WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 558,645: 134,708 237,659 172,027 202,385 107,981 509,119 517,667: 49,526 40,978
Old : 551,188: 133,745 238,339 170,099 198,912 103,710 502,756 512,148: 48,432 39,040
Other: 7,457: 2,501 858 390 3,472 4,270 6,363 5,519: 1,094 1,938
: : :
: : Changes in Commitments from: May 9, 2017 :
: 26,856: 4,853 17,992 11,653 8,660 -1,544 25,166 28,101: 1,690 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 42.5 30.8 36.2 19.3 91.1 92.7: 8.9 7.3
Old : 100.0: 24.3 43.2 30.9 36.1 18.8 91.2 92.9: 8.8 7.1
Other: 100.0: 33.5 11.5 5.2 46.6 57.3 85.3 74.0: 14.7 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 164 148 173 123 103 379 340:
Old : 458: 164 149 172 123 101 378 338:
Other: 75: 12 13 8 23 35 39 52:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 9.2 19.1 17.3 9.5 8.0 15.3 14.7
Old : 11.9 9.3 19.2 17.5 9.7 8.1 15.6 14.9
Other: 50.2 33.4 65.5 47.5 49.0 32.2 60.3 43.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 264,255: 93,001 79,666 39,022 107,114 121,779 239,137 240,466: 25,118 23,788
Old : 259,296: 93,085 79,843 37,905 103,465 119,403 234,455 237,151: 24,841 22,145
Other: 4,958: 828 734 206 3,649 2,376 4,682 3,315: 276 1,643
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,235: -1,200 8,322 -5,493 6,061 -545 -632 2,284: 1,868 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 30.1 14.8 40.5 46.1 90.5 91.0: 9.5 9.0
Old : 100.0: 35.9 30.8 14.6 39.9 46.0 90.4 91.5: 9.6 8.5
Other: 100.0: 16.7 14.8 4.1 73.6 47.9 94.4 66.9: 5.6 33.1
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 76 53 64 88 87 188 186:
Old : 254: 76 54 62 88 87 187 185:
Other: 47: 6 6 6 14 24 24 34:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 22.7 28.1 32.4 14.5 17.2 23.3 26.9
Old : 16.7 23.1 27.7 33.0 15.0 18.5 23.9 28.4
Other: 69.0 40.7 86.6 52.9 69.0 38.9 86.2 50.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,809,949: 329,297 461,123 482,439 769,152 663,984 1,580,888 1,607,546: 229,062 202,403
Old : 1,246,302: 301,522 466,350 294,290 498,698 383,217 1,094,510 1,143,858: 151,792 102,444
Other: 563,647: 114,327 81,325 101,597 270,453 280,766 486,377 463,688: 77,270 99,959
: : :
: : Changes in Commitments from: May 9, 2017 :
: 12,170: 22,668 15,437 -414 -13,594 -6,330 8,659 8,693: 3,511 3,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.5 26.7 42.5 36.7 87.3 88.8: 12.7 11.2
Old : 100.0: 24.2 37.4 23.6 40.0 30.7 87.8 91.8: 12.2 8.2
Other: 100.0: 20.3 14.4 18.0 48.0 49.8 86.3 82.3: 13.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 801: 232 160 252 340 323 694 634:
Old : 761: 231 153 180 318 266 619 531:
Other: 582: 124 122 111 199 283 383 459:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 9.2 15.8 15.4 7.0 6.2 11.5 11.1
Old : 8.8 10.8 14.8 18.7 8.2 8.6 13.4 15.6
Other: 16.6 13.0 25.0 20.6 10.7 7.7 16.8 12.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 7,018: 1,672 646 664 2,361 4,799 4,697 6,108: 2,321 910
Old : 7,018: 1,672 646 664 2,361 4,799 4,697 6,108: 2,321 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 326: 133 -28 -151 233 482 214 303: 112 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.2 9.5 33.6 68.4 66.9 87.0: 33.1 13.0
Old : 100.0: 23.8 9.2 9.5 33.6 68.4 66.9 87.0: 33.1 13.0
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 : 36: 14 6 6 12 11 29 20:
Old : 36: 14 6 6 12 11 29 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 : 30.6 47.3 40.5 65.0 21.6 41.5 30.0 55.6
Old : 30.6 47.3 40.5 65.0 21.6 41.5 30.0 55.6
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 16, 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 : 804,104: 145,778 167,619 206,469 398,214 310,319 750,460 684,406: 53,644 119,698
Old : 476,826: 124,083 157,258 89,894 232,534 180,514 446,511 427,665: 30,316 49,161
Other: 327,278: 75,195 63,861 63,075 165,680 129,805 303,950 256,741: 23,328 70,537
: : :
: : Changes in Commitments from: May 9, 2017 :
: 5,036: -597 -1,659 5,342 238 -1,082 4,983 2,600: 53 2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.8 25.7 49.5 38.6 93.3 85.1: 6.7 14.9
Old : 100.0: 26.0 33.0 18.9 48.8 37.9 93.6 89.7: 6.4 10.3
Other: 100.0: 23.0 19.5 19.3 50.6 39.7 92.9 78.4: 7.1 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 652: 172 190 243 198 239 502 561:
Old : 603: 166 173 163 166 201 416 457:
Other: 517: 112 154 134 135 212 326 426:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 11.3 21.8 17.3 13.4 9.7 20.2 13.8
Old : 13.9 18.0 22.0 25.4 13.6 15.8 21.0 23.0
Other: 20.8 9.3 29.4 15.7 19.1 8.5 26.9 13.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 12,099: 2,972 2,171 2,434 6,053 7,037 11,459 11,642: 641 457
Old : 12,052: 2,987 2,171 2,399 6,053 7,037 11,438 11,607: 614 445
Other: 47: 9 24 11 0 0 20 35: 27 12
: : :
: : Changes in Commitments from: May 9, 2017 :
: -328: -108 7 -14 -222 -285 -344 -292: 15 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.9 20.1 50.0 58.2 94.7 96.2: 5.3 3.8
Old : 100.0: 24.8 18.0 19.9 50.2 58.4 94.9 96.3: 5.1 3.7
Other: 100.0: 19.2 50.6 23.8 0.0 0.0 43.0 74.4: 57.0 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 9 10 10 12 21 24:
Old : 29: 4 9 10 10 12 21 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 : 67.5 48.4 83.0 71.8 59.7 44.4 68.6 59.9
Old : 67.6 48.6 83.2 72.1 60.1 44.5 68.9 60.2
Other: 43.0 74.4 43.0 74.4 19.2 50.6 19.2 50.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 449,112: 110,331 105,891 102,285 198,138 208,199 410,754 416,376: 38,357 32,736
Old : 302,772: 96,609 106,605 52,800 129,516 118,740 278,925 278,145: 23,847 24,627
Other: 146,340: 40,977 26,541 22,231 68,622 89,459 131,829 138,231: 14,510 8,109
: : :
: : Changes in Commitments from: May 9, 2017 :
: -557: 2,002 -4,341 2,150 -4,780 1,033 -629 -1,158: 72 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.6 22.8 44.1 46.4 91.5 92.7: 8.5 7.3
Old : 100.0: 31.9 35.2 17.4 42.8 39.2 92.1 91.9: 7.9 8.1
Other: 100.0: 28.0 18.1 15.2 46.9 61.1 90.1 94.5: 9.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 92 97 117 91 79 254 244:
Old : 308: 88 105 89 79 71 219 221:
Other: 190: 58 42 46 60 56 146 121:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 21.8 16.4 29.1 9.3 18.6 15.4 25.2
Old : 10.3 15.7 18.9 25.2 10.3 13.4 18.5 21.9
Other: 17.8 36.3 27.8 46.9 17.4 32.4 26.8 42.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 810,464: 119,717 125,340 87,668 431,005 412,460 638,390 625,468: 172,074 184,997
Old : 810,464: 119,717 125,340 87,668 431,005 412,460 638,390 625,468: 172,074 184,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 5,651: -7,119 14,882 1,864 2,551 -15,837 -2,705 909: 8,355 4,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 10.8 53.2 50.9 78.8 77.2: 21.2 22.8
Old : 100.0: 14.8 15.5 10.8 53.2 50.9 78.8 77.2: 21.2 22.8
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 : 167: 39 31 43 77 79 131 138:
Old : 167: 39 31 43 77 79 131 138:
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 18.2 28.6 29.6 13.9 16.1 21.5 22.7
Old : 19.9 18.2 28.6 29.6 13.9 16.1 21.5 22.7
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 16, 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 : 757,802: 34,197 140,547 16,467 585,206 493,951 635,870 650,965: 121,932 106,837
Old : 757,802: 34,197 140,547 16,467 585,206 493,951 635,870 650,965: 121,932 106,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 16,730: 1,525 255 5,902 1,803 7,197 9,230 13,354: 7,500 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 18.5 2.2 77.2 65.2 83.9 85.9: 16.1 14.1
Old : 100.0: 4.5 18.5 2.2 77.2 65.2 83.9 85.9: 16.1 14.1
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 : 107: 9 15 11 63 60 81 79:
Old : 107: 9 15 11 63 60 81 79:
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 : 18.6 32.2 32.3 48.1 15.1 32.2 25.7 46.1
Old : 18.6 32.2 32.3 48.1 15.1 32.2 25.7 46.1
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, May 16, 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 : 3,308: 1,598 409 401 1,011 2,291 3,010 3,101: 298 207
Old : 3,308: 1,598 409 401 1,011 2,291 3,010 3,101: 298 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -548: -315 238 -102 -121 -675 -538 -539: -10 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 12.4 12.1 30.6 69.3 91.0 93.7: 9.0 6.3
Old : 100.0: 48.3 12.4 12.1 30.6 69.3 91.0 93.7: 9.0 6.3
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 : 27: 11 3 3 7 11 19 16:
Old : 27: 11 3 3 7 11 19 16:
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 : 56.0 65.6 74.9 82.1 43.4 46.2 53.5 56.2
Old : 56.0 65.6 74.9 82.1 43.4 46.2 53.5 56.2
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 16, 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 : 407,460: 90,698 81,028 76,565 192,933 211,596 360,197 369,189: 47,263 38,270
Old : 272,101: 83,424 82,161 35,805 119,667 127,052 238,896 245,018: 33,205 27,083
Other: 135,359: 29,215 20,808 18,819 73,267 84,544 121,301 124,172: 14,058 11,187
: : :
: : Changes in Commitments from: May 9, 2017 :
: 5,682: -1,436 10,253 5,688 913 -9,824 5,165 6,117: 517 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.9 18.8 47.4 51.9 88.4 90.6: 11.6 9.4
Old : 100.0: 30.7 30.2 13.2 44.0 46.7 87.8 90.0: 12.2 10.0
Other: 100.0: 21.6 15.4 13.9 54.1 62.5 89.6 91.7: 10.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 77 73 91 103 91 230 217:
Old : 275: 81 70 71 96 81 215 187:
Other: 190: 46 48 44 70 58 140 128:
:----------------------------------------------------------------------------------------------------
: 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 23.2 19.5 30.0 12.7 20.7 18.7 26.5
Old : 16.5 18.9 24.5 26.9 16.5 18.4 24.4 26.1
Other: 15.4 34.6 26.6 44.1 15.0 29.9 25.6 38.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 10,037: 2,068 2,980 900 5,000 4,614 7,968 8,493: 2,069 1,544
Old : 9,001: 2,386 2,907 421 4,446 4,437 7,253 7,765: 1,748 1,236
Other: 1,036: 34 426 126 555 177 715 728: 321 307
: : :
: : Changes in Commitments from: May 9, 2017 :
: -1,804: -23 -2,170 -147 -852 674 -1,022 -1,643: -782 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.7 9.0 49.8 46.0 79.4 84.6: 20.6 15.4
Old : 100.0: 26.5 32.3 4.7 49.4 49.3 80.6 86.3: 19.4 13.7
Other: 100.0: 3.3 41.1 12.1 53.6 17.1 69.0 70.3: 31.0 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 20 12 18 12 45 38:
Old : 63: 24 16 9 17 10 44 32:
Other: 22: 2 10 7 8 5 16 16:
:----------------------------------------------------------------------------------------------------
: 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 : 41.6 34.6 52.3 53.4 40.9 32.7 51.3 49.8
Old : 41.7 37.9 53.4 58.0 41.2 35.3 52.8 54.7
Other: 48.4 37.3 61.2 56.0 46.2 35.8 52.3 52.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,458,607: 257,419 234,459 64,088 1,016,822 983,998 1,338,329 1,282,545: 120,277 176,062
Old : 1,458,607: 257,419 234,459 64,088 1,016,822 983,998 1,338,329 1,282,545: 120,277 176,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 73,658: 45,721 29,217 247 25,022 26,870 70,991 56,334: 2,667 17,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.1 4.4 69.7 67.5 91.8 87.9: 8.2 12.1
Old : 100.0: 17.6 16.1 4.4 69.7 67.5 91.8 87.9: 8.2 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 : 275: 64 45 41 113 118 191 190:
Old : 275: 64 45 41 113 118 191 190:
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 : 18.1 32.8 29.3 40.5 18.1 28.8 27.8 34.3
Old : 18.1 32.8 29.3 40.5 18.1 28.8 27.8 34.3
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 16, 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 : 3,985,749: 859,692 643,061 428,050 2,316,235 2,325,529 3,603,977 3,396,639: 381,772 589,110
Old : 3,985,749: 859,692 643,061 428,050 2,316,235 2,325,529 3,603,977 3,396,639: 381,772 589,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 29,046: 20,462 13,770 4,327 -5,370 10,808 19,419 28,905: 9,627 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.1 10.7 58.1 58.3 90.4 85.2: 9.6 14.8
Old : 100.0: 21.6 16.1 10.7 58.1 58.3 90.4 85.2: 9.6 14.8
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 : 403: 88 88 94 177 194 308 333:
Old : 403: 88 88 94 177 194 308 333:
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 : 25.7 15.8 35.5 23.7 21.9 12.5 30.3 17.3
Old : 25.7 15.8 35.5 23.7 21.9 12.5 30.3 17.3
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 16, 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 : 352,291: 58,020 46,062 4,020 209,653 183,325 271,693 233,407: 80,598 118,884
Old : 352,291: 58,020 46,062 4,020 209,653 183,325 271,693 233,407: 80,598 118,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 7,192: 3,040 458 1,840 -2,065 -684 2,815 1,614: 4,377 5,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.1 1.1 59.5 52.0 77.1 66.3: 22.9 33.7
Old : 100.0: 16.5 13.1 1.1 59.5 52.0 77.1 66.3: 22.9 33.7
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 : 52: 8 5 5 33 32 44 39:
Old : 52: 8 5 5 33 32 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 28.9 54.5 39.2 42.6 27.4 53.3 37.0
Old : 43.0 28.9 54.5 39.2 42.6 27.4 53.3 37.0
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 16, 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 : 3,374,120: 448,503 589,931 248,279 2,402,051 2,163,058 3,098,833 3,001,268: 275,287 372,852
Old : 3,374,120: 448,503 589,931 248,279 2,402,051 2,163,058 3,098,833 3,001,268: 275,287 372,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 10,025: -33,994 -18,466 35,108 14,739 -11,181 15,853 5,460: -5,828 4,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.5 7.4 71.2 64.1 91.8 88.9: 8.2 11.1
Old : 100.0: 13.3 17.5 7.4 71.2 64.1 91.8 88.9: 8.2 11.1
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 : 307: 49 74 71 129 149 221 251:
Old : 307: 49 74 71 129 149 221 251:
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 : 36.9 17.4 45.9 27.2 33.7 16.9 42.1 26.0
Old : 36.9 17.4 45.9 27.2 33.7 16.9 42.1 26.0
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 16, 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 : 1,529,338: 233,367 260,558 326,264 933,665 884,903 1,493,295 1,471,725: 36,043 57,613
Old : 1,529,338: 233,367 260,558 326,264 933,665 884,903 1,493,295 1,471,725: 36,043 57,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 109,378: -14,871 38,054 35,407 88,563 35,673 109,098 109,134: 279 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.0 21.3 61.1 57.9 97.6 96.2: 2.4 3.8
Old : 100.0: 15.3 17.0 21.3 61.1 57.9 97.6 96.2: 2.4 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 : 152: 18 53 50 58 73 115 142:
Old : 152: 18 53 50 58 73 115 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 22.4 49.8 34.7 22.5 11.2 33.4 18.2
Old : 30.9 22.4 49.8 34.7 22.5 11.2 33.4 18.2
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 16, 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 : 61,465: 28,775 5,754 3,449 19,259 43,626 51,482 52,829: 9,983 8,637
Old : 61,465: 28,775 5,754 3,449 19,259 43,626 51,482 52,829: 9,983 8,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 49: -1,188 448 -96 1,618 -931 333 -579: -284 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 9.4 5.6 31.3 71.0 83.8 85.9: 16.2 14.1
Old : 100.0: 46.8 9.4 5.6 31.3 71.0 83.8 85.9: 16.2 14.1
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 : 106: 40 14 10 32 29 75 50:
Old : 106: 40 14 10 32 29 75 50:
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 : 24.6 34.2 36.9 54.4 21.7 31.3 33.9 51.6
Old : 24.6 34.2 36.9 54.4 21.7 31.3 33.9 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, May 16, 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 : 122,931: 57,549 11,508 6,898 38,518 87,252 102,965 105,657: 19,966 17,273
Old : 122,931: 57,549 11,508 6,898 38,518 87,252 102,965 105,657: 19,966 17,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 98: -2,377 896 -193 3,236 -1,862 667 -1,158: -568 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 9.4 5.6 31.3 71.0 83.8 85.9: 16.2 14.1
Old : 100.0: 46.8 9.4 5.6 31.3 71.0 83.8 85.9: 16.2 14.1
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 : 106: 40 14 10 32 29 75 50:
Old : 106: 40 14 10 32 29 75 50:
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 : 24.6 34.2 36.9 54.4 21.7 31.3 33.9 51.6
Old : 24.6 34.2 36.9 54.4 21.7 31.3 33.9 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, May 16, 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 : 42,126: 37,891 39,616 1,885 2,275 544 42,051 42,045: 75 81
Old : 42,126: 37,891 39,616 1,885 2,275 544 42,051 42,045: 75 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 523: -250 -225 759 0 0 509 534: 14 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 94.0 4.5 5.4 1.3 99.8 99.8: 0.2 0.2
Old : 100.0: 89.9 94.0 4.5 5.4 1.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 25 16 2 2 1 29 17:
Old : 44: 25 16 2 2 1 29 17:
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 : 72.9 83.7 87.3 94.2 72.9 80.1 86.2 89.7
Old : 72.9 83.7 87.3 94.2 72.9 80.1 86.2 89.7
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 16, 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 : 31,071: 6,701 6,581 92 24,189 24,275 30,982 30,948: 89 123
Old : 31,071: 6,701 6,581 92 24,189 24,275 30,982 30,948: 89 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 778: 712 31 0 24 735 736 766: 42 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.2 0.3 77.9 78.1 99.7 99.6: 0.3 0.4
Old : 100.0: 21.6 21.2 0.3 77.9 78.1 99.7 99.6: 0.3 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 7 19 16 33:
Old : 46: 9 13 1 7 19 16 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 : 80.3 51.5 94.0 67.4 80.3 51.5 94.0 67.4
Old : 80.3 51.5 94.0 67.4 80.3 51.5 94.0 67.4
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 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,165: 11,098 5,003 0 15,026 21,017 26,124 26,020: 41 145
Old : 26,165: 11,098 5,003 0 15,026 21,017 26,124 26,020: 41 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 495: -1,125 596 0 1,644 -163 519 433: -24 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 19.1 0.0 57.4 80.3 99.8 99.4: 0.2 0.6
Old : 100.0: 42.4 19.1 0.0 57.4 80.3 99.8 99.4: 0.2 0.6
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 : 35: 9 10 0 6 12 15 22:
Old : 35: 9 10 0 6 12 15 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 67.7 97.9 86.6 86.4 67.7 97.5 86.6
Old : 86.4 67.7 97.9 86.6 86.4 67.7 97.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017