WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 586,032: 160,159 158,050 173,738 203,361 207,499 537,258 539,287: 48,774 46,746
Old : 375,978: 127,450 121,551 98,501 119,437 129,628 345,387 349,680: 30,591 26,298
Other: 210,054: 58,934 62,724 49,012 83,925 77,870 191,871 189,606: 18,183 20,447
: : :
: : Changes in Commitments from: February 14, 2017 :
: -21,653: 3,788 -12,686 -9,312 -15,665 849 -21,189 -21,148: -463 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 27.0 29.6 34.7 35.4 91.7 92.0: 8.3 8.0
Old : 100.0: 33.9 32.3 26.2 31.8 34.5 91.9 93.0: 8.1 7.0
Other: 100.0: 28.1 29.9 23.3 40.0 37.1 91.3 90.3: 8.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 145 159 168 108 116 361 354:
Old : 418: 142 142 127 97 106 311 308:
Other: 297: 89 94 80 75 86 211 219:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 9.5 19.9 17.1 8.1 7.3 14.1 13.0
Old : 12.7 12.4 20.6 21.6 8.2 9.8 14.3 16.2
Other: 18.9 13.5 29.7 21.8 17.0 13.0 26.4 20.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 246,301: 86,550 44,089 42,893 92,868 134,893 222,311 221,875: 23,990 24,426
Old : 138,388: 67,047 38,541 16,281 41,109 71,040 124,437 125,862: 13,951 12,527
Other: 107,913: 38,498 24,544 7,616 51,759 63,853 97,874 96,013: 10,039 11,900
: : :
: : Changes in Commitments from: February 14, 2017 :
: -811: 2,284 -2,399 -796 -437 3,819 1,051 625: -1,862 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 17.9 17.4 37.7 54.8 90.3 90.1: 9.7 9.9
Old : 100.0: 48.4 27.8 11.8 29.7 51.3 89.9 90.9: 10.1 9.1
Other: 100.0: 35.7 22.7 7.1 48.0 59.2 90.7 89.0: 9.3 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 71 57 73 87 94 199 194:
Old : 230: 63 58 48 70 84 159 166:
Other: 182: 53 33 27 65 70 129 120:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.1 25.0 27.0 14.1 17.9 23.3 25.5
Old : 19.8 16.3 30.8 26.3 18.9 15.3 28.2 23.5
Other: 21.3 29.0 32.0 41.7 21.3 28.1 31.9 39.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,909,551: 440,509 229,668 501,653 773,525 930,521 1,715,688 1,661,842: 193,863 247,709
Old : 1,580,398: 419,782 273,623 363,635 643,620 766,320 1,427,037 1,403,578: 153,361 176,820
Other: 329,152: 104,621 39,938 54,125 129,905 164,201 288,651 258,264: 40,502 70,889
: : :
: : Changes in Commitments from: February 14, 2017 :
: 53,116: -3,388 -8,421 27,287 34,360 38,040 58,259 56,905: -5,142 -3,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.0 26.3 40.5 48.7 89.8 87.0: 10.2 13.0
Old : 100.0: 26.6 17.3 23.0 40.7 48.5 90.3 88.8: 9.7 11.2
Other: 100.0: 31.8 12.1 16.4 39.5 49.9 87.7 78.5: 12.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 211 151 231 328 343 665 622:
Old : 764: 202 166 205 322 328 638 591:
Other: 509: 112 74 67 126 280 261 401:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 13.0 17.1 18.6 8.5 8.5 13.7 12.6
Old : 11.3 13.5 18.1 19.8 9.8 10.4 16.1 15.2
Other: 17.4 16.0 27.6 23.1 13.6 9.0 20.1 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 9,762: 2,088 1,809 1,432 3,555 5,714 7,075 8,955: 2,687 807
Old : 8,597: 1,948 1,926 1,147 3,017 4,943 6,112 8,015: 2,485 582
Other: 1,165: 309 53 116 538 771 963 941: 202 225
: : :
: : Changes in Commitments from: February 14, 2017 :
: -182: -63 -103 53 9 149 -2 99: -181 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.5 14.7 36.4 58.5 72.5 91.7: 27.5 8.3
Old : 100.0: 22.7 22.4 13.3 35.1 57.5 71.1 93.2: 28.9 6.8
Other: 100.0: 26.5 4.5 10.0 46.2 66.2 82.6 80.7: 17.4 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 6 9 11 14 31 26:
Old : 38: 18 4 8 11 12 30 23:
Other: 24: 6 6 6 4 10 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 46.3 41.3 65.0 18.2 38.8 25.0 51.8
Old : 28.8 47.4 40.5 68.2 17.2 41.6 24.8 56.7
Other: 58.6 50.2 75.1 64.9 57.9 50.2 70.0 64.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 937,737: 248,765 66,765 241,792 390,008 491,537 880,566 800,095: 57,171 137,643
Old : 741,753: 214,889 76,282 176,863 307,259 406,585 699,011 659,730: 42,742 82,023
Other: 195,984: 63,476 20,083 35,329 82,749 84,952 181,555 140,364: 14,429 55,620
: : :
: : Changes in Commitments from: February 14, 2017 :
: -1,806: -10,023 3,899 -2,020 11,552 -4,532 -491 -2,654: -1,315 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.1 25.8 41.6 52.4 93.9 85.3: 6.1 14.7
Old : 100.0: 29.0 10.3 23.8 41.4 54.8 94.2 88.9: 5.8 11.1
Other: 100.0: 32.4 10.2 18.0 42.2 43.3 92.6 71.6: 7.4 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 195 163 251 202 263 535 575:
Old : 656: 177 172 224 180 253 485 545:
Other: 452: 107 97 95 111 203 265 355:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 13.2 17.5 20.0 8.5 9.1 14.1 14.1
Old : 11.9 16.2 19.8 23.3 10.3 12.9 17.1 18.4
Other: 16.1 10.6 25.6 18.2 14.9 9.9 22.2 16.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,211: 2,841 1,013 962 1,985 3,643 5,788 5,618: 423 593
Old : 6,179: 2,844 1,013 945 1,985 3,643 5,774 5,601: 405 578
Other: 32: 0 3 14 0 0 14 17: 18 15
: : :
: : Changes in Commitments from: February 14, 2017 :
: 962: 237 184 188 516 485 942 858: 20 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 16.3 15.5 32.0 58.7 93.2 90.5: 6.8 9.5
Old : 100.0: 46.0 16.4 15.3 32.1 59.0 93.4 90.7: 6.6 9.3
Other: 100.0: 0.0 9.5 43.7 0.0 0.0 43.7 53.2: 56.3 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 4 8 7 11 15 21:
Old : 23: 6 4 8 7 11 15 21:
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 : 70.9 44.6 85.3 70.4 61.9 43.2 67.1 61.9
Old : 71.1 44.9 85.5 70.7 62.3 43.4 67.5 62.2
Other: 43.7 53.2 43.7 53.2 0.0 9.5 0.0 9.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 435,295: 99,433 46,005 109,328 191,341 251,962 400,101 407,295: 35,193 28,000
Old : 380,875: 95,982 53,724 86,518 168,596 215,330 351,096 355,572: 29,779 25,303
Other: 54,420: 20,234 9,065 6,027 22,744 36,632 49,005 51,723: 5,414 2,696
: : :
: : Changes in Commitments from: February 14, 2017 :
: 18,392: -8,344 20,027 6,545 17,366 -8,849 15,567 17,722: 2,825 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.6 25.1 44.0 57.9 91.9 93.6: 8.1 6.4
Old : 100.0: 25.2 14.1 22.7 44.3 56.5 92.2 93.4: 7.8 6.6
Other: 100.0: 37.2 16.7 11.1 41.8 67.3 90.1 95.0: 9.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 88 84 112 95 88 255 241:
Old : 314: 94 87 103 92 88 244 236:
Other: 123: 36 25 29 39 32 91 74:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 27.5 18.8 34.2 10.5 24.9 16.8 30.2
Old : 11.4 26.5 19.6 34.1 10.6 24.6 17.9 30.6
Other: 28.0 38.1 42.6 51.2 26.2 36.8 40.8 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 789,392: 89,651 109,102 98,618 451,242 398,598 639,512 606,318: 149,880 183,074
Old : 789,392: 89,651 109,102 98,618 451,242 398,598 639,512 606,318: 149,880 183,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 13,246: -4,659 -3,695 7,164 -6,087 18,239 -3,582 21,708: 16,828 -8,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.8 12.5 57.2 50.5 81.0 76.8: 19.0 23.2
Old : 100.0: 11.4 13.8 12.5 57.2 50.5 81.0 76.8: 19.0 23.2
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 : 162: 26 39 46 73 80 128 137:
Old : 162: 26 39 46 73 80 128 137:
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 : 21.6 18.5 31.2 27.6 16.1 13.9 24.5 19.6
Old : 21.6 18.5 31.2 27.6 16.1 13.9 24.5 19.6
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 21, 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 : 783,050: 54,873 123,846 24,120 573,696 511,400 652,689 659,366: 130,361 123,684
Old : 783,050: 54,873 123,846 24,120 573,696 511,400 652,689 659,366: 130,361 123,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 15,808: 2,828 2,453 -965 731 8,052 2,594 9,540: 13,214 6,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.8 3.1 73.3 65.3 83.4 84.2: 16.6 15.8
Old : 100.0: 7.0 15.8 3.1 73.3 65.3 83.4 84.2: 16.6 15.8
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 : 104: 10 14 10 64 55 81 73:
Old : 104: 10 14 10 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 : 19.4 29.1 33.4 44.0 17.5 27.7 28.4 39.7
Old : 19.4 29.1 33.4 44.0 17.5 27.7 28.4 39.7
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 21, 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 : 4,957: 2,645 0 880 995 3,865 4,520 4,745: 437 212
Old : 4,957: 2,645 0 880 995 3,865 4,520 4,745: 437 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 170: -76 -69 262 -71 -78 115 115: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 0.0 17.8 20.1 78.0 91.2 95.7: 8.8 4.3
Old : 100.0: 53.4 0.0 17.8 20.1 78.0 91.2 95.7: 8.8 4.3
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 : 31: 16 0 5 9 15 25 20:
Old : 31: 16 0 5 9 15 25 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 : 48.9 62.6 70.6 80.4 39.4 52.2 51.4 63.5
Old : 48.9 62.6 70.6 80.4 39.4 52.2 51.4 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 431,632: 126,181 27,386 79,490 176,022 292,143 381,692 399,019: 49,940 32,613
Old : 371,515: 118,089 25,678 67,620 143,005 250,278 328,714 343,576: 42,801 27,939
Other: 60,117: 11,584 5,200 8,378 33,017 41,864 52,978 55,443: 7,139 4,675
: : :
: : Changes in Commitments from: February 14, 2017 :
: 2,586: 1,812 -5,365 1,188 1,179 6,004 4,179 1,827: -1,593 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.3 18.4 40.8 67.7 88.4 92.4: 11.6 7.6
Old : 100.0: 31.8 6.9 18.2 38.5 67.4 88.5 92.5: 11.5 7.5
Other: 100.0: 19.3 8.7 13.9 54.9 69.6 88.1 92.2: 11.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 96 55 93 100 98 251 204:
Old : 281: 96 54 89 96 96 243 198:
Other: 136: 33 22 29 61 43 113 77:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 35.0 19.0 42.1 11.7 33.5 17.4 39.3
Old : 12.6 35.8 19.4 43.5 12.3 34.7 19.0 41.6
Other: 22.7 39.0 36.0 51.7 21.5 38.1 34.7 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 12,862: 1,940 5,971 1,042 6,463 3,932 9,445 10,946: 3,417 1,917
Old : 12,771: 1,988 5,968 973 6,442 3,919 9,403 10,860: 3,368 1,912
Other: 91: 17 69 4 20 13 42 86: 49 5
: : :
: : Changes in Commitments from: February 14, 2017 :
: 222: -76 63 205 -105 10 24 278: 198 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 46.4 8.1 50.2 30.6 73.4 85.1: 26.6 14.9
Old : 100.0: 15.6 46.7 7.6 50.4 30.7 73.6 85.0: 26.4 15.0
Other: 100.0: 19.3 76.0 4.2 22.4 14.3 45.9 94.5: 54.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 23 10 20 11 43 41:
Old : 69: 19 22 10 20 11 43 41:
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 : 38.8 32.5 51.4 49.1 38.8 31.6 49.8 47.3
Old : 39.1 32.7 51.8 49.5 39.0 31.9 50.2 47.7
Other: 44.1 94.5 45.9 94.5 41.7 90.3 41.7 90.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,619,778: 316,911 269,036 105,178 1,085,596 1,071,612 1,507,686 1,445,826: 112,093 173,952
Old : 1,619,778: 316,911 269,036 105,178 1,085,596 1,071,612 1,507,686 1,445,826: 112,093 173,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 143,491: 11,349 -8,331 27,505 101,152 122,577 140,006 141,751: 3,485 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.6 6.5 67.0 66.2 93.1 89.3: 6.9 10.7
Old : 100.0: 19.6 16.6 6.5 67.0 66.2 93.1 89.3: 6.9 10.7
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 : 271: 55 56 43 112 123 186 204:
Old : 271: 55 56 43 112 123 186 204:
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 : 21.6 26.7 37.3 37.0 17.9 22.9 31.3 30.6
Old : 21.6 26.7 37.3 37.0 17.9 22.9 31.3 30.6
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 21, 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 : 4,164,518: 525,614 810,219 477,030 2,778,661 2,279,202 3,781,305 3,566,451: 383,213 598,067
Old : 4,164,518: 525,614 810,219 477,030 2,778,661 2,279,202 3,781,305 3,566,451: 383,213 598,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 245,338: 4,211 -59,318 16,666 188,166 258,201 209,043 215,549: 36,295 29,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.5 11.5 66.7 54.7 90.8 85.6: 9.2 14.4
Old : 100.0: 12.6 19.5 11.5 66.7 54.7 90.8 85.6: 9.2 14.4
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 : 381: 67 106 113 162 178 296 331:
Old : 381: 67 106 113 162 178 296 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 16.0 39.9 25.1 26.8 13.2 34.8 18.9
Old : 29.1 16.0 39.9 25.1 26.8 13.2 34.8 18.9
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 335,599: 34,731 50,518 5,862 216,292 175,005 256,886 231,385: 78,714 104,214
Old : 335,599: 34,731 50,518 5,862 216,292 175,005 256,886 231,385: 78,714 104,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 17,414: 398 6,749 5,485 1,880 -5,481 7,763 6,753: 9,652 10,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.1 1.7 64.4 52.1 76.5 68.9: 23.5 31.1
Old : 100.0: 10.3 15.1 1.7 64.4 52.1 76.5 68.9: 23.5 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 7 5 36 34 44 44:
Old : 59: 6 7 5 36 34 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 29.4 52.4 40.5 42.0 29.0 52.1 38.9
Old : 42.3 29.4 52.4 40.5 42.0 29.0 52.1 38.9
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 21, 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 : 3,818,285: 378,118 648,741 327,396 2,833,672 2,447,357 3,539,187 3,423,495: 279,098 394,790
Old : 3,818,285: 378,118 648,741 327,396 2,833,672 2,447,357 3,539,187 3,423,495: 279,098 394,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 188,128: 46,998 -21,669 73,321 41,952 127,657 162,270 179,308: 25,857 8,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.0 8.6 74.2 64.1 92.7 89.7: 7.3 10.3
Old : 100.0: 9.9 17.0 8.6 74.2 64.1 92.7 89.7: 7.3 10.3
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 : 319: 50 78 68 138 160 228 266:
Old : 319: 50 78 68 138 160 228 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 19.7 44.6 29.1 30.3 16.2 40.5 24.1
Old : 33.4 19.7 44.6 29.1 30.3 16.2 40.5 24.1
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 21, 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 : 1,456,184: 128,077 287,153 330,146 968,334 784,548 1,426,557 1,401,848: 29,627 54,336
Old : 1,456,184: 128,077 287,153 330,146 968,334 784,548 1,426,557 1,401,848: 29,627 54,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 136,986: -8,122 10,757 55,276 84,835 58,489 131,990 124,523: 4,996 12,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.7 22.7 66.5 53.9 98.0 96.3: 2.0 3.7
Old : 100.0: 8.8 19.7 22.7 66.5 53.9 98.0 96.3: 2.0 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: 20 46 43 66 77 116 138:
Old : 150: 20 46 43 66 77 116 138:
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 : 27.8 21.3 44.0 35.3 14.5 10.5 24.9 16.0
Old : 27.8 21.3 44.0 35.3 14.5 10.5 24.9 16.0
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 21, 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 : 64,412: 33,746 7,862 2,528 18,081 44,739 54,355 55,129: 10,057 9,283
Old : 64,412: 33,746 7,862 2,528 18,081 44,739 54,355 55,129: 10,057 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -233: -1,486 162 282 552 -154 -652 289: 420 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 12.2 3.9 28.1 69.5 84.4 85.6: 15.6 14.4
Old : 100.0: 52.4 12.2 3.9 28.1 69.5 84.4 85.6: 15.6 14.4
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 : 125: 45 25 14 32 35 85 66:
Old : 125: 45 25 14 32 35 85 66:
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 : 25.9 37.4 39.0 53.0 25.6 37.3 36.8 52.7
Old : 25.9 37.4 39.0 53.0 25.6 37.3 36.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 128,823: 67,492 15,725 5,055 36,162 89,478 108,710 110,258: 20,113 18,565
Old : 128,823: 67,492 15,725 5,055 36,162 89,478 108,710 110,258: 20,113 18,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -465: -2,972 323 564 1,105 -308 -1,304 579: 839 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 12.2 3.9 28.1 69.5 84.4 85.6: 15.6 14.4
Old : 100.0: 52.4 12.2 3.9 28.1 69.5 84.4 85.6: 15.6 14.4
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 : 125: 45 25 14 32 35 85 66:
Old : 125: 45 25 14 32 35 85 66:
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 : 25.9 37.4 39.0 53.0 25.6 37.3 36.8 52.7
Old : 25.9 37.4 39.0 53.0 25.6 37.3 36.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 35,072: 27,685 34,702 369 6,908 0 34,962 35,071: 110 1
Old : 35,072: 27,685 34,702 369 6,908 0 34,962 35,071: 110 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -41: -40 -25 0 25 0 -15 -25: -26 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 98.9 1.1 19.7 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 78.9 98.9 1.1 19.7 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: 27 9 1 3 0 31 9:
Old : 39: 27 9 1 3 0 31 9:
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 : 52.4 94.1 82.7 99.8 52.4 94.1 82.7 98.7
Old : 52.4 94.1 82.7 99.8 52.4 94.1 82.7 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 32,226: 20,464 7,732 139 11,548 24,191 32,151 32,062: 75 164
Old : 32,226: 20,464 7,732 139 11,548 24,191 32,151 32,062: 75 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 703: 456 18 50 149 647 655 715: 48 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 24.0 0.4 35.8 75.1 99.8 99.5: 0.2 0.5
Old : 100.0: 63.5 24.0 0.4 35.8 75.1 99.8 99.5: 0.2 0.5
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 : 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 38.3 98.3 56.7 88.9 38.3 97.9 56.7
Old : 88.9 38.3 98.3 56.7 88.9 38.3 97.9 56.7
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 43,101: 35,791 2,358 175 7,090 40,395 43,056 42,928: 45 173
Old : 43,101: 35,791 2,358 175 7,090 40,395 43,056 42,928: 45 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: 610: 380 -1,139 0 234 1,697 614 558: -4 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 5.5 0.4 16.4 93.7 99.9 99.6: 0.1 0.4
Old : 100.0: 83.0 5.5 0.4 16.4 93.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 7 1 4 13 14 21:
Old : 33: 10 7 1 4 13 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.4 64.8 97.9 89.8 92.4 64.8 97.2 89.8
Old : 92.4 64.8 97.9 89.8 92.4 64.8 97.2 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017