WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 607,685: 156,371 170,736 183,050 219,027 206,649 558,447 560,435: 49,238 47,250
Old : 410,569: 128,689 134,275 110,071 139,361 136,558 378,121 380,904: 32,448 29,664
Other: 197,116: 56,668 65,446 43,993 79,666 70,091 180,326 179,530: 16,790 17,586
: : :
: : Changes in Commitments from: February 7, 2017 :
: 18,378: 10,716 -24,165 12,858 -5,113 26,536 18,461 15,229: -83 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 28.1 30.1 36.0 34.0 91.9 92.2: 8.1 7.8
Old : 100.0: 31.3 32.7 26.8 33.9 33.3 92.1 92.8: 7.9 7.2
Other: 100.0: 28.7 33.2 22.3 40.4 35.6 91.5 91.1: 8.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 153 158 172 106 119 359 368:
Old : 431: 162 132 135 94 110 315 322:
Other: 292: 80 99 75 74 87 197 223:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 9.3 19.7 17.1 8.2 6.8 14.0 12.1
Old : 12.6 11.7 20.5 20.5 8.2 8.6 14.0 14.8
Other: 19.8 15.0 29.8 23.1 17.9 14.4 27.3 21.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 247,112: 84,266 46,488 43,689 93,306 131,073 221,260 221,250: 25,852 25,862
Old : 141,404: 65,970 40,818 16,298 44,011 69,590 126,280 126,706: 15,125 14,698
Other: 105,708: 38,452 25,826 7,234 49,294 61,484 94,980 94,544: 10,728 11,164
: : :
: : Changes in Commitments from: February 7, 2017 :
: -2,273: -804 -11,575 -987 -1,760 9,305 -3,550 -3,257: 1,278 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.8 17.7 37.8 53.0 89.5 89.5: 10.5 10.5
Old : 100.0: 46.7 28.9 11.5 31.1 49.2 89.3 89.6: 10.7 10.4
Other: 100.0: 36.4 24.4 6.8 46.6 58.2 89.9 89.4: 10.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 74 55 70 85 90 198 187:
Old : 223: 67 52 47 68 80 156 159:
Other: 182: 54 33 29 62 69 130 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 18.0 25.4 26.8 13.5 17.4 22.5 24.6
Old : 21.4 17.5 31.5 27.1 19.0 14.6 27.9 23.3
Other: 21.2 29.4 31.2 42.9 21.0 29.0 31.0 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 1,856,434: 443,898 238,089 474,366 739,166 892,481 1,657,429 1,604,937: 199,005 251,498
Old : 1,549,129: 425,559 275,892 349,150 612,440 740,522 1,387,150 1,365,565: 161,979 183,564
Other: 307,306: 95,013 38,871 48,541 126,726 151,959 270,280 239,372: 37,026 67,934
: : :
: : Changes in Commitments from: February 7, 2017 :
: 126,625: 38,690 -23,109 50,241 32,394 86,669 121,325 113,802: 5,299 12,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.8 25.6 39.8 48.1 89.3 86.5: 10.7 13.5
Old : 100.0: 27.5 17.8 22.5 39.5 47.8 89.5 88.2: 10.5 11.8
Other: 100.0: 30.9 12.6 15.8 41.2 49.4 88.0 77.9: 12.0 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 215 148 226 315 328 649 606:
Old : 753: 203 170 203 307 313 622 579:
Other: 486: 103 70 64 123 267 253 378:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 12.9 17.6 18.6 8.6 9.0 13.9 12.9
Old : 11.9 13.7 18.5 19.7 10.0 10.8 16.3 15.6
Other: 20.1 16.2 30.4 23.6 15.5 9.3 22.1 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 9,945: 2,151 1,912 1,379 3,546 5,565 7,077 8,856: 2,868 1,088
Old : 8,853: 2,007 2,004 1,153 3,054 4,868 6,215 8,026: 2,639 828
Other: 1,091: 261 24 110 492 697 862 830: 229 261
: : :
: : Changes in Commitments from: February 7, 2017 :
: 299: 150 54 -36 330 400 444 417: -145 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.2 13.9 35.7 56.0 71.2 89.1: 28.8 10.9
Old : 100.0: 22.7 22.6 13.0 34.5 55.0 70.2 90.7: 29.8 9.3
Other: 100.0: 23.9 2.2 10.0 45.1 63.8 79.0 76.1: 21.0 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 5 9 11 12 31 23:
Old : 37: 17 4 8 11 11 30 21:
Other: 22: 7 4 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 : 27.8 44.8 40.7 64.6 20.7 38.4 27.7 52.7
Old : 27.4 46.2 40.2 67.2 19.1 40.5 27.0 55.6
Other: 58.7 52.7 72.9 65.9 56.5 52.7 66.3 62.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 939,543: 258,788 62,867 243,812 378,456 496,069 881,056 802,748: 58,486 136,795
Old : 753,507: 229,574 74,157 179,691 299,319 416,452 708,584 670,299: 44,922 83,207
Other: 186,036: 59,949 19,446 33,385 79,138 79,618 172,472 132,449: 13,564 53,588
: : :
: : Changes in Commitments from: February 7, 2017 :
: 44,832: 18,260 -1,258 25,522 900 20,307 44,683 44,570: 150 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.7 26.0 40.3 52.8 93.8 85.4: 6.2 14.6
Old : 100.0: 30.5 9.8 23.8 39.7 55.3 94.0 89.0: 6.0 11.0
Other: 100.0: 32.2 10.5 17.9 42.5 42.8 92.7 71.2: 7.3 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 220 155 263 201 259 553 581:
Old : 668: 194 174 237 178 249 501 554:
Other: 446: 111 97 90 108 197 261 348:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 13.0 16.8 19.9 7.5 9.3 13.2 14.6
Old : 11.3 15.8 19.3 23.1 9.2 12.7 16.2 18.9
Other: 16.7 11.0 26.2 19.6 15.7 10.5 22.7 17.7
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,249: 2,603 829 774 1,469 3,158 4,846 4,761: 404 489
Old : 5,217: 2,606 829 757 1,469 3,158 4,831 4,744: 386 473
Other: 32: 0 2 14 0 0 14 17: 18 15
: : :
: : Changes in Commitments from: February 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 15.8 14.7 28.0 60.2 92.3 90.7: 7.7 9.3
Old : 100.0: 49.9 15.9 14.5 28.1 60.5 92.6 90.9: 7.4 9.1
Other: 100.0: 0.0 7.3 44.8 0.0 0.0 44.8 52.1: 55.2 47.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 7 6 11 13 20:
Old : 22: 5 4 7 6 11 13 20:
Other: 1: 0 1 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 73.0 46.0 87.0 72.2 63.2 44.0 68.2 60.3
Old : 73.2 46.3 87.3 72.7 63.6 44.3 68.6 60.6
Other: 44.8 52.1 44.8 52.1 0.0 7.3 0.0 7.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 416,903: 107,777 25,978 102,783 173,974 260,811 384,534 389,573: 32,368 27,330
Old : 369,447: 106,066 33,804 82,719 152,969 228,010 341,754 344,533: 27,693 24,914
Other: 47,455: 16,548 7,011 5,227 21,005 32,801 42,780 45,040: 4,675 2,416
: : :
: : Changes in Commitments from: February 7, 2017 :
: -19,518: 1,263 -2,918 -13,641 -3,207 -1,375 -15,586 -17,934: -3,932 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.2 24.7 41.7 62.6 92.2 93.4: 7.8 6.6
Old : 100.0: 28.7 9.1 22.4 41.4 61.7 92.5 93.3: 7.5 6.7
Other: 100.0: 34.9 14.8 11.0 44.3 69.1 90.1 94.9: 9.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 94 72 107 92 91 250 230:
Old : 309: 95 79 102 90 91 244 227:
Other: 118: 40 17 24 36 34 87 66:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 30.0 18.6 37.4 11.3 27.4 17.7 33.7
Old : 12.3 29.8 19.8 37.6 11.6 27.6 18.7 34.6
Other: 23.0 39.2 37.0 51.8 21.7 38.0 35.8 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 776,146: 94,310 112,798 91,454 457,330 380,359 643,094 584,610: 133,052 191,536
Old : 776,146: 94,310 112,798 91,454 457,330 380,359 643,094 584,610: 133,052 191,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 23,067: 17,738 -5,654 11,345 5,442 13,790 34,525 19,481: -11,458 3,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.5 11.8 58.9 49.0 82.9 75.3: 17.1 24.7
Old : 100.0: 12.2 14.5 11.8 58.9 49.0 82.9 75.3: 17.1 24.7
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 : 164: 32 35 44 74 77 128 134:
Old : 164: 32 35 44 74 77 128 134:
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 : 22.4 17.7 32.3 27.5 17.8 14.1 26.4 20.4
Old : 22.4 17.7 32.3 27.5 17.8 14.1 26.4 20.4
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 14, 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 : 767,243: 52,045 121,393 25,085 572,965 503,348 650,095 649,826: 117,148 117,416
Old : 767,243: 52,045 121,393 25,085 572,965 503,348 650,095 649,826: 117,148 117,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 24,944: -3,586 -3,122 5,693 16,799 15,626 18,905 18,197: 6,038 6,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.8 3.3 74.7 65.6 84.7 84.7: 15.3 15.3
Old : 100.0: 6.8 15.8 3.3 74.7 65.6 84.7 84.7: 15.3 15.3
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 : 102: 10 14 11 64 55 81 73:
Old : 102: 10 14 11 64 55 81 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 30.0 34.6 43.4 18.4 28.8 29.9 39.8
Old : 20.4 30.0 34.6 43.4 18.4 28.8 29.9 39.8
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 14, 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 : 4,787: 2,721 69 618 1,066 3,943 4,405 4,630: 382 157
Old : 4,787: 2,721 69 618 1,066 3,943 4,405 4,630: 382 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -154: 169 69 -59 -241 -84 -131 -74: -23 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 1.4 12.9 22.3 82.4 92.0 96.7: 8.0 3.3
Old : 100.0: 56.8 1.4 12.9 22.3 82.4 92.0 96.7: 8.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 1 5 10 15 26 21:
Old : 33: 16 1 5 10 15 26 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 : 47.4 56.7 68.6 76.5 39.5 54.5 52.7 66.9
Old : 47.4 56.7 68.6 76.5 39.5 54.5 52.7 66.9
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 14, 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 : 429,046: 124,369 32,751 78,302 174,842 286,138 377,513 397,191: 51,533 31,854
Old : 373,428: 119,667 30,818 68,027 141,503 247,315 329,198 346,160: 44,231 27,268
Other: 55,617: 7,709 4,941 7,267 33,339 38,823 48,316 51,032: 7,302 4,586
: : :
: : Changes in Commitments from: February 7, 2017 :
: 9,957: 4,214 -1,175 3,515 2,338 6,224 10,067 8,563: -110 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.6 18.3 40.8 66.7 88.0 92.6: 12.0 7.4
Old : 100.0: 32.0 8.3 18.2 37.9 66.2 88.2 92.7: 11.8 7.3
Other: 100.0: 13.9 8.9 13.1 59.9 69.8 86.9 91.8: 13.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 99 56 101 101 98 260 213:
Old : 290: 98 57 97 98 95 253 206:
Other: 139: 38 20 29 62 41 117 75:
:----------------------------------------------------------------------------------------------------
: 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 34.1 18.2 41.3 11.0 32.4 16.5 38.2
Old : 12.3 35.0 19.0 42.7 11.5 33.7 17.8 40.5
Other: 20.8 38.4 33.5 51.5 20.0 37.4 32.5 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 12,640: 2,016 5,908 837 6,568 3,922 9,421 10,667: 3,219 1,973
Old : 12,553: 2,058 5,903 774 6,548 3,909 9,380 10,586: 3,173 1,967
Other: 87: 17 64 4 20 13 41 81: 46 6
: : :
: : Changes in Commitments from: February 7, 2017 :
: 33: -39 -2 57 -26 31 -8 86: 40 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.7 6.6 52.0 31.0 74.5 84.4: 25.5 15.6
Old : 100.0: 16.4 47.0 6.2 52.2 31.1 74.7 84.3: 25.3 15.7
Other: 100.0: 19.7 74.0 4.4 23.0 14.8 47.2 93.2: 52.8 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 19 24 10 21 13 45 43:
Old : 71: 21 22 10 21 13 45 43:
Other: 7: 1 3 2 2 1 5 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 : 40.0 33.6 51.7 49.8 39.8 32.6 51.1 48.2
Old : 40.3 33.8 52.0 50.2 40.1 32.9 51.5 48.6
Other: 45.3 93.2 47.2 93.2 42.8 88.8 42.8 88.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 1,476,287: 305,562 277,366 77,673 984,444 949,035 1,367,680 1,304,075: 108,608 172,212
Old : 1,476,287: 305,562 277,366 77,673 984,444 949,035 1,367,680 1,304,075: 108,608 172,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 115,092: 25,490 10,268 10,900 81,974 79,737 118,364 100,905: -3,272 14,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.8 5.3 66.7 64.3 92.6 88.3: 7.4 11.7
Old : 100.0: 20.7 18.8 5.3 66.7 64.3 92.6 88.3: 7.4 11.7
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 : 266: 51 59 40 105 114 176 193:
Old : 266: 51 59 40 105 114 176 193:
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 : 19.9 27.1 33.6 38.2 16.8 23.8 29.4 31.5
Old : 19.9 27.1 33.6 38.2 16.8 23.8 29.4 31.5
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 3,919,180: 521,404 869,537 460,364 2,590,494 2,021,001 3,572,262 3,350,902: 346,918 568,278
Old : 3,919,180: 521,404 869,537 460,364 2,590,494 2,021,001 3,572,262 3,350,902: 346,918 568,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 134,808: 55,884 112,320 37,581 49,218 -10,841 142,683 139,060: -7,875 -4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.2 11.7 66.1 51.6 91.1 85.5: 8.9 14.5
Old : 100.0: 13.3 22.2 11.7 66.1 51.6 91.1 85.5: 8.9 14.5
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 : 380: 70 107 112 165 175 301 328:
Old : 380: 70 107 112 165 175 301 328:
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 14.6 41.6 22.8 29.4 13.1 37.5 19.6
Old : 32.0 14.6 41.6 22.8 29.4 13.1 37.5 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 14, 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 : 318,185: 34,334 43,769 377 214,412 180,486 249,123 224,632: 69,062 93,553
Old : 318,185: 34,334 43,769 377 214,412 180,486 249,123 224,632: 69,062 93,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 299: 4,300 604 -2 6,423 -3,535 10,720 -2,933: -10,421 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.8 0.1 67.4 56.7 78.3 70.6: 21.7 29.4
Old : 100.0: 10.8 13.8 0.1 67.4 56.7 78.3 70.6: 21.7 29.4
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 : 57: 5 4 3 37 35 43 41:
Old : 57: 5 4 3 37 35 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 30.5 54.2 41.8 43.8 30.1 53.8 40.8
Old : 44.0 30.5 54.2 41.8 43.8 30.1 53.8 40.8
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 14, 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 : 3,630,157: 331,120 670,410 254,076 2,791,721 2,319,700 3,376,916 3,244,186: 253,241 385,970
Old : 3,630,157: 331,120 670,410 254,076 2,791,721 2,319,700 3,376,916 3,244,186: 253,241 385,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 164,321: -36,820 92,924 3,036 198,231 71,227 164,447 167,187: -126 -2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 18.5 7.0 76.9 63.9 93.0 89.4: 7.0 10.6
Old : 100.0: 9.1 18.5 7.0 76.9 63.9 93.0 89.4: 7.0 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 : 319: 43 84 67 142 163 231 268:
Old : 319: 43 84 67 142 163 231 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 22.1 46.8 31.1 32.6 18.6 43.3 25.9
Old : 35.2 22.1 46.8 31.1 32.6 18.6 43.3 25.9
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 14, 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 : 1,319,198: 136,199 276,396 274,870 883,499 726,059 1,294,568 1,277,325: 24,631 41,873
Old : 1,319,198: 136,199 276,396 274,870 883,499 726,059 1,294,568 1,277,325: 24,631 41,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 124,013: 26,204 34,152 19,767 76,500 72,447 122,471 126,366: 1,542 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 21.0 20.8 67.0 55.0 98.1 96.8: 1.9 3.2
Old : 100.0: 10.3 21.0 20.8 67.0 55.0 98.1 96.8: 1.9 3.2
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 : 161: 24 50 42 64 77 115 145:
Old : 161: 24 50 42 64 77 115 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 21.2 46.3 33.9 17.5 11.2 28.4 16.9
Old : 30.0 21.2 46.3 33.9 17.5 11.2 28.4 16.9
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 14, 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 : 64,644: 35,232 7,701 2,246 17,529 44,893 55,007 54,840: 9,637 9,804
Old : 64,644: 35,232 7,701 2,246 17,529 44,893 55,007 54,840: 9,637 9,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -480: -1,838 -213 594 576 -891 -669 -510: 189 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 11.9 3.5 27.1 69.4 85.1 84.8: 14.9 15.2
Old : 100.0: 54.5 11.9 3.5 27.1 69.4 85.1 84.8: 14.9 15.2
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 : 120: 42 24 12 31 35 80 64:
Old : 120: 42 24 12 31 35 80 64:
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 : 27.9 37.1 41.0 53.3 25.6 37.1 38.6 53.1
Old : 27.9 37.1 41.0 53.3 25.6 37.1 38.6 53.1
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 14, 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 : 129,288: 70,465 15,402 4,491 35,058 89,786 110,014 109,679: 19,274 19,609
Old : 129,288: 70,465 15,402 4,491 35,058 89,786 110,014 109,679: 19,274 19,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -960: -3,676 -425 1,187 1,152 -1,782 -1,338 -1,021: 378 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 11.9 3.5 27.1 69.4 85.1 84.8: 14.9 15.2
Old : 100.0: 54.5 11.9 3.5 27.1 69.4 85.1 84.8: 14.9 15.2
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 : 120: 42 24 12 31 35 80 64:
Old : 120: 42 24 12 31 35 80 64:
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 : 27.9 37.1 41.0 53.3 25.6 37.1 38.6 53.1
Old : 27.9 37.1 41.0 53.3 25.6 37.1 38.6 53.1
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 14, 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 : 35,113: 27,725 34,727 369 6,883 0 34,977 35,096: 136 17
Old : 35,113: 27,725 34,727 369 6,883 0 34,977 35,096: 136 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,978: -686 -1,982 0 -1,315 0 -2,001 -1,982: 23 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 98.9 1.1 19.6 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 79.0 98.9 1.1 19.6 0.0 99.6 100.0: 0.4 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 : 36: 26 7 1 3 0 30 7:
Old : 36: 26 7 1 3 0 30 7:
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 : 52.1 95.5 82.8 100.0 52.1 95.5 82.8 98.9
Old : 52.1 95.5 82.8 100.0 52.1 95.5 82.8 98.9
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 14, 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 : 31,523: 20,008 7,714 89 11,399 23,544 31,496 31,347: 27 176
Old : 31,523: 20,008 7,714 89 11,399 23,544 31,496 31,347: 27 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -344: -1,105 -522 0 760 212 -345 -310: 1 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 24.5 0.3 36.2 74.7 99.9 99.4: 0.1 0.6
Old : 100.0: 63.5 24.5 0.3 36.2 74.7 99.9 99.4: 0.1 0.6
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 : 48: 6 16 1 5 22 11 39:
Old : 48: 6 16 1 5 22 11 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 : 88.9 39.2 98.6 56.0 88.9 39.2 98.3 56.0
Old : 88.9 39.2 98.6 56.0 88.9 39.2 98.3 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 42,491: 35,411 3,497 175 6,856 38,698 42,442 42,370: 49 121
Old : 42,491: 35,411 3,497 175 6,856 38,698 42,442 42,370: 49 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -638: -345 183 0 -280 -826 -625 -643: -13 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 8.2 0.4 16.1 91.1 99.9 99.7: 0.1 0.3
Old : 100.0: 83.3 8.2 0.4 16.1 91.1 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 : 38: 10 12 1 4 13 14 26:
Old : 38: 10 12 1 4 13 14 26:
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 : 92.1 61.7 98.4 87.8 92.1 61.7 97.4 87.8
Old : 92.1 61.7 98.4 87.8 92.1 61.7 97.4 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017