WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 21, 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 : 452,102: 167,062 175,389 75,343 165,306 159,015 407,711 409,747: 44,391 42,355
Old : 275,089: 134,056 141,659 21,508 91,821 88,458 247,385 251,625: 27,704 23,464
Other: 177,013: 61,616 62,340 25,225 73,485 70,557 160,326 158,122: 16,687 18,891
: : :
: : Changes in Commitments from: February 14, 2017 :
: -15,981: 7,375 -7,341 -10,600 -12,985 2,277 -16,210 -15,664: 229 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 38.8 16.7 36.6 35.2 90.2 90.6: 9.8 9.4
Old : 100.0: 48.7 51.5 7.8 33.4 32.2 89.9 91.5: 10.1 8.5
Other: 100.0: 34.8 35.2 14.3 41.5 39.9 90.6 89.3: 9.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 134 139 124 96 107 315 306:
Old : 385: 129 127 76 80 91 258 251:
Other: 274: 87 77 56 64 84 177 197:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 10.8 22.6 19.1 13.2 10.2 21.2 17.5
Old : 15.5 14.9 24.6 24.7 15.1 14.9 24.0 24.6
Other: 21.9 16.0 34.5 24.8 21.1 15.4 32.2 24.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 21, 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 : 229,651: 89,595 45,424 29,877 87,789 131,043 207,261 206,344: 22,390 23,307
Old : 127,352: 68,922 39,552 7,833 37,397 67,908 114,152 115,293: 13,200 12,059
Other: 102,299: 39,562 24,761 3,155 50,392 63,135 93,109 91,051: 9,190 11,248
: : :
: : Changes in Commitments from: February 14, 2017 :
: 220: 2,774 -1,873 -857 -385 4,379 1,532 1,649: -1,312 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 19.8 13.0 38.2 57.1 90.3 89.9: 9.7 10.1
Old : 100.0: 54.1 31.1 6.2 29.4 53.3 89.6 90.5: 10.4 9.5
Other: 100.0: 38.7 24.2 3.1 49.3 61.7 91.0 89.0: 9.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 74 50 62 75 91 181 183:
Old : 226: 64 54 37 53 81 136 155:
Other: 178: 52 31 18 54 69 112 113:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.5 26.6 28.8 15.1 19.2 24.8 27.3
Old : 21.5 17.7 33.4 28.4 20.6 16.6 30.6 25.6
Other: 22.5 30.3 33.7 43.7 22.5 29.5 33.7 41.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 21, 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 : 1,501,027: 455,721 282,783 230,141 670,356 784,290 1,356,218 1,297,214: 144,809 203,813
Old : 1,257,262: 439,893 323,058 140,609 559,042 642,828 1,139,544 1,106,495: 117,718 150,767
Other: 243,765: 97,192 41,089 8,168 111,314 141,462 216,674 190,719: 27,091 53,046
: : :
: : Changes in Commitments from: February 14, 2017 :
: 32,407: -4,842 -7,364 15,075 24,331 29,622 34,564 37,333: -2,157 -4,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.8 15.3 44.7 52.3 90.4 86.4: 9.6 13.6
Old : 100.0: 35.0 25.7 11.2 44.5 51.1 90.6 88.0: 9.4 12.0
Other: 100.0: 39.9 16.9 3.4 45.7 58.0 88.9 78.2: 11.1 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 184 137 183 249 321 542 566:
Old : 723: 174 165 155 239 300 507 532:
Other: 477: 92 73 31 87 265 193 358:
:----------------------------------------------------------------------------------------------------
: 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 13.3 20.0 19.4 11.9 9.7 18.6 14.6
Old : 13.7 14.2 21.9 20.8 13.7 12.1 21.7 17.7
Other: 20.6 17.2 30.5 25.3 16.9 11.3 25.7 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 21, 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 : 8,083: 2,304 2,012 294 2,855 5,038 5,453 7,344: 2,630 739
Old : 7,142: 2,227 2,176 88 2,386 4,338 4,701 6,602: 2,441 540
Other: 941: 283 42 0 469 700 752 742: 189 199
: : :
: : Changes in Commitments from: February 14, 2017 :
: -184: -65 -101 51 -2 145 -16 95: -168 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 24.9 3.6 35.3 62.3 67.5 90.9: 32.5 9.1
Old : 100.0: 31.2 30.5 1.2 33.4 60.7 65.8 92.4: 34.2 7.6
Other: 100.0: 30.1 4.5 0.0 49.8 74.4 79.9 78.9: 20.1 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 6 6 10 13 29 22:
Old : 38: 16 6 1 9 11 25 18:
Other: 22: 7 3 0 4 10 11 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 55.1 40.7 75.4 23.7 47.6 32.6 66.0
Old : 29.3 57.1 40.9 79.0 23.0 50.4 32.7 70.5
Other: 65.2 61.4 76.5 73.6 63.1 61.4 74.4 72.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 21, 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 : 756,976: 251,562 84,793 112,459 343,645 441,965 707,666 639,217: 49,310 117,759
Old : 608,116: 222,317 90,524 74,782 273,148 369,437 570,247 534,743: 37,869 73,373
Other: 148,860: 58,365 23,389 8,557 70,497 72,528 137,419 104,474: 11,441 44,386
: : :
: : Changes in Commitments from: February 14, 2017 :
: -15,278: -9,959 -407 -7,976 3,667 -7,174 -14,268 -15,557: -1,010 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 11.2 14.9 45.4 58.4 93.5 84.4: 6.5 15.6
Old : 100.0: 36.6 14.9 12.3 44.9 60.8 93.8 87.9: 6.2 12.1
Other: 100.0: 39.2 15.7 5.7 47.4 48.7 92.3 70.2: 7.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 165 151 189 172 255 456 525:
Old : 620: 153 159 154 147 243 394 492:
Other: 425: 88 95 50 87 195 203 319:
:----------------------------------------------------------------------------------------------------
: 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 15.7 20.4 23.6 11.1 12.8 18.0 18.8
Old : 13.9 19.2 23.1 27.4 13.1 17.8 21.4 24.4
Other: 19.1 13.3 28.5 21.9 19.1 13.1 27.4 21.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 21, 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 : 387,867: 108,582 43,956 74,480 171,771 242,396 354,833 360,832: 33,034 27,035
Old : 334,745: 105,381 51,738 52,018 149,680 206,640 307,079 310,396: 27,666 24,349
Other: 53,122: 20,132 9,149 5,531 22,091 35,756 47,754 50,436: 5,368 2,686
: : :
: : Changes in Commitments from: February 14, 2017 :
: 8,628: -5,185 19,146 -1,786 13,168 -9,632 6,197 7,728: 2,431 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.3 19.2 44.3 62.5 91.5 93.0: 8.5 7.0
Old : 100.0: 31.5 15.5 15.5 44.7 61.7 91.7 92.7: 8.3 7.3
Other: 100.0: 37.9 17.2 10.4 41.6 67.3 89.9 94.9: 10.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 93 74 106 87 82 242 230:
Old : 307: 98 78 95 83 80 229 222:
Other: 120: 30 30 20 37 31 82 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 30.2 20.1 37.5 11.6 28.5 18.4 35.3
Old : 12.4 29.5 20.6 37.9 11.9 28.6 19.7 36.4
Other: 28.5 39.0 43.5 52.3 27.0 38.4 41.9 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 21, 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 : 642,991: 95,313 119,037 13,088 397,044 342,450 505,445 474,575: 137,546 168,416
Old : 642,991: 95,313 119,037 13,088 397,044 342,450 505,445 474,575: 137,546 168,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 10,664: 947 -1,574 3,053 -11,180 15,806 -7,180 17,285: 17,844 -6,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.5 2.0 61.7 53.3 78.6 73.8: 21.4 26.2
Old : 100.0: 14.8 18.5 2.0 61.7 53.3 78.6 73.8: 21.4 26.2
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 : 154: 29 31 28 67 73 112 117:
Old : 154: 29 31 28 67 73 112 117:
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 : 24.3 21.4 36.1 32.6 18.8 17.1 29.2 24.1
Old : 24.3 21.4 36.1 32.6 18.8 17.1 29.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 21, 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 : 782,955: 54,873 123,848 24,118 573,696 511,400 652,687 659,366: 130,268 123,589
Old : 782,955: 54,873 123,848 24,118 573,696 511,400 652,687 659,366: 130,268 123,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 15,833: 2,828 2,448 -960 736 8,052 2,604 9,540: 13,229 6,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.8 3.1 73.3 65.3 83.4 84.2: 16.6 15.8
Old : 100.0: 7.0 15.8 3.1 73.3 65.3 83.4 84.2: 16.6 15.8
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 : 104: 10 14 10 64 55 81 73:
Old : 104: 10 14 10 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 : 19.4 29.1 33.4 44.0 17.5 27.7 28.4 39.7
Old : 19.4 29.1 33.4 44.0 17.5 27.7 28.4 39.7
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 21, 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 : 4,957: 2,645 0 880 995 3,865 4,520 4,745: 437 212
Old : 4,957: 2,645 0 880 995 3,865 4,520 4,745: 437 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 170: -76 -69 262 -71 -78 115 115: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 0.0 17.8 20.1 78.0 91.2 95.7: 8.8 4.3
Old : 100.0: 53.4 0.0 17.8 20.1 78.0 91.2 95.7: 8.8 4.3
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 : 31: 16 0 5 9 15 25 20:
Old : 31: 16 0 5 9 15 25 20:
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 : 48.9 62.6 70.6 80.4 39.4 52.2 51.4 63.5
Old : 48.9 62.6 70.6 80.4 39.4 52.2 51.4 63.5
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 21, 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 : 389,728: 133,580 29,894 47,431 162,948 281,835 343,959 359,160: 45,769 30,568
Old : 336,260: 124,157 29,236 39,973 132,572 240,996 296,702 310,205: 39,558 26,055
Other: 53,468: 13,638 4,873 3,243 30,376 40,839 47,257 48,955: 6,211 4,513
: : :
: : Changes in Commitments from: February 14, 2017 :
: 661: 1,809 -5,774 247 289 5,598 2,345 71: -1,684 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 7.7 12.2 41.8 72.3 88.3 92.2: 11.7 7.8
Old : 100.0: 36.9 8.7 11.9 39.4 71.7 88.2 92.3: 11.8 7.7
Other: 100.0: 25.5 9.1 6.1 56.8 76.4 88.4 91.6: 11.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 93 52 78 91 91 233 187:
Old : 273: 94 51 72 83 86 219 178:
Other: 134: 40 15 15 57 40 105 64:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 38.3 20.0 45.2 12.7 37.0 18.7 43.3
Old : 13.7 39.1 20.8 46.9 13.4 38.1 20.5 45.5
Other: 25.1 43.8 40.0 56.5 24.9 43.4 39.8 56.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 21, 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 : 12,298: 2,158 5,966 624 6,125 3,834 8,907 10,424: 3,391 1,874
Old : 12,245: 2,209 5,966 573 6,117 3,834 8,899 10,373: 3,346 1,872
Other: 53: 0 51 0 8 0 8 51: 45 2
: : :
: : Changes in Commitments from: February 14, 2017 :
: 218: -72 57 200 -129 15 -1 272: 219 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 48.5 5.1 49.8 31.2 72.4 84.8: 27.6 15.2
Old : 100.0: 18.0 48.7 4.7 50.0 31.3 72.7 84.7: 27.3 15.3
Other: 100.0: 0.0 96.2 0.0 15.1 0.0 15.1 96.2: 84.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 21 8 18 11 38 39:
Old : 65: 16 21 6 17 11 37 37:
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 : 40.6 33.8 52.5 50.8 40.4 33.7 51.4 50.7
Old : 40.8 34.0 52.8 51.0 40.5 34.0 51.6 51.0
Other: 15.1 96.2 15.1 96.2 15.1 96.2 15.1 96.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 21, 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 : 1,608,124: 317,140 269,039 97,415 1,081,801 1,068,696 1,496,356 1,435,150: 111,768 172,974
Old : 1,608,124: 317,140 269,039 97,415 1,081,801 1,068,696 1,496,356 1,435,150: 111,768 172,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 146,053: 11,090 -7,050 27,810 102,637 123,055 141,537 143,815: 4,516 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.7 6.1 67.3 66.5 93.0 89.2: 7.0 10.8
Old : 100.0: 19.7 16.7 6.1 67.3 66.5 93.0 89.2: 7.0 10.8
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 : 270: 54 57 40 107 121 178 202:
Old : 270: 54 57 40 107 121 178 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 26.9 37.5 37.2 18.0 23.1 31.5 30.8
Old : 21.8 26.9 37.5 37.2 18.0 23.1 31.5 30.8
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 21, 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 : 3,580,979: 528,284 830,583 161,080 2,538,212 2,019,231 3,227,576 3,010,894: 353,403 570,085
Old : 3,580,979: 528,284 830,583 161,080 2,538,212 2,019,231 3,227,576 3,010,894: 353,403 570,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 240,433: 2,526 -36,699 12,261 187,336 231,055 202,123 206,617: 38,310 33,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.2 4.5 70.9 56.4 90.1 84.1: 9.9 15.9
Old : 100.0: 14.8 23.2 4.5 70.9 56.4 90.1 84.1: 9.9 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 : 364: 59 101 68 132 164 227 298:
Old : 364: 59 101 68 132 164 227 298:
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 : 33.3 17.6 45.3 27.5 31.0 15.3 40.4 21.8
Old : 33.3 17.6 45.3 27.5 31.0 15.3 40.4 21.8
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 21, 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 : 335,555: 34,729 50,518 5,854 216,292 175,005 256,875 231,377: 78,680 104,178
Old : 335,555: 34,729 50,518 5,854 216,292 175,005 256,875 231,377: 78,680 104,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 17,490: 436 6,749 5,483 1,880 -5,481 7,799 6,751: 9,691 10,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.1 1.7 64.5 52.2 76.6 69.0: 23.4 31.0
Old : 100.0: 10.3 15.1 1.7 64.5 52.2 76.6 69.0: 23.4 31.0
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 : 59: 6 7 5 36 34 44 44:
Old : 59: 6 7 5 36 34 44 44:
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 29.4 52.4 40.5 42.0 29.0 52.1 38.9
Old : 42.3 29.4 52.4 40.5 42.0 29.0 52.1 38.9
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 21, 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 : 3,557,180: 372,861 677,810 144,809 2,766,946 2,349,298 3,284,616 3,171,917: 272,564 385,263
Old : 3,557,180: 372,861 677,810 144,809 2,766,946 2,349,298 3,284,616 3,171,917: 272,564 385,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 167,043: 32,899 -18,287 61,929 44,603 115,085 139,431 158,727: 27,612 8,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.1 4.1 77.8 66.0 92.3 89.2: 7.7 10.8
Old : 100.0: 10.5 19.1 4.1 77.8 66.0 92.3 89.2: 7.7 10.8
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 : 314: 43 82 46 120 157 190 258:
Old : 314: 43 82 46 120 157 190 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 21.1 47.8 30.7 33.0 17.3 44.0 25.9
Old : 35.8 21.1 47.8 30.7 33.0 17.3 44.0 25.9
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 21, 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 : 1,455,720: 128,077 287,191 329,912 968,234 784,399 1,426,223 1,401,502: 29,497 54,218
Old : 1,455,720: 128,077 287,191 329,912 968,234 784,399 1,426,223 1,401,502: 29,497 54,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 136,528: -8,122 10,790 55,048 84,735 58,340 131,661 124,178: 4,867 12,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.7 22.7 66.5 53.9 98.0 96.3: 2.0 3.7
Old : 100.0: 8.8 19.7 22.7 66.5 53.9 98.0 96.3: 2.0 3.7
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 : 150: 20 46 43 66 77 116 138:
Old : 150: 20 46 43 66 77 116 138:
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 : 27.9 21.3 44.0 35.3 14.5 10.5 24.9 16.0
Old : 27.9 21.3 44.0 35.3 14.5 10.5 24.9 16.0
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 21, 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 : 63,482: 33,659 7,938 2,192 17,661 44,274 53,512 54,404: 9,970 9,078
Old : 63,482: 33,659 7,938 2,192 17,661 44,274 53,512 54,404: 9,970 9,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -33: -1,542 142 396 690 -90 -456 448: 423 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 12.5 3.5 27.8 69.7 84.3 85.7: 15.7 14.3
Old : 100.0: 53.0 12.5 3.5 27.8 69.7 84.3 85.7: 15.7 14.3
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 : 124: 43 26 9 31 33 79 63:
Old : 124: 43 26 9 31 33 79 63:
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 : 26.3 37.9 39.5 53.8 26.0 37.9 37.4 53.5
Old : 26.3 37.9 39.5 53.8 26.0 37.9 37.4 53.5
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 21, 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 : 126,964: 67,318 15,876 4,384 35,322 88,548 107,024 108,808: 19,940 18,156
Old : 126,964: 67,318 15,876 4,384 35,322 88,548 107,024 108,808: 19,940 18,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -66: -3,084 284 792 1,380 -180 -912 896: 846 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 12.5 3.5 27.8 69.7 84.3 85.7: 15.7 14.3
Old : 100.0: 53.0 12.5 3.5 27.8 69.7 84.3 85.7: 15.7 14.3
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 : 124: 43 26 9 31 33 79 63:
Old : 124: 43 26 9 31 33 79 63:
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 : 26.3 37.9 39.5 53.8 26.0 37.9 37.4 53.5
Old : 26.3 37.9 39.5 53.8 26.0 37.9 37.4 53.5
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 21, 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 : 35,072: 27,685 34,702 369 6,908 0 34,962 35,071: 110 1
Old : 35,072: 27,685 34,702 369 6,908 0 34,962 35,071: 110 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -41: -40 -25 0 25 0 -15 -25: -26 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 98.9 1.1 19.7 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 78.9 98.9 1.1 19.7 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: 27 9 1 3 0 31 9:
Old : 39: 27 9 1 3 0 31 9:
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 : 52.4 94.1 82.7 99.8 52.4 94.1 82.7 98.7
Old : 52.4 94.1 82.7 99.8 52.4 94.1 82.7 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, February 21, 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 : 32,226: 20,464 7,732 139 11,548 24,191 32,151 32,062: 75 164
Old : 32,226: 20,464 7,732 139 11,548 24,191 32,151 32,062: 75 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 703: 456 18 50 149 647 655 715: 48 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 24.0 0.4 35.8 75.1 99.8 99.5: 0.2 0.5
Old : 100.0: 63.5 24.0 0.4 35.8 75.1 99.8 99.5: 0.2 0.5
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 : 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 38.3 98.3 56.7 88.9 38.3 97.9 56.7
Old : 88.9 38.3 98.3 56.7 88.9 38.3 97.9 56.7
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 21, 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 : 43,101: 35,791 2,358 175 7,090 40,395 43,056 42,928: 45 173
Old : 43,101: 35,791 2,358 175 7,090 40,395 43,056 42,928: 45 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 610: 380 -1,139 0 234 1,697 614 558: -4 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 5.5 0.4 16.4 93.7 99.9 99.6: 0.1 0.4
Old : 100.0: 83.0 5.5 0.4 16.4 93.7 99.9 99.6: 0.1 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 : 33: 10 7 1 4 13 14 21:
Old : 33: 10 7 1 4 13 14 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 : 92.4 64.8 97.9 89.8 92.4 64.8 97.2 89.8
Old : 92.4 64.8 97.9 89.8 92.4 64.8 97.2 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017