WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 566,189: 133,537 231,113 177,539 205,421 113,751 516,497 522,403: 49,692 43,786
Old : 557,054: 132,631 232,519 174,227 201,727 109,073 508,585 515,819: 48,470 41,235
Other: 9,135: 3,874 1,562 345 3,695 4,677 7,913 6,584: 1,222 2,551
: : :
: : Changes in Commitments from: May 23, 2017 :
: -136: -3,271 3,327 -9,378 14,317 3,829 1,669 -2,222: -1,805 2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 40.8 31.4 36.3 20.1 91.2 92.3: 8.8 7.7
Old : 100.0: 23.8 41.7 31.3 36.2 19.6 91.3 92.6: 8.7 7.4
Other: 100.0: 42.4 17.1 3.8 40.4 51.2 86.6 72.1: 13.4 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 143 150 168 124 103 365 337:
Old : 446: 147 148 167 124 100 364 334:
Other: 75: 9 14 8 22 39 35 58:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 9.3 18.5 17.1 9.2 7.7 14.9 14.4
Old : 11.6 9.4 18.7 17.3 9.4 7.8 15.2 14.6
Other: 53.6 28.2 67.0 41.2 53.6 27.9 65.7 38.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 294,038: 90,862 79,299 60,372 115,189 129,338 266,423 269,009: 27,614 25,029
Old : 287,272: 91,252 80,265 57,871 110,707 125,884 259,829 264,019: 27,443 23,253
Other: 6,766: 1,830 1,253 283 4,482 3,454 6,594 4,990: 172 1,776
: : :
: : Changes in Commitments from: May 23, 2017 :
: 8,619: -922 -1,021 7,306 1,263 1,547 7,646 7,832: 973 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 27.0 20.5 39.2 44.0 90.6 91.5: 9.4 8.5
Old : 100.0: 31.8 27.9 20.1 38.5 43.8 90.4 91.9: 9.6 8.1
Other: 100.0: 27.0 18.5 4.2 66.2 51.1 97.5 73.8: 2.5 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 73 58 74 96 88 206 194:
Old : 264: 73 59 73 96 88 206 193:
Other: 58: 12 6 8 18 26 33 39:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 20.7 26.1 31.5 13.1 16.0 21.2 24.7
Old : 15.3 21.2 25.9 32.3 13.5 17.3 22.0 26.2
Other: 59.5 32.3 79.2 52.9 59.5 32.3 78.9 51.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,797,132: 327,466 465,504 456,037 771,950 668,255 1,555,454 1,589,797: 241,678 207,335
Old : 1,191,797: 292,061 462,667 266,652 478,160 363,972 1,036,873 1,093,291: 154,924 98,506
Other: 605,335: 120,571 88,003 104,221 293,790 304,283 518,581 496,506: 86,754 108,829
: : :
: : Changes in Commitments from: May 23, 2017 :
: -37,086: -5,076 21,807 -34,785 -2,232 -27,234 -42,094 -40,212: 5,009 3,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.9 25.4 43.0 37.2 86.6 88.5: 13.4 11.5
Old : 100.0: 24.5 38.8 22.4 40.1 30.5 87.0 91.7: 13.0 8.3
Other: 100.0: 19.9 14.5 17.2 48.5 50.3 85.7 82.0: 14.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 791: 215 168 236 336 318 670 627:
Old : 740: 206 165 173 308 262 587 530:
Other: 587: 127 125 111 208 282 399 457:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 8.3 15.3 14.5 7.2 6.3 11.7 11.2
Old : 9.3 9.9 14.8 18.3 8.7 9.7 14.0 17.1
Other: 16.6 11.8 25.2 19.4 12.1 6.9 18.2 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 7,158: 1,686 542 674 2,305 4,957 4,664 6,173: 2,493 984
Old : 7,158: 1,686 542 674 2,305 4,957 4,664 6,173: 2,493 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 41: 46 4 -55 -40 -53 -49 -104: 90 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.6 9.4 32.2 69.3 65.2 86.2: 34.8 13.8
Old : 100.0: 23.5 7.6 9.4 32.2 69.3 65.2 86.2: 34.8 13.8
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 : 37: 12 7 5 13 13 29 21:
Old : 37: 12 7 5 13 13 29 21:
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 : 29.8 45.9 39.7 63.6 21.1 42.7 30.4 54.3
Old : 29.8 45.9 39.7 63.6 21.1 42.7 30.4 54.3
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 30, 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 : 881,728: 126,700 202,976 242,492 452,325 313,726 821,518 759,195: 60,210 122,533
Old : 513,055: 107,786 193,111 102,075 270,408 170,864 480,270 466,050: 32,786 47,005
Other: 368,673: 76,727 67,678 82,604 181,917 142,862 341,248 293,144: 27,425 75,528
: : :
: : Changes in Commitments from: May 23, 2017 :
: 38,710: -5,885 19,881 16,385 24,463 -966 34,963 35,300: 3,747 3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 23.0 27.5 51.3 35.6 93.2 86.1: 6.8 13.9
Old : 100.0: 21.0 37.6 19.9 52.7 33.3 93.6 90.8: 6.4 9.2
Other: 100.0: 20.8 18.4 22.4 49.3 38.8 92.6 79.5: 7.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 187 194 246 201 225 518 556:
Old : 599: 193 152 149 173 177 426 424:
Other: 531: 128 159 158 142 208 364 438:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 10.5 21.2 16.2 13.1 7.9 19.2 12.0
Old : 15.6 16.0 23.7 23.8 15.3 13.4 22.4 20.4
Other: 16.8 8.5 26.2 15.4 16.3 6.8 22.7 11.6
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 15,351: 3,620 2,503 3,239 7,934 9,174 14,794 14,917: 557 434
Old : 15,305: 3,643 2,503 3,202 7,934 9,174 14,779 14,879: 526 426
Other: 46: 7 30 8 0 0 15 38: 31 8
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,077: 173 10 57 821 910 1,050 976: 27 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.3 21.1 51.7 59.8 96.4 97.2: 3.6 2.8
Old : 100.0: 23.8 16.4 20.9 51.8 59.9 96.6 97.2: 3.4 2.8
Other: 100.0: 15.8 64.5 17.4 0.0 0.0 33.2 81.9: 66.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 8 11 11 12 23 24:
Old : 29: 5 8 11 11 12 23 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 : 65.2 46.3 84.3 67.7 59.0 40.7 64.8 56.0
Old : 65.3 46.5 84.4 67.9 59.3 40.9 65.1 56.1
Other: 33.2 81.9 33.2 81.9 15.8 64.5 15.8 64.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 474,362: 110,068 118,210 115,985 213,826 203,219 439,879 437,414: 34,483 36,948
Old : 306,214: 99,128 118,234 58,410 127,447 102,426 284,985 279,070: 21,229 27,144
Other: 168,149: 43,247 32,284 25,268 86,378 100,793 154,894 158,344: 13,255 9,804
: : :
: : Changes in Commitments from: May 23, 2017 :
: 16,194: 495 11,794 7,452 8,459 -7,182 16,407 12,065: -212 4,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 24.9 24.5 45.1 42.8 92.7 92.2: 7.3 7.8
Old : 100.0: 32.4 38.6 19.1 41.6 33.4 93.1 91.1: 6.9 8.9
Other: 100.0: 25.7 19.2 15.0 51.4 59.9 92.1 94.2: 7.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 99 104 128 95 84 266 269:
Old : 330: 101 109 98 82 74 232 242:
Other: 212: 61 58 56 63 60 162 140:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 19.1 15.7 25.7 8.8 14.8 14.8 21.3
Old : 10.5 12.7 19.3 21.9 10.5 10.8 19.3 19.5
Other: 19.0 35.8 29.5 46.6 18.7 31.7 28.8 41.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 865,142: 134,560 119,312 125,376 421,247 441,563 681,182 686,250: 183,960 178,892
Old : 865,142: 134,560 119,312 125,376 421,247 441,563 681,182 686,250: 183,960 178,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -115,288: -11,787 11,574 -43,010 -63,157 -66,283 -117,954 -97,718: 2,666 -17,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.8 14.5 48.7 51.0 78.7 79.3: 21.3 20.7
Old : 100.0: 15.6 13.8 14.5 48.7 51.0 78.7 79.3: 21.3 20.7
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 : 162: 34 34 42 71 76 124 133:
Old : 162: 34 34 42 71 76 124 133:
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 : 18.6 16.3 27.6 26.0 13.4 13.7 20.6 19.6
Old : 18.6 16.3 27.6 26.0 13.4 13.7 20.6 19.6
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 30, 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 : 775,586: 31,191 143,632 16,067 604,129 519,717 651,387 679,416: 124,199 96,170
Old : 775,586: 31,191 143,632 16,067 604,129 519,717 651,387 679,416: 124,199 96,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,009: -1,104 2,639 3,005 19,248 8,279 21,149 13,924: -20,140 -12,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 18.5 2.1 77.9 67.0 84.0 87.6: 16.0 12.4
Old : 100.0: 4.0 18.5 2.1 77.9 67.0 84.0 87.6: 16.0 12.4
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 : 111: 12 15 12 64 65 83 85:
Old : 111: 12 15 12 64 65 83 85:
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 31.6 33.0 49.4 14.6 30.9 24.9 45.2
Old : 19.2 31.6 33.0 49.4 14.6 30.9 24.9 45.2
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 30, 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 : 3,397: 1,150 387 834 1,169 2,017 3,153 3,238: 244 159
Old : 3,397: 1,150 387 834 1,169 2,017 3,153 3,238: 244 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 54: -71 139 191 -35 -245 85 85: -31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.4 24.6 34.4 59.4 92.8 95.3: 7.2 4.7
Old : 100.0: 33.9 11.4 24.6 34.4 59.4 92.8 95.3: 7.2 4.7
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 : 23: 8 4 4 8 11 17 18:
Old : 23: 8 4 4 8 11 17 18:
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 : 56.9 62.6 80.1 81.5 33.0 36.7 43.6 46.5
Old : 56.9 62.6 80.1 81.5 33.0 36.7 43.6 46.5
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 30, 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 : 449,312: 83,799 106,918 92,204 226,271 204,865 402,274 403,986: 47,038 45,326
Old : 288,593: 82,765 108,347 37,948 136,024 109,222 256,736 255,517: 31,857 33,077
Other: 160,719: 31,976 29,512 23,315 90,247 95,643 145,538 148,469: 15,181 12,250
: : :
: : Changes in Commitments from: May 23, 2017 :
: 13,779: -1,794 9,683 -794 15,328 1,604 12,741 10,493: 1,038 3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.8 20.5 50.4 45.6 89.5 89.9: 10.5 10.1
Old : 100.0: 28.7 37.5 13.1 47.1 37.8 89.0 88.5: 11.0 11.5
Other: 100.0: 19.9 18.4 14.5 56.2 59.5 90.6 92.4: 9.4 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 73 85 98 108 96 241 234:
Old : 286: 85 75 74 100 85 220 204:
Other: 199: 40 60 48 71 59 148 133:
:----------------------------------------------------------------------------------------------------
: 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 19.0 20.7 25.6 11.3 13.0 16.6 18.1
Old : 16.8 14.2 25.0 21.9 16.1 13.3 23.8 21.0
Other: 16.3 34.9 27.8 44.7 15.5 29.4 25.7 37.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 10,422: 2,421 1,929 1,331 4,713 5,450 8,466 8,711: 1,957 1,711
Old : 8,501: 2,568 1,828 639 3,966 4,916 7,173 7,383: 1,328 1,117
Other: 1,922: 175 423 370 747 534 1,293 1,327: 629 594
: : :
: : Changes in Commitments from: May 23, 2017 :
: -70: 101 -222 142 -276 17 -33 -63: -37 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 18.5 12.8 45.2 52.3 81.2 83.6: 18.8 16.4
Old : 100.0: 30.2 21.5 7.5 46.7 57.8 84.4 86.9: 15.6 13.1
Other: 100.0: 9.1 22.0 19.3 38.9 27.8 67.3 69.1: 32.7 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 25 17 17 20 14 52 41:
Old : 64: 25 14 13 18 12 48 34:
Other: 35: 7 11 10 13 9 25 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.8 49.1 53.1 36.9 34.7 46.8 52.0
Old : 41.9 38.5 53.7 60.2 40.5 38.5 52.0 59.3
Other: 31.9 32.2 44.5 46.2 30.5 30.8 38.1 40.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,328,005: 229,578 240,330 70,392 897,506 835,582 1,197,476 1,146,304: 130,529 181,701
Old : 1,328,005: 229,578 240,330 70,392 897,506 835,582 1,197,476 1,146,304: 130,529 181,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -131,103: 949 -7,927 -39,408 -63,316 -62,964 -101,775 -110,299: -29,328 -20,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.1 5.3 67.6 62.9 90.2 86.3: 9.8 13.7
Old : 100.0: 17.3 18.1 5.3 67.6 62.9 90.2 86.3: 9.8 13.7
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 : 268: 60 52 43 114 115 196 188:
Old : 268: 60 52 43 114 115 196 188:
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 : 18.4 26.2 28.9 33.3 18.4 22.0 27.4 28.3
Old : 18.4 26.2 28.9 33.3 18.4 22.0 27.4 28.3
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 30, 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 : 3,751,619: 870,446 622,416 350,941 2,101,525 2,178,755 3,322,911 3,152,111: 428,708 599,508
Old : 3,751,619: 870,446 622,416 350,941 2,101,525 2,178,755 3,322,911 3,152,111: 428,708 599,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -485,513: -49,574 67,408 -222,950 -242,623 -348,160 -515,147 -503,702: 29,634 18,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.6 9.4 56.0 58.1 88.6 84.0: 11.4 16.0
Old : 100.0: 23.2 16.6 9.4 56.0 58.1 88.6 84.0: 11.4 16.0
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 : 389: 85 92 101 163 178 301 320:
Old : 389: 85 92 101 163 178 301 320:
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 : 24.2 15.5 33.0 24.2 20.9 13.5 28.2 18.7
Old : 24.2 15.5 33.0 24.2 20.9 13.5 28.2 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 374,990: 78,711 38,847 3,267 203,948 211,274 285,926 253,388: 89,064 121,602
Old : 374,990: 78,711 38,847 3,267 203,948 211,274 285,926 253,388: 89,064 121,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 4,238: 11,010 5,361 -1,077 -6,020 3,082 3,913 7,366: 325 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.4 0.9 54.4 56.3 76.2 67.6: 23.8 32.4
Old : 100.0: 21.0 10.4 0.9 54.4 56.3 76.2 67.6: 23.8 32.4
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 : 56: 10 6 7 33 36 47 45:
Old : 56: 10 6 7 33 36 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 27.0 49.8 37.5 37.6 26.1 48.9 35.4
Old : 38.5 27.0 49.8 37.5 37.6 26.1 48.9 35.4
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 30, 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 : 3,416,561: 499,622 577,586 213,890 2,359,193 2,200,599 3,072,705 2,992,074: 343,856 424,487
Old : 3,416,561: 499,622 577,586 213,890 2,359,193 2,200,599 3,072,705 2,992,074: 343,856 424,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -135,265: 6,405 -12,801 -106,609 -62,524 -55,457 -162,728 -174,867: 27,463 39,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.9 6.3 69.1 64.4 89.9 87.6: 10.1 12.4
Old : 100.0: 14.6 16.9 6.3 69.1 64.4 89.9 87.6: 10.1 12.4
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 : 294: 54 58 63 129 149 215 240:
Old : 294: 54 58 63 129 149 215 240:
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 : 35.6 16.4 45.1 26.2 30.7 15.5 39.8 24.6
Old : 35.6 16.4 45.1 26.2 30.7 15.5 39.8 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,720,444: 300,539 302,479 358,533 1,014,434 992,658 1,673,506 1,653,669: 46,938 66,775
Old : 1,720,444: 300,539 302,479 358,533 1,014,434 992,658 1,673,506 1,653,669: 46,938 66,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 63,043: 3,933 915 9,705 42,068 51,539 55,705 62,159: 7,337 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.6 20.8 59.0 57.7 97.3 96.1: 2.7 3.9
Old : 100.0: 17.5 17.6 20.8 59.0 57.7 97.3 96.1: 2.7 3.9
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 : 164: 21 56 55 63 75 124 154:
Old : 164: 21 56 55 63 75 124 154:
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 : 32.8 17.6 50.5 29.2 25.3 9.9 33.6 16.4
Old : 32.8 17.6 50.5 29.2 25.3 9.9 33.6 16.4
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 30, 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 : 60,648: 30,362 7,234 3,059 18,495 41,081 51,916 51,373: 8,732 9,275
Old : 60,648: 30,362 7,234 3,059 18,495 41,081 51,916 51,373: 8,732 9,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -242: 1,577 564 73 -1,298 -1,329 352 -692: -595 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 11.9 5.0 30.5 67.7 85.6 84.7: 14.4 15.3
Old : 100.0: 50.1 11.9 5.0 30.5 67.7 85.6 84.7: 14.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 46 19 11 31 30 80 57:
Old : 116: 46 19 11 31 30 80 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 33.8 35.8 52.1 20.3 31.1 32.7 49.2
Old : 23.4 33.8 35.8 52.1 20.3 31.1 32.7 49.2
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 30, 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 : 121,296: 60,725 14,467 6,118 36,990 82,161 103,832 102,746: 17,463 18,550
Old : 121,296: 60,725 14,467 6,118 36,990 82,161 103,832 102,746: 17,463 18,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -485: 3,154 1,128 146 -2,595 -2,659 705 -1,384: -1,190 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 11.9 5.0 30.5 67.7 85.6 84.7: 14.4 15.3
Old : 100.0: 50.1 11.9 5.0 30.5 67.7 85.6 84.7: 14.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 46 19 11 31 30 80 57:
Old : 116: 46 19 11 31 30 80 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 33.8 35.8 52.1 20.3 31.1 32.7 49.2
Old : 23.4 33.8 35.8 52.1 20.3 31.1 32.7 49.2
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 30, 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 : 40,851: 39,286 39,941 257 1,249 544 40,792 40,742: 59 109
Old : 40,851: 39,286 39,941 257 1,249 544 40,792 40,742: 59 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -8,014: -8,022 -8,046 1 0 0 -8,021 -8,045: 7 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 97.8 0.6 3.1 1.3 99.9 99.7: 0.1 0.3
Old : 100.0: 96.2 97.8 0.6 3.1 1.3 99.9 99.7: 0.1 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 : 37: 22 13 2 1 1 24 15:
Old : 37: 22 13 2 1 1 24 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 : 72.3 87.4 88.3 97.4 72.3 87.4 88.3 96.7
Old : 72.3 87.4 88.3 97.4 72.3 87.4 88.3 96.7
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 30, 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 : 29,634: 4,409 5,490 110 25,088 23,928 29,607 29,528: 27 106
Old : 29,634: 4,409 5,490 110 25,088 23,928 29,607 29,528: 27 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -186: -245 207 18 53 -388 -174 -163: -12 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.5 0.4 84.7 80.7 99.9 99.6: 0.1 0.4
Old : 100.0: 14.9 18.5 0.4 84.7 80.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 14 2 9 20 22 36:
Old : 51: 13 14 2 9 20 22 36:
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 : 82.9 52.4 94.6 68.3 82.9 52.4 94.3 68.3
Old : 82.9 52.4 94.6 68.3 82.9 52.4 94.3 68.3
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 30, 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 : 24,614: 9,266 5,784 130 15,170 18,590 24,566 24,504: 48 110
Old : 24,614: 9,266 5,784 130 15,170 18,590 24,566 24,504: 48 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,292: -1,181 -16 130 -231 -1,437 -1,282 -1,323: -10 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 23.5 0.5 61.6 75.5 99.8 99.6: 0.2 0.4
Old : 100.0: 37.6 23.5 0.5 61.6 75.5 99.8 99.6: 0.2 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 : 32: 8 10 1 6 10 14 21:
Old : 32: 8 10 1 6 10 14 21:
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 : 91.2 70.6 98.2 88.6 90.6 70.6 97.2 88.6
Old : 91.2 70.6 98.2 88.6 90.6 70.6 97.2 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017