WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 616,119: 135,082 243,288 192,348 234,806 134,102 562,236 569,738: 53,882 46,381
Old : 276,481: 110,131 172,952 48,400 91,692 36,392 250,224 257,744: 26,257 18,737
Other: 339,638: 84,690 130,074 84,209 143,114 97,711 312,013 311,994: 27,626 27,644
: : :
: : Changes in Commitments from: March 28, 2017 :
: 10,390: -1,379 -1,198 9,431 -11 1,207 8,040 9,440: 2,350 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 39.5 31.2 38.1 21.8 91.3 92.5: 8.7 7.5
Old : 100.0: 39.8 62.6 17.5 33.2 13.2 90.5 93.2: 9.5 6.8
Other: 100.0: 24.9 38.3 24.8 42.1 28.8 91.9 91.9: 8.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 155 162 175 118 114 376 361:
Old : 384: 149 115 85 90 75 273 241:
Other: 361: 109 123 105 99 100 267 273:
:----------------------------------------------------------------------------------------------------
: 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 7.6 18.0 14.7 8.5 7.2 14.3 13.2
Old : 12.2 14.2 21.1 25.9 11.3 14.2 20.0 25.5
Other: 15.5 11.2 24.8 20.2 13.8 9.7 22.6 16.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 283,387: 97,920 95,848 38,984 118,581 123,096 255,486 257,928: 27,901 25,459
Old : 114,512: 55,997 63,545 7,827 38,690 33,614 102,514 104,987: 11,998 9,525
Other: 168,875: 56,275 46,654 16,805 79,892 89,482 152,972 152,941: 15,903 15,934
: : :
: : Changes in Commitments from: March 28, 2017 :
: 24,847: 12,721 17,585 -302 9,646 6,146 22,065 23,429: 2,782 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 33.8 13.8 41.8 43.4 90.2 91.0: 9.8 9.0
Old : 100.0: 48.9 55.5 6.8 33.8 29.4 89.5 91.7: 10.5 8.3
Other: 100.0: 33.3 27.6 10.0 47.3 53.0 90.6 90.6: 9.4 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 77 64 63 92 90 200 198:
Old : 216: 61 50 22 60 60 129 124:
Other: 221: 60 48 36 78 79 155 152:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 18.9 25.6 28.9 13.2 16.3 21.6 25.2
Old : 22.2 25.9 33.1 40.3 21.9 25.9 32.2 40.3
Other: 17.7 27.5 28.4 38.3 17.1 24.6 26.4 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 1,854,437: 340,664 382,684 470,949 810,966 776,767 1,622,579 1,630,400: 231,858 224,037
Old : 1,416,315: 303,168 406,699 320,447 626,243 550,182 1,249,859 1,277,328: 166,457 138,988
Other: 438,121: 109,047 47,536 78,951 184,722 226,585 372,720 353,072: 65,401 85,049
: : :
: : Changes in Commitments from: March 28, 2017 :
: 40,322: -6,777 -8,286 8,326 22,646 46,716 24,195 46,756: 16,127 -6,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.6 25.4 43.7 41.9 87.5 87.9: 12.5 12.1
Old : 100.0: 21.4 28.7 22.6 44.2 38.8 88.2 90.2: 11.8 9.8
Other: 100.0: 24.9 10.8 18.0 42.2 51.7 85.1 80.6: 14.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 793: 205 167 244 339 332 684 633:
Old : 762: 202 168 199 326 297 631 571:
Other: 546: 111 103 93 159 280 319 432:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 10.6 16.6 16.1 6.7 6.8 11.2 10.8
Old : 10.5 11.9 16.9 18.4 9.1 10.0 14.6 15.1
Other: 16.7 15.0 23.3 22.2 11.3 9.4 17.1 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 7,610: 1,633 867 1,014 2,457 4,782 5,104 6,662: 2,506 947
Old : 4,464: 1,277 1,132 262 1,282 2,592 2,821 3,986: 1,643 478
Other: 3,146: 800 179 308 1,175 2,190 2,283 2,677: 862 469
: : :
: : Changes in Commitments from: March 28, 2017 :
: 360: -476 -18 130 836 391 490 503: -130 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.4 13.3 32.3 62.8 67.1 87.6: 32.9 12.4
Old : 100.0: 28.6 25.4 5.9 28.7 58.1 63.2 89.3: 36.8 10.7
Other: 100.0: 25.4 5.7 9.8 37.4 69.6 72.6 85.1: 27.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 4 8 11 12 29 21:
Old : 29: 11 5 5 7 8 21 15:
Other: 27: 6 5 6 8 11 18 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 : 26.7 46.2 37.7 67.2 14.4 44.9 23.3 57.4
Old : 29.5 63.6 42.3 79.9 16.6 56.0 29.3 67.9
Other: 39.0 46.5 55.2 64.4 38.8 46.5 52.2 61.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 972,367: 150,760 135,310 282,658 478,730 417,411 912,148 835,380: 60,219 136,987
Old : 710,202: 131,482 135,724 193,739 343,337 309,338 668,559 638,801: 41,644 71,401
Other: 262,164: 54,955 35,263 53,241 135,393 108,074 243,590 196,579: 18,575 65,586
: : :
: : Changes in Commitments from: March 28, 2017 :
: 71,518: -22,545 18,125 50,367 39,202 2,952 67,024 71,444: 4,494 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.9 29.1 49.2 42.9 93.8 85.9: 6.2 14.1
Old : 100.0: 18.5 19.1 27.3 48.3 43.6 94.1 89.9: 5.9 10.1
Other: 100.0: 21.0 13.5 20.3 51.6 41.2 92.9 75.0: 7.1 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 189 203 256 211 239 537 581:
Old : 647: 175 190 216 194 220 485 523:
Other: 484: 112 127 108 120 198 283 389:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 10.8 20.3 17.7 11.0 6.4 16.5 10.0
Old : 12.4 13.9 20.2 21.3 10.3 9.6 16.2 14.5
Other: 22.2 10.4 30.7 16.7 19.9 9.3 26.7 14.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 13,529: 4,142 1,761 2,698 6,287 8,558 13,126 13,017: 402 512
Old : 13,487: 4,156 1,761 2,666 6,287 8,558 13,108 12,985: 379 503
Other: 42: 10 23 9 0 0 18 32: 23 10
: : :
: : Changes in Commitments from: March 28, 2017 :
: 3,671: 1,089 508 783 1,902 2,524 3,775 3,815: -104 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.0 19.9 46.5 63.3 97.0 96.2: 3.0 3.8
Old : 100.0: 30.8 13.1 19.8 46.6 63.5 97.2 96.3: 2.8 3.7
Other: 100.0: 23.3 56.2 20.7 0.0 0.0 44.0 76.9: 56.0 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 9 11 11 13 23 25:
Old : 30: 4 9 11 11 13 23 25:
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 : 67.0 49.8 85.3 73.8 60.9 44.8 67.4 60.2
Old : 67.1 50.0 85.4 74.0 61.2 45.0 67.7 60.4
Other: 44.0 76.9 44.0 76.9 23.3 56.2 23.3 56.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 470,552: 88,257 118,328 111,209 235,062 207,160 434,528 436,697: 36,024 33,855
Old : 375,494: 77,362 118,631 81,774 189,432 146,126 348,568 346,531: 26,926 28,963
Other: 95,058: 27,708 16,510 12,622 45,630 61,034 85,960 90,166: 9,098 4,892
: : :
: : Changes in Commitments from: March 28, 2017 :
: 28,580: -3,528 13,869 8,132 21,050 4,753 25,654 26,754: 2,925 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.1 23.6 50.0 44.0 92.3 92.8: 7.7 7.2
Old : 100.0: 20.6 31.6 21.8 50.4 38.9 92.8 92.3: 7.2 7.7
Other: 100.0: 29.1 17.4 13.3 48.0 64.2 90.4 94.9: 9.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 80 111 118 95 84 254 260:
Old : 325: 83 115 109 88 80 238 251:
Other: 162: 48 35 34 52 46 118 102:
:----------------------------------------------------------------------------------------------------
: 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 18.9 18.0 25.7 9.2 14.7 15.8 20.6
Old : 11.6 15.4 20.0 22.8 11.1 12.7 19.3 19.8
Other: 21.3 39.7 34.8 50.7 20.9 37.6 33.1 46.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 773,196: 91,732 121,721 89,001 436,519 384,907 617,251 595,628: 155,944 177,567
Old : 773,196: 91,732 121,721 89,001 436,519 384,907 617,251 595,628: 155,944 177,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 35,596: -4,195 1,470 12,054 16,479 18,740 24,338 32,264: 11,258 3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.7 11.5 56.5 49.8 79.8 77.0: 20.2 23.0
Old : 100.0: 11.9 15.7 11.5 56.5 49.8 79.8 77.0: 20.2 23.0
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 : 151: 33 31 41 64 71 117 123:
Old : 151: 33 31 41 64 71 117 123:
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 : 20.2 20.4 29.7 31.7 13.9 15.6 21.7 22.1
Old : 20.2 20.4 29.7 31.7 13.9 15.6 21.7 22.1
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, April 04, 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 : 715,023: 36,225 116,911 10,538 549,746 483,621 596,509 611,070: 118,514 103,953
Old : 715,023: 36,225 116,911 10,538 549,746 483,621 596,509 611,070: 118,514 103,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 9,950: -3,951 -8,020 7,138 7,088 15,055 10,275 14,173: -325 -4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 16.4 1.5 76.9 67.6 83.4 85.5: 16.6 14.5
Old : 100.0: 5.1 16.4 1.5 76.9 67.6 83.4 85.5: 16.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 7 13 7 57 56 67 73:
Old : 97: 7 13 7 57 56 67 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 : 19.3 31.7 34.2 49.2 17.6 31.6 28.6 46.9
Old : 19.3 31.7 34.2 49.2 17.6 31.6 28.6 46.9
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, April 04, 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 : 4,982: 3,250 123 412 917 4,287 4,579 4,822: 403 160
Old : 4,982: 3,250 123 412 917 4,287 4,579 4,822: 403 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -153: -89 97 47 -165 -332 -207 -188: 54 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 2.5 8.3 18.4 86.0 91.9 96.8: 8.1 3.2
Old : 100.0: 65.2 2.5 8.3 18.4 86.0 91.9 96.8: 8.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 1 4 7 10 21 15:
Old : 28: 14 1 4 7 10 21 15:
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 : 49.2 73.1 72.8 88.6 42.9 63.3 60.7 74.6
Old : 49.2 73.1 72.8 88.6 42.9 63.3 60.7 74.6
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, April 04, 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 : 420,501: 101,421 60,202 78,684 193,957 241,040 374,061 379,925: 46,440 40,576
Old : 330,914: 90,766 56,833 57,365 146,903 184,317 295,035 298,515: 35,879 32,399
Other: 89,587: 16,687 9,401 15,285 47,053 56,723 79,026 81,410: 10,561 8,177
: : :
: : Changes in Commitments from: March 28, 2017 :
: 13,227: 262 10,311 4,282 8,014 -4,305 12,558 10,287: 669 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 14.3 18.7 46.1 57.3 89.0 90.4: 11.0 9.6
Old : 100.0: 27.4 17.2 17.3 44.4 55.7 89.2 90.2: 10.8 9.8
Other: 100.0: 18.6 10.5 17.1 52.5 63.3 88.2 90.9: 11.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 77 73 90 104 104 230 225:
Old : 284: 81 70 82 101 101 221 217:
Other: 161: 39 34 36 65 52 128 100:
:----------------------------------------------------------------------------------------------------
: 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 28.2 18.9 34.3 12.6 25.9 18.3 31.3
Old : 14.7 27.0 21.4 34.2 14.5 25.7 21.0 32.6
Other: 16.1 33.8 27.5 44.4 15.8 31.4 25.9 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 11,113: 2,373 3,642 810 5,062 4,986 8,245 9,438: 2,868 1,675
Old : 10,875: 2,443 3,639 711 4,950 4,901 8,105 9,251: 2,770 1,624
Other: 238: 22 95 7 112 86 140 188: 98 51
: : :
: : Changes in Commitments from: March 28, 2017 :
: -505: 182 -877 2 -583 550 -399 -325: -106 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.8 7.3 45.6 44.9 74.2 84.9: 25.8 15.1
Old : 100.0: 22.5 33.5 6.5 45.5 45.1 74.5 85.1: 25.5 14.9
Other: 100.0: 9.0 39.9 2.9 47.0 35.9 58.9 78.7: 41.1 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 24 17 10 21 12 48 37:
Old : 70: 24 17 10 20 12 47 37:
Other: 13: 1 4 2 5 3 8 7:
:----------------------------------------------------------------------------------------------------
: 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 : 37.8 34.1 49.0 52.6 37.5 33.5 47.9 52.0
Old : 37.9 34.8 49.4 53.4 37.6 34.3 48.4 52.9
Other: 49.7 66.8 58.9 78.7 49.7 64.0 56.0 75.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 1,383,217: 289,055 296,210 38,462 938,398 898,054 1,265,914 1,232,726: 117,303 150,492
Old : 1,383,217: 289,055 296,210 38,462 938,398 898,054 1,265,914 1,232,726: 117,303 150,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -3,321: 4,179 -14,578 354 -16,764 13,556 -12,231 -668: 8,910 -2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.4 2.8 67.8 64.9 91.5 89.1: 8.5 10.9
Old : 100.0: 20.9 21.4 2.8 67.8 64.9 91.5 89.1: 8.5 10.9
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 : 277: 54 55 42 108 119 182 196:
Old : 277: 54 55 42 108 119 182 196:
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 : 21.1 27.3 32.7 39.2 20.9 23.3 31.9 34.2
Old : 21.1 27.3 32.7 39.2 20.9 23.3 31.9 34.2
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, April 04, 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 : 3,707,922: 623,912 640,310 454,246 2,252,859 2,045,049 3,331,017 3,139,605: 376,904 568,316
Old : 3,707,922: 623,912 640,310 454,246 2,252,859 2,045,049 3,331,017 3,139,605: 376,904 568,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 144,108: -15,610 -49,849 106,197 40,201 81,033 130,788 137,382: 13,320 6,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.3 12.3 60.8 55.2 89.8 84.7: 10.2 15.3
Old : 100.0: 16.8 17.3 12.3 60.8 55.2 89.8 84.7: 10.2 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 : 399: 80 94 96 174 197 303 338:
Old : 399: 80 94 96 174 197 303 338:
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 : 27.1 16.1 37.0 23.6 23.8 12.8 32.4 18.7
Old : 27.1 16.1 37.0 23.6 23.8 12.8 32.4 18.7
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, April 04, 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 : 345,564: 51,898 55,052 370 210,688 187,767 262,956 243,189: 82,609 102,376
Old : 345,564: 51,898 55,052 370 210,688 187,767 262,956 243,189: 82,609 102,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 10,725: -4,883 1,072 -409 5,789 8,596 497 9,259: 10,228 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.9 0.1 61.0 54.3 76.1 70.4: 23.9 29.6
Old : 100.0: 15.0 15.9 0.1 61.0 54.3 76.1 70.4: 23.9 29.6
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 : 59: 8 7 5 32 35 44 43:
Old : 59: 8 7 5 32 35 44 43:
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 : 43.2 26.9 53.9 38.7 43.0 26.1 53.7 36.6
Old : 43.2 26.9 53.9 38.7 43.0 26.1 53.7 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, April 04, 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 : 3,188,473: 380,786 643,885 215,253 2,329,153 1,971,328 2,925,193 2,830,467: 263,281 358,007
Old : 3,188,473: 380,786 643,885 215,253 2,329,153 1,971,328 2,925,193 2,830,467: 263,281 358,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -18,158: -39,507 -5,897 9,357 2,953 -28,044 -27,196 -24,583: 9,038 6,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.2 6.8 73.0 61.8 91.7 88.8: 8.3 11.2
Old : 100.0: 11.9 20.2 6.8 73.0 61.8 91.7 88.8: 8.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 45 74 72 133 158 224 258:
Old : 306: 45 74 72 133 158 224 258:
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 : 38.0 18.4 47.3 28.3 33.6 18.0 42.0 27.5
Old : 38.0 18.4 47.3 28.3 33.6 18.0 42.0 27.5
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, April 04, 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 : 1,574,525: 157,867 365,048 291,853 1,093,219 858,523 1,542,939 1,515,424: 31,586 59,101
Old : 1,574,525: 157,867 365,048 291,853 1,093,219 858,523 1,542,939 1,515,424: 31,586 59,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -92,434: 4,317 -8,036 -24,860 -64,215 -56,887 -84,758 -89,783: -7,676 -2,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.2 18.5 69.4 54.5 98.0 96.2: 2.0 3.8
Old : 100.0: 10.0 23.2 18.5 69.4 54.5 98.0 96.2: 2.0 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 : 153: 25 47 47 60 73 116 141:
Old : 153: 25 47 47 60 73 116 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 21.1 46.3 36.1 19.9 14.1 32.0 22.2
Old : 30.1 21.1 46.3 36.1 19.9 14.1 32.0 22.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,703: 36,754 3,517 3,673 15,668 50,690 56,096 57,881: 9,607 7,822
Old : 65,703: 36,754 3,517 3,673 15,668 50,690 56,096 57,881: 9,607 7,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,393: -4,734 -1,072 -51 2,823 -1,675 -1,963 -2,798: -430 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 5.4 5.6 23.8 77.2 85.4 88.1: 14.6 11.9
Old : 100.0: 55.9 5.4 5.6 23.8 77.2 85.4 88.1: 14.6 11.9
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 : 110: 44 17 10 29 33 76 57:
Old : 110: 44 17 10 29 33 76 57:
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 : 29.3 33.1 40.5 54.5 26.6 30.6 36.9 52.0
Old : 29.3 33.1 40.5 54.5 26.6 30.6 36.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 131,406: 73,509 7,035 7,347 31,337 101,381 112,192 115,762: 19,214 15,644
Old : 131,406: 73,509 7,035 7,347 31,337 101,381 112,192 115,762: 19,214 15,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -4,786: -9,469 -2,145 -102 5,645 -3,349 -3,925 -5,596: -861 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 5.4 5.6 23.8 77.2 85.4 88.1: 14.6 11.9
Old : 100.0: 55.9 5.4 5.6 23.8 77.2 85.4 88.1: 14.6 11.9
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 : 110: 44 17 10 29 33 76 57:
Old : 110: 44 17 10 29 33 76 57:
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 : 29.3 33.1 40.5 54.5 26.6 30.6 36.9 52.0
Old : 29.3 33.1 40.5 54.5 26.6 30.6 36.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 35,552: 32,026 34,577 369 3,099 536 35,494 35,482: 58 70
Old : 35,552: 32,026 34,577 369 3,099 536 35,494 35,482: 58 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 603: 730 71 0 -112 536 618 607: -15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 97.3 1.0 8.7 1.5 99.8 99.8: 0.2 0.2
Old : 100.0: 90.1 97.3 1.0 8.7 1.5 99.8 99.8: 0.2 0.2
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 : 38: 24 11 1 2 1 27 12:
Old : 38: 24 11 1 2 1 27 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 : 59.5 82.4 85.6 97.6 59.5 82.4 85.6 96.5
Old : 59.5 82.4 85.6 97.6 59.5 82.4 85.6 96.5
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, April 04, 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 : 32,948: 14,587 7,166 92 18,258 25,567 32,937 32,825: 11 123
Old : 32,948: 14,587 7,166 92 18,258 25,567 32,937 32,825: 11 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 942: -1,256 178 0 2,193 784 937 962: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 21.7 0.3 55.4 77.6 100.0 99.6: 0.0 0.4
Old : 100.0: 44.3 21.7 0.3 55.4 77.6 100.0 99.6: 0.0 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 : 52: 10 16 1 10 20 20 37:
Old : 52: 10 16 1 10 20 20 37:
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 : 79.2 46.3 93.5 64.1 79.2 46.3 93.5 64.1
Old : 79.2 46.3 93.5 64.1 79.2 46.3 93.5 64.1
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, April 04, 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 : 26,514: 17,219 4,145 89 9,181 22,185 26,489 26,419: 25 95
Old : 26,514: 17,219 4,145 89 9,181 22,185 26,489 26,419: 25 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,039: 2 -75 -91 -953 -871 -1,042 -1,037: 3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 15.6 0.3 34.6 83.7 99.9 99.6: 0.1 0.4
Old : 100.0: 64.9 15.6 0.3 34.6 83.7 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 : 35: 11 9 1 6 11 18 20:
Old : 35: 11 9 1 6 11 18 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 : 86.8 68.6 97.3 88.6 86.8 68.6 96.6 88.6
Old : 86.8 68.6 97.3 88.6 86.8 68.6 96.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017