WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 557,093: 130,112 234,331 167,434 210,702 113,407 508,248 515,172: 48,845 41,921
Old : 552,761: 130,039 233,987 167,032 207,784 111,209 504,856 512,228: 47,906 40,534
Other: 4,331: 316 587 159 2,918 2,198 3,392 2,944: 939 1,387
: : :
: : Changes in Commitments from: April 25, 2017 :
: -37,377: 1,124 -37,948 2,641 -36,268 528 -32,504 -34,779: -4,873 -2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 42.1 30.1 37.8 20.4 91.2 92.5: 8.8 7.5
Old : 100.0: 23.5 42.3 30.2 37.6 20.1 91.3 92.7: 8.7 7.3
Other: 100.0: 7.3 13.6 3.7 67.4 50.8 78.3 68.0: 21.7 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 146 148 164 113 109 360 330:
Old : 438: 145 150 164 113 108 360 329:
Other: 61: 12 5 7 18 31 32 42:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 8.9 18.8 16.6 9.5 7.9 15.6 14.7
Old : 12.0 8.9 18.8 16.7 9.6 8.0 15.8 14.8
Other: 52.3 38.3 64.2 52.3 50.5 35.3 59.2 47.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 267,715: 98,128 89,085 43,665 101,950 112,021 243,743 244,772: 23,972 22,943
Old : 263,312: 98,147 89,176 42,879 98,498 109,878 239,523 241,932: 23,788 21,380
Other: 4,403: 650 578 118 3,452 2,144 4,219 2,840: 184 1,564
: : :
: : Changes in Commitments from: April 25, 2017 :
: -23,412: -6,814 -23,248 -3,659 -11,803 2,437 -22,277 -24,470: -1,135 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 33.3 16.3 38.1 41.8 91.0 91.4: 9.0 8.6
Old : 100.0: 37.3 33.9 16.3 37.4 41.7 91.0 91.9: 9.0 8.1
Other: 100.0: 14.8 13.1 2.7 78.4 48.7 95.8 64.5: 4.2 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 72 57 64 89 88 188 187:
Old : 254: 75 57 64 89 88 188 187:
Other: 46: 7 5 7 16 24 26 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 21.2 29.0 32.8 14.1 17.4 23.3 28.3
Old : 16.9 21.5 28.8 33.4 14.6 18.5 23.7 29.6
Other: 72.1 41.8 88.5 54.0 72.1 40.3 87.7 52.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 1,756,829: 313,586 426,661 451,291 766,130 683,255 1,531,006 1,561,207: 225,822 195,622
Old : 1,224,543: 284,668 443,413 267,860 519,823 412,099 1,072,352 1,123,371: 152,191 101,171
Other: 532,286: 115,833 70,163 96,516 246,306 271,156 458,655 437,835: 73,631 94,451
: : :
: : Changes in Commitments from: April 25, 2017 :
: -82,251: -6,529 -16,502 -17,309 -48,207 -38,813 -72,045 -72,624: -10,206 -9,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 24.3 25.7 43.6 38.9 87.1 88.9: 12.9 11.1
Old : 100.0: 23.2 36.2 21.9 42.5 33.7 87.6 91.7: 12.4 8.3
Other: 100.0: 21.8 13.2 18.1 46.3 50.9 86.2 82.3: 13.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 222 159 243 335 327 673 630:
Old : 756: 222 153 175 313 278 607 536:
Other: 566: 111 120 113 190 284 368 453:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 10.3 16.8 16.4 7.4 6.9 12.0 11.3
Old : 9.6 12.2 16.1 19.1 8.9 10.0 14.6 15.9
Other: 16.7 13.6 24.8 21.3 10.1 7.9 15.5 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,403: 1,549 962 602 2,228 4,123 4,379 5,687: 2,024 716
Old : 6,403: 1,549 962 602 2,228 4,123 4,379 5,687: 2,024 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -286: -13 -139 75 -27 54 35 -10: -321 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.0 9.4 34.8 64.4 68.4 88.8: 31.6 11.2
Old : 100.0: 24.2 15.0 9.4 34.8 64.4 68.4 88.8: 31.6 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 : 40: 15 7 7 12 12 29 24:
Old : 40: 15 7 7 12 12 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 45.2 42.5 64.1 25.8 44.7 35.1 61.1
Old : 31.6 45.2 42.5 64.1 25.8 44.7 35.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 796,675: 139,236 172,443 198,821 403,493 308,824 741,549 680,087: 55,126 116,588
Old : 495,413: 119,559 161,625 92,978 248,591 190,786 461,128 445,389: 34,284 50,024
Other: 301,263: 67,843 58,985 57,675 154,902 118,038 280,421 234,698: 20,842 66,565
: : :
: : Changes in Commitments from: April 25, 2017 :
: -25,197: 2,643 -2,521 -919 -21,896 -15,134 -20,172 -18,574: -5,025 -6,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.6 25.0 50.6 38.8 93.1 85.4: 6.9 14.6
Old : 100.0: 24.1 32.6 18.8 50.2 38.5 93.1 89.9: 6.9 10.1
Other: 100.0: 22.5 19.6 19.1 51.4 39.2 93.1 77.9: 6.9 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 176 191 243 197 241 505 565:
Old : 616: 168 174 165 160 208 415 469:
Other: 516: 115 146 123 135 210 321 413:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 11.5 21.9 17.5 13.7 9.3 20.5 13.7
Old : 13.3 17.3 21.9 24.7 12.9 15.0 20.8 21.7
Other: 22.5 9.7 31.0 16.2 20.8 8.7 28.5 13.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 12,480: 3,368 1,897 2,567 6,066 7,565 12,001 12,030: 480 451
Old : 12,433: 3,380 1,897 2,533 6,066 7,565 11,979 11,995: 454 438
Other: 48: 10 22 12 0 0 22 34: 26 13
: : :
: : Changes in Commitments from: April 25, 2017 :
: -250: -6 16 -5 -247 -220 -257 -208: 7 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.2 20.6 48.6 60.6 96.2 96.4: 3.8 3.6
Old : 100.0: 27.2 15.3 20.4 48.8 60.9 96.3 96.5: 3.7 3.5
Other: 100.0: 20.1 47.1 25.4 0.0 0.0 45.5 72.5: 54.5 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 9 11 10 12 22 24:
Old : 29: 4 9 11 10 12 22 24:
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 : 66.6 49.8 84.6 71.8 59.4 43.8 67.7 59.2
Old : 66.7 50.0 84.7 72.0 59.7 44.0 68.1 59.4
Other: 45.5 72.5 45.5 72.5 20.1 47.1 20.1 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 460,786: 103,593 121,984 105,553 214,397 201,649 423,543 429,186: 37,243 31,600
Old : 325,879: 96,956 118,239 56,079 147,861 126,256 300,895 300,574: 24,983 25,304
Other: 134,907: 37,565 34,674 18,546 66,536 75,392 122,647 128,612: 12,260 6,296
: : :
: : Changes in Commitments from: April 25, 2017 :
: 8,778: 4,531 -6,259 13,162 -8,643 6,315 9,050 13,218: -272 -4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.5 22.9 46.5 43.8 91.9 93.1: 8.1 6.9
Old : 100.0: 29.8 36.3 17.2 45.4 38.7 92.3 92.2: 7.7 7.8
Other: 100.0: 27.8 25.7 13.7 49.3 55.9 90.9 95.3: 9.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 91 104 120 92 79 257 249:
Old : 316: 96 102 89 82 75 226 226:
Other: 188: 54 50 46 56 48 139 120:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 18.5 16.6 25.8 8.9 13.8 15.4 20.6
Old : 10.9 16.1 19.1 24.9 10.6 13.5 18.7 21.8
Other: 16.5 34.7 26.3 44.9 16.5 31.4 26.2 40.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 764,438: 112,436 92,930 84,029 408,377 404,200 604,842 581,160: 159,597 183,279
Old : 764,438: 112,436 92,930 84,029 408,377 404,200 604,842 581,160: 159,597 183,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,050: -3,485 6,592 -1,237 7,895 -10,285 3,173 -4,929: -2,122 5,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.2 11.0 53.4 52.9 79.1 76.0: 20.9 24.0
Old : 100.0: 14.7 12.2 11.0 53.4 52.9 79.1 76.0: 20.9 24.0
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 : 165: 34 35 42 75 77 129 134:
Old : 165: 34 35 42 75 77 129 134:
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 : 19.9 19.7 29.2 30.2 14.2 15.2 21.8 20.6
Old : 19.9 19.7 29.2 30.2 14.2 15.2 21.8 20.6
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, May 02, 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 : 736,157: 30,870 119,611 9,836 582,981 509,604 623,687 639,051: 112,470 97,106
Old : 736,157: 30,870 119,611 9,836 582,981 509,604 623,687 639,051: 112,470 97,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,014: -9,441 5,220 6,015 10,488 -8,884 7,062 2,351: -6,048 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 16.2 1.3 79.2 69.2 84.7 86.8: 15.3 13.2
Old : 100.0: 4.2 16.2 1.3 79.2 69.2 84.7 86.8: 15.3 13.2
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 : 98: 7 12 8 60 58 72 73:
Old : 98: 7 12 8 60 58 72 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 : 18.9 32.6 33.4 49.2 16.5 32.5 27.1 47.3
Old : 18.9 32.6 33.4 49.2 16.5 32.5 27.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 4,484: 2,255 52 579 1,211 3,718 4,045 4,349: 439 135
Old : 4,484: 2,255 52 579 1,211 3,718 4,045 4,349: 439 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -375: -451 -208 63 23 -289 -365 -434: -10 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 1.2 12.9 27.0 82.9 90.2 97.0: 9.8 3.0
Old : 100.0: 50.3 1.2 12.9 27.0 82.9 90.2 97.0: 9.8 3.0
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 : 26: 12 1 3 8 11 20 15:
Old : 26: 12 1 3 8 11 20 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 : 47.3 71.0 72.4 88.5 40.7 60.7 52.6 66.5
Old : 47.3 71.0 72.4 88.5 40.7 60.7 52.6 66.5
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, May 02, 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 : 401,680: 88,631 74,210 71,853 194,789 216,308 355,274 362,372: 46,406 39,307
Old : 282,917: 81,933 71,342 38,928 128,015 143,622 248,876 253,891: 34,041 29,025
Other: 118,763: 21,144 17,314 18,480 66,774 72,687 106,398 108,481: 12,365 10,282
: : :
: : Changes in Commitments from: April 25, 2017 :
: 7,153: -4,732 4,667 6,146 7,461 -2,747 8,875 8,066: -1,722 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.5 17.9 48.5 53.9 88.4 90.2: 11.6 9.8
Old : 100.0: 29.0 25.2 13.8 45.2 50.8 88.0 89.7: 12.0 10.3
Other: 100.0: 17.8 14.6 15.6 56.2 61.2 89.6 91.3: 10.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 78 76 93 101 90 230 220:
Old : 278: 85 68 73 95 83 213 196:
Other: 186: 42 50 43 68 53 139 121:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 24.3 20.4 31.0 13.8 21.6 19.9 27.2
Old : 17.0 22.1 24.9 29.7 17.0 20.3 24.7 27.5
Other: 16.3 32.2 26.7 41.4 15.9 27.7 25.6 35.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 11,746: 2,076 5,141 941 5,870 4,023 8,887 10,105: 2,859 1,641
Old : 10,847: 2,460 5,060 484 5,359 3,872 8,304 9,416: 2,543 1,431
Other: 899: 25 490 48 510 151 583 689: 316 210
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,578: 87 1,409 362 855 -168 1,303 1,603: 275 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 43.8 8.0 50.0 34.2 75.7 86.0: 24.3 14.0
Old : 100.0: 22.7 46.7 4.5 49.4 35.7 76.6 86.8: 23.4 13.2
Other: 100.0: 2.8 54.5 5.3 56.8 16.8 64.9 76.6: 35.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 27 15 26 14 54 51:
Old : 81: 24 25 11 25 12 53 44:
Other: 27: 2 13 5 9 5 16 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 : 37.1 28.7 47.7 44.7 37.0 27.3 47.6 43.1
Old : 36.8 31.0 48.1 47.9 36.8 29.6 48.0 46.3
Other: 46.1 38.2 57.4 59.0 46.1 38.0 55.7 58.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 1,410,169: 254,342 247,023 66,558 965,849 950,056 1,286,748 1,263,637: 123,420 146,532
Old : 1,410,169: 254,342 247,023 66,558 965,849 950,056 1,286,748 1,263,637: 123,420 146,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -8,011: -14,562 -2,870 -3,462 15,470 -2,336 -2,554 -8,668: -5,457 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.5 4.7 68.5 67.4 91.2 89.6: 8.8 10.4
Old : 100.0: 18.0 17.5 4.7 68.5 67.4 91.2 89.6: 8.8 10.4
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 : 280: 65 44 39 112 115 190 185:
Old : 280: 65 44 39 112 115 190 185:
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 : 19.2 32.2 31.3 42.1 19.0 29.3 29.8 36.2
Old : 19.2 32.2 31.3 42.1 19.0 29.3 29.8 36.2
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, May 02, 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 : 3,877,509: 813,790 633,796 387,578 2,258,317 2,289,775 3,459,685 3,311,149: 417,824 566,360
Old : 3,877,509: 813,790 633,796 387,578 2,258,317 2,289,775 3,459,685 3,311,149: 417,824 566,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 87,672: 4,740 46,588 14,147 40,308 14,116 59,195 74,850: 28,477 12,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.3 10.0 58.2 59.1 89.2 85.4: 10.8 14.6
Old : 100.0: 21.0 16.3 10.0 58.2 59.1 89.2 85.4: 10.8 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 : 408: 66 114 98 181 196 313 342:
Old : 408: 66 114 98 181 196 313 342:
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 : 26.2 16.1 36.2 23.7 22.8 12.3 31.0 17.1
Old : 26.2 16.1 36.2 23.7 22.8 12.3 31.0 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, May 02, 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 : 346,816: 51,973 44,950 3,357 213,888 190,707 269,218 239,014: 77,598 107,802
Old : 346,816: 51,973 44,950 3,357 213,888 190,707 269,218 239,014: 77,598 107,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -4,873: -3,221 1,300 740 507 -6,441 -1,974 -4,401: -2,899 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.0 1.0 61.7 55.0 77.6 68.9: 22.4 31.1
Old : 100.0: 15.0 13.0 1.0 61.7 55.0 77.6 68.9: 22.4 31.1
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 : 55: 8 5 4 33 34 44 40:
Old : 55: 8 5 4 33 34 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 27.9 53.9 39.3 42.4 26.4 53.2 36.7
Old : 42.8 27.9 53.9 39.3 42.4 26.4 53.2 36.7
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, May 02, 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 : 3,424,624: 563,123 629,313 195,904 2,366,190 2,235,173 3,125,218 3,060,390: 299,407 364,234
Old : 3,424,624: 563,123 629,313 195,904 2,366,190 2,235,173 3,125,218 3,060,390: 299,407 364,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 59,169: -21,797 8,692 1,127 77,002 45,950 56,332 55,769: 2,837 3,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.4 5.7 69.1 65.3 91.3 89.4: 8.7 10.6
Old : 100.0: 16.4 18.4 5.7 69.1 65.3 91.3 89.4: 8.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 47 76 65 129 162 216 263:
Old : 316: 47 76 65 129 162 216 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 17.2 44.3 27.5 31.9 16.5 40.4 26.7
Old : 35.5 17.2 44.3 27.5 31.9 16.5 40.4 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 1,275,012: 162,034 199,420 243,594 836,785 776,443 1,242,413 1,219,457: 32,599 55,555
Old : 1,275,012: 162,034 199,420 243,594 836,785 776,443 1,242,413 1,219,457: 32,599 55,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -427,327: 23,470 -153,400 -84,676 -362,951 -188,907 -424,157 -426,983: -3,170 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.6 19.1 65.6 60.9 97.4 95.6: 2.6 4.4
Old : 100.0: 12.7 15.6 19.1 65.6 60.9 97.4 95.6: 2.6 4.4
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 : 146: 21 50 44 50 69 102 136:
Old : 146: 21 50 44 50 69 102 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 22.1 44.4 34.6 15.7 8.5 25.8 14.2
Old : 27.5 22.1 44.4 34.6 15.7 8.5 25.8 14.2
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, May 02, 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 : 63,926: 34,355 5,120 3,262 16,321 47,821 53,937 56,204: 9,989 7,722
Old : 63,926: 34,355 5,120 3,262 16,321 47,821 53,937 56,204: 9,989 7,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,491: -3,811 -584 -147 209 -1,814 -3,749 -2,546: 258 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 8.0 5.1 25.5 74.8 84.4 87.9: 15.6 12.1
Old : 100.0: 53.7 8.0 5.1 25.5 74.8 84.4 87.9: 15.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 47 16 14 31 30 84 55:
Old : 115: 47 16 14 31 30 84 55:
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 : 26.9 34.1 39.1 53.8 24.1 31.4 36.2 51.1
Old : 26.9 34.1 39.1 53.8 24.1 31.4 36.2 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, May 02, 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 : 127,852: 68,709 10,241 6,524 32,641 95,642 107,874 112,407: 19,977 15,444
Old : 127,852: 68,709 10,241 6,524 32,641 95,642 107,874 112,407: 19,977 15,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -6,982: -7,623 -1,169 -294 418 -3,628 -7,499 -5,091: 517 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 8.0 5.1 25.5 74.8 84.4 87.9: 15.6 12.1
Old : 100.0: 53.7 8.0 5.1 25.5 74.8 84.4 87.9: 15.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 47 16 14 31 30 84 55:
Old : 115: 47 16 14 31 30 84 55:
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 : 26.9 34.1 39.1 53.8 24.1 31.4 36.2 51.1
Old : 26.9 34.1 39.1 53.8 24.1 31.4 36.2 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, May 02, 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 : 39,214: 36,606 38,468 369 2,181 295 39,156 39,132: 58 82
Old : 39,214: 36,606 38,468 369 2,181 295 39,156 39,132: 58 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 7,977: 8,010 8,173 0 -57 -200 7,953 7,973: 24 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 98.1 0.9 5.6 0.8 99.9 99.8: 0.1 0.2
Old : 100.0: 93.3 98.1 0.9 5.6 0.8 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 : 42: 25 14 1 2 1 28 15:
Old : 42: 25 14 1 2 1 28 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 : 75.8 87.9 89.9 97.1 75.8 87.5 89.9 96.1
Old : 75.8 87.9 89.9 97.1 75.8 87.5 89.9 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, May 02, 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 : 29,636: 5,789 6,504 92 23,713 22,918 29,594 29,514: 42 122
Old : 29,636: 5,789 6,504 92 23,713 22,918 29,594 29,514: 42 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,721: -2,168 -113 0 453 -1,619 -1,715 -1,732: -6 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.9 0.3 80.0 77.3 99.9 99.6: 0.1 0.4
Old : 100.0: 19.5 21.9 0.3 80.0 77.3 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 : 46: 9 13 1 8 19 17 33:
Old : 46: 9 13 1 8 19 17 33:
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 : 82.2 48.7 94.8 65.3 82.2 48.7 94.8 65.3
Old : 82.2 48.7 94.8 65.3 82.2 48.7 94.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 25,965: 12,975 4,243 0 12,883 21,650 25,858 25,893: 107 72
Old : 25,965: 12,975 4,243 0 12,883 21,650 25,858 25,893: 107 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -737: -3,192 163 0 2,462 -898 -730 -735: -7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 16.3 0.0 49.6 83.4 99.6 99.7: 0.4 0.3
Old : 100.0: 50.0 16.3 0.0 49.6 83.4 99.6 99.7: 0.4 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 8 0 6 12 16 20:
Old : 34: 10 8 0 6 12 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 : 80.1 68.7 97.1 89.4 80.1 68.7 96.3 89.4
Old : 80.1 68.7 97.1 89.4 80.1 68.7 96.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017