WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 30, 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 : 468,113: 155,265 239,000 92,151 175,752 95,996 423,168 427,147: 44,945 40,966
Old : 459,289: 153,985 240,090 89,426 172,106 91,335 415,517 420,851: 43,772 38,438
Other: 8,824: 3,922 1,552 83 3,646 4,661 7,651 6,296: 1,173 2,528
: : :
: : Changes in Commitments from: May 23, 2017 :
: 10,924: -3,616 3,430 628 14,927 4,213 11,939 8,271: -1,015 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 51.1 19.7 37.5 20.5 90.4 91.2: 9.6 8.8
Old : 100.0: 33.5 52.3 19.5 37.5 19.9 90.5 91.6: 9.5 8.4
Other: 100.0: 44.4 17.6 0.9 41.3 52.8 86.7 71.4: 13.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 126 139 125 110 95 311 298:
Old : 411: 130 137 124 110 92 310 295:
Other: 74: 9 13 4 21 39 33 54:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 10.9 20.4 20.1 11.5 9.3 18.4 17.4
Old : 13.3 11.1 20.6 20.5 11.7 9.5 18.7 17.7
Other: 55.5 29.0 69.4 42.5 55.5 28.8 68.0 40.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 30, 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 : 275,577: 96,774 80,103 45,034 108,313 126,348 250,121 251,485: 25,456 24,092
Old : 268,941: 97,233 81,020 42,587 103,836 122,998 243,656 246,605: 25,285 22,336
Other: 6,636: 1,793 1,335 195 4,477 3,350 6,465 4,880: 171 1,756
: : :
: : Changes in Commitments from: May 23, 2017 :
: 9,257: -229 -192 7,215 1,303 1,508 8,289 8,531: 968 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 29.1 16.3 39.3 45.8 90.8 91.3: 9.2 8.7
Old : 100.0: 36.2 30.1 15.8 38.6 45.7 90.6 91.7: 9.4 8.3
Other: 100.0: 27.0 20.1 2.9 67.5 50.5 97.4 73.5: 2.6 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 73 52 67 90 78 195 177:
Old : 257: 74 52 66 90 76 195 174:
Other: 58: 9 9 6 17 26 30 39:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 22.1 27.4 33.6 13.9 17.1 22.5 26.3
Old : 15.8 22.6 27.2 34.5 14.4 18.5 23.4 28.0
Other: 60.7 32.9 80.7 52.4 60.7 32.9 80.5 51.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 30, 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 : 1,390,444: 382,810 482,311 191,104 639,469 550,484 1,213,383 1,223,899: 177,061 166,545
Old : 933,247: 346,500 476,281 83,861 383,824 287,063 814,185 847,205: 119,062 86,042
Other: 457,197: 121,834 91,554 21,719 255,645 263,421 399,198 376,694: 57,999 80,503
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,370: -13,866 18,965 -5,405 13,535 -15,376 -5,736 -1,816: 7,106 3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 34.7 13.7 46.0 39.6 87.3 88.0: 12.7 12.0
Old : 100.0: 37.1 51.0 9.0 41.1 30.8 87.2 90.8: 12.8 9.2
Other: 100.0: 26.6 20.0 4.8 55.9 57.6 87.3 82.4: 12.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 176 150 170 268 288 540 543:
Old : 671: 171 153 99 230 222 448 430:
Other: 532: 114 103 51 146 253 293 381:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 9.7 17.7 17.1 9.2 8.2 15.0 14.5
Old : 11.1 12.4 18.2 22.6 10.5 12.3 17.3 22.0
Other: 20.8 12.7 30.2 20.9 16.0 8.7 24.0 15.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 30, 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 : 6,402: 1,697 748 263 2,179 4,515 4,139 5,526: 2,263 876
Old : 6,402: 1,697 748 263 2,179 4,515 4,139 5,526: 2,263 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 69: 20 23 -2 -18 -56 0 -35: 69 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.7 4.1 34.0 70.5 64.7 86.3: 35.3 13.7
Old : 100.0: 26.5 11.7 4.1 34.0 70.5 64.7 86.3: 35.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 7 4 9 13 24 21:
Old : 37: 12 7 4 9 13 24 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 : 33.3 48.5 44.2 67.5 24.8 46.6 35.2 60.1
Old : 33.3 48.5 44.2 67.5 24.8 46.6 35.2 60.1
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 30, 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 : 688,531: 144,585 207,932 100,818 392,965 275,773 638,368 584,523: 50,163 104,008
Old : 408,004: 127,316 198,445 19,869 232,051 146,758 379,236 365,072: 28,768 42,932
Other: 280,527: 77,763 69,981 20,455 160,914 129,015 259,132 219,451: 21,395 61,076
: : :
: : Changes in Commitments from: May 23, 2017 :
: 21,743: 2,201 17,617 1,376 15,025 -582 18,602 18,411: 3,141 3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.2 14.6 57.1 40.1 92.7 84.9: 7.3 15.1
Old : 100.0: 31.2 48.6 4.9 56.9 36.0 92.9 89.5: 7.1 10.5
Other: 100.0: 27.7 24.9 7.3 57.4 46.0 92.4 78.2: 7.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 161 161 187 170 213 429 495:
Old : 550: 175 129 80 138 162 338 352:
Other: 475: 101 138 87 114 192 272 368:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 12.4 24.9 19.1 16.8 12.2 24.2 17.8
Old : 19.1 20.1 28.5 29.6 19.1 19.4 28.0 28.3
Other: 21.5 9.4 31.1 15.8 21.3 9.2 29.7 15.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 30, 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 : 432,500: 121,805 118,165 84,390 193,437 194,631 399,632 397,186: 32,868 35,314
Old : 272,661: 108,904 118,125 31,677 112,256 97,273 252,837 247,075: 19,824 25,586
Other: 159,839: 44,945 32,084 20,669 81,181 97,358 146,795 150,111: 13,044 9,728
: : :
: : Changes in Commitments from: May 23, 2017 :
: 17,960: 2,947 11,849 8,423 7,085 -6,206 18,455 14,066: -495 3,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 27.3 19.5 44.7 45.0 92.4 91.8: 7.6 8.2
Old : 100.0: 39.9 43.3 11.6 41.2 35.7 92.7 90.6: 7.3 9.4
Other: 100.0: 28.1 20.1 12.9 50.8 60.9 91.8 93.9: 8.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 99 98 114 93 74 257 248:
Old : 323: 104 101 78 78 59 218 212:
Other: 206: 62 55 47 59 56 152 131:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 20.5 16.6 27.8 9.3 17.4 15.8 24.5
Old : 11.6 13.9 21.2 24.3 11.6 12.9 21.1 22.8
Other: 19.8 37.2 30.9 48.6 19.5 33.6 30.2 44.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 30, 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 : 755,193: 155,658 134,638 29,341 397,552 422,926 582,551 586,905: 172,642 168,288
Old : 755,193: 155,658 134,638 29,341 397,552 422,926 582,551 586,905: 172,642 168,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -42,499: -9,170 17,102 -12,354 -27,973 -35,324 -49,497 -30,576: 6,998 -11,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.8 3.9 52.6 56.0 77.1 77.7: 22.9 22.3
Old : 100.0: 20.6 17.8 3.9 52.6 56.0 77.1 77.7: 22.9 22.3
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 : 156: 38 29 27 64 70 112 116:
Old : 156: 38 29 27 64 70 112 116:
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 : 20.3 18.0 30.3 29.1 14.8 15.7 23.2 23.0
Old : 20.3 18.0 30.3 29.1 14.8 15.7 23.2 23.0
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 30, 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 : 775,507: 31,191 143,630 16,065 604,129 519,717 651,385 679,412: 124,122 96,095
Old : 775,507: 31,191 143,630 16,065 604,129 519,717 651,385 679,412: 124,122 96,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,747: -1,104 2,673 3,009 19,248 8,279 21,153 13,961: -19,406 -12,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 18.5 2.1 77.9 67.0 84.0 87.6: 16.0 12.4
Old : 100.0: 4.0 18.5 2.1 77.9 67.0 84.0 87.6: 16.0 12.4
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 : 111: 12 15 12 64 65 83 85:
Old : 111: 12 15 12 64 65 83 85:
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 31.6 33.0 49.4 14.6 30.9 24.9 45.2
Old : 19.2 31.6 33.0 49.4 14.6 30.9 24.9 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 30, 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 : 3,397: 1,150 387 834 1,169 2,017 3,153 3,238: 244 159
Old : 3,397: 1,150 387 834 1,169 2,017 3,153 3,238: 244 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 54: -71 139 191 -35 -245 85 85: -31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.4 24.6 34.4 59.4 92.8 95.3: 7.2 4.7
Old : 100.0: 33.9 11.4 24.6 34.4 59.4 92.8 95.3: 7.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 4 4 8 11 17 18:
Old : 23: 8 4 4 8 11 17 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 : 56.9 62.6 80.1 81.5 33.0 36.7 43.6 46.5
Old : 56.9 62.6 80.1 81.5 33.0 36.7 43.6 46.5
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 30, 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 : 409,853: 96,017 105,621 62,689 208,299 197,652 367,005 365,962: 42,848 43,891
Old : 262,858: 90,898 108,634 18,625 124,469 103,656 233,992 230,915: 28,866 31,943
Other: 146,995: 37,097 28,965 12,086 83,830 93,996 133,013 135,047: 13,982 11,948
: : :
: : Changes in Commitments from: May 23, 2017 :
: 13,997: -986 8,986 -182 14,325 1,915 13,157 10,719: 840 3,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.8 15.3 50.8 48.2 89.5 89.3: 10.5 10.7
Old : 100.0: 34.6 41.3 7.1 47.4 39.4 89.0 87.8: 11.0 12.2
Other: 100.0: 25.2 19.7 8.2 57.0 63.9 90.5 91.9: 9.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 81 72 86 98 88 228 214:
Old : 282: 93 63 61 91 74 207 181:
Other: 193: 49 49 35 65 57 136 122:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.7 21.1 27.4 12.3 14.8 18.2 20.5
Old : 17.7 15.6 26.6 24.0 17.3 15.0 25.8 23.4
Other: 16.6 38.0 29.1 48.1 16.5 32.8 27.6 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 30, 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 : 9,092: 2,534 2,027 315 4,405 5,124 7,254 7,466: 1,838 1,626
Old : 7,669: 2,592 1,933 0 3,800 4,692 6,392 6,625: 1,277 1,044
Other: 1,423: 204 356 53 605 432 862 841: 561 582
: : :
: : Changes in Commitments from: May 23, 2017 :
: 18: 15 -140 28 19 107 62 -5: -44 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 22.3 3.5 48.4 56.4 79.8 82.1: 20.2 17.9
Old : 100.0: 33.8 25.2 0.0 49.6 61.2 83.3 86.4: 16.7 13.6
Other: 100.0: 14.3 25.0 3.7 42.5 30.4 60.6 59.1: 39.4 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 17 18 6 18 12 40 31:
Old : 57: 19 14 0 14 10 33 24:
Other: 30: 7 8 2 10 7 18 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 38.8 54.9 59.8 43.5 38.8 54.9 59.4
Old : 46.0 41.5 58.7 65.5 46.0 41.5 58.7 65.5
Other: 40.3 41.5 50.5 54.3 40.3 41.5 48.9 52.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 30, 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 : 1,319,632: 228,431 239,430 64,509 896,897 834,774 1,189,837 1,138,713: 129,795 180,919
Old : 1,319,632: 228,431 239,430 64,509 896,897 834,774 1,189,837 1,138,713: 129,795 180,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -120,045: -3,899 -12,226 -24,871 -62,358 -62,298 -91,128 -99,395: -28,917 -20,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.1 4.9 68.0 63.3 90.2 86.3: 9.8 13.7
Old : 100.0: 17.3 18.1 4.9 68.0 63.3 90.2 86.3: 9.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 59 53 40 113 114 193 186:
Old : 268: 59 53 40 113 114 193 186:
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 : 18.5 26.4 29.1 33.6 18.5 22.2 27.5 28.5
Old : 18.5 26.4 29.1 33.6 18.5 22.2 27.5 28.5
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 30, 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 : 3,284,784: 877,526 619,361 130,100 1,873,614 1,963,727 2,881,240 2,713,188: 403,544 571,596
Old : 3,284,784: 877,526 619,361 130,100 1,873,614 1,963,727 2,881,240 2,713,188: 403,544 571,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -254,067: -70,281 34,055 -99,535 -118,309 -213,687 -288,125 -279,167: 34,058 25,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.9 4.0 57.0 59.8 87.7 82.6: 12.3 17.4
Old : 100.0: 26.7 18.9 4.0 57.0 59.8 87.7 82.6: 12.3 17.4
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 : 378: 90 82 63 149 161 269 278:
Old : 378: 90 82 63 149 161 269 278:
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 17.3 37.0 26.4 24.1 16.0 32.4 22.0
Old : 27.2 17.3 37.0 26.4 24.1 16.0 32.4 22.0
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 30, 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 : 374,990: 78,711 38,847 3,267 203,948 211,274 285,926 253,388: 89,064 121,602
Old : 374,990: 78,711 38,847 3,267 203,948 211,274 285,926 253,388: 89,064 121,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 4,238: 11,010 5,361 -1,077 -6,020 3,082 3,913 7,366: 325 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.4 0.9 54.4 56.3 76.2 67.6: 23.8 32.4
Old : 100.0: 21.0 10.4 0.9 54.4 56.3 76.2 67.6: 23.8 32.4
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 : 56: 10 6 7 33 36 47 45:
Old : 56: 10 6 7 33 36 47 45:
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 : 38.5 27.0 49.8 37.5 37.6 26.1 48.9 35.4
Old : 38.5 27.0 49.8 37.5 37.6 26.1 48.9 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 30, 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 : 3,308,891: 503,499 589,970 137,460 2,327,680 2,164,828 2,968,639 2,892,258: 340,252 416,633
Old : 3,308,891: 503,499 589,970 137,460 2,327,680 2,164,828 2,968,639 2,892,258: 340,252 416,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -39,619: 2,903 -34,319 -33,602 -39,823 -16,797 -70,522 -84,718: 30,903 45,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.8 4.2 70.3 65.4 89.7 87.4: 10.3 12.6
Old : 100.0: 15.2 17.8 4.2 70.3 65.4 89.7 87.4: 10.3 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 : 291: 45 66 47 125 146 201 230:
Old : 291: 45 66 47 125 146 201 230:
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 : 36.8 16.6 46.5 26.8 31.7 15.8 41.1 25.2
Old : 36.8 16.6 46.5 26.8 31.7 15.8 41.1 25.2
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 30, 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 : 1,719,821: 300,539 302,464 358,258 1,014,400 992,633 1,673,197 1,653,355: 46,624 66,466
Old : 1,719,821: 300,539 302,464 358,258 1,014,400 992,633 1,673,197 1,653,355: 46,624 66,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 63,002: 3,933 929 9,679 42,068 51,536 55,680 62,144: 7,322 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.6 20.8 59.0 57.7 97.3 96.1: 2.7 3.9
Old : 100.0: 17.5 17.6 20.8 59.0 57.7 97.3 96.1: 2.7 3.9
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 : 164: 21 56 55 63 75 124 154:
Old : 164: 21 56 55 63 75 124 154:
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 : 32.8 17.6 50.5 29.2 25.3 9.9 33.6 16.4
Old : 32.8 17.6 50.5 29.2 25.3 9.9 33.6 16.4
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 30, 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 : 59,950: 30,320 7,317 2,782 18,224 40,839 51,325 50,938: 8,625 9,013
Old : 59,950: 30,320 7,317 2,782 18,224 40,839 51,325 50,938: 8,625 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -220: 1,569 536 106 -1,299 -1,308 376 -667: -596 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 12.2 4.6 30.4 68.1 85.6 85.0: 14.4 15.0
Old : 100.0: 50.6 12.2 4.6 30.4 68.1 85.6 85.0: 14.4 15.0
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 : 115: 44 20 7 31 28 76 54:
Old : 115: 44 20 7 31 28 76 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 : 23.7 34.2 36.2 52.7 20.6 31.5 33.1 49.8
Old : 23.7 34.2 36.2 52.7 20.6 31.5 33.1 49.8
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, May 30, 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 : 119,900: 60,639 14,634 5,563 36,448 81,678 102,650 101,875: 17,250 18,025
Old : 119,900: 60,639 14,634 5,563 36,448 81,678 102,650 101,875: 17,250 18,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -439: 3,138 1,071 211 -2,597 -2,616 752 -1,334: -1,191 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 12.2 4.6 30.4 68.1 85.6 85.0: 14.4 15.0
Old : 100.0: 50.6 12.2 4.6 30.4 68.1 85.6 85.0: 14.4 15.0
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 : 115: 44 20 7 31 28 76 54:
Old : 115: 44 20 7 31 28 76 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 : 23.7 34.2 36.2 52.7 20.6 31.5 33.1 49.8
Old : 23.7 34.2 36.2 52.7 20.6 31.5 33.1 49.8
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, May 30, 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 : 40,851: 39,286 39,941 257 1,249 544 40,792 40,742: 59 109
Old : 40,851: 39,286 39,941 257 1,249 544 40,792 40,742: 59 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -8,014: -8,022 -8,046 1 0 0 -8,021 -8,045: 7 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 97.8 0.6 3.1 1.3 99.9 99.7: 0.1 0.3
Old : 100.0: 96.2 97.8 0.6 3.1 1.3 99.9 99.7: 0.1 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 : 37: 22 13 2 1 1 24 15:
Old : 37: 22 13 2 1 1 24 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 : 72.3 87.4 88.3 97.4 72.3 87.4 88.3 96.7
Old : 72.3 87.4 88.3 97.4 72.3 87.4 88.3 96.7
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 30, 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 : 29,634: 4,409 5,490 110 25,088 23,928 29,607 29,528: 27 106
Old : 29,634: 4,409 5,490 110 25,088 23,928 29,607 29,528: 27 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -186: -245 207 18 53 -388 -174 -163: -12 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.5 0.4 84.7 80.7 99.9 99.6: 0.1 0.4
Old : 100.0: 14.9 18.5 0.4 84.7 80.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 14 2 9 20 22 36:
Old : 51: 13 14 2 9 20 22 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 : 82.9 52.4 94.6 68.3 82.9 52.4 94.3 68.3
Old : 82.9 52.4 94.6 68.3 82.9 52.4 94.3 68.3
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 30, 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 : 24,614: 9,266 5,784 130 15,170 18,590 24,566 24,504: 48 110
Old : 24,614: 9,266 5,784 130 15,170 18,590 24,566 24,504: 48 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,292: -1,181 -16 130 -231 -1,437 -1,282 -1,323: -10 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 23.5 0.5 61.6 75.5 99.8 99.6: 0.2 0.4
Old : 100.0: 37.6 23.5 0.5 61.6 75.5 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 : 32: 8 10 1 6 10 14 21:
Old : 32: 8 10 1 6 10 14 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 : 91.2 70.6 98.2 88.6 90.6 70.6 97.2 88.6
Old : 91.2 70.6 98.2 88.6 90.6 70.6 97.2 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017