WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 475,061: 145,009 177,419 116,825 167,298 139,027 429,132 433,270: 45,929 41,791
Old : 253,858: 109,379 135,002 39,524 79,329 58,215 228,232 232,741: 25,627 21,117
Other: 221,202: 60,244 67,031 52,687 87,969 80,811 200,900 200,529: 20,302 20,673
: : :
: : Changes in Commitments from: February 21, 2017 :
: -110,972: -15,150 19,369 -56,913 -36,063 -68,472 -108,126 -106,017: -2,846 -4,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 37.3 24.6 35.2 29.3 90.3 91.2: 9.7 8.8
Old : 100.0: 43.1 53.2 15.6 31.2 22.9 89.9 91.7: 10.1 8.3
Other: 100.0: 27.2 30.3 23.8 39.8 36.5 90.8 90.7: 9.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 133 143 145 97 108 323 319:
Old : 365: 132 113 85 76 87 252 244:
Other: 292: 85 93 75 76 87 205 217:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 8.2 19.2 15.4 9.9 8.0 17.8 14.6
Old : 13.3 12.5 23.5 22.1 12.7 12.4 22.8 21.2
Other: 17.7 13.0 28.1 22.1 15.8 12.2 24.4 19.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 218,198: 87,264 40,508 30,196 79,104 123,730 196,564 194,434: 21,634 23,764
Old : 108,425: 65,653 32,234 5,196 27,395 58,828 98,244 96,258: 10,181 12,167
Other: 109,773: 37,133 23,796 9,478 51,709 64,902 98,320 98,176: 11,453 11,597
: : :
: : Changes in Commitments from: February 21, 2017 :
: -28,103: 715 -3,581 -12,697 -13,764 -11,163 -25,747 -27,441: -2,356 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.6 13.8 36.3 56.7 90.1 89.1: 9.9 10.9
Old : 100.0: 60.6 29.7 4.8 25.3 54.3 90.6 88.8: 9.4 11.2
Other: 100.0: 33.8 21.7 8.6 47.1 59.1 89.6 89.4: 10.4 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 71 52 59 79 85 184 169:
Old : 209: 58 49 26 51 69 122 131:
Other: 184: 54 29 27 67 72 133 119:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 19.5 27.9 28.3 16.2 18.8 26.3 26.4
Old : 24.6 20.5 36.6 31.5 24.3 19.7 36.2 30.7
Other: 21.3 27.8 31.8 40.6 21.3 27.3 31.8 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 1,685,712: 429,490 229,654 385,714 680,518 845,758 1,495,722 1,461,126: 189,989 224,585
Old : 1,341,115: 407,693 275,222 243,353 545,189 670,528 1,196,235 1,189,102: 144,880 152,012
Other: 344,597: 106,147 38,782 58,011 135,330 175,231 299,487 272,024: 45,110 72,573
: : :
: : Changes in Commitments from: February 21, 2017 :
: -223,839: -11,020 -14 -115,939 -93,007 -84,763 -219,966 -200,716: -3,873 -23,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 13.6 22.9 40.4 50.2 88.7 86.7: 11.3 13.3
Old : 100.0: 30.4 20.5 18.1 40.7 50.0 89.2 88.7: 10.8 11.3
Other: 100.0: 30.8 11.3 16.8 39.3 50.9 86.9 78.9: 13.1 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 204 145 222 321 352 652 624:
Old : 768: 190 169 191 309 335 611 588:
Other: 537: 114 82 71 137 294 279 422:
:----------------------------------------------------------------------------------------------------
: 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 13.1 16.5 19.0 8.9 9.9 15.0 14.3
Old : 11.2 14.3 18.5 21.1 10.7 12.5 18.0 17.7
Other: 18.6 15.1 26.4 22.3 11.9 8.1 17.9 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,719: 2,047 1,574 703 2,329 4,577 5,079 6,854: 2,641 865
Old : 6,164: 1,854 1,784 217 1,792 3,655 3,863 5,656: 2,300 508
Other: 1,555: 550 148 128 536 922 1,215 1,198: 340 358
: : :
: : Changes in Commitments from: February 21, 2017 :
: -2,043: -41 -235 -730 -1,227 -1,137 -1,997 -2,102: -47 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 20.4 9.1 30.2 59.3 65.8 88.8: 34.2 11.2
Old : 100.0: 30.1 28.9 3.5 29.1 59.3 62.7 91.8: 37.3 8.2
Other: 100.0: 35.4 9.5 8.3 34.5 59.3 78.1 77.0: 21.9 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 4 6 11 13 29 22:
Old : 35: 15 4 5 10 11 26 19:
Other: 24: 8 4 4 4 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 51.3 38.2 70.5 22.6 44.8 30.7 60.7
Old : 28.6 56.1 39.3 78.6 23.8 51.4 33.8 70.5
Other: 55.2 44.7 73.5 61.6 51.7 44.3 63.6 58.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 828,977: 236,833 72,590 189,519 346,273 432,856 772,625 694,965: 56,352 134,012
Old : 620,685: 206,399 83,260 115,523 256,622 345,557 578,544 544,340: 42,141 76,345
Other: 208,292: 65,104 24,001 39,326 89,651 87,298 194,081 150,625: 14,211 57,667
: : :
: : Changes in Commitments from: February 21, 2017 :
: -108,760: -11,932 5,825 -52,274 -43,735 -58,681 -107,941 -105,130: -819 -3,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.8 22.9 41.8 52.2 93.2 83.8: 6.8 16.2
Old : 100.0: 33.3 13.4 18.6 41.3 55.7 93.2 87.7: 6.8 12.3
Other: 100.0: 31.3 11.5 18.9 43.0 41.9 93.2 72.3: 6.8 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 183 169 227 183 247 491 546:
Old : 628: 174 163 192 154 236 431 506:
Other: 451: 100 108 92 112 199 260 356:
:----------------------------------------------------------------------------------------------------
: 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 12.6 17.8 18.8 9.1 9.8 15.1 14.6
Old : 12.4 16.5 20.7 23.3 11.6 14.7 18.7 21.2
Other: 15.9 9.7 25.7 16.5 15.0 8.9 22.5 14.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 6,921: 3,165 1,158 1,010 2,306 4,229 6,481 6,397: 439 524
Old : 6,889: 3,169 1,158 993 2,306 4,229 6,468 6,380: 421 509
Other: 32: 0 4 14 0 0 14 17: 18 15
: : :
: : Changes in Commitments from: February 21, 2017 :
: 709: 325 145 48 321 585 694 779: 16 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 16.7 14.6 33.3 61.1 93.7 92.4: 6.3 7.6
Old : 100.0: 46.0 16.8 14.4 33.5 61.4 93.9 92.6: 6.1 7.4
Other: 100.0: 0.0 12.0 42.4 0.0 0.0 42.4 54.4: 57.6 45.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 4 8 8 11 16 21:
Old : 24: 6 4 8 8 11 16 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 : 69.9 44.5 84.6 73.1 62.2 44.2 68.2 62.7
Old : 70.0 44.7 84.8 73.5 62.6 44.4 68.5 63.0
Other: 42.4 54.4 42.4 54.4 0.0 12.0 0.0 12.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 395,607: 95,751 52,563 82,289 183,845 232,376 361,885 367,228: 33,722 28,379
Old : 338,402: 87,681 58,219 62,864 159,449 192,150 309,994 313,233: 28,408 25,170
Other: 57,205: 21,592 7,867 5,903 24,396 40,226 51,891 53,995: 5,314 3,209
: : :
: : Changes in Commitments from: February 21, 2017 :
: -39,687: -3,682 6,558 -27,039 -7,495 -19,586 -38,216 -40,067: -1,472 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.3 20.8 46.5 58.7 91.5 92.8: 8.5 7.2
Old : 100.0: 25.9 17.2 18.6 47.1 56.8 91.6 92.6: 8.4 7.4
Other: 100.0: 37.7 13.8 10.3 42.6 70.3 90.7 94.4: 9.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 88 79 105 89 82 241 223:
Old : 301: 88 85 96 87 75 232 211:
Other: 129: 39 24 33 39 40 96 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 29.0 18.8 35.3 10.5 26.7 17.7 32.0
Old : 11.2 27.5 19.7 34.8 11.2 25.8 19.1 32.0
Other: 24.4 40.5 39.9 52.3 24.3 39.3 38.1 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 758,866: 87,309 109,291 75,838 451,457 402,917 614,604 588,046: 144,262 170,820
Old : 758,866: 87,309 109,291 75,838 451,457 402,917 614,604 588,046: 144,262 170,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -30,525: -2,342 189 -22,780 215 4,319 -24,907 -18,272: -5,618 -12,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.4 10.0 59.5 53.1 81.0 77.5: 19.0 22.5
Old : 100.0: 11.5 14.4 10.0 59.5 53.1 81.0 77.5: 19.0 22.5
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 : 159: 31 31 42 71 80 123 132:
Old : 159: 31 31 42 71 80 123 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 19.0 33.1 29.1 18.3 14.4 26.9 21.5
Old : 22.8 19.0 33.1 29.1 18.3 14.4 26.9 21.5
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 28, 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 : 748,693: 56,880 124,283 9,786 565,092 495,921 631,758 629,990: 116,935 118,703
Old : 748,693: 56,880 124,283 9,786 565,092 495,921 631,758 629,990: 116,935 118,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -34,357: 2,007 437 -14,334 -8,604 -15,479 -20,931 -29,376: -13,427 -4,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 16.6 1.3 75.5 66.2 84.4 84.1: 15.6 15.9
Old : 100.0: 7.6 16.6 1.3 75.5 66.2 84.4 84.1: 15.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 9 14 7 63 56 76 73:
Old : 102: 9 14 7 63 56 76 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 : 20.6 29.8 34.8 45.2 19.0 28.8 29.9 41.3
Old : 20.6 29.8 34.8 45.2 19.0 28.8 29.9 41.3
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 28, 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 : 4,751: 2,710 49 779 855 3,744 4,344 4,572: 407 179
Old : 4,751: 2,710 49 779 855 3,744 4,344 4,572: 407 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -206: 65 49 -101 -140 -121 -176 -173: -30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 1.0 16.4 18.0 78.8 91.4 96.2: 8.6 3.8
Old : 100.0: 57.0 1.0 16.4 18.0 78.8 91.4 96.2: 8.6 3.8
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 : 31: 15 1 4 9 15 25 19:
Old : 31: 15 1 4 9 15 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 61.3 73.3 82.2 43.3 53.6 57.0 66.2
Old : 49.5 61.3 73.3 82.2 43.3 53.6 57.0 66.2
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 28, 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 : 405,369: 124,094 30,131 64,183 170,765 279,243 359,042 373,556: 46,327 31,813
Old : 340,489: 115,758 30,776 49,126 136,868 234,228 301,752 314,130: 38,737 26,359
Other: 64,880: 13,649 4,668 9,744 33,897 45,015 57,290 59,426: 7,590 5,454
: : :
: : Changes in Commitments from: February 21, 2017 :
: -26,263: -2,086 2,744 -15,307 -5,257 -12,900 -22,650 -25,463: -3,613 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.4 15.8 42.1 68.9 88.6 92.2: 11.4 7.8
Old : 100.0: 34.0 9.0 14.4 40.2 68.8 88.6 92.3: 11.4 7.7
Other: 100.0: 21.0 7.2 15.0 52.2 69.4 88.3 91.6: 11.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 91 50 77 89 92 225 183:
Old : 261: 96 45 72 85 90 216 177:
Other: 134: 39 18 29 58 42 113 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 : 13.1 35.9 19.9 43.2 12.6 34.5 18.7 40.9
Old : 13.9 36.9 21.1 45.3 13.6 35.9 20.7 43.7
Other: 21.4 38.0 34.7 51.1 20.2 37.2 32.3 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 12,248: 1,976 5,570 567 6,542 4,145 9,084 10,282: 3,164 1,966
Old : 12,139: 2,017 5,554 503 6,509 4,133 9,029 10,190: 3,110 1,949
Other: 109: 16 74 6 33 12 55 93: 54 17
: : :
: : Changes in Commitments from: February 21, 2017 :
: -614: 36 -401 -475 79 213 -360 -663: -253 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 45.5 4.6 53.4 33.8 74.2 83.9: 25.8 16.1
Old : 100.0: 16.6 45.8 4.1 53.6 34.0 74.4 83.9: 25.6 16.1
Other: 100.0: 15.1 68.0 5.6 29.9 11.1 50.6 84.7: 49.4 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 23 8 24 12 45 39:
Old : 70: 19 21 8 23 12 44 39:
Other: 9: 1 4 2 3 1 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 41.6 35.4 53.5 51.2 41.6 34.3 52.7 50.1
Old : 42.0 35.7 54.0 51.6 42.0 34.6 53.2 50.6
Other: 45.0 81.1 50.6 84.7 45.0 75.4 45.0 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 1,436,646: 263,425 291,269 42,823 1,025,222 949,638 1,331,469 1,283,730: 105,177 152,916
Old : 1,436,646: 263,425 291,269 42,823 1,025,222 949,638 1,331,469 1,283,730: 105,177 152,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -183,133: -53,487 22,234 -62,355 -60,374 -121,975 -176,216 -162,096: -6,916 -21,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.3 3.0 71.4 66.1 92.7 89.4: 7.3 10.6
Old : 100.0: 18.3 20.3 3.0 71.4 66.1 92.7 89.4: 7.3 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 : 267: 54 58 42 110 115 185 194:
Old : 267: 54 58 42 110 115 185 194:
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 : 21.2 25.8 35.8 36.5 21.1 21.8 35.4 30.8
Old : 21.2 25.8 35.8 36.5 21.1 21.8 35.4 30.8
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 28, 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 : 3,764,076: 484,167 849,786 384,131 2,524,510 1,973,738 3,392,809 3,207,655: 371,268 556,421
Old : 3,764,076: 484,167 849,786 384,131 2,524,510 1,973,738 3,392,809 3,207,655: 371,268 556,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -400,441: -41,447 39,567 -92,898 -254,151 -305,464 -388,496 -358,795: -11,945 -41,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.6 10.2 67.1 52.4 90.1 85.2: 9.9 14.8
Old : 100.0: 12.9 22.6 10.2 67.1 52.4 90.1 85.2: 9.9 14.8
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 : 367: 56 100 103 159 184 282 320:
Old : 367: 56 100 103 159 184 282 320:
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 17.8 43.0 25.1 30.2 15.2 39.4 21.2
Old : 32.4 17.8 43.0 25.1 30.2 15.2 39.4 21.2
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 28, 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 : 339,258: 53,802 55,387 1,231 218,019 181,082 273,052 237,700: 66,206 101,558
Old : 339,258: 53,802 55,387 1,231 218,019 181,082 273,052 237,700: 66,206 101,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,659: 19,071 4,869 -4,631 1,727 6,077 16,166 6,315: -12,508 -2,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.3 0.4 64.3 53.4 80.5 70.1: 19.5 29.9
Old : 100.0: 15.9 16.3 0.4 64.3 53.4 80.5 70.1: 19.5 29.9
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 : 64: 9 7 5 38 39 49 49:
Old : 64: 9 7 5 38 39 49 49:
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 : 42.0 26.0 51.8 37.4 41.6 25.6 51.2 35.5
Old : 42.0 26.0 51.8 37.4 41.6 25.6 51.2 35.5
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 28, 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 : 3,365,862: 375,213 638,404 258,949 2,477,630 2,099,190 3,111,792 2,996,543: 254,071 369,319
Old : 3,365,862: 375,213 638,404 258,949 2,477,630 2,099,190 3,111,792 2,996,543: 254,071 369,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -452,422: -2,905 -10,337 -68,448 -356,042 -348,167 -427,395 -426,952: -25,027 -25,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.0 7.7 73.6 62.4 92.5 89.0: 7.5 11.0
Old : 100.0: 11.1 19.0 7.7 73.6 62.4 92.5 89.0: 7.5 11.0
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 : 315: 54 74 69 130 153 227 253:
Old : 315: 54 74 69 130 153 227 253:
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 : 35.7 17.2 46.8 27.7 32.6 16.9 42.8 25.0
Old : 35.7 17.2 46.8 27.7 32.6 16.9 42.8 25.0
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 28, 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 : 1,584,340: 197,687 352,629 302,609 1,049,458 876,595 1,549,754 1,531,833: 34,586 52,507
Old : 1,584,340: 197,687 352,629 302,609 1,049,458 876,595 1,549,754 1,531,833: 34,586 52,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 128,156: 69,610 65,476 -27,537 81,124 92,047 123,196 129,985: 4,960 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 19.1 66.2 55.3 97.8 96.7: 2.2 3.3
Old : 100.0: 12.5 22.3 19.1 66.2 55.3 97.8 96.7: 2.2 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 : 151: 28 41 43 66 75 118 137:
Old : 151: 28 41 43 66 75 118 137:
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 : 27.5 22.7 44.4 37.8 14.5 13.2 25.3 22.1
Old : 27.5 22.7 44.4 37.8 14.5 13.2 25.3 22.1
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 28, 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 : 70,646: 38,287 8,360 3,381 18,576 48,090 60,243 59,832: 10,403 10,815
Old : 70,646: 38,287 8,360 3,381 18,576 48,090 60,243 59,832: 10,403 10,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,235: 4,540 498 853 495 3,351 5,888 4,702: 346 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 11.8 4.8 26.3 68.1 85.3 84.7: 14.7 15.3
Old : 100.0: 54.2 11.8 4.8 26.3 68.1 85.3 84.7: 14.7 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 : 127: 46 24 15 33 37 86 69:
Old : 127: 46 24 15 33 37 86 69:
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 : 24.6 34.4 37.0 49.2 24.6 34.1 35.1 48.8
Old : 24.6 34.4 37.0 49.2 24.6 34.1 35.1 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 141,292: 76,573 16,721 6,762 37,152 96,181 120,487 119,663: 20,805 21,629
Old : 141,292: 76,573 16,721 6,762 37,152 96,181 120,487 119,663: 20,805 21,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,469: 9,081 996 1,706 990 6,703 11,777 9,405: 692 3,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 11.8 4.8 26.3 68.1 85.3 84.7: 14.7 15.3
Old : 100.0: 54.2 11.8 4.8 26.3 68.1 85.3 84.7: 14.7 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 : 127: 46 24 15 33 37 86 69:
Old : 127: 46 24 15 33 37 86 69:
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 : 24.6 34.4 37.0 49.2 24.6 34.1 35.1 48.8
Old : 24.6 34.4 37.0 49.2 24.6 34.1 35.1 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 37,884: 30,964 37,502 369 6,444 0 37,777 37,871: 107 13
Old : 37,884: 30,964 37,502 369 6,444 0 37,777 37,871: 107 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,812: 3,279 2,800 0 -464 0 2,815 2,800: -3 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 99.0 1.0 17.0 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 81.7 99.0 1.0 17.0 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 : 40: 29 8 1 3 0 33 8:
Old : 40: 29 8 1 3 0 33 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 : 55.8 95.5 84.0 100.0 55.8 95.5 84.0 99.0
Old : 55.8 95.5 84.0 100.0 55.8 95.5 84.0 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 28, 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 : 32,387: 18,396 6,453 1,955 11,997 23,830 32,348 32,238: 39 149
Old : 32,387: 18,396 6,453 1,955 11,997 23,830 32,348 32,238: 39 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 161: -2,068 -1,279 1,816 449 -361 197 176: -36 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 19.9 6.0 37.0 73.6 99.9 99.5: 0.1 0.5
Old : 100.0: 56.8 19.9 6.0 37.0 73.6 99.9 99.5: 0.1 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 : 49: 7 16 3 5 22 13 40:
Old : 49: 7 16 3 5 22 13 40:
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 : 83.4 37.1 96.5 56.2 83.2 37.1 92.4 53.3
Old : 83.4 37.1 96.5 56.2 83.2 37.1 92.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 44,576: 34,755 3,327 2,955 6,813 38,177 44,523 44,459: 53 117
Old : 44,576: 34,755 3,327 2,955 6,813 38,177 44,523 44,459: 53 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,475: -1,036 969 2,780 -277 -2,218 1,467 1,531: 8 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 7.5 6.6 15.3 85.6 99.9 99.7: 0.1 0.3
Old : 100.0: 78.0 7.5 6.6 15.3 85.6 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 : 33: 10 7 4 5 14 16 24:
Old : 33: 10 7 4 5 14 16 24:
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 : 93.0 57.0 98.5 85.4 86.9 57.0 91.8 82.0
Old : 93.0 57.0 98.5 85.4 86.9 57.0 91.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017