 226 495 495:
Other: 311: 64 59 44 72 150 151 241:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.2 18.9 20.4 8.4 10.8 14.3 17.0
Old : 11.3 12.7 19.7 21.1 8.9 11.5 15.1 17.9
Other: 21.3 25.4 33.6 34.0 20.3 24.5 31.7 31.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 472,333: 150,507 25,937 121,162 157,222 303,295 428,891 450,394: 43,442 21,939
Old : 455,212: 149,931 28,516 114,671 149,391 291,044 413,993 434,232: 41,218 20,980
Other: 17,122: 5,890 2,734 1,177 7,831 12,251 14,898 16,162: 2,224 959
: : :
: : Changes in Commitments from: November 15, 2016 :
: -3,502: -3,059 -1,881 8,292 -10,541 -7,515 -5,309 -1,104: 1,807 -2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.5 25.7 33.3 64.2 90.8 95.4: 9.2 4.6
Old : 100.0: 32.9 6.3 25.2 32.8 63.9 90.9 95.4: 9.1 4.6
Other: 100.0: 34.4 16.0 6.9 45.7 71.6 87.0 94.4: 13.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 111 70 142 90 90 297 250:
Old : 338: 113 77 139 90 89 296 247:
Other: 74: 19 13 17 28 22 56 43:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 34.1 18.4 41.4 10.5 32.9 16.5 39.9
Old : 12.0 34.3 18.9 41.7 11.0 33.3 17.2 40.4
Other: 35.3 45.6 52.1 61.6 35.3 45.6 49.7 60.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 848,191: 83,132 91,191 162,041 431,303 386,007 676,476 639,239: 171,715 208,952
Old : 848,191: 83,132 91,191 162,041 431,303 386,007 676,476 639,239: 171,715 208,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 33,881: -9,702 -20,242 23,511 22,092 19,468 35,902 22,738: -2,021 11,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.8 19.1 50.8 45.5 79.8 75.4: 20.2 24.6
Old : 100.0: 9.8 10.8 19.1 50.8 45.5 79.8 75.4: 20.2 24.6
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 : 170: 38 39 49 77 74 141 136:
Old : 170: 38 39 49 77 74 141 136:
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 : 15.7 15.5 24.4 24.0 11.2 9.6 17.4 13.7
Old : 15.7 15.5 24.4 24.0 11.2 9.6 17.4 13.7
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 22, 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 : 687,220: 45,048 135,257 19,413 483,054 424,235 547,515 578,904: 139,705 108,316
Old : 687,220: 45,048 135,257 19,413 483,054 424,235 547,515 578,904: 139,705 108,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 33,225: 2,519 -17,411 11 20,210 39,440 22,741 22,040: 10,484 11,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 19.7 2.8 70.3 61.7 79.7 84.2: 20.3 15.8
Old : 100.0: 6.6 19.7 2.8 70.3 61.7 79.7 84.2: 20.3 15.8
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 : 97: 13 14 13 56 54 78 72:
Old : 97: 13 14 13 56 54 78 72:
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 : 22.9 37.7 36.7 53.5 18.8 34.0 28.9 48.8
Old : 22.9 37.7 36.7 53.5 18.8 34.0 28.9 48.8
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 22, 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 : 5,707: 2,910 642 988 1,435 3,890 5,333 5,520: 374 187
Old : 5,707: 2,910 642 988 1,435 3,890 5,333 5,520: 374 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 415: 70 -110 68 274 453 412 411: 3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 11.2 17.3 25.1 68.2 93.4 96.7: 6.6 3.3
Old : 100.0: 51.0 11.2 17.3 25.1 68.2 93.4 96.7: 6.6 3.3
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 : 35: 17 4 4 6 12 26 18:
Old : 35: 17 4 4 6 12 26 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 : 49.6 65.5 68.9 84.5 39.7 53.4 52.5 63.3
Old : 49.6 65.5 68.9 84.5 39.7 53.4 52.5 63.3
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 22, 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 : 433,800: 83,758 56,244 90,914 207,220 253,808 381,892 400,966: 51,908 32,834
Old : 405,134: 82,841 53,557 85,904 188,291 235,883 357,036 375,345: 48,098 29,790
Other: 28,666: 2,552 4,322 3,375 18,929 17,925 24,856 25,621: 3,810 3,045
: : :
: : Changes in Commitments from: November 15, 2016 :
: 823: 6,270 -1,047 -3,034 -4,587 7,201 -1,351 3,120: 2,174 -2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.0 21.0 47.8 58.5 88.0 92.4: 12.0 7.6
Old : 100.0: 20.4 13.2 21.2 46.5 58.2 88.1 92.6: 11.9 7.4
Other: 100.0: 8.9 15.1 11.8 66.0 62.5 86.7 89.4: 13.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 83 66 103 103 97 251 217:
Old : 283: 86 66 101 103 96 248 216:
Other: 95: 21 16 29 41 24 76 61:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 30.8 20.7 38.5 12.2 26.8 17.6 31.7
Old : 14.0 31.6 21.6 39.6 13.3 28.7 18.5 33.9
Other: 34.3 33.4 48.6 51.6 34.2 32.4 47.5 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 12,613: 1,781 6,044 784 7,398 3,735 9,963 10,564: 2,650 2,049
Old : 12,604: 1,790 6,044 774 7,390 3,735 9,955 10,554: 2,649 2,049
Other: 10: 0 9 1 8 0 9 10: 1 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 263: -18 25 77 118 188 177 290: 86 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 47.9 6.2 58.7 29.6 79.0 83.8: 21.0 16.2
Old : 100.0: 14.2 48.0 6.1 58.6 29.6 79.0 83.7: 21.0 16.3
Other: 100.0: 0.0 93.9 6.1 81.6 0.0 87.7 100.0: 12.3 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 24 9 26 15 48 46:
Old : 74: 19 24 9 25 15 47 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 : 44.1 37.1 55.5 51.9 44.0 36.5 54.6 51.3
Old : 44.2 37.2 55.6 51.9 44.0 36.6 54.6 51.4
Other: 87.7 100.0 87.7 100.0 81.6 93.9 81.6 93.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,239,714: 172,570 205,584 148,950 799,740 720,845 1,121,260 1,075,380: 118,454 164,334
Old : 1,239,714: 172,570 205,584 148,950 799,740 720,845 1,121,260 1,075,380: 118,454 164,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 23,347: -70,752 -23,426 63,643 20,603 -19,714 13,494 20,504: 9,853 2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.6 12.0 64.5 58.1 90.4 86.7: 9.6 13.3
Old : 100.0: 13.9 16.6 12.0 64.5 58.1 90.4 86.7: 9.6 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 : 244: 56 40 40 108 114 180 179:
Old : 244: 56 40 40 108 114 180 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 27.2 29.8 36.3 14.3 21.4 22.3 27.2
Old : 19.5 27.2 29.8 36.3 14.3 21.4 22.3 27.2
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 22, 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 : 4,245,060: 508,777 540,726 942,327 2,405,153 2,187,465 3,856,257 3,670,517: 388,803 574,542
Old : 4,245,060: 508,777 540,726 942,327 2,405,153 2,187,465 3,856,257 3,670,517: 388,803 574,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 153,419: -37,539 -21,428 139,847 51,549 21,988 153,857 140,408: -438 13,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.7 22.2 56.7 51.5 90.8 86.5: 9.2 13.5
Old : 100.0: 12.0 12.7 22.2 56.7 51.5 90.8 86.5: 9.2 13.5
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 : 382: 87 80 116 174 187 316 328:
Old : 382: 87 80 116 174 187 316 328:
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 : 23.5 13.4 30.8 22.2 21.6 11.5 26.1 15.7
Old : 23.5 13.4 30.8 22.2 21.6 11.5 26.1 15.7
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 22, 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 : 305,342: 49,835 61,783 1,890 174,107 140,501 225,832 204,175: 79,510 101,167
Old : 305,342: 49,835 61,783 1,890 174,107 140,501 225,832 204,175: 79,510 101,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 24,961: -10,323 3,885 224 31,116 16,049 21,017 20,158: 3,944 4,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.2 0.6 57.0 46.0 74.0 66.9: 26.0 33.1
Old : 100.0: 16.3 20.2 0.6 57.0 46.0 74.0 66.9: 26.0 33.1
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 : 44: 4 6 1 28 23 33 29:
Old : 44: 4 6 1 28 23 33 29:
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 : 41.8 33.0 54.5 46.5 41.6 32.4 54.3 45.9
Old : 41.8 33.0 54.5 46.5 41.6 32.4 54.3 45.9
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 22, 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 : 3,528,728: 349,033 627,373 374,615 2,505,455 2,102,391 3,229,103 3,104,378: 299,625 424,350
Old : 3,528,728: 349,033 627,373 374,615 2,505,455 2,102,391 3,229,103 3,104,378: 299,625 424,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 276,939: -20,354 3,335 113,798 158,127 129,842 251,571 246,975: 25,368 29,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.8 10.6 71.0 59.6 91.5 88.0: 8.5 12.0
Old : 100.0: 9.9 17.8 10.6 71.0 59.6 91.5 88.0: 8.5 12.0
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 : 305: 49 73 68 128 156 218 256:
Old : 305: 49 73 68 128 156 218 256:
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 : 30.7 19.2 40.7 28.4 27.7 16.7 34.7 23.8
Old : 30.7 19.2 40.7 28.4 27.7 16.7 34.7 23.8
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 22, 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 : 958,770: 56,802 121,143 148,484 724,797 636,328 930,083 905,955: 28,687 52,816
Old : 958,770: 56,802 121,143 148,484 724,797 636,328 930,083 905,955: 28,687 52,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 54,793: -943 8,081 10,421 44,009 31,733 53,487 50,235: 1,306 4,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.6 15.5 75.6 66.4 97.0 94.5: 3.0 5.5
Old : 100.0: 5.9 12.6 15.5 75.6 66.4 97.0 94.5: 3.0 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 : 135: 25 34 37 57 71 102 123:
Old : 135: 25 34 37 57 71 102 123:
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 23.2 47.5 37.0 19.0 13.0 31.2 20.6
Old : 28.6 23.2 47.5 37.0 19.0 13.0 31.2 20.6
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 22, 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 : 68,402: 40,207 8,562 2,099 16,625 45,049 58,931 55,711: 9,471 12,691
Old : 68,402: 40,207 8,562 2,099 16,625 45,049 58,931 55,711: 9,471 12,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 5,294: 2,271 826 151 1,835 4,596 4,257 5,574: 1,037 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 12.5 3.1 24.3 65.9 86.2 81.4: 13.8 18.6
Old : 100.0: 58.8 12.5 3.1 24.3 65.9 86.2 81.4: 13.8 18.6
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 : 121: 42 28 7 30 33 76 64:
Old : 121: 42 28 7 30 33 76 64:
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 : 31.1 31.1 42.2 45.1 31.0 31.1 41.5 44.8
Old : 31.1 31.1 42.2 45.1 31.0 31.1 41.5 44.8
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 22, 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 : 136,804: 80,414 17,125 4,198 33,250 90,099 117,862 111,422: 18,942 25,382
Old : 136,804: 80,414 17,125 4,198 33,250 90,099 117,862 111,422: 18,942 25,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 10,588: 4,542 1,652 302 3,669 9,192 8,514 11,147: 2,074 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 12.5 3.1 24.3 65.9 86.2 81.4: 13.8 18.6
Old : 100.0: 58.8 12.5 3.1 24.3 65.9 86.2 81.4: 13.8 18.6
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 : 121: 42 28 7 30 33 76 64:
Old : 121: 42 28 7 30 33 76 64:
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 : 31.1 31.1 42.2 45.1 31.0 31.1 41.5 44.8
Old : 31.1 31.1 42.2 45.1 31.0 31.1 41.5 44.8
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 22, 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 : 17,719: 14,978 17,328 369 2,237 4 17,584 17,701: 135 18
Old : 17,719: 14,978 17,328 369 2,237 4 17,584 17,701: 135 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,039: 142 1,079 -20 886 0 1,008 1,059: 31 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 97.8 2.1 12.6 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 84.5 97.8 2.1 12.6 0.0 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 22 13 1 2 1 25 14:
Old : 37: 22 13 1 2 1 25 14:
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 : 56.4 67.2 77.8 92.2 56.4 67.2 77.7 90.1
Old : 56.4 67.2 77.8 92.2 56.4 67.2 77.7 90.1
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, November 22, 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 : 30,685: 15,315 4,921 242 15,089 25,266 30,646 30,429: 39 256
Old : 30,685: 15,315 4,921 242 15,089 25,266 30,646 30,429: 39 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,816: -1,511 -222 197 -513 -1,775 -1,827 -1,800: 11 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 16.0 0.8 49.2 82.3 99.9 99.2: 0.1 0.8
Old : 100.0: 49.9 16.0 0.8 49.2 82.3 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 : 44: 7 13 1 4 21 11 35:
Old : 44: 7 13 1 4 21 11 35:
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 : 90.8 50.2 98.4 72.9 90.8 50.2 97.5 72.9
Old : 90.8 50.2 98.4 72.9 90.8 50.2 97.5 72.9
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 22, 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 : 39,284: 35,195 1,410 136 3,950 37,663 39,281 39,209: 3 75
Old : 39,284: 35,195 1,410 136 3,950 37,663 39,281 39,209: 3 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -346: -325 -1,756 0 1 1,463 -324 -293: -22 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 3.6 0.3 10.1 95.9 100.0 99.8: 0.0 0.2
Old : 100.0: 89.6 3.6 0.3 10.1 95.9 100.0 99.8: 0.0 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: 13 6 1 3 14 16 21:
Old : 35: 13 6 1 3 14 16 21:
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 : 89.3 73.9 96.6 92.2 89.3 73.9 95.5 92.2
Old : 89.3 73.9 96.6 92.2 89.3 73.9 95.5 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016