WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 486,477: 169,431 242,246 83,003 190,026 121,555 442,460 446,804: 44,017 39,673
Old : 248,729: 129,587 192,684 5,100 90,065 32,528 224,752 230,312: 23,977 18,417
Other: 237,748: 87,790 97,508 29,957 99,961 89,027 217,708 216,492: 20,040 21,256
: : :
: : Changes in Commitments from: March 14, 2017 :
: 33,291: 7,265 22,338 13,613 11,568 -3,144 32,446 32,807: 845 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 49.8 17.1 39.1 25.0 91.0 91.8: 9.0 8.2
Old : 100.0: 52.1 77.5 2.1 36.2 13.1 90.4 92.6: 9.6 7.4
Other: 100.0: 36.9 41.0 12.6 42.0 37.4 91.6 91.1: 8.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 144 144 122 101 104 314 316:
Old : 378: 141 118 22 71 54 220 186:
Other: 307: 95 92 71 72 86 207 217:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 9.5 21.3 17.6 10.7 9.3 17.9 16.6
Old : 14.8 14.9 24.9 27.0 14.0 14.8 24.0 27.0
Other: 21.9 15.8 32.5 27.5 21.2 14.3 31.2 24.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 223,589: 82,145 57,719 28,529 93,238 115,735 203,912 201,983: 19,677 21,606
Old : 99,573: 58,782 43,805 1,870 30,792 44,567 91,444 90,242: 8,129 9,331
Other: 124,016: 39,499 30,050 10,523 62,446 71,168 112,468 111,741: 11,548 12,275
: : :
: : Changes in Commitments from: March 14, 2017 :
: 7,640: 911 9,314 388 6,697 -1,739 7,996 7,963: -356 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 25.8 12.8 41.7 51.8 91.2 90.3: 8.8 9.7
Old : 100.0: 59.0 44.0 1.9 30.9 44.8 91.8 90.6: 8.2 9.4
Other: 100.0: 31.8 24.2 8.5 50.4 57.4 90.7 90.1: 9.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 75 49 57 81 84 179 176:
Old : 215: 60 48 11 51 62 113 119:
Other: 188: 51 32 30 63 73 128 126:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 19.1 29.0 28.2 16.0 18.0 26.8 26.5
Old : 27.2 22.0 39.7 33.4 26.8 22.0 39.1 33.4
Other: 20.7 28.6 30.8 40.1 20.7 26.8 30.6 36.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,417,628: 409,141 345,492 217,697 636,351 662,535 1,263,189 1,225,724: 154,439 191,904
Old : 1,127,080: 377,745 390,525 118,595 511,380 482,333 1,007,720 991,453: 119,360 135,627
Other: 290,548: 120,418 43,989 10,080 124,971 180,202 255,469 234,271: 35,079 56,277
: : :
: : Changes in Commitments from: March 14, 2017 :
: 41,359: 8,360 57,516 17,906 11,334 -34,334 37,600 41,088: 3,759 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 24.4 15.4 44.9 46.7 89.1 86.5: 10.9 13.5
Old : 100.0: 33.5 34.6 10.5 45.4 42.8 89.4 88.0: 10.6 12.0
Other: 100.0: 41.4 15.1 3.5 43.0 62.0 87.9 80.6: 12.1 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 175 155 176 252 311 530 571:
Old : 711: 159 172 129 233 273 472 504:
Other: 506: 109 77 39 103 271 231 371:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.0 18.2 18.8 10.9 11.0 17.5 15.9
Old : 13.5 15.1 21.3 21.8 13.5 14.5 21.2 20.7
Other: 17.4 15.6 26.3 24.8 13.5 13.2 21.8 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,355: 2,298 1,012 506 1,171 3,898 3,975 5,416: 2,380 939
Old : 4,645: 2,071 1,329 0 626 2,713 2,697 4,042: 1,948 603
Other: 1,710: 716 172 17 545 1,185 1,278 1,374: 432 336
: : :
: : Changes in Commitments from: March 14, 2017 :
: 94: 376 -12 -43 51 209 384 154: -290 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.9 8.0 18.4 61.3 62.5 85.2: 37.5 14.8
Old : 100.0: 44.6 28.6 0.0 13.5 58.4 58.1 87.0: 41.9 13.0
Other: 100.0: 41.9 10.1 1.0 31.9 69.3 74.7 80.4: 25.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 5 5 9 12 31 20:
Old : 39: 19 5 0 6 10 25 15:
Other: 22: 6 4 4 3 11 12 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 : 26.1 48.0 36.4 67.7 20.5 47.3 29.6 61.0
Old : 21.8 52.9 33.4 75.5 20.8 52.9 31.6 73.4
Other: 69.5 49.5 74.2 71.5 69.2 49.1 71.5 69.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 699,616: 183,694 112,737 101,954 366,747 369,159 652,395 583,850: 47,221 115,766
Old : 512,388: 165,843 115,677 53,547 257,820 276,236 477,210 445,460: 35,178 66,928
Other: 187,228: 55,711 34,920 10,547 108,927 92,923 175,185 138,390: 12,043 48,838
: : :
: : Changes in Commitments from: March 14, 2017 :
: 23,602: -17,338 17,183 12,265 28,076 -5,235 23,003 24,213: 599 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.1 14.6 52.4 52.8 93.3 83.5: 6.7 16.5
Old : 100.0: 32.4 22.6 10.5 50.3 53.9 93.1 86.9: 6.9 13.1
Other: 100.0: 29.8 18.7 5.6 58.2 49.6 93.6 73.9: 6.4 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 138 184 175 160 224 411 500:
Old : 582: 137 175 124 134 200 341 442:
Other: 432: 77 119 57 90 188 201 337:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 15.1 22.7 21.5 14.5 11.8 21.6 16.5
Old : 14.0 19.9 23.1 27.0 13.6 18.7 22.3 25.0
Other: 29.0 12.3 37.2 20.4 28.4 11.4 36.6 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 21, 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 : 20,934: 8,255 1,553 45 1,310 3,484 9,610 5,082: 11,324 15,852
Old : 6,811: 4,122 585 42 1,282 755 5,446 1,382: 1,365 5,429
Other: 14,123: 4,133 968 3 28 2,729 4,164 3,700: 9,959 10,423
: : :
: : Changes in Commitments from: March 14, 2017 :
: 52: 38 4 10 8 213 56 227: -4 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 7.4 0.2 6.3 16.6 45.9 24.3: 54.1 75.7
Old : 100.0: 60.5 8.6 0.6 18.8 11.1 80.0 20.3: 20.0 79.7
Other: 100.0: 29.3 6.9 0.0 0.2 19.3 29.5 26.2: 70.5 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 2 3 10 10 16:
Old : 21: 7 3 2 2 10 9 15:
Other: 20: 6 4 1 1 10 7 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 : 32.4 13.1 44.5 18.7 32.3 12.9 44.2 18.5
Old : 61.0 11.9 78.5 18.6 60.9 11.9 77.8 18.6
Other: 27.3 15.1 29.5 22.1 27.3 14.9 29.3 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 401,913: 98,099 105,478 68,568 203,848 199,614 370,515 373,660: 31,398 28,253
Old : 325,367: 90,881 106,313 45,472 165,102 148,715 301,455 300,500: 23,912 24,867
Other: 76,546: 22,047 13,994 8,267 38,746 50,899 69,060 73,160: 7,486 3,386
: : :
: : Changes in Commitments from: March 14, 2017 :
: 21,864: -1,253 24,210 2,683 20,605 -6,589 22,035 20,304: -171 1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.2 17.1 50.7 49.7 92.2 93.0: 7.8 7.0
Old : 100.0: 27.9 32.7 14.0 50.7 45.7 92.7 92.4: 7.3 7.6
Other: 100.0: 28.8 18.3 10.8 50.6 66.5 90.2 95.6: 9.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 90 94 94 83 74 230 224:
Old : 309: 99 93 76 79 67 215 206:
Other: 147: 40 37 26 46 41 103 89:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 22.9 18.9 30.7 10.6 19.0 18.1 26.5
Old : 11.8 19.8 20.9 28.6 11.8 18.0 20.4 26.7
Other: 21.7 42.8 35.3 54.4 20.1 41.0 33.3 51.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 633,163: 88,662 142,674 10,597 399,957 313,888 499,216 467,159: 133,947 166,004
Old : 633,163: 88,662 142,674 10,597 399,957 313,888 499,216 467,159: 133,947 166,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -13,421: 877 -7,359 954 -20,481 -7,013 -18,650 -13,418: 5,229 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.5 1.7 63.2 49.6 78.8 73.8: 21.2 26.2
Old : 100.0: 14.0 22.5 1.7 63.2 49.6 78.8 73.8: 21.2 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 28 34 19 63 58 99 103:
Old : 148: 28 34 19 63 58 99 103:
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 : 22.1 21.9 34.2 34.8 16.7 17.9 27.7 26.5
Old : 22.1 21.9 34.2 34.8 16.7 17.9 27.7 26.5
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 712,569: 56,556 131,332 3,641 533,972 465,971 594,169 600,944: 118,400 111,625
Old : 712,569: 56,556 131,332 3,641 533,972 465,971 594,169 600,944: 118,400 111,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 10,497: 2,048 -541 -252 5,180 18,487 6,976 17,694: 3,521 -7,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.4 0.5 74.9 65.4 83.4 84.3: 16.6 15.7
Old : 100.0: 7.9 18.4 0.5 74.9 65.4 83.4 84.3: 16.6 15.7
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 : 97: 8 14 7 57 52 68 70:
Old : 97: 8 14 7 57 52 68 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 : 20.0 31.0 34.8 47.2 18.5 30.8 29.6 44.7
Old : 20.0 31.0 34.8 47.2 18.5 30.8 29.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,817: 3,089 20 564 723 4,084 4,376 4,668: 441 149
Old : 4,817: 3,089 20 564 723 4,084 4,376 4,668: 441 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 358: 49 20 179 8 139 236 338: 122 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 0.4 11.7 15.0 84.8 90.8 96.9: 9.2 3.1
Old : 100.0: 64.1 0.4 11.7 15.0 84.8 90.8 96.9: 9.2 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 : 29: 15 1 4 5 11 21 15:
Old : 29: 15 1 4 5 11 21 15:
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 : 46.9 77.1 71.0 91.3 43.3 70.3 62.6 79.3
Old : 46.9 77.1 71.0 91.3 43.3 70.3 62.6 79.3
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 368,566: 125,522 37,125 38,710 160,236 258,540 324,468 334,375: 44,098 34,191
Old : 298,052: 115,003 36,304 26,921 120,635 206,571 262,559 269,796: 35,493 28,256
Other: 70,514: 17,618 7,920 4,690 39,601 51,969 61,909 64,579: 8,605 5,935
: : :
: : Changes in Commitments from: March 14, 2017 :
: 11,836: 3,085 4,222 4,748 1,891 80 9,724 9,050: 2,112 2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.1 10.5 43.5 70.1 88.0 90.7: 12.0 9.3
Old : 100.0: 38.6 12.2 9.0 40.5 69.3 88.1 90.5: 11.9 9.5
Other: 100.0: 25.0 11.2 6.7 56.2 73.7 87.8 91.6: 12.2 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 93 54 71 84 90 212 188:
Old : 264: 91 56 59 77 81 196 172:
Other: 147: 48 23 22 53 45 112 80:
:----------------------------------------------------------------------------------------------------
: 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 36.2 20.5 43.9 13.3 34.9 19.8 41.5
Old : 15.4 35.6 23.2 44.7 15.0 34.8 22.7 43.4
Other: 17.6 41.0 30.2 54.5 17.6 39.5 30.0 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,413: 2,322 4,809 498 5,737 4,476 8,557 9,783: 2,856 1,630
Old : 11,348: 2,362 4,807 455 5,729 4,471 8,546 9,733: 2,802 1,615
Other: 65: 0 42 3 8 5 11 50: 54 15
: : :
: : Changes in Commitments from: March 14, 2017 :
: 106: 168 -4 169 -197 315 140 480: -34 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 42.1 4.4 50.3 39.2 75.0 85.7: 25.0 14.3
Old : 100.0: 20.8 42.4 4.0 50.5 39.4 75.3 85.8: 24.7 14.2
Other: 100.0: 0.0 64.6 4.6 12.3 7.7 16.9 76.9: 83.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 20 8 20 14 42 41:
Old : 71: 21 19 6 19 13 41 38:
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 : 43.2 34.9 52.6 52.3 43.1 34.8 52.5 52.2
Old : 43.4 35.1 52.9 52.6 43.3 35.1 52.8 52.6
Other: 16.9 76.9 16.9 76.9 12.3 72.3 12.3 72.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,451,991: 221,200 379,677 62,694 1,059,278 844,449 1,343,172 1,286,820: 108,819 165,171
Old : 1,451,991: 221,200 379,677 62,694 1,059,278 844,449 1,343,172 1,286,820: 108,819 165,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 16,952: 13,920 8,756 -8,239 9,038 12,632 14,719 13,149: 2,233 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 26.1 4.3 73.0 58.2 92.5 88.6: 7.5 11.4
Old : 100.0: 15.2 26.1 4.3 73.0 58.2 92.5 88.6: 7.5 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 : 280: 45 64 31 113 121 173 201:
Old : 280: 45 64 31 113 121 173 201:
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 : 23.2 25.5 36.8 36.0 21.4 21.5 32.9 30.7
Old : 23.2 25.5 36.8 36.0 21.4 21.5 32.9 30.7
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,069,674: 607,230 707,584 87,400 2,057,439 1,730,254 2,752,069 2,525,238: 317,605 544,436
Old : 3,069,674: 607,230 707,584 87,400 2,057,439 1,730,254 2,752,069 2,525,238: 317,605 544,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -85,689: -3,709 -97,747 -639 -76,332 8,472 -80,680 -89,914: -5,009 4,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.1 2.8 67.0 56.4 89.7 82.3: 10.3 17.7
Old : 100.0: 19.8 23.1 2.8 67.0 56.4 89.7 82.3: 10.3 17.7
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 : 395: 70 103 48 136 163 234 286:
Old : 395: 70 103 48 136 163 234 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 18.7 44.9 27.7 31.0 16.9 40.9 24.1
Old : 33.0 18.7 44.9 27.7 31.0 16.9 40.9 24.1
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 332,751: 53,988 51,160 926 207,794 176,468 262,708 228,554: 70,043 104,197
Old : 332,751: 53,988 51,160 926 207,794 176,468 262,708 228,554: 70,043 104,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,973: -548 -1,723 414 -1,418 3,181 -1,552 1,872: 3,525 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.4 0.3 62.4 53.0 79.0 68.7: 21.0 31.3
Old : 100.0: 16.2 15.4 0.3 62.4 53.0 79.0 68.7: 21.0 31.3
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 4 34 35 46 43:
Old : 61: 9 7 4 34 35 46 43:
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 : 42.2 25.5 52.5 38.0 42.0 24.7 52.2 35.7
Old : 42.2 25.5 52.5 38.0 42.0 24.7 52.2 35.7
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,003,478: 369,353 685,147 90,189 2,289,723 1,872,143 2,749,265 2,647,479: 254,213 355,999
Old : 3,003,478: 369,353 685,147 90,189 2,289,723 1,872,143 2,749,265 2,647,479: 254,213 355,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -37,785: 20,540 -20,737 -22,142 -59,746 44,923 -61,348 2,044: 23,563 -39,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.8 3.0 76.2 62.3 91.5 88.1: 8.5 11.9
Old : 100.0: 12.3 22.8 3.0 76.2 62.3 91.5 88.1: 8.5 11.9
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 : 313: 40 83 38 112 154 177 250:
Old : 313: 40 83 38 112 154 177 250:
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 : 38.5 19.0 48.2 29.0 35.0 18.3 44.0 27.9
Old : 38.5 19.0 48.2 29.0 35.0 18.3 44.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,657,675: 159,008 367,175 338,610 1,120,785 886,587 1,618,403 1,592,372: 39,272 65,303
Old : 1,657,675: 159,008 367,175 338,610 1,120,785 886,587 1,618,403 1,592,372: 39,272 65,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 90,298: -409 14,971 10,871 83,296 61,797 93,758 87,639: -3,460 2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.1 20.4 67.6 53.5 97.6 96.1: 2.4 3.9
Old : 100.0: 9.6 22.1 20.4 67.6 53.5 97.6 96.1: 2.4 3.9
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 : 155: 32 43 51 62 75 122 145:
Old : 155: 32 43 51 62 75 122 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 19.3 44.6 34.9 19.0 14.3 31.7 22.6
Old : 28.7 19.3 44.6 34.9 19.0 14.3 31.7 22.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 66,701: 39,718 5,425 3,482 13,293 50,309 56,493 59,215: 10,208 7,486
Old : 66,701: 39,718 5,425 3,482 13,293 50,309 56,493 59,215: 10,208 7,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -21,354: -3,460 -1,197 -534 -16,072 -18,380 -20,065 -20,111: -1,289 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 8.1 5.2 19.9 75.4 84.7 88.8: 15.3 11.2
Old : 100.0: 59.5 8.1 5.2 19.9 75.4 84.7 88.8: 15.3 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 : 118: 49 23 9 25 28 75 59:
Old : 118: 49 23 9 25 28 75 59:
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 : 28.7 31.0 40.3 52.5 27.2 28.6 37.2 50.0
Old : 28.7 31.0 40.3 52.5 27.2 28.6 37.2 50.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 133,401: 79,436 10,849 6,963 26,586 100,618 112,985 118,430: 20,416 14,971
Old : 133,401: 79,436 10,849 6,963 26,586 100,618 112,985 118,430: 20,416 14,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -42,707: -6,919 -2,394 -1,068 -32,143 -36,759 -40,130 -40,221: -2,577 -2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 8.1 5.2 19.9 75.4 84.7 88.8: 15.3 11.2
Old : 100.0: 59.5 8.1 5.2 19.9 75.4 84.7 88.8: 15.3 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 : 118: 49 23 9 25 28 75 59:
Old : 118: 49 23 9 25 28 75 59:
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 : 28.7 31.0 40.3 52.5 27.2 28.6 37.2 50.0
Old : 28.7 31.0 40.3 52.5 27.2 28.6 37.2 50.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 35,150: 31,445 34,732 369 3,211 0 35,025 35,101: 125 49
Old : 35,150: 31,445 34,732 369 3,211 0 35,025 35,101: 125 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -35,535: -19,320 -19,284 -9,562 0 0 -28,882 -28,846: -6,653 -6,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 98.8 1.0 9.1 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 89.5 98.8 1.0 9.1 0.0 99.6 99.9: 0.4 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 : 35: 24 9 1 2 0 27 9:
Old : 35: 24 9 1 2 0 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 89.3 83.0 99.7 58.9 89.3 83.0 98.7
Old : 58.9 89.3 83.0 99.7 58.9 89.3 83.0 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,797: 18,029 6,466 52 13,663 25,144 31,744 31,662: 53 135
Old : 31,797: 18,029 6,466 52 13,663 25,144 31,744 31,662: 53 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 171: -1,036 -1 -4 1,221 161 181 156: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 20.3 0.2 43.0 79.1 99.8 99.6: 0.2 0.4
Old : 100.0: 56.7 20.3 0.2 43.0 79.1 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: 9 14 1 8 20 17 35:
Old : 49: 9 14 1 8 20 17 35:
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 : 76.0 46.5 93.5 64.3 76.0 46.5 93.5 64.3
Old : 76.0 46.5 93.5 64.3 76.0 46.5 93.5 64.3
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,704: 20,196 4,491 136 7,366 23,016 27,698 27,643: 6 61
Old : 27,704: 20,196 4,491 136 7,366 23,016 27,698 27,643: 6 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,001: -177 919 -20 1,217 102 1,020 1,001: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 16.2 0.5 26.6 83.1 100.0 99.8: 0.0 0.2
Old : 100.0: 72.9 16.2 0.5 26.6 83.1 100.0 99.8: 0.0 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 : 38: 12 11 1 6 11 18 23:
Old : 38: 12 11 1 6 11 18 23:
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 : 83.9 67.2 95.3 88.6 83.9 67.2 94.8 88.6
Old : 83.9 67.2 95.3 88.6 83.9 67.2 94.8 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017