WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 07, 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 : 415,912: 158,764 185,246 60,494 157,325 131,509 376,583 377,249: 39,329 38,663
Old : 216,361: 116,427 141,283 6,575 71,968 49,696 194,970 197,554: 21,391 18,807
Other: 199,551: 70,100 71,726 26,156 85,357 81,813 181,613 179,695: 17,938 19,856
: : :
: : Changes in Commitments from: February 28, 2017 :
: 14,926: 1,396 4,362 3,309 12,675 7,189 17,380 14,860: -2,454 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 44.5 14.5 37.8 31.6 90.5 90.7: 9.5 9.3
Old : 100.0: 53.8 65.3 3.0 33.3 23.0 90.1 91.3: 9.9 8.7
Other: 100.0: 35.1 35.9 13.1 42.8 41.0 91.0 90.0: 9.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 138 125 107 86 104 289 280:
Old : 348: 136 97 30 58 69 210 180:
Other: 285: 90 82 56 65 87 184 200:
:----------------------------------------------------------------------------------------------------
: 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 9.9 22.5 18.2 12.4 9.2 21.4 16.6
Old : 14.9 14.7 26.7 25.3 14.3 14.6 26.0 25.3
Other: 21.6 16.6 32.4 26.6 20.5 14.7 30.3 24.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 07, 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 : 211,872: 86,135 41,111 26,945 78,270 122,506 191,350 190,562: 20,522 21,310
Old : 100,959: 63,648 34,300 1,859 25,946 55,081 91,453 91,240: 9,506 9,719
Other: 110,913: 40,793 25,117 6,780 52,324 67,425 99,897 99,322: 11,016 11,591
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,896: -2,963 43 5,489 1,973 946 4,499 6,478: 397 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 19.4 12.7 36.9 57.8 90.3 89.9: 9.7 10.1
Old : 100.0: 63.0 34.0 1.8 25.7 54.6 90.6 90.4: 9.4 9.6
Other: 100.0: 36.8 22.6 6.1 47.2 60.8 90.1 89.5: 9.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 72 44 56 72 83 176 162:
Old : 208: 65 42 10 39 66 106 116:
Other: 184: 52 31 28 55 72 122 120:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 20.0 29.2 28.9 16.6 19.5 27.7 27.7
Old : 26.5 20.4 38.0 31.2 26.1 20.2 37.6 31.0
Other: 22.2 28.4 32.6 41.0 22.2 27.9 32.6 38.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 07, 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 : 1,373,407: 447,243 248,353 196,797 588,360 740,994 1,232,400 1,186,144: 141,007 187,263
Old : 1,098,935: 427,770 297,036 96,806 465,213 572,930 989,789 966,772: 109,146 132,163
Other: 274,472: 108,201 40,045 11,263 123,147 168,064 242,611 219,372: 31,861 55,100
: : :
: : Changes in Commitments from: February 28, 2017 :
: 11,894: 10,695 6,252 876 2,837 2,789 14,408 9,917: -2,514 1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.1 14.3 42.8 54.0 89.7 86.4: 10.3 13.6
Old : 100.0: 38.9 27.0 8.8 42.3 52.1 90.1 88.0: 9.9 12.0
Other: 100.0: 39.4 14.6 4.1 44.9 61.2 88.4 79.9: 11.6 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 167 142 173 232 329 513 568:
Old : 710: 158 169 121 208 300 445 516:
Other: 507: 101 76 39 100 281 222 382:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 14.0 19.9 20.4 11.3 10.8 18.7 16.3
Old : 14.0 16.2 23.0 23.7 14.0 15.3 23.0 21.4
Other: 21.3 13.8 30.5 23.1 16.9 10.9 26.1 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 07, 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 : 6,944: 1,901 1,169 718 1,730 4,174 4,349 6,061: 2,595 883
Old : 5,394: 1,857 1,578 0 1,353 3,233 3,210 4,811: 2,184 583
Other: 1,550: 738 285 24 377 941 1,139 1,250: 411 300
: : :
: : Changes in Commitments from: February 28, 2017 :
: -246: -201 -379 314 -367 -278 -254 -343: 8 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.8 10.3 24.9 60.1 62.6 87.3: 37.4 12.7
Old : 100.0: 34.4 29.3 0.0 25.1 59.9 59.5 89.2: 40.5 10.8
Other: 100.0: 47.6 18.4 1.5 24.3 60.7 73.5 80.6: 26.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 3 6 9 12 27 20:
Old : 34: 16 3 0 7 9 23 12:
Other: 21: 5 5 3 3 10 10 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 52.6 40.0 72.3 23.1 48.5 31.9 63.7
Old : 26.4 57.9 38.4 81.2 24.5 54.9 35.8 75.9
Other: 67.5 51.1 73.2 70.5 67.3 50.7 69.4 70.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 07, 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 : 676,564: 228,137 84,758 88,463 314,327 387,509 630,927 560,730: 45,637 115,834
Old : 510,620: 202,155 93,526 43,568 230,599 304,988 476,322 442,082: 34,298 68,538
Other: 165,944: 61,765 27,015 9,112 83,728 82,521 154,605 118,648: 11,339 47,296
: : :
: : Changes in Commitments from: February 28, 2017 :
: -7,959: -2,933 1,880 -5,940 2,750 -4,933 -6,123 -8,993: -1,836 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.5 13.1 46.5 57.3 93.3 82.9: 6.7 17.1
Old : 100.0: 39.6 18.3 8.5 45.2 59.7 93.3 86.6: 6.7 13.4
Other: 100.0: 37.2 16.3 5.5 50.5 49.7 93.2 71.5: 6.8 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 608: 154 150 162 144 236 396 484:
Old : 578: 146 146 111 119 221 324 437:
Other: 421: 84 99 51 85 188 198 318:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 15.2 20.6 22.2 11.3 12.8 18.6 18.0
Old : 13.9 19.0 23.0 26.2 13.6 17.9 22.4 24.3
Other: 20.4 13.6 30.6 21.2 19.2 13.4 28.9 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 07, 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 : 367,689: 100,171 56,703 65,688 169,837 220,229 335,696 342,620: 31,993 25,069
Old : 304,007: 91,185 58,501 46,894 139,951 176,410 278,030 281,805: 25,977 22,202
Other: 63,682: 20,876 10,092 6,904 29,886 43,819 57,666 60,815: 6,016 2,867
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,249: 1,323 4,339 3,089 -3,515 -4,173 897 3,255: 352 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 15.4 17.9 46.2 59.9 91.3 93.2: 8.7 6.8
Old : 100.0: 30.0 19.2 15.4 46.0 58.0 91.5 92.7: 8.5 7.3
Other: 100.0: 32.8 15.8 10.8 46.9 68.8 90.6 95.5: 9.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 79 79 94 87 75 232 206:
Old : 296: 82 84 80 82 67 216 191:
Other: 132: 35 29 24 40 41 90 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 29.8 19.7 37.6 11.3 28.3 18.7 35.2
Old : 11.8 27.9 20.8 37.1 11.7 27.6 20.4 36.4
Other: 23.3 41.8 38.6 54.9 21.9 41.4 37.2 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 07, 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 : 673,380: 91,847 134,673 13,886 437,963 365,728 543,696 514,287: 129,684 159,093
Old : 673,380: 91,847 134,673 13,886 437,963 365,728 543,696 514,287: 129,684 159,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 22,802: 755 21,717 -1,288 26,911 3,580 26,378 24,009: -3,576 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.0 2.1 65.0 54.3 80.7 76.4: 19.3 23.6
Old : 100.0: 13.6 20.0 2.1 65.0 54.3 80.7 76.4: 19.3 23.6
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 : 161: 33 32 19 65 71 106 114:
Old : 161: 33 32 19 65 71 106 114:
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 : 25.4 21.7 36.9 33.9 21.7 18.3 31.9 26.9
Old : 25.4 21.7 36.9 33.9 21.7 18.3 31.9 26.9
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, March 07, 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 : 729,922: 53,041 117,791 7,577 551,905 479,022 612,523 604,390: 117,399 125,532
Old : 729,922: 53,041 117,791 7,577 551,905 479,022 612,523 604,390: 117,399 125,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -18,714: -3,839 -6,492 -2,209 -13,187 -16,899 -19,235 -25,600: 521 6,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 16.1 1.0 75.6 65.6 83.9 82.8: 16.1 17.2
Old : 100.0: 7.3 16.1 1.0 75.6 65.6 83.9 82.8: 16.1 17.2
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 : 101: 9 13 6 63 54 75 70:
Old : 101: 9 13 6 63 54 75 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 31.4 34.3 46.1 18.9 30.4 29.8 42.0
Old : 20.5 31.4 34.3 46.1 18.9 30.4 29.8 42.0
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, March 07, 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 : 4,571: 2,805 0 586 793 3,845 4,184 4,431: 387 140
Old : 4,571: 2,805 0 586 793 3,845 4,184 4,431: 387 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -180: 95 -49 -193 -62 101 -160 -141: -20 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 0.0 12.8 17.3 84.1 91.5 96.9: 8.5 3.1
Old : 100.0: 61.4 0.0 12.8 17.3 84.1 91.5 96.9: 8.5 3.1
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 : 30: 14 0 4 6 14 20 18:
Old : 30: 14 0 4 6 14 20 18:
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 : 49.1 65.4 73.9 85.0 45.1 59.8 63.2 72.8
Old : 49.1 65.4 73.9 85.0 45.1 59.8 63.2 72.8
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, March 07, 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 : 363,324: 124,110 31,461 39,131 156,844 261,971 320,085 332,563: 43,239 30,761
Old : 302,225: 113,934 32,008 29,425 123,055 215,642 266,414 277,075: 35,811 25,150
Other: 61,099: 16,028 5,305 3,854 33,789 46,329 53,671 55,488: 7,428 5,611
: : :
: : Changes in Commitments from: February 28, 2017 :
: -7,079: -4,977 1,754 -951 -1,747 -8,754 -7,675 -7,951: 596 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.7 10.8 43.2 72.1 88.1 91.5: 11.9 8.5
Old : 100.0: 37.7 10.6 9.7 40.7 71.4 88.2 91.7: 11.8 8.3
Other: 100.0: 26.2 8.7 6.3 55.3 75.8 87.8 90.8: 12.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 89 49 63 83 87 203 174:
Old : 251: 83 54 54 75 79 188 160:
Other: 135: 47 13 15 53 41 105 65:
:----------------------------------------------------------------------------------------------------
: 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 37.3 21.2 45.4 13.5 36.4 19.9 43.3
Old : 15.1 37.9 22.9 47.0 14.7 37.7 22.4 45.8
Other: 21.5 40.9 34.7 53.4 21.3 40.4 34.2 52.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 07, 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 : 11,770: 2,103 5,329 334 6,016 4,183 8,453 9,846: 3,317 1,924
Old : 11,712: 2,150 5,329 287 6,008 4,183 8,445 9,799: 3,267 1,913
Other: 58: 0 47 0 8 0 8 47: 50 11
: : :
: : Changes in Commitments from: February 28, 2017 :
: -60: 55 -191 -29 -269 135 -243 -85: 183 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 45.3 2.8 51.1 35.5 71.8 83.7: 28.2 16.3
Old : 100.0: 18.4 45.5 2.5 51.3 35.7 72.1 83.7: 27.9 16.3
Other: 100.0: 0.0 81.0 0.0 13.8 0.0 13.8 81.0: 86.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 20 5 20 12 35 37:
Old : 63: 15 20 3 19 12 34 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 : 42.5 36.0 54.1 52.2 42.4 35.9 53.3 52.1
Old : 42.7 36.2 54.4 52.5 42.6 36.2 53.5 52.5
Other: 13.8 81.0 13.8 81.0 13.8 81.0 13.8 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 07, 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 : 1,416,168: 217,300 353,805 57,415 1,028,413 843,745 1,303,128 1,254,965: 113,040 161,203
Old : 1,416,168: 217,300 353,805 57,415 1,028,413 843,745 1,303,128 1,254,965: 113,040 161,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -3,965: -45,982 60,804 25,693 7,966 -99,578 -12,323 -13,081: 8,358 9,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.0 4.1 72.6 59.6 92.0 88.6: 8.0 11.4
Old : 100.0: 15.3 25.0 4.1 72.6 59.6 92.0 88.6: 8.0 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 : 269: 50 60 31 104 114 170 189:
Old : 269: 50 60 31 104 114 170 189:
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 : 21.6 25.2 36.6 35.4 20.0 20.4 33.9 29.9
Old : 21.6 25.2 36.6 35.4 20.0 20.4 33.9 29.9
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, March 07, 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 : 3,254,479: 527,862 826,376 98,461 2,304,297 1,778,988 2,930,620 2,703,825: 323,859 550,654
Old : 3,254,479: 527,862 826,376 98,461 2,304,297 1,778,988 2,930,620 2,703,825: 323,859 550,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -909: 55,693 -55,452 -18,487 -20,289 49,113 16,917 -24,826: -17,826 23,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.4 3.0 70.8 54.7 90.0 83.1: 10.0 16.9
Old : 100.0: 16.2 25.4 3.0 70.8 54.7 90.0 83.1: 10.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 61 105 54 141 163 231 293:
Old : 379: 61 105 54 141 163 231 293:
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 : 36.1 18.5 48.5 27.6 34.1 17.1 45.0 24.2
Old : 36.1 18.5 48.5 27.6 34.1 17.1 45.0 24.2
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, March 07, 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 : 338,916: 62,507 53,181 366 210,303 175,891 273,176 229,438: 65,740 109,478
Old : 338,916: 62,507 53,181 366 210,303 175,891 273,176 229,438: 65,740 109,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -286: 8,705 -2,206 -865 -7,716 -5,191 124 -8,262: -410 7,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.7 0.1 62.1 51.9 80.6 67.7: 19.4 32.3
Old : 100.0: 18.4 15.7 0.1 62.1 51.9 80.6 67.7: 19.4 32.3
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 : 61: 9 7 5 36 36 47 46:
Old : 61: 9 7 5 36 36 47 46:
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 : 42.6 25.2 53.2 38.1 42.3 24.9 52.6 36.6
Old : 42.6 25.2 53.2 38.1 42.3 24.9 52.6 36.6
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, March 07, 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 : 3,082,637: 313,665 725,241 103,096 2,431,491 1,860,347 2,848,252 2,688,684: 234,385 393,953
Old : 3,082,637: 313,665 725,241 103,096 2,431,491 1,860,347 2,848,252 2,688,684: 234,385 393,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -72,463: -62,785 61,425 -7,014 9,735 -162,519 -60,064 -108,108: -12,399 35,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 23.5 3.3 78.9 60.3 92.4 87.2: 7.6 12.8
Old : 100.0: 10.2 23.5 3.3 78.9 60.3 92.4 87.2: 7.6 12.8
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 : 316: 43 85 39 117 148 183 249:
Old : 316: 43 85 39 117 148 183 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 18.4 50.2 28.8 35.0 17.6 45.9 26.8
Old : 38.1 18.4 50.2 28.8 35.0 17.6 45.9 26.8
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, March 07, 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 : 1,400,594: 120,899 367,277 255,895 987,219 725,672 1,364,013 1,348,844: 36,581 51,750
Old : 1,400,594: 120,899 367,277 255,895 987,219 725,672 1,364,013 1,348,844: 36,581 51,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -183,033: -76,724 14,595 -46,240 -62,064 -150,638 -185,028 -182,283: 1,995 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 26.2 18.3 70.5 51.8 97.4 96.3: 2.6 3.7
Old : 100.0: 8.6 26.2 18.3 70.5 51.8 97.4 96.3: 2.6 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 : 140: 29 33 49 62 69 118 130:
Old : 140: 29 33 49 62 69 118 130:
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 : 31.7 22.4 46.3 38.7 21.1 16.7 32.6 25.9
Old : 31.7 22.4 46.3 38.7 21.1 16.7 32.6 25.9
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, March 07, 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 : 73,766: 41,150 8,489 4,000 17,796 52,044 62,945 64,533: 10,821 9,234
Old : 73,766: 41,150 8,489 4,000 17,796 52,044 62,945 64,533: 10,821 9,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,156: 3,023 118 899 -302 4,508 3,619 5,524: 537 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 11.5 5.4 24.1 70.6 85.3 87.5: 14.7 12.5
Old : 100.0: 55.8 11.5 5.4 24.1 70.6 85.3 87.5: 14.7 12.5
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 : 129: 53 23 11 31 31 88 61:
Old : 129: 53 23 11 31 31 88 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 : 24.1 36.0 36.8 51.8 24.1 35.8 35.1 51.3
Old : 24.1 36.0 36.8 51.8 24.1 35.8 35.1 51.3
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, March 07, 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 : 147,532: 82,300 16,978 7,999 35,591 104,088 125,890 129,065: 21,642 18,467
Old : 147,532: 82,300 16,978 7,999 35,591 104,088 125,890 129,065: 21,642 18,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 8,312: 6,045 235 1,797 -604 9,015 7,238 11,047: 1,074 -2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 11.5 5.4 24.1 70.6 85.3 87.5: 14.7 12.5
Old : 100.0: 55.8 11.5 5.4 24.1 70.6 85.3 87.5: 14.7 12.5
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 : 129: 53 23 11 31 31 88 61:
Old : 129: 53 23 11 31 31 88 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 : 24.1 36.0 36.8 51.8 24.1 35.8 35.1 51.3
Old : 24.1 36.0 36.8 51.8 24.1 35.8 35.1 51.3
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, March 07, 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 : 38,256: 30,635 37,854 376 7,123 0 38,134 38,230: 122 26
Old : 38,256: 30,635 37,854 376 7,123 0 38,134 38,230: 122 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 372: -329 352 7 679 0 357 359: 15 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 98.9 1.0 18.6 0.0 99.7 99.9: 0.3 0.1
Old : 100.0: 80.1 98.9 1.0 18.6 0.0 99.7 99.9: 0.3 0.1
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 : 40: 25 11 2 4 0 30 12:
Old : 40: 25 11 2 4 0 30 12:
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 : 55.4 93.0 83.0 99.4 55.4 93.0 83.0 98.4
Old : 55.4 93.0 83.0 99.4 55.4 93.0 83.0 98.4
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, March 07, 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 : 32,468: 20,166 6,690 87 12,142 25,522 32,395 32,299: 73 169
Old : 32,468: 20,166 6,690 87 12,142 25,522 32,395 32,299: 73 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 81: 1,770 237 -1,868 145 1,692 47 61: 34 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 20.6 0.3 37.4 78.6 99.8 99.5: 0.2 0.5
Old : 100.0: 62.1 20.6 0.3 37.4 78.6 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 2 6 22 12 40:
Old : 48: 6 16 2 6 22 12 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 : 78.8 40.4 94.2 57.2 78.8 40.4 93.2 57.2
Old : 78.8 40.4 94.2 57.2 78.8 40.4 93.2 57.2
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, March 07, 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 : 47,785: 38,290 3,441 181 9,313 44,041 47,784 47,663: 1 122
Old : 47,785: 38,290 3,441 181 9,313 44,041 47,784 47,663: 1 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 3,209: 3,535 114 -2,774 2,500 5,864 3,261 3,204: -52 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 7.2 0.4 19.5 92.2 100.0 99.7: 0.0 0.3
Old : 100.0: 80.1 7.2 0.4 19.5 92.2 100.0 99.7: 0.0 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 : 35: 11 8 2 5 14 16 24:
Old : 35: 11 8 2 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 : 91.2 57.3 97.9 88.0 87.4 55.9 92.7 82.4
Old : 91.2 57.3 97.9 88.0 87.4 55.9 92.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017