WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 603,848: 146,282 199,159 185,646 222,506 174,098 554,434 558,903: 49,414 44,944
Old : 433,240: 126,453 188,920 113,837 158,693 102,053 398,983 404,811: 34,257 28,430
Other: 170,607: 57,071 47,480 34,567 63,813 72,045 155,451 154,093: 15,156 16,515
: : :
: : Changes in Commitments from: January 17, 2017 :
: -9,385: -6,879 -4,534 996 -2,119 -5,841 -8,002 -9,380: -1,383 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.0 30.7 36.8 28.8 91.8 92.6: 8.2 7.4
Old : 100.0: 29.2 43.6 26.3 36.6 23.6 92.1 93.4: 7.9 6.6
Other: 100.0: 33.5 27.8 20.3 37.4 42.2 91.1 90.3: 8.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 153 165 172 108 112 377 356:
Old : 450: 170 142 131 101 103 339 312:
Other: 268: 63 93 72 66 85 175 209:
:----------------------------------------------------------------------------------------------------
: 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 8.8 19.6 15.8 8.0 7.0 13.9 12.2
Old : 11.1 11.7 19.4 20.6 8.3 9.8 14.6 16.7
Other: 20.7 12.6 33.5 21.2 18.9 12.0 31.0 19.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 241,812: 84,606 50,602 44,885 89,320 122,690 218,811 218,176: 23,001 23,636
Old : 145,697: 71,628 52,899 14,960 44,868 63,894 131,457 131,753: 14,239 13,944
Other: 96,115: 36,467 21,192 6,435 44,451 58,796 87,353 86,423: 8,762 9,692
: : :
: : Changes in Commitments from: January 17, 2017 :
: -3,641: -346 -2,170 -653 -2,641 -1,168 -3,639 -3,991: -2 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.9 18.6 36.9 50.7 90.5 90.2: 9.5 9.8
Old : 100.0: 49.2 36.3 10.3 30.8 43.9 90.2 90.4: 9.8 9.6
Other: 100.0: 37.9 22.0 6.7 46.2 61.2 90.9 89.9: 9.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 80 51 73 79 85 197 184:
Old : 229: 73 53 50 70 74 163 160:
Other: 171: 49 34 22 57 68 122 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 17.7 26.5 25.6 13.0 17.4 21.7 24.7
Old : 20.6 18.6 31.6 28.6 19.7 18.4 28.7 27.6
Other: 23.1 33.6 34.1 47.6 23.1 33.4 34.1 45.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,682,765: 402,690 268,304 412,062 681,138 768,332 1,495,890 1,448,698: 186,875 234,067
Old : 1,444,988: 386,416 286,121 315,814 585,666 661,422 1,287,896 1,263,357: 157,092 181,632
Other: 237,777: 73,139 39,049 39,382 95,473 106,911 207,994 185,342: 29,783 52,435
: : :
: : Changes in Commitments from: January 17, 2017 :
: 33,494: 27,518 -27,603 13,475 -5,181 35,295 35,813 21,168: -2,318 12,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.9 24.5 40.5 45.7 88.9 86.1: 11.1 13.9
Old : 100.0: 26.7 19.8 21.9 40.5 45.8 89.1 87.4: 10.9 12.6
Other: 100.0: 30.8 16.4 16.6 40.2 45.0 87.5 77.9: 12.5 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 199 158 225 306 335 635 620:
Old : 764: 204 173 204 301 320 617 592:
Other: 471: 88 80 61 110 263 229 377:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 11.7 16.6 17.8 8.9 9.6 14.5 14.0
Old : 11.4 13.0 18.1 19.2 10.3 11.0 16.7 15.9
Other: 21.0 13.8 30.8 21.6 18.5 10.0 25.8 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 9,643: 1,899 1,670 1,391 3,473 5,212 6,763 8,273: 2,880 1,370
Old : 8,853: 1,803 1,737 1,185 3,088 4,723 6,077 7,646: 2,775 1,207
Other: 790: 198 34 104 384 489 686 627: 104 163
: : :
: : Changes in Commitments from: January 17, 2017 :
: 307: 333 -220 78 -256 230 156 88: 150 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.3 14.4 36.0 54.0 70.1 85.8: 29.9 14.2
Old : 100.0: 20.4 19.6 13.4 34.9 53.4 68.6 86.4: 31.4 13.6
Other: 100.0: 25.0 4.3 13.2 48.6 61.8 86.8 79.3: 13.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 9 9 13 11 33 22:
Old : 39: 13 9 8 13 10 32 21:
Other: 21: 5 5 6 6 9 15 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 44.7 38.2 64.0 19.4 41.7 26.9 52.2
Old : 25.2 45.0 38.0 65.2 18.9 41.7 27.0 54.0
Other: 60.2 53.5 78.8 68.8 59.2 52.8 70.0 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 888,526: 268,821 67,963 205,945 358,065 483,217 832,831 757,126: 55,695 131,400
Old : 733,207: 245,060 72,090 155,885 287,783 419,546 688,728 647,521: 44,479 85,686
Other: 155,319: 48,774 20,887 25,046 70,282 63,671 144,103 109,604: 11,216 45,715
: : :
: : Changes in Commitments from: January 17, 2017 :
: 56,178: 32,610 -809 17,957 2,509 34,975 53,076 52,122: 3,102 4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.6 23.2 40.3 54.4 93.7 85.2: 6.3 14.8
Old : 100.0: 33.4 9.8 21.3 39.2 57.2 93.9 88.3: 6.1 11.7
Other: 100.0: 31.4 13.4 16.1 45.3 41.0 92.8 70.6: 7.2 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 690: 218 159 223 191 268 518 561:
Old : 666: 195 169 204 168 261 474 535:
Other: 416: 95 85 77 97 196 223 332:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 12.3 16.7 19.4 7.9 9.9 14.0 14.7
Old : 10.7 14.5 19.0 22.1 9.4 12.9 16.7 18.9
Other: 17.4 14.0 27.2 21.8 16.0 12.5 23.6 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 441,762: 144,110 26,151 101,603 159,066 293,513 404,778 421,267: 36,983 20,494
Old : 406,142: 141,219 30,737 89,621 142,837 267,308 373,678 387,667: 32,464 18,476
Other: 35,619: 10,556 3,080 4,315 16,228 26,205 31,100 33,601: 4,519 2,019
: : :
: : Changes in Commitments from: January 17, 2017 :
: 15,022: 2,719 -3,024 11,442 1,795 7,610 15,956 16,029: -934 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 5.9 23.0 36.0 66.4 91.6 95.4: 8.4 4.6
Old : 100.0: 34.8 7.6 22.1 35.2 65.8 92.0 95.5: 8.0 4.5
Other: 100.0: 29.6 8.6 12.1 45.6 73.6 87.3 94.3: 12.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 120 60 109 86 91 265 222:
Old : 318: 124 63 105 85 90 261 219:
Other: 103: 32 15 24 34 28 78 58:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 33.4 19.1 40.3 10.7 31.2 17.3 37.1
Old : 12.2 33.3 19.6 40.7 10.4 31.3 17.6 37.7
Other: 24.1 40.9 37.8 56.1 24.1 39.5 37.8 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 771,347: 85,210 108,993 97,549 448,862 387,340 631,621 593,882: 139,726 177,465
Old : 771,347: 85,210 108,993 97,549 448,862 387,340 631,621 593,882: 139,726 177,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,965: -509 1,648 8,691 -2,405 6,310 5,777 16,648: -812 -11,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.1 12.6 58.2 50.2 81.9 77.0: 18.1 23.0
Old : 100.0: 11.0 14.1 12.6 58.2 50.2 81.9 77.0: 18.1 23.0
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 : 165: 33 35 43 74 76 128 133:
Old : 165: 33 35 43 74 76 128 133:
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 : 21.0 17.6 31.0 26.9 16.2 12.5 23.9 18.1
Old : 21.0 17.6 31.0 26.9 16.2 12.5 23.9 18.1
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 24, 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 : 696,732: 56,508 132,292 2,510 523,567 456,013 582,586 590,815: 114,146 105,917
Old : 696,732: 56,508 132,292 2,510 523,567 456,013 582,586 590,815: 114,146 105,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,325: -4,390 -2,308 793 11,273 10,097 7,677 8,582: -3,352 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 19.0 0.4 75.1 65.5 83.6 84.8: 16.4 15.2
Old : 100.0: 8.1 19.0 0.4 75.1 65.5 83.6 84.8: 16.4 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 : 100: 13 14 9 55 52 73 70:
Old : 100: 13 14 9 55 52 73 70:
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 : 24.4 33.3 39.3 47.5 22.3 33.3 34.5 46.9
Old : 24.4 33.3 39.3 47.5 22.3 33.3 34.5 46.9
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 24, 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 : 6,044: 2,646 536 1,119 1,845 4,191 5,610 5,846: 434 198
Old : 6,044: 2,646 536 1,119 1,845 4,191 5,610 5,846: 434 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 205: -119 48 -53 448 276 276 271: -71 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 8.9 18.5 30.5 69.3 92.8 96.7: 7.2 3.3
Old : 100.0: 43.8 8.9 18.5 30.5 69.3 92.8 96.7: 7.2 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 : 36: 13 3 6 10 18 27 25:
Old : 36: 13 3 6 10 18 27 25:
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 : 46.4 55.7 69.2 74.1 33.8 37.7 44.5 47.2
Old : 46.4 55.7 69.2 74.1 33.8 37.7 44.5 47.2
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 24, 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 : 419,352: 118,915 25,886 78,386 171,420 287,466 368,722 391,739: 50,630 27,613
Old : 372,058: 117,029 24,958 69,026 141,668 254,222 327,723 348,205: 44,335 23,853
Other: 47,294: 4,635 3,678 6,612 29,752 33,245 40,999 43,534: 6,295 3,760
: : :
: : Changes in Commitments from: January 17, 2017 :
: 26,307: 14,714 -6,145 10,101 1,212 21,192 26,027 25,147: 280 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 6.2 18.7 40.9 68.6 87.9 93.4: 12.1 6.6
Old : 100.0: 31.5 6.7 18.6 38.1 68.3 88.1 93.6: 11.9 6.4
Other: 100.0: 9.8 7.8 14.0 62.9 70.3 86.7 92.1: 13.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 100 52 92 98 97 248 198:
Old : 277: 100 50 90 96 95 243 194:
Other: 128: 28 18 29 65 35 110 67:
:----------------------------------------------------------------------------------------------------
: 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 35.2 18.2 42.7 10.6 32.8 16.1 38.8
Old : 12.5 36.5 19.1 43.9 11.6 35.3 17.7 41.8
Other: 26.2 36.3 41.0 50.6 25.0 35.7 37.8 49.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 11,664: 2,026 5,569 476 6,531 3,672 9,033 9,717: 2,632 1,948
Old : 11,625: 2,031 5,569 447 6,523 3,662 9,000 9,678: 2,625 1,947
Other: 40: 24 28 1 8 10 32 39: 7 1
: : :
: : Changes in Commitments from: January 17, 2017 :
: -242: 58 -74 -22 -507 -224 -471 -321: 229 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 47.7 4.1 56.0 31.5 77.4 83.3: 22.6 16.7
Old : 100.0: 17.5 47.9 3.8 56.1 31.5 77.4 83.3: 22.6 16.7
Other: 100.0: 59.6 71.2 1.7 20.2 24.6 81.5 97.5: 18.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 21 8 21 10 42 36:
Old : 64: 18 21 8 21 10 42 36:
Other: 6: 1 3 1 1 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 37.9 55.5 56.1 42.9 37.7 55.0 55.6
Old : 43.2 38.0 55.7 56.3 43.1 37.9 55.3 55.8
Other: 81.5 97.5 81.5 97.5 79.9 95.8 79.9 95.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,264,363: 257,461 258,451 69,923 829,000 778,872 1,156,384 1,107,246: 107,978 157,117
Old : 1,264,363: 257,461 258,451 69,923 829,000 778,872 1,156,384 1,107,246: 107,978 157,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 81,342: 16,615 23,964 1,780 59,868 59,535 78,263 85,279: 3,078 -3,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.4 5.5 65.6 61.6 91.5 87.6: 8.5 12.4
Old : 100.0: 20.4 20.4 5.5 65.6 61.6 91.5 87.6: 8.5 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 : 256: 56 47 39 105 106 178 175:
Old : 256: 56 47 39 105 106 178 175:
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 : 18.8 25.6 31.2 38.0 14.4 21.2 25.9 30.4
Old : 18.8 25.6 31.2 38.0 14.4 21.2 25.9 30.4
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 24, 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 : 3,827,971: 531,694 814,793 495,868 2,458,958 1,982,882 3,486,519 3,293,543: 341,452 534,428
Old : 3,827,971: 531,694 814,793 495,868 2,458,958 1,982,882 3,486,519 3,293,543: 341,452 534,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 72,081: 78,826 15,742 45,236 -69,385 24,805 54,676 85,782: 17,404 -13,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.3 13.0 64.2 51.8 91.1 86.0: 8.9 14.0
Old : 100.0: 13.9 21.3 13.0 64.2 51.8 91.1 86.0: 8.9 14.0
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 : 395: 62 115 112 173 184 309 337:
Old : 395: 62 115 112 173 184 309 337:
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 : 32.2 14.3 40.4 22.8 29.5 12.0 36.2 18.7
Old : 32.2 14.3 40.4 22.8 29.5 12.0 36.2 18.7
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, January 24, 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 : 309,511: 35,302 43,472 377 202,452 173,208 238,131 217,057: 71,380 92,454
Old : 309,511: 35,302 43,472 377 202,452 173,208 238,131 217,057: 71,380 92,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 11,116: -1,582 7,299 -2,285 9,397 18,615 5,530 23,629: 5,587 -12,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.0 0.1 65.4 56.0 76.9 70.1: 23.1 29.9
Old : 100.0: 11.4 14.0 0.1 65.4 56.0 76.9 70.1: 23.1 29.9
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 : 56: 5 4 2 39 34 45 39:
Old : 56: 5 4 2 39 34 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 30.6 52.0 41.8 40.4 30.1 51.4 40.5
Old : 40.7 30.6 52.0 41.8 40.4 30.1 51.4 40.5
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 24, 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 : 3,319,765: 303,310 588,196 281,685 2,497,563 2,070,806 3,082,558 2,940,688: 237,207 379,077
Old : 3,319,765: 303,310 588,196 281,685 2,497,563 2,070,806 3,082,558 2,940,688: 237,207 379,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 114,340: 39,540 -26,145 67,062 19,661 68,345 126,264 109,263: -11,924 5,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.7 8.5 75.2 62.4 92.9 88.6: 7.1 11.4
Old : 100.0: 9.1 17.7 8.5 75.2 62.4 92.9 88.6: 7.1 11.4
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 : 314: 47 73 67 139 161 229 258:
Old : 314: 47 73 67 139 161 229 258:
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 20.7 49.5 28.8 35.4 20.3 46.0 28.0
Old : 37.9 20.7 49.5 28.8 35.4 20.3 46.0 28.0
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 24, 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 : 1,119,295: 148,224 232,990 207,789 733,291 632,087 1,089,305 1,072,867: 29,990 46,429
Old : 1,119,295: 148,224 232,990 207,789 733,291 632,087 1,089,305 1,072,867: 29,990 46,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 149,473: 52,929 11,716 78,101 15,927 60,884 146,957 150,701: 2,516 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.8 18.6 65.5 56.5 97.3 95.9: 2.7 4.1
Old : 100.0: 13.2 20.8 18.6 65.5 56.5 97.3 95.9: 2.7 4.1
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 : 137: 25 39 38 55 66 101 123:
Old : 137: 25 39 38 55 66 101 123:
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 : 29.8 22.7 48.9 36.7 19.9 11.9 31.5 18.9
Old : 29.8 22.7 48.9 36.7 19.9 11.9 31.5 18.9
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 24, 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 : 68,269: 41,077 9,173 1,331 15,484 48,476 57,892 58,980: 10,376 9,289
Old : 68,269: 41,077 9,173 1,331 15,484 48,476 57,892 58,980: 10,376 9,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,713: 3,705 4,329 -706 -1,831 -1,400 1,167 2,223: 546 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 13.4 1.9 22.7 71.0 84.8 86.4: 15.2 13.6
Old : 100.0: 60.2 13.4 1.9 22.7 71.0 84.8 86.4: 15.2 13.6
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 : 125: 48 22 12 29 35 82 64:
Old : 125: 48 22 12 29 35 82 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 : 26.9 36.8 40.0 54.5 26.4 36.8 39.2 54.4
Old : 26.9 36.8 40.0 54.5 26.4 36.8 39.2 54.4
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 24, 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 : 136,537: 82,155 18,346 2,661 30,969 96,952 115,785 117,959: 20,752 18,578
Old : 136,537: 82,155 18,346 2,661 30,969 96,952 115,785 117,959: 20,752 18,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 3,426: 7,410 8,659 -1,413 -3,662 -2,800 2,335 4,447: 1,091 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 13.4 1.9 22.7 71.0 84.8 86.4: 15.2 13.6
Old : 100.0: 60.2 13.4 1.9 22.7 71.0 84.8 86.4: 15.2 13.6
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 : 125: 48 22 12 29 35 82 64:
Old : 125: 48 22 12 29 35 82 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 : 26.9 36.8 40.0 54.5 26.4 36.8 39.2 54.4
Old : 26.9 36.8 40.0 54.5 26.4 36.8 39.2 54.4
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 24, 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 : 34,711: 26,177 34,338 369 8,043 0 34,589 34,707: 122 4
Old : 34,711: 26,177 34,338 369 8,043 0 34,589 34,707: 122 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,168: 1,175 1,168 0 0 0 1,175 1,168: -7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 98.9 1.1 23.2 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 75.4 98.9 1.1 23.2 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 : 39: 28 8 1 3 0 32 8:
Old : 39: 28 8 1 3 0 32 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 91.7 82.4 100.0 47.8 91.7 82.4 98.9
Old : 47.8 91.7 82.4 100.0 47.8 91.7 82.4 98.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 32,285: 21,725 7,515 329 10,194 24,238 32,248 32,082: 37 203
Old : 32,285: 21,725 7,515 329 10,194 24,238 32,248 32,082: 37 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 310: -715 874 160 902 -708 347 326: -37 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 23.3 1.0 31.6 75.1 99.9 99.4: 0.1 0.6
Old : 100.0: 67.3 23.3 1.0 31.6 75.1 99.9 99.4: 0.1 0.6
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 : 47: 6 15 1 5 22 11 38:
Old : 47: 6 15 1 5 22 11 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 : 89.7 41.0 98.3 60.3 89.7 41.0 97.5 60.3
Old : 89.7 41.0 98.3 60.3 89.7 41.0 97.5 60.3
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 24, 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 : 37,708: 30,870 2,795 175 6,648 34,594 37,693 37,564: 15 144
Old : 37,708: 30,870 2,795 175 6,648 34,594 37,693 37,564: 15 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 151: 163 -308 0 0 481 163 173: -12 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 7.4 0.5 17.6 91.7 100.0 99.6: 0.0 0.4
Old : 100.0: 81.9 7.4 0.5 17.6 91.7 100.0 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 : 36: 12 7 1 3 15 15 23:
Old : 36: 12 7 1 3 15 15 23:
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 : 91.4 59.2 98.2 85.9 91.4 59.2 96.6 85.9
Old : 91.4 59.2 98.2 85.9 91.4 59.2 96.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017