WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 18, 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 : 512,255: 163,168 266,050 83,178 217,280 120,398 463,626 469,626: 48,629 42,629
Old : 113,588: 54,291 58,799 1,155 39,768 43,156 95,214 103,110: 18,374 10,478
Other: 398,667: 138,850 237,224 52,050 177,512 77,242 368,412 366,516: 30,255 32,151
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,967: -1,260 16,337 -9,800 14,861 556 3,801 7,093: 1,166 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 51.9 16.2 42.4 23.5 90.5 91.7: 9.5 8.3
Old : 100.0: 47.8 51.8 1.0 35.0 38.0 83.8 90.8: 16.2 9.2
Other: 100.0: 34.8 59.5 13.1 44.5 19.4 92.4 91.9: 7.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 145 149 135 109 98 335 323:
Old : 284: 108 73 11 64 45 177 124:
Other: 409: 123 151 94 92 89 268 287:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 8.8 20.9 16.3 11.1 8.8 18.3 16.0
Old : 15.1 21.3 25.4 34.9 15.1 21.3 25.3 34.8
Other: 15.0 9.9 24.5 18.5 12.4 9.6 21.2 17.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 18, 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 : 275,698: 110,439 103,972 30,308 111,303 119,118 252,050 253,398: 23,648 22,300
Old : 52,767: 25,635 20,839 418 20,815 27,213 46,868 48,470: 5,899 4,297
Other: 222,931: 91,071 89,400 23,623 90,488 91,905 205,182 204,928: 17,749 18,003
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,166: 1,738 3,763 4,444 -1,921 -2,903 4,261 5,304: -95 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 37.7 11.0 40.4 43.2 91.4 91.9: 8.6 8.1
Old : 100.0: 48.6 39.5 0.8 39.4 51.6 88.8 91.9: 11.2 8.1
Other: 100.0: 40.9 40.1 10.6 40.6 41.2 92.0 91.9: 8.0 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 84 55 63 86 82 195 184:
Old : 156: 39 28 3 46 48 85 79:
Other: 246: 79 54 56 75 76 173 172:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 20.5 27.2 31.5 14.0 18.0 23.6 27.4
Old : 28.6 36.0 42.0 50.7 28.5 36.0 42.0 50.7
Other: 16.5 21.5 28.1 33.2 14.2 17.7 24.2 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 18, 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 : 1,475,977: 375,778 412,520 235,960 696,480 648,723 1,308,218 1,297,203: 167,759 178,774
Old : 1,108,078: 340,704 427,540 137,884 500,743 429,773 979,331 995,197: 128,747 112,881
Other: 367,899: 114,754 64,660 18,396 195,737 218,950 328,887 302,006: 39,012 65,893
: : :
: : Changes in Commitments from: April 11, 2017 :
: 18,445: -4,702 6,276 17,302 8,131 -2,484 20,731 21,094: -2,286 -2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 27.9 16.0 47.2 44.0 88.6 87.9: 11.4 12.1
Old : 100.0: 30.7 38.6 12.4 45.2 38.8 88.4 89.8: 11.6 10.2
Other: 100.0: 31.2 17.6 5.0 53.2 59.5 89.4 82.1: 10.6 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 177 152 192 269 298 565 559:
Old : 700: 191 148 140 249 262 507 492:
Other: 513: 102 107 48 123 251 253 379:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 11.8 17.5 18.1 8.5 8.9 14.0 14.1
Old : 10.7 14.0 17.8 21.6 10.2 13.0 16.7 19.6
Other: 20.8 15.1 29.6 23.9 13.6 10.3 21.4 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 18, 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 : 6,975: 1,680 906 325 2,637 4,696 4,642 5,927: 2,333 1,048
Old : 2,950: 946 523 0 1,062 2,031 2,008 2,554: 942 396
Other: 4,025: 959 608 100 1,575 2,665 2,634 3,373: 1,391 652
: : :
: : Changes in Commitments from: April 11, 2017 :
: 206: 53 51 -83 197 133 167 101: 39 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.0 4.7 37.8 67.3 66.6 85.0: 33.4 15.0
Old : 100.0: 32.1 17.7 0.0 36.0 68.8 68.1 86.6: 31.9 13.4
Other: 100.0: 23.8 15.1 2.5 39.1 66.2 65.4 83.8: 34.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 3 6 11 12 26 20:
Old : 23: 10 2 0 7 6 17 8:
Other: 32: 11 4 5 7 11 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 53.1 44.8 72.1 21.5 46.3 29.7 59.5
Old : 41.8 74.8 56.1 86.6 22.6 47.7 33.3 58.8
Other: 43.4 51.1 54.2 70.0 40.6 51.1 51.5 70.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 18, 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 : 771,596: 162,272 174,945 133,633 424,722 350,863 720,627 659,441: 50,969 112,155
Old : 552,410: 145,047 157,560 82,216 289,539 254,041 516,802 493,817: 35,608 58,593
Other: 219,186: 58,939 59,099 9,703 135,183 96,822 203,825 165,624: 15,361 53,562
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,779: -661 12,066 -2,210 7,758 -1,928 4,887 7,928: -2,108 -5,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 22.7 17.3 55.0 45.5 93.4 85.5: 6.6 14.5
Old : 100.0: 26.3 28.5 14.9 52.4 46.0 93.6 89.4: 6.4 10.6
Other: 100.0: 26.9 27.0 4.4 61.7 44.2 93.0 75.6: 7.0 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 152 193 201 180 225 457 528:
Old : 614: 162 175 144 158 202 397 462:
Other: 461: 85 133 61 98 187 228 346:
:----------------------------------------------------------------------------------------------------
: 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 14.2 22.9 21.1 14.0 12.2 20.9 16.4
Old : 12.5 19.6 20.9 27.3 11.4 17.7 19.6 23.9
Other: 30.4 12.1 40.3 19.0 29.0 11.3 38.8 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 18, 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 : 432,047: 101,774 127,962 79,598 215,188 191,296 396,560 398,856: 35,487 33,191
Old : 326,843: 96,256 123,558 49,353 156,350 126,172 301,959 299,083: 24,884 27,760
Other: 105,204: 25,764 24,650 9,999 58,838 65,124 94,601 99,773: 10,603 5,431
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,400: 1,982 1,201 5,359 -1,000 -894 6,341 5,666: 59 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 29.6 18.4 49.8 44.3 91.8 92.3: 8.2 7.7
Old : 100.0: 29.5 37.8 15.1 47.8 38.6 92.4 91.5: 7.6 8.5
Other: 100.0: 24.5 23.4 9.5 55.9 61.9 89.9 94.8: 10.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 83 97 111 96 73 247 241:
Old : 314: 99 90 91 85 64 222 220:
Other: 172: 44 51 30 52 45 117 108:
:----------------------------------------------------------------------------------------------------
: 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 18.9 18.6 26.3 10.4 14.5 16.9 21.5
Old : 11.8 16.4 20.2 24.9 11.8 15.6 19.8 23.7
Other: 22.2 38.5 34.0 49.1 21.6 36.2 33.3 45.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 18, 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 : 644,227: 116,482 118,848 14,384 359,053 340,759 489,919 473,991: 154,308 170,236
Old : 644,227: 116,482 118,848 14,384 359,053 340,759 489,919 473,991: 154,308 170,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,186: 9,577 -956 1,240 -24,171 4,713 -13,354 4,997: 14,540 -3,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.4 2.2 55.7 52.9 76.0 73.6: 24.0 26.4
Old : 100.0: 18.1 18.4 2.2 55.7 52.9 76.0 73.6: 24.0 26.4
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 : 153: 35 32 21 59 62 102 107:
Old : 153: 35 32 21 59 62 102 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 22.4 33.0 35.1 15.9 18.5 25.1 24.6
Old : 21.6 22.4 33.0 35.1 15.9 18.5 25.1 24.6
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 18, 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 : 730,207: 39,387 118,441 4,088 565,755 502,513 609,230 625,042: 120,977 105,165
Old : 730,207: 39,387 118,441 4,088 565,755 502,513 609,230 625,042: 120,977 105,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,440: -2,506 -7,921 -147 7,866 14,005 5,213 5,937: 1,227 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 16.2 0.6 77.5 68.8 83.4 85.6: 16.6 14.4
Old : 100.0: 5.4 16.2 0.6 77.5 68.8 83.4 85.6: 16.6 14.4
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 : 97: 8 13 8 57 55 69 72:
Old : 97: 8 13 8 57 55 69 72:
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 : 19.0 32.5 33.7 49.5 16.9 32.3 27.3 47.5
Old : 19.0 32.5 33.7 49.5 16.9 32.3 27.3 47.5
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 18, 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 : 4,793: 2,767 177 584 1,015 3,943 4,366 4,704: 427 89
Old : 4,793: 2,767 177 584 1,015 3,943 4,366 4,704: 427 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 209: -558 82 254 505 -109 201 227: 8 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 3.7 12.2 21.2 82.3 91.1 98.1: 8.9 1.9
Old : 100.0: 57.7 3.7 12.2 21.2 82.3 91.1 98.1: 8.9 1.9
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 : 29: 14 2 5 7 10 23 15:
Old : 29: 14 2 5 7 10 23 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 : 44.2 72.8 69.5 88.7 41.9 63.3 57.0 71.9
Old : 44.2 72.8 69.5 88.7 41.9 63.3 57.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 18, 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 : 378,460: 108,124 69,259 46,294 180,422 222,829 334,840 338,382: 43,620 40,078
Old : 284,386: 96,855 64,202 28,232 125,674 161,136 250,761 253,570: 33,625 30,816
Other: 94,074: 22,360 16,148 6,971 54,748 61,693 84,079 84,812: 9,995 9,262
: : :
: : Changes in Commitments from: April 11, 2017 :
: -10,699: -5,831 1,862 -2,679 -2,199 -7,989 -10,709 -8,806: 10 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.3 12.2 47.7 58.9 88.5 89.4: 11.5 10.6
Old : 100.0: 34.1 22.6 9.9 44.2 56.7 88.2 89.2: 11.8 10.8
Other: 100.0: 23.8 17.2 7.4 58.2 65.6 89.4 90.2: 10.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 88 64 97 103 97 241 226:
Old : 290: 97 57 83 98 84 228 202:
Other: 177: 47 36 33 64 53 129 107:
:----------------------------------------------------------------------------------------------------
: 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 27.5 20.6 34.6 14.2 25.8 20.4 31.9
Old : 16.6 26.4 24.1 34.6 16.5 25.4 23.6 33.2
Other: 19.6 33.5 31.3 44.8 19.6 30.5 31.3 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 18, 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 : 9,770: 2,192 2,166 509 4,606 5,535 7,307 8,210: 2,463 1,560
Old : 9,453: 2,265 2,117 423 4,373 5,466 7,061 8,006: 2,392 1,447
Other: 317: 12 134 1 233 69 246 204: 71 113
: : :
: : Changes in Commitments from: April 11, 2017 :
: -552: -79 -498 -296 -37 192 -412 -602: -140 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 22.2 5.2 47.1 56.7 74.8 84.0: 25.2 16.0
Old : 100.0: 24.0 22.4 4.5 46.3 57.8 74.7 84.7: 25.3 15.3
Other: 100.0: 3.8 42.3 0.3 73.5 21.8 77.6 64.4: 22.4 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 13 9 16 14 36 35:
Old : 58: 17 14 7 14 13 34 32:
Other: 13: 2 3 1 4 3 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 42.3 34.6 53.1 56.5 42.3 34.5 53.0 56.4
Old : 41.6 35.7 52.8 57.6 41.6 35.7 52.6 57.6
Other: 74.1 57.4 77.6 64.4 74.1 57.4 77.3 64.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 18, 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 : 1,379,038: 306,261 276,558 31,550 916,698 931,310 1,254,509 1,239,418: 124,529 139,620
Old : 1,379,038: 306,261 276,558 31,550 916,698 931,310 1,254,509 1,239,418: 124,529 139,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,618: 3,828 777 335 -4,858 -98 -695 1,014: 2,313 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.1 2.3 66.5 67.5 91.0 89.9: 9.0 10.1
Old : 100.0: 22.2 20.1 2.3 66.5 67.5 91.0 89.9: 9.0 10.1
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 : 278: 56 52 36 110 118 183 189:
Old : 278: 56 52 36 110 118 183 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 30.5 31.0 41.2 18.8 26.7 29.9 35.9
Old : 19.7 30.5 31.0 41.2 18.8 26.7 29.9 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 18, 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 : 3,161,306: 706,591 747,891 98,111 1,987,930 1,790,927 2,792,632 2,636,929: 368,674 524,377
Old : 3,161,306: 706,591 747,891 98,111 1,987,930 1,790,927 2,792,632 2,636,929: 368,674 524,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 63,631: 24,296 1,067 2,326 23,950 79,005 50,572 82,398: 13,059 -18,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.7 3.1 62.9 56.7 88.3 83.4: 11.7 16.6
Old : 100.0: 22.4 23.7 3.1 62.9 56.7 88.3 83.4: 11.7 16.6
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 : 393: 61 109 64 157 162 263 290:
Old : 393: 61 109 64 157 162 263 290:
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 : 30.9 18.2 39.6 27.1 29.2 15.8 37.0 22.4
Old : 30.9 18.2 39.6 27.1 29.2 15.8 37.0 22.4
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, April 18, 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 : 351,455: 54,758 46,734 627 215,036 200,748 270,421 248,109: 81,034 103,346
Old : 351,455: 54,758 46,734 627 215,036 200,748 270,421 248,109: 81,034 103,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -7,270: -8,645 -5,480 252 3,581 -6,031 -4,812 -11,259: -2,458 3,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.3 0.2 61.2 57.1 76.9 70.6: 23.1 29.4
Old : 100.0: 15.6 13.3 0.2 61.2 57.1 76.9 70.6: 23.1 29.4
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 : 61: 9 6 5 34 36 47 43:
Old : 61: 9 6 5 34 36 47 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 : 42.6 26.6 52.7 38.1 42.4 25.8 52.5 36.3
Old : 42.6 26.6 52.7 38.1 42.4 25.8 52.5 36.3
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 18, 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 : 3,161,488: 573,329 665,445 59,137 2,257,043 2,089,620 2,889,509 2,814,202: 271,979 347,286
Old : 3,161,488: 573,329 665,445 59,137 2,257,043 2,089,620 2,889,509 2,814,202: 271,979 347,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 137,333: 125,573 9,908 -11,967 23,707 133,748 137,313 131,689: 20 5,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.0 1.9 71.4 66.1 91.4 89.0: 8.6 11.0
Old : 100.0: 18.1 21.0 1.9 71.4 66.1 91.4 89.0: 8.6 11.0
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 : 308: 47 72 41 109 155 178 246:
Old : 308: 47 72 41 109 155 178 246:
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 : 38.0 18.4 47.4 29.3 34.7 18.1 43.4 28.9
Old : 38.0 18.4 47.4 29.3 34.7 18.1 43.4 28.9
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, April 18, 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 : 1,670,475: 159,692 391,415 301,522 1,179,166 917,057 1,640,380 1,609,994: 30,095 60,481
Old : 1,670,475: 159,692 391,415 301,522 1,179,166 917,057 1,640,380 1,609,994: 30,095 60,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 17,394: 1,274 20,254 -15,001 33,337 14,985 19,610 20,238: -2,216 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.4 18.1 70.6 54.9 98.2 96.4: 1.8 3.6
Old : 100.0: 9.6 23.4 18.1 70.6 54.9 98.2 96.4: 1.8 3.6
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 : 159: 27 47 52 62 75 121 149:
Old : 159: 27 47 52 62 75 121 149:
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 : 29.2 21.6 45.4 35.4 19.0 11.9 30.8 20.8
Old : 29.2 21.6 45.4 35.4 19.0 11.9 30.8 20.8
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 18, 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 : 65,530: 38,555 5,202 3,595 13,997 49,490 56,146 58,287: 9,384 7,243
Old : 65,530: 38,555 5,202 3,595 13,997 49,490 56,146 58,287: 9,384 7,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 962: 964 860 201 -34 194 1,131 1,254: -170 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.9 5.5 21.4 75.5 85.7 88.9: 14.3 11.1
Old : 100.0: 58.8 7.9 5.5 21.4 75.5 85.7 88.9: 14.3 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 : 118: 49 19 8 29 28 79 54:
Old : 118: 49 19 8 29 28 79 54:
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 : 26.5 33.2 37.8 54.3 23.2 30.7 34.6 51.8
Old : 26.5 33.2 37.8 54.3 23.2 30.7 34.6 51.8
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 18, 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 : 131,060: 77,109 10,404 7,190 27,993 98,980 112,292 116,574: 18,768 14,486
Old : 131,060: 77,109 10,404 7,190 27,993 98,980 112,292 116,574: 18,768 14,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,923: 1,928 1,719 401 -67 387 2,262 2,507: -339 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.9 5.5 21.4 75.5 85.7 88.9: 14.3 11.1
Old : 100.0: 58.8 7.9 5.5 21.4 75.5 85.7 88.9: 14.3 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 : 118: 49 19 8 29 28 79 54:
Old : 118: 49 19 8 29 28 79 54:
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 : 26.5 33.2 37.8 54.3 23.2 30.7 34.6 51.8
Old : 26.5 33.2 37.8 54.3 23.2 30.7 34.6 51.8
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 18, 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 : 41,082: 38,428 40,162 369 2,238 495 41,035 41,026: 47 56
Old : 41,082: 38,428 40,162 369 2,238 495 41,035 41,026: 47 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,253: 5,099 4,382 0 -857 -100 4,242 4,282: 11 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 97.8 0.9 5.4 1.2 99.9 99.9: 0.1 0.1
Old : 100.0: 93.5 97.8 0.9 5.4 1.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 25 12 1 2 1 28 13:
Old : 40: 25 12 1 2 1 28 13:
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 : 68.1 85.1 88.9 97.0 68.1 85.1 88.9 96.1
Old : 68.1 85.1 88.9 97.0 68.1 85.1 88.9 96.1
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 18, 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 : 31,612: 9,184 6,843 92 22,326 24,513 31,602 31,448: 10 164
Old : 31,612: 9,184 6,843 92 22,326 24,513 31,602 31,448: 10 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -97: -1,681 -129 0 1,584 3 -97 -126: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.6 0.3 70.6 77.5 100.0 99.5: 0.0 0.5
Old : 100.0: 29.1 21.6 0.3 70.6 77.5 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 14 1 8 20 17 35:
Old : 48: 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 : 84.8 47.1 95.9 63.5 84.8 47.1 95.9 63.5
Old : 84.8 47.1 95.9 63.5 84.8 47.1 95.9 63.5
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 18, 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 : 27,767: 15,898 4,663 34 11,781 22,980 27,713 27,677: 54 90
Old : 27,767: 15,898 4,663 34 11,781 22,980 27,713 27,677: 54 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,969: -189 33 -1 2,148 1,931 1,958 1,963: 11 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 16.8 0.1 42.4 82.8 99.8 99.7: 0.2 0.3
Old : 100.0: 57.3 16.8 0.1 42.4 82.8 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 9 1 5 11 16 20:
Old : 34: 10 9 1 5 11 16 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 : 84.3 67.0 97.2 88.1 84.3 67.0 96.3 88.1
Old : 84.3 67.0 97.2 88.1 84.3 67.0 96.3 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017