WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 17, 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 : 480,997: 157,831 209,540 92,666 184,501 137,612 434,998 439,818: 45,999 41,179
Old : 339,907: 146,154 201,169 35,468 126,584 77,325 308,206 313,962: 31,701 25,945
Other: 141,090: 50,909 47,603 17,966 57,917 60,287 126,792 125,856: 14,298 15,234
: : :
: : Changes in Commitments from: January 10, 2017 :
: 17,242: 1,199 5,722 -251 17,176 13,684 18,124 19,155: -882 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 43.6 19.3 38.4 28.6 90.4 91.4: 9.6 8.6
Old : 100.0: 43.0 59.2 10.4 37.2 22.7 90.7 92.4: 9.3 7.6
Other: 100.0: 36.1 33.7 12.7 41.0 42.7 89.9 89.2: 10.1 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 148 149 124 103 105 332 316:
Old : 430: 159 135 76 94 87 294 260:
Other: 247: 62 77 46 56 84 144 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 9.8 20.3 17.9 11.4 9.3 18.5 16.2
Old : 12.9 13.5 22.2 24.4 12.4 13.2 20.7 22.6
Other: 24.0 15.8 38.5 25.2 23.1 15.5 36.8 23.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 17, 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 : 232,648: 87,565 52,544 36,908 87,554 120,900 212,027 210,352: 20,621 22,296
Old : 144,182: 77,362 55,929 9,897 43,605 64,682 130,864 130,508: 13,318 13,674
Other: 88,466: 33,753 20,165 3,461 43,949 56,218 81,163 79,844: 7,303 8,622
: : :
: : Changes in Commitments from: January 10, 2017 :
: -1,534: 521 -7,073 -398 -1,045 6,770 -922 -701: -612 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.6 15.9 37.6 52.0 91.1 90.4: 8.9 9.6
Old : 100.0: 53.7 38.8 6.9 30.2 44.9 90.8 90.5: 9.2 9.5
Other: 100.0: 38.2 22.8 3.9 49.7 63.5 91.7 90.3: 8.3 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 77 54 63 73 79 184 176:
Old : 236: 72 56 38 60 70 149 152:
Other: 163: 46 29 17 50 65 105 102:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 18.7 27.4 27.4 13.8 18.3 23.5 25.6
Old : 20.6 19.5 30.7 30.5 20.2 18.2 29.3 28.1
Other: 23.4 35.8 35.7 51.0 23.4 35.7 35.6 49.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 17, 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 : 1,321,861: 388,939 322,138 194,523 596,450 623,716 1,179,912 1,140,377: 141,949 181,484
Old : 1,161,547: 374,255 327,653 143,391 520,354 542,056 1,038,000 1,013,100: 123,547 148,447
Other: 160,314: 60,807 40,608 5,009 76,096 81,660 141,912 127,277: 18,402 33,037
: : :
: : Changes in Commitments from: January 10, 2017 :
: 70,528: 22,288 -1,492 16,016 28,527 57,158 66,831 71,682: 3,697 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 24.4 14.7 45.1 47.2 89.3 86.3: 10.7 13.7
Old : 100.0: 32.2 28.2 12.3 44.8 46.7 89.4 87.2: 10.6 12.8
Other: 100.0: 37.9 25.3 3.1 47.5 50.9 88.5 79.4: 11.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 157 154 182 241 316 515 573:
Old : 717: 159 175 157 235 294 496 533:
Other: 440: 78 73 28 74 247 168 336:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 12.0 19.8 18.7 11.7 11.7 19.0 17.3
Old : 13.4 13.2 21.9 20.4 13.4 12.9 21.6 18.7
Other: 21.6 14.9 32.9 24.9 21.0 14.6 32.3 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 17, 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 : 7,645: 1,884 2,035 199 2,928 4,320 5,011 6,554: 2,634 1,091
Old : 7,186: 1,800 2,080 130 2,696 4,036 4,626 6,246: 2,560 940
Other: 459: 145 16 8 232 284 385 308: 74 151
: : :
: : Changes in Commitments from: January 10, 2017 :
: 818: -1 239 105 163 369 267 713: 551 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 26.6 2.6 38.3 56.5 65.5 85.7: 34.5 14.3
Old : 100.0: 25.0 28.9 1.8 37.5 56.2 64.4 86.9: 35.6 13.1
Other: 100.0: 31.6 3.5 1.7 50.5 61.9 83.9 67.1: 16.1 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 7 4 13 10 30 18:
Old : 37: 13 7 2 13 9 27 17:
Other: 15: 6 1 1 4 6 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 54.8 40.7 75.7 25.5 51.0 35.1 67.3
Old : 27.5 55.6 41.2 76.9 25.8 51.3 35.7 68.7
Other: 64.7 61.2 79.1 67.1 64.7 59.5 78.9 62.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 17, 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 : 682,682: 242,587 87,822 74,165 321,708 410,075 638,460 572,062: 44,222 110,620
Old : 573,585: 224,605 85,104 45,585 267,215 364,784 537,405 495,473: 36,180 78,112
Other: 109,097: 39,818 24,554 6,744 54,493 45,291 101,055 76,589: 8,042 32,508
: : :
: : Changes in Commitments from: January 10, 2017 :
: 54,057: 45,962 10,299 -2,199 9,389 39,556 53,152 47,656: 905 6,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 12.9 10.9 47.1 60.1 93.5 83.8: 6.5 16.2
Old : 100.0: 39.2 14.8 7.9 46.6 63.6 93.7 86.4: 6.3 13.6
Other: 100.0: 36.5 22.5 6.2 49.9 41.5 92.6 70.2: 7.4 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 192 136 155 150 252 424 485:
Old : 617: 186 139 127 127 244 372 462:
Other: 383: 73 85 40 79 179 180 282:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 14.1 20.2 22.9 10.1 12.3 17.9 18.5
Old : 12.6 16.4 22.6 25.8 12.1 15.6 21.5 23.4
Other: 22.1 17.5 32.9 25.6 21.1 17.4 31.2 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 17, 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 : 393,687: 146,076 27,890 67,562 143,444 277,565 357,082 373,017: 36,605 20,670
Old : 363,908: 143,652 32,907 57,574 130,054 255,183 331,280 345,664: 32,628 18,244
Other: 29,779: 9,481 2,040 2,931 13,390 22,382 25,802 27,353: 3,977 2,426
: : :
: : Changes in Commitments from: January 10, 2017 :
: 17,174: 8,731 376 628 7,184 18,070 16,543 19,074: 631 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.1 17.2 36.4 70.5 90.7 94.7: 9.3 5.3
Old : 100.0: 39.5 9.0 15.8 35.7 70.1 91.0 95.0: 9.0 5.0
Other: 100.0: 31.8 6.9 9.8 45.0 75.2 86.6 91.9: 13.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 115 51 84 77 84 229 198:
Old : 297: 117 57 79 75 83 224 195:
Other: 91: 25 16 11 32 27 64 47:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 35.7 20.1 44.0 10.9 33.9 18.2 41.9
Old : 12.9 35.6 20.7 44.6 11.1 34.0 18.7 42.4
Other: 24.7 40.9 41.1 57.1 24.7 39.7 41.1 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 17, 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 : 615,818: 90,789 113,524 9,460 388,330 322,222 488,579 445,206: 127,239 170,612
Old : 615,818: 90,789 113,524 9,460 388,330 322,222 488,579 445,206: 127,239 170,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -5,892: 6,174 -14,855 -1,635 -15,309 8,239 -10,770 -8,251: 4,878 2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.4 1.5 63.1 52.3 79.3 72.3: 20.7 27.7
Old : 100.0: 14.7 18.4 1.5 63.1 52.3 79.3 72.3: 20.7 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 31 29 20 64 59 100 103:
Old : 145: 31 29 20 64 59 100 103:
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 : 25.5 20.1 38.0 29.6 21.9 15.2 31.6 23.4
Old : 25.5 20.1 38.0 29.6 21.9 15.2 31.6 23.4
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 - Futures Only, January 17, 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 : 691,941: 60,898 134,555 1,717 512,294 445,916 574,909 582,188: 117,032 109,753
Old : 691,941: 60,898 134,555 1,717 512,294 445,916 574,909 582,188: 117,032 109,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 942: -1,736 -2,332 323 -1,740 620 -3,153 -1,389: 4,095 2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.4 0.2 74.0 64.4 83.1 84.1: 16.9 15.9
Old : 100.0: 8.8 19.4 0.2 74.0 64.4 83.1 84.1: 16.9 15.9
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 : 97: 14 15 8 50 51 68 70:
Old : 97: 14 15 8 50 51 68 70:
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 : 25.2 33.2 39.8 46.9 23.0 33.1 34.6 46.2
Old : 25.2 33.2 39.8 46.9 23.0 33.1 34.6 46.2
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 - Futures Only, January 17, 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 : 5,839: 2,765 488 1,172 1,397 3,915 5,334 5,575: 505 264
Old : 5,839: 2,765 488 1,172 1,397 3,915 5,334 5,575: 505 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -14: -20 -84 -157 202 267 25 26: -39 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 8.4 20.1 23.9 67.0 91.4 95.5: 8.6 4.5
Old : 100.0: 47.4 8.4 20.1 23.9 67.0 91.4 95.5: 8.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 3 8 8 16 28 24:
Old : 36: 14 3 8 8 16 28 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 : 47.0 60.3 67.7 77.8 33.2 46.5 46.4 51.7
Old : 47.0 60.3 67.7 77.8 33.2 46.5 46.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 17, 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 : 352,383: 111,568 34,599 35,888 158,889 257,408 306,345 327,895: 46,038 24,488
Old : 312,602: 111,814 33,680 29,103 130,793 228,794 271,710 291,577: 40,892 21,025
Other: 39,781: 4,147 5,312 2,392 28,096 28,614 34,635 36,318: 5,146 3,463
: : :
: : Changes in Commitments from: January 10, 2017 :
: 15,747: 17,074 -14,731 -1,291 -5,805 35,285 9,978 19,263: 5,769 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.8 10.2 45.1 73.0 86.9 93.1: 13.1 6.9
Old : 100.0: 35.8 10.8 9.3 41.8 73.2 86.9 93.3: 13.1 6.7
Other: 100.0: 10.4 13.4 6.0 70.6 71.9 87.1 91.3: 12.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 92 49 72 91 87 223 175:
Old : 263: 97 47 68 87 83 217 167:
Other: 116: 26 19 15 52 32 87 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 : 13.4 37.4 20.4 45.7 12.7 34.5 19.4 41.8
Old : 14.4 39.2 22.0 47.8 13.8 37.8 21.3 45.7
Other: 31.7 39.3 48.7 55.5 30.4 39.0 47.4 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 17, 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 : 11,538: 1,952 5,643 287 6,925 3,766 9,164 9,696: 2,374 1,842
Old : 11,524: 1,965 5,643 274 6,917 3,766 9,156 9,683: 2,368 1,841
Other: 14: 0 13 0 8 0 8 13: 6 1
: : :
: : Changes in Commitments from: January 10, 2017 :
: -170: -78 -321 107 -248 64 -219 -150: 49 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 48.9 2.5 60.0 32.6 79.4 84.0: 20.6 16.0
Old : 100.0: 17.1 49.0 2.4 60.0 32.7 79.5 84.0: 20.5 16.0
Other: 100.0: 0.0 92.9 0.0 57.1 0.0 57.1 92.9: 42.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 22 8 19 10 37 37:
Old : 63: 15 22 8 18 10 36 37:
Other: 3: 0 2 0 1 0 1 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 : 46.2 37.1 59.9 55.6 46.2 37.1 59.7 55.6
Old : 46.2 37.2 60.0 55.7 46.2 37.2 59.7 55.7
Other: 57.1 92.9 57.1 92.9 57.1 92.9 57.1 92.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 17, 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 : 1,173,061: 240,683 235,869 60,896 768,733 717,653 1,070,312 1,014,418: 102,749 158,643
Old : 1,173,061: 240,683 235,869 60,896 768,733 717,653 1,070,312 1,014,418: 102,749 158,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -12,874: 2,155 -17,162 -8,168 -12,798 16,911 -18,811 -8,419: 5,937 -4,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.1 5.2 65.5 61.2 91.2 86.5: 8.8 13.5
Old : 100.0: 20.5 20.1 5.2 65.5 61.2 91.2 86.5: 8.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 50 49 24 98 111 161 171:
Old : 251: 50 49 24 98 111 161 171:
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 : 20.8 23.8 33.8 35.5 14.8 20.0 27.4 28.4
Old : 20.8 23.8 33.8 35.5 14.8 20.0 27.4 28.4
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 - Futures Only, January 17, 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 : 3,095,567: 470,978 846,714 97,609 2,228,586 1,634,773 2,797,173 2,579,096: 298,394 516,471
Old : 3,095,567: 470,978 846,714 97,609 2,228,586 1,634,773 2,797,173 2,579,096: 298,394 516,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -8,919: 15,818 -3,135 -2,054 -44,245 6,501 -30,481 1,312: 21,562 -10,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.4 3.2 72.0 52.8 90.4 83.3: 9.6 16.7
Old : 100.0: 15.2 27.4 3.2 72.0 52.8 90.4 83.3: 9.6 16.7
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 : 365: 56 107 59 140 155 235 282:
Old : 365: 56 107 59 140 155 235 282:
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 : 40.4 17.1 49.3 26.8 37.2 15.3 45.1 22.6
Old : 40.4 17.1 49.3 26.8 37.2 15.3 45.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, January 17, 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 : 298,223: 36,820 36,173 2,648 193,055 154,593 232,523 193,414: 65,700 104,809
Old : 298,223: 36,820 36,173 2,648 193,055 154,593 232,523 193,414: 65,700 104,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 9,486: -1,770 8,941 -1,680 14,848 -7,749 11,398 -488: -1,912 9,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.1 0.9 64.7 51.8 78.0 64.9: 22.0 35.1
Old : 100.0: 12.3 12.1 0.9 64.7 51.8 78.0 64.9: 22.0 35.1
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 : 54: 5 5 2 38 31 44 37:
Old : 54: 5 5 2 38 31 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 27.7 51.0 38.9 40.4 27.2 50.8 36.4
Old : 40.6 27.7 51.0 38.9 40.4 27.2 50.8 36.4
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 - Futures Only, January 17, 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 : 2,980,581: 274,734 648,447 68,759 2,394,350 1,900,332 2,737,843 2,617,538: 242,738 363,043
Old : 2,980,581: 274,734 648,447 68,759 2,394,350 1,900,332 2,737,843 2,617,538: 242,738 363,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -11,827: 26,109 -37,674 8,390 -68,835 23,568 -34,336 -5,716: 22,509 -6,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.8 2.3 80.3 63.8 91.9 87.8: 8.1 12.2
Old : 100.0: 9.2 21.8 2.3 80.3 63.8 91.9 87.8: 8.1 12.2
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 : 296: 39 77 35 104 147 164 238:
Old : 296: 39 77 35 104 147 164 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 22.5 55.5 31.9 40.8 22.4 52.1 31.5
Old : 42.6 22.5 55.5 31.9 40.8 22.4 52.1 31.5
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 - Futures Only, January 17, 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 : 969,455: 95,295 221,258 129,403 717,296 571,137 941,994 921,798: 27,461 47,657
Old : 969,455: 95,295 221,258 129,403 717,296 571,137 941,994 921,798: 27,461 47,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -31,642: 11,221 2,086 3,613 -46,947 -32,830 -32,113 -27,131: 471 -4,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.8 13.3 74.0 58.9 97.2 95.1: 2.8 4.9
Old : 100.0: 9.8 22.8 13.3 74.0 58.9 97.2 95.1: 2.8 4.9
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 : 123: 18 37 32 53 62 91 112:
Old : 123: 18 37 32 53 62 91 112:
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 : 32.1 23.7 49.1 36.5 20.9 14.4 33.2 21.9
Old : 32.1 23.7 49.1 36.5 20.9 14.4 33.2 21.9
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 - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,209: 37,367 5,309 1,271 16,854 49,052 55,491 55,632: 9,718 9,577
Old : 65,209: 37,367 5,309 1,271 16,854 49,052 55,491 55,632: 9,718 9,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -32: 539 -865 6 -601 322 -57 -537: 25 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 8.1 1.9 25.8 75.2 85.1 85.3: 14.9 14.7
Old : 100.0: 57.3 8.1 1.9 25.8 75.2 85.1 85.3: 14.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 40 16 6 31 34 74 53:
Old : 112: 40 16 6 31 34 74 53:
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 : 28.0 37.6 42.0 55.3 27.5 37.4 41.3 53.5
Old : 28.0 37.6 42.0 55.3 27.5 37.4 41.3 53.5
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 - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 130,417: 74,734 10,618 2,541 33,707 98,104 110,982 111,263: 19,435 19,154
Old : 130,417: 74,734 10,618 2,541 33,707 98,104 110,982 111,263: 19,435 19,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -63: 1,077 -1,729 11 -1,201 644 -113 -1,074: 50 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 8.1 1.9 25.8 75.2 85.1 85.3: 14.9 14.7
Old : 100.0: 57.3 8.1 1.9 25.8 75.2 85.1 85.3: 14.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 40 16 6 31 34 74 53:
Old : 112: 40 16 6 31 34 74 53:
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 : 28.0 37.6 42.0 55.3 27.5 37.4 41.3 53.5
Old : 28.0 37.6 42.0 55.3 27.5 37.4 41.3 53.5
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 - Futures Only, January 17, 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 : 33,543: 25,002 33,170 369 8,043 0 33,414 33,539: 129 4
Old : 33,543: 25,002 33,170 369 8,043 0 33,414 33,539: 129 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,223: 1,883 2,224 0 299 0 2,182 2,224: 41 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 98.9 1.1 24.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 74.5 98.9 1.1 24.0 0.0 99.6 100.0: 0.4 0.0
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 : 37: 26 8 1 3 0 30 8:
Old : 37: 26 8 1 3 0 30 8:
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 : 49.4 91.3 82.8 100.0 49.4 91.3 82.8 98.9
Old : 49.4 91.3 82.8 100.0 49.4 91.3 82.8 98.9
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 - Futures Only, January 17, 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 : 31,975: 22,440 6,641 169 9,292 24,946 31,901 31,756: 74 219
Old : 31,975: 22,440 6,641 169 9,292 24,946 31,901 31,756: 74 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -28: 127 -388 0 -199 354 -72 -34: 44 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 20.8 0.5 29.1 78.0 99.8 99.3: 0.2 0.7
Old : 100.0: 70.2 20.8 0.5 29.1 78.0 99.8 99.3: 0.2 0.7
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 : 46: 7 13 1 5 22 12 36:
Old : 46: 7 13 1 5 22 12 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 : 90.6 40.9 97.5 60.3 90.6 40.9 97.0 60.3
Old : 90.6 40.9 97.5 60.3 90.6 40.9 97.0 60.3
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 - Futures Only, January 17, 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 : 37,557: 30,707 3,103 175 6,648 34,113 37,530 37,391: 27 166
Old : 37,557: 30,707 3,103 175 6,648 34,113 37,530 37,391: 27 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -809: -807 1 0 4 -867 -803 -866: -6 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 8.3 0.5 17.7 90.8 99.9 99.6: 0.1 0.4
Old : 100.0: 81.8 8.3 0.5 17.7 90.8 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 : 34: 10 7 1 3 15 13 23:
Old : 34: 10 7 1 3 15 13 23:
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 : 92.3 61.8 99.0 85.7 92.3 61.8 97.5 85.7
Old : 92.3 61.8 99.0 85.7 92.3 61.8 97.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017