WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 589,307: 145,655 194,901 170,191 224,140 180,114 539,986 545,206: 49,321 44,101
Old : 405,284: 123,355 169,847 95,763 153,160 111,879 372,278 377,489: 33,007 27,795
Other: 184,022: 57,365 60,119 39,363 70,980 68,234 167,708 167,717: 16,314 16,306
: : :
: : Changes in Commitments from: January 31, 2017 :
: -9,707: 2,135 -11,185 -664 -10,252 2,963 -8,781 -8,886: -926 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 33.1 28.9 38.0 30.6 91.6 92.5: 8.4 7.5
Old : 100.0: 30.4 41.9 23.6 37.8 27.6 91.9 93.1: 8.1 6.9
Other: 100.0: 31.2 32.7 21.4 38.6 37.1 91.1 91.1: 8.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 148 158 171 114 108 364 355:
Old : 432: 153 139 131 106 99 323 309:
Other: 280: 74 90 74 74 86 193 210:
:----------------------------------------------------------------------------------------------------
: 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 8.3 19.6 15.7 8.3 7.0 14.2 12.3
Old : 11.8 11.2 20.3 20.0 7.8 9.8 14.4 16.6
Other: 20.1 14.4 31.2 23.3 18.1 13.8 29.0 21.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 249,385: 85,070 58,063 44,676 95,065 121,768 224,811 224,507: 24,574 24,878
Old : 144,871: 66,290 53,752 15,414 47,547 60,568 129,251 129,733: 15,620 15,138
Other: 104,513: 41,010 26,542 7,031 47,518 61,200 95,559 94,773: 8,954 9,740
: : :
: : Changes in Commitments from: January 31, 2017 :
: 3,661: 3,177 -30 698 -660 1,940 3,214 2,608: 447 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.3 17.9 38.1 48.8 90.1 90.0: 9.9 10.0
Old : 100.0: 45.8 37.1 10.6 32.8 41.8 89.2 89.6: 10.8 10.4
Other: 100.0: 39.2 25.4 6.7 45.5 58.6 91.4 90.7: 8.6 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 79 56 81 84 90 207 199:
Old : 232: 63 61 52 69 79 159 173:
Other: 184: 56 38 32 60 65 136 116:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 17.3 26.9 25.1 13.6 17.1 22.2 24.2
Old : 20.9 16.7 32.2 25.6 20.2 16.1 28.2 24.2
Other: 20.2 30.8 31.1 44.3 20.2 30.6 31.0 42.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 1,729,810: 405,208 261,198 424,125 706,771 805,812 1,536,104 1,491,135: 193,706 238,674
Old : 1,454,188: 389,600 288,115 313,725 591,377 671,981 1,294,702 1,273,821: 159,486 180,367
Other: 275,622: 80,813 38,288 45,195 115,394 133,831 241,402 217,314: 34,219 58,307
: : :
: : Changes in Commitments from: January 31, 2017 :
: 79,224: 21,793 -9,274 44,441 4,388 35,394 70,623 70,561: 8,601 8,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.1 24.5 40.9 46.6 88.8 86.2: 11.2 13.8
Old : 100.0: 26.8 19.8 21.6 40.7 46.2 89.0 87.6: 11.0 12.4
Other: 100.0: 29.3 13.9 16.4 41.9 48.6 87.6 78.8: 12.4 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 187 163 230 310 326 637 614:
Old : 749: 183 187 209 304 313 618 586:
Other: 474: 97 79 60 116 256 238 374:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 13.0 17.9 18.8 9.0 9.6 14.6 13.9
Old : 11.9 13.9 18.7 20.0 10.5 11.5 17.0 16.3
Other: 20.9 16.2 30.7 23.7 17.2 9.6 24.1 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 9,645: 2,001 1,858 1,416 3,216 5,165 6,633 8,439: 3,012 1,206
Old : 8,699: 1,855 1,958 1,185 2,836 4,566 5,877 7,710: 2,822 989
Other: 947: 267 22 109 380 599 756 730: 190 217
: : :
: : Changes in Commitments from: January 31, 2017 :
: 400: 112 62 86 -54 159 144 307: 256 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.3 14.7 33.3 53.6 68.8 87.5: 31.2 12.5
Old : 100.0: 21.3 22.5 13.6 32.6 52.5 67.6 88.6: 32.4 11.4
Other: 100.0: 28.2 2.3 11.5 40.2 63.3 79.9 77.1: 20.1 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 6 9 11 13 31 24:
Old : 37: 17 4 8 11 12 30 22:
Other: 22: 8 3 6 4 9 14 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 : 25.2 44.0 38.5 64.0 19.6 38.4 26.2 53.4
Old : 25.3 44.0 38.4 65.2 18.8 39.4 26.1 54.8
Other: 55.7 51.5 71.8 66.5 54.1 51.5 66.0 63.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 894,710: 240,527 64,125 218,290 377,556 475,762 836,374 758,178: 58,337 136,533
Old : 720,700: 215,427 73,917 158,238 301,726 402,965 675,392 635,120: 45,309 85,580
Other: 174,010: 54,726 19,834 30,426 75,830 72,797 160,982 123,057: 13,028 50,953
: : :
: : Changes in Commitments from: January 31, 2017 :
: 14,326: -11,377 -6,680 19,908 4,759 1,478 13,290 14,706: 1,036 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.2 24.4 42.2 53.2 93.5 84.7: 6.5 15.3
Old : 100.0: 29.9 10.3 22.0 41.9 55.9 93.7 88.1: 6.3 11.9
Other: 100.0: 31.5 11.4 17.5 43.6 41.8 92.5 70.7: 7.5 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 207 142 235 200 251 524 539:
Old : 637: 192 150 212 176 244 477 515:
Other: 409: 95 84 81 104 187 237 319:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 12.5 16.5 19.1 7.5 9.4 13.5 14.4
Old : 10.7 15.0 19.2 21.9 9.3 12.6 16.6 18.7
Other: 17.4 12.1 27.4 20.8 16.3 11.6 24.1 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 436,421: 106,514 28,896 116,424 177,181 262,186 400,120 407,507: 36,301 28,914
Old : 392,713: 104,129 35,509 100,910 156,372 229,705 361,411 366,125: 31,302 26,589
Other: 43,708: 13,299 4,301 4,601 20,809 32,481 38,708 41,382: 4,999 2,325
: : :
: : Changes in Commitments from: January 31, 2017 :
: -8,469: -15,511 -10,359 4,297 1,486 -4,890 -9,728 -10,952: 1,259 2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.6 26.7 40.6 60.1 91.7 93.4: 8.3 6.6
Old : 100.0: 26.5 9.0 25.7 39.8 58.5 92.0 93.2: 8.0 6.8
Other: 100.0: 30.4 9.8 10.5 47.6 74.3 88.6 94.7: 11.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 90 70 121 90 87 257 238:
Old : 314: 95 81 117 88 86 253 235:
Other: 117: 44 15 23 35 33 88 63:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 28.9 18.7 36.4 10.9 26.5 17.4 33.0
Old : 12.0 28.3 19.6 36.4 11.0 26.5 18.2 33.6
Other: 22.5 40.7 38.1 52.6 20.1 39.5 35.7 50.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 753,079: 76,572 118,451 80,109 451,888 366,569 608,569 565,129: 144,510 187,950
Old : 753,079: 76,572 118,451 80,109 451,888 366,569 608,569 565,129: 144,510 187,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 28,389: 3,028 11,714 6,531 10,587 4,291 20,146 22,536: 8,243 5,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.7 10.6 60.0 48.7 80.8 75.0: 19.2 25.0
Old : 100.0: 10.2 15.7 10.6 60.0 48.7 80.8 75.0: 19.2 25.0
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 : 154: 23 37 40 69 75 117 127:
Old : 154: 23 37 40 69 75 117 127:
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 19.0 32.1 28.0 16.8 14.1 25.1 19.7
Old : 22.2 19.0 32.1 28.0 16.8 14.1 25.1 19.7
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 742,299: 55,631 124,515 19,392 556,166 487,722 631,190 631,629: 111,109 110,670
Old : 742,299: 55,631 124,515 19,392 556,166 487,722 631,190 631,629: 111,109 110,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 34,482: 424 3,247 14,176 20,824 21,839 35,424 39,262: -943 -4,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.8 2.6 74.9 65.7 85.0 85.1: 15.0 14.9
Old : 100.0: 7.5 16.8 2.6 74.9 65.7 85.0 85.1: 15.0 14.9
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 : 106: 12 14 11 63 54 82 72:
Old : 106: 12 14 11 63 54 82 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 30.5 35.7 43.4 19.5 30.2 30.7 41.4
Old : 21.4 30.5 35.7 43.4 19.5 30.2 30.7 41.4
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 4,941: 2,552 0 677 1,307 4,027 4,536 4,704: 405 237
Old : 4,941: 2,552 0 677 1,307 4,027 4,536 4,704: 405 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -475: 418 -114 -471 -443 99 -496 -486: 21 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 0.0 13.7 26.5 81.5 91.8 95.2: 8.2 4.8
Old : 100.0: 51.6 0.0 13.7 26.5 81.5 91.8 95.2: 8.2 4.8
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 : 30: 15 0 6 11 14 26 20:
Old : 30: 15 0 6 11 14 26 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 : 48.7 55.3 70.5 74.3 40.4 51.1 51.8 61.1
Old : 48.7 55.3 70.5 74.3 40.4 51.1 51.8 61.1
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 419,089: 120,155 33,926 74,788 172,504 279,914 367,447 388,628: 51,642 30,461
Old : 368,237: 117,003 33,196 64,767 141,813 244,239 323,584 342,202: 44,653 26,034
Other: 50,852: 6,473 4,052 6,698 30,691 35,675 43,863 46,426: 6,989 4,426
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,857: -770 2,994 -142 2,426 -1,693 1,513 1,158: 344 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.1 17.8 41.2 66.8 87.7 92.7: 12.3 7.3
Old : 100.0: 31.8 9.0 17.6 38.5 66.3 87.9 92.9: 12.1 7.1
Other: 100.0: 12.7 8.0 13.2 60.4 70.2 86.3 91.3: 13.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 100 46 94 100 99 246 204:
Old : 277: 100 48 90 98 98 239 201:
Other: 132: 39 15 30 60 39 113 72:
:----------------------------------------------------------------------------------------------------
: 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 33.0 18.6 39.8 11.2 31.3 16.7 37.1
Old : 12.5 33.9 19.4 41.1 11.9 32.7 18.1 39.3
Other: 20.7 35.9 34.3 48.9 19.5 35.5 33.2 47.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 12,607: 2,054 5,910 780 6,594 3,890 9,428 10,581: 3,179 2,027
Old : 12,548: 2,082 5,907 734 6,586 3,883 9,401 10,524: 3,147 2,025
Other: 59: 19 49 1 8 8 27 57: 32 2
: : :
: : Changes in Commitments from: January 31, 2017 :
: 511: 16 145 99 114 278 229 522: 282 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 46.9 6.2 52.3 30.9 74.8 83.9: 25.2 16.1
Old : 100.0: 16.6 47.1 5.8 52.5 30.9 74.9 83.9: 25.1 16.1
Other: 100.0: 31.4 82.9 0.9 13.5 12.8 45.8 96.6: 54.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 20 24 12 21 13 46 45:
Old : 72: 21 23 12 21 13 46 45:
Other: 6: 1 3 1 1 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 39.9 34.0 50.8 50.1 39.8 33.1 50.3 48.4
Old : 40.1 34.2 51.0 50.3 40.1 33.3 50.6 48.7
Other: 45.8 96.6 45.8 96.6 44.9 95.7 44.9 95.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 1,361,195: 280,072 267,099 66,773 902,470 869,299 1,249,316 1,203,171: 111,879 158,024
Old : 1,361,195: 280,072 267,099 66,773 902,470 869,299 1,249,316 1,203,171: 111,879 158,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 30,365: 9,499 27,513 -675 15,360 9,033 24,183 35,871: 6,182 -5,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.6 4.9 66.3 63.9 91.8 88.4: 8.2 11.6
Old : 100.0: 20.6 19.6 4.9 66.3 63.9 91.8 88.4: 8.2 11.6
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 : 263: 53 56 41 108 108 182 184:
Old : 263: 53 56 41 108 108 182 184:
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 : 17.9 28.0 30.4 39.7 14.7 24.1 25.9 32.4
Old : 17.9 28.0 30.4 39.7 14.7 24.1 25.9 32.4
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 3,784,372: 465,520 757,217 422,783 2,541,277 2,031,842 3,429,579 3,211,842: 354,793 572,530
Old : 3,784,372: 465,520 757,217 422,783 2,541,277 2,031,842 3,429,579 3,211,842: 354,793 572,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 86,374: -35,607 -93,467 20,926 92,348 109,149 77,667 36,608: 8,707 49,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 11.2 67.2 53.7 90.6 84.9: 9.4 15.1
Old : 100.0: 12.3 20.0 11.2 67.2 53.7 90.6 84.9: 9.4 15.1
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 : 372: 61 105 111 167 176 298 322:
Old : 372: 61 105 111 167 176 298 322:
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 15.4 43.3 23.8 30.1 13.5 38.9 19.6
Old : 32.8 15.4 43.3 23.8 30.1 13.5 38.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 317,886: 30,034 43,165 380 207,989 184,021 238,402 227,566: 79,484 90,321
Old : 317,886: 30,034 43,165 380 207,989 184,021 238,402 227,566: 79,484 90,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 5,163: -2,666 -2 -118 7,216 15,132 4,432 15,012: 731 -9,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.6 0.1 65.4 57.9 75.0 71.6: 25.0 28.4
Old : 100.0: 9.4 13.6 0.1 65.4 57.9 75.0 71.6: 25.0 28.4
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 : 53: 4 4 2 35 34 40 39:
Old : 53: 4 4 2 35 34 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 30.1 52.3 40.9 41.5 29.6 51.7 39.8
Old : 41.7 30.1 52.3 40.9 41.5 29.6 51.7 39.8
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 3,465,836: 367,940 577,486 251,040 2,593,490 2,248,474 3,212,469 3,076,999: 253,367 388,837
Old : 3,465,836: 367,940 577,486 251,040 2,593,490 2,248,474 3,212,469 3,076,999: 253,367 388,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 99,923: 21,464 -25,401 -104 79,391 109,982 100,752 84,478: -829 15,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.7 7.2 74.8 64.9 92.7 88.8: 7.3 11.2
Old : 100.0: 10.6 16.7 7.2 74.8 64.9 92.7 88.8: 7.3 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 : 311: 47 73 68 140 161 230 259:
Old : 311: 47 73 68 140 161 230 259:
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 : 36.4 22.0 48.2 31.2 33.3 20.4 44.7 28.1
Old : 36.4 22.0 48.2 31.2 33.3 20.4 44.7 28.1
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 1,195,186: 109,995 242,244 255,103 806,999 653,612 1,172,097 1,150,959: 23,089 44,226
Old : 1,195,186: 109,995 242,244 255,103 806,999 653,612 1,172,097 1,150,959: 23,089 44,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -105,548: -45,406 -21,123 27,909 -11,819 -43,358 -29,316 -36,573: -76,232 -68,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.3 21.3 67.5 54.7 98.1 96.3: 1.9 3.7
Old : 100.0: 9.2 20.3 21.3 67.5 54.7 98.1 96.3: 1.9 3.7
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 : 150: 22 48 37 58 70 101 137:
Old : 150: 22 48 37 58 70 101 137:
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 : 32.4 22.6 49.9 35.1 17.9 12.2 27.6 17.3
Old : 32.4 22.6 49.9 35.1 17.9 12.2 27.6 17.3
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 with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,124: 37,071 7,914 1,652 16,953 45,784 55,676 55,350: 9,448 9,774
Old : 65,124: 37,071 7,914 1,652 16,953 45,784 55,676 55,350: 9,448 9,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 156: 1,053 -1,716 444 -659 399 838 -873: -682 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 12.2 2.5 26.0 70.3 85.5 85.0: 14.5 15.0
Old : 100.0: 56.9 12.2 2.5 26.0 70.3 85.5 85.0: 14.5 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 : 119: 46 19 10 30 35 81 59:
Old : 119: 46 19 10 30 35 81 59:
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 : 27.3 37.7 40.4 54.0 26.0 37.7 38.6 54.0
Old : 27.3 37.7 40.4 54.0 26.0 37.7 38.6 54.0
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 130,248: 74,141 15,827 3,304 33,906 91,568 111,352 110,700: 18,896 19,548
Old : 130,248: 74,141 15,827 3,304 33,906 91,568 111,352 110,700: 18,896 19,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 312: 2,106 -3,432 888 -1,318 798 1,676 -1,746: -1,364 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 12.2 2.5 26.0 70.3 85.5 85.0: 14.5 15.0
Old : 100.0: 56.9 12.2 2.5 26.0 70.3 85.5 85.0: 14.5 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 : 119: 46 19 10 30 35 81 59:
Old : 119: 46 19 10 30 35 81 59:
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 : 27.3 37.7 40.4 54.0 26.0 37.7 38.6 54.0
Old : 27.3 37.7 40.4 54.0 26.0 37.7 38.6 54.0
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 37,091: 28,411 36,709 369 8,198 0 36,978 37,078: 113 13
Old : 37,091: 28,411 36,709 369 8,198 0 36,978 37,078: 113 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,044: 2,077 2,035 0 -39 0 2,038 2,035: 6 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 99.0 1.0 22.1 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 76.6 99.0 1.0 22.1 0.0 99.7 100.0: 0.3 0.0
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 : 39: 28 8 1 3 0 32 8:
Old : 39: 28 8 1 3 0 32 8:
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 : 49.5 94.8 82.9 100.0 49.5 94.8 82.9 99.0
Old : 49.5 94.8 82.9 100.0 49.5 94.8 82.9 99.0
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 with Delta-adjusted Options and Futures Combined, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,867: 21,113 8,236 89 10,639 23,332 31,841 31,657: 26 210
Old : 31,867: 21,113 8,236 89 10,639 23,332 31,841 31,657: 26 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,533: -160 1,092 -84 -2 -1,259 -246 -251: -1,287 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 25.8 0.3 33.4 73.2 99.9 99.3: 0.1 0.7
Old : 100.0: 66.3 25.8 0.3 33.4 73.2 99.9 99.3: 0.1 0.7
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 : 47: 6 15 1 5 22 11 38:
Old : 47: 6 15 1 5 22 11 38:
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 : 88.6 39.9 98.5 58.4 88.6 39.9 98.2 58.4
Old : 88.6 39.9 98.5 58.4 88.6 39.9 98.2 58.4
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 with Delta-adjusted Options and Futures Combined, February 07, 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 : 43,129: 35,756 3,314 175 7,136 39,524 43,067 43,013: 62 116
Old : 43,129: 35,756 3,314 175 7,136 39,524 43,067 43,013: 62 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,195: 2,048 -85 0 115 2,301 2,163 2,216: -5,358 -5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 7.7 0.4 16.5 91.6 99.9 99.7: 0.1 0.3
Old : 100.0: 82.9 7.7 0.4 16.5 91.6 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 : 35: 10 8 1 5 14 15 23:
Old : 35: 10 8 1 5 14 15 23:
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 : 92.0 60.8 97.6 87.7 92.0 60.8 96.7 87.6
Old : 92.0 60.8 97.6 87.7 92.0 60.8 96.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017