WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 31, 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 : 494,355: 148,242 212,316 100,343 199,926 139,426 448,511 452,085: 45,844 42,270
Old : 342,793: 134,621 204,925 36,247 140,571 75,360 311,439 316,532: 31,354 26,261
Other: 151,562: 58,645 52,415 19,072 59,355 64,066 137,072 135,553: 14,490 16,009
: : :
: : Changes in Commitments from: January 24, 2017 :
: 16,702: -4,414 1,402 6,750 13,456 7,902 15,792 16,054: 910 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 42.9 20.3 40.4 28.2 90.7 91.4: 9.3 8.6
Old : 100.0: 39.3 59.8 10.6 41.0 22.0 90.9 92.3: 9.1 7.7
Other: 100.0: 38.7 34.6 12.6 39.2 42.3 90.4 89.4: 9.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 146 147 126 106 103 331 315:
Old : 421: 149 134 75 99 82 291 252:
Other: 256: 61 80 50 59 86 151 190:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 9.9 20.7 17.2 10.1 9.1 17.2 15.4
Old : 11.6 14.1 21.4 23.9 11.3 13.1 20.1 22.3
Other: 24.0 15.0 38.2 24.8 23.0 14.3 37.0 23.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 31, 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 : 233,169: 85,075 57,971 34,707 90,792 117,418 210,574 210,096: 22,595 23,073
Old : 137,804: 67,196 57,710 9,986 45,978 56,605 123,160 124,301: 14,644 13,503
Other: 95,365: 39,239 21,621 3,361 44,814 60,813 87,414 85,795: 7,951 9,570
: : :
: : Changes in Commitments from: January 24, 2017 :
: 5,501: -2,753 7,368 -50 6,778 -2,197 3,975 5,121: 1,526 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 24.9 14.9 38.9 50.4 90.3 90.1: 9.7 9.9
Old : 100.0: 48.8 41.9 7.2 33.4 41.1 89.4 90.2: 10.6 9.8
Other: 100.0: 41.1 22.7 3.5 47.0 63.8 91.7 90.0: 8.3 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 75 58 71 72 84 182 190:
Old : 232: 64 64 38 57 73 139 160:
Other: 179: 57 30 22 52 66 120 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 18.6 28.2 27.0 13.6 18.0 23.0 25.4
Old : 21.4 20.0 32.6 30.2 20.8 19.4 29.6 28.1
Other: 22.8 33.5 34.5 46.6 22.8 32.8 34.4 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 31, 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 : 1,346,772: 390,309 293,286 194,540 620,972 670,061 1,205,821 1,157,887: 140,951 188,885
Old : 1,163,228: 375,981 310,225 134,925 531,461 569,630 1,042,367 1,014,780: 120,861 148,448
Other: 183,544: 68,650 37,383 5,293 89,511 100,431 163,454 143,107: 20,090 40,437
: : :
: : Changes in Commitments from: January 24, 2017 :
: -4,517: -25,172 -15,458 19 20,403 13,479 -4,750 -1,960: 233 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 21.8 14.4 46.1 49.8 89.5 86.0: 10.5 14.0
Old : 100.0: 32.3 26.7 11.6 45.7 49.0 89.6 87.2: 10.4 12.8
Other: 100.0: 37.4 20.4 2.9 48.8 54.7 89.1 78.0: 10.9 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 156 150 185 238 311 512 573:
Old : 706: 152 180 157 230 290 487 536:
Other: 440: 78 68 24 84 247 176 330:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.5 20.1 19.9 11.8 11.3 18.8 16.6
Old : 13.7 14.5 21.7 21.7 13.7 12.9 21.6 18.5
Other: 23.7 17.1 35.6 25.8 21.9 12.5 31.8 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 31, 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 : 7,560: 2,168 1,899 220 2,495 4,401 4,883 6,520: 2,677 1,040
Old : 6,959: 2,129 2,016 88 2,175 3,965 4,392 6,069: 2,567 890
Other: 601: 171 15 0 320 436 491 451: 110 150
: : :
: : Changes in Commitments from: January 24, 2017 :
: -341: -18 75 10 -219 -160 -227 -75: -114 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 25.1 2.9 33.0 58.2 64.6 86.2: 35.4 13.8
Old : 100.0: 30.6 29.0 1.3 31.3 57.0 63.1 87.2: 36.9 12.8
Other: 100.0: 28.5 2.5 0.0 53.2 72.5 81.7 75.0: 18.3 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 4 6 11 11 30 19:
Old : 37: 16 5 2 10 10 27 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 : 26.9 56.3 39.9 77.6 25.8 50.4 35.7 70.6
Old : 26.3 57.2 40.2 79.3 25.3 51.1 35.8 73.2
Other: 69.2 67.7 78.4 73.9 68.9 67.7 77.9 72.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 31, 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 : 722,216: 252,060 83,611 88,974 331,882 431,429 672,916 604,014: 49,300 118,202
Old : 597,278: 231,732 86,294 56,530 269,496 376,402 557,758 519,226: 39,520 78,052
Other: 124,938: 46,844 23,833 5,928 62,386 55,027 115,158 84,788: 9,780 40,150
: : :
: : Changes in Commitments from: January 24, 2017 :
: -6,775: -23,538 -10,976 7,191 8,304 -7,165 -8,043 -10,950: 1,268 4,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 11.6 12.3 46.0 59.7 93.2 83.6: 6.8 16.4
Old : 100.0: 38.8 14.4 9.5 45.1 63.0 93.4 86.9: 6.6 13.1
Other: 100.0: 37.5 19.1 4.7 49.9 44.0 92.2 67.9: 7.8 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 179 131 177 153 239 424 486:
Old : 597: 168 142 150 133 232 379 462:
Other: 376: 69 82 42 79 181 173 286:
:----------------------------------------------------------------------------------------------------
: 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 14.3 19.4 21.9 10.2 11.8 17.6 17.9
Old : 12.5 16.9 22.2 25.3 12.0 15.8 20.9 23.3
Other: 22.4 15.1 33.2 23.6 21.5 15.1 31.5 22.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 31, 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 : 405,339: 130,899 37,242 83,662 157,133 258,670 371,694 379,574: 33,645 25,765
Old : 365,984: 128,694 43,028 70,164 137,922 228,729 336,780 341,921: 29,204 24,063
Other: 39,355: 11,944 3,953 3,759 19,211 29,941 34,914 37,653: 4,441 1,702
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,243: -18,503 12,382 5,149 12,218 -26,790 -1,136 -9,259: -2,107 6,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.2 20.6 38.8 63.8 91.7 93.6: 8.3 6.4
Old : 100.0: 35.2 11.8 19.2 37.7 62.5 92.0 93.4: 8.0 6.6
Other: 100.0: 30.3 10.0 9.6 48.8 76.1 88.7 95.7: 11.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 100 70 103 79 80 238 219:
Old : 306: 106 76 97 77 78 231 215:
Other: 104: 33 16 17 31 30 76 54:
:----------------------------------------------------------------------------------------------------
: 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 31.3 20.0 38.7 11.2 29.2 18.3 36.4
Old : 12.9 30.7 20.9 38.7 11.2 28.9 18.9 36.7
Other: 23.5 44.5 40.1 56.5 23.5 43.8 39.0 55.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 31, 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 : 614,586: 77,347 113,669 13,618 399,095 318,250 490,060 445,537: 124,526 169,049
Old : 614,586: 77,347 113,669 13,618 399,095 318,250 490,060 445,537: 124,526 169,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 231: -8,518 -5,914 4,415 5,114 -4,369 1,011 -5,868: -780 6,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.5 2.2 64.9 51.8 79.7 72.5: 20.3 27.5
Old : 100.0: 12.6 18.5 2.2 64.9 51.8 79.7 72.5: 20.3 27.5
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 : 148: 24 34 26 64 63 102 109:
Old : 148: 24 34 26 64 63 102 109:
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 : 24.9 21.4 37.6 31.1 20.0 16.3 30.2 22.8
Old : 24.9 21.4 37.6 31.1 20.0 16.3 30.2 22.8
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 31, 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 : 707,632: 55,207 121,268 5,216 535,295 465,880 595,718 592,364: 111,914 115,268
Old : 707,632: 55,207 121,268 5,216 535,295 465,880 595,718 592,364: 111,914 115,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 11,346: -1,301 -11,020 2,706 11,794 9,880 13,199 1,566: -1,853 9,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 17.1 0.7 75.6 65.8 84.2 83.7: 15.8 16.3
Old : 100.0: 7.8 17.1 0.7 75.6 65.8 84.2 83.7: 15.8 16.3
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 : 98: 11 13 9 56 51 72 68:
Old : 98: 11 13 9 56 51 72 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 32.3 38.3 45.3 21.3 32.0 33.2 44.4
Old : 23.3 32.3 38.3 45.3 21.3 32.0 33.2 44.4
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 - Futures Only, January 31, 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 : 5,416: 2,134 114 1,148 1,750 3,928 5,032 5,190: 384 226
Old : 5,416: 2,134 114 1,148 1,750 3,928 5,032 5,190: 384 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -628: -512 -422 29 -95 -263 -578 -656: -50 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.1 21.2 32.3 72.5 92.9 95.8: 7.1 4.2
Old : 100.0: 39.4 2.1 21.2 32.3 72.5 92.9 95.8: 7.1 4.2
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 : 34: 15 1 6 10 17 26 24:
Old : 34: 15 1 6 10 17 26 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 : 52.2 53.5 72.2 72.5 32.8 41.2 40.6 46.9
Old : 52.2 53.5 72.2 72.5 32.8 41.2 40.6 46.9
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 31, 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 : 380,857: 127,285 32,725 47,338 158,747 272,738 333,370 352,801: 47,487 28,056
Old : 337,508: 123,768 31,671 41,432 130,518 239,916 295,718 313,019: 41,790 24,489
Other: 43,349: 6,402 3,939 3,021 28,229 32,822 37,652 39,782: 5,697 3,567
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,269: 643 2,958 1,907 -1,155 -4,819 1,395 46: 874 2,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.6 12.4 41.7 71.6 87.5 92.6: 12.5 7.4
Old : 100.0: 36.7 9.4 12.3 38.7 71.1 87.6 92.7: 12.4 7.3
Other: 100.0: 14.8 9.1 7.0 65.1 75.7 86.9 91.8: 13.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 99 49 82 93 92 241 184:
Old : 277: 99 48 78 86 88 230 177:
Other: 129: 40 12 16 58 33 104 56:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 36.7 19.4 43.7 11.9 34.8 18.2 41.1
Old : 13.7 37.6 20.7 45.0 12.9 36.7 19.7 43.7
Other: 28.9 42.2 43.3 55.6 28.9 41.9 43.3 54.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 31, 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 : 11,604: 2,170 5,759 344 6,247 3,506 8,761 9,609: 2,843 1,995
Old : 11,575: 2,198 5,759 316 6,239 3,506 8,753 9,581: 2,822 1,994
Other: 29: 0 28 0 8 0 8 28: 21 1
: : :
: : Changes in Commitments from: January 24, 2017 :
: 314: 145 183 90 -173 -45 62 228: 252 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 49.6 3.0 53.8 30.2 75.5 82.8: 24.5 17.2
Old : 100.0: 19.0 49.8 2.7 53.9 30.3 75.6 82.8: 24.4 17.2
Other: 100.0: 0.0 96.6 0.0 27.6 0.0 27.6 96.6: 72.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 22 8 19 12 39 40:
Old : 67: 17 22 8 18 12 38 40:
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 : 43.0 37.3 54.7 54.5 43.0 37.2 54.2 54.4
Old : 43.1 37.4 54.8 54.6 43.1 37.3 54.4 54.6
Other: 27.6 96.6 27.6 96.6 27.6 96.6 27.6 96.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 31, 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 : 1,321,853: 270,907 239,603 61,445 885,012 858,399 1,217,364 1,159,447: 104,489 162,406
Old : 1,321,853: 270,907 239,603 61,445 885,012 858,399 1,217,364 1,159,447: 104,489 162,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 69,613: 13,243 -20,422 156 58,073 83,264 71,472 62,998: -1,859 6,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.1 4.6 67.0 64.9 92.1 87.7: 7.9 12.3
Old : 100.0: 20.5 18.1 4.6 67.0 64.9 92.1 87.7: 7.9 12.3
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 : 253: 55 50 32 105 101 175 168:
Old : 253: 55 50 32 105 101 175 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 29.4 30.1 41.2 14.7 25.4 25.2 34.2
Old : 18.8 29.4 30.1 41.2 14.7 25.4 25.2 34.2
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 - Futures Only, January 31, 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 : 3,175,288: 521,824 875,475 112,232 2,216,162 1,690,249 2,850,218 2,677,956: 325,070 497,332
Old : 3,175,288: 521,824 875,475 112,232 2,216,162 1,690,249 2,850,218 2,677,956: 325,070 497,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 12,554: -36,525 19,947 8,173 36,002 -11,549 7,650 16,571: 4,904 -4,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.6 3.5 69.8 53.2 89.8 84.3: 10.2 15.7
Old : 100.0: 16.4 27.6 3.5 69.8 53.2 89.8 84.3: 10.2 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 59 107 62 146 157 239 292:
Old : 373: 59 107 62 146 157 239 292:
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 : 36.8 15.8 47.1 23.9 33.9 14.0 43.1 20.1
Old : 36.8 15.8 47.1 23.9 33.9 14.0 43.1 20.1
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 31, 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 : 312,552: 32,623 43,167 487 200,773 168,889 233,883 212,543: 78,669 100,009
Old : 312,552: 32,623 43,167 487 200,773 168,889 233,883 212,543: 78,669 100,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,284: -2,559 -305 119 -1,679 -4,319 -4,119 -4,505: 7,403 7,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.8 0.2 64.2 54.0 74.8 68.0: 25.2 32.0
Old : 100.0: 10.4 13.8 0.2 64.2 54.0 74.8 68.0: 25.2 32.0
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 : 53: 5 4 2 33 32 39 37:
Old : 53: 5 4 2 33 32 39 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 : 42.3 30.1 52.4 41.7 42.1 29.6 51.9 40.5
Old : 42.3 30.1 52.4 41.7 42.1 29.6 51.9 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 31, 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 : 3,127,308: 364,518 634,031 70,550 2,443,634 2,058,345 2,878,702 2,762,926: 248,606 364,382
Old : 3,127,308: 364,518 634,031 70,550 2,443,634 2,058,345 2,878,702 2,762,926: 248,606 364,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 89,755: 44,292 6,476 -7,297 34,906 93,820 71,901 92,999: 17,854 -3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.3 2.3 78.1 65.8 92.1 88.3: 7.9 11.7
Old : 100.0: 11.7 20.3 2.3 78.1 65.8 92.1 88.3: 7.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 47 74 47 114 151 189 244:
Old : 310: 47 74 47 114 151 189 244:
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 : 40.4 22.8 51.8 32.7 38.2 22.3 49.0 31.4
Old : 40.4 22.8 51.8 32.7 38.2 22.3 49.0 31.4
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 31, 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 : 1,300,502: 155,483 263,473 226,888 818,812 696,967 1,201,183 1,187,328: 99,319 113,174
Old : 1,300,502: 155,483 263,473 226,888 818,812 696,967 1,201,183 1,187,328: 99,319 113,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 181,553: 7,259 30,489 19,378 85,579 64,910 112,216 114,777: 69,337 66,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.3 17.4 63.0 53.6 92.4 91.3: 7.6 8.7
Old : 100.0: 12.0 20.3 17.4 63.0 53.6 92.4 91.3: 7.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 27 39 39 58 72 105 132:
Old : 146: 27 39 39 58 72 105 132:
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 : 29.3 21.5 46.5 34.5 17.7 11.2 27.5 17.6
Old : 29.3 21.5 46.5 34.5 17.7 11.2 27.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 31, 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 : 64,011: 35,988 9,727 773 17,234 44,988 53,994 55,488: 10,017 8,524
Old : 64,011: 35,988 9,727 773 17,234 44,988 53,994 55,488: 10,017 8,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,338: -5,067 430 -127 2,139 -3,085 -3,054 -2,782: -284 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 15.2 1.2 26.9 70.3 84.4 86.7: 15.6 13.3
Old : 100.0: 56.2 15.2 1.2 26.9 70.3 84.4 86.7: 15.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 37 20 6 30 29 70 52:
Old : 107: 37 20 6 30 29 70 52:
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 40.3 40.7 59.7 26.1 40.3 39.5 57.7
Old : 26.9 40.3 40.7 59.7 26.1 40.3 39.5 57.7
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 31, 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 : 128,022: 71,975 19,453 1,546 34,467 89,976 107,988 110,975: 20,034 17,047
Old : 128,022: 71,975 19,453 1,546 34,467 89,976 107,988 110,975: 20,034 17,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -6,676: -10,133 859 -253 4,278 -6,169 -6,108 -5,563: -568 -1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 15.2 1.2 26.9 70.3 84.4 86.7: 15.6 13.3
Old : 100.0: 56.2 15.2 1.2 26.9 70.3 84.4 86.7: 15.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 37 20 6 30 29 70 52:
Old : 107: 37 20 6 30 29 70 52:
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 40.3 40.7 59.7 26.1 40.3 39.5 57.7
Old : 26.9 40.3 40.7 59.7 26.1 40.3 39.5 57.7
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 31, 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 : 35,047: 26,334 34,674 369 8,237 0 34,940 35,043: 107 4
Old : 35,047: 26,334 34,674 369 8,237 0 34,940 35,043: 107 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 336: 157 336 0 194 0 351 336: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 98.9 1.1 23.5 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 75.1 98.9 1.1 23.5 0.0 99.7 100.0: 0.3 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 : 47.6 93.6 82.0 100.0 47.6 93.6 82.0 98.9
Old : 47.6 93.6 82.0 100.0 47.6 93.6 82.0 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 31, 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 : 33,400: 21,273 7,144 173 10,641 24,591 32,087 31,908: 1,313 1,492
Old : 33,400: 21,273 7,144 173 10,641 24,591 32,087 31,908: 1,313 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,115: -452 -371 -156 447 353 -161 -174: 1,276 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 21.4 0.5 31.9 73.6 96.1 95.5: 3.9 4.5
Old : 100.0: 63.7 21.4 0.5 31.9 73.6 96.1 95.5: 3.9 4.5
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 : 45: 6 14 1 5 21 11 36:
Old : 45: 6 14 1 5 21 11 36:
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 : 86.3 39.3 94.8 57.6 86.3 39.3 94.3 57.6
Old : 86.3 39.3 94.8 57.6 86.3 39.3 94.3 57.6
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 31, 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 : 46,324: 33,708 3,399 175 7,021 37,223 40,904 40,797: 5,420 5,527
Old : 46,324: 33,708 3,399 175 7,021 37,223 40,904 40,797: 5,420 5,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 8,616: 2,838 604 0 373 2,629 3,211 3,233: 5,405 5,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 7.3 0.4 15.2 80.4 88.3 88.1: 11.7 11.9
Old : 100.0: 72.8 7.3 0.4 15.2 80.4 88.3 88.1: 11.7 11.9
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 : 35: 11 7 1 4 14 15 22:
Old : 35: 11 7 1 4 14 15 22:
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 : 81.3 50.6 86.3 76.1 81.3 50.6 85.3 76.1
Old : 81.3 50.6 86.3 76.1 81.3 50.6 85.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017