WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 620,081: 133,661 254,663 179,734 253,212 140,057 566,607 574,453: 53,474 45,628
Old : 147,077: 41,553 50,601 36,999 48,851 48,067 127,403 135,667: 19,674 11,410
Other: 473,005: 121,857 233,810 112,987 204,361 91,989 439,205 438,786: 33,800 34,219
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,930: -2,970 11,031 -3,553 12,471 1,834 5,948 9,312: 981 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 41.1 29.0 40.8 22.6 91.4 92.6: 8.6 7.4
Old : 100.0: 28.3 34.4 25.2 33.2 32.7 86.6 92.2: 13.4 7.8
Other: 100.0: 25.8 49.4 23.9 43.2 19.4 92.9 92.8: 7.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 162 162 185 122 114 387 379:
Old : 308: 118 81 64 78 64 221 184:
Other: 442: 138 163 144 108 104 321 341:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 7.9 19.0 14.4 8.8 7.1 14.7 12.9
Old : 13.9 17.1 24.7 28.8 11.8 14.8 20.4 24.0
Other: 13.6 8.3 22.2 15.8 10.3 8.1 17.9 15.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 290,218: 103,330 103,872 42,735 117,188 120,437 263,253 267,044: 26,965 23,174
Old : 59,059: 21,573 20,542 6,635 23,110 27,422 51,318 54,599: 7,741 4,460
Other: 231,159: 87,920 89,493 29,937 94,078 93,015 211,935 212,445: 19,224 18,714
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,244: 1,192 3,637 5,190 -1,686 -3,352 4,696 5,475: -452 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 35.8 14.7 40.4 41.5 90.7 92.0: 9.3 8.0
Old : 100.0: 36.5 34.8 11.2 39.1 46.4 86.9 92.4: 13.1 7.6
Other: 100.0: 38.0 38.7 13.0 40.7 40.2 91.7 91.9: 8.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 82 58 72 91 89 202 199:
Old : 158: 34 34 17 50 52 93 95:
Other: 248: 74 60 63 81 82 180 185:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.5 26.2 30.0 13.4 17.1 22.7 26.0
Old : 27.7 32.2 39.7 45.4 27.6 31.8 39.6 45.0
Other: 16.4 20.8 27.6 32.2 13.8 17.1 23.4 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,902,704: 329,374 402,533 502,475 839,429 777,969 1,671,278 1,682,976: 231,426 219,728
Old : 1,408,458: 294,929 418,946 332,835 614,570 528,002 1,242,333 1,279,782: 166,125 128,676
Other: 494,246: 117,765 66,906 86,320 224,859 249,967 428,945 403,194: 65,301 91,052
: : :
: : Changes in Commitments from: April 11, 2017 :
: 17,459: -11,574 5,306 24,211 13,086 -10,277 25,722 19,240: -8,263 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.2 26.4 44.1 40.9 87.8 88.5: 12.2 11.5
Old : 100.0: 20.9 29.7 23.6 43.6 37.5 88.2 90.9: 11.8 9.1
Other: 100.0: 23.8 13.5 17.5 45.5 50.6 86.8 81.6: 13.2 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 212 173 263 340 326 697 645:
Old : 767: 224 160 212 324 292 641 579:
Other: 564: 112 128 107 173 273 345 449:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 10.8 16.2 16.6 6.7 6.8 11.0 10.8
Old : 8.8 12.4 15.6 19.1 8.2 9.8 13.4 15.0
Other: 17.0 13.5 25.2 21.1 10.6 7.9 16.6 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 7,890: 1,449 888 928 3,116 4,983 5,492 6,798: 2,398 1,092
Old : 3,264: 717 544 265 1,324 2,036 2,306 2,846: 958 418
Other: 4,626: 894 505 500 1,792 2,947 3,187 3,953: 1,439 673
: : :
: : Changes in Commitments from: April 11, 2017 :
: 178: 52 51 -98 188 118 142 70: 36 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.3 11.8 39.5 63.2 69.6 86.2: 30.4 13.8
Old : 100.0: 22.0 16.7 8.1 40.6 62.4 70.6 87.2: 29.4 12.8
Other: 100.0: 19.3 10.9 10.8 38.7 63.7 68.9 85.4: 31.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 5 9 12 13 28 24:
Old : 24: 8 5 6 8 7 19 15:
Other: 34: 10 6 8 10 12 24 22:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 48.9 43.4 66.7 19.0 41.5 26.6 52.5
Old : 38.5 67.6 54.4 80.3 20.1 42.0 29.4 48.4
Other: 37.7 46.7 49.3 63.2 34.2 45.8 43.7 62.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,006,985: 140,065 171,569 302,825 502,592 400,380 945,481 874,774: 61,504 132,210
Old : 718,627: 119,264 160,092 203,779 354,333 289,349 677,376 653,220: 41,251 65,407
Other: 288,357: 63,369 54,045 56,478 148,259 111,031 268,105 221,554: 20,252 66,803
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,457: -3,265 13,664 -2,324 9,858 -3,327 4,269 8,014: -2,812 -6,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.0 30.1 49.9 39.8 93.9 86.9: 6.1 13.1
Old : 100.0: 16.6 22.3 28.4 49.3 40.3 94.3 90.9: 5.7 9.1
Other: 100.0: 22.0 18.7 19.6 51.4 38.5 93.0 76.8: 7.0 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 180 220 271 208 239 543 601:
Old : 659: 178 198 217 187 220 481 535:
Other: 507: 112 146 121 126 203 309 406:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 11.2 20.9 18.5 10.7 6.5 16.1 10.2
Old : 11.9 15.5 19.4 23.2 8.8 9.5 15.0 14.8
Other: 23.5 9.5 32.4 15.8 21.5 8.6 29.4 13.7
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 13,606: 4,012 1,632 3,125 6,047 8,261 13,184 13,018: 422 588
Old : 13,562: 4,025 1,632 3,092 6,047 8,261 13,164 12,985: 398 576
Other: 44: 9 22 11 0 0 20 33: 24 12
: : :
: : Changes in Commitments from: April 11, 2017 :
: 247: 273 27 160 -181 -46 251 140: -5 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.0 23.0 44.4 60.7 96.9 95.7: 3.1 4.3
Old : 100.0: 29.7 12.0 22.8 44.6 60.9 97.1 95.8: 2.9 4.2
Other: 100.0: 21.0 49.5 24.1 0.0 0.0 45.1 73.6: 54.9 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 9 11 10 13 22 25:
Old : 30: 4 9 11 10 13 22 25:
Other: 2: 1 1 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 68.5 50.8 85.8 71.7 59.6 44.9 67.0 59.6
Old : 68.6 50.9 85.9 71.9 59.9 45.1 67.3 59.8
Other: 45.1 73.6 45.1 73.6 21.0 49.5 21.0 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 482,545: 87,601 128,717 116,546 239,932 202,289 444,079 447,552: 38,465 34,993
Old : 372,875: 83,051 124,821 83,407 178,814 135,118 345,272 343,346: 27,603 29,529
Other: 109,669: 25,149 24,496 12,540 61,118 67,170 98,808 104,205: 10,862 5,464
: : :
: : Changes in Commitments from: April 11, 2017 :
: 7,441: 1,625 1,296 6,099 -156 -839 7,567 6,556: -126 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 26.7 24.2 49.7 41.9 92.0 92.7: 8.0 7.3
Old : 100.0: 22.3 33.5 22.4 48.0 36.2 92.6 92.1: 7.4 7.9
Other: 100.0: 22.9 22.3 11.4 55.7 61.2 90.1 95.0: 9.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 78 107 121 101 86 257 261:
Old : 319: 92 100 105 90 81 234 246:
Other: 176: 44 52 39 55 47 124 116:
:----------------------------------------------------------------------------------------------------
: 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 17.2 17.8 23.8 9.3 11.9 15.2 18.0
Old : 10.7 14.6 18.5 22.1 10.1 12.1 17.5 19.2
Other: 21.4 37.0 32.8 47.2 20.7 34.2 31.9 43.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 854,282: 92,554 117,415 131,955 460,743 413,345 685,252 662,714: 169,031 191,568
Old : 854,282: 92,554 117,415 131,955 460,743 413,345 685,252 662,714: 169,031 191,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 46,802: 1,996 1,264 30,722 979 18,361 33,697 50,348: 13,105 -3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.7 15.4 53.9 48.4 80.2 77.6: 19.8 22.4
Old : 100.0: 10.8 13.7 15.4 53.9 48.4 80.2 77.6: 19.8 22.4
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 : 162: 33 38 51 71 72 132 133:
Old : 162: 33 38 51 71 72 132 133:
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 : 19.1 20.3 28.7 30.7 11.0 14.0 18.3 18.6
Old : 19.1 20.3 28.7 30.7 11.0 14.0 18.3 18.6
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, April 18, 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 : 731,580: 39,387 118,423 4,145 565,755 502,513 609,287 625,081: 122,293 106,499
Old : 731,580: 39,387 118,423 4,145 565,755 502,513 609,287 625,081: 122,293 106,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,817: -2,506 -7,915 -128 7,866 14,005 5,232 5,962: 1,584 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 16.2 0.6 77.3 68.7 83.3 85.4: 16.7 14.6
Old : 100.0: 5.4 16.2 0.6 77.3 68.7 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 : 97: 8 13 8 57 55 69 72:
Old : 97: 8 13 8 57 55 69 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 : 19.0 32.4 33.7 49.4 16.8 32.3 27.2 47.4
Old : 19.0 32.4 33.7 49.4 16.8 32.3 27.2 47.4
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 18, 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 : 4,793: 2,767 177 584 1,015 3,943 4,366 4,704: 427 89
Old : 4,793: 2,767 177 584 1,015 3,943 4,366 4,704: 427 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 209: -558 82 254 505 -109 201 227: 8 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 3.7 12.2 21.2 82.3 91.1 98.1: 8.9 1.9
Old : 100.0: 57.7 3.7 12.2 21.2 82.3 91.1 98.1: 8.9 1.9
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 : 29: 14 2 5 7 10 23 15:
Old : 29: 14 2 5 7 10 23 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 : 44.2 72.8 69.5 88.7 41.9 63.3 57.0 71.9
Old : 44.2 72.8 69.5 88.7 41.9 63.3 57.0 71.9
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 18, 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 : 419,844: 99,091 71,129 75,389 197,681 231,493 372,162 378,011: 47,683 41,833
Old : 315,438: 90,458 65,309 49,620 138,608 168,140 278,687 283,069: 36,751 32,369
Other: 104,407: 18,442 15,628 15,960 59,073 63,354 93,475 94,942: 10,932 9,465
: : :
: : Changes in Commitments from: April 11, 2017 :
: -10,594: -4,732 2,072 -2,785 -3,004 -8,045 -10,521 -8,758: -73 -1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.9 18.0 47.1 55.1 88.6 90.0: 11.4 10.0
Old : 100.0: 28.7 20.7 15.7 43.9 53.3 88.3 89.7: 11.7 10.3
Other: 100.0: 17.7 15.0 15.3 56.6 60.7 89.5 90.9: 10.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 84 72 104 108 102 249 237:
Old : 294: 93 64 95 104 94 238 222:
Other: 178: 42 41 42 68 55 136 115:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 25.1 19.1 31.6 12.8 22.8 18.6 28.2
Old : 14.9 24.0 21.8 31.6 14.9 22.4 21.5 29.3
Other: 18.2 30.5 29.3 41.1 17.7 26.9 28.2 36.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 10,129: 2,184 2,167 684 4,743 5,691 7,611 8,541: 2,518 1,588
Old : 9,752: 2,259 2,107 565 4,488 5,607 7,313 8,279: 2,439 1,473
Other: 377: 30 166 13 255 84 298 262: 79 115
: : :
: : Changes in Commitments from: April 11, 2017 :
: -673: -104 -498 -327 -90 108 -522 -717: -151 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.4 6.8 46.8 56.2 75.1 84.3: 24.9 15.7
Old : 100.0: 23.2 21.6 5.8 46.0 57.5 75.0 84.9: 25.0 15.1
Other: 100.0: 8.1 44.0 3.3 67.7 22.2 79.1 69.5: 20.9 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 20 14 11 18 16 43 38:
Old : 64: 22 13 10 17 15 42 36:
Other: 17: 2 6 3 5 4 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 40.8 33.8 51.3 55.0 40.8 33.3 50.6 54.6
Old : 40.3 35.1 51.2 56.5 40.3 34.7 50.7 56.1
Other: 69.3 53.7 78.1 68.3 69.3 53.3 75.7 65.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,402,990: 305,118 270,734 54,137 917,645 937,198 1,276,901 1,262,070: 126,089 140,921
Old : 1,402,990: 305,118 270,734 54,137 917,645 937,198 1,276,901 1,262,070: 126,089 140,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 5,146: 2,706 -2,794 5,624 -5,699 1,611 2,631 4,441: 2,515 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.3 3.9 65.4 66.8 91.0 90.0: 9.0 10.0
Old : 100.0: 21.7 19.3 3.9 65.4 66.8 91.0 90.0: 9.0 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 : 278: 57 51 45 110 121 189 195:
Old : 278: 57 51 45 110 121 189 195:
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 30.0 30.5 40.7 18.5 26.2 29.4 35.5
Old : 19.3 30.0 30.5 40.7 18.5 26.2 29.4 35.5
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 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,210,196: 710,793 679,235 603,600 2,488,211 2,361,258 3,802,604 3,644,093: 407,593 566,103
Old : 4,210,196: 710,793 679,235 603,600 2,488,211 2,361,258 3,802,604 3,644,093: 407,593 566,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 309,718: 21,609 -33,705 110,387 157,305 240,427 289,302 317,109: 20,417 -7,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.1 14.3 59.1 56.1 90.3 86.6: 9.7 13.4
Old : 100.0: 16.9 16.1 14.3 59.1 56.1 90.3 86.6: 9.7 13.4
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 : 412: 82 100 103 185 192 319 343:
Old : 412: 82 100 103 185 192 319 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 16.4 34.1 24.2 21.5 11.9 27.9 17.1
Old : 25.6 16.4 34.1 24.2 21.5 11.9 27.9 17.1
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 18, 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 : 351,488: 54,774 46,734 628 215,036 200,748 270,438 248,110: 81,050 103,377
Old : 351,488: 54,774 46,734 628 215,036 200,748 270,438 248,110: 81,050 103,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -7,278: -8,640 -5,480 248 3,581 -6,031 -4,810 -11,263: -2,467 3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.3 0.2 61.2 57.1 76.9 70.6: 23.1 29.4
Old : 100.0: 15.6 13.3 0.2 61.2 57.1 76.9 70.6: 23.1 29.4
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 : 61: 9 6 5 34 36 47 43:
Old : 61: 9 6 5 34 36 47 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 : 42.6 26.6 52.6 38.1 42.4 25.8 52.5 36.3
Old : 42.6 26.6 52.6 38.1 42.4 25.8 52.5 36.3
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 18, 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 : 3,522,983: 548,927 594,841 330,469 2,360,467 2,237,034 3,239,863 3,162,344: 283,120 360,640
Old : 3,522,983: 548,927 594,841 330,469 2,360,467 2,237,034 3,239,863 3,162,344: 283,120 360,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 204,313: 113,404 -8,847 50,552 38,212 160,389 202,169 202,093: 2,144 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.9 9.4 67.0 63.5 92.0 89.8: 8.0 10.2
Old : 100.0: 15.6 16.9 9.4 67.0 63.5 92.0 89.8: 8.0 10.2
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 : 313: 56 67 73 128 161 223 262:
Old : 313: 56 67 73 128 161 223 262:
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 : 34.5 16.6 43.1 26.4 30.6 16.2 38.4 25.9
Old : 34.5 16.6 43.1 26.4 30.6 16.2 38.4 25.9
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 18, 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 : 1,672,069: 159,692 391,446 302,888 1,179,166 917,057 1,641,746 1,611,391: 30,323 60,678
Old : 1,672,069: 159,692 391,446 302,888 1,179,166 917,057 1,641,746 1,611,391: 30,323 60,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 17,403: 1,274 20,262 -15,000 33,337 14,985 19,611 20,247: -2,207 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.4 18.1 70.5 54.8 98.2 96.4: 1.8 3.6
Old : 100.0: 9.6 23.4 18.1 70.5 54.8 98.2 96.4: 1.8 3.6
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 : 159: 27 47 52 62 75 121 149:
Old : 159: 27 47 52 62 75 121 149:
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 : 29.2 21.6 45.3 35.4 18.9 11.9 30.7 20.7
Old : 29.2 21.6 45.3 35.4 18.9 11.9 30.7 20.7
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 18, 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 : 66,426: 38,570 4,971 4,067 14,262 49,922 56,898 58,960: 9,528 7,467
Old : 66,426: 38,570 4,971 4,067 14,262 49,922 56,898 58,960: 9,528 7,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 976: 945 838 233 -40 195 1,137 1,265: -161 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 7.5 6.1 21.5 75.2 85.7 88.8: 14.3 11.2
Old : 100.0: 58.1 7.5 6.1 21.5 75.2 85.7 88.8: 14.3 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 : 119: 51 18 11 31 30 85 56:
Old : 119: 51 18 11 31 30 85 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 : 26.1 32.7 37.3 53.5 22.9 30.3 34.1 51.1
Old : 26.1 32.7 37.3 53.5 22.9 30.3 34.1 51.1
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 18, 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 : 132,853: 77,139 9,943 8,134 28,524 99,843 113,797 117,919: 19,056 14,933
Old : 132,853: 77,139 9,943 8,134 28,524 99,843 113,797 117,919: 19,056 14,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,953: 1,889 1,675 466 -81 389 2,274 2,531: -322 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 7.5 6.1 21.5 75.2 85.7 88.8: 14.3 11.2
Old : 100.0: 58.1 7.5 6.1 21.5 75.2 85.7 88.8: 14.3 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 : 119: 51 18 11 31 30 85 56:
Old : 119: 51 18 11 31 30 85 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 : 26.1 32.7 37.3 53.5 22.9 30.3 34.1 51.1
Old : 26.1 32.7 37.3 53.5 22.9 30.3 34.1 51.1
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 18, 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 : 41,082: 38,428 40,162 369 2,238 495 41,035 41,026: 47 56
Old : 41,082: 38,428 40,162 369 2,238 495 41,035 41,026: 47 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,253: 5,099 4,382 0 -857 -100 4,242 4,282: 11 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 97.8 0.9 5.4 1.2 99.9 99.9: 0.1 0.1
Old : 100.0: 93.5 97.8 0.9 5.4 1.2 99.9 99.9: 0.1 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 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 : 68.1 85.1 88.9 97.0 68.1 85.1 88.9 96.1
Old : 68.1 85.1 88.9 97.0 68.1 85.1 88.9 96.1
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 18, 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 : 31,612: 9,184 6,843 92 22,326 24,513 31,602 31,448: 10 164
Old : 31,612: 9,184 6,843 92 22,326 24,513 31,602 31,448: 10 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -97: -1,681 -129 0 1,584 3 -97 -126: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.6 0.3 70.6 77.5 100.0 99.5: 0.0 0.5
Old : 100.0: 29.1 21.6 0.3 70.6 77.5 100.0 99.5: 0.0 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: 9 14 1 8 20 17 35:
Old : 48: 9 14 1 8 20 17 35:
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 : 84.8 47.1 95.9 63.5 84.8 47.1 95.9 63.5
Old : 84.8 47.1 95.9 63.5 84.8 47.1 95.9 63.5
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 18, 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 : 27,767: 15,898 4,663 34 11,781 22,980 27,713 27,677: 54 90
Old : 27,767: 15,898 4,663 34 11,781 22,980 27,713 27,677: 54 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,969: -189 33 -1 2,148 1,931 1,958 1,963: 11 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 16.8 0.1 42.4 82.8 99.8 99.7: 0.2 0.3
Old : 100.0: 57.3 16.8 0.1 42.4 82.8 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: 10 9 1 5 11 16 20:
Old : 34: 10 9 1 5 11 16 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 : 84.3 67.0 97.2 88.1 84.3 67.0 96.3 88.1
Old : 84.3 67.0 97.2 88.1 84.3 67.0 96.3 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017