WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 04, 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 : 513,555: 164,240 251,171 102,351 197,973 116,818 464,564 470,340: 48,991 43,215
Old : 236,669: 123,217 178,679 9,191 79,964 31,094 212,372 218,964: 24,297 17,705
Other: 276,886: 99,532 131,001 34,651 118,009 85,724 252,192 251,376: 24,694 25,510
: : :
: : Changes in Commitments from: March 28, 2017 :
: 5,676: 632 -1,142 5,192 -2,805 464 3,019 4,514: 2,657 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 48.9 19.9 38.5 22.7 90.5 91.6: 9.5 8.4
Old : 100.0: 52.1 75.5 3.9 33.8 13.1 89.7 92.5: 10.3 7.5
Other: 100.0: 35.9 47.3 12.5 42.6 31.0 91.1 90.8: 8.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 150 137 128 101 102 321 310:
Old : 357: 142 100 27 75 47 228 163:
Other: 328: 100 106 75 76 90 219 235:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 8.8 19.9 16.8 10.5 8.7 17.1 15.8
Old : 13.5 16.6 23.9 30.1 12.5 16.6 22.6 29.9
Other: 17.9 13.7 28.5 23.4 16.8 11.8 27.3 20.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 04, 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 : 270,062: 103,831 95,775 28,276 113,607 121,634 245,714 245,685: 24,348 24,377
Old : 108,035: 59,731 63,430 2,232 36,141 33,119 98,104 98,781: 9,931 9,254
Other: 162,027: 58,526 46,771 11,618 77,466 88,515 147,610 146,904: 14,417 15,123
: : :
: : Changes in Commitments from: March 28, 2017 :
: 24,452: 13,400 17,499 -840 9,264 6,387 21,824 23,046: 2,628 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 35.5 10.5 42.1 45.0 91.0 91.0: 9.0 9.0
Old : 100.0: 55.3 58.7 2.1 33.5 30.7 90.8 91.4: 9.2 8.6
Other: 100.0: 36.1 28.9 7.2 47.8 54.6 91.1 90.7: 8.9 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 78 60 55 84 81 188 182:
Old : 212: 63 45 10 54 54 119 107:
Other: 215: 58 48 29 68 71 142 138:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.8 26.8 30.4 13.8 17.1 22.6 26.4
Old : 23.5 27.4 35.1 42.7 23.2 27.4 34.1 42.7
Other: 18.3 28.7 29.6 39.7 17.8 25.6 27.4 34.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 04, 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 : 1,455,465: 376,831 391,372 226,936 686,395 654,398 1,290,162 1,272,706: 165,303 182,759
Old : 1,136,984: 341,233 416,176 141,915 527,886 456,649 1,011,034 1,014,740: 125,950 122,244
Other: 318,481: 105,398 44,996 15,221 158,509 197,749 279,128 257,966: 39,353 60,515
: : :
: : Changes in Commitments from: March 28, 2017 :
: 22,040: 497 -7,714 -5,539 19,706 39,136 14,664 25,883: 7,376 -3,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.9 15.6 47.2 45.0 88.6 87.4: 11.4 12.6
Old : 100.0: 30.0 36.6 12.5 46.4 40.2 88.9 89.2: 11.1 10.8
Other: 100.0: 33.1 14.1 4.8 49.8 62.1 87.6 81.0: 12.4 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 179 138 181 266 303 550 551:
Old : 693: 173 149 138 246 270 494 492:
Other: 499: 107 82 45 114 258 242 369:
:----------------------------------------------------------------------------------------------------
: 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 11.5 18.5 17.7 8.4 8.4 14.2 13.6
Old : 12.5 13.2 20.2 20.5 11.1 12.4 17.9 18.8
Other: 19.5 17.3 27.6 26.1 14.6 12.6 22.6 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 04, 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 : 6,827: 1,793 854 562 2,022 4,573 4,377 5,989: 2,450 838
Old : 4,132: 1,493 1,118 0 1,018 2,592 2,511 3,710: 1,621 422
Other: 2,695: 844 280 18 1,004 1,981 1,866 2,279: 829 416
: : :
: : Changes in Commitments from: March 28, 2017 :
: 295: -347 1 37 738 414 428 452: -133 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.5 8.2 29.6 67.0 64.1 87.7: 35.9 12.3
Old : 100.0: 36.1 27.1 0.0 24.6 62.7 60.8 89.8: 39.2 10.2
Other: 100.0: 31.3 10.4 0.7 37.3 73.5 69.2 84.6: 30.8 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 2 6 9 11 26 18:
Old : 27: 13 2 0 5 8 18 10:
Other: 25: 7 3 4 7 10 15 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 : 28.9 50.3 38.8 73.7 16.5 50.2 25.8 64.1
Old : 31.9 68.7 45.3 86.3 17.9 61.4 31.3 74.3
Other: 45.5 53.3 61.9 72.8 45.3 53.3 60.1 72.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 04, 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 : 741,939: 162,637 140,480 123,874 406,335 363,411 692,846 627,765: 49,093 114,174
Old : 545,686: 148,469 135,030 78,833 283,281 268,154 510,583 482,017: 35,103 63,669
Other: 196,253: 48,412 39,694 10,797 123,054 95,257 182,263 145,748: 13,990 50,505
: : :
: : Changes in Commitments from: March 28, 2017 :
: 33,341: -5,370 24,138 12,602 23,612 -1,816 30,844 34,924: 2,497 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.9 16.7 54.8 49.0 93.4 84.6: 6.6 15.4
Old : 100.0: 27.2 24.7 14.4 51.9 49.1 93.6 88.3: 6.4 11.7
Other: 100.0: 24.7 20.2 5.5 62.7 48.5 92.9 74.3: 7.1 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 156 184 182 178 220 439 509:
Old : 599: 156 170 140 156 198 383 450:
Other: 434: 79 120 53 91 183 204 330:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 13.9 23.3 20.1 14.4 11.8 21.8 16.2
Old : 13.7 17.5 22.3 24.8 13.4 16.8 21.2 22.9
Other: 28.9 13.5 37.4 20.9 27.2 12.4 35.7 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 04, 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 : 423,906: 99,576 117,876 77,856 213,369 195,991 390,801 391,723: 33,105 32,183
Old : 331,641: 89,015 118,186 49,480 168,894 136,654 307,389 304,320: 24,252 27,321
Other: 92,265: 27,733 16,862 11,204 44,475 59,337 83,412 87,403: 8,853 4,862
: : :
: : Changes in Commitments from: March 28, 2017 :
: 23,609: 427 16,360 3,321 17,375 2,044 21,123 21,725: 2,486 1,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.8 18.4 50.3 46.2 92.2 92.4: 7.8 7.6
Old : 100.0: 26.8 35.6 14.9 50.9 41.2 92.7 91.8: 7.3 8.2
Other: 100.0: 30.1 18.3 12.1 48.2 64.3 90.4 94.7: 9.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 90 96 105 88 75 241 240:
Old : 318: 94 100 91 81 67 224 223:
Other: 159: 44 39 29 50 44 113 98:
:----------------------------------------------------------------------------------------------------
: 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 20.6 19.0 27.8 10.2 17.2 17.6 24.1
Old : 12.6 17.0 22.1 25.4 12.6 15.9 21.9 24.0
Other: 21.8 40.8 35.7 52.2 21.6 39.3 34.1 48.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 04, 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 : 640,036: 105,118 128,176 10,843 381,760 338,231 497,721 477,250: 142,315 162,786
Old : 640,036: 105,118 128,176 10,843 381,760 338,231 497,721 477,250: 142,315 162,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 15,350: 217 2,870 92 5,056 11,857 5,365 14,819: 9,985 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.0 1.7 59.6 52.8 77.8 74.6: 22.2 25.4
Old : 100.0: 16.4 20.0 1.7 59.6 52.8 77.8 74.6: 22.2 25.4
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 : 144: 30 30 17 58 59 96 98:
Old : 144: 30 30 17 58 59 96 98:
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 : 22.4 22.7 33.9 35.8 17.2 18.8 26.6 26.7
Old : 22.4 22.7 33.9 35.8 17.2 18.8 26.6 26.7
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, April 04, 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 : 714,401: 36,225 116,900 10,538 549,746 483,621 596,509 611,059: 117,892 103,342
Old : 714,401: 36,225 116,900 10,538 549,746 483,621 596,509 611,059: 117,892 103,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 9,962: -3,951 -8,021 7,138 7,088 15,055 10,275 14,172: -313 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 16.4 1.5 77.0 67.7 83.5 85.5: 16.5 14.5
Old : 100.0: 5.1 16.4 1.5 77.0 67.7 83.5 85.5: 16.5 14.5
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 : 97: 7 13 7 57 56 67 73:
Old : 97: 7 13 7 57 56 67 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 : 19.3 31.8 34.3 49.3 17.6 31.7 28.6 46.9
Old : 19.3 31.8 34.3 49.3 17.6 31.7 28.6 46.9
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, April 04, 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 : 4,982: 3,250 123 412 917 4,287 4,579 4,822: 403 160
Old : 4,982: 3,250 123 412 917 4,287 4,579 4,822: 403 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -153: -89 97 47 -165 -332 -207 -188: 54 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 2.5 8.3 18.4 86.0 91.9 96.8: 8.1 3.2
Old : 100.0: 65.2 2.5 8.3 18.4 86.0 91.9 96.8: 8.1 3.2
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 : 28: 14 1 4 7 10 21 15:
Old : 28: 14 1 4 7 10 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 : 49.2 73.1 72.8 88.6 42.9 63.3 60.7 74.6
Old : 49.2 73.1 72.8 88.6 42.9 63.3 60.7 74.6
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, April 04, 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 : 380,711: 110,058 58,212 50,962 177,209 232,616 338,229 341,790: 42,482 38,921
Old : 301,088: 98,359 56,983 35,649 134,304 177,538 268,312 270,170: 32,776 30,918
Other: 79,623: 20,376 9,906 6,636 42,905 55,078 69,917 71,620: 9,706 8,003
: : :
: : Changes in Commitments from: March 28, 2017 :
: 9,427: 2,256 9,616 1,667 5,262 -4,866 9,185 6,417: 242 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 15.3 13.4 46.5 61.1 88.8 89.8: 11.2 10.2
Old : 100.0: 32.7 18.9 11.8 44.6 59.0 89.1 89.7: 10.9 10.3
Other: 100.0: 25.6 12.4 8.3 53.9 69.2 87.8 89.9: 12.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 82 61 79 101 94 223 203:
Old : 276: 81 64 67 97 86 212 187:
Other: 160: 48 25 24 60 50 118 91:
:----------------------------------------------------------------------------------------------------
: 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 30.8 20.7 37.3 13.9 29.1 20.2 35.1
Old : 16.1 29.4 23.5 37.3 16.0 28.7 23.1 36.2
Other: 17.8 37.7 29.0 48.8 17.7 35.6 28.8 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 04, 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 : 10,716: 2,391 3,635 626 4,885 4,825 7,902 9,086: 2,814 1,630
Old : 10,537: 2,452 3,632 565 4,797 4,755 7,814 8,952: 2,723 1,585
Other: 179: 0 64 0 88 70 88 134: 91 45
: : :
: : Changes in Commitments from: March 28, 2017 :
: -516: 141 -863 2 -549 505 -406 -356: -110 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 33.9 5.8 45.6 45.0 73.7 84.8: 26.3 15.2
Old : 100.0: 23.3 34.5 5.4 45.5 45.1 74.2 85.0: 25.8 15.0
Other: 100.0: 0.0 35.8 0.0 49.2 39.1 49.2 74.9: 50.8 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 17 7 18 11 41 33:
Old : 65: 20 17 5 17 11 40 31:
Other: 8: 0 3 0 3 2 3 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 : 39.1 34.7 50.6 54.0 39.0 34.7 50.0 53.9
Old : 39.1 35.3 50.7 54.4 38.9 35.3 50.1 54.4
Other: 49.2 73.2 49.2 74.9 49.2 73.2 49.2 74.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 04, 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 : 1,365,836: 288,462 297,210 24,386 936,986 894,903 1,249,834 1,216,499: 116,002 149,337
Old : 1,365,836: 288,462 297,210 24,386 936,986 894,903 1,249,834 1,216,499: 116,002 149,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,410: 3,849 -12,829 -1,381 -15,850 12,306 -13,382 -1,904: 8,972 -2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.8 1.8 68.6 65.5 91.5 89.1: 8.5 10.9
Old : 100.0: 21.1 21.8 1.8 68.6 65.5 91.5 89.1: 8.5 10.9
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 : 277: 51 58 34 107 118 175 193:
Old : 277: 51 58 34 107 118 175 193:
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 : 21.3 27.7 33.1 39.6 21.1 23.6 32.3 34.6
Old : 21.3 27.7 33.1 39.6 21.1 23.6 32.3 34.6
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, April 04, 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 : 3,027,576: 613,690 669,456 106,572 1,960,772 1,717,932 2,681,034 2,493,960: 346,542 533,616
Old : 3,027,576: 613,690 669,456 106,572 1,960,772 1,717,932 2,681,034 2,493,960: 346,542 533,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -6,425: -18,025 -31,936 21,519 -19,459 2,540 -15,965 -7,877: 9,540 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.1 3.5 64.8 56.7 88.6 82.4: 11.4 17.6
Old : 100.0: 20.3 22.1 3.5 64.8 56.7 88.6 82.4: 11.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 69 95 44 143 162 238 275:
Old : 382: 69 95 44 143 162 238 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 18.1 42.5 26.7 29.7 16.0 39.6 23.2
Old : 31.7 18.1 42.5 26.7 29.7 16.0 39.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, April 04, 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 : 345,435: 51,902 55,052 333 210,688 187,767 262,923 243,152: 82,512 102,283
Old : 345,435: 51,902 55,052 333 210,688 187,767 262,923 243,152: 82,512 102,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 10,822: -4,922 1,072 -351 5,789 8,596 516 9,317: 10,306 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.9 0.1 61.0 54.4 76.1 70.4: 23.9 29.6
Old : 100.0: 15.0 15.9 0.1 61.0 54.4 76.1 70.4: 23.9 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 8 7 4 32 35 44 42:
Old : 59: 8 7 4 32 35 44 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 : 43.2 26.9 53.9 38.7 43.0 26.1 53.8 36.6
Old : 43.2 26.9 53.9 38.7 43.0 26.1 53.8 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 04, 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 : 2,975,040: 388,543 681,911 63,576 2,265,640 1,881,412 2,717,759 2,626,899: 257,281 348,141
Old : 2,975,040: 388,543 681,911 63,576 2,265,640 1,881,412 2,717,759 2,626,899: 257,281 348,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -31,126: -34,700 97 -6,716 2,900 -30,567 -38,516 -37,186: 7,390 6,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 22.9 2.1 76.2 63.2 91.4 88.3: 8.6 11.7
Old : 100.0: 13.1 22.9 2.1 76.2 63.2 91.4 88.3: 8.6 11.7
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 : 300: 36 79 36 113 148 170 242:
Old : 300: 36 79 36 113 148 170 242:
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 : 40.4 19.7 50.4 30.2 36.3 19.3 45.4 29.4
Old : 40.4 19.7 50.4 30.2 36.3 19.3 45.4 29.4
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, April 04, 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 : 1,572,965: 157,867 365,012 290,512 1,093,219 858,523 1,541,598 1,514,047: 31,367 58,918
Old : 1,572,965: 157,867 365,012 290,512 1,093,219 858,523 1,541,598 1,514,047: 31,367 58,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -92,411: 4,326 -8,154 -25,342 -64,215 -56,887 -85,231 -90,383: -7,180 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.2 18.5 69.5 54.6 98.0 96.3: 2.0 3.7
Old : 100.0: 10.0 23.2 18.5 69.5 54.6 98.0 96.3: 2.0 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 : 153: 25 47 47 60 73 116 141:
Old : 153: 25 47 47 60 73 116 141:
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 : 30.1 21.1 46.4 36.1 19.9 14.1 32.0 22.2
Old : 30.1 21.1 46.4 36.1 19.9 14.1 32.0 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, April 04, 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 : 64,819: 36,736 3,690 3,282 15,341 50,240 55,359 57,212: 9,460 7,607
Old : 64,819: 36,736 3,690 3,282 15,341 50,240 55,359 57,212: 9,460 7,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,299: -4,744 -1,075 -54 2,943 -1,566 -1,855 -2,694: -444 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 5.7 5.1 23.7 77.5 85.4 88.3: 14.6 11.7
Old : 100.0: 56.7 5.7 5.1 23.7 77.5 85.4 88.3: 14.6 11.7
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 : 109: 43 17 8 28 31 72 55:
Old : 109: 43 17 8 28 31 72 55:
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 : 29.7 33.5 41.1 55.3 27.0 31.0 37.4 52.7
Old : 29.7 33.5 41.1 55.3 27.0 31.0 37.4 52.7
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, April 04, 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 : 129,637: 73,472 7,380 6,563 30,682 100,480 110,717 114,423: 18,920 15,214
Old : 129,637: 73,472 7,380 6,563 30,682 100,480 110,717 114,423: 18,920 15,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,597: -9,488 -2,150 -107 5,886 -3,131 -3,709 -5,388: -888 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 5.7 5.1 23.7 77.5 85.4 88.3: 14.6 11.7
Old : 100.0: 56.7 5.7 5.1 23.7 77.5 85.4 88.3: 14.6 11.7
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 : 109: 43 17 8 28 31 72 55:
Old : 109: 43 17 8 28 31 72 55:
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 : 29.7 33.5 41.1 55.3 27.0 31.0 37.4 52.7
Old : 29.7 33.5 41.1 55.3 27.0 31.0 37.4 52.7
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, April 04, 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 : 35,552: 32,026 34,577 369 3,099 536 35,494 35,482: 58 70
Old : 35,552: 32,026 34,577 369 3,099 536 35,494 35,482: 58 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 603: 730 71 0 -112 536 618 607: -15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 97.3 1.0 8.7 1.5 99.8 99.8: 0.2 0.2
Old : 100.0: 90.1 97.3 1.0 8.7 1.5 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 : 38: 24 11 1 2 1 27 12:
Old : 38: 24 11 1 2 1 27 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 82.4 85.6 97.6 59.5 82.4 85.6 96.5
Old : 59.5 82.4 85.6 97.6 59.5 82.4 85.6 96.5
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, April 04, 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 : 32,948: 14,587 7,166 92 18,258 25,567 32,937 32,825: 11 123
Old : 32,948: 14,587 7,166 92 18,258 25,567 32,937 32,825: 11 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 942: -1,256 178 0 2,193 784 937 962: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 21.7 0.3 55.4 77.6 100.0 99.6: 0.0 0.4
Old : 100.0: 44.3 21.7 0.3 55.4 77.6 100.0 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 : 52: 10 16 1 10 20 20 37:
Old : 52: 10 16 1 10 20 20 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 : 79.2 46.3 93.5 64.1 79.2 46.3 93.5 64.1
Old : 79.2 46.3 93.5 64.1 79.2 46.3 93.5 64.1
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, April 04, 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 : 26,514: 17,219 4,145 89 9,181 22,185 26,489 26,419: 25 95
Old : 26,514: 17,219 4,145 89 9,181 22,185 26,489 26,419: 25 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,039: 2 -75 -91 -953 -871 -1,042 -1,037: 3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 15.6 0.3 34.6 83.7 99.9 99.6: 0.1 0.4
Old : 100.0: 64.9 15.6 0.3 34.6 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 1 6 11 18 20:
Old : 35: 11 9 1 6 11 18 20:
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 : 86.8 68.6 97.3 88.6 86.8 68.6 96.6 88.6
Old : 86.8 68.6 97.3 88.6 86.8 68.6 96.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017