WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 453,186: 162,166 219,908 69,390 178,458 124,699 410,014 413,997: 43,172 39,189
Old : 230,382: 118,133 169,720 5,624 83,020 37,243 206,777 212,587: 23,605 17,795
Other: 222,804: 80,248 86,403 27,551 95,438 87,456 203,237 201,410: 19,567 21,394
: : :
: : Changes in Commitments from: March 7, 2017 :
: 37,274: 3,402 34,662 8,896 21,133 -6,810 33,431 36,748: 3,843 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 48.5 15.3 39.4 27.5 90.5 91.4: 9.5 8.6
Old : 100.0: 51.3 73.7 2.4 36.0 16.2 89.8 92.3: 10.2 7.7
Other: 100.0: 36.0 38.8 12.4 42.8 39.3 91.2 90.4: 8.8 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 136 139 113 95 104 301 302:
Old : 367: 133 115 26 66 61 212 189:
Other: 294: 95 85 59 68 86 196 202:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 9.7 23.4 17.6 11.5 8.8 19.2 16.1
Old : 17.7 14.8 27.9 27.7 17.0 14.7 27.1 27.6
Other: 22.8 16.4 33.0 27.4 21.9 14.3 32.1 24.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 215,949: 81,234 48,405 28,141 86,541 117,474 195,916 194,020: 20,033 21,929
Old : 96,495: 57,570 36,673 2,509 27,706 47,240 87,785 86,422: 8,710 10,073
Other: 119,454: 39,723 27,791 9,573 58,835 70,234 108,131 107,598: 11,323 11,856
: : :
: : Changes in Commitments from: March 7, 2017 :
: 4,077: -4,901 7,294 1,196 8,271 -5,032 4,566 3,458: -489 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.4 13.0 40.1 54.4 90.7 89.8: 9.3 10.2
Old : 100.0: 59.7 38.0 2.6 28.7 49.0 91.0 89.6: 9.0 10.4
Other: 100.0: 33.3 23.3 8.0 49.3 58.8 90.5 90.1: 9.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 74 45 62 75 82 179 170:
Old : 209: 61 45 13 45 64 110 118:
Other: 185: 48 35 33 58 71 125 125:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 19.1 29.9 28.0 16.5 18.2 27.1 26.7
Old : 28.0 20.6 39.6 32.2 27.6 20.6 39.0 32.0
Other: 22.3 29.4 32.5 40.3 22.3 27.8 32.3 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,376,269: 400,781 287,976 199,791 625,017 696,869 1,225,589 1,184,636: 150,680 191,633
Old : 1,095,874: 378,564 334,106 101,088 500,075 524,031 979,727 959,225: 116,147 136,649
Other: 280,395: 109,163 40,816 11,757 124,942 172,838 245,862 225,411: 34,533 54,984
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,862: -46,462 39,623 2,994 36,657 -44,125 -6,811 -1,508: 9,673 4,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.9 14.5 45.4 50.6 89.1 86.1: 10.9 13.9
Old : 100.0: 34.5 30.5 9.2 45.6 47.8 89.4 87.5: 10.6 12.5
Other: 100.0: 38.9 14.6 4.2 44.6 61.6 87.7 80.4: 12.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 170 148 175 244 318 518 569:
Old : 708: 160 167 127 226 284 462 508:
Other: 508: 103 79 34 102 278 223 378:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 13.5 18.9 19.7 11.1 11.0 17.9 16.3
Old : 13.7 15.9 22.0 22.9 13.7 15.3 21.9 21.3
Other: 19.4 15.2 28.9 24.5 15.1 13.1 24.6 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,261: 1,922 1,024 549 1,120 3,689 3,591 5,262: 2,670 999
Old : 4,679: 1,711 1,349 0 710 2,707 2,421 4,056: 2,258 623
Other: 1,582: 733 197 27 410 982 1,170 1,206: 412 376
: : :
: : Changes in Commitments from: March 7, 2017 :
: -683: 21 -145 -169 -610 -485 -758 -799: 75 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 16.4 8.8 17.9 58.9 57.4 84.0: 42.6 16.0
Old : 100.0: 36.6 28.8 0.0 15.2 57.9 51.7 86.7: 48.3 13.3
Other: 100.0: 46.3 12.5 1.7 25.9 62.1 74.0 76.2: 26.0 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 3 5 9 12 27 19:
Old : 33: 15 4 0 6 9 21 13:
Other: 22: 6 4 3 3 11 11 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 : 25.0 50.1 35.3 68.4 17.6 49.3 26.9 63.8
Old : 21.7 58.2 33.3 80.1 20.5 58.2 32.0 80.1
Other: 68.7 51.0 73.6 68.0 68.5 50.6 70.5 65.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 676,014: 201,032 95,554 89,689 338,671 374,394 629,392 559,637: 46,622 116,377
Old : 489,242: 182,161 100,066 41,069 231,342 280,895 454,572 422,030: 34,670 67,212
Other: 186,772: 57,461 34,078 10,030 107,329 93,499 174,820 137,607: 11,952 49,165
: : :
: : Changes in Commitments from: March 7, 2017 :
: -550: -27,105 10,796 1,226 24,344 -13,115 -1,535 -1,093: 985 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.1 13.3 50.1 55.4 93.1 82.8: 6.9 17.2
Old : 100.0: 37.2 20.5 8.4 47.3 57.4 92.9 86.3: 7.1 13.7
Other: 100.0: 30.8 18.2 5.4 57.5 50.1 93.6 73.7: 6.4 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 148 153 160 157 228 397 474:
Old : 560: 130 158 115 133 213 328 431:
Other: 416: 81 100 50 88 186 199 313:
:----------------------------------------------------------------------------------------------------
: 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 15.0 21.8 21.8 13.9 12.3 20.8 17.1
Old : 13.8 19.8 22.8 26.8 13.5 18.6 22.5 24.6
Other: 28.1 12.9 37.4 21.5 26.6 12.2 35.8 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,882: 8,217 1,549 35 1,302 3,271 9,554 4,855: 11,328 16,027
Old : 6,801: 4,079 587 32 1,292 704 5,403 1,323: 1,398 5,478
Other: 14,081: 4,138 962 3 10 2,567 4,151 3,532: 9,930 10,549
: : :
: : Changes in Commitments from: March 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 7.4 0.2 6.2 15.7 45.8 23.2: 54.2 76.8
Old : 100.0: 60.0 8.6 0.5 19.0 10.4 79.4 19.5: 20.6 80.5
Other: 100.0: 29.4 6.8 0.0 0.1 18.2 29.5 25.1: 70.5 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 2 3 9 10 15:
Old : 21: 7 4 2 2 9 9 15:
Other: 19: 6 4 1 1 9 7 14:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 13.0 44.4 18.5 32.3 12.9 44.2 18.5
Old : 60.4 11.7 77.8 18.3 60.3 11.7 77.2 18.3
Other: 27.4 15.1 29.5 22.1 27.4 15.0 29.4 22.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 380,049: 99,352 81,268 65,885 183,243 206,203 348,480 353,356: 31,569 26,693
Old : 310,575: 95,395 81,651 43,900 146,645 161,534 285,940 287,085: 24,635 23,490
Other: 69,474: 17,552 13,212 8,390 36,598 44,669 62,540 66,271: 6,934 3,203
: : :
: : Changes in Commitments from: March 7, 2017 :
: 12,360: -819 24,565 197 13,406 -14,026 12,784 10,736: -424 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 21.4 17.3 48.2 54.3 91.7 93.0: 8.3 7.0
Old : 100.0: 30.7 26.3 14.1 47.2 52.0 92.1 92.4: 7.9 7.6
Other: 100.0: 25.3 19.0 12.1 52.7 64.3 90.0 95.4: 10.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 92 85 91 83 75 229 217:
Old : 310: 96 89 78 78 69 217 203:
Other: 138: 34 36 27 46 39 97 86:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 25.0 18.8 33.3 11.0 22.6 17.9 29.8
Old : 11.6 23.8 20.4 32.7 11.6 23.5 19.7 31.8
Other: 24.0 38.7 37.9 51.9 22.8 38.2 36.3 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 646,584: 87,785 150,033 9,643 420,438 320,901 517,866 480,577: 128,718 166,007
Old : 646,584: 87,785 150,033 9,643 420,438 320,901 517,866 480,577: 128,718 166,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -26,796: -4,062 15,360 -4,243 -17,525 -44,827 -25,830 -33,710: -966 6,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.2 1.5 65.0 49.6 80.1 74.3: 19.9 25.7
Old : 100.0: 13.6 23.2 1.5 65.0 49.6 80.1 74.3: 19.9 25.7
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: 29 32 19 62 61 102 101:
Old : 150: 29 32 19 62 61 102 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 21.7 35.4 33.5 19.0 17.9 29.9 25.8
Old : 23.5 21.7 35.4 33.5 19.0 17.9 29.9 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 702,072: 54,508 131,873 3,893 528,792 447,484 587,193 583,250: 114,879 118,822
Old : 702,072: 54,508 131,873 3,893 528,792 447,484 587,193 583,250: 114,879 118,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -27,850: 1,467 14,082 -3,684 -23,113 -31,538 -25,330 -21,140: -2,520 -6,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 18.8 0.6 75.3 63.7 83.6 83.1: 16.4 16.9
Old : 100.0: 7.8 18.8 0.6 75.3 63.7 83.6 83.1: 16.4 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 : 103: 9 15 7 61 54 73 73:
Old : 103: 9 15 7 61 54 73 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 : 20.3 30.7 34.9 46.3 18.6 30.3 29.8 43.4
Old : 20.3 30.7 34.9 46.3 18.6 30.3 29.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,459: 3,040 0 385 715 3,945 4,140 4,330: 319 129
Old : 4,459: 3,040 0 385 715 3,945 4,140 4,330: 319 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -112: 235 0 -201 -78 100 -44 -101: -68 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 0.0 8.6 16.0 88.5 92.8 97.1: 7.2 2.9
Old : 100.0: 68.2 0.0 8.6 16.0 88.5 92.8 97.1: 7.2 2.9
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 : 30: 15 0 4 6 13 21 17:
Old : 30: 15 0 4 6 13 21 17:
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 : 51.9 73.0 76.0 89.3 45.4 70.1 67.3 80.9
Old : 51.9 73.0 76.0 89.3 45.4 70.1 67.3 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 356,730: 122,437 32,903 33,962 158,345 258,460 314,744 325,325: 41,986 31,405
Old : 291,935: 115,045 32,460 23,355 119,363 210,344 257,763 266,159: 34,172 25,776
Other: 64,795: 14,074 7,125 3,925 38,982 48,116 56,981 59,166: 7,814 5,629
: : :
: : Changes in Commitments from: March 7, 2017 :
: -6,594: -1,673 1,442 -5,169 1,501 -3,511 -5,341 -7,238: -1,253 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.2 9.5 44.4 72.5 88.2 91.2: 11.8 8.8
Old : 100.0: 39.4 11.1 8.0 40.9 72.1 88.3 91.2: 11.7 8.8
Other: 100.0: 21.7 11.0 6.1 60.2 74.3 87.9 91.3: 12.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 91 49 71 80 87 208 177:
Old : 255: 86 55 58 73 79 192 162:
Other: 142: 48 18 18 51 45 108 74:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 36.8 21.3 45.5 13.6 35.8 20.3 43.1
Old : 15.3 37.5 23.3 47.2 15.0 37.1 22.7 45.9
Other: 19.4 40.0 32.2 53.2 19.4 38.3 32.2 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,307: 2,154 4,813 329 5,934 4,161 8,417 9,303: 2,890 2,004
Old : 11,239: 2,194 4,813 283 5,926 4,156 8,403 9,252: 2,836 1,987
Other: 68: 0 40 6 8 5 14 51: 54 17
: : :
: : Changes in Commitments from: March 7, 2017 :
: -463: 51 -516 -5 -82 -22 -36 -543: -427 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 42.6 2.9 52.5 36.8 74.4 82.3: 25.6 17.7
Old : 100.0: 19.5 42.8 2.5 52.7 37.0 74.8 82.3: 25.2 17.7
Other: 100.0: 0.0 58.8 8.8 11.8 7.4 20.6 75.0: 79.4 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 17 5 19 13 36 35:
Old : 61: 17 17 3 18 12 35 32:
Other: 5: 0 3 1 1 1 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 36.6 55.2 53.0 44.4 36.5 54.7 52.9
Old : 45.1 36.8 55.6 53.4 44.7 36.8 55.0 53.3
Other: 20.6 75.0 20.6 75.0 11.8 66.2 11.8 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,435,039: 207,280 370,921 70,933 1,050,240 831,817 1,328,453 1,273,671: 106,586 161,368
Old : 1,435,039: 207,280 370,921 70,933 1,050,240 831,817 1,328,453 1,273,671: 106,586 161,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 18,871: -10,020 17,116 13,518 21,827 -11,928 25,325 18,706: -6,454 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.8 4.9 73.2 58.0 92.6 88.8: 7.4 11.2
Old : 100.0: 14.4 25.8 4.9 73.2 58.0 92.6 88.8: 7.4 11.2
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 : 273: 47 62 26 108 118 167 194:
Old : 273: 47 62 26 108 118 167 194:
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 : 22.7 26.2 37.2 36.7 21.0 20.8 33.0 30.0
Old : 22.7 26.2 37.2 36.7 21.0 20.8 33.0 30.0
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,155,363: 610,939 805,331 88,039 2,133,771 1,721,782 2,832,749 2,615,152: 322,614 540,211
Old : 3,155,363: 610,939 805,331 88,039 2,133,771 1,721,782 2,832,749 2,615,152: 322,614 540,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -99,116: 83,077 -21,045 -10,422 -170,526 -57,206 -97,871 -88,673: -1,245 -10,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.5 2.8 67.6 54.6 89.8 82.9: 10.2 17.1
Old : 100.0: 19.4 25.5 2.8 67.6 54.6 89.8 82.9: 10.2 17.1
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 : 384: 69 99 52 140 158 240 278:
Old : 384: 69 99 52 140 158 240 278:
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 : 34.2 17.6 46.9 26.3 32.2 15.7 43.2 22.8
Old : 34.2 17.6 46.9 26.3 32.2 15.7 43.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 330,778: 54,536 52,883 512 209,212 173,287 264,260 226,682: 66,518 104,096
Old : 330,778: 54,536 52,883 512 209,212 173,287 264,260 226,682: 66,518 104,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -8,138: -7,971 -298 146 -1,091 -2,604 -8,916 -2,756: 778 -5,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.0 0.2 63.2 52.4 79.9 68.5: 20.1 31.5
Old : 100.0: 16.5 16.0 0.2 63.2 52.4 79.9 68.5: 20.1 31.5
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 : 66: 9 7 4 37 37 49 45:
Old : 66: 9 7 4 37 37 49 45:
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 : 43.3 24.7 52.4 38.2 43.1 24.0 52.1 36.5
Old : 43.3 24.7 52.4 38.2 43.1 24.0 52.1 36.5
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, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,041,263: 348,813 705,884 112,331 2,349,469 1,827,220 2,810,613 2,645,435: 230,650 395,828
Old : 3,041,263: 348,813 705,884 112,331 2,349,469 1,827,220 2,810,613 2,645,435: 230,650 395,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -41,374: 35,148 -19,357 9,235 -82,022 -33,127 -37,639 -43,249: -3,735 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 23.2 3.7 77.3 60.1 92.4 87.0: 7.6 13.0
Old : 100.0: 11.5 23.2 3.7 77.3 60.1 92.4 87.0: 7.6 13.0
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 : 313: 43 84 40 116 144 180 247:
Old : 313: 43 84 40 116 144 180 247:
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 17.8 48.8 27.7 34.6 17.0 44.4 26.1
Old : 37.9 17.8 48.8 27.7 34.6 17.0 44.4 26.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,567,377: 159,417 352,204 327,739 1,037,489 824,790 1,524,645 1,504,733: 42,732 62,644
Old : 1,567,377: 159,417 352,204 327,739 1,037,489 824,790 1,524,645 1,504,733: 42,732 62,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 166,783: 38,518 -15,073 71,844 50,270 99,118 160,632 155,889: 6,151 10,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.5 20.9 66.2 52.6 97.3 96.0: 2.7 4.0
Old : 100.0: 10.2 22.5 20.9 66.2 52.6 97.3 96.0: 2.7 4.0
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 : 145: 33 33 45 62 72 116 133:
Old : 145: 33 33 45 62 72 116 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 21.1 43.7 37.1 18.3 15.8 29.7 24.6
Old : 28.6 21.1 43.7 37.1 18.3 15.8 29.7 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 88,054: 43,178 6,622 4,016 29,365 68,689 76,558 79,326: 11,497 8,729
Old : 88,054: 43,178 6,622 4,016 29,365 68,689 76,558 79,326: 11,497 8,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 14,288: 2,028 -1,868 16 11,569 16,645 13,613 14,793: 676 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 7.5 4.6 33.3 78.0 86.9 90.1: 13.1 9.9
Old : 100.0: 49.0 7.5 4.6 33.3 78.0 86.9 90.1: 13.1 9.9
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 : 131: 55 21 14 36 36 96 68:
Old : 131: 55 21 14 36 36 96 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 32.7 40.2 52.7 21.7 32.4 30.8 47.4
Old : 23.9 32.7 40.2 52.7 21.7 32.4 30.8 47.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 176,108: 86,355 13,243 8,031 58,729 137,377 153,115 158,651: 22,993 17,457
Old : 176,108: 86,355 13,243 8,031 58,729 137,377 153,115 158,651: 22,993 17,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 28,576: 4,055 -3,735 32 23,138 33,289 27,225 29,586: 1,351 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 7.5 4.6 33.3 78.0 86.9 90.1: 13.1 9.9
Old : 100.0: 49.0 7.5 4.6 33.3 78.0 86.9 90.1: 13.1 9.9
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 : 131: 55 21 14 36 36 96 68:
Old : 131: 55 21 14 36 36 96 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 32.7 40.2 52.7 21.7 32.4 30.8 47.4
Old : 23.9 32.7 40.2 52.7 21.7 32.4 30.8 47.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 70,685: 50,765 54,016 9,931 3,211 0 63,907 63,947: 6,778 6,738
Old : 70,685: 50,765 54,016 9,931 3,211 0 63,907 63,947: 6,778 6,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 32,429: 20,130 16,162 9,555 -3,912 0 25,773 25,717: 6,656 6,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 76.4 14.0 4.5 0.0 90.4 90.5: 9.6 9.5
Old : 100.0: 71.8 76.4 14.0 4.5 0.0 90.4 90.5: 9.6 9.5
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 : 37: 25 9 4 2 0 31 10:
Old : 37: 25 9 4 2 0 31 10:
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 : 63.7 76.3 78.8 90.3 58.2 73.1 69.7 76.4
Old : 63.7 76.3 78.8 90.3 58.2 73.1 69.7 76.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,626: 19,065 6,467 56 12,442 24,983 31,563 31,506: 63 120
Old : 31,626: 19,065 6,467 56 12,442 24,983 31,563 31,506: 63 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -842: -1,101 -223 -31 300 -539 -832 -793: -10 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 20.4 0.2 39.3 79.0 99.8 99.6: 0.2 0.4
Old : 100.0: 60.3 20.4 0.2 39.3 79.0 99.8 99.6: 0.2 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 : 49: 8 15 1 6 21 14 37:
Old : 49: 8 15 1 6 21 14 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 45.0 94.5 63.7 78.6 45.0 94.5 63.7
Old : 78.6 45.0 94.5 63.7 78.6 45.0 94.5 63.7
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, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,703: 20,373 3,572 156 6,149 22,914 26,678 26,642: 25 61
Old : 26,703: 20,373 3,572 156 6,149 22,914 26,678 26,642: 25 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -21,082: -17,917 131 -25 -3,164 -21,127 -21,106 -21,021: 24 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 13.4 0.6 23.0 85.8 99.9 99.8: 0.1 0.2
Old : 100.0: 76.3 13.4 0.6 23.0 85.8 99.9 99.8: 0.1 0.2
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 : 37: 11 11 2 5 12 16 25:
Old : 37: 11 11 2 5 12 16 25:
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 : 87.3 71.1 97.2 86.2 87.3 71.1 96.4 86.2
Old : 87.3 71.1 97.2 86.2 87.3 71.1 96.4 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017