WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 28, 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 : 400,986: 157,368 180,884 57,185 144,650 124,320 359,203 362,389: 41,783 38,597
Old : 215,285: 116,991 137,849 6,931 68,165 50,985 192,087 195,765: 23,198 19,520
Other: 185,701: 64,292 66,950 26,339 76,485 73,335 167,116 166,624: 18,585 19,077
: : :
: : Changes in Commitments from: February 21, 2017 :
: -51,116: -9,694 5,495 -18,158 -20,656 -34,695 -48,508 -47,358: -2,608 -3,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 45.1 14.3 36.1 31.0 89.6 90.4: 10.4 9.6
Old : 100.0: 54.3 64.0 3.2 31.7 23.7 89.2 90.9: 10.8 9.1
Other: 100.0: 34.6 36.1 14.2 41.2 39.5 90.0 89.7: 10.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 132 116 104 80 98 274 273:
Old : 341: 130 96 32 56 71 204 184:
Other: 273: 82 82 50 64 84 174 193:
:----------------------------------------------------------------------------------------------------
: 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 9.7 22.0 18.1 12.0 9.5 21.4 16.9
Old : 15.2 14.7 26.9 25.2 14.7 14.7 26.3 25.1
Other: 20.5 15.5 32.3 25.5 19.6 14.5 29.9 23.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 28, 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 : 206,976: 89,098 41,068 21,456 76,297 121,560 186,851 184,084: 20,125 22,892
Old : 102,872: 66,231 32,563 972 26,073 57,412 93,276 90,947: 9,596 11,925
Other: 104,104: 38,435 24,073 4,916 50,224 64,148 93,575 93,137: 10,529 10,967
: : :
: : Changes in Commitments from: February 21, 2017 :
: -22,675: -497 -4,356 -8,421 -11,492 -9,483 -20,410 -22,260: -2,265 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 19.8 10.4 36.9 58.7 90.3 88.9: 9.7 11.1
Old : 100.0: 64.4 31.7 0.9 25.3 55.8 90.7 88.4: 9.3 11.6
Other: 100.0: 36.9 23.1 4.7 48.2 61.6 89.9 89.5: 10.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 71 47 49 72 82 170 158:
Old : 204: 58 45 14 40 68 102 123:
Other: 179: 52 28 19 57 70 117 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 20.6 29.4 29.7 17.1 19.8 27.6 27.9
Old : 25.9 21.5 38.5 33.1 25.6 20.9 38.2 32.5
Other: 22.3 29.1 33.4 42.6 22.3 28.6 33.4 40.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 28, 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 : 1,361,513: 436,548 242,101 195,921 585,523 738,205 1,217,992 1,176,227: 143,521 185,286
Old : 1,107,675: 420,686 284,525 103,601 470,398 588,059 994,685 976,185: 112,990 131,490
Other: 253,838: 98,533 40,247 9,649 115,125 150,146 223,307 200,042: 30,531 53,796
: : :
: : Changes in Commitments from: February 21, 2017 :
: -139,514: -19,173 -40,682 -34,220 -84,833 -46,085 -138,226 -120,987: -1,288 -18,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 17.8 14.4 43.0 54.2 89.5 86.4: 10.5 13.6
Old : 100.0: 38.0 25.7 9.4 42.5 53.1 89.8 88.1: 10.2 11.9
Other: 100.0: 38.8 15.9 3.8 45.4 59.2 88.0 78.8: 12.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 179 132 177 235 328 525 565:
Old : 727: 170 163 138 216 306 473 525:
Other: 498: 97 78 35 97 277 209 378:
:----------------------------------------------------------------------------------------------------
: 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 14.5 18.9 21.0 11.2 11.9 18.7 17.2
Old : 13.2 15.9 22.0 23.5 13.2 15.0 22.0 21.4
Other: 20.4 16.1 29.2 24.9 14.7 10.2 23.0 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 28, 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 : 7,190: 2,102 1,548 404 2,097 4,452 4,603 6,404: 2,587 786
Old : 5,918: 2,003 1,783 0 1,639 3,652 3,642 5,435: 2,276 483
Other: 1,272: 477 143 26 458 800 961 969: 311 303
: : :
: : Changes in Commitments from: February 21, 2017 :
: -893: -202 -464 110 -758 -586 -850 -940: -43 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 21.5 5.6 29.2 61.9 64.0 89.1: 36.0 10.9
Old : 100.0: 33.8 30.1 0.0 27.7 61.7 61.5 91.8: 38.5 8.2
Other: 100.0: 37.5 11.2 2.0 36.0 62.9 75.6 76.2: 24.4 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 3 5 10 12 28 19:
Old : 35: 16 3 0 8 10 24 13:
Other: 22: 6 4 3 4 10 12 15:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 54.2 39.2 74.8 24.3 47.6 32.9 64.6
Old : 29.7 58.4 40.9 81.9 24.8 53.9 35.1 73.8
Other: 61.4 53.5 73.7 67.5 61.4 53.5 71.2 67.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 28, 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 : 684,523: 231,070 82,878 94,403 311,577 392,442 637,050 569,723: 47,473 114,800
Old : 528,087: 207,009 91,467 49,939 234,629 318,280 491,577 459,686: 36,510 68,401
Other: 156,436: 60,344 27,694 8,181 76,948 74,162 145,473 110,037: 10,963 46,399
: : :
: : Changes in Commitments from: February 21, 2017 :
: -72,453: -20,492 -1,915 -18,056 -32,068 -49,523 -70,616 -69,494: -1,837 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 12.1 13.8 45.5 57.3 93.1 83.2: 6.9 16.8
Old : 100.0: 39.2 17.3 9.5 44.4 60.3 93.1 87.0: 6.9 13.0
Other: 100.0: 38.6 17.7 5.2 49.2 47.4 93.0 70.3: 7.0 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 164 145 167 140 237 401 489:
Old : 587: 158 144 125 114 224 335 448:
Other: 421: 79 109 46 84 187 192 318:
:----------------------------------------------------------------------------------------------------
: 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 14.7 20.2 21.4 11.6 12.4 18.8 18.2
Old : 14.3 18.6 23.3 26.2 14.2 17.9 22.6 25.4
Other: 19.7 11.9 29.6 19.5 19.7 11.9 28.6 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 28, 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 : 366,440: 98,848 52,364 62,599 173,352 224,402 334,799 339,365: 31,641 27,075
Old : 311,084: 91,007 57,789 44,008 149,654 185,402 284,669 287,199: 26,415 23,885
Other: 55,356: 21,422 8,156 5,010 23,698 39,000 50,130 52,166: 5,226 3,190
: : :
: : Changes in Commitments from: February 21, 2017 :
: -21,427: -9,734 8,408 -11,881 1,581 -17,994 -20,034 -21,467: -1,393 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.3 17.1 47.3 61.2 91.4 92.6: 8.6 7.4
Old : 100.0: 29.3 18.6 14.1 48.1 59.6 91.5 92.3: 8.5 7.7
Other: 100.0: 38.7 14.7 9.1 42.8 70.5 90.6 94.2: 9.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 83 81 96 84 73 231 206:
Old : 294: 88 82 82 81 66 218 192:
Other: 126: 33 30 26 38 37 90 77:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 30.8 20.3 37.5 11.3 29.4 19.1 35.1
Old : 12.2 29.4 21.4 37.3 12.1 28.7 20.8 35.4
Other: 25.1 41.8 41.0 54.0 25.1 41.2 39.4 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 28, 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 : 650,578: 91,092 112,956 15,174 411,052 362,148 517,318 490,278: 133,260 160,300
Old : 650,578: 91,092 112,956 15,174 411,052 362,148 517,318 490,278: 133,260 160,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 7,587: -4,221 -6,081 2,086 14,008 19,698 11,873 15,703: -4,286 -8,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.4 2.3 63.2 55.7 79.5 75.4: 20.5 24.6
Old : 100.0: 14.0 17.4 2.3 63.2 55.7 79.5 75.4: 20.5 24.6
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 : 153: 30 28 20 60 73 99 113:
Old : 153: 30 28 20 60 73 99 113:
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 : 26.2 21.6 38.2 32.3 22.6 16.8 32.7 25.1
Old : 26.2 21.6 38.2 32.3 22.6 16.8 32.7 25.1
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 28, 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 : 748,636: 56,880 124,283 9,786 565,092 495,921 631,758 629,990: 116,878 118,646
Old : 748,636: 56,880 124,283 9,786 565,092 495,921 631,758 629,990: 116,878 118,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -34,319: 2,007 435 -14,332 -8,604 -15,479 -20,929 -29,376: -13,390 -4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 16.6 1.3 75.5 66.2 84.4 84.2: 15.6 15.8
Old : 100.0: 7.6 16.6 1.3 75.5 66.2 84.4 84.2: 15.6 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 : 102: 9 14 7 63 56 76 73:
Old : 102: 9 14 7 63 56 76 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 : 20.6 29.8 34.8 45.2 19.0 28.8 29.9 41.3
Old : 20.6 29.8 34.8 45.2 19.0 28.8 29.9 41.3
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 28, 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 : 4,751: 2,710 49 779 855 3,744 4,344 4,572: 407 179
Old : 4,751: 2,710 49 779 855 3,744 4,344 4,572: 407 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -206: 65 49 -101 -140 -121 -176 -173: -30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 1.0 16.4 18.0 78.8 91.4 96.2: 8.6 3.8
Old : 100.0: 57.0 1.0 16.4 18.0 78.8 91.4 96.2: 8.6 3.8
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 : 31: 15 1 4 9 15 25 19:
Old : 31: 15 1 4 9 15 25 19:
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 : 49.5 61.3 73.3 82.2 43.3 53.6 57.0 66.2
Old : 49.5 61.3 73.3 82.2 43.3 53.6 57.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 28, 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 : 370,403: 129,087 29,707 40,082 158,591 270,725 327,760 340,514: 42,643 29,889
Old : 313,399: 118,833 30,655 31,125 127,474 227,020 277,432 288,800: 35,967 24,599
Other: 57,004: 15,880 4,678 3,331 31,117 43,705 50,328 51,714: 6,676 5,290
: : :
: : Changes in Commitments from: February 21, 2017 :
: -19,325: -4,493 -187 -7,349 -4,357 -11,110 -16,199 -18,646: -3,126 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 8.0 10.8 42.8 73.1 88.5 91.9: 11.5 8.1
Old : 100.0: 37.9 9.8 9.9 40.7 72.4 88.5 92.2: 11.5 7.8
Other: 100.0: 27.9 8.2 5.8 54.6 76.7 88.3 90.7: 11.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 91 45 67 84 86 213 169:
Old : 253: 90 46 58 76 79 197 157:
Other: 132: 45 12 17 54 40 106 63:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 38.8 21.0 46.9 13.3 37.7 19.7 44.7
Old : 14.7 39.6 22.3 48.8 14.3 38.9 21.9 47.3
Other: 24.0 43.2 38.0 55.3 23.8 42.9 37.5 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 28, 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 : 11,830: 2,048 5,520 363 6,285 4,048 8,696 9,931: 3,134 1,899
Old : 11,772: 2,096 5,520 315 6,277 4,048 8,688 9,883: 3,084 1,889
Other: 58: 0 48 0 8 0 8 48: 50 10
: : :
: : Changes in Commitments from: February 21, 2017 :
: -468: -110 -446 -261 160 214 -211 -493: -257 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 46.7 3.1 53.1 34.2 73.5 83.9: 26.5 16.1
Old : 100.0: 17.8 46.9 2.7 53.3 34.4 73.8 84.0: 26.2 16.0
Other: 100.0: 0.0 82.8 0.0 13.8 0.0 13.8 82.8: 86.2 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 20 7 21 11 38 37:
Old : 65: 16 20 5 20 11 37 35:
Other: 4: 0 3 0 1 0 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 36.2 54.6 52.6 43.1 35.9 53.9 52.3
Old : 43.3 36.4 54.9 52.9 43.3 36.2 54.2 52.6
Other: 13.8 82.8 13.8 82.8 13.8 82.8 13.8 82.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 28, 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 : 1,420,133: 263,282 293,001 31,722 1,020,447 943,323 1,315,451 1,268,046: 104,682 152,087
Old : 1,420,133: 263,282 293,001 31,722 1,020,447 943,323 1,315,451 1,268,046: 104,682 152,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -187,991: -53,858 23,962 -65,693 -61,354 -125,373 -180,905 -167,104: -7,086 -20,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.6 2.2 71.9 66.4 92.6 89.3: 7.4 10.7
Old : 100.0: 18.5 20.6 2.2 71.9 66.4 92.6 89.3: 7.4 10.7
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 : 267: 53 59 35 106 114 175 192:
Old : 267: 53 59 35 106 114 175 192:
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 : 21.5 26.0 36.2 36.9 21.3 22.1 35.8 31.2
Old : 21.5 26.0 36.2 36.9 21.3 22.1 35.8 31.2
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, February 28, 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 : 3,255,388: 472,169 881,828 116,948 2,324,586 1,729,875 2,913,703 2,728,651: 341,685 526,737
Old : 3,255,388: 472,169 881,828 116,948 2,324,586 1,729,875 2,913,703 2,728,651: 341,685 526,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -325,591: -56,115 51,245 -44,132 -213,626 -289,356 -313,873 -282,243: -11,718 -43,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.1 3.6 71.4 53.1 89.5 83.8: 10.5 16.2
Old : 100.0: 14.5 27.1 3.6 71.4 53.1 89.5 83.8: 10.5 16.2
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 : 353: 48 99 54 138 172 221 290:
Old : 353: 48 99 54 138 172 221 290:
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 : 36.8 19.7 48.9 27.7 34.6 17.5 45.4 24.0
Old : 36.8 19.7 48.9 27.7 34.6 17.5 45.4 24.0
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 28, 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 : 339,202: 53,802 55,387 1,231 218,019 181,082 273,052 237,700: 66,150 101,502
Old : 339,202: 53,802 55,387 1,231 218,019 181,082 273,052 237,700: 66,150 101,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,647: 19,073 4,869 -4,623 1,727 6,077 16,177 6,323: -12,530 -2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.3 0.4 64.3 53.4 80.5 70.1: 19.5 29.9
Old : 100.0: 15.9 16.3 0.4 64.3 53.4 80.5 70.1: 19.5 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 9 7 5 38 39 49 49:
Old : 64: 9 7 5 38 39 49 49:
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 : 42.0 26.0 51.8 37.4 41.6 25.6 51.2 35.5
Old : 42.0 26.0 51.8 37.4 41.6 25.6 51.2 35.5
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, February 28, 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 : 3,155,100: 376,450 663,816 110,110 2,421,756 2,022,866 2,908,316 2,796,792: 246,784 358,308
Old : 3,155,100: 376,450 663,816 110,110 2,421,756 2,022,866 2,908,316 2,796,792: 246,784 358,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -402,080: 3,589 -13,994 -34,699 -345,190 -326,432 -376,300 -375,125: -25,780 -26,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.0 3.5 76.8 64.1 92.2 88.6: 7.8 11.4
Old : 100.0: 11.9 21.0 3.5 76.8 64.1 92.2 88.6: 7.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 47 78 45 113 151 189 245:
Old : 309: 47 78 45 113 151 189 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 18.2 49.7 29.4 35.3 18.0 46.1 26.6
Old : 37.9 18.2 49.7 29.4 35.3 18.0 46.1 26.6
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 28, 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 : 1,583,627: 197,623 352,682 302,135 1,049,283 876,310 1,549,041 1,531,127: 34,586 52,500
Old : 1,583,627: 197,623 352,682 302,135 1,049,283 876,310 1,549,041 1,531,127: 34,586 52,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 127,907: 69,546 65,491 -27,777 81,049 91,911 122,818 129,625: 5,089 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 19.1 66.3 55.3 97.8 96.7: 2.2 3.3
Old : 100.0: 12.5 22.3 19.1 66.3 55.3 97.8 96.7: 2.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 28 41 43 66 75 118 137:
Old : 151: 28 41 43 66 75 118 137:
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 : 27.5 22.7 44.4 37.8 14.5 13.2 25.3 22.1
Old : 27.5 22.7 44.4 37.8 14.5 13.2 25.3 22.1
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 28, 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 : 69,610: 38,128 8,372 3,101 18,098 47,537 59,326 59,009: 10,284 10,601
Old : 69,610: 38,128 8,372 3,101 18,098 47,537 59,326 59,009: 10,284 10,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,128: 4,469 434 909 437 3,263 5,814 4,605: 314 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 12.0 4.5 26.0 68.3 85.2 84.8: 14.8 15.2
Old : 100.0: 54.8 12.0 4.5 26.0 68.3 85.2 84.8: 14.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 44 25 11 32 36 81 67:
Old : 126: 44 25 11 32 36 81 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 34.9 37.6 50.0 25.0 34.6 35.6 49.5
Old : 25.0 34.9 37.6 50.0 25.0 34.6 35.6 49.5
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 28, 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 : 139,220: 76,255 16,743 6,202 36,195 95,073 118,652 118,018: 20,568 21,202
Old : 139,220: 76,255 16,743 6,202 36,195 95,073 118,652 118,018: 20,568 21,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,256: 8,937 867 1,818 873 6,525 11,628 9,210: 628 3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 12.0 4.5 26.0 68.3 85.2 84.8: 14.8 15.2
Old : 100.0: 54.8 12.0 4.5 26.0 68.3 85.2 84.8: 14.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 44 25 11 32 36 81 67:
Old : 126: 44 25 11 32 36 81 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 34.9 37.6 50.0 25.0 34.6 35.6 49.5
Old : 25.0 34.9 37.6 50.0 25.0 34.6 35.6 49.5
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 28, 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 : 37,884: 30,964 37,502 369 6,444 0 37,777 37,871: 107 13
Old : 37,884: 30,964 37,502 369 6,444 0 37,777 37,871: 107 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,812: 3,279 2,800 0 -464 0 2,815 2,800: -3 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 99.0 1.0 17.0 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 81.7 99.0 1.0 17.0 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 : 40: 29 8 1 3 0 33 8:
Old : 40: 29 8 1 3 0 33 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 : 55.8 95.5 84.0 100.0 55.8 95.5 84.0 99.0
Old : 55.8 95.5 84.0 100.0 55.8 95.5 84.0 99.0
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 28, 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 : 32,387: 18,396 6,453 1,955 11,997 23,830 32,348 32,238: 39 149
Old : 32,387: 18,396 6,453 1,955 11,997 23,830 32,348 32,238: 39 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 161: -2,068 -1,279 1,816 449 -361 197 176: -36 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 19.9 6.0 37.0 73.6 99.9 99.5: 0.1 0.5
Old : 100.0: 56.8 19.9 6.0 37.0 73.6 99.9 99.5: 0.1 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 : 49: 7 16 3 5 22 13 40:
Old : 49: 7 16 3 5 22 13 40:
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 : 83.4 37.1 96.5 56.2 83.2 37.1 92.4 53.3
Old : 83.4 37.1 96.5 56.2 83.2 37.1 92.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 28, 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 : 44,576: 34,755 3,327 2,955 6,813 38,177 44,523 44,459: 53 117
Old : 44,576: 34,755 3,327 2,955 6,813 38,177 44,523 44,459: 53 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,475: -1,036 969 2,780 -277 -2,218 1,467 1,531: 8 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 7.5 6.6 15.3 85.6 99.9 99.7: 0.1 0.3
Old : 100.0: 78.0 7.5 6.6 15.3 85.6 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 : 33: 10 7 4 5 14 16 24:
Old : 33: 10 7 4 5 14 16 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 : 93.0 57.0 98.5 85.4 86.9 57.0 91.8 82.0
Old : 93.0 57.0 98.5 85.4 86.9 57.0 91.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017