WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 02, 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 : 438,524: 147,534 232,519 75,128 171,408 93,216 394,070 400,863: 44,454 37,661
Old : 434,202: 147,447 232,152 74,750 168,490 91,025 390,687 397,927: 43,515 36,275
Other: 4,322: 310 590 155 2,918 2,191 3,383 2,936: 939 1,386
: : :
: : Changes in Commitments from: April 25, 2017 :
: -59,299: -2,567 -47,618 -5,170 -47,116 -2,774 -54,853 -55,562: -4,446 -3,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 53.0 17.1 39.1 21.3 89.9 91.4: 10.1 8.6
Old : 100.0: 34.0 53.5 17.2 38.8 21.0 90.0 91.6: 10.0 8.4
Other: 100.0: 7.2 13.7 3.6 67.5 50.7 78.3 67.9: 21.7 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 133 126 113 99 93 302 275:
Old : 398: 133 127 112 99 92 301 274:
Other: 61: 10 7 5 18 31 30 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 10.7 22.0 19.6 12.3 10.1 20.0 18.3
Old : 14.2 10.8 22.0 19.8 12.5 10.2 20.2 18.5
Other: 52.4 38.4 64.3 52.4 50.6 35.4 59.3 47.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 02, 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 : 249,823: 102,612 88,686 29,806 95,942 109,152 228,360 227,644: 21,463 22,179
Old : 245,506: 102,620 88,688 29,113 92,494 107,084 224,227 224,885: 21,279 20,621
Other: 4,317: 578 584 107 3,448 2,068 4,133 2,759: 184 1,558
: : :
: : Changes in Commitments from: April 25, 2017 :
: -29,143: -7,281 -23,458 -7,763 -12,219 1,018 -27,263 -30,203: -1,880 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 35.5 11.9 38.4 43.7 91.4 91.1: 8.6 8.9
Old : 100.0: 41.8 36.1 11.9 37.7 43.6 91.3 91.6: 8.7 8.4
Other: 100.0: 13.4 13.5 2.5 79.9 47.9 95.7 63.9: 4.3 36.1
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 75 52 51 84 79 180 166:
Old : 251: 78 52 51 84 78 180 165:
Other: 46: 5 7 5 15 24 23 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 22.7 30.8 35.2 15.0 18.6 24.7 30.3
Old : 17.9 23.0 30.6 35.8 15.5 19.9 25.2 31.7
Other: 73.6 42.6 89.3 55.1 73.6 41.1 88.4 53.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 02, 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 : 1,326,162: 363,762 440,479 178,044 624,855 551,553 1,166,661 1,170,076: 159,501 156,086
Old : 933,474: 333,500 454,097 75,031 411,530 316,904 820,061 846,032: 113,413 87,442
Other: 392,688: 113,193 69,313 20,082 213,325 234,649 346,600 324,044: 46,088 68,644
: : :
: : Changes in Commitments from: April 25, 2017 :
: -105,297: 127 -6,424 -39,092 -54,136 -49,318 -93,101 -94,834: -12,196 -10,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 33.2 13.4 47.1 41.6 88.0 88.2: 12.0 11.8
Old : 100.0: 35.7 48.6 8.0 44.1 33.9 87.9 90.6: 12.1 9.4
Other: 100.0: 28.8 17.7 5.1 54.3 59.8 88.3 82.5: 11.7 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 192 138 169 256 300 535 539:
Old : 685: 190 137 94 231 244 465 433:
Other: 511: 105 94 55 128 257 267 375:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.6 19.7 18.8 9.9 8.8 16.0 14.6
Old : 12.2 14.3 19.7 23.1 11.7 13.0 19.2 20.8
Other: 20.7 15.3 29.3 23.9 12.5 10.2 20.0 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 02, 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 : 5,646: 1,488 1,075 147 2,072 3,732 3,707 4,954: 1,939 692
Old : 5,646: 1,488 1,075 147 2,072 3,732 3,707 4,954: 1,939 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -450: -115 -122 -22 -20 -71 -157 -215: -293 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.0 2.6 36.7 66.1 65.7 87.7: 34.3 12.3
Old : 100.0: 26.4 19.0 2.6 36.7 66.1 65.7 87.7: 34.3 12.3
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 : 39: 14 7 4 9 12 25 21:
Old : 39: 14 7 4 9 12 25 21:
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 : 35.8 49.6 46.7 69.7 30.1 49.6 40.6 67.6
Old : 35.8 49.6 46.7 69.7 30.1 49.6 40.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 02, 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 : 641,899: 139,076 178,859 92,561 363,590 270,204 595,227 541,624: 46,672 100,275
Old : 409,626: 126,079 166,069 30,522 222,361 167,645 378,962 364,236: 30,664 45,390
Other: 232,273: 65,055 64,848 9,981 141,229 102,559 216,265 177,388: 16,008 54,885
: : :
: : Changes in Commitments from: April 25, 2017 :
: -31,688: 4,612 658 -8,958 -22,552 -16,590 -26,898 -24,890: -4,790 -6,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 27.9 14.4 56.6 42.1 92.7 84.4: 7.3 15.6
Old : 100.0: 30.8 40.5 7.5 54.3 40.9 92.5 88.9: 7.5 11.1
Other: 100.0: 28.0 27.9 4.3 60.8 44.2 93.1 76.4: 6.9 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 151 165 170 161 225 417 483:
Old : 576: 162 146 82 127 191 329 387:
Other: 468: 93 128 63 108 192 241 350:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 13.9 26.4 21.2 17.1 12.3 25.5 18.2
Old : 15.6 20.6 25.7 29.4 15.4 20.2 24.9 28.2
Other: 28.8 11.7 38.4 19.1 27.6 11.3 37.2 17.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 02, 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 : 415,214: 112,885 122,375 73,918 192,884 189,012 379,687 385,305: 35,527 29,909
Old : 285,907: 104,901 118,155 28,189 129,348 115,920 262,438 262,264: 23,469 23,643
Other: 129,307: 38,532 34,768 15,181 63,536 73,092 117,249 123,041: 12,058 6,266
: : :
: : Changes in Commitments from: April 25, 2017 :
: 3,580: 5,818 -6,150 9,202 -11,157 4,978 3,863 8,030: -283 -4,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.5 17.8 46.5 45.5 91.4 92.8: 8.6 7.2
Old : 100.0: 36.7 41.3 9.9 45.2 40.5 91.8 91.7: 8.2 8.3
Other: 100.0: 29.8 26.9 11.7 49.1 56.5 90.7 95.2: 9.3 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 100 88 104 86 66 247 220:
Old : 306: 107 85 68 76 58 213 189:
Other: 184: 54 49 35 53 46 131 111:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 19.9 17.4 28.1 9.6 16.3 16.7 23.8
Old : 12.1 17.6 20.4 27.7 12.0 16.4 20.4 25.8
Other: 17.2 36.1 27.5 46.8 17.2 33.1 27.3 42.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 02, 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 : 642,881: 114,262 105,078 17,054 362,772 352,394 494,088 474,526: 148,793 168,355
Old : 642,881: 114,262 105,078 17,054 362,772 352,394 494,088 474,526: 148,793 168,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 2,132: -1,253 10,180 -2,521 9,846 -8,305 6,072 -646: -3,940 2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.3 2.7 56.4 54.8 76.9 73.8: 23.1 26.2
Old : 100.0: 17.8 16.3 2.7 56.4 54.8 76.9 73.8: 23.1 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 34 31 24 62 64 107 108:
Old : 155: 34 31 24 62 64 107 108:
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 : 22.5 22.1 33.4 34.7 17.1 18.1 26.1 24.8
Old : 22.5 22.1 33.4 34.7 17.1 18.1 26.1 24.8
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, May 02, 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 : 735,194: 30,870 119,632 9,781 582,981 509,604 623,632 639,017: 111,562 96,177
Old : 735,194: 30,870 119,632 9,781 582,981 509,604 623,632 639,017: 111,562 96,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,126: -9,264 5,213 6,243 10,488 -8,884 7,467 2,572: -6,341 -1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 16.3 1.3 79.3 69.3 84.8 86.9: 15.2 13.1
Old : 100.0: 4.2 16.3 1.3 79.3 69.3 84.8 86.9: 15.2 13.1
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 : 98: 7 12 8 60 58 72 73:
Old : 98: 7 12 8 60 58 72 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 : 18.9 32.6 33.4 49.2 16.6 32.6 27.1 47.3
Old : 18.9 32.6 33.4 49.2 16.6 32.6 27.1 47.3
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, May 02, 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 : 4,484: 2,255 52 579 1,211 3,718 4,045 4,349: 439 135
Old : 4,484: 2,255 52 579 1,211 3,718 4,045 4,349: 439 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -375: -451 -208 63 23 -289 -365 -434: -10 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 1.2 12.9 27.0 82.9 90.2 97.0: 9.8 3.0
Old : 100.0: 50.3 1.2 12.9 27.0 82.9 90.2 97.0: 9.8 3.0
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 : 26: 12 1 3 8 11 20 15:
Old : 26: 12 1 3 8 11 20 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 : 47.3 71.0 72.4 88.5 40.7 60.7 52.6 66.5
Old : 47.3 71.0 72.4 88.5 40.7 60.7 52.6 66.5
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, May 02, 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 : 366,491: 98,249 73,835 45,851 179,883 208,902 323,983 328,588: 42,508 37,903
Old : 258,564: 87,790 71,189 21,777 117,775 137,732 227,342 230,698: 31,222 27,866
Other: 107,927: 25,620 17,807 8,913 62,108 71,170 96,641 97,890: 11,286 10,037
: : :
: : Changes in Commitments from: April 25, 2017 :
: 5,452: -2,461 5,424 3,811 6,279 -2,756 7,629 6,479: -2,177 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 20.1 12.5 49.1 57.0 88.4 89.7: 11.6 10.3
Old : 100.0: 34.0 27.5 8.4 45.5 53.3 87.9 89.2: 12.1 10.8
Other: 100.0: 23.7 16.5 8.3 57.5 65.9 89.5 90.7: 10.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 80 70 84 96 84 220 207:
Old : 272: 85 64 61 87 75 198 179:
Other: 184: 49 42 35 65 52 132 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 26.4 21.9 33.4 15.1 24.3 21.9 30.3
Old : 18.6 24.1 27.3 32.4 18.6 22.4 26.9 30.3
Other: 17.5 35.1 28.5 44.9 17.4 31.3 28.1 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 02, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,147: 2,461 5,119 466 5,409 3,963 8,336 9,548: 2,811 1,599
Old : 10,399: 2,755 5,053 134 5,000 3,819 7,889 9,006: 2,510 1,393
Other: 748: 37 397 1 409 144 447 542: 301 206
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,392: 247 1,426 175 716 -176 1,138 1,425: 254 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 45.9 4.2 48.5 35.6 74.8 85.7: 25.2 14.3
Old : 100.0: 26.5 48.6 1.3 48.1 36.7 75.9 86.6: 24.1 13.4
Other: 100.0: 4.9 53.1 0.1 54.7 19.3 59.8 72.5: 40.2 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 25 9 25 11 49 42:
Old : 75: 21 24 4 23 9 47 34:
Other: 21: 4 8 1 5 4 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 29.8 48.3 46.7 38.4 29.7 48.3 46.5
Old : 37.9 32.0 48.5 49.6 37.9 31.9 48.5 49.5
Other: 54.0 42.5 59.4 64.2 54.0 42.5 59.4 64.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 02, 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 : 1,388,577: 254,962 247,340 48,146 963,866 947,703 1,266,974 1,243,189: 121,603 145,388
Old : 1,388,577: 254,962 247,340 48,146 963,866 947,703 1,266,974 1,243,189: 121,603 145,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -7,243: -15,029 -3,675 -2,264 15,379 -2,000 -1,914 -7,939: -5,329 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.8 3.5 69.4 68.2 91.2 89.5: 8.8 10.5
Old : 100.0: 18.4 17.8 3.5 69.4 68.2 91.2 89.5: 8.8 10.5
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 : 279: 63 45 32 111 114 185 180:
Old : 279: 63 45 32 111 114 185 180:
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 : 19.5 32.7 31.7 42.6 19.3 29.8 30.2 36.7
Old : 19.5 32.7 31.7 42.6 19.3 29.8 30.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 02, 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 : 3,250,046: 830,446 650,576 96,959 1,929,780 1,967,725 2,857,185 2,715,260: 392,861 534,786
Old : 3,250,046: 830,446 650,576 96,959 1,929,780 1,967,725 2,857,185 2,715,260: 392,861 534,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 61,629: 3,964 38,736 13,225 14,078 -3,982 31,267 47,979: 30,362 13,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.0 3.0 59.4 60.5 87.9 83.5: 12.1 16.5
Old : 100.0: 25.6 20.0 3.0 59.4 60.5 87.9 83.5: 12.1 16.5
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 : 391: 71 98 60 151 170 259 293:
Old : 391: 71 98 60 151 170 259 293:
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 : 29.6 17.7 40.1 25.6 27.8 14.9 37.7 20.4
Old : 29.6 17.7 40.1 25.6 27.8 14.9 37.7 20.4
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, May 02, 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 : 346,813: 51,974 44,950 3,356 213,888 190,707 269,218 239,013: 77,595 107,800
Old : 346,813: 51,974 44,950 3,356 213,888 190,707 269,218 239,013: 77,595 107,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -4,873: -3,221 1,300 740 507 -6,441 -1,974 -4,401: -2,899 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.0 1.0 61.7 55.0 77.6 68.9: 22.4 31.1
Old : 100.0: 15.0 13.0 1.0 61.7 55.0 77.6 68.9: 22.4 31.1
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 : 55: 8 5 4 33 34 44 40:
Old : 55: 8 5 4 33 34 44 40:
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 : 42.8 27.9 53.9 39.3 42.4 26.4 53.2 36.7
Old : 42.8 27.9 53.9 39.3 42.4 26.4 53.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 02, 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 : 3,238,721: 565,373 666,714 74,837 2,306,498 2,144,023 2,946,708 2,885,574: 292,013 353,147
Old : 3,238,721: 565,373 666,714 74,837 2,306,498 2,144,023 2,946,708 2,885,574: 292,013 353,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 59,770: -20,246 17,270 -3,499 81,164 42,004 57,419 55,775: 2,351 3,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.6 2.3 71.2 66.2 91.0 89.1: 9.0 10.9
Old : 100.0: 17.5 20.6 2.3 71.2 66.2 91.0 89.1: 9.0 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 : 311: 46 74 39 115 154 182 246:
Old : 311: 46 74 39 115 154 182 246:
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 : 37.3 18.0 46.7 28.8 33.9 17.5 42.9 28.2
Old : 37.3 18.0 46.7 28.8 33.9 17.5 42.9 28.2
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, May 02, 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 : 1,274,482: 162,034 199,420 243,099 836,785 776,443 1,241,918 1,218,962: 32,564 55,520
Old : 1,274,482: 162,034 199,420 243,099 836,785 776,443 1,241,918 1,218,962: 32,564 55,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -426,292: 23,470 -153,401 -83,803 -362,951 -188,907 -423,284 -426,111: -3,008 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.6 19.1 65.7 60.9 97.4 95.6: 2.6 4.4
Old : 100.0: 12.7 15.6 19.1 65.7 60.9 97.4 95.6: 2.6 4.4
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 : 146: 21 50 44 50 69 102 136:
Old : 146: 21 50 44 50 69 102 136:
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 : 27.5 22.1 44.4 34.6 15.7 8.5 25.8 14.2
Old : 27.5 22.1 44.4 34.6 15.7 8.5 25.8 14.2
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, May 02, 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 : 63,185: 34,330 5,276 2,914 16,066 47,542 53,310 55,732: 9,876 7,453
Old : 63,185: 34,330 5,276 2,914 16,066 47,542 53,310 55,732: 9,876 7,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,515: -3,793 -580 -163 209 -1,836 -3,747 -2,578: 233 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 8.4 4.6 25.4 75.2 84.4 88.2: 15.6 11.8
Old : 100.0: 54.3 8.4 4.6 25.4 75.2 84.4 88.2: 15.6 11.8
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 : 114: 45 17 9 30 28 78 52:
Old : 114: 45 17 9 30 28 78 52:
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 : 27.2 34.5 39.6 54.5 24.4 31.8 36.6 51.7
Old : 27.2 34.5 39.6 54.5 24.4 31.8 36.6 51.7
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, May 02, 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 : 126,370: 68,659 10,552 5,828 32,132 95,084 106,619 111,464: 19,751 14,906
Old : 126,370: 68,659 10,552 5,828 32,132 95,084 106,619 111,464: 19,751 14,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -7,029: -7,586 -1,159 -325 417 -3,671 -7,494 -5,155: 465 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 8.4 4.6 25.4 75.2 84.4 88.2: 15.6 11.8
Old : 100.0: 54.3 8.4 4.6 25.4 75.2 84.4 88.2: 15.6 11.8
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 : 114: 45 17 9 30 28 78 52:
Old : 114: 45 17 9 30 28 78 52:
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 : 27.2 34.5 39.6 54.5 24.4 31.8 36.6 51.7
Old : 27.2 34.5 39.6 54.5 24.4 31.8 36.6 51.7
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, May 02, 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 : 39,214: 36,606 38,468 369 2,181 295 39,156 39,132: 58 82
Old : 39,214: 36,606 38,468 369 2,181 295 39,156 39,132: 58 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 7,977: 8,010 8,173 0 -57 -200 7,953 7,973: 24 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 98.1 0.9 5.6 0.8 99.9 99.8: 0.1 0.2
Old : 100.0: 93.3 98.1 0.9 5.6 0.8 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 : 42: 25 14 1 2 1 28 15:
Old : 42: 25 14 1 2 1 28 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 : 75.8 87.9 89.9 97.1 75.8 87.5 89.9 96.1
Old : 75.8 87.9 89.9 97.1 75.8 87.5 89.9 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, May 02, 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 : 29,636: 5,789 6,504 92 23,713 22,918 29,594 29,514: 42 122
Old : 29,636: 5,789 6,504 92 23,713 22,918 29,594 29,514: 42 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,721: -2,168 -113 0 453 -1,619 -1,715 -1,732: -6 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.9 0.3 80.0 77.3 99.9 99.6: 0.1 0.4
Old : 100.0: 19.5 21.9 0.3 80.0 77.3 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 : 46: 9 13 1 8 19 17 33:
Old : 46: 9 13 1 8 19 17 33:
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 : 82.2 48.7 94.8 65.3 82.2 48.7 94.8 65.3
Old : 82.2 48.7 94.8 65.3 82.2 48.7 94.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, May 02, 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 : 25,965: 12,975 4,243 0 12,883 21,650 25,858 25,893: 107 72
Old : 25,965: 12,975 4,243 0 12,883 21,650 25,858 25,893: 107 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -737: -3,192 163 0 2,462 -898 -730 -735: -7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 16.3 0.0 49.6 83.4 99.6 99.7: 0.4 0.3
Old : 100.0: 50.0 16.3 0.0 49.6 83.4 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 : 34: 10 8 0 6 12 16 20:
Old : 34: 10 8 0 6 12 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 : 80.1 68.7 97.1 89.4 80.1 68.7 96.3 89.4
Old : 80.1 68.7 97.1 89.4 80.1 68.7 96.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017