WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 07, 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 : 476,111: 150,093 201,992 93,464 187,513 139,906 431,070 435,362: 45,041 40,749
Old : 318,214: 130,227 180,713 34,729 123,188 77,106 288,144 292,548: 30,070 25,666
Other: 157,897: 58,244 59,657 20,357 64,325 62,800 142,926 142,814: 14,971 15,083
: : :
: : Changes in Commitments from: January 31, 2017 :
: -18,244: 1,851 -10,324 -6,879 -12,413 480 -17,441 -16,723: -803 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 42.4 19.6 39.4 29.4 90.5 91.4: 9.5 8.6
Old : 100.0: 40.9 56.8 10.9 38.7 24.2 90.6 91.9: 9.4 8.1
Other: 100.0: 36.9 37.8 12.9 40.7 39.8 90.5 90.4: 9.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 141 142 130 99 101 322 311:
Old : 408: 145 128 80 90 83 277 253:
Other: 262: 72 77 51 60 85 162 188:
:----------------------------------------------------------------------------------------------------
: 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 9.6 21.3 17.4 12.0 9.4 19.4 16.2
Old : 13.3 14.0 22.7 23.2 12.1 14.0 20.9 22.8
Other: 23.2 16.8 35.8 26.4 22.0 16.0 34.6 25.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 07, 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 : 235,143: 88,172 58,148 34,151 89,964 118,759 212,287 211,058: 22,856 24,085
Old : 135,678: 68,157 53,775 8,828 44,017 58,232 121,002 120,835: 14,676 14,843
Other: 99,465: 42,212 26,570 3,126 45,947 60,527 91,285 90,223: 8,180 9,242
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,974: 3,097 177 -556 -828 1,341 1,713 962: 261 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 24.7 14.5 38.3 50.5 90.3 89.8: 9.7 10.2
Old : 100.0: 50.2 39.6 6.5 32.4 42.9 89.2 89.1: 10.8 10.9
Other: 100.0: 42.4 26.7 3.1 46.2 60.9 91.8 90.7: 8.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 80 51 73 75 86 193 190:
Old : 229: 66 56 41 58 75 142 162:
Other: 180: 60 31 23 50 64 121 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 18.4 28.2 26.5 14.4 18.3 23.7 25.8
Old : 21.9 17.8 33.8 27.3 21.5 17.2 30.7 25.8
Other: 21.3 32.2 32.6 46.3 21.2 32.0 32.6 44.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 07, 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 : 1,383,789: 413,109 295,927 206,708 619,392 683,393 1,239,209 1,186,028: 144,580 197,761
Old : 1,179,597: 402,864 321,847 135,941 519,101 568,199 1,057,906 1,025,987: 121,691 153,610
Other: 204,192: 74,048 37,883 6,964 100,291 115,194 181,303 160,041: 22,889 44,151
: : :
: : Changes in Commitments from: January 31, 2017 :
: 37,017: 22,800 2,641 12,168 -1,580 13,332 33,388 28,141: 3,629 8,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 21.4 14.9 44.8 49.4 89.6 85.7: 10.4 14.3
Old : 100.0: 34.2 27.3 11.5 44.0 48.2 89.7 87.0: 10.3 13.0
Other: 100.0: 36.3 18.6 3.4 49.1 56.4 88.8 78.4: 11.2 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 159 154 182 242 310 526 564:
Old : 711: 162 180 160 233 291 503 532:
Other: 442: 79 73 26 81 245 174 334:
:----------------------------------------------------------------------------------------------------
: 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 13.6 21.0 19.9 12.1 10.6 19.1 15.9
Old : 14.1 14.5 22.1 21.4 14.1 12.4 22.0 18.5
Other: 23.7 17.8 34.9 26.5 21.4 12.1 30.7 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 07, 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 : 7,942: 2,257 2,046 256 2,492 4,507 5,005 6,809: 2,937 1,133
Old : 7,208: 2,184 2,190 97 2,171 3,981 4,452 6,268: 2,756 940
Other: 734: 232 15 0 321 526 553 541: 181 193
: : :
: : Changes in Commitments from: January 31, 2017 :
: 382: 89 147 36 -3 106 122 289: 260 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.8 3.2 31.4 56.7 63.0 85.7: 37.0 14.3
Old : 100.0: 30.3 30.4 1.3 30.1 55.2 61.8 87.0: 38.2 13.0
Other: 100.0: 31.6 2.0 0.0 43.7 71.7 75.3 73.7: 24.7 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 5 6 9 12 28 20:
Old : 37: 16 5 2 9 11 26 17:
Other: 19: 7 2 0 3 9 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 52.6 38.7 75.6 24.8 47.4 34.3 69.0
Old : 25.4 53.1 39.0 77.2 24.2 48.0 34.3 71.4
Other: 62.9 62.0 73.4 70.7 61.4 62.0 71.9 70.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 07, 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 : 729,898: 245,413 84,880 96,729 337,402 430,353 679,544 611,962: 50,354 117,936
Old : 598,527: 223,571 89,779 62,105 272,824 369,816 558,500 521,700: 40,027 76,827
Other: 131,371: 49,824 23,083 6,642 64,578 60,537 121,044 90,262: 10,327 41,109
: : :
: : Changes in Commitments from: January 31, 2017 :
: 7,682: -6,647 1,269 7,755 5,520 -1,076 6,628 7,948: 1,054 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 11.6 13.3 46.2 59.0 93.1 83.8: 6.9 16.2
Old : 100.0: 37.4 15.0 10.4 45.6 61.8 93.3 87.2: 6.7 12.8
Other: 100.0: 37.9 17.6 5.1 49.2 46.1 92.1 68.7: 7.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 180 132 174 163 236 437 483:
Old : 603: 175 138 139 136 229 379 458:
Other: 383: 73 86 40 82 180 177 288:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 14.8 19.2 22.4 10.1 12.6 17.4 18.7
Old : 12.3 17.6 22.1 25.7 12.0 16.7 20.8 24.0
Other: 21.3 15.4 31.7 25.1 20.8 15.2 30.0 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 07, 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 : 397,899: 114,073 28,049 88,250 161,135 253,785 363,458 370,084: 34,441 27,815
Old : 355,268: 111,855 34,782 73,031 140,895 221,953 325,781 329,766: 29,487 25,502
Other: 42,631: 13,260 4,309 4,177 20,240 31,832 37,677 40,318: 4,954 2,313
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,440: -16,826 -9,193 4,588 4,002 -4,885 -8,236 -9,490: 796 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.0 22.2 40.5 63.8 91.3 93.0: 8.7 7.0
Old : 100.0: 31.5 9.8 20.6 39.7 62.5 91.7 92.8: 8.3 7.2
Other: 100.0: 31.1 10.1 9.8 47.5 74.7 88.4 94.6: 11.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 95 59 113 82 80 243 224:
Old : 307: 101 71 107 79 77 237 218:
Other: 114: 39 19 14 33 32 80 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 : 12.6 31.0 19.9 39.2 11.7 29.4 18.9 37.2
Old : 12.9 30.6 21.1 39.5 11.9 29.7 19.9 38.2
Other: 23.0 41.7 38.9 53.8 20.8 41.1 36.7 52.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 07, 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 : 621,110: 80,468 117,417 12,008 397,046 320,130 489,522 449,555: 131,588 171,555
Old : 621,110: 80,468 117,417 12,008 397,046 320,130 489,522 449,555: 131,588 171,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,524: 3,121 3,748 -1,610 -2,049 1,880 -538 4,018: 7,062 2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.9 1.9 63.9 51.5 78.8 72.4: 21.2 27.6
Old : 100.0: 13.0 18.9 1.9 63.9 51.5 78.8 72.4: 21.2 27.6
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 : 148: 26 31 22 64 67 102 108:
Old : 148: 26 31 22 64 67 102 108:
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 21.7 37.2 32.6 20.1 17.1 30.1 24.1
Old : 25.2 21.7 37.2 32.6 20.1 17.1 30.1 24.1
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, February 07, 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 : 742,124: 55,631 124,521 19,386 556,117 487,722 631,134 631,629: 110,990 110,495
Old : 742,124: 55,631 124,521 19,386 556,117 487,722 631,134 631,629: 110,990 110,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 34,492: 424 3,253 14,170 20,822 21,842 35,416 39,265: -924 -4,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.8 2.6 74.9 65.7 85.0 85.1: 15.0 14.9
Old : 100.0: 7.5 16.8 2.6 74.9 65.7 85.0 85.1: 15.0 14.9
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 : 106: 12 14 11 63 54 82 72:
Old : 106: 12 14 11 63 54 82 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 30.5 35.7 43.5 19.5 30.2 30.7 41.4
Old : 21.4 30.5 35.7 43.5 19.5 30.2 30.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,941: 2,552 0 677 1,307 4,027 4,536 4,704: 405 237
Old : 4,941: 2,552 0 677 1,307 4,027 4,536 4,704: 405 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -475: 418 -114 -471 -443 99 -496 -486: 21 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 0.0 13.7 26.5 81.5 91.8 95.2: 8.2 4.8
Old : 100.0: 51.6 0.0 13.7 26.5 81.5 91.8 95.2: 8.2 4.8
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 : 30: 15 0 6 11 14 26 20:
Old : 30: 15 0 6 11 14 26 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 : 48.7 55.3 70.5 74.3 40.4 51.1 51.8 61.1
Old : 48.7 55.3 70.5 74.3 40.4 51.1 51.8 61.1
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, February 07, 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 : 381,615: 126,531 36,307 45,957 161,336 270,672 333,824 352,936: 47,791 28,679
Old : 336,420: 122,811 36,577 39,389 132,580 236,019 294,780 311,985: 41,640 24,435
Other: 45,195: 7,790 3,800 2,498 28,756 34,653 39,044 40,951: 6,151 4,244
: : :
: : Changes in Commitments from: January 31, 2017 :
: 758: -754 3,582 -1,381 2,589 -2,066 454 135: 304 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.5 12.0 42.3 70.9 87.5 92.5: 12.5 7.5
Old : 100.0: 36.5 10.9 11.7 39.4 70.2 87.6 92.7: 12.4 7.3
Other: 100.0: 17.2 8.4 5.5 63.6 76.7 86.4 90.6: 13.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 95 48 82 91 93 232 189:
Old : 272: 94 51 77 84 89 219 183:
Other: 130: 42 12 15 56 36 104 59:
:----------------------------------------------------------------------------------------------------
: 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 35.8 19.6 42.8 12.3 34.4 18.3 40.7
Old : 13.6 36.7 20.7 44.2 13.0 35.8 19.9 42.9
Other: 22.9 40.4 38.2 54.6 22.9 40.1 38.2 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 07, 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 : 12,052: 2,268 5,910 368 6,297 3,792 8,933 10,070: 3,119 1,982
Old : 12,021: 2,297 5,910 339 6,289 3,792 8,925 10,041: 3,096 1,980
Other: 31: 0 29 0 8 0 8 29: 23 2
: : :
: : Changes in Commitments from: January 31, 2017 :
: 448: 98 151 24 50 286 172 461: 276 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 49.0 3.1 52.2 31.5 74.1 83.6: 25.9 16.4
Old : 100.0: 19.1 49.2 2.8 52.3 31.5 74.2 83.5: 25.8 16.5
Other: 100.0: 0.0 93.5 0.0 25.8 0.0 25.8 93.5: 74.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 23 9 19 12 41 41:
Old : 69: 18 23 9 18 12 40 41:
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 : 41.7 35.4 53.0 52.2 41.7 35.3 52.7 52.1
Old : 41.8 35.5 53.1 52.3 41.8 35.5 52.8 52.3
Other: 25.8 93.5 25.8 93.5 25.8 93.5 25.8 93.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 07, 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 : 1,350,063: 280,392 267,166 59,645 899,214 866,576 1,239,251 1,193,387: 110,812 156,676
Old : 1,350,063: 280,392 267,166 59,645 899,214 866,576 1,239,251 1,193,387: 110,812 156,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 28,210: 9,485 27,563 -1,800 14,202 8,177 21,887 33,940: 6,323 -5,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.8 4.4 66.6 64.2 91.8 88.4: 8.2 11.6
Old : 100.0: 20.8 19.8 4.4 66.6 64.2 91.8 88.4: 8.2 11.6
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 : 262: 53 56 34 106 106 176 179:
Old : 262: 53 56 34 106 106 176 179:
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 : 18.0 28.2 30.6 40.0 14.8 24.4 26.2 32.7
Old : 18.0 28.2 30.6 40.0 14.8 24.4 26.2 32.7
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, February 07, 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 : 3,215,261: 472,335 776,912 128,865 2,290,003 1,765,881 2,891,203 2,671,658: 324,058 543,603
Old : 3,215,261: 472,335 776,912 128,865 2,290,003 1,765,881 2,891,203 2,671,658: 324,058 543,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 39,973: -49,489 -98,563 16,633 73,841 75,632 40,985 -6,298: -1,012 46,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 24.2 4.0 71.2 54.9 89.9 83.1: 10.1 16.9
Old : 100.0: 14.7 24.2 4.0 71.2 54.9 89.9 83.1: 10.1 16.9
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 : 358: 52 104 67 136 164 230 293:
Old : 358: 52 104 67 136 164 230 293:
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 : 37.4 17.4 49.3 26.8 35.0 15.8 45.5 22.8
Old : 37.4 17.4 49.3 26.8 35.0 15.8 45.5 22.8
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, February 07, 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 : 317,805: 30,008 43,165 366 207,989 184,021 238,363 227,552: 79,442 90,253
Old : 317,805: 30,008 43,165 366 207,989 184,021 238,363 227,552: 79,442 90,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 5,253: -2,615 -2 -121 7,216 15,132 4,480 15,009: 773 -9,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.6 0.1 65.4 57.9 75.0 71.6: 25.0 28.4
Old : 100.0: 9.4 13.6 0.1 65.4 57.9 75.0 71.6: 25.0 28.4
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 : 53: 4 4 2 35 34 40 39:
Old : 53: 4 4 2 35 34 40 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 : 41.7 30.1 52.3 40.9 41.5 29.6 51.7 39.8
Old : 41.7 30.1 52.3 40.9 41.5 29.6 51.7 39.8
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, February 07, 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 : 3,237,562: 377,348 612,289 86,489 2,525,693 2,158,168 2,989,530 2,856,946: 248,032 380,616
Old : 3,237,562: 377,348 612,289 86,489 2,525,693 2,158,168 2,989,530 2,856,946: 248,032 380,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 110,254: 12,830 -21,742 15,939 82,059 99,823 110,828 94,020: -574 16,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.9 2.7 78.0 66.7 92.3 88.2: 7.7 11.8
Old : 100.0: 11.7 18.9 2.7 78.0 66.7 92.3 88.2: 7.7 11.8
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 : 307: 41 77 45 118 155 190 246:
Old : 307: 41 77 45 118 155 190 246:
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 : 38.7 23.4 51.3 32.9 36.4 21.7 48.5 30.0
Old : 38.7 23.4 51.3 32.9 36.4 21.7 48.5 30.0
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 - Futures Only, February 07, 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 : 1,195,184: 109,995 242,244 255,102 806,999 653,612 1,172,096 1,150,958: 23,088 44,226
Old : 1,195,184: 109,995 242,244 255,102 806,999 653,612 1,172,096 1,150,958: 23,088 44,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -105,318: -45,488 -21,229 28,214 -11,813 -43,355 -29,087 -36,370: -76,231 -68,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.3 21.3 67.5 54.7 98.1 96.3: 1.9 3.7
Old : 100.0: 9.2 20.3 21.3 67.5 54.7 98.1 96.3: 1.9 3.7
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 : 150: 22 48 37 58 70 101 137:
Old : 150: 22 48 37 58 70 101 137:
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 : 32.4 22.6 49.9 35.1 17.9 12.2 27.6 17.3
Old : 32.4 22.6 49.9 35.1 17.9 12.2 27.6 17.3
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, February 07, 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 : 64,132: 37,048 7,997 1,235 16,498 45,352 54,780 54,583: 9,352 9,549
Old : 64,132: 37,048 7,997 1,235 16,498 45,352 54,780 54,583: 9,352 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 121: 1,060 -1,730 462 -736 364 786 -905: -666 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 12.5 1.9 25.7 70.7 85.4 85.1: 14.6 14.9
Old : 100.0: 57.8 12.5 1.9 25.7 70.7 85.4 85.1: 14.6 14.9
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 : 117: 44 19 7 28 34 74 58:
Old : 117: 44 19 7 28 34 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 38.3 41.0 54.9 26.4 38.3 39.2 54.9
Old : 27.8 38.3 41.0 54.9 26.4 38.3 39.2 54.9
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, February 07, 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 : 128,263: 74,095 15,994 2,469 32,996 90,703 109,560 109,166: 18,703 19,097
Old : 128,263: 74,095 15,994 2,469 32,996 90,703 109,560 109,166: 18,703 19,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 241: 2,120 -3,459 923 -1,471 727 1,572 -1,809: -1,331 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 12.5 1.9 25.7 70.7 85.4 85.1: 14.6 14.9
Old : 100.0: 57.8 12.5 1.9 25.7 70.7 85.4 85.1: 14.6 14.9
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 : 117: 44 19 7 28 34 74 58:
Old : 117: 44 19 7 28 34 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 38.3 41.0 54.9 26.4 38.3 39.2 54.9
Old : 27.8 38.3 41.0 54.9 26.4 38.3 39.2 54.9
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, February 07, 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 : 37,091: 28,411 36,709 369 8,198 0 36,978 37,078: 113 13
Old : 37,091: 28,411 36,709 369 8,198 0 36,978 37,078: 113 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,044: 2,077 2,035 0 -39 0 2,038 2,035: 6 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 99.0 1.0 22.1 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 76.6 99.0 1.0 22.1 0.0 99.7 100.0: 0.3 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 : 39: 28 8 1 3 0 32 8:
Old : 39: 28 8 1 3 0 32 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 : 49.5 94.8 82.9 100.0 49.5 94.8 82.9 99.0
Old : 49.5 94.8 82.9 100.0 49.5 94.8 82.9 99.0
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, February 07, 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 : 31,867: 21,113 8,236 89 10,639 23,332 31,841 31,657: 26 210
Old : 31,867: 21,113 8,236 89 10,639 23,332 31,841 31,657: 26 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,533: -160 1,092 -84 -2 -1,259 -246 -251: -1,287 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 25.8 0.3 33.4 73.2 99.9 99.3: 0.1 0.7
Old : 100.0: 66.3 25.8 0.3 33.4 73.2 99.9 99.3: 0.1 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 : 47: 6 15 1 5 22 11 38:
Old : 47: 6 15 1 5 22 11 38:
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 : 88.6 39.9 98.5 58.4 88.6 39.9 98.2 58.4
Old : 88.6 39.9 98.5 58.4 88.6 39.9 98.2 58.4
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 - Futures Only, February 07, 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 : 43,129: 35,756 3,314 175 7,136 39,524 43,067 43,013: 62 116
Old : 43,129: 35,756 3,314 175 7,136 39,524 43,067 43,013: 62 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,195: 2,048 -85 0 115 2,301 2,163 2,216: -5,358 -5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 7.7 0.4 16.5 91.6 99.9 99.7: 0.1 0.3
Old : 100.0: 82.9 7.7 0.4 16.5 91.6 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 : 35: 10 8 1 5 14 15 23:
Old : 35: 10 8 1 5 14 15 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 : 92.0 60.8 97.6 87.7 92.0 60.8 96.7 87.6
Old : 92.0 60.8 97.6 87.7 92.0 60.8 96.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017