WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 477,653: 152,656 210,914 93,593 186,470 131,524 432,719 436,031: 44,934 41,622
Old : 331,259: 136,035 204,924 35,031 129,330 65,307 300,396 305,262: 30,863 25,997
Other: 146,394: 57,986 47,355 17,197 57,140 66,217 132,323 130,769: 14,071 15,625
: : :
: : Changes in Commitments from: January 17, 2017 :
: -3,344: -5,175 1,374 927 1,969 -6,088 -2,279 -3,787: -1,065 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 44.2 19.6 39.0 27.5 90.6 91.3: 9.4 8.7
Old : 100.0: 41.1 61.9 10.6 39.0 19.7 90.7 92.2: 9.3 7.8
Other: 100.0: 39.6 32.3 11.7 39.0 45.2 90.4 89.3: 9.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 141 146 130 98 104 329 314:
Old : 417: 157 127 79 91 84 290 252:
Other: 251: 58 83 49 54 84 142 191:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 10.5 20.5 18.0 11.4 9.8 18.6 16.1
Old : 12.4 15.0 22.1 25.4 11.9 14.1 20.6 23.5
Other: 23.9 14.6 38.6 24.1 22.8 13.9 37.3 22.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, 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 : 227,668: 87,828 50,603 34,757 84,014 119,615 206,599 204,975: 21,069 22,693
Old : 136,300: 73,636 52,941 8,561 41,039 61,338 123,236 122,840: 13,064 13,460
Other: 91,368: 37,246 20,716 3,142 42,975 58,277 83,363 82,135: 8,005 9,233
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,980: 263 -1,941 -2,151 -3,540 -1,285 -5,428 -5,377: 448 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 22.2 15.3 36.9 52.5 90.7 90.0: 9.3 10.0
Old : 100.0: 54.0 38.8 6.3 30.1 45.0 90.4 90.1: 9.6 9.9
Other: 100.0: 40.8 22.7 3.4 47.0 63.8 91.2 89.9: 8.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 79 50 64 69 81 181 175:
Old : 226: 71 53 38 56 69 142 148:
Other: 168: 54 27 14 47 67 108 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 18.7 27.9 27.0 13.8 18.6 23.4 26.2
Old : 21.6 19.8 33.2 30.6 21.1 19.7 31.1 29.5
Other: 24.3 35.1 35.9 49.8 24.3 35.0 35.9 47.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,351,289: 415,481 308,744 194,521 600,569 656,582 1,210,571 1,159,847: 140,718 191,442
Old : 1,178,084: 402,840 326,332 134,678 519,649 565,361 1,057,167 1,026,371: 120,917 151,713
Other: 173,205: 67,955 37,726 4,529 80,920 91,221 153,404 133,476: 19,801 39,729
: : :
: : Changes in Commitments from: January 17, 2017 :
: 29,428: 26,542 -13,394 -2 4,119 32,866 30,659 19,470: -1,231 9,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 22.8 14.4 44.4 48.6 89.6 85.8: 10.4 14.2
Old : 100.0: 34.2 27.7 11.4 44.1 48.0 89.7 87.1: 10.3 12.9
Other: 100.0: 39.2 21.8 2.6 46.7 52.7 88.6 77.1: 11.4 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 169 149 179 240 318 522 572:
Old : 724: 171 174 153 234 297 500 536:
Other: 448: 75 76 27 80 254 172 345:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.3 19.3 19.0 11.7 11.4 18.6 17.0
Old : 13.4 13.6 21.5 20.9 13.4 13.0 21.2 19.1
Other: 24.0 14.4 34.7 23.3 23.4 13.3 33.5 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 7,901: 2,186 1,824 210 2,714 4,561 5,110 6,595: 2,791 1,306
Old : 7,312: 2,149 1,944 74 2,395 4,134 4,618 6,152: 2,694 1,160
Other: 589: 173 16 0 319 427 492 443: 97 146
: : :
: : Changes in Commitments from: January 17, 2017 :
: 256: 302 -211 11 -214 241 99 41: 157 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.1 2.7 34.4 57.7 64.7 83.5: 35.3 16.5
Old : 100.0: 29.4 26.6 1.0 32.8 56.5 63.2 84.1: 36.8 15.9
Other: 100.0: 29.4 2.7 0.0 54.2 72.5 83.5 75.2: 16.5 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 6 6 13 11 32 20:
Old : 39: 16 6 2 12 9 29 16:
Other: 18: 6 2 0 5 8 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 53.8 38.8 74.9 24.9 50.4 34.5 68.2
Old : 25.1 54.5 38.5 76.3 24.3 50.7 34.5 70.4
Other: 71.0 67.4 80.1 73.7 70.5 67.4 79.5 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, 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 : 728,991: 275,598 94,587 81,783 323,578 438,594 680,959 614,964: 48,032 114,027
Old : 609,007: 255,826 94,426 51,079 262,882 386,371 569,787 531,876: 39,220 77,131
Other: 119,984: 44,357 24,746 6,119 60,696 52,223 111,172 83,088: 8,812 36,896
: : :
: : Changes in Commitments from: January 17, 2017 :
: 46,309: 33,011 6,765 7,618 1,870 28,519 42,499 42,902: 3,810 3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 13.0 11.2 44.4 60.2 93.4 84.4: 6.6 15.6
Old : 100.0: 42.0 15.5 8.4 43.2 63.4 93.6 87.3: 6.4 12.7
Other: 100.0: 37.0 20.6 5.1 50.6 43.5 92.7 69.2: 7.3 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 187 150 159 155 256 427 505:
Old : 629: 176 152 130 133 250 376 481:
Other: 394: 72 90 43 80 189 176 303:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 14.4 19.5 22.6 10.4 12.4 17.9 18.3
Old : 12.4 16.8 22.2 25.9 12.1 16.1 21.0 23.3
Other: 21.3 15.9 31.4 24.0 20.5 15.9 29.8 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 408,582: 149,402 24,860 78,513 144,915 285,460 372,830 388,833: 35,752 19,749
Old : 373,865: 146,468 29,444 66,917 129,204 259,761 342,589 356,122: 31,276 17,743
Other: 34,717: 10,568 3,050 3,962 15,711 25,699 30,241 32,711: 4,476 2,006
: : :
: : Changes in Commitments from: January 17, 2017 :
: 14,895: 3,326 -3,030 10,951 1,471 7,895 15,748 15,816: -853 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.1 19.2 35.5 69.9 91.2 95.2: 8.8 4.8
Old : 100.0: 39.2 7.9 17.9 34.6 69.5 91.6 95.3: 8.4 4.7
Other: 100.0: 30.4 8.8 11.4 45.3 74.0 87.1 94.2: 12.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 122 52 101 77 85 249 210:
Old : 309: 128 54 96 75 83 244 205:
Other: 100: 29 17 15 31 27 69 53:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 35.4 20.4 42.8 11.2 34.0 18.4 40.8
Old : 12.9 35.4 21.0 43.5 11.0 34.2 18.8 41.7
Other: 24.8 41.8 38.8 57.3 24.8 41.1 38.7 55.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 614,355: 85,865 119,583 9,203 393,981 322,619 489,049 451,405: 125,306 162,950
Old : 614,355: 85,865 119,583 9,203 393,981 322,619 489,049 451,405: 125,306 162,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -1,463: -4,924 6,059 -257 5,651 397 470 6,199: -1,933 -7,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.5 1.5 64.1 52.5 79.6 73.5: 20.4 26.5
Old : 100.0: 14.0 19.5 1.5 64.1 52.5 79.6 73.5: 20.4 26.5
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 : 155: 29 34 21 65 63 101 111:
Old : 155: 29 34 21 65 63 101 111:
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 : 25.0 20.5 37.6 30.4 20.6 15.7 30.3 23.0
Old : 25.0 20.5 37.6 30.4 20.6 15.7 30.3 23.0
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 - Futures Only, 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 : 696,286: 56,508 132,288 2,510 523,501 456,000 582,519 590,798: 113,767 105,488
Old : 696,286: 56,508 132,288 2,510 523,501 456,000 582,519 590,798: 113,767 105,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,345: -4,390 -2,267 793 11,207 10,084 7,610 8,610: -3,265 -4,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 19.0 0.4 75.2 65.5 83.7 84.8: 16.3 15.2
Old : 100.0: 8.1 19.0 0.4 75.2 65.5 83.7 84.8: 16.3 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 33.4 39.4 47.5 22.4 33.3 34.5 46.9
Old : 24.4 33.4 39.4 47.5 22.4 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 - Futures Only, 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 - Futures Only, 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 : 378,588: 126,642 29,767 45,431 159,902 277,557 331,975 352,755: 46,613 25,833
Old : 336,402: 124,222 29,403 39,431 131,646 245,322 295,299 314,156: 41,103 22,246
Other: 42,186: 5,591 3,535 2,829 28,256 32,235 36,676 38,599: 5,510 3,587
: : :
: : Changes in Commitments from: January 17, 2017 :
: 26,205: 15,074 -4,832 9,543 1,013 20,149 25,630 24,860: 575 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.9 12.0 42.2 73.3 87.7 93.2: 12.3 6.8
Old : 100.0: 36.9 8.7 11.7 39.1 72.9 87.8 93.4: 12.2 6.6
Other: 100.0: 13.3 8.4 6.7 67.0 76.4 86.9 91.5: 13.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 99 50 80 93 90 239 182:
Old : 273: 100 47 77 85 86 227 176:
Other: 125: 33 13 15 59 32 99 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 38.2 19.2 45.6 11.8 36.0 18.0 42.6
Old : 13.6 39.6 20.6 47.3 12.8 38.5 19.6 45.8
Other: 28.9 40.6 44.7 56.2 28.9 40.2 43.2 55.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 11,290: 2,025 5,576 254 6,420 3,551 8,699 9,381: 2,591 1,909
Old : 11,276: 2,038 5,576 241 6,412 3,551 8,691 9,368: 2,585 1,908
Other: 14: 0 13 0 8 0 8 13: 6 1
: : :
: : Changes in Commitments from: January 17, 2017 :
: -248: 73 -67 -33 -505 -215 -465 -315: 217 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 49.4 2.2 56.9 31.5 77.1 83.1: 22.9 16.9
Old : 100.0: 18.1 49.5 2.1 56.9 31.5 77.1 83.1: 22.9 16.9
Other: 100.0: 0.0 92.9 0.0 57.1 0.0 57.1 92.9: 42.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 21 7 19 9 36 35:
Old : 61: 15 21 7 18 9 35 35:
Other: 3: 0 2 0 1 0 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 39.0 57.3 57.8 44.5 38.9 57.0 57.8
Old : 44.5 39.0 57.3 57.9 44.5 39.0 57.1 57.9
Other: 57.1 92.9 57.1 92.9 57.1 92.9 57.1 92.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 1,252,240: 257,664 260,025 61,289 826,939 775,135 1,145,892 1,096,449: 106,348 155,791
Old : 1,252,240: 257,664 260,025 61,289 826,939 775,135 1,145,892 1,096,449: 106,348 155,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 79,179: 16,981 24,156 393 58,206 57,482 75,580 82,031: 3,599 -2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.8 4.9 66.0 61.9 91.5 87.6: 8.5 12.4
Old : 100.0: 20.6 20.8 4.9 66.0 61.9 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: 53 50 31 103 105 171 171:
Old : 256: 53 50 31 103 105 171 171:
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 : 19.0 25.8 31.5 38.4 14.5 21.5 26.2 30.7
Old : 19.0 25.8 31.5 38.4 14.5 21.5 26.2 30.7
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 - Futures Only, 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 : 3,162,734: 558,349 855,528 104,059 2,180,160 1,701,798 2,842,568 2,661,385: 320,166 501,349
Old : 3,162,734: 558,349 855,528 104,059 2,180,160 1,701,798 2,842,568 2,661,385: 320,166 501,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 67,167: 87,371 8,814 6,450 -48,426 67,025 45,395 82,289: 21,772 -15,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.1 3.3 68.9 53.8 89.9 84.1: 10.1 15.9
Old : 100.0: 17.7 27.1 3.3 68.9 53.8 89.9 84.1: 10.1 15.9
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 : 379: 61 106 64 142 159 241 292:
Old : 379: 61 106 64 142 159 241 292:
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 : 38.0 16.4 47.4 26.3 34.9 14.4 43.5 22.3
Old : 38.0 16.4 47.4 26.3 34.9 14.4 43.5 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, 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 : 309,268: 35,182 43,472 368 202,452 173,208 238,002 217,048: 71,266 92,220
Old : 309,268: 35,182 43,472 368 202,452 173,208 238,002 217,048: 71,266 92,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 11,045: -1,638 7,299 -2,280 9,397 18,615 5,479 23,634: 5,566 -12,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.1 0.1 65.5 56.0 77.0 70.2: 23.0 29.8
Old : 100.0: 11.4 14.1 0.1 65.5 56.0 77.0 70.2: 23.0 29.8
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 : 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 40.5 30.1 51.5 40.5
Old : 40.7 30.6 52.0 41.8 40.5 30.1 51.5 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 - Futures Only, 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 : 3,037,553: 320,226 627,555 77,847 2,408,728 1,964,525 2,806,801 2,669,927: 230,752 367,626
Old : 3,037,553: 320,226 627,555 77,847 2,408,728 1,964,525 2,806,801 2,669,927: 230,752 367,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 56,972: 45,492 -20,892 9,088 14,378 64,193 68,958 52,389: -11,986 4,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.7 2.6 79.3 64.7 92.4 87.9: 7.6 12.1
Old : 100.0: 10.5 20.7 2.6 79.3 64.7 92.4 87.9: 7.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 43 74 41 113 151 183 239:
Old : 308: 43 74 41 113 151 183 239:
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 : 41.1 22.6 53.8 31.4 39.2 22.2 50.9 30.5
Old : 41.1 22.6 53.8 31.4 39.2 22.2 50.9 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 - Futures Only, 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 : 1,118,949: 148,224 232,984 207,510 733,233 632,057 1,088,967 1,072,551: 29,982 46,398
Old : 1,118,949: 148,224 232,984 207,510 733,233 632,057 1,088,967 1,072,551: 29,982 46,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 149,494: 52,929 11,726 78,107 15,937 60,920 146,973 150,753: 2,521 -1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.8 18.5 65.5 56.5 97.3 95.9: 2.7 4.1
Old : 100.0: 13.2 20.8 18.5 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 : 136: 25 39 37 53 66 98 123:
Old : 136: 25 39 37 53 66 98 123:
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 22.8 48.9 36.7 19.9 11.9 31.5 18.9
Old : 29.8 22.8 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 - Futures Only, 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 : 67,349: 41,054 9,297 900 15,095 48,073 57,048 58,269: 10,301 9,080
Old : 67,349: 41,054 9,297 900 15,095 48,073 57,048 58,269: 10,301 9,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,141: 3,687 3,988 -371 -1,759 -980 1,557 2,638: 584 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 13.8 1.3 22.4 71.4 84.7 86.5: 15.3 13.5
Old : 100.0: 61.0 13.8 1.3 22.4 71.4 84.7 86.5: 15.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 45 22 9 28 33 75 62:
Old : 122: 45 22 9 28 33 75 62:
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 : 27.3 37.3 40.5 55.3 26.7 37.3 39.7 55.2
Old : 27.3 37.3 40.5 55.3 26.7 37.3 39.7 55.2
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 - Futures Only, 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 : 134,698: 82,108 18,594 1,799 30,189 96,145 114,096 116,538: 20,602 18,160
Old : 134,698: 82,108 18,594 1,799 30,189 96,145 114,096 116,538: 20,602 18,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,281: 7,374 7,976 -742 -3,518 -1,959 3,114 5,275: 1,167 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 13.8 1.3 22.4 71.4 84.7 86.5: 15.3 13.5
Old : 100.0: 61.0 13.8 1.3 22.4 71.4 84.7 86.5: 15.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 45 22 9 28 33 75 62:
Old : 122: 45 22 9 28 33 75 62:
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 : 27.3 37.3 40.5 55.3 26.7 37.3 39.7 55.2
Old : 27.3 37.3 40.5 55.3 26.7 37.3 39.7 55.2
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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