WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 13, 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 : 446,411: 150,961 211,477 95,498 158,707 100,147 405,166 407,122: 41,245 39,289
Old : 429,951: 147,120 209,931 90,797 152,046 93,118 389,963 393,846: 39,988 36,105
Other: 16,460: 8,152 5,857 390 6,661 7,029 15,203 13,276: 1,257 3,184
: : :
: : Changes in Commitments from: June 6, 2017 :
: -28,980: -5,078 -21,152 -3,301 -17,475 -6,231 -25,854 -30,684: -3,126 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 47.4 21.4 35.6 22.4 90.8 91.2: 9.2 8.8
Old : 100.0: 34.2 48.8 21.1 35.4 21.7 90.7 91.6: 9.3 8.4
Other: 100.0: 49.5 35.6 2.4 40.5 42.7 92.4 80.7: 7.6 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 128 136 133 100 100 308 306:
Old : 406: 139 131 129 99 96 305 299:
Other: 100: 13 27 8 20 46 40 76:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.9 19.9 18.6 11.7 9.0 18.8 16.6
Old : 11.9 11.3 20.0 19.3 11.7 9.3 18.9 17.3
Other: 69.3 29.6 79.6 45.3 69.3 29.6 79.4 45.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 13, 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 : 282,447: 109,626 71,840 43,502 105,855 141,807 258,983 257,149: 23,464 25,298
Old : 273,142: 109,696 71,975 40,355 99,981 137,954 250,032 250,284: 23,110 22,858
Other: 9,305: 2,865 2,800 212 5,874 3,853 8,951 6,865: 354 2,440
: : :
: : Changes in Commitments from: June 6, 2017 :
: -3,753: 4,648 -14,317 -2,353 -4,457 11,809 -2,162 -4,861: -1,591 1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 25.4 15.4 37.5 50.2 91.7 91.0: 8.3 9.0
Old : 100.0: 40.2 26.4 14.8 36.6 50.5 91.5 91.6: 8.5 8.4
Other: 100.0: 30.8 30.1 2.3 63.1 41.4 96.2 73.8: 3.8 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 83 49 62 86 87 195 180:
Old : 256: 83 50 61 86 85 194 177:
Other: 67: 8 15 7 18 32 31 50:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 23.3 29.5 34.2 13.7 16.4 23.7 25.5
Old : 17.3 24.1 30.3 35.2 15.1 18.2 25.2 27.6
Other: 62.3 37.0 80.1 53.0 62.3 37.0 79.7 52.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 13, 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 : 1,444,543: 438,144 352,886 231,203 589,099 678,866 1,258,446 1,262,955: 186,097 181,588
Old : 861,361: 375,913 335,651 86,608 285,599 356,069 748,120 778,328: 113,241 83,033
Other: 583,182: 167,247 122,251 39,579 303,500 322,797 510,326 484,627: 72,856 98,555
: : :
: : Changes in Commitments from: June 6, 2017 :
: 30,805: 19,699 -98,018 39,755 -34,020 75,596 25,434 17,333: 5,371 13,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 24.4 16.0 40.8 47.0 87.1 87.4: 12.9 12.6
Old : 100.0: 43.6 39.0 10.1 33.2 41.3 86.9 90.4: 13.1 9.6
Other: 100.0: 28.7 21.0 6.8 52.0 55.4 87.5 83.1: 12.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 208 140 190 261 300 568 561:
Old : 674: 191 138 105 224 235 468 430:
Other: 591: 136 128 80 144 271 329 436:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.5 17.7 15.7 8.9 7.8 14.8 12.9
Old : 10.4 13.4 17.6 23.0 9.6 12.9 16.5 21.1
Other: 19.6 10.0 27.9 17.3 15.8 7.8 22.9 13.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 13, 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 : 7,095: 1,934 532 212 2,082 5,435 4,228 6,179: 2,867 916
Old : 7,095: 1,934 532 212 2,082 5,435 4,228 6,179: 2,867 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 228: -3 -166 -81 17 431 -67 184: 295 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.5 3.0 29.3 76.6 59.6 87.1: 40.4 12.9
Old : 100.0: 27.3 7.5 3.0 29.3 76.6 59.6 87.1: 40.4 12.9
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 : 37: 14 8 4 6 11 24 19:
Old : 37: 14 8 4 6 11 24 19:
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 : 32.0 54.8 42.2 72.4 20.7 47.9 29.8 60.4
Old : 32.0 54.8 42.2 72.4 20.7 47.9 29.8 60.4
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, June 13, 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 : 700,351: 159,501 205,457 103,340 385,745 295,935 648,586 604,732: 51,765 95,619
Old : 309,806: 96,309 116,898 22,777 163,543 137,398 282,629 277,073: 27,177 32,733
Other: 390,545: 117,473 142,840 26,282 222,202 158,537 365,957 327,659: 24,588 62,886
: : :
: : Changes in Commitments from: June 6, 2017 :
: -6,413: 2,654 -18,272 3,344 -10,271 11,215 -4,273 -3,713: -2,140 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 29.3 14.8 55.1 42.3 92.6 86.3: 7.4 13.7
Old : 100.0: 31.1 37.7 7.4 52.8 44.3 91.2 89.4: 8.8 10.6
Other: 100.0: 30.1 36.6 6.7 56.9 40.6 93.7 83.9: 6.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 153 162 172 165 204 419 467:
Old : 492: 163 107 71 130 151 321 303:
Other: 511: 116 165 88 112 187 283 389:
:----------------------------------------------------------------------------------------------------
: 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 12.7 25.5 18.9 16.5 12.3 23.8 17.8
Old : 20.2 21.9 30.3 32.1 19.9 21.7 29.7 30.9
Other: 18.3 10.6 29.1 19.7 17.5 10.0 27.5 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 13, 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 : 418,033: 119,857 114,500 79,734 186,033 191,132 385,624 385,366: 32,409 32,667
Old : 208,012: 81,503 80,538 21,421 88,395 85,769 191,319 187,728: 16,693 20,284
Other: 210,021: 67,954 63,562 28,713 97,638 105,363 194,305 197,638: 15,716 12,383
: : :
: : Changes in Commitments from: June 6, 2017 :
: -39,175: -4,324 -15,999 -16,102 -18,766 -4,181 -39,192 -36,282: 17 -2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 27.4 19.1 44.5 45.7 92.2 92.2: 7.8 7.8
Old : 100.0: 39.2 38.7 10.3 42.5 41.2 92.0 90.2: 8.0 9.8
Other: 100.0: 32.4 30.3 13.7 46.5 50.2 92.5 94.1: 7.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 100 89 120 92 73 262 249:
Old : 290: 94 80 64 74 60 202 182:
Other: 241: 68 74 63 60 58 170 164:
:----------------------------------------------------------------------------------------------------
: 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 21.6 16.1 28.9 9.7 18.6 15.7 25.7
Old : 12.8 17.5 23.6 30.0 12.8 15.2 23.6 27.6
Other: 16.1 28.0 25.9 39.4 15.9 25.1 25.4 35.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 13, 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 : 733,740: 176,070 117,261 9,378 376,387 446,275 561,835 572,914: 171,905 160,826
Old : 733,740: 176,070 117,261 9,378 376,387 446,275 561,835 572,914: 171,905 160,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 29,726: 16,705 -19,194 -390 2,970 50,451 19,285 30,867: 10,441 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.0 1.3 51.3 60.8 76.6 78.1: 23.4 21.9
Old : 100.0: 24.0 16.0 1.3 51.3 60.8 76.6 78.1: 23.4 21.9
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 : 162: 46 22 15 65 71 115 104:
Old : 162: 46 22 15 65 71 115 104:
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 : 21.5 20.4 30.7 33.4 15.3 18.9 23.6 27.2
Old : 21.5 20.4 30.7 33.4 15.3 18.9 23.6 27.2
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, June 13, 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 : 763,238: 33,308 131,263 17,310 594,468 529,116 645,086 677,689: 118,152 85,549
Old : 763,238: 33,308 131,263 17,310 594,468 529,116 645,086 677,689: 118,152 85,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -15,432: -6,037 -7,131 -696 -6,044 -3,530 -12,777 -11,357: -2,655 -4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 17.2 2.3 77.9 69.3 84.5 88.8: 15.5 11.2
Old : 100.0: 4.4 17.2 2.3 77.9 69.3 84.5 88.8: 15.5 11.2
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 : 113: 13 14 11 64 65 84 83:
Old : 113: 13 14 11 64 65 84 83:
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 33.0 33.2 48.4 14.6 32.3 24.8 45.1
Old : 19.2 33.0 33.2 48.4 14.6 32.3 24.8 45.1
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, June 13, 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 : 2,555: 1,044 363 553 648 1,479 2,245 2,395: 310 160
Old : 2,555: 1,044 363 553 648 1,479 2,245 2,395: 310 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -399: -87 221 -62 -306 -592 -455 -433: 56 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 14.2 21.6 25.4 57.9 87.9 93.7: 12.1 6.3
Old : 100.0: 40.9 14.2 21.6 25.4 57.9 87.9 93.7: 12.1 6.3
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 : 25: 11 4 5 5 9 18 16:
Old : 25: 11 4 5 5 9 18 16:
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 : 48.8 59.1 69.3 80.1 29.9 39.1 40.4 49.3
Old : 48.8 59.1 69.3 80.1 29.9 39.1 40.4 49.3
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, June 13, 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 : 409,166: 98,541 103,386 70,262 197,170 195,144 365,973 368,792: 43,193 40,374
Old : 203,099: 67,062 68,211 21,373 87,827 87,506 176,262 177,090: 26,837 26,009
Other: 206,067: 54,887 58,583 25,481 109,343 107,638 189,711 191,702: 16,356 14,365
: : :
: : Changes in Commitments from: June 6, 2017 :
: -4,732: 2,579 -2,994 -969 -6,352 -752 -4,742 -4,715: 10 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.3 17.2 48.2 47.7 89.4 90.1: 10.6 9.9
Old : 100.0: 33.0 33.6 10.5 43.2 43.1 86.8 87.2: 13.2 12.8
Other: 100.0: 26.6 28.4 12.4 53.1 52.2 92.1 93.0: 7.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 82 62 87 102 98 235 222:
Old : 267: 84 54 50 91 81 195 171:
Other: 220: 60 56 45 75 63 165 139:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 20.0 19.7 26.3 10.4 14.0 16.1 19.7
Old : 15.8 18.0 25.3 28.1 15.8 17.5 24.7 27.4
Other: 15.1 27.6 24.5 38.0 14.8 23.4 23.3 32.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 13, 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 : 9,473: 3,102 2,032 289 3,930 5,590 7,321 7,911: 2,152 1,562
Old : 5,163: 1,694 1,730 0 2,164 2,698 3,858 4,428: 1,305 735
Other: 4,310: 1,626 520 71 1,766 2,892 3,463 3,483: 847 827
: : :
: : Changes in Commitments from: June 6, 2017 :
: 449: 211 45 55 73 487 339 587: 110 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.5 3.1 41.5 59.0 77.3 83.5: 22.7 16.5
Old : 100.0: 32.8 33.5 0.0 41.9 52.3 74.7 85.8: 25.3 14.2
Other: 100.0: 37.7 12.1 1.6 41.0 67.1 80.3 80.8: 19.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 17 8 20 13 45 33:
Old : 54: 18 14 0 13 9 31 23:
Other: 46: 13 10 3 13 11 29 23:
:----------------------------------------------------------------------------------------------------
: 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 : 38.7 37.0 51.3 59.5 38.7 37.0 51.3 59.5
Old : 31.6 38.2 48.4 62.3 31.6 38.2 48.4 62.3
Other: 54.2 54.9 66.4 68.7 54.2 54.9 66.4 68.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 13, 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 : 1,385,338: 262,864 343,029 48,513 950,129 846,402 1,261,506 1,237,944: 123,832 147,394
Old : 1,385,338: 262,864 343,029 48,513 950,129 846,402 1,261,506 1,237,944: 123,832 147,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 18,999: 14,543 55,390 -8,151 16,384 -25,407 22,776 21,832: -3,777 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.8 3.5 68.6 61.1 91.1 89.4: 8.9 10.6
Old : 100.0: 19.0 24.8 3.5 68.6 61.1 91.1 89.4: 8.9 10.6
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 : 280: 60 59 34 106 112 178 193:
Old : 280: 60 59 34 106 112 178 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 25.8 30.5 35.4 18.8 23.7 28.5 31.4
Old : 18.9 25.8 30.5 35.4 18.8 23.7 28.5 31.4
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, June 13, 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 : 3,180,408: 830,911 556,942 115,620 1,861,367 1,977,660 2,807,898 2,650,222: 372,510 530,186
Old : 3,180,408: 830,911 556,942 115,620 1,861,367 1,977,660 2,807,898 2,650,222: 372,510 530,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -28,170: -47,983 -109,886 12,461 3,378 59,697 -32,144 -37,728: 3,974 9,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.5 3.6 58.5 62.2 88.3 83.3: 11.7 16.7
Old : 100.0: 26.1 17.5 3.6 58.5 62.2 88.3 83.3: 11.7 16.7
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 : 396: 72 98 55 151 176 255 297:
Old : 396: 72 98 55 151 176 255 297:
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 17.3 36.3 25.7 25.3 14.5 33.2 19.9
Old : 27.5 17.3 36.3 25.7 25.3 14.5 33.2 19.9
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, June 13, 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 : 366,075: 65,644 38,443 4,112 207,700 215,468 277,456 258,023: 88,619 108,052
Old : 366,075: 65,644 38,443 4,112 207,700 215,468 277,456 258,023: 88,619 108,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,353: -9,226 -3,320 1,169 8,919 5,852 862 3,701: 491 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.5 1.1 56.7 58.9 75.8 70.5: 24.2 29.5
Old : 100.0: 17.9 10.5 1.1 56.7 58.9 75.8 70.5: 24.2 29.5
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 : 60: 8 6 7 37 38 50 46:
Old : 60: 8 6 7 37 38 50 46:
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 : 38.6 26.1 50.4 38.3 38.2 25.1 50.0 36.1
Old : 38.6 26.1 50.4 38.3 38.2 25.1 50.0 36.1
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, June 13, 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 : 3,173,532: 556,451 609,253 84,621 2,237,283 2,126,566 2,878,355 2,820,440: 295,177 353,092
Old : 3,173,532: 556,451 609,253 84,621 2,237,283 2,126,566 2,878,355 2,820,440: 295,177 353,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -42,722: 24,790 -17,712 -14,817 -47,184 -824 -37,211 -33,353: -5,511 -9,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.2 2.7 70.5 67.0 90.7 88.9: 9.3 11.1
Old : 100.0: 17.5 19.2 2.7 70.5 67.0 90.7 88.9: 9.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 43 69 42 114 143 185 226:
Old : 291: 43 69 42 114 143 185 226:
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 : 37.2 19.9 48.1 31.7 31.3 19.4 41.8 30.2
Old : 37.2 19.9 48.1 31.7 31.3 19.4 41.8 30.2
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, June 13, 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 : 1,679,957: 326,953 294,854 334,699 967,196 990,171 1,628,848 1,619,724: 51,109 60,233
Old : 1,679,957: 326,953 294,854 334,699 967,196 990,171 1,628,848 1,619,724: 51,109 60,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 71,643: 5,787 -27,267 29,039 32,306 66,422 67,132 68,194: 4,511 3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.6 19.9 57.6 58.9 97.0 96.4: 3.0 3.6
Old : 100.0: 19.5 17.6 19.9 57.6 58.9 97.0 96.4: 3.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 25 38 48 62 67 115 132:
Old : 143: 25 38 48 62 67 115 132:
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 : 34.8 19.7 52.6 33.7 25.5 11.5 31.9 18.2
Old : 34.8 19.7 52.6 33.7 25.5 11.5 31.9 18.2
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, June 13, 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 : 71,798: 33,725 7,030 4,180 23,062 49,159 60,967 60,368: 10,831 11,430
Old : 71,798: 33,725 7,030 4,180 23,062 49,159 60,967 60,368: 10,831 11,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 9,455: 2,075 124 1,080 4,777 5,797 7,932 7,001: 1,524 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 9.8 5.8 32.1 68.5 84.9 84.1: 15.1 15.9
Old : 100.0: 47.0 9.8 5.8 32.1 68.5 84.9 84.1: 15.1 15.9
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 : 120: 48 16 13 38 33 91 60:
Old : 120: 48 16 13 38 33 91 60:
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 : 22.2 29.6 32.9 50.4 19.7 26.7 30.3 43.6
Old : 22.2 29.6 32.9 50.4 19.7 26.7 30.3 43.6
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, June 13, 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 : 143,596: 67,450 14,059 8,360 46,124 98,317 121,934 120,736: 21,662 22,860
Old : 143,596: 67,450 14,059 8,360 46,124 98,317 121,934 120,736: 21,662 22,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 18,910: 4,150 248 2,159 9,554 11,594 15,863 14,001: 3,047 4,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 9.8 5.8 32.1 68.5 84.9 84.1: 15.1 15.9
Old : 100.0: 47.0 9.8 5.8 32.1 68.5 84.9 84.1: 15.1 15.9
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 : 120: 48 16 13 38 33 91 60:
Old : 120: 48 16 13 38 33 91 60:
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 : 22.2 29.6 32.9 50.4 19.7 26.7 30.3 43.6
Old : 22.2 29.6 32.9 50.4 19.7 26.7 30.3 43.6
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, June 13, 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 : 46,393: 44,267 45,537 746 1,294 0 46,307 46,283: 86 110
Old : 46,393: 44,267 45,537 746 1,294 0 46,307 46,283: 86 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -661: -1,029 -1,007 342 0 0 -687 -665: 26 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 98.2 1.6 2.8 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 95.4 98.2 1.6 2.8 0.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 24 14 3 1 0 27 16:
Old : 40: 24 14 3 1 0 27 16:
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 : 69.7 89.5 87.6 97.3 69.7 89.5 87.6 96.3
Old : 69.7 89.5 87.6 97.3 69.7 89.5 87.6 96.3
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, June 13, 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 : 29,127: 5,111 6,058 92 23,878 22,879 29,081 29,029: 46 98
Old : 29,127: 5,111 6,058 92 23,878 22,879 29,081 29,029: 46 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -957: 781 636 -497 -1,227 -1,098 -943 -959: -14 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.8 0.3 82.0 78.5 99.8 99.7: 0.2 0.3
Old : 100.0: 17.5 20.8 0.3 82.0 78.5 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 13 1 9 17 21 31:
Old : 48: 12 13 1 9 17 21 31:
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 53.6 93.6 71.7 80.1 53.6 93.2 71.7
Old : 80.1 53.6 93.6 71.7 80.1 53.6 93.2 71.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,027: 8,116 4,466 1,458 17,427 21,037 27,001 26,961: 26 66
Old : 27,027: 8,116 4,466 1,458 17,427 21,037 27,001 26,961: 26 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 797: -993 -1,117 1,431 365 484 803 798: -6 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.5 5.4 64.5 77.8 99.9 99.8: 0.1 0.2
Old : 100.0: 30.0 16.5 5.4 64.5 77.8 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 : 34: 10 9 1 5 11 15 21:
Old : 34: 10 9 1 5 11 15 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 : 86.4 65.2 97.8 87.6 81.0 65.2 92.2 85.4
Old : 86.4 65.2 97.8 87.6 81.0 65.2 92.2 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017