WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 613,152: 136,631 243,631 183,287 240,741 138,223 560,659 565,141: 52,493 48,011
Old : 206,836: 74,454 107,143 40,721 68,982 41,390 184,158 189,255: 22,678 17,581
Other: 406,316: 106,776 181,087 97,966 171,759 96,833 376,501 375,886: 29,815 30,430
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,967: 1,549 344 -9,061 5,935 4,121 -1,577 -4,597: -1,389 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 39.7 29.9 39.3 22.5 91.4 92.2: 8.6 7.8
Old : 100.0: 36.0 51.8 19.7 33.4 20.0 89.0 91.5: 11.0 8.5
Other: 100.0: 26.3 44.6 24.1 42.3 23.8 92.7 92.5: 7.3 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 154 156 181 115 114 373 364:
Old : 346: 131 99 89 79 78 248 229:
Other: 394: 120 143 122 101 98 291 298:
:----------------------------------------------------------------------------------------------------
: 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 7.6 17.8 14.6 8.6 7.3 14.3 13.2
Old : 10.9 16.5 19.7 28.1 10.4 15.7 18.6 26.6
Other: 12.6 9.3 21.4 17.2 10.6 9.1 18.2 15.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 285,975: 102,137 100,235 37,545 118,874 123,789 258,557 261,569: 27,417 24,405
Old : 86,374: 38,379 41,188 7,923 30,540 30,186 76,841 79,297: 9,533 7,077
Other: 199,600: 71,048 66,336 22,333 88,335 93,602 181,716 182,272: 17,884 17,328
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,588: 4,217 4,388 -1,439 293 692 3,071 3,641: -484 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 35.1 13.1 41.6 43.3 90.4 91.5: 9.6 8.5
Old : 100.0: 44.4 47.7 9.2 35.4 34.9 89.0 91.8: 11.0 8.2
Other: 100.0: 35.6 33.2 11.2 44.3 46.9 91.0 91.3: 9.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 84 56 64 90 86 199 190:
Old : 196: 58 38 24 56 62 119 119:
Other: 232: 67 56 47 79 76 170 160:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 19.4 26.3 29.4 13.4 17.1 22.7 26.0
Old : 25.3 32.5 39.0 45.3 25.0 32.5 38.3 45.3
Other: 17.4 22.9 29.9 33.4 14.7 18.9 24.6 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 1,885,245: 340,948 397,227 478,264 826,343 788,245 1,645,556 1,663,736: 239,689 221,509
Old : 1,418,608: 302,010 412,186 324,235 619,664 547,925 1,245,910 1,284,346: 172,698 134,262
Other: 466,637: 110,852 56,955 82,115 206,679 240,320 399,646 379,390: 66,991 87,247
: : :
: : Changes in Commitments from: April 4, 2017 :
: 30,808: 284 14,543 7,315 15,378 11,478 22,977 33,336: 7,831 -2,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.1 25.4 43.8 41.8 87.3 88.3: 12.7 11.7
Old : 100.0: 21.3 29.1 22.9 43.7 38.6 87.8 90.5: 12.2 9.5
Other: 100.0: 23.8 12.2 17.6 44.3 51.5 85.6 81.3: 14.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 212 163 242 340 326 684 625:
Old : 759: 207 164 197 325 292 631 563:
Other: 552: 112 114 90 168 276 329 432:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 11.2 15.7 16.9 6.6 7.8 11.1 11.8
Old : 9.3 12.8 15.6 19.5 8.7 11.0 13.9 16.2
Other: 16.4 13.8 23.8 21.9 10.8 8.7 16.7 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 7,712: 1,397 837 1,026 2,928 4,865 5,351 6,728: 2,362 984
Old : 3,896: 850 815 293 1,556 2,283 2,699 3,391: 1,196 505
Other: 3,817: 796 272 483 1,372 2,582 2,651 3,337: 1,165 479
: : :
: : Changes in Commitments from: April 4, 2017 :
: 103: -236 -30 12 471 83 247 66: -144 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.9 13.3 38.0 63.1 69.4 87.2: 30.6 12.8
Old : 100.0: 21.8 20.9 7.5 39.9 58.6 69.3 87.0: 30.7 13.0
Other: 100.0: 20.9 7.1 12.6 36.0 67.7 69.5 87.4: 30.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 4 9 12 13 28 23:
Old : 25: 9 5 6 7 8 19 16:
Other: 30: 9 4 8 10 11 22 20:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 48.7 42.2 67.3 17.2 42.9 25.0 54.4
Old : 38.2 66.3 52.1 80.2 18.9 48.6 28.5 53.5
Other: 37.0 49.9 49.5 66.7 34.4 48.9 43.6 65.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 1,005,527: 143,330 157,905 305,148 492,734 403,707 941,212 866,761: 64,316 138,767
Old : 731,424: 122,639 150,755 212,940 351,669 295,079 687,248 658,774: 44,176 72,650
Other: 274,103: 56,035 42,495 56,864 141,065 108,627 253,964 207,986: 20,140 66,117
: : :
: : Changes in Commitments from: April 4, 2017 :
: 33,161: -7,431 22,595 22,490 14,004 -13,705 29,064 31,381: 4,097 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.7 30.3 49.0 40.1 93.6 86.2: 6.4 13.8
Old : 100.0: 16.8 20.6 29.1 48.1 40.3 94.0 90.1: 6.0 9.9
Other: 100.0: 20.4 15.5 20.7 51.5 39.6 92.7 75.9: 7.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 700: 179 216 267 211 235 545 596:
Old : 660: 179 192 220 194 219 491 535:
Other: 497: 105 145 114 125 202 296 403:
:----------------------------------------------------------------------------------------------------
: 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 10.6 20.4 17.7 10.7 5.6 16.3 9.3
Old : 11.6 14.0 19.3 21.6 9.2 8.7 15.2 13.5
Other: 22.6 9.9 31.7 16.3 20.6 8.7 28.4 13.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,343: 3,248 1,434 213 1,375 3,601 4,836 5,248: 14,507 14,095
Old : 5,216: 1,772 469 141 1,298 828 3,211 1,438: 2,005 3,778
Other: 14,127: 1,476 965 72 77 2,773 1,625 3,810: 12,502 10,317
: : :
: : Changes in Commitments from: April 4, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 7.4 1.1 7.1 18.6 25.0 27.1: 75.0 72.9
Old : 100.0: 34.0 9.0 2.7 24.9 15.9 61.6 27.6: 38.4 72.4
Other: 100.0: 10.4 6.8 0.5 0.5 19.6 11.5 27.0: 88.5 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 4 4 10 10 17:
Old : 20: 5 4 3 3 10 9 16:
Other: 18: 4 4 4 1 10 6 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 : 18.1 14.6 24.6 20.7 17.8 14.2 23.2 20.3
Old : 54.0 15.4 61.4 25.3 53.8 15.4 58.7 23.4
Other: 10.8 15.3 11.5 22.4 10.4 14.7 10.4 21.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 13,359: 3,740 1,605 2,965 6,228 8,308 12,933 12,878: 427 481
Old : 13,318: 3,753 1,605 2,934 6,228 8,308 12,914 12,846: 404 471
Other: 41: 9 23 9 0 0 18 32: 23 10
: : :
: : Changes in Commitments from: April 4, 2017 :
: -170: -402 -156 267 -59 -250 -194 -139: 24 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.0 22.2 46.6 62.2 96.8 96.4: 3.2 3.6
Old : 100.0: 28.2 12.1 22.0 46.8 62.4 97.0 96.5: 3.0 3.5
Other: 100.0: 22.6 55.2 21.2 0.0 0.0 43.8 76.4: 56.2 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 9 11 11 14 23 26:
Old : 31: 4 9 11 11 14 23 26:
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 : 65.7 48.8 83.9 71.5 56.9 43.4 64.8 57.4
Old : 65.7 48.9 84.0 71.7 57.2 43.5 65.1 57.5
Other: 43.8 76.4 43.8 76.4 22.6 55.2 22.6 55.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 475,103: 85,976 127,421 110,447 240,088 203,128 436,512 440,996: 38,591 34,107
Old : 373,892: 78,107 123,766 81,539 186,361 139,699 346,007 345,004: 27,885 28,887
Other: 101,211: 24,513 20,298 12,266 53,727 63,429 90,505 95,992: 10,706 5,220
: : :
: : Changes in Commitments from: April 4, 2017 :
: 4,551: -2,280 9,093 -762 5,026 -4,032 1,984 4,299: 2,568 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.8 23.2 50.5 42.8 91.9 92.8: 8.1 7.2
Old : 100.0: 20.9 33.1 21.8 49.8 37.4 92.5 92.3: 7.5 7.7
Other: 100.0: 24.2 20.1 12.1 53.1 62.7 89.4 94.8: 10.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 78 105 118 95 85 249 260:
Old : 323: 88 104 103 85 81 229 247:
Other: 169: 46 42 37 52 48 120 110:
:----------------------------------------------------------------------------------------------------
: 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 17.6 18.2 24.2 9.1 12.7 15.6 18.8
Old : 11.1 14.7 19.6 22.6 10.5 12.5 18.7 19.7
Other: 19.3 38.4 31.4 48.9 18.4 35.9 30.2 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 807,481: 90,558 116,150 101,233 459,765 394,983 651,555 612,367: 155,925 195,114
Old : 807,481: 90,558 116,150 101,233 459,765 394,983 651,555 612,367: 155,925 195,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 34,285: -1,174 -5,570 12,232 23,246 10,077 34,304 16,738: -19 17,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.4 12.5 56.9 48.9 80.7 75.8: 19.3 24.2
Old : 100.0: 11.2 14.4 12.5 56.9 48.9 80.7 75.8: 19.3 24.2
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 : 154: 35 28 44 73 72 127 125:
Old : 154: 35 28 44 73 72 127 125:
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 : 19.7 20.9 29.5 31.6 12.4 14.7 20.3 21.0
Old : 19.7 20.9 29.5 31.6 12.4 14.7 20.3 21.0
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 11, 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 : 724,764: 41,893 126,338 4,273 557,889 488,508 604,055 619,119: 120,709 105,645
Old : 724,764: 41,893 126,338 4,273 557,889 488,508 604,055 619,119: 120,709 105,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 9,741: 5,668 9,427 -6,265 8,143 4,887 7,546 8,049: 2,195 1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.4 0.6 77.0 67.4 83.3 85.4: 16.7 14.6
Old : 100.0: 5.8 17.4 0.6 77.0 67.4 83.3 85.4: 16.7 14.6
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 : 98: 8 14 9 58 54 71 72:
Old : 98: 8 14 9 58 54 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 32.2 34.2 49.3 17.4 32.0 28.0 47.1
Old : 19.4 32.2 34.2 49.3 17.4 32.0 28.0 47.1
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 11, 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 : 4,584: 3,325 95 330 510 4,052 4,165 4,477: 419 107
Old : 4,584: 3,325 95 330 510 4,052 4,165 4,477: 419 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -398: 75 -28 -82 -407 -235 -414 -345: 16 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 2.1 7.2 11.1 88.4 90.9 97.7: 9.1 2.3
Old : 100.0: 72.5 2.1 7.2 11.1 88.4 90.9 97.7: 9.1 2.3
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 : 28: 15 1 5 5 10 21 15:
Old : 28: 15 1 5 5 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 : 50.8 75.3 72.4 89.7 46.2 72.1 66.1 81.7
Old : 50.8 75.3 72.4 89.7 46.2 72.1 66.1 81.7
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 11, 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 : 430,439: 103,824 69,057 78,174 200,685 239,538 382,683 386,769: 47,756 43,669
Old : 333,019: 94,359 63,955 54,926 146,751 178,921 296,035 297,801: 36,983 35,218
Other: 97,420: 17,222 12,860 15,491 53,934 60,617 86,647 88,968: 10,773 8,452
: : :
: : Changes in Commitments from: April 4, 2017 :
: 9,938: 2,402 8,855 -509 6,728 -1,502 8,621 6,844: 1,316 3,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.0 18.2 46.6 55.6 88.9 89.9: 11.1 10.1
Old : 100.0: 28.3 19.2 16.5 44.1 53.7 88.9 89.4: 11.1 10.6
Other: 100.0: 17.7 13.2 15.9 55.4 62.2 88.9 91.3: 11.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 83 74 96 104 100 242 228:
Old : 289: 84 74 86 101 95 233 213:
Other: 175: 45 34 41 67 58 135 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 25.5 18.3 31.7 12.5 23.5 18.2 28.5
Old : 14.4 24.8 21.4 31.5 14.4 23.4 20.8 29.9
Other: 15.0 30.5 26.7 41.0 14.5 27.3 25.5 36.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 10,802: 2,288 2,665 1,011 4,833 5,582 8,133 9,259: 2,669 1,543
Old : 10,539: 2,373 2,672 881 4,697 5,506 7,951 9,059: 2,588 1,480
Other: 263: 35 113 10 136 76 181 199: 81 64
: : :
: : Changes in Commitments from: April 4, 2017 :
: -311: -84 -977 201 -229 596 -112 -180: -199 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.7 9.4 44.7 51.7 75.3 85.7: 24.7 14.3
Old : 100.0: 22.5 25.4 8.4 44.6 52.2 75.4 86.0: 24.6 14.0
Other: 100.0: 13.3 42.8 3.9 51.7 29.0 69.0 75.8: 31.0 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 21 17 12 18 16 45 40:
Old : 67: 23 15 11 17 15 44 38:
Other: 16: 2 5 3 5 4 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 38.6 33.3 50.6 53.6 38.3 32.6 47.6 52.9
Old : 38.8 34.1 51.1 54.4 38.4 33.5 48.2 53.7
Other: 55.9 55.6 67.5 75.4 55.9 52.7 65.1 71.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 1,397,844: 302,413 273,528 48,513 923,344 935,587 1,274,270 1,257,628: 123,574 140,216
Old : 1,397,844: 302,413 273,528 48,513 923,344 935,587 1,274,270 1,257,628: 123,574 140,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 14,627: 13,358 -22,682 10,051 -15,053 37,533 8,355 24,903: 6,271 -10,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.6 3.5 66.1 66.9 91.2 90.0: 8.8 10.0
Old : 100.0: 21.6 19.6 3.5 66.1 66.9 91.2 90.0: 8.8 10.0
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 : 277: 53 54 41 109 121 184 194:
Old : 277: 53 54 41 109 121 184 194:
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 : 19.3 28.2 30.7 40.8 18.7 24.3 29.8 35.9
Old : 19.3 28.2 30.7 40.8 18.7 24.3 29.8 35.9
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 11, 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 : 3,900,478: 689,184 712,940 493,213 2,330,905 2,120,831 3,513,302 3,326,984: 387,176 573,493
Old : 3,900,478: 689,184 712,940 493,213 2,330,905 2,120,831 3,513,302 3,326,984: 387,176 573,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 192,556: 65,272 72,630 38,967 78,046 75,782 182,285 187,379: 10,271 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.3 12.6 59.8 54.4 90.1 85.3: 9.9 14.7
Old : 100.0: 17.7 18.3 12.6 59.8 54.4 90.1 85.3: 9.9 14.7
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 : 409: 78 104 102 179 197 312 348:
Old : 409: 78 104 102 179 197 312 348:
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 : 26.6 16.0 35.6 23.1 22.9 12.2 30.4 17.6
Old : 26.6 16.0 35.6 23.1 22.9 12.2 30.4 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 358,765: 63,413 52,214 380 211,455 206,779 275,248 259,373: 83,517 99,392
Old : 358,765: 63,413 52,214 380 211,455 206,779 275,248 259,373: 83,517 99,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 13,201: 11,515 -2,838 10 767 19,012 12,293 16,184: 908 -2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.6 0.1 58.9 57.6 76.7 72.3: 23.3 27.7
Old : 100.0: 17.7 14.6 0.1 58.9 57.6 76.7 72.3: 23.3 27.7
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 : 63: 9 8 5 36 36 49 45:
Old : 63: 9 8 5 36 36 49 45:
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 : 41.5 28.3 52.2 40.0 41.4 27.7 52.0 38.5
Old : 41.5 28.3 52.2 40.0 41.4 27.7 52.0 38.5
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, April 11, 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 : 3,318,670: 435,523 603,688 279,916 2,322,255 2,076,646 3,037,694 2,960,250: 280,976 358,420
Old : 3,318,670: 435,523 603,688 279,916 2,322,255 2,076,646 3,037,694 2,960,250: 280,976 358,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 130,196: 54,737 -40,197 64,663 -6,898 105,318 112,501 129,783: 17,695 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.2 8.4 70.0 62.6 91.5 89.2: 8.5 10.8
Old : 100.0: 13.1 18.2 8.4 70.0 62.6 91.5 89.2: 8.5 10.8
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 : 320: 55 71 71 130 166 224 269:
Old : 320: 55 71 71 130 166 224 269:
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 : 36.4 18.1 45.7 27.3 32.4 17.8 40.7 26.6
Old : 36.4 18.1 45.7 27.3 32.4 17.8 40.7 26.6
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 11, 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 : 1,654,666: 158,418 371,183 317,888 1,145,829 902,072 1,622,135 1,591,144: 32,530 63,522
Old : 1,654,666: 158,418 371,183 317,888 1,145,829 902,072 1,622,135 1,591,144: 32,530 63,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 80,140: 551 6,135 26,035 52,610 43,549 79,196 75,719: 944 4,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.4 19.2 69.2 54.5 98.0 96.2: 2.0 3.8
Old : 100.0: 9.6 22.4 19.2 69.2 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 : 159: 29 43 48 62 78 117 149:
Old : 159: 29 43 48 62 78 117 149:
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 : 29.5 21.2 46.1 35.5 19.5 13.1 30.9 21.2
Old : 29.5 21.2 46.1 35.5 19.5 13.1 30.9 21.2
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 11, 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 : 65,450: 37,625 4,134 3,834 14,302 49,727 55,761 57,694: 9,689 7,756
Old : 65,450: 37,625 4,134 3,834 14,302 49,727 55,761 57,694: 9,689 7,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -253: 871 616 160 -1,366 -964 -335 -187: 82 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 6.3 5.9 21.9 76.0 85.2 88.2: 14.8 11.8
Old : 100.0: 57.5 6.3 5.9 21.9 76.0 85.2 88.2: 14.8 11.8
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 : 114: 49 16 10 27 34 80 56:
Old : 114: 49 16 10 27 34 80 56:
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 : 26.6 33.2 37.7 54.2 23.4 30.7 34.1 51.6
Old : 26.6 33.2 37.7 54.2 23.4 30.7 34.1 51.6
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, April 11, 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 : 130,900: 75,250 8,267 7,668 28,605 99,454 111,522 115,388: 19,378 15,512
Old : 130,900: 75,250 8,267 7,668 28,605 99,454 111,522 115,388: 19,378 15,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -507: 1,741 1,232 321 -2,732 -1,927 -670 -374: 163 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 6.3 5.9 21.9 76.0 85.2 88.2: 14.8 11.8
Old : 100.0: 57.5 6.3 5.9 21.9 76.0 85.2 88.2: 14.8 11.8
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 : 114: 49 16 10 27 34 80 56:
Old : 114: 49 16 10 27 34 80 56:
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 : 26.6 33.2 37.7 54.2 23.4 30.7 34.1 51.6
Old : 26.6 33.2 37.7 54.2 23.4 30.7 34.1 51.6
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, April 11, 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 : 36,829: 33,329 35,780 369 3,095 595 36,793 36,744: 36 85
Old : 36,829: 33,329 35,780 369 3,095 595 36,793 36,744: 36 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,277: 1,303 1,203 0 -4 59 1,299 1,262: -22 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 97.2 1.0 8.4 1.6 99.9 99.8: 0.1 0.2
Old : 100.0: 90.5 97.2 1.0 8.4 1.6 99.9 99.8: 0.1 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 : 40: 25 12 1 2 1 28 13:
Old : 40: 25 12 1 2 1 28 13:
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 : 61.7 81.4 87.1 95.2 61.7 81.4 87.1 94.2
Old : 61.7 81.4 87.1 95.2 61.7 81.4 87.1 94.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,709: 10,865 6,972 92 20,742 24,510 31,699 31,574: 10 135
Old : 31,709: 10,865 6,972 92 20,742 24,510 31,699 31,574: 10 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,239: -3,722 -194 0 2,484 -1,057 -1,238 -1,251: -1 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 22.0 0.3 65.4 77.3 100.0 99.6: 0.0 0.4
Old : 100.0: 34.3 22.0 0.3 65.4 77.3 100.0 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 : 51: 10 15 1 9 21 19 37:
Old : 51: 10 15 1 9 21 19 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 : 82.3 45.9 95.0 62.5 82.3 45.9 95.0 62.5
Old : 82.3 45.9 95.0 62.5 82.3 45.9 95.0 62.5
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 11, 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 : 25,798: 16,087 4,630 35 9,633 21,049 25,755 25,714: 43 84
Old : 25,798: 16,087 4,630 35 9,633 21,049 25,755 25,714: 43 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -716: -1,132 485 -54 452 -1,136 -734 -705: 18 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 17.9 0.1 37.3 81.6 99.8 99.7: 0.2 0.3
Old : 100.0: 62.4 17.9 0.1 37.3 81.6 99.8 99.7: 0.2 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 : 34: 11 8 1 6 11 18 19:
Old : 34: 11 8 1 6 11 18 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 : 84.4 66.2 96.8 89.6 84.4 66.2 95.9 89.6
Old : 84.4 66.2 96.8 89.6 84.4 66.2 95.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017