WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 546,827: 137,972 214,914 159,272 199,136 128,714 496,380 502,900: 50,447 43,927
Old : 424,001: 124,183 195,217 115,925 144,863 80,359 384,972 391,501: 39,029 32,499
Other: 122,826: 36,989 42,896 20,147 54,272 48,356 111,408 111,399: 11,418 11,427
: : :
: : Changes in Commitments from: December 6, 2016 :
: 9,806: 10,434 -15,372 5,161 -3,970 21,191 11,625 10,980: -1,818 -1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 39.3 29.1 36.4 23.5 90.8 92.0: 9.2 8.0
Old : 100.0: 29.3 46.0 27.3 34.2 19.0 90.8 92.3: 9.2 7.7
Other: 100.0: 30.1 34.9 16.4 44.2 39.4 90.7 90.7: 9.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 148 167 148 119 106 356 340:
Old : 444: 162 142 122 112 94 332 301:
Other: 242: 54 83 58 63 82 150 193:
:----------------------------------------------------------------------------------------------------
: 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 8.8 18.0 16.7 7.6 8.3 13.0 15.3
Old : 10.0 10.7 17.5 20.5 7.0 10.4 12.7 19.4
Other: 22.5 16.0 34.6 26.6 21.8 15.3 31.1 24.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 265,726: 96,230 102,744 40,245 104,780 98,673 241,255 241,662: 24,471 24,064
Old : 178,715: 83,246 99,052 14,750 63,461 48,778 161,457 162,580: 17,258 16,135
Other: 87,011: 34,754 25,462 3,725 41,319 49,895 79,798 79,082: 7,213 7,929
: : :
: : Changes in Commitments from: December 6, 2016 :
: 3,303: 99 7,926 -4,779 6,358 68 1,678 3,214: 1,625 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 38.7 15.1 39.4 37.1 90.8 90.9: 9.2 9.1
Old : 100.0: 46.6 55.4 8.3 35.5 27.3 90.3 91.0: 9.7 9.0
Other: 100.0: 39.9 29.3 4.3 47.5 57.3 91.7 90.9: 8.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 77 70 65 93 82 201 197:
Old : 255: 73 69 41 82 70 171 166:
Other: 166: 43 31 23 65 61 120 103:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.2 25.3 28.4 13.0 16.9 23.0 26.7
Old : 17.4 18.4 28.9 31.5 17.3 18.3 28.5 30.6
Other: 25.1 33.9 36.9 48.9 25.1 32.6 36.9 46.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,483,182: 347,469 289,354 319,571 640,558 661,734 1,307,597 1,270,659: 175,585 212,523
Old : 1,307,916: 329,390 283,762 265,579 560,970 583,049 1,155,939 1,132,390: 151,977 175,527
Other: 175,266: 44,540 32,055 27,530 79,588 78,685 151,658 138,270: 23,608 36,996
: : :
: : Changes in Commitments from: December 6, 2016 :
: 607: 3,046 1,160 791 383 -897 4,220 1,053: -3,613 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 19.5 21.5 43.2 44.6 88.2 85.7: 11.8 14.3
Old : 100.0: 25.2 21.7 20.3 42.9 44.6 88.4 86.6: 11.6 13.4
Other: 100.0: 25.4 18.3 15.7 45.4 44.9 86.5 78.9: 13.5 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 178 156 196 317 347 598 609:
Old : 745: 178 162 181 312 332 585 583:
Other: 426: 57 73 49 101 251 180 354:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 12.6 18.1 18.6 9.9 11.0 16.0 15.8
Old : 12.1 13.4 19.0 19.6 11.4 12.2 18.0 16.9
Other: 22.0 15.2 33.2 23.3 19.7 11.5 29.5 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 8,738: 1,603 2,003 888 3,834 4,738 6,324 7,629: 2,413 1,109
Old : 8,385: 1,556 1,947 852 3,601 4,539 6,009 7,339: 2,376 1,047
Other: 352: 47 56 35 233 199 315 290: 37 62
: : :
: : Changes in Commitments from: December 6, 2016 :
: 8: -88 -106 -37 31 164 -94 21: 102 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.9 10.2 43.9 54.2 72.4 87.3: 27.6 12.7
Old : 100.0: 18.6 23.2 10.2 42.9 54.1 71.7 87.5: 28.3 12.5
Other: 100.0: 13.4 16.0 10.0 66.1 56.4 89.5 82.4: 10.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 8 8 16 11 32 23:
Old : 37: 14 5 8 16 11 32 22:
Other: 15: 2 4 2 5 7 8 12:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 48.3 44.8 69.2 30.0 48.2 38.5 63.0
Old : 33.2 48.3 44.8 69.8 29.9 48.2 38.8 63.6
Other: 77.7 63.5 89.5 76.4 73.8 58.5 74.5 66.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 880,522: 240,372 68,581 210,886 373,030 476,572 824,288 756,038: 56,234 124,484
Old : 779,142: 228,123 69,943 173,631 328,152 438,518 729,906 682,091: 49,237 97,051
Other: 101,379: 33,147 19,536 16,357 44,878 38,054 94,382 73,947: 6,998 27,432
: : :
: : Changes in Commitments from: December 6, 2016 :
: 13,688: -4,740 662 17,325 5,691 -470 18,277 17,517: -4,589 -3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.8 24.0 42.4 54.1 93.6 85.9: 6.4 14.1
Old : 100.0: 29.3 9.0 22.3 42.1 56.3 93.7 87.5: 6.3 12.5
Other: 100.0: 32.7 19.3 16.1 44.3 37.5 93.1 72.9: 6.9 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 676: 204 164 259 191 244 550 551:
Old : 670: 198 173 242 182 241 528 538:
Other: 360: 87 69 58 77 162 189 269:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 11.5 18.4 19.7 8.3 8.9 14.6 14.4
Old : 11.9 12.8 19.7 21.1 9.0 10.1 16.0 16.4
Other: 18.4 22.0 29.8 31.1 16.4 19.7 25.7 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 437,906: 157,010 26,704 88,054 145,462 295,492 390,526 410,249: 47,380 27,657
Old : 418,007: 155,152 30,067 81,815 136,867 279,863 373,834 391,745: 44,173 26,262
Other: 19,899: 6,544 1,322 1,553 8,595 15,629 16,692 18,504: 3,207 1,395
: : :
: : Changes in Commitments from: December 6, 2016 :
: -29,414: -7,238 5,173 -13,794 -5,452 -21,755 -26,483 -30,376: -2,931 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 6.1 20.1 33.2 67.5 89.2 93.7: 10.8 6.3
Old : 100.0: 37.1 7.2 19.6 32.7 67.0 89.4 93.7: 10.6 6.3
Other: 100.0: 32.9 6.6 7.8 43.2 78.5 83.9 93.0: 16.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 122 64 106 80 81 264 209:
Old : 312: 121 71 104 80 80 262 207:
Other: 81: 24 13 15 28 27 62 45:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 33.5 18.4 43.2 10.7 32.5 17.5 41.8
Old : 11.9 33.7 19.1 43.3 11.2 32.9 18.2 42.1
Other: 27.8 46.9 43.0 63.6 27.8 44.8 43.0 60.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 755,427: 88,896 97,622 96,557 423,199 381,722 608,652 575,900: 146,775 179,527
Old : 755,427: 88,896 97,622 96,557 423,199 381,722 608,652 575,900: 146,775 179,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 43,720: 15,203 -11,730 14,175 18,773 41,075 48,152 43,521: -4,431 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.9 12.8 56.0 50.5 80.6 76.2: 19.4 23.8
Old : 100.0: 11.8 12.9 12.8 56.0 50.5 80.6 76.2: 19.4 23.8
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 : 163: 32 40 41 73 77 127 136:
Old : 163: 32 40 41 73 77 127 136:
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 : 18.2 15.7 29.5 23.6 15.3 12.0 24.1 17.2
Old : 18.2 15.7 29.5 23.6 15.3 12.0 24.1 17.2
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, December 13, 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 : 680,097: 63,580 128,083 1,403 506,063 441,136 571,046 570,622: 109,051 109,475
Old : 680,097: 63,580 128,083 1,403 506,063 441,136 571,046 570,622: 109,051 109,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 18,674: 6,162 3,488 -1,468 15,607 14,106 20,301 16,125: -1,626 2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.8 0.2 74.4 64.9 84.0 83.9: 16.0 16.1
Old : 100.0: 9.3 18.8 0.2 74.4 64.9 84.0 83.9: 16.0 16.1
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 : 103: 15 13 7 55 58 73 75:
Old : 103: 15 13 7 55 58 73 75:
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 : 23.8 34.2 37.4 48.6 20.7 34.2 31.1 48.5
Old : 23.8 34.2 37.4 48.6 20.7 34.2 31.1 48.5
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, December 13, 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 : 5,200: 2,885 326 1,065 777 3,539 4,727 4,930: 473 270
Old : 5,200: 2,885 326 1,065 777 3,539 4,727 4,930: 473 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -357: 43 -339 161 -581 -232 -377 -410: 20 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 6.3 20.5 14.9 68.1 90.9 94.8: 9.1 5.2
Old : 100.0: 55.5 6.3 20.5 14.9 68.1 90.9 94.8: 9.1 5.2
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 : 32: 16 3 3 5 13 22 18:
Old : 32: 16 3 3 5 13 22 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 : 45.9 60.7 71.0 80.3 36.5 44.7 48.3 54.5
Old : 45.9 60.7 71.0 80.3 36.5 44.7 48.3 54.5
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, December 13, 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 : 393,368: 84,446 51,548 73,751 185,065 237,728 343,262 363,028: 50,105 30,340
Old : 360,264: 83,767 49,797 67,375 163,490 215,123 314,632 332,295: 45,632 27,970
Other: 33,103: 2,923 3,995 4,133 21,575 22,605 28,630 30,733: 4,473 2,370
: : :
: : Changes in Commitments from: December 6, 2016 :
: 60: -2,989 4,119 8,405 -3,192 -11,685 2,224 839: -2,164 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 13.1 18.7 47.0 60.4 87.3 92.3: 12.7 7.7
Old : 100.0: 23.3 13.8 18.7 45.4 59.7 87.3 92.2: 12.7 7.8
Other: 100.0: 8.8 12.1 12.5 65.2 68.3 86.5 92.8: 13.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 83 54 104 99 97 239 219:
Old : 276: 86 54 103 99 97 238 218:
Other: 100: 16 19 30 49 26 85 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 : 13.1 32.6 19.7 40.4 11.9 29.0 17.9 35.0
Old : 13.7 33.9 20.8 42.0 13.1 31.7 19.6 37.9
Other: 35.4 31.5 49.4 50.3 33.6 31.2 47.6 48.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 13,203: 1,941 5,469 1,552 7,207 4,130 10,699 11,151: 2,504 2,052
Old : 13,189: 1,946 5,469 1,542 7,199 4,126 10,687 11,137: 2,502 2,052
Other: 14: 4 9 1 8 4 13 14: 1 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 246: 120 -169 486 -114 61 492 377: -246 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 41.4 11.8 54.6 31.3 81.0 84.5: 19.0 15.5
Old : 100.0: 14.8 41.5 11.7 54.6 31.3 81.0 84.4: 19.0 15.6
Other: 100.0: 28.2 67.1 4.7 57.7 28.2 90.6 100.0: 9.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 26 17 25 16 55 53:
Old : 81: 19 26 17 24 16 54 53:
Other: 5: 1 2 1 1 1 3 3:
:----------------------------------------------------------------------------------------------------
: 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 35.9 53.1 50.7 40.5 35.5 50.9 48.9
Old : 40.7 36.0 53.2 50.8 40.6 35.6 50.9 49.0
Other: 90.6 100.0 90.6 100.0 85.9 95.3 85.9 95.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 1,172,322: 193,429 206,097 109,034 769,963 708,598 1,072,426 1,023,729: 99,896 148,593
Old : 1,172,322: 193,429 206,097 109,034 769,963 708,598 1,072,426 1,023,729: 99,896 148,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -19,881: 396 -450 -12,330 -4,953 -5,762 -16,886 -18,542: -2,994 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.6 9.3 65.7 60.4 91.5 87.3: 8.5 12.7
Old : 100.0: 16.5 17.6 9.3 65.7 60.4 91.5 87.3: 8.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 50 42 37 95 107 163 168:
Old : 232: 50 42 37 95 107 163 168:
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 : 19.7 27.8 32.0 38.4 15.3 23.6 24.9 30.3
Old : 19.7 27.8 32.0 38.4 15.3 23.6 24.9 30.3
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, December 13, 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 : 3,803,730: 435,050 752,235 533,708 2,490,436 1,994,183 3,459,193 3,280,125: 344,536 523,604
Old : 3,803,730: 435,050 752,235 533,708 2,490,436 1,994,183 3,459,193 3,280,125: 344,536 523,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 164,289: -34,219 33,651 76,012 109,722 72,309 151,516 181,973: 12,774 -17,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 19.8 14.0 65.5 52.4 90.9 86.2: 9.1 13.8
Old : 100.0: 11.4 19.8 14.0 65.5 52.4 90.9 86.2: 9.1 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 : 397: 71 112 119 171 185 318 340:
Old : 397: 71 112 119 171 185 318 340:
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 : 28.4 12.7 38.0 19.8 26.0 10.5 33.3 14.8
Old : 28.4 12.7 38.0 19.8 26.0 10.5 33.3 14.8
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, December 13, 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 : 297,897: 53,748 33,964 364 179,216 160,291 233,329 194,619: 64,568 103,278
Old : 297,897: 53,748 33,964 364 179,216 160,291 233,329 194,619: 64,568 103,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: -14,152: -381 -26,820 -2,787 -136 13,267 -3,305 -16,340: -10,847 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.4 0.1 60.2 53.8 78.3 65.3: 21.7 34.7
Old : 100.0: 18.0 11.4 0.1 60.2 53.8 78.3 65.3: 21.7 34.7
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 : 54: 7 4 2 32 32 40 37:
Old : 54: 7 4 2 32 32 40 37:
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 : 40.5 27.0 56.8 38.6 40.1 26.3 56.4 37.7
Old : 40.5 27.0 56.8 38.6 40.1 26.3 56.4 37.7
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, December 13, 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 : 3,106,018: 313,450 619,801 200,451 2,355,846 1,918,195 2,869,747 2,738,447: 236,270 367,570
Old : 3,106,018: 313,450 619,801 200,451 2,355,846 1,918,195 2,869,747 2,738,447: 236,270 367,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 61,881: 8,796 15,250 372 62,873 59,099 72,042 74,721: -10,160 -12,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.0 6.5 75.8 61.8 92.4 88.2: 7.6 11.8
Old : 100.0: 10.1 20.0 6.5 75.8 61.8 92.4 88.2: 7.6 11.8
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 : 297: 44 77 66 123 144 209 245:
Old : 297: 44 77 66 123 144 209 245:
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 : 37.9 21.2 48.2 31.2 34.5 20.7 43.7 30.3
Old : 37.9 21.2 48.2 31.2 34.5 20.7 43.7 30.3
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, December 13, 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 : 952,303: 101,157 179,150 126,853 695,405 599,004 923,414 905,007: 28,888 47,296
Old : 952,303: 101,157 179,150 126,853 695,405 599,004 923,414 905,007: 28,888 47,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 64,674: 16,860 35,612 11,124 37,985 17,949 65,969 64,685: -1,295 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 18.8 13.3 73.0 62.9 97.0 95.0: 3.0 5.0
Old : 100.0: 10.6 18.8 13.3 73.0 62.9 97.0 95.0: 3.0 5.0
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 : 124: 27 25 32 56 64 97 108:
Old : 124: 27 25 32 56 64 97 108:
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 : 30.9 24.8 47.5 39.6 17.7 18.5 31.4 27.4
Old : 30.9 24.8 47.5 39.6 17.7 18.5 31.4 27.4
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, December 13, 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 : 86,345: 36,703 7,016 2,579 37,455 64,491 76,736 74,086: 9,609 12,259
Old : 86,345: 36,703 7,016 2,579 37,455 64,491 76,736 74,086: 9,609 12,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 13,901: -6,820 -1,563 1,295 19,327 13,944 13,802 13,676: 100 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.1 3.0 43.4 74.7 88.9 85.8: 11.1 14.2
Old : 100.0: 42.5 8.1 3.0 43.4 74.7 88.9 85.8: 11.1 14.2
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 : 127: 43 23 15 39 42 90 74:
Old : 127: 43 23 15 39 42 90 74:
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 : 23.7 27.7 39.8 44.7 23.2 22.5 33.7 33.6
Old : 23.7 27.7 39.8 44.7 23.2 22.5 33.7 33.6
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, December 13, 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 : 172,690: 73,405 14,032 5,157 74,910 128,982 153,472 148,171: 19,218 24,519
Old : 172,690: 73,405 14,032 5,157 74,910 128,982 153,472 148,171: 19,218 24,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 27,803: -13,640 -3,126 2,589 38,653 27,888 27,603 27,351: 200 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.1 3.0 43.4 74.7 88.9 85.8: 11.1 14.2
Old : 100.0: 42.5 8.1 3.0 43.4 74.7 88.9 85.8: 11.1 14.2
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 : 127: 43 23 15 39 42 90 74:
Old : 127: 43 23 15 39 42 90 74:
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 : 23.7 27.7 39.8 44.7 23.2 22.5 33.7 33.6
Old : 23.7 27.7 39.8 44.7 23.2 22.5 33.7 33.6
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, December 13, 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 : 25,364: 14,623 23,020 1,466 8,321 0 24,410 24,486: 954 878
Old : 25,364: 14,623 23,020 1,466 8,321 0 24,410 24,486: 954 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 2,567: -2,291 643 1,097 2,944 -4 1,750 1,736: 817 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 90.8 5.8 32.8 0.0 96.2 96.5: 3.8 3.5
Old : 100.0: 57.7 90.8 5.8 32.8 0.0 96.2 96.5: 3.8 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 : 33: 18 12 3 3 0 23 13:
Old : 33: 18 12 3 3 0 23 13:
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 : 57.3 76.6 84.0 92.9 57.3 75.5 80.9 88.7
Old : 57.3 76.6 84.0 92.9 57.3 75.5 80.9 88.7
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, December 13, 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 : 35,603: 17,900 6,150 272 17,410 28,916 35,582 35,338: 21 265
Old : 35,603: 17,900 6,150 272 17,410 28,916 35,582 35,338: 21 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 3,355: 1,776 1,306 -20 1,640 2,069 3,396 3,355: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 17.3 0.8 48.9 81.2 99.9 99.3: 0.1 0.7
Old : 100.0: 50.3 17.3 0.8 48.9 81.2 99.9 99.3: 0.1 0.7
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 : 45: 6 13 1 5 23 11 37:
Old : 45: 6 13 1 5 23 11 37:
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 : 89.1 45.5 98.1 68.4 84.4 43.9 89.8 64.0
Old : 89.1 45.5 98.1 68.4 84.4 43.9 89.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 56,836: 49,701 2,065 175 6,938 54,502 56,814 56,742: 22 94
Old : 56,836: 49,701 2,065 175 6,938 54,502 56,814 56,742: 22 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 4,098: 2,504 75 39 1,549 4,000 4,092 4,114: 6 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 3.6 0.3 12.2 95.9 100.0 99.8: 0.0 0.2
Old : 100.0: 87.4 3.6 0.3 12.2 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: 10 7 1 5 16 15 24:
Old : 35: 10 7 1 5 16 15 24:
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 : 93.0 74.5 98.0 90.6 88.2 74.1 92.1 87.4
Old : 93.0 74.5 98.0 90.6 88.2 74.1 92.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016