WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 14, 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 : 468,083: 159,687 182,730 85,943 178,291 156,738 423,921 425,411: 44,162 42,672
Old : 302,937: 136,530 152,258 30,142 107,284 93,792 273,956 276,192: 28,981 26,745
Other: 165,146: 58,876 66,191 20,082 71,007 62,946 149,965 149,219: 15,181 15,927
: : :
: : Changes in Commitments from: February 7, 2017 :
: -8,028: 9,594 -19,262 -7,521 -9,222 16,832 -7,149 -9,951: -879 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 39.0 18.4 38.1 33.5 90.6 90.9: 9.4 9.1
Old : 100.0: 45.1 50.3 9.9 35.4 31.0 90.4 91.2: 9.6 8.8
Other: 100.0: 35.7 40.1 12.2 43.0 38.1 90.8 90.4: 9.2 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 141 147 132 89 111 311 330:
Old : 405: 144 130 91 75 95 264 275:
Other: 272: 71 90 52 64 87 165 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 10.2 22.8 18.9 14.0 9.6 21.5 16.3
Old : 16.3 13.6 25.2 23.4 15.9 13.5 23.9 22.3
Other: 23.3 17.9 34.6 26.5 22.3 17.2 33.6 25.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 14, 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 : 229,431: 86,821 47,297 30,734 88,174 126,664 205,729 204,695: 23,702 24,736
Old : 129,638: 67,475 41,538 8,020 40,216 65,894 115,711 115,452: 13,927 14,186
Other: 99,793: 39,457 25,870 2,603 47,958 60,770 90,018 89,243: 9,775 10,550
: : :
: : Changes in Commitments from: February 7, 2017 :
: -5,712: -1,351 -10,851 -3,417 -1,790 7,905 -6,558 -6,363: 846 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 20.6 13.4 38.4 55.2 89.7 89.2: 10.3 10.8
Old : 100.0: 52.0 32.0 6.2 31.0 50.8 89.3 89.1: 10.7 10.9
Other: 100.0: 39.5 25.9 2.6 48.1 60.9 90.2 89.4: 9.8 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 75 49 60 73 87 180 177:
Old : 220: 64 53 36 51 77 133 149:
Other: 177: 55 28 20 52 68 114 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 19.4 27.1 28.7 14.5 18.8 24.0 26.5
Old : 23.3 19.1 34.4 29.2 20.7 16.0 30.4 25.5
Other: 22.4 31.0 33.0 45.2 22.3 30.6 32.9 43.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 14, 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 : 1,468,620: 460,563 290,147 215,066 646,025 754,668 1,321,654 1,259,881: 146,966 208,739
Old : 1,238,828: 448,442 326,075 132,278 535,800 623,612 1,116,520 1,081,965: 122,308 156,863
Other: 229,792: 86,811 38,762 8,098 110,225 131,056 205,134 177,916: 24,658 51,876
: : :
: : Changes in Commitments from: February 7, 2017 :
: 84,831: 47,454 -5,780 8,358 26,633 71,275 82,445 73,853: 2,386 10,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 19.8 14.6 44.0 51.4 90.0 85.8: 10.0 14.2
Old : 100.0: 36.2 26.3 10.7 43.3 50.3 90.1 87.3: 9.9 12.7
Other: 100.0: 37.8 16.9 3.5 48.0 57.0 89.3 77.4: 10.7 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 181 143 178 235 313 528 553:
Old : 713: 177 165 154 225 290 497 520:
Other: 454: 83 66 29 84 256 183 339:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 13.2 20.6 19.5 12.0 9.9 18.7 14.8
Old : 14.3 14.0 22.3 20.7 14.0 12.2 21.8 18.0
Other: 23.9 17.5 34.1 25.4 19.1 11.5 28.0 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,267: 2,369 2,113 243 2,857 4,893 5,469 7,249: 2,798 1,018
Old : 7,393: 2,295 2,247 94 2,425 4,270 4,814 6,611: 2,579 782
Other: 874: 223 15 0 432 623 655 638: 219 236
: : :
: : Changes in Commitments from: February 7, 2017 :
: 325: 112 67 -13 365 386 464 440: -139 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 25.6 2.9 34.6 59.2 66.2 87.7: 33.8 12.3
Old : 100.0: 31.0 30.4 1.3 32.8 57.8 65.1 89.4: 34.9 10.6
Other: 100.0: 25.5 1.7 0.0 49.4 71.3 74.9 73.0: 25.1 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 5 6 10 12 29 20:
Old : 37: 16 5 2 10 11 27 17:
Other: 19: 7 2 0 3 9 10 11:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 53.0 41.6 74.9 25.7 46.8 35.3 67.2
Old : 27.8 55.3 41.5 77.6 24.2 48.8 34.5 70.6
Other: 65.6 62.0 74.0 70.4 63.3 62.0 71.7 69.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 14, 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 : 772,254: 261,521 85,200 120,435 339,978 449,139 721,934 654,774: 50,320 117,480
Old : 631,204: 236,273 91,914 82,785 272,438 382,092 591,496 556,791: 39,708 74,413
Other: 141,050: 54,383 22,421 8,515 67,540 67,047 130,438 97,983: 10,612 43,067
: : :
: : Changes in Commitments from: February 7, 2017 :
: 42,356: 16,108 320 23,706 2,576 18,786 42,390 42,812: -34 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.0 15.6 44.0 58.2 93.5 84.8: 6.5 15.2
Old : 100.0: 37.4 14.6 13.1 43.2 60.5 93.7 88.2: 6.3 11.8
Other: 100.0: 38.6 15.9 6.0 47.9 47.5 92.5 69.5: 7.5 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 185 150 193 168 248 464 524:
Old : 632: 176 157 160 145 236 409 493:
Other: 417: 85 99 47 83 190 195 315:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 15.3 19.3 23.3 10.1 12.0 17.0 18.4
Old : 12.8 18.3 22.0 27.0 11.9 16.3 20.3 23.6
Other: 20.1 13.8 30.1 23.6 20.1 13.6 28.4 22.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 14, 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 : 379,239: 113,767 24,810 76,266 158,603 252,028 348,636 353,104: 30,603 26,135
Old : 332,927: 112,147 32,611 56,629 138,176 219,955 306,952 309,195: 25,975 23,732
Other: 46,312: 16,453 7,032 4,804 20,427 32,073 41,684 43,909: 4,628 2,403
: : :
: : Changes in Commitments from: February 7, 2017 :
: -18,660: -306 -3,239 -11,984 -2,532 -1,757 -14,822 -16,980: -3,838 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.5 20.1 41.8 66.5 91.9 93.1: 8.1 6.9
Old : 100.0: 33.7 9.8 17.0 41.5 66.1 92.2 92.9: 7.8 7.1
Other: 100.0: 35.5 15.2 10.4 44.1 69.3 90.0 94.8: 10.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 94 66 100 83 84 235 218:
Old : 303: 97 72 91 81 82 226 212:
Other: 115: 35 20 15 34 33 79 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 32.3 20.0 40.4 12.2 30.4 19.2 38.0
Old : 13.3 32.3 21.5 41.0 12.5 31.3 20.5 39.5
Other: 23.5 40.1 37.8 52.9 22.4 39.5 36.8 51.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 14, 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 : 632,327: 94,366 120,611 10,035 408,224 326,644 512,625 457,290: 119,702 175,037
Old : 632,327: 94,366 120,611 10,035 408,224 326,644 512,625 457,290: 119,702 175,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 11,217: 13,898 3,194 -1,973 11,178 6,514 23,103 7,735: -11,886 3,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.1 1.6 64.6 51.7 81.1 72.3: 18.9 27.7
Old : 100.0: 14.9 19.1 1.6 64.6 51.7 81.1 72.3: 18.9 27.7
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 : 157: 29 34 26 69 68 113 113:
Old : 157: 29 34 26 69 68 113 113:
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 : 26.0 20.9 38.0 32.2 21.0 17.4 31.6 24.6
Old : 26.0 20.9 38.0 32.2 21.0 17.4 31.6 24.6
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, February 14, 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 : 767,122: 52,045 121,400 25,078 572,960 503,348 650,083 649,826: 117,039 117,296
Old : 767,122: 52,045 121,400 25,078 572,960 503,348 650,083 649,826: 117,039 117,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 24,998: -3,586 -3,121 5,692 16,843 15,626 18,949 18,197: 6,049 6,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.8 3.3 74.7 65.6 84.7 84.7: 15.3 15.3
Old : 100.0: 6.8 15.8 3.3 74.7 65.6 84.7 84.7: 15.3 15.3
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 : 102: 10 14 11 64 55 81 73:
Old : 102: 10 14 11 64 55 81 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 30.0 34.6 43.4 18.4 28.8 29.9 39.8
Old : 20.4 30.0 34.6 43.4 18.4 28.8 29.9 39.8
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, February 14, 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 : 4,787: 2,721 69 618 1,066 3,943 4,405 4,630: 382 157
Old : 4,787: 2,721 69 618 1,066 3,943 4,405 4,630: 382 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -154: 169 69 -59 -241 -84 -131 -74: -23 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 1.4 12.9 22.3 82.4 92.0 96.7: 8.0 3.3
Old : 100.0: 56.8 1.4 12.9 22.3 82.4 92.0 96.7: 8.0 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 : 33: 16 1 5 10 15 26 21:
Old : 33: 16 1 5 10 15 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 56.7 68.6 76.5 39.5 54.5 52.7 66.9
Old : 47.4 56.7 68.6 76.5 39.5 54.5 52.7 66.9
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, February 14, 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 : 389,067: 131,771 35,668 47,184 162,659 276,237 341,614 359,089: 47,453 29,978
Old : 339,511: 125,697 34,581 40,930 131,853 238,440 298,480 313,951: 41,031 25,560
Other: 49,556: 9,603 4,616 2,725 30,806 37,797 43,134 45,138: 6,422 4,418
: : :
: : Changes in Commitments from: February 7, 2017 :
: 7,452: 5,240 -639 1,227 1,323 5,565 7,790 6,153: -338 1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.2 12.1 41.8 71.0 87.8 92.3: 12.2 7.7
Old : 100.0: 37.0 10.2 12.1 38.8 70.2 87.9 92.5: 12.1 7.5
Other: 100.0: 19.4 9.3 5.5 62.2 76.3 87.0 91.1: 13.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 97 52 86 93 90 243 195:
Old : 283: 97 53 80 85 86 229 187:
Other: 137: 44 14 15 58 38 109 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 37.1 19.2 44.0 12.2 35.7 18.1 42.0
Old : 13.3 38.0 20.4 45.9 12.7 37.0 19.6 44.4
Other: 23.3 43.0 37.2 56.5 23.3 42.6 37.2 56.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 14, 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 : 12,080: 2,230 5,909 424 6,254 3,819 8,908 10,152: 3,172 1,928
Old : 12,030: 2,277 5,909 377 6,246 3,819 8,900 10,105: 3,130 1,925
Other: 50: 0 47 0 8 0 8 47: 42 3
: : :
: : Changes in Commitments from: February 7, 2017 :
: 28: -38 -1 56 -43 27 -25 82: 53 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 48.9 3.5 51.8 31.6 73.7 84.0: 26.3 16.0
Old : 100.0: 18.9 49.1 3.1 51.9 31.7 74.0 84.0: 26.0 16.0
Other: 100.0: 0.0 94.0 0.0 16.0 0.0 16.0 94.0: 84.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 22 7 18 13 39 40:
Old : 67: 18 22 6 17 13 38 39:
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 : 41.8 34.9 53.3 51.5 41.6 34.9 52.8 51.4
Old : 42.0 35.1 53.5 51.7 41.8 35.1 53.0 51.7
Other: 16.0 94.0 16.0 94.0 16.0 94.0 16.0 94.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 14, 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 : 1,462,071: 306,050 276,089 69,605 979,164 945,641 1,354,819 1,291,335: 107,252 170,736
Old : 1,462,071: 306,050 276,089 69,605 979,164 945,641 1,354,819 1,291,335: 107,252 170,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 112,008: 25,658 8,923 9,960 79,950 79,065 115,568 97,948: -3,560 14,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.9 4.8 67.0 64.7 92.7 88.3: 7.3 11.7
Old : 100.0: 20.9 18.9 4.8 67.0 64.7 92.7 88.3: 7.3 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 : 265: 53 57 36 102 112 171 189:
Old : 265: 53 57 36 102 112 171 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 27.3 33.9 38.5 16.9 24.1 29.6 31.9
Old : 20.1 27.3 33.9 38.5 16.9 24.1 29.6 31.9
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, February 14, 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 : 3,340,546: 525,758 867,282 148,819 2,350,876 1,788,176 3,025,453 2,804,277: 315,093 536,269
Old : 3,340,546: 525,758 867,282 148,819 2,350,876 1,788,176 3,025,453 2,804,277: 315,093 536,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 125,285: 53,423 90,370 19,954 60,873 22,295 134,250 132,619: -8,965 -7,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.0 4.5 70.4 53.5 90.6 83.9: 9.4 16.1
Old : 100.0: 15.7 26.0 4.5 70.4 53.5 90.6 83.9: 9.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 61 104 63 134 159 231 290:
Old : 364: 61 104 63 134 159 231 290:
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 : 37.0 16.8 47.6 26.0 34.1 15.3 43.6 22.8
Old : 37.0 16.8 47.6 26.0 34.1 15.3 43.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, February 14, 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 : 318,065: 34,293 43,769 371 214,412 180,486 249,076 224,626: 68,989 93,439
Old : 318,065: 34,293 43,769 371 214,412 180,486 249,076 224,626: 68,989 93,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 260: 4,285 604 5 6,423 -3,535 10,713 -2,926: -10,453 3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.8 0.1 67.4 56.7 78.3 70.6: 21.7 29.4
Old : 100.0: 10.8 13.8 0.1 67.4 56.7 78.3 70.6: 21.7 29.4
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 : 57: 5 4 3 37 35 43 41:
Old : 57: 5 4 3 37 35 43 41:
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 : 44.0 30.6 54.2 41.8 43.8 30.1 53.8 40.8
Old : 44.0 30.6 54.2 41.8 43.8 30.1 53.8 40.8
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, February 14, 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 : 3,390,137: 339,962 696,097 82,880 2,722,343 2,234,213 3,145,185 3,013,190: 244,952 376,947
Old : 3,390,137: 339,962 696,097 82,880 2,722,343 2,234,213 3,145,185 3,013,190: 244,952 376,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 152,575: -37,386 83,808 -3,609 196,650 76,045 155,655 156,244: -3,080 -3,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 20.5 2.4 80.3 65.9 92.8 88.9: 7.2 11.1
Old : 100.0: 10.0 20.5 2.4 80.3 65.9 92.8 88.9: 7.2 11.1
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 : 314: 45 80 42 123 156 194 252:
Old : 314: 45 80 42 123 156 194 252:
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 : 37.5 23.6 49.9 32.8 35.1 19.9 46.6 27.6
Old : 37.5 23.6 49.9 32.8 35.1 19.9 46.6 27.6
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, February 14, 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 : 1,319,192: 136,199 276,401 274,864 883,499 726,059 1,294,562 1,277,324: 24,630 41,868
Old : 1,319,192: 136,199 276,401 274,864 883,499 726,059 1,294,562 1,277,324: 24,630 41,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 124,008: 26,204 34,157 19,762 76,500 72,447 122,466 126,366: 1,542 -2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 21.0 20.8 67.0 55.0 98.1 96.8: 1.9 3.2
Old : 100.0: 10.3 21.0 20.8 67.0 55.0 98.1 96.8: 1.9 3.2
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 : 161: 24 50 42 64 77 115 145:
Old : 161: 24 50 42 64 77 115 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 21.2 46.3 33.9 17.5 11.2 28.4 16.9
Old : 30.0 21.2 46.3 33.9 17.5 11.2 28.4 16.9
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, February 14, 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 : 63,515: 35,201 7,796 1,796 16,971 44,364 53,968 53,956: 9,547 9,559
Old : 63,515: 35,201 7,796 1,796 16,971 44,364 53,968 53,956: 9,547 9,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -617: -1,847 -201 562 473 -988 -812 -627: 196 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 12.3 2.8 26.7 69.8 85.0 85.0: 15.0 15.0
Old : 100.0: 55.4 12.3 2.8 26.7 69.8 85.0 85.0: 15.0 15.0
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 : 119: 41 24 7 30 33 74 61:
Old : 119: 41 24 7 30 33 74 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.8 41.7 54.2 26.0 37.8 39.3 54.1
Old : 28.4 37.8 41.7 54.2 26.0 37.8 39.3 54.1
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, February 14, 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 : 127,030: 70,402 15,592 3,592 33,942 88,728 107,936 107,912: 19,094 19,118
Old : 127,030: 70,402 15,592 3,592 33,942 88,728 107,936 107,912: 19,094 19,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,233: -3,693 -402 1,123 946 -1,975 -1,624 -1,254: 391 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 12.3 2.8 26.7 69.8 85.0 85.0: 15.0 15.0
Old : 100.0: 55.4 12.3 2.8 26.7 69.8 85.0 85.0: 15.0 15.0
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 : 119: 41 24 7 30 33 74 61:
Old : 119: 41 24 7 30 33 74 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.8 41.7 54.2 26.0 37.8 39.3 54.1
Old : 28.4 37.8 41.7 54.2 26.0 37.8 39.3 54.1
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, February 14, 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 : 35,113: 27,725 34,727 369 6,883 0 34,977 35,096: 136 17
Old : 35,113: 27,725 34,727 369 6,883 0 34,977 35,096: 136 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,978: -686 -1,982 0 -1,315 0 -2,001 -1,982: 23 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 98.9 1.1 19.6 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 79.0 98.9 1.1 19.6 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 : 36: 26 7 1 3 0 30 7:
Old : 36: 26 7 1 3 0 30 7:
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 : 52.1 95.5 82.8 100.0 52.1 95.5 82.8 98.9
Old : 52.1 95.5 82.8 100.0 52.1 95.5 82.8 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, February 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,523: 20,008 7,714 89 11,399 23,544 31,496 31,347: 27 176
Old : 31,523: 20,008 7,714 89 11,399 23,544 31,496 31,347: 27 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -344: -1,105 -522 0 760 212 -345 -310: 1 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 24.5 0.3 36.2 74.7 99.9 99.4: 0.1 0.6
Old : 100.0: 63.5 24.5 0.3 36.2 74.7 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 : 48: 6 16 1 5 22 11 39:
Old : 48: 6 16 1 5 22 11 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 : 88.9 39.2 98.6 56.0 88.9 39.2 98.3 56.0
Old : 88.9 39.2 98.6 56.0 88.9 39.2 98.3 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 14, 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 : 42,491: 35,411 3,497 175 6,856 38,698 42,442 42,370: 49 121
Old : 42,491: 35,411 3,497 175 6,856 38,698 42,442 42,370: 49 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -638: -345 183 0 -280 -826 -625 -643: -13 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 8.2 0.4 16.1 91.1 99.9 99.7: 0.1 0.3
Old : 100.0: 83.3 8.2 0.4 16.1 91.1 99.9 99.7: 0.1 0.3
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 : 38: 10 12 1 4 13 14 26:
Old : 38: 10 12 1 4 13 14 26:
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 : 92.1 61.7 98.4 87.8 92.1 61.7 97.4 87.8
Old : 92.1 61.7 98.4 87.8 92.1 61.7 97.4 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017