WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 503,549: 146,175 184,979 126,921 186,784 149,143 459,879 461,043: 43,670 42,506
Old : 261,409: 110,329 141,145 41,564 85,616 57,864 237,509 240,574: 23,901 20,836
Other: 242,140: 65,387 73,375 55,815 101,168 91,279 222,371 220,469: 19,769 21,671
: : :
: : Changes in Commitments from: February 28, 2017 :
: 28,488: 1,166 7,560 10,096 19,486 10,116 30,748 27,772: -2,259 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 36.7 25.2 37.1 29.6 91.3 91.6: 8.7 8.4
Old : 100.0: 42.2 54.0 15.9 32.8 22.1 90.9 92.0: 9.1 8.0
Other: 100.0: 27.0 30.3 23.1 41.8 37.7 91.8 91.1: 8.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 137 158 153 104 114 341 334:
Old : 377: 134 121 88 80 86 260 249:
Other: 309: 90 100 81 81 92 220 229:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 8.3 19.8 15.5 10.0 7.6 17.4 13.9
Old : 13.1 12.2 23.2 21.7 12.3 12.1 22.1 20.8
Other: 18.2 14.0 27.8 23.2 16.3 12.1 24.3 19.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 224,417: 84,584 40,815 36,296 81,256 124,936 202,136 202,047: 22,280 22,370
Old : 106,817: 63,100 33,726 6,428 27,109 56,615 96,636 96,769: 10,181 10,048
Other: 117,600: 39,604 25,209 11,748 54,148 68,321 105,500 105,278: 12,100 12,322
: : :
: : Changes in Commitments from: February 28, 2017 :
: 6,219: -2,681 307 6,101 2,153 1,206 5,573 7,613: 647 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 18.2 16.2 36.2 55.7 90.1 90.0: 9.9 10.0
Old : 100.0: 59.1 31.6 6.0 25.4 53.0 90.5 90.6: 9.5 9.4
Other: 100.0: 33.7 21.4 10.0 46.0 58.1 89.7 89.5: 10.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 74 47 66 80 88 190 175:
Old : 214: 71 41 23 51 68 127 127:
Other: 191: 50 37 36 67 76 139 130:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.0 27.7 27.5 15.7 18.4 26.2 26.0
Old : 25.0 19.4 36.0 29.6 24.7 19.0 35.6 29.2
Other: 21.1 27.0 30.9 38.8 21.0 26.5 30.9 36.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,707,744: 434,664 238,847 392,978 688,883 849,808 1,516,525 1,481,634: 191,219 226,111
Old : 1,340,610: 409,891 291,106 242,179 545,266 655,920 1,197,336 1,189,206: 143,274 151,405
Other: 367,134: 115,333 38,300 60,240 143,617 193,889 319,189 292,428: 47,945 74,706
: : :
: : Changes in Commitments from: February 28, 2017 :
: 22,033: 5,175 9,193 7,264 8,364 4,050 20,803 20,507: 1,230 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.0 23.0 40.3 49.8 88.8 86.8: 11.2 13.2
Old : 100.0: 30.6 21.7 18.1 40.7 48.9 89.3 88.7: 10.7 11.3
Other: 100.0: 31.4 10.4 16.4 39.1 52.8 86.9 79.7: 13.1 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 202 155 225 319 353 646 633:
Old : 763: 187 173 184 307 332 598 590:
Other: 544: 113 84 74 138 298 286 427:
:----------------------------------------------------------------------------------------------------
: 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 17.4 18.4 8.9 8.7 14.9 13.2
Old : 11.8 14.6 19.3 21.1 11.2 12.3 18.6 17.4
Other: 19.2 13.0 26.8 20.5 13.5 8.7 20.2 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,593: 1,904 1,208 1,032 2,012 4,373 4,948 6,613: 2,646 980
Old : 5,672: 1,686 1,581 236 1,543 3,235 3,465 5,053: 2,208 620
Other: 1,921: 800 209 214 469 1,137 1,483 1,560: 438 360
: : :
: : Changes in Commitments from: February 28, 2017 :
: -126: -144 -366 330 -317 -204 -131 -241: 5 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.9 13.6 26.5 57.6 65.2 87.1: 34.8 12.9
Old : 100.0: 29.7 27.9 4.2 27.2 57.0 61.1 89.1: 38.9 10.9
Other: 100.0: 41.7 10.9 11.1 24.4 59.2 77.2 81.2: 22.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 6 7 11 13 29 23:
Old : 34: 13 6 5 10 10 26 18:
Other: 24: 6 6 4 4 11 13 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 : 27.2 48.8 37.8 66.9 21.1 44.7 29.2 58.6
Old : 25.2 55.1 36.6 77.2 23.4 51.6 34.0 71.7
Other: 58.4 43.8 73.0 63.7 55.1 40.5 59.3 54.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 832,019: 234,161 73,216 192,058 351,750 432,222 777,969 697,496: 54,050 134,523
Old : 612,943: 202,628 84,079 116,274 254,560 336,948 573,462 537,301: 39,481 75,642
Other: 219,076: 66,056 23,660 41,261 97,190 95,274 204,508 160,195: 14,569 58,881
: : :
: : Changes in Commitments from: February 28, 2017 :
: 3,042: -2,672 626 2,540 5,477 -634 5,345 2,531: -2,303 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.8 23.1 42.3 51.9 93.5 83.8: 6.5 16.2
Old : 100.0: 33.1 13.7 19.0 41.5 55.0 93.6 87.7: 6.4 12.3
Other: 100.0: 30.2 10.8 18.8 44.4 43.5 93.3 73.1: 6.7 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 186 163 223 183 247 483 542:
Old : 617: 174 156 186 154 235 420 500:
Other: 447: 103 98 97 112 199 261 357:
:----------------------------------------------------------------------------------------------------
: 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 12.8 17.8 19.7 8.6 9.6 14.6 14.2
Old : 11.9 16.5 20.0 23.9 10.6 14.1 17.9 19.7
Other: 16.9 10.6 26.3 17.7 15.2 10.1 23.4 15.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,538: 2,708 1,305 1,059 3,307 4,589 7,075 6,952: 463 585
Old : 7,495: 2,714 1,305 1,030 3,307 4,589 7,051 6,923: 444 572
Other: 43: 11 17 13 0 0 23 29: 19 14
: : :
: : Changes in Commitments from: February 28, 2017 :
: 617: -457 146 49 1,002 360 593 555: 24 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.3 14.0 43.9 60.9 93.9 92.2: 6.1 7.8
Old : 100.0: 36.2 17.4 13.7 44.1 61.2 94.1 92.4: 5.9 7.6
Other: 100.0: 25.2 38.6 29.5 0.0 0.0 54.7 68.2: 45.3 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 4 8 8 10 16 20:
Old : 24: 6 4 8 8 10 16 20:
Other: 2: 1 1 1 0 0 2 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 : 65.4 46.9 84.6 74.4 61.5 46.7 69.3 66.1
Old : 65.5 47.2 84.7 74.8 62.0 46.9 69.8 66.5
Other: 54.7 68.2 54.7 68.2 25.2 38.6 25.2 38.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 400,102: 96,706 57,699 87,819 181,764 228,008 366,289 373,526: 33,813 26,576
Old : 334,494: 87,604 59,953 67,972 151,170 182,875 306,746 310,799: 27,748 23,694
Other: 65,608: 21,046 9,690 7,904 30,593 45,133 59,543 62,727: 6,065 2,881
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,495: 955 5,136 5,530 -2,082 -4,368 4,404 6,298: 91 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.4 21.9 45.4 57.0 91.5 93.4: 8.5 6.6
Old : 100.0: 26.2 17.9 20.3 45.2 54.7 91.7 92.9: 8.3 7.1
Other: 100.0: 32.1 14.8 12.0 46.6 68.8 90.8 95.6: 9.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 87 79 107 93 84 245 228:
Old : 305: 83 90 99 90 77 234 217:
Other: 135: 43 21 31 41 44 96 87:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 27.8 18.2 34.9 10.4 25.0 17.2 31.3
Old : 10.7 25.7 19.0 34.1 10.6 23.9 18.5 31.9
Other: 22.7 40.6 37.6 53.3 21.1 39.7 36.0 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 799,736: 90,300 127,659 87,560 480,777 412,709 658,638 627,928: 141,098 171,808
Old : 799,736: 90,300 127,659 87,560 480,777 412,709 658,638 627,928: 141,098 171,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 40,869: 2,991 18,367 11,722 29,320 9,792 44,033 39,881: -3,164 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.0 10.9 60.1 51.6 82.4 78.5: 17.6 21.5
Old : 100.0: 11.3 16.0 10.9 60.1 51.6 82.4 78.5: 17.6 21.5
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 : 166: 33 34 45 73 80 128 137:
Old : 166: 33 34 45 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 : 22.5 18.3 33.0 29.2 18.7 15.4 27.1 22.6
Old : 22.5 18.3 33.0 29.2 18.7 15.4 27.1 22.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 730,007: 53,041 117,791 7,577 551,905 479,022 612,523 604,390: 117,484 125,617
Old : 730,007: 53,041 117,791 7,577 551,905 479,022 612,523 604,390: 117,484 125,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -18,686: -3,839 -6,492 -2,209 -13,187 -16,899 -19,235 -25,600: 549 6,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 16.1 1.0 75.6 65.6 83.9 82.8: 16.1 17.2
Old : 100.0: 7.3 16.1 1.0 75.6 65.6 83.9 82.8: 16.1 17.2
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 : 101: 9 13 6 63 54 75 70:
Old : 101: 9 13 6 63 54 75 70:
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 : 20.5 31.4 34.3 46.1 18.9 30.4 29.8 42.0
Old : 20.5 31.4 34.3 46.1 18.9 30.4 29.8 42.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,571: 2,805 0 586 793 3,845 4,184 4,431: 387 140
Old : 4,571: 2,805 0 586 793 3,845 4,184 4,431: 387 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -180: 95 -49 -193 -62 101 -160 -141: -20 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 0.0 12.8 17.3 84.1 91.5 96.9: 8.5 3.1
Old : 100.0: 61.4 0.0 12.8 17.3 84.1 91.5 96.9: 8.5 3.1
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 : 30: 14 0 4 6 14 20 18:
Old : 30: 14 0 4 6 14 20 18:
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 : 49.1 65.4 73.9 85.0 45.1 59.8 63.2 72.8
Old : 49.1 65.4 73.9 85.0 45.1 59.8 63.2 72.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 399,907: 118,606 31,767 64,384 169,553 270,731 352,544 366,882: 47,364 33,025
Old : 330,853: 110,659 32,231 48,382 132,895 223,080 291,936 303,694: 38,917 27,159
Other: 69,055: 13,746 5,335 10,203 36,658 47,650 60,608 63,189: 8,447 5,866
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,461: -5,488 1,637 202 -1,212 -8,512 -6,499 -6,674: 1,037 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.9 16.1 42.4 67.7 88.2 91.7: 11.8 8.3
Old : 100.0: 33.4 9.7 14.6 40.2 67.4 88.2 91.8: 11.8 8.2
Other: 100.0: 19.9 7.7 14.8 53.1 69.0 87.8 91.5: 12.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 83 59 74 87 92 213 188:
Old : 257: 84 57 68 82 89 202 181:
Other: 137: 41 19 26 57 43 113 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 : 13.0 34.3 19.7 41.6 12.4 33.1 18.5 39.3
Old : 13.9 35.0 21.2 43.3 13.5 34.4 20.7 41.9
Other: 19.3 36.3 32.0 48.8 18.2 35.3 29.7 46.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,205: 1,936 5,339 614 6,305 4,266 8,855 10,218: 3,350 1,986
Old : 12,096: 1,986 5,329 543 6,273 4,255 8,802 10,128: 3,294 1,969
Other: 108: 15 75 6 32 11 53 91: 56 18
: : :
: : Changes in Commitments from: February 28, 2017 :
: -44: -40 -232 47 -237 121 -229 -64: 186 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 43.7 5.0 51.7 35.0 72.6 83.7: 27.4 16.3
Old : 100.0: 16.4 44.1 4.5 51.9 35.2 72.8 83.7: 27.2 16.3
Other: 100.0: 13.6 68.8 5.2 29.6 9.7 48.5 83.7: 51.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 22 7 23 13 42 40:
Old : 68: 19 20 7 22 13 41 40:
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 : 41.3 35.0 53.2 50.6 41.0 34.0 52.1 49.7
Old : 41.6 35.3 53.6 51.1 41.4 34.4 52.7 50.2
Other: 43.2 80.0 48.5 83.7 43.2 74.8 43.2 78.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,435,566: 215,952 354,074 69,310 1,036,671 849,509 1,321,932 1,272,893: 113,634 162,673
Old : 1,435,566: 215,952 354,074 69,310 1,036,671 849,509 1,321,932 1,272,893: 113,634 162,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,080: -47,472 62,805 26,487 11,449 -100,129 -9,537 -10,837: 8,457 9,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 24.7 4.8 72.2 59.2 92.1 88.7: 7.9 11.3
Old : 100.0: 15.0 24.7 4.8 72.2 59.2 92.1 88.7: 7.9 11.3
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 : 269: 53 57 40 109 114 181 192:
Old : 269: 53 57 40 109 114 181 192:
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 : 21.3 24.9 36.1 34.9 19.8 20.1 33.5 29.4
Old : 21.3 24.9 36.1 34.9 19.8 20.1 33.5 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,794,587: 525,644 813,609 380,536 2,535,970 2,019,629 3,442,150 3,213,774: 352,438 580,814
Old : 3,794,587: 525,644 813,609 380,536 2,535,970 2,019,629 3,442,150 3,213,774: 352,438 580,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 30,511: 41,477 -36,177 -3,595 11,460 45,891 49,341 6,118: -18,830 24,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.4 10.0 66.8 53.2 90.7 84.7: 9.3 15.3
Old : 100.0: 13.9 21.4 10.0 66.8 53.2 90.7 84.7: 9.3 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 : 392: 77 98 106 166 187 296 338:
Old : 392: 77 98 106 166 187 296 338:
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 : 32.1 16.3 43.0 24.6 30.0 14.5 39.2 20.8
Old : 32.1 16.3 43.0 24.6 30.0 14.5 39.2 20.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 339,191: 62,512 53,181 441 210,303 175,891 273,256 229,513: 65,935 109,678
Old : 339,191: 62,512 53,181 441 210,303 175,891 273,256 229,513: 65,935 109,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -67: 8,710 -2,206 -790 -7,716 -5,191 204 -8,187: -271 8,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.7 0.1 62.0 51.9 80.6 67.7: 19.4 32.3
Old : 100.0: 18.4 15.7 0.1 62.0 51.9 80.6 67.7: 19.4 32.3
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 : 61: 9 7 5 36 36 47 46:
Old : 61: 9 7 5 36 36 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 25.2 53.1 38.0 42.2 24.9 52.6 36.6
Old : 42.6 25.2 53.1 38.0 42.2 24.9 52.6 36.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,357,117: 316,764 705,818 277,251 2,519,501 1,966,303 3,113,516 2,949,372: 243,601 407,744
Old : 3,357,117: 316,764 705,818 277,251 2,519,501 1,966,303 3,113,516 2,949,372: 243,601 407,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -8,746: -58,449 67,413 18,303 41,871 -132,887 1,724 -47,171: -10,470 38,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.0 8.3 75.0 58.6 92.7 87.9: 7.3 12.1
Old : 100.0: 9.4 21.0 8.3 75.0 58.6 92.7 87.9: 7.3 12.1
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 : 322: 52 78 72 138 158 231 267:
Old : 322: 52 78 72 138 158 231 267:
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 : 35.3 17.0 46.5 26.6 32.0 16.2 42.0 24.7
Old : 35.3 17.0 46.5 26.6 32.0 16.2 42.0 24.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,401,764: 120,998 367,257 256,630 987,219 725,672 1,364,847 1,349,560: 36,917 52,204
Old : 1,401,764: 120,998 367,257 256,630 987,219 725,672 1,364,847 1,349,560: 36,917 52,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -182,576: -76,689 14,628 -45,979 -62,239 -150,923 -184,907 -182,274: 2,331 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 26.2 18.3 70.4 51.8 97.4 96.3: 2.6 3.7
Old : 100.0: 8.6 26.2 18.3 70.4 51.8 97.4 96.3: 2.6 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 : 140: 29 33 49 62 69 118 130:
Old : 140: 29 33 49 62 69 118 130:
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 : 31.7 22.3 46.2 38.7 21.1 16.7 32.6 25.9
Old : 31.7 22.3 46.2 38.7 21.1 16.7 32.6 25.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 74,841: 41,337 8,490 4,273 18,286 52,600 63,897 65,363: 10,945 9,478
Old : 74,841: 41,337 8,490 4,273 18,286 52,600 63,897 65,363: 10,945 9,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 4,195: 3,051 130 893 -290 4,509 3,653 5,532: 542 -1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 11.3 5.7 24.4 70.3 85.4 87.3: 14.6 12.7
Old : 100.0: 55.2 11.3 5.7 24.4 70.3 85.4 87.3: 14.6 12.7
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 : 130: 54 23 15 31 33 92 64:
Old : 130: 54 23 15 31 33 92 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 : 23.7 35.5 36.3 51.0 23.7 35.3 34.6 50.6
Old : 23.7 35.5 36.3 51.0 23.7 35.3 34.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 149,682: 82,674 16,980 8,547 36,572 105,200 127,793 130,726: 21,889 18,956
Old : 149,682: 82,674 16,980 8,547 36,572 105,200 127,793 130,726: 21,889 18,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 8,390: 6,101 259 1,785 -580 9,019 7,306 11,063: 1,084 -2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 11.3 5.7 24.4 70.3 85.4 87.3: 14.6 12.7
Old : 100.0: 55.2 11.3 5.7 24.4 70.3 85.4 87.3: 14.6 12.7
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 : 130: 54 23 15 31 33 92 64:
Old : 130: 54 23 15 31 33 92 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 : 23.7 35.5 36.3 51.0 23.7 35.3 34.6 50.6
Old : 23.7 35.5 36.3 51.0 23.7 35.3 34.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 38,256: 30,635 37,854 376 7,123 0 38,134 38,230: 122 26
Old : 38,256: 30,635 37,854 376 7,123 0 38,134 38,230: 122 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 372: -329 352 7 679 0 357 359: 15 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 98.9 1.0 18.6 0.0 99.7 99.9: 0.3 0.1
Old : 100.0: 80.1 98.9 1.0 18.6 0.0 99.7 99.9: 0.3 0.1
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 : 40: 25 11 2 4 0 30 12:
Old : 40: 25 11 2 4 0 30 12:
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 : 55.4 93.0 83.0 99.4 55.4 93.0 83.0 98.4
Old : 55.4 93.0 83.0 99.4 55.4 93.0 83.0 98.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,468: 20,166 6,690 87 12,142 25,522 32,395 32,299: 73 169
Old : 32,468: 20,166 6,690 87 12,142 25,522 32,395 32,299: 73 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 81: 1,770 237 -1,868 145 1,692 47 61: 34 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 20.6 0.3 37.4 78.6 99.8 99.5: 0.2 0.5
Old : 100.0: 62.1 20.6 0.3 37.4 78.6 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 2 6 22 12 40:
Old : 48: 6 16 2 6 22 12 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 : 78.8 40.4 94.2 57.2 78.8 40.4 93.2 57.2
Old : 78.8 40.4 94.2 57.2 78.8 40.4 93.2 57.2
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 47,785: 38,290 3,441 181 9,313 44,041 47,784 47,663: 1 122
Old : 47,785: 38,290 3,441 181 9,313 44,041 47,784 47,663: 1 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 3,209: 3,535 114 -2,774 2,500 5,864 3,261 3,204: -52 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 7.2 0.4 19.5 92.2 100.0 99.7: 0.0 0.3
Old : 100.0: 80.1 7.2 0.4 19.5 92.2 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 8 2 5 14 16 24:
Old : 35: 11 8 2 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 : 91.2 57.3 97.9 88.0 87.4 55.9 92.7 82.4
Old : 91.2 57.3 97.9 88.0 87.4 55.9 92.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017