WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 507,879: 163,608 252,313 97,159 200,778 116,354 461,545 465,826: 46,334 42,053
Old : 250,139: 126,864 194,076 6,871 92,327 29,679 226,062 230,626: 24,077 19,513
Other: 257,740: 94,354 115,847 32,678 108,451 86,675 235,483 235,200: 22,257 22,540
: : :
: : Changes in Commitments from: March 21, 2017 :
: 21,402: -5,823 10,067 14,156 10,752 -5,201 19,085 19,022: 2,317 2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 49.7 19.1 39.5 22.9 90.9 91.7: 9.1 8.3
Old : 100.0: 50.7 77.6 2.7 36.9 11.9 90.4 92.2: 9.6 7.8
Other: 100.0: 36.6 44.9 12.7 42.1 33.6 91.4 91.3: 8.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 136 150 119 102 103 313 312:
Old : 365: 139 110 26 73 49 224 173:
Other: 320: 96 99 66 78 90 206 230:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 9.2 21.9 17.0 10.6 8.7 17.7 16.1
Old : 15.2 15.5 25.7 27.8 14.5 15.5 24.8 27.8
Other: 21.9 14.6 32.8 25.3 20.6 13.0 31.6 22.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 245,610: 90,431 78,276 29,116 104,343 115,247 223,890 222,639: 21,720 22,971
Old : 106,975: 60,309 56,682 1,861 35,183 39,000 97,353 97,543: 9,622 9,432
Other: 138,635: 47,604 39,076 9,773 69,160 76,247 126,537 125,096: 12,098 13,539
: : :
: : Changes in Commitments from: March 21, 2017 :
: 22,021: 8,286 20,557 587 11,105 -488 19,978 20,656: 2,043 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 31.9 11.9 42.5 46.9 91.2 90.6: 8.8 9.4
Old : 100.0: 56.4 53.0 1.7 32.9 36.5 91.0 91.2: 9.0 8.8
Other: 100.0: 34.3 28.2 7.0 49.9 55.0 91.3 90.2: 8.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 81 53 60 83 81 189 180:
Old : 216: 65 45 10 56 53 123 106:
Other: 201: 54 41 33 66 71 138 132:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 18.0 25.8 27.5 14.5 16.3 23.5 25.7
Old : 24.1 24.5 34.2 36.4 23.6 24.5 33.3 36.2
Other: 19.2 27.3 28.8 37.0 19.1 25.9 28.7 35.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,433,425: 376,334 399,086 232,475 666,689 615,262 1,275,498 1,246,823: 157,927 186,602
Old : 1,125,798: 344,938 435,401 137,368 521,879 422,653 1,004,185 995,422: 121,613 130,376
Other: 307,627: 111,739 44,028 14,764 144,810 192,609 271,313 251,401: 36,314 56,226
: : :
: : Changes in Commitments from: March 21, 2017 :
: 15,797: -32,807 53,594 14,778 30,338 -47,273 12,309 21,099: 3,488 -5,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 27.8 16.2 46.5 42.9 89.0 87.0: 11.0 13.0
Old : 100.0: 30.6 38.7 12.2 46.4 37.5 89.2 88.4: 10.8 11.6
Other: 100.0: 36.3 14.3 4.8 47.1 62.6 88.2 81.7: 11.8 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 174 146 180 261 305 542 568:
Old : 714: 157 177 134 241 264 483 501:
Other: 501: 113 73 43 111 266 239 370:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.3 18.5 16.2 8.9 7.4 14.9 12.8
Old : 13.0 11.8 20.8 18.7 12.2 11.2 19.4 17.8
Other: 20.8 17.6 29.2 26.5 16.0 14.3 24.5 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,532: 2,140 853 525 1,284 4,159 3,949 5,537: 2,583 995
Old : 4,469: 1,908 1,233 0 649 2,586 2,557 3,819: 1,912 650
Other: 2,063: 740 128 17 635 1,573 1,392 1,718: 671 345
: : :
: : Changes in Commitments from: March 21, 2017 :
: 177: -158 -159 19 113 261 -26 121: 203 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 13.1 8.0 19.7 63.7 60.5 84.8: 39.5 15.2
Old : 100.0: 42.7 27.6 0.0 14.5 57.9 57.2 85.5: 42.8 14.5
Other: 100.0: 35.9 6.2 0.8 30.8 76.2 67.5 83.3: 32.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 2 5 9 11 28 17:
Old : 33: 17 2 0 7 8 24 10:
Other: 19: 6 1 4 4 10 11 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 : 26.4 53.5 36.5 73.2 19.2 48.8 28.4 65.5
Old : 21.7 60.2 34.3 81.5 20.7 55.7 32.3 77.0
Other: 61.2 56.2 66.9 76.0 58.6 55.9 62.6 75.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 708,598: 168,007 116,342 111,272 382,723 365,227 662,002 592,841: 46,596 115,757
Old : 518,433: 154,659 119,605 60,298 270,038 273,698 484,995 453,601: 33,438 64,832
Other: 190,165: 54,439 37,828 9,883 112,685 91,529 177,007 139,240: 13,158 50,925
: : :
: : Changes in Commitments from: March 21, 2017 :
: 8,982: -15,687 3,605 9,318 15,976 -3,932 9,607 8,991: -625 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.4 15.7 54.0 51.5 93.4 83.7: 6.6 16.3
Old : 100.0: 29.8 23.1 11.6 52.1 52.8 93.6 87.5: 6.4 12.5
Other: 100.0: 28.6 19.9 5.2 59.3 48.1 93.1 73.2: 6.9 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 150 173 179 168 223 426 495:
Old : 583: 150 164 132 145 201 364 439:
Other: 431: 81 114 56 89 189 204 333:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 14.4 23.1 20.9 14.2 12.1 21.2 16.6
Old : 14.0 18.9 23.1 26.2 13.3 18.0 21.6 24.4
Other: 28.8 14.0 37.2 21.4 28.3 12.9 36.2 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 28, 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 : 19,647: 3,332 1,568 6 1,386 3,536 4,724 5,110: 14,923 14,537
Old : 5,574: 1,839 592 1 1,294 782 3,134 1,375: 2,440 4,199
Other: 14,073: 1,493 976 5 92 2,754 1,590 3,735: 12,483 10,338
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,287: -4,923 15 -39 76 52 -4,886 28: 3,599 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.0 0.0 7.1 18.0 24.0 26.0: 76.0 74.0
Old : 100.0: 33.0 10.6 0.0 23.2 14.0 56.2 24.7: 43.8 75.3
Other: 100.0: 10.6 6.9 0.0 0.7 19.6 11.3 26.5: 88.7 73.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 1 4 10 9 15:
Old : 20: 5 4 1 3 10 8 15:
Other: 18: 4 4 1 1 10 5 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 : 17.7 14.1 24.0 20.2 17.4 13.7 23.3 19.7
Old : 51.1 15.0 56.2 23.4 51.0 15.0 56.0 23.4
Other: 10.6 15.3 11.3 22.4 10.6 14.7 10.6 21.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 400,297: 99,149 101,516 74,535 195,994 193,947 369,678 369,998: 30,619 30,299
Old : 316,588: 90,349 102,900 47,240 156,335 139,931 293,924 290,071: 22,664 26,517
Other: 83,709: 26,267 16,083 9,828 39,659 54,016 75,754 79,927: 7,955 3,782
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,616: 1,050 -3,962 5,967 -7,854 -5,667 -837 -3,662: -779 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 25.4 18.6 49.0 48.5 92.4 92.4: 7.6 7.6
Old : 100.0: 28.5 32.5 14.9 49.4 44.2 92.8 91.6: 7.2 8.4
Other: 100.0: 31.4 19.2 11.7 47.4 64.5 90.5 95.5: 9.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 89 90 95 81 75 226 223:
Old : 302: 93 95 80 75 68 210 207:
Other: 144: 40 38 26 45 41 101 90:
:----------------------------------------------------------------------------------------------------
: 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 21.0 19.9 29.2 11.0 18.7 18.8 26.3
Old : 12.5 17.6 22.1 26.8 12.5 17.2 21.9 25.8
Other: 21.9 41.7 35.1 53.2 21.7 40.2 33.9 49.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 624,686: 104,901 125,306 10,751 376,704 326,374 492,356 462,431: 132,330 162,255
Old : 624,686: 104,901 125,306 10,751 376,704 326,374 492,356 462,431: 132,330 162,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -8,477: 16,239 -17,368 154 -23,253 12,486 -6,860 -4,728: -1,617 -3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.1 1.7 60.3 52.2 78.8 74.0: 21.2 26.0
Old : 100.0: 16.8 20.1 1.7 60.3 52.2 78.8 74.0: 21.2 26.0
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: 34 28 18 56 60 97 99:
Old : 145: 34 28 18 56 60 97 99:
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 : 22.5 22.4 34.0 34.7 17.1 17.4 27.3 25.4
Old : 22.5 22.4 34.0 34.7 17.1 17.4 27.3 25.4
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 704,439: 40,176 124,921 3,400 542,658 468,566 586,234 596,887: 118,205 107,552
Old : 704,439: 40,176 124,921 3,400 542,658 468,566 586,234 596,887: 118,205 107,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -8,130: -16,380 -6,411 -241 8,686 2,595 -7,935 -4,057: -195 -4,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.7 0.5 77.0 66.5 83.2 84.7: 16.8 15.3
Old : 100.0: 5.7 17.7 0.5 77.0 66.5 83.2 84.7: 16.8 15.3
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 : 98: 8 13 6 58 53 69 69:
Old : 98: 8 13 6 58 53 69 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 31.8 34.7 48.6 18.2 31.7 29.4 46.2
Old : 19.6 31.8 34.7 48.6 18.2 31.7 29.4 46.2
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,135: 3,339 26 365 1,082 4,619 4,786 5,010: 349 125
Old : 5,135: 3,339 26 365 1,082 4,619 4,786 5,010: 349 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 318: 250 6 -199 359 535 410 342: -92 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 0.5 7.1 21.1 90.0 93.2 97.6: 6.8 2.4
Old : 100.0: 65.0 0.5 7.1 21.1 90.0 93.2 97.6: 6.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 17 1 4 10 11 27 16:
Old : 33: 17 1 4 10 11 27 16:
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 : 50.1 77.9 69.5 90.7 44.1 72.2 63.5 80.1
Old : 50.1 77.9 69.5 90.7 44.1 72.2 63.5 80.1
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 371,284: 107,802 48,596 49,295 171,947 237,482 329,044 335,373: 42,240 35,911
Old : 294,656: 96,803 47,534 35,152 129,324 182,740 261,279 265,426: 33,377 29,230
Other: 76,628: 18,924 8,987 6,218 42,623 54,742 67,765 69,947: 8,863 6,681
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,718: -17,720 11,471 10,585 11,711 -21,058 4,576 998: -1,858 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 13.1 13.3 46.3 64.0 88.6 90.3: 11.4 9.7
Old : 100.0: 32.9 16.1 11.9 43.9 62.0 88.7 90.1: 11.3 9.9
Other: 100.0: 24.7 11.7 8.1 55.6 71.4 88.4 91.3: 11.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 78 67 78 92 86 220 195:
Old : 271: 83 67 69 88 77 209 180:
Other: 153: 47 24 24 57 48 116 85:
:----------------------------------------------------------------------------------------------------
: 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 32.4 21.4 39.4 13.8 30.9 20.4 36.9
Old : 16.2 31.0 23.9 39.5 15.8 30.4 23.3 38.1
Other: 19.5 39.7 31.9 52.0 19.3 37.5 31.7 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,232: 2,250 4,498 624 5,434 4,320 8,308 9,442: 2,924 1,790
Old : 11,125: 2,318 4,497 556 5,376 4,315 8,250 9,368: 2,875 1,757
Other: 107: 0 69 0 58 5 58 74: 49 33
: : :
: : Changes in Commitments from: March 21, 2017 :
: -181: -72 -311 126 -303 -156 -249 -341: 68 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 40.0 5.6 48.4 38.5 74.0 84.1: 26.0 15.9
Old : 100.0: 20.8 40.4 5.0 48.3 38.8 74.2 84.2: 25.8 15.8
Other: 100.0: 0.0 64.5 0.0 54.2 4.7 54.2 69.2: 45.8 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 20 9 19 13 40 41:
Old : 69: 19 19 7 18 12 39 38:
Other: 7: 0 4 0 2 1 2 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 34.1 51.3 51.6 40.5 34.1 51.2 51.5
Old : 40.5 34.5 51.4 52.1 40.4 34.5 51.3 52.1
Other: 54.2 67.3 54.2 69.2 54.2 67.3 54.2 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,370,246: 284,613 310,039 25,767 952,836 882,597 1,263,216 1,218,403: 107,030 151,843
Old : 1,370,246: 284,613 310,039 25,767 952,836 882,597 1,263,216 1,218,403: 107,030 151,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -81,745: 63,413 -69,638 -36,927 -106,442 38,148 -79,956 -68,417: -1,789 -13,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 22.6 1.9 69.5 64.4 92.2 88.9: 7.8 11.1
Old : 100.0: 20.8 22.6 1.9 69.5 64.4 92.2 88.9: 7.8 11.1
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 : 280: 47 62 31 111 122 175 198:
Old : 280: 47 62 31 111 122 175 198:
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 : 21.1 27.7 34.0 38.8 20.8 23.7 33.3 34.1
Old : 21.1 27.7 34.0 38.8 20.8 23.7 33.3 34.1
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,034,001: 631,715 701,392 85,053 1,980,231 1,715,392 2,696,999 2,501,837: 337,002 532,164
Old : 3,034,001: 631,715 701,392 85,053 1,980,231 1,715,392 2,696,999 2,501,837: 337,002 532,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -35,673: 24,485 -6,192 -2,347 -77,208 -14,862 -55,070 -23,401: 19,397 -12,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.1 2.8 65.3 56.5 88.9 82.5: 11.1 17.5
Old : 100.0: 20.8 23.1 2.8 65.3 56.5 88.9 82.5: 11.1 17.5
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 : 386: 74 93 42 148 154 248 263:
Old : 386: 74 93 42 148 154 248 263:
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 : 31.6 18.2 42.3 26.7 29.8 16.2 38.9 23.4
Old : 31.6 18.2 42.3 26.7 29.8 16.2 38.9 23.4
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 334,613: 56,824 53,980 684 204,899 179,171 262,407 233,835: 72,206 100,778
Old : 334,613: 56,824 53,980 684 204,899 179,171 262,407 233,835: 72,206 100,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,862: 2,836 2,820 -242 -2,895 2,703 -301 5,281: 2,163 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.1 0.2 61.2 53.5 78.4 69.9: 21.6 30.1
Old : 100.0: 17.0 16.1 0.2 61.2 53.5 78.4 69.9: 21.6 30.1
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 : 60: 9 7 5 33 34 46 42:
Old : 60: 9 7 5 33 34 46 42:
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 : 43.1 29.1 54.0 39.8 42.9 28.1 53.8 38.4
Old : 43.1 29.1 54.0 39.8 42.9 28.1 53.8 38.4
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,006,166: 423,243 681,814 70,292 2,262,740 1,911,979 2,756,275 2,664,085: 249,891 342,081
Old : 3,006,166: 423,243 681,814 70,292 2,262,740 1,911,979 2,756,275 2,664,085: 249,891 342,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,688: 53,890 -3,333 -19,897 -26,983 39,836 7,010 16,606: -4,322 -13,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 22.7 2.3 75.3 63.6 91.7 88.6: 8.3 11.4
Old : 100.0: 14.1 22.7 2.3 75.3 63.6 91.7 88.6: 8.3 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 : 305: 44 75 39 113 149 180 240:
Old : 305: 44 75 39 113 149 180 240:
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 : 38.9 19.1 48.5 29.6 35.3 18.6 44.2 28.7
Old : 38.9 19.1 48.5 29.6 35.3 18.6 44.2 28.7
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,665,376: 153,541 373,166 315,854 1,157,434 915,410 1,626,829 1,604,430: 38,547 60,946
Old : 1,665,376: 153,541 373,166 315,854 1,157,434 915,410 1,626,829 1,604,430: 38,547 60,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 7,701: -5,467 5,991 -22,756 36,649 28,823 8,426 12,058: -725 -4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.4 19.0 69.5 55.0 97.7 96.3: 2.3 3.7
Old : 100.0: 9.2 22.4 19.0 69.5 55.0 97.7 96.3: 2.3 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 : 151: 28 43 47 61 75 117 141:
Old : 151: 28 43 47 61 75 117 141:
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 : 29.1 19.6 44.5 34.8 19.0 14.1 31.5 22.2
Old : 29.1 19.6 44.5 34.8 19.0 14.1 31.5 22.2
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 67,117: 41,480 4,765 3,335 12,398 51,806 57,213 59,906: 9,904 7,212
Old : 67,117: 41,480 4,765 3,335 12,398 51,806 57,213 59,906: 9,904 7,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 417: 1,762 -660 -147 -895 1,497 721 691: -304 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 7.1 5.0 18.5 77.2 85.2 89.3: 14.8 10.7
Old : 100.0: 61.8 7.1 5.0 18.5 77.2 85.2 89.3: 14.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 54 17 10 26 34 81 60:
Old : 123: 54 17 10 26 34 81 60:
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 : 28.1 31.6 38.4 53.1 26.8 29.2 36.0 50.7
Old : 28.1 31.6 38.4 53.1 26.8 29.2 36.0 50.7
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 134,234: 82,960 9,530 6,670 24,796 103,611 114,426 119,811: 19,808 14,423
Old : 134,234: 82,960 9,530 6,670 24,796 103,611 114,426 119,811: 19,808 14,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 833: 3,524 -1,319 -293 -1,790 2,993 1,441 1,381: -608 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 7.1 5.0 18.5 77.2 85.2 89.3: 14.8 10.7
Old : 100.0: 61.8 7.1 5.0 18.5 77.2 85.2 89.3: 14.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 54 17 10 26 34 81 60:
Old : 123: 54 17 10 26 34 81 60:
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 : 28.1 31.6 38.4 53.1 26.8 29.2 36.0 50.7
Old : 28.1 31.6 38.4 53.1 26.8 29.2 36.0 50.7
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 34,949: 31,296 34,506 369 3,211 0 34,876 34,875: 73 74
Old : 34,949: 31,296 34,506 369 3,211 0 34,876 34,875: 73 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -201: -149 -226 0 0 0 -149 -226: -52 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 98.7 1.1 9.2 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 89.5 98.7 1.1 9.2 0.0 99.8 99.8: 0.2 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 : 36: 24 10 1 2 0 27 10:
Old : 36: 24 10 1 2 0 27 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 : 59.8 83.9 84.2 99.4 59.8 83.9 84.2 98.3
Old : 59.8 83.9 84.2 99.4 59.8 83.9 84.2 98.3
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,006: 15,843 6,988 92 16,065 24,783 32,000 31,863: 6 143
Old : 32,006: 15,843 6,988 92 16,065 24,783 32,000 31,863: 6 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 209: -2,186 522 40 2,402 -361 256 201: -47 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 21.8 0.3 50.2 77.4 100.0 99.6: 0.0 0.4
Old : 100.0: 49.5 21.8 0.3 50.2 77.4 100.0 99.6: 0.0 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 : 50: 9 15 1 10 20 19 36:
Old : 50: 9 15 1 10 20 19 36:
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 : 78.3 46.7 93.8 63.4 78.3 46.7 93.8 63.4
Old : 78.3 46.7 93.8 63.4 78.3 46.7 93.8 63.4
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,553: 17,217 4,220 180 10,134 23,056 27,531 27,456: 22 97
Old : 27,553: 17,217 4,220 180 10,134 23,056 27,531 27,456: 22 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -151: -2,979 -271 44 2,768 40 -167 -187: 16 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 15.3 0.7 36.8 83.7 99.9 99.6: 0.1 0.4
Old : 100.0: 62.5 15.3 0.7 36.8 83.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 9 2 6 11 17 22:
Old : 35: 11 9 2 6 11 17 22:
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 : 84.4 67.7 97.1 88.4 84.4 67.7 96.5 88.4
Old : 84.4 67.7 97.1 88.4 84.4 67.7 96.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017