WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 25, 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 : 497,823: 150,101 280,137 80,298 218,524 95,990 448,923 456,425: 48,900 41,398
Old : 32,367: 9,493 10,359 0 13,942 18,815 23,435 29,174: 8,932 3,193
Other: 465,456: 148,324 277,494 72,582 204,582 77,175 425,488 427,251: 39,968 38,205
: : :
: : Changes in Commitments from: April 18, 2017 :
: -14,432: -13,067 14,087 -2,880 1,244 -24,408 -14,703 -13,201: 271 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 56.3 16.1 43.9 19.3 90.2 91.7: 9.8 8.3
Old : 100.0: 29.3 32.0 0.0 43.1 58.1 72.4 90.1: 27.6 9.9
Other: 100.0: 31.9 59.6 15.6 44.0 16.6 91.4 91.8: 8.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 140 151 126 111 94 323 317:
Old : 123: 33 26 0 37 30 70 56:
Other: 430: 139 153 117 102 92 306 305:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 9.7 22.0 17.9 12.9 9.1 20.0 16.7
Old : 30.9 37.6 43.1 54.9 30.9 37.6 43.1 53.9
Other: 14.9 10.2 22.8 18.9 13.2 9.5 20.8 17.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 25, 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 : 278,966: 109,893 112,144 37,569 108,161 108,134 255,623 257,847: 23,343 21,119
Old : 22,365: 5,160 3,307 46 14,297 17,484 19,503 20,837: 2,862 1,528
Other: 256,601: 107,431 111,535 34,825 93,864 90,650 236,120 237,010: 20,481 19,591
: : :
: : Changes in Commitments from: April 18, 2017 :
: 3,268: -546 8,172 7,261 -3,142 -10,984 3,573 4,449: -305 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 40.2 13.5 38.8 38.8 91.6 92.4: 8.4 7.6
Old : 100.0: 23.1 14.8 0.2 63.9 78.2 87.2 93.2: 12.8 6.8
Other: 100.0: 41.9 43.5 13.6 36.6 35.3 92.0 92.4: 8.0 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 84 58 59 85 78 197 180:
Old : 88: 12 11 1 35 34 47 46:
Other: 265: 87 57 55 78 75 186 176:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 21.6 29.9 32.6 14.1 17.7 23.6 27.9
Old : 44.0 53.3 61.1 63.8 44.0 53.3 60.9 63.8
Other: 17.4 23.2 31.4 35.2 14.5 19.1 24.8 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 25, 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 : 1,431,459: 363,635 446,903 217,136 678,991 600,871 1,259,762 1,264,910: 171,697 166,549
Old : 1,059,065: 332,303 460,533 121,019 477,543 379,460 930,865 961,012: 128,200 98,053
Other: 372,394: 110,717 65,755 16,732 201,448 221,411 328,897 303,898: 43,497 68,496
: : :
: : Changes in Commitments from: April 18, 2017 :
: -44,518: -12,143 34,383 -18,824 -17,489 -47,852 -48,456 -32,293: 3,938 -12,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 31.2 15.2 47.4 42.0 88.0 88.4: 12.0 11.6
Old : 100.0: 31.4 43.5 11.4 45.1 35.8 87.9 90.7: 12.1 9.3
Other: 100.0: 29.7 17.7 4.5 54.1 59.5 88.3 81.6: 11.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 186 139 184 285 287 579 539:
Old : 694: 188 144 122 263 250 519 461:
Other: 489: 104 90 55 127 240 263 354:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 11.2 18.6 18.1 9.0 8.7 14.8 14.1
Old : 11.2 13.2 19.0 21.2 10.5 11.9 17.4 19.3
Other: 20.8 16.0 29.7 24.7 12.7 10.3 20.2 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 25, 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 : 6,096: 1,603 1,197 169 2,092 3,803 3,864 5,169: 2,232 927
Old : 1,132: 15 33 0 625 1,044 640 1,077: 492 55
Other: 4,964: 1,596 1,172 161 1,467 2,759 3,224 4,092: 1,740 872
: : :
: : Changes in Commitments from: April 18, 2017 :
: -879: -77 291 -156 -545 -893 -778 -758: -101 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 19.6 2.8 34.3 62.4 63.4 84.8: 36.6 15.2
Old : 100.0: 1.3 2.9 0.0 55.2 92.2 56.5 95.1: 43.5 4.9
Other: 100.0: 32.2 23.6 3.2 29.6 55.6 64.9 82.4: 35.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 5 5 8 11 22 20:
Old : 9: 1 2 0 2 5 3 7:
Other: 34: 13 5 5 7 11 21 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 49.0 48.1 69.1 27.9 48.8 38.4 63.9
Old : 56.5 93.2 56.5 95.1 23.1 60.9 23.1 61.7
Other: 34.2 48.5 47.0 64.5 31.7 48.5 43.0 64.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 25, 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 : 673,587: 134,464 178,201 101,519 386,142 286,794 622,125 566,514: 51,462 107,073
Old : 443,851: 121,412 167,780 38,849 248,448 185,268 408,709 391,897: 35,142 51,954
Other: 229,736: 64,524 61,893 11,198 137,694 101,526 213,416 174,617: 16,320 55,119
: : :
: : Changes in Commitments from: April 18, 2017 :
: -98,009: -27,808 3,256 -32,114 -38,580 -64,069 -98,502 -92,927: 493 -5,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.5 15.1 57.3 42.6 92.4 84.1: 7.6 15.9
Old : 100.0: 27.4 37.8 8.8 56.0 41.7 92.1 88.3: 7.9 11.7
Other: 100.0: 28.1 26.9 4.9 59.9 44.2 92.9 76.0: 7.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 146 172 178 194 223 451 494:
Old : 577: 153 157 96 175 194 383 404:
Other: 455: 82 129 62 99 189 226 344:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 12.3 25.7 19.3 16.3 10.9 24.1 16.3
Old : 15.7 17.6 24.5 26.5 14.7 17.2 22.7 24.6
Other: 28.4 11.4 38.4 18.3 27.2 10.6 37.2 17.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 25, 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 : 411,634: 107,067 128,525 64,716 204,041 184,034 375,824 377,275: 35,810 34,359
Old : 294,143: 100,739 123,984 28,056 141,715 114,356 270,510 266,396: 23,633 27,747
Other: 117,491: 30,518 28,731 12,470 62,326 69,678 105,314 110,879: 12,177 6,612
: : :
: : Changes in Commitments from: April 18, 2017 :
: -20,413: 5,293 563 -14,882 -11,147 -7,262 -20,736 -21,581: 323 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 31.2 15.7 49.6 44.7 91.3 91.7: 8.7 8.3
Old : 100.0: 34.2 42.2 9.5 48.2 38.9 92.0 90.6: 8.0 9.4
Other: 100.0: 26.0 24.5 10.6 53.0 59.3 89.6 94.4: 10.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 85 99 101 92 65 240 221:
Old : 303: 93 96 70 82 58 211 195:
Other: 179: 48 49 36 56 45 128 111:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 18.6 18.4 26.5 10.5 13.6 17.6 21.0
Old : 12.0 16.2 20.7 25.6 12.0 14.5 20.6 23.4
Other: 20.2 36.5 31.3 46.7 20.2 34.1 30.6 42.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 25, 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 : 640,749: 115,515 94,898 19,575 352,926 360,699 488,016 475,172: 152,733 165,577
Old : 640,749: 115,515 94,898 19,575 352,926 360,699 488,016 475,172: 152,733 165,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -3,478: -967 -23,950 5,191 -6,127 19,940 -1,903 1,181: -1,575 -4,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.8 3.1 55.1 56.3 76.2 74.2: 23.8 25.8
Old : 100.0: 18.0 14.8 3.1 55.1 56.3 76.2 74.2: 23.8 25.8
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: 40 25 28 59 64 108 108:
Old : 153: 40 25 28 59 64 108 108:
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 : 21.7 22.1 32.2 34.6 16.7 18.8 25.6 25.2
Old : 21.7 22.1 32.2 34.6 16.7 18.8 25.6 25.2
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 25, 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 : 734,068: 40,134 114,419 3,538 572,493 518,488 616,165 636,445: 117,903 97,623
Old : 734,068: 40,134 114,419 3,538 572,493 518,488 616,165 636,445: 117,903 97,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 3,861: 747 -4,022 -550 6,738 15,975 6,935 11,403: -3,074 -7,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 15.6 0.5 78.0 70.6 83.9 86.7: 16.1 13.3
Old : 100.0: 5.5 15.6 0.5 78.0 70.6 83.9 86.7: 16.1 13.3
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 : 104: 9 13 7 62 60 76 75:
Old : 104: 9 13 7 62 60 76 75:
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 : 18.9 32.9 33.2 50.0 16.8 32.8 27.2 47.7
Old : 18.9 32.9 33.2 50.0 16.8 32.8 27.2 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, April 25, 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 : 4,859: 2,706 260 516 1,188 4,007 4,410 4,783: 449 76
Old : 4,859: 2,706 260 516 1,188 4,007 4,410 4,783: 449 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 66: -61 83 -68 173 64 44 79: 22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 5.4 10.6 24.4 82.5 90.8 98.4: 9.2 1.6
Old : 100.0: 55.7 5.4 10.6 24.4 82.5 90.8 98.4: 9.2 1.6
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 : 29: 14 2 4 8 10 23 15:
Old : 29: 14 2 4 8 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 : 41.9 73.7 66.3 89.7 38.8 61.7 54.1 71.0
Old : 41.9 73.7 66.3 89.7 38.8 61.7 54.1 71.0
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 25, 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 : 361,039: 100,710 68,411 42,040 173,604 211,658 316,354 322,109: 44,685 38,930
Old : 264,144: 87,942 63,457 22,785 118,897 149,014 229,624 235,256: 34,520 28,888
Other: 96,895: 24,219 16,405 7,804 54,707 62,644 86,730 86,853: 10,165 10,042
: : :
: : Changes in Commitments from: April 18, 2017 :
: -17,421: -7,414 -848 -4,254 -6,818 -11,171 -18,486 -16,273: 1,065 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 18.9 11.6 48.1 58.6 87.6 89.2: 12.4 10.8
Old : 100.0: 33.3 24.0 8.6 45.0 56.4 86.9 89.1: 13.1 10.9
Other: 100.0: 25.0 16.9 8.1 56.5 64.7 89.5 89.6: 10.5 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 85 62 85 98 92 229 208:
Old : 274: 93 55 64 92 83 213 180:
Other: 175: 46 36 32 63 51 127 104:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 28.0 21.5 34.6 14.8 25.6 21.5 31.3
Old : 17.7 26.4 25.9 34.7 17.7 24.7 25.8 32.5
Other: 18.2 32.3 29.7 42.7 18.1 28.3 29.6 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 25, 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 : 9,755: 2,214 3,693 291 4,693 4,139 7,198 8,123: 2,557 1,632
Old : 9,238: 2,427 3,635 72 4,394 4,070 6,893 7,777: 2,345 1,461
Other: 517: 2 273 4 299 69 305 346: 212 171
: : :
: : Changes in Commitments from: April 18, 2017 :
: -15: 22 1,527 -218 87 -1,396 -109 -87: 94 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 37.9 3.0 48.1 42.4 73.8 83.3: 26.2 16.7
Old : 100.0: 26.3 39.3 0.8 47.6 44.1 74.6 84.2: 25.4 15.8
Other: 100.0: 0.4 52.8 0.8 57.8 13.3 59.0 66.9: 41.0 33.1
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 20 6 16 13 35 39:
Old : 63: 19 19 2 14 12 33 33:
Other: 15: 1 7 1 4 3 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 42.5 31.8 53.8 48.1 42.5 31.7 53.7 48.0
Old : 42.0 33.1 53.9 50.3 41.9 33.1 53.8 50.3
Other: 57.8 46.0 59.0 65.2 57.8 46.0 58.2 64.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 25, 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 : 1,395,820: 269,991 251,015 50,410 948,487 949,703 1,268,888 1,251,128: 126,932 144,692
Old : 1,395,820: 269,991 251,015 50,410 948,487 949,703 1,268,888 1,251,128: 126,932 144,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 16,782: -36,270 -25,543 18,860 31,789 18,393 14,379 11,710: 2,403 5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.0 3.6 68.0 68.0 90.9 89.6: 9.1 10.4
Old : 100.0: 19.3 18.0 3.6 68.0 68.0 90.9 89.6: 9.1 10.4
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 : 276: 64 44 34 107 113 182 180:
Old : 276: 64 44 34 107 113 182 180:
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 : 19.2 32.3 31.3 42.1 19.0 29.4 29.1 36.1
Old : 19.2 32.3 31.3 42.1 19.0 29.4 29.1 36.1
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, April 25, 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 : 3,188,417: 826,482 611,840 83,734 1,915,702 1,971,707 2,825,918 2,667,281: 362,499 521,136
Old : 3,188,417: 826,482 611,840 83,734 1,915,702 1,971,707 2,825,918 2,667,281: 362,499 521,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 27,111: 119,891 -136,051 -14,377 -72,228 180,780 33,286 30,352: -6,175 -3,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.2 2.6 60.1 61.8 88.6 83.7: 11.4 16.3
Old : 100.0: 25.9 19.2 2.6 60.1 61.8 88.6 83.7: 11.4 16.3
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 : 382: 75 91 56 147 165 253 281:
Old : 382: 75 91 56 147 165 253 281:
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 18.4 40.7 25.9 29.1 14.6 38.3 20.6
Old : 30.9 18.4 40.7 25.9 29.1 14.6 38.3 20.6
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 25, 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 : 351,686: 55,195 43,650 2,616 213,381 197,148 271,192 243,414: 80,494 108,272
Old : 351,686: 55,195 43,650 2,616 213,381 197,148 271,192 243,414: 80,494 108,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 231: 437 -3,084 1,989 -1,655 -3,600 771 -4,695: -540 4,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.4 0.7 60.7 56.1 77.1 69.2: 22.9 30.8
Old : 100.0: 15.7 12.4 0.7 60.7 56.1 77.1 69.2: 22.9 30.8
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 : 58: 9 6 5 33 34 46 41:
Old : 58: 9 6 5 33 34 46 41:
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 27.8 54.2 39.1 42.4 26.4 54.1 36.9
Old : 42.6 27.8 54.2 39.1 42.4 26.4 54.1 36.9
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 25, 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 : 3,178,951: 585,619 649,444 78,336 2,225,334 2,102,019 2,889,289 2,829,799: 289,662 349,152
Old : 3,178,951: 585,619 649,444 78,336 2,225,334 2,102,019 2,889,289 2,829,799: 289,662 349,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 17,463: 12,290 -16,001 19,199 -31,709 12,399 -220 15,597: 17,683 1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.4 2.5 70.0 66.1 90.9 89.0: 9.1 11.0
Old : 100.0: 18.4 20.4 2.5 70.0 66.1 90.9 89.0: 9.1 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 : 307: 51 67 39 112 154 183 240:
Old : 307: 51 67 39 112 154 183 240:
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 : 37.1 18.0 46.2 29.0 33.4 17.6 42.1 28.4
Old : 37.1 18.0 46.2 29.0 33.4 17.6 42.1 28.4
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 25, 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 : 1,700,774: 138,564 352,821 326,902 1,199,736 965,350 1,665,202 1,645,073: 35,572 55,701
Old : 1,700,774: 138,564 352,821 326,902 1,199,736 965,350 1,665,202 1,645,073: 35,572 55,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 30,299: -21,128 -38,594 25,380 20,570 48,293 24,822 35,079: 5,477 -4,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 20.7 19.2 70.5 56.8 97.9 96.7: 2.1 3.3
Old : 100.0: 8.1 20.7 19.2 70.5 56.8 97.9 96.7: 2.1 3.3
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 : 165: 30 49 51 62 77 122 152:
Old : 165: 30 49 51 62 77 122 152:
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 : 29.3 21.2 44.6 36.2 17.2 11.4 28.1 18.6
Old : 29.3 21.2 44.6 36.2 17.2 11.4 28.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 66,700: 38,123 5,856 3,077 15,858 49,378 57,057 58,310: 9,643 8,390
Old : 66,700: 38,123 5,856 3,077 15,858 49,378 57,057 58,310: 9,643 8,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,170: -432 654 -519 1,861 -113 911 23: 259 1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 8.8 4.6 23.8 74.0 85.5 87.4: 14.5 12.6
Old : 100.0: 57.2 8.8 4.6 23.8 74.0 85.5 87.4: 14.5 12.6
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 : 119: 45 20 8 32 29 79 55:
Old : 119: 45 20 8 32 29 79 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 : 26.9 32.6 38.5 51.7 24.1 30.1 35.6 49.2
Old : 26.9 32.6 38.5 51.7 24.1 30.1 35.6 49.2
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 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 133,399: 76,245 11,711 6,153 31,715 98,755 114,113 116,619: 19,286 16,780
Old : 133,399: 76,245 11,711 6,153 31,715 98,755 114,113 116,619: 19,286 16,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,339: -864 1,307 -1,037 3,722 -225 1,821 45: 518 2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 8.8 4.6 23.8 74.0 85.5 87.4: 14.5 12.6
Old : 100.0: 57.2 8.8 4.6 23.8 74.0 85.5 87.4: 14.5 12.6
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 : 119: 45 20 8 32 29 79 55:
Old : 119: 45 20 8 32 29 79 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 : 26.9 32.6 38.5 51.7 24.1 30.1 35.6 49.2
Old : 26.9 32.6 38.5 51.7 24.1 30.1 35.6 49.2
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 25, 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 : 31,237: 28,596 30,295 369 2,238 495 31,203 31,159: 34 78
Old : 31,237: 28,596 30,295 369 2,238 495 31,203 31,159: 34 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -9,845: -9,832 -9,867 0 0 0 -9,832 -9,867: -13 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 97.0 1.2 7.2 1.6 99.9 99.8: 0.1 0.2
Old : 100.0: 91.5 97.0 1.2 7.2 1.6 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 23 14 1 2 1 26 15:
Old : 40: 23 14 1 2 1 26 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 : 69.5 83.2 87.8 95.8 69.5 82.5 87.8 94.6
Old : 69.5 83.2 87.8 95.8 69.5 82.5 87.8 94.6
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 25, 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 : 31,357: 7,957 6,617 92 23,260 24,537 31,309 31,246: 48 111
Old : 31,357: 7,957 6,617 92 23,260 24,537 31,309 31,246: 48 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -255: -1,227 -226 0 934 24 -293 -202: 38 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.1 0.3 74.2 78.3 99.8 99.6: 0.2 0.4
Old : 100.0: 25.4 21.1 0.3 74.2 78.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 15 1 8 20 18 36:
Old : 50: 10 15 1 8 20 18 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 : 81.7 47.1 94.6 64.0 81.7 47.1 94.6 64.0
Old : 81.7 47.1 94.6 64.0 81.7 47.1 94.6 64.0
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 25, 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 : 26,702: 16,167 4,080 0 10,421 22,548 26,588 26,628: 114 74
Old : 26,702: 16,167 4,080 0 10,421 22,548 26,588 26,628: 114 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -1,065: 269 -583 -34 -1,360 -432 -1,125 -1,049: 60 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 15.3 0.0 39.0 84.4 99.6 99.7: 0.4 0.3
Old : 100.0: 60.5 15.3 0.0 39.0 84.4 99.6 99.7: 0.4 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 : 35: 12 7 0 6 11 18 18:
Old : 35: 12 7 0 6 11 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 68.8 96.5 89.2 87.2 68.8 95.7 89.2
Old : 87.2 68.8 96.5 89.2 87.2 68.8 95.7 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2017