WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 563,521: 139,134 219,709 164,454 203,803 135,521 507,390 519,684: 56,130 43,836
Old : 430,295: 127,206 202,606 111,463 149,204 85,523 387,872 399,591: 42,423 30,704
Other: 133,226: 41,164 46,340 23,755 54,599 49,998 119,518 120,093: 13,707 13,133
: : :
: : Changes in Commitments from: December 27, 2016 :
: 14,261: 5,287 -3,535 7,270 -1,474 9,458 11,083 13,194: 3,178 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 39.0 29.2 36.2 24.0 90.0 92.2: 10.0 7.8
Old : 100.0: 29.6 47.1 25.9 34.7 19.9 90.1 92.9: 9.9 7.1
Other: 100.0: 30.9 34.8 17.8 41.0 37.5 89.7 90.1: 10.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 155 165 152 118 102 364 338:
Old : 445: 168 144 123 110 84 336 295:
Other: 248: 64 79 61 68 80 166 191:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 8.6 17.8 16.2 7.5 8.0 12.7 15.0
Old : 9.9 10.4 17.3 20.1 6.8 10.1 12.9 19.2
Other: 21.5 16.5 34.3 27.1 20.3 16.3 31.8 24.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 250,139: 87,529 79,754 44,881 94,019 103,616 226,429 228,251: 23,710 21,889
Old : 162,260: 78,114 77,594 18,107 50,228 52,319 146,449 148,020: 15,812 14,240
Other: 87,879: 31,109 23,853 5,080 43,792 51,298 79,980 80,231: 7,898 7,648
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,843: -1,467 -5,067 1,233 -2,566 1,617 -2,800 -2,217: 957 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 31.9 17.9 37.6 41.4 90.5 91.2: 9.5 8.8
Old : 100.0: 48.1 47.8 11.2 31.0 32.2 90.3 91.2: 9.7 8.8
Other: 100.0: 35.4 27.1 5.8 49.8 58.4 91.0 91.3: 9.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 74 65 63 86 81 190 187:
Old : 243: 71 66 45 74 71 161 167:
Other: 158: 42 28 24 59 60 115 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 17.3 25.4 27.1 12.2 17.1 21.7 26.4
Old : 18.0 18.6 29.6 30.2 17.8 18.6 27.2 29.1
Other: 25.1 33.3 38.0 48.0 25.1 31.6 37.9 45.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,525,508: 342,784 320,023 342,819 651,259 652,820 1,336,861 1,315,663: 188,646 209,845
Old : 1,336,397: 321,582 316,239 283,862 568,121 566,165 1,173,565 1,166,266: 162,832 170,131
Other: 189,111: 47,504 30,087 32,655 83,138 86,655 163,297 149,397: 25,814 39,714
: : :
: : Changes in Commitments from: December 27, 2016 :
: 28,116: 11,111 -6,339 20,154 -6,626 17,904 24,640 31,720: 3,476 -3,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.0 22.5 42.7 42.8 87.6 86.2: 12.4 13.8
Old : 100.0: 24.1 23.7 21.2 42.5 42.4 87.8 87.3: 12.2 12.7
Other: 100.0: 25.1 15.9 17.3 44.0 45.8 86.3 79.0: 13.7 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 169 156 201 307 331 583 598:
Old : 722: 171 160 184 302 313 569 567:
Other: 417: 66 67 51 94 245 182 346:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 10.7 16.6 16.7 8.6 9.2 14.4 14.1
Old : 10.7 11.4 17.5 17.7 9.8 10.0 16.3 14.9
Other: 21.9 16.4 33.4 24.2 19.6 12.4 29.6 19.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,180: 1,535 1,832 964 3,436 4,274 5,936 7,070: 2,245 1,110
Old : 7,744: 1,523 1,824 888 3,174 4,038 5,585 6,750: 2,159 994
Other: 436: 18 14 70 262 236 350 320: 86 116
: : :
: : Changes in Commitments from: December 27, 2016 :
: 106: 106 -21 -15 -76 74 15 38: 91 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.4 11.8 42.0 52.2 72.6 86.4: 27.4 13.6
Old : 100.0: 19.7 23.6 11.5 41.0 52.1 72.1 87.2: 27.9 12.8
Other: 100.0: 4.1 3.2 16.2 60.1 54.1 80.4 73.5: 19.6 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 7 9 15 10 32 22:
Old : 38: 13 7 8 15 10 31 22:
Other: 14: 3 2 5 5 7 10 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 : 29.4 47.4 42.3 67.8 21.1 47.4 30.9 58.7
Old : 29.3 47.5 42.4 68.4 20.7 47.4 30.9 59.4
Other: 65.1 58.5 79.1 68.3 58.1 49.3 59.6 52.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 753,646: 198,811 66,155 160,402 344,106 409,063 703,318 635,619: 50,328 118,027
Old : 640,325: 184,784 64,099 123,676 290,713 366,971 599,173 554,746: 41,152 85,579
Other: 113,321: 33,257 21,286 17,496 53,393 42,092 104,145 80,874: 9,176 32,447
: : :
: : Changes in Commitments from: December 27, 2016 :
: -30,217: -5,418 7,495 -578 -16,089 -26,793 -22,085 -19,876: -8,132 -10,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.8 21.3 45.7 54.3 93.3 84.3: 6.7 15.7
Old : 100.0: 28.9 10.0 19.3 45.4 57.3 93.6 86.6: 6.4 13.4
Other: 100.0: 29.3 18.8 15.4 47.1 37.1 91.9 71.4: 8.1 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 201 119 198 180 235 471 484:
Old : 591: 188 131 183 165 228 444 464:
Other: 342: 77 66 57 80 160 182 263:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.3 18.5 20.0 8.8 8.8 15.6 14.3
Old : 11.8 14.1 20.7 22.4 10.3 11.5 18.4 18.3
Other: 21.3 18.3 33.4 27.9 19.8 17.6 31.0 26.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 400,483: 129,487 35,126 87,732 148,636 253,003 365,856 375,860: 34,627 24,622
Old : 375,647: 127,901 38,006 80,209 136,368 234,633 344,479 352,848: 31,169 22,799
Other: 24,836: 6,890 2,423 2,220 12,268 18,370 21,377 23,012: 3,459 1,823
: : :
: : Changes in Commitments from: December 27, 2016 :
: -6,162: -11,706 1,919 6,390 4,300 -14,622 -1,016 -6,313: -5,146 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 8.8 21.9 37.1 63.2 91.4 93.9: 8.6 6.1
Old : 100.0: 34.0 10.1 21.4 36.3 62.5 91.7 93.9: 8.3 6.1
Other: 100.0: 27.7 9.8 8.9 49.4 74.0 86.1 92.7: 13.9 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 103 69 102 85 83 249 210:
Old : 303: 104 75 100 84 83 248 208:
Other: 85: 20 16 18 32 26 63 50:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 29.7 19.5 38.7 11.0 27.5 18.3 35.9
Old : 12.3 29.4 20.1 38.3 11.0 27.4 18.8 35.7
Other: 25.2 47.7 43.1 61.4 25.2 44.9 43.1 58.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 702,119: 79,291 108,156 60,089 427,805 359,310 567,185 527,555: 134,934 174,564
Old : 702,119: 79,291 108,156 60,089 427,805 359,310 567,185 527,555: 134,934 174,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 19,913: -4,955 8,778 2,711 24,170 9,292 21,926 20,782: -2,013 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 15.4 8.6 60.9 51.2 80.8 75.1: 19.2 24.9
Old : 100.0: 11.3 15.4 8.6 60.9 51.2 80.8 75.1: 19.2 24.9
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 : 155: 28 37 38 69 74 118 128:
Old : 155: 28 37 38 69 74 118 128:
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 : 22.5 18.7 33.6 26.7 17.9 13.2 26.4 18.9
Old : 22.5 18.7 33.6 26.7 17.9 13.2 26.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 688,099: 65,426 142,453 1,204 510,166 439,585 576,796 583,242: 111,303 104,857
Old : 688,099: 65,426 142,453 1,204 510,166 439,585 576,796 583,242: 111,303 104,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 482: -7,253 4,477 16 2,260 -6,553 -4,977 -2,060: 5,459 2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.7 0.2 74.1 63.9 83.8 84.8: 16.2 15.2
Old : 100.0: 9.5 20.7 0.2 74.1 63.9 83.8 84.8: 16.2 15.2
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 : 104: 14 15 6 53 56 69 75:
Old : 104: 14 15 6 53 56 69 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 : 24.6 32.5 39.3 46.6 22.5 32.4 33.2 46.4
Old : 24.6 32.5 39.3 46.6 22.5 32.4 33.2 46.4
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,409: 2,568 555 1,287 1,038 3,374 4,893 5,216: 516 193
Old : 5,409: 2,568 555 1,287 1,038 3,374 4,893 5,216: 516 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 248: 12 -82 10 119 277 141 205: 107 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 10.3 23.8 19.2 62.4 90.5 96.4: 9.5 3.6
Old : 100.0: 47.5 10.3 23.8 19.2 62.4 90.5 96.4: 9.5 3.6
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 : 32: 13 3 5 6 15 22 21:
Old : 32: 13 3 5 6 15 22 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 : 49.1 66.1 73.3 83.6 33.2 45.3 45.2 52.3
Old : 49.1 66.1 73.3 83.6 33.2 45.3 45.2 52.3
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 358,540: 85,240 53,856 61,042 169,081 215,086 315,363 329,984: 43,177 28,556
Old : 322,932: 84,045 51,347 55,219 145,440 190,617 284,705 297,183: 38,228 25,749
Other: 35,608: 3,126 4,440 3,891 23,641 24,469 30,658 32,801: 4,950 2,807
: : :
: : Changes in Commitments from: December 27, 2016 :
: -11,054: 400 2,460 -874 -9,192 -12,466 -9,666 -10,880: -1,388 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.0 17.0 47.2 60.0 88.0 92.0: 12.0 8.0
Old : 100.0: 26.0 15.9 17.1 45.0 59.0 88.2 92.0: 11.8 8.0
Other: 100.0: 8.8 12.5 10.9 66.4 68.7 86.1 92.1: 13.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 78 58 85 94 89 219 196:
Old : 267: 81 58 84 94 87 218 193:
Other: 107: 19 20 27 50 30 87 62:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 32.3 21.9 39.4 12.7 28.8 19.1 34.2
Old : 15.4 33.9 22.8 41.0 14.2 31.9 21.2 38.1
Other: 34.8 36.2 48.0 54.2 33.0 36.0 46.2 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,968: 2,133 6,368 330 7,091 3,543 9,555 10,242: 2,414 1,726
Old : 11,950: 2,143 6,368 317 7,083 3,540 9,542 10,225: 2,407 1,725
Other: 18: 3 13 1 8 3 12 17: 6 1
: : :
: : Changes in Commitments from: December 27, 2016 :
: -81: 303 255 61 -52 38 311 354: -392 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 53.2 2.8 59.2 29.6 79.8 85.6: 20.2 14.4
Old : 100.0: 17.9 53.3 2.6 59.3 29.6 79.9 85.6: 20.1 14.4
Other: 100.0: 19.1 72.2 3.2 43.9 19.1 66.2 94.5: 33.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 28 7 23 10 44 43:
Old : 74: 19 28 7 23 10 44 43:
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 : 44.8 37.7 57.3 52.8 44.7 37.3 57.2 52.3
Old : 44.9 37.7 57.4 52.9 44.8 37.5 57.4 52.5
Other: 66.2 94.5 66.2 94.5 63.0 91.3 63.0 91.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,147,407: 192,058 241,841 76,592 769,097 675,682 1,037,746 994,114: 109,660 153,293
Old : 1,147,407: 192,058 241,841 76,592 769,097 675,682 1,037,746 994,114: 109,660 153,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 5,244: -5,816 11,039 4,607 -4,838 -4,129 -6,047 11,517: 11,291 -6,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.1 6.7 67.0 58.9 90.4 86.6: 9.6 13.4
Old : 100.0: 16.7 21.1 6.7 67.0 58.9 90.4 86.6: 9.6 13.4
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 : 242: 54 48 35 96 99 166 166:
Old : 242: 54 48 35 96 99 166 166:
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 : 20.1 29.3 32.0 40.6 14.5 24.8 25.4 32.2
Old : 20.1 29.3 32.0 40.6 14.5 24.8 25.4 32.2
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,609,396: 462,666 816,235 348,636 2,468,135 1,908,239 3,279,438 3,073,110: 329,958 536,286
Old : 3,609,396: 462,666 816,235 348,636 2,468,135 1,908,239 3,279,438 3,073,110: 329,958 536,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 47,376: 23,959 16,010 760 26,267 37,536 50,985 54,306: -3,609 -6,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.6 9.7 68.4 52.9 90.9 85.1: 9.1 14.9
Old : 100.0: 12.8 22.6 9.7 68.4 52.9 90.9 85.1: 9.1 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 : 376: 65 102 97 162 176 283 319:
Old : 376: 65 102 97 162 176 283 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 14.0 43.8 21.5 32.4 12.0 39.5 16.6
Old : 34.8 14.0 43.8 21.5 32.4 12.0 39.5 16.6
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,745: 46,357 27,551 4,509 175,008 160,270 225,874 192,330: 66,871 100,415
Old : 292,745: 46,357 27,551 4,509 175,008 160,270 225,874 192,330: 66,871 100,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,505: -4,881 -542 -116 12,165 5,501 7,168 4,843: -3,663 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.4 1.5 59.8 54.7 77.2 65.7: 22.8 34.3
Old : 100.0: 15.8 9.4 1.5 59.8 54.7 77.2 65.7: 22.8 34.3
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 : 52: 7 4 2 31 32 38 38:
Old : 52: 7 4 2 31 32 38 38:
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 : 42.7 27.9 54.5 38.9 42.3 27.4 54.1 37.4
Old : 42.7 27.9 54.5 38.9 42.3 27.4 54.1 37.4
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,136,047: 245,088 633,744 171,277 2,487,612 1,943,702 2,903,977 2,748,723: 232,070 387,324
Old : 3,136,047: 245,088 633,744 171,277 2,487,612 1,943,702 2,903,977 2,748,723: 232,070 387,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 6,196: -80,128 -14,344 7,222 77,909 2,212 5,003 -4,910: 1,192 11,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.2 5.5 79.3 62.0 92.6 87.6: 7.4 12.4
Old : 100.0: 7.8 20.2 5.5 79.3 62.0 92.6 87.6: 7.4 12.4
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 : 302: 40 74 56 119 160 193 256:
Old : 302: 40 74 56 119 160 193 256:
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 : 41.4 21.5 53.4 31.1 38.1 21.3 48.8 30.5
Old : 41.4 21.5 53.4 31.1 38.1 21.3 48.8 30.5
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 882,460: 63,833 173,314 96,062 696,438 566,118 856,333 835,494: 26,127 46,966
Old : 882,460: 63,833 173,314 96,062 696,438 566,118 856,333 835,494: 26,127 46,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -98,153: -13,731 18,258 -15,383 -71,655 -96,997 -100,770 -94,122: 2,616 -4,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 19.6 10.9 78.9 64.2 97.0 94.7: 3.0 5.3
Old : 100.0: 7.2 19.6 10.9 78.9 64.2 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 : 116: 15 36 30 49 57 85 103:
Old : 116: 15 36 30 49 57 85 103:
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 : 32.5 25.1 50.6 37.3 22.0 13.0 33.7 19.8
Old : 32.5 25.1 50.6 37.3 22.0 13.0 33.7 19.8
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,830: 41,830 6,209 1,335 17,642 54,255 60,807 61,799: 10,023 9,031
Old : 70,830: 41,830 6,209 1,335 17,642 54,255 60,807 61,799: 10,023 9,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,846: 4,675 -461 -317 537 6,124 4,896 5,346: -49 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 8.8 1.9 24.9 76.6 85.8 87.2: 14.2 12.8
Old : 100.0: 59.1 8.8 1.9 24.9 76.6 85.8 87.2: 14.2 12.8
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 : 124: 51 15 9 33 36 88 56:
Old : 124: 51 15 9 33 36 88 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 37.6 41.6 56.4 27.2 37.6 41.4 53.6
Old : 27.4 37.6 41.6 56.4 27.2 37.6 41.4 53.6
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,659: 83,660 12,417 2,670 35,284 108,510 121,614 123,597: 20,045 18,062
Old : 141,659: 83,660 12,417 2,670 35,284 108,510 121,614 123,597: 20,045 18,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 9,693: 9,351 -923 -634 1,075 12,249 9,791 10,692: -99 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 8.8 1.9 24.9 76.6 85.8 87.2: 14.2 12.8
Old : 100.0: 59.1 8.8 1.9 24.9 76.6 85.8 87.2: 14.2 12.8
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 : 124: 51 15 9 33 36 88 56:
Old : 124: 51 15 9 33 36 88 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 37.6 41.6 56.4 27.2 37.6 41.4 53.6
Old : 27.4 37.6 41.6 56.4 27.2 37.6 41.4 53.6
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 23,656: 15,089 23,283 369 8,106 0 23,564 23,652: 92 4
Old : 23,656: 15,089 23,283 369 8,106 0 23,564 23,652: 92 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 500: 731 509 0 -239 0 492 509: 8 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 98.4 1.6 34.3 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 63.8 98.4 1.6 34.3 0.0 99.6 100.0: 0.4 0.0
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 : 35: 21 11 1 3 0 25 11:
Old : 35: 21 11 1 3 0 25 11:
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 : 57.1 93.8 83.2 99.2 57.1 92.3 83.2 97.7
Old : 57.1 93.8 83.2 99.2 57.1 92.3 83.2 97.7
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,103: 21,324 6,633 289 9,480 23,936 31,093 30,858: 10 245
Old : 31,103: 21,324 6,633 289 9,480 23,936 31,093 30,858: 10 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -311: 703 -61 -144 -870 -123 -311 -328: 0 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 21.3 0.9 30.5 77.0 100.0 99.2: 0.0 0.8
Old : 100.0: 68.6 21.3 0.9 30.5 77.0 100.0 99.2: 0.0 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: 6 15 1 5 21 11 37:
Old : 46: 6 15 1 5 21 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 : 91.1 45.2 98.4 66.4 91.1 45.2 97.5 66.4
Old : 91.1 45.2 98.4 66.4 91.1 45.2 97.5 66.4
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, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,570: 27,744 2,877 175 6,644 31,388 34,563 34,440: 7 130
Old : 34,570: 27,744 2,877 175 6,644 31,388 34,563 34,440: 7 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 6,131: 6,157 -103 0 0 6,212 6,157 6,109: -26 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 8.3 0.5 19.2 90.8 100.0 99.6: 0.0 0.4
Old : 100.0: 80.3 8.3 0.5 19.2 90.8 100.0 99.6: 0.0 0.4
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 : 34: 9 8 1 3 15 12 24:
Old : 34: 9 8 1 3 15 12 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 : 91.3 64.1 98.9 84.2 91.3 64.1 97.2 84.2
Old : 91.3 64.1 98.9 84.2 91.3 64.1 97.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017