WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 11, 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 : 507,288: 164,428 249,713 92,978 202,419 119,842 459,825 462,533: 47,463 44,755
Old : 172,115: 86,781 113,093 5,336 59,090 37,132 151,207 155,561: 20,908 16,554
Other: 335,173: 122,129 181,102 43,160 143,329 82,710 308,618 306,972: 26,555 28,201
: : :
: : Changes in Commitments from: April 4, 2017 :
: -6,267: 188 -1,458 -9,373 4,446 3,024 -4,739 -7,807: -1,528 1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 49.2 18.3 39.9 23.6 90.6 91.2: 9.4 8.8
Old : 100.0: 50.4 65.7 3.1 34.3 21.6 87.9 90.4: 12.1 9.6
Other: 100.0: 36.4 54.0 12.9 42.8 24.7 92.1 91.6: 7.9 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 145 136 128 101 102 321 310:
Old : 326: 125 90 30 64 54 201 163:
Other: 358: 113 122 80 84 89 241 253:
:----------------------------------------------------------------------------------------------------
: 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 8.9 19.7 16.4 10.7 8.8 17.5 15.9
Old : 11.9 19.7 21.7 33.7 11.9 19.7 21.7 33.7
Other: 14.2 11.2 24.2 19.8 13.2 11.0 21.9 18.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 11, 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 : 271,532: 108,701 100,209 25,864 113,224 122,021 247,789 248,094: 23,743 23,438
Old : 80,375: 42,063 41,248 2,484 28,347 29,732 72,894 73,464: 7,481 6,911
Other: 191,157: 73,828 66,151 16,190 84,877 92,289 174,895 174,630: 16,262 16,527
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,470: 4,870 4,434 -2,412 -383 387 2,075 2,409: -605 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 36.9 9.5 41.7 44.9 91.3 91.4: 8.7 8.6
Old : 100.0: 52.3 51.3 3.1 35.3 37.0 90.7 91.4: 9.3 8.6
Other: 100.0: 38.6 34.6 8.5 44.4 48.3 91.5 91.4: 8.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 84 54 57 83 79 189 177:
Old : 191: 55 37 10 48 56 106 100:
Other: 229: 73 49 41 71 71 160 150:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 20.5 27.2 30.8 14.1 18.0 23.8 27.4
Old : 27.2 34.9 40.4 48.7 26.9 34.9 40.1 48.7
Other: 17.6 23.8 30.7 34.7 15.3 19.8 25.5 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 11, 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 : 1,457,532: 380,480 406,244 218,658 688,349 651,207 1,287,487 1,276,109: 170,045 181,423
Old : 1,114,187: 343,006 421,747 132,826 508,435 441,111 984,267 995,684: 129,920 118,503
Other: 343,345: 107,100 54,123 16,206 179,914 210,096 303,220 280,425: 40,125 62,920
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,067: 3,649 14,872 -8,278 1,954 -3,191 -2,675 3,403: 4,742 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 27.9 15.0 47.2 44.7 88.3 87.6: 11.7 12.4
Old : 100.0: 30.8 37.9 11.9 45.6 39.6 88.3 89.4: 11.7 10.6
Other: 100.0: 31.2 15.8 4.7 52.4 61.2 88.3 81.7: 11.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 178 142 175 264 298 549 539:
Old : 692: 181 145 128 243 263 491 478:
Other: 504: 105 92 39 122 253 247 366:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 11.9 17.6 18.6 8.5 9.2 14.2 14.6
Old : 11.3 14.0 18.4 21.8 10.9 13.4 17.5 20.1
Other: 19.4 16.1 28.0 25.7 14.0 11.3 21.8 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,769: 1,627 855 408 2,440 4,563 4,475 5,826: 2,294 943
Old : 3,547: 1,097 792 0 1,276 2,272 2,373 3,064: 1,174 483
Other: 3,222: 835 368 103 1,164 2,291 2,102 2,762: 1,120 460
: : :
: : Changes in Commitments from: April 4, 2017 :
: -58: -166 1 -154 418 -10 98 -163: -156 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 12.6 6.0 36.0 67.4 66.1 86.1: 33.9 13.9
Old : 100.0: 30.9 22.3 0.0 36.0 64.1 66.9 86.4: 33.1 13.6
Other: 100.0: 25.9 11.4 3.2 36.1 71.1 65.2 85.7: 34.8 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 2 6 10 12 25 19:
Old : 24: 11 2 0 6 7 17 9:
Other: 28: 9 3 5 7 10 17 17:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 53.1 43.4 74.3 20.3 48.4 28.5 61.5
Old : 40.7 72.8 52.9 86.3 20.8 54.7 31.1 62.5
Other: 43.0 55.7 55.6 74.8 40.7 55.7 52.8 74.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 11, 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 : 768,817: 162,933 162,879 135,843 416,964 352,791 715,740 651,513: 53,077 117,304
Old : 562,750: 146,440 150,882 89,507 288,999 256,908 524,946 497,297: 37,804 65,453
Other: 206,067: 51,526 47,030 11,303 127,965 95,883 190,794 154,216: 15,273 51,851
: : :
: : Changes in Commitments from: April 4, 2017 :
: 26,878: 296 22,399 11,969 10,629 -10,620 22,894 23,748: 3,984 3,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.2 17.7 54.2 45.9 93.1 84.7: 6.9 15.3
Old : 100.0: 26.0 26.8 15.9 51.4 45.7 93.3 88.4: 6.7 11.6
Other: 100.0: 25.0 22.8 5.5 62.1 46.5 92.6 74.8: 7.4 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 155 186 200 183 220 461 525:
Old : 612: 160 168 152 162 199 406 459:
Other: 455: 80 135 60 97 185 219 348:
:----------------------------------------------------------------------------------------------------
: 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 13.3 22.4 19.3 13.9 11.0 21.2 15.5
Old : 12.3 17.5 20.9 24.5 11.9 16.1 20.0 22.0
Other: 29.5 12.7 39.4 19.4 28.0 11.7 37.9 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,343: 3,248 1,434 213 1,375 3,601 4,836 5,248: 14,507 14,095
Old : 5,216: 1,772 469 141 1,298 828 3,211 1,438: 2,005 3,778
Other: 14,127: 1,476 965 72 77 2,773 1,625 3,810: 12,502 10,317
: : :
: : Changes in Commitments from: April 4, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 7.4 1.1 7.1 18.6 25.0 27.1: 75.0 72.9
Old : 100.0: 34.0 9.0 2.7 24.9 15.9 61.6 27.6: 38.4 72.4
Other: 100.0: 10.4 6.8 0.5 0.5 19.6 11.5 27.0: 88.5 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 4 4 10 10 17:
Old : 20: 5 4 3 3 10 9 16:
Other: 18: 4 4 4 1 10 6 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 14.6 24.6 20.7 17.8 14.2 23.2 20.3
Old : 54.0 15.4 61.4 25.3 53.8 15.4 58.7 23.4
Other: 10.8 15.3 11.5 22.4 10.4 14.7 10.4 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 11, 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 : 425,647: 99,792 126,761 74,239 216,188 192,190 390,219 393,190: 35,428 32,457
Old : 328,293: 91,496 122,646 47,621 164,194 130,755 303,311 301,022: 24,982 27,271
Other: 97,354: 24,903 20,722 10,011 51,994 61,435 86,908 92,168: 10,446 5,186
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,741: 216 8,885 -3,617 2,819 -3,801 -582 1,467: 2,323 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 29.8 17.4 50.8 45.2 91.7 92.4: 8.3 7.6
Old : 100.0: 27.9 37.4 14.5 50.0 39.8 92.4 91.7: 7.6 8.3
Other: 100.0: 25.6 21.3 10.3 53.4 63.1 89.3 94.7: 10.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 81 96 109 89 73 239 240:
Old : 316: 97 92 89 79 65 217 220:
Other: 166: 41 47 30 50 45 114 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 19.3 19.1 26.7 10.2 15.1 17.5 22.3
Old : 12.2 16.4 21.6 25.5 12.2 15.8 21.3 24.2
Other: 19.9 39.9 32.5 50.7 19.1 37.9 31.5 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 11, 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 : 643,041: 106,905 119,804 13,144 383,224 336,046 503,273 468,994: 139,768 174,047
Old : 643,041: 106,905 119,804 13,144 383,224 336,046 503,273 468,994: 139,768 174,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 3,005: 1,787 -8,372 2,301 1,464 -2,185 5,552 -8,256: -2,547 11,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.6 2.0 59.6 52.3 78.3 72.9: 21.7 27.1
Old : 100.0: 16.6 18.6 2.0 59.6 52.3 78.3 72.9: 21.7 27.1
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 : 148: 33 29 18 61 60 101 100:
Old : 148: 33 29 18 61 60 101 100:
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 : 22.0 23.0 33.3 36.0 16.1 18.4 25.6 26.3
Old : 22.0 23.0 33.3 36.0 16.1 18.4 25.6 26.3
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, April 11, 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 : 723,767: 41,893 126,362 4,235 557,889 488,508 604,017 619,105: 119,750 104,662
Old : 723,767: 41,893 126,362 4,235 557,889 488,508 604,017 619,105: 119,750 104,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 9,366: 5,668 9,462 -6,303 8,143 4,887 7,508 8,046: 1,858 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.5 0.6 77.1 67.5 83.5 85.5: 16.5 14.5
Old : 100.0: 5.8 17.5 0.6 77.1 67.5 83.5 85.5: 16.5 14.5
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 : 98: 8 14 8 58 54 70 72:
Old : 98: 8 14 8 58 54 70 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 : 19.5 32.2 34.2 49.3 17.4 32.1 28.1 47.2
Old : 19.5 32.2 34.2 49.3 17.4 32.1 28.1 47.2
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, April 11, 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 : 4,584: 3,325 95 330 510 4,052 4,165 4,477: 419 107
Old : 4,584: 3,325 95 330 510 4,052 4,165 4,477: 419 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -398: 75 -28 -82 -407 -235 -414 -345: 16 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 2.1 7.2 11.1 88.4 90.9 97.7: 9.1 2.3
Old : 100.0: 72.5 2.1 7.2 11.1 88.4 90.9 97.7: 9.1 2.3
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 : 28: 15 1 5 5 10 21 15:
Old : 28: 15 1 5 5 10 21 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 : 50.8 75.3 72.4 89.7 46.2 72.1 66.1 81.7
Old : 50.8 75.3 72.4 89.7 46.2 72.1 66.1 81.7
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, April 11, 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 : 389,159: 113,955 67,397 48,973 182,621 230,818 345,549 347,188: 43,610 41,971
Old : 302,025: 101,922 63,149 33,261 133,101 171,867 268,284 268,277: 33,741 33,748
Other: 87,134: 21,129 13,344 6,616 49,520 58,951 77,265 78,911: 9,869 8,223
: : :
: : Changes in Commitments from: April 4, 2017 :
: 8,448: 3,897 9,185 -1,989 5,412 -1,798 7,320 5,398: 1,128 3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 17.3 12.6 46.9 59.3 88.8 89.2: 11.2 10.8
Old : 100.0: 33.7 20.9 11.0 44.1 56.9 88.8 88.8: 11.2 11.2
Other: 100.0: 24.2 15.3 7.6 56.8 67.7 88.7 90.6: 11.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 87 64 87 101 91 235 210:
Old : 283: 86 67 71 97 82 224 186:
Other: 174: 51 28 30 63 55 129 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 27.9 20.2 34.4 13.8 26.5 20.0 32.1
Old : 15.9 27.0 23.5 34.4 15.8 26.3 22.9 33.4
Other: 16.0 33.8 28.4 45.1 16.0 30.9 28.2 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 11, 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 : 10,322: 2,271 2,664 805 4,643 5,343 7,719 8,812: 2,603 1,510
Old : 10,122: 2,348 2,676 714 4,531 5,284 7,593 8,674: 2,529 1,448
Other: 200: 13 78 1 112 59 126 138: 74 62
: : :
: : Changes in Commitments from: April 4, 2017 :
: -394: -120 -971 179 -242 518 -183 -274: -211 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 25.8 7.8 45.0 51.8 74.8 85.4: 25.2 14.6
Old : 100.0: 23.2 26.4 7.1 44.8 52.2 75.0 85.7: 25.0 14.3
Other: 100.0: 6.5 39.0 0.5 56.0 29.5 63.0 69.0: 37.0 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 17 10 16 14 38 37:
Old : 61: 18 16 8 14 13 36 34:
Other: 12: 2 3 1 4 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 34.0 52.9 55.3 40.0 33.9 50.6 55.2
Old : 40.4 34.7 53.1 55.8 40.0 34.7 50.8 55.8
Other: 57.5 61.0 63.0 69.0 57.5 61.0 62.5 68.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 11, 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 : 1,377,420: 302,433 275,781 31,215 921,556 931,408 1,255,204 1,238,404: 122,216 139,016
Old : 1,377,420: 302,433 275,781 31,215 921,556 931,408 1,255,204 1,238,404: 122,216 139,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 11,584: 13,971 -21,429 6,829 -15,430 36,505 5,370 21,905: 6,214 -10,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 20.0 2.3 66.9 67.6 91.1 89.9: 8.9 10.1
Old : 100.0: 22.0 20.0 2.3 66.9 67.6 91.1 89.9: 8.9 10.1
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 : 277: 52 55 32 108 119 176 190:
Old : 277: 52 55 32 108 119 176 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 28.6 31.2 41.3 19.0 24.6 30.3 36.4
Old : 19.6 28.6 31.2 41.3 19.0 24.6 30.3 36.4
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, April 11, 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 : 3,097,675: 682,295 746,824 95,785 1,963,980 1,711,922 2,742,060 2,554,531: 355,615 543,144
Old : 3,097,675: 682,295 746,824 95,785 1,963,980 1,711,922 2,742,060 2,554,531: 355,615 543,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 70,099: 68,605 77,368 -10,787 3,208 -6,010 61,026 60,571: 9,073 9,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.1 3.1 63.4 55.3 88.5 82.5: 11.5 17.5
Old : 100.0: 22.0 24.1 3.1 63.4 55.3 88.5 82.5: 11.5 17.5
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 : 385: 62 106 52 143 162 240 285:
Old : 385: 62 106 52 143 162 240 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 17.7 41.1 26.2 29.0 15.7 38.2 22.5
Old : 30.9 17.7 41.1 26.2 29.0 15.7 38.2 22.5
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, April 11, 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 : 358,725: 63,403 52,214 375 211,455 206,779 275,233 259,368: 83,492 99,357
Old : 358,725: 63,403 52,214 375 211,455 206,779 275,233 259,368: 83,492 99,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 13,290: 11,501 -2,838 42 767 19,012 12,310 16,216: 980 -2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.6 0.1 58.9 57.6 76.7 72.3: 23.3 27.7
Old : 100.0: 17.7 14.6 0.1 58.9 57.6 76.7 72.3: 23.3 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 : 63: 9 8 5 36 36 49 45:
Old : 63: 9 8 5 36 36 49 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 : 41.5 28.3 52.2 40.0 41.4 27.7 52.0 38.5
Old : 41.5 28.3 52.2 40.0 41.4 27.7 52.0 38.5
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, April 11, 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 : 3,024,155: 447,756 655,537 71,104 2,233,336 1,955,872 2,752,196 2,682,513: 271,959 341,642
Old : 3,024,155: 447,756 655,537 71,104 2,233,336 1,955,872 2,752,196 2,682,513: 271,959 341,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 49,115: 59,213 -26,374 7,528 -32,304 74,460 34,437 55,614: 14,678 -6,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.7 2.4 73.8 64.7 91.0 88.7: 9.0 11.3
Old : 100.0: 14.8 21.7 2.4 73.8 64.7 91.0 88.7: 9.0 11.3
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 : 315: 45 78 34 110 159 172 254:
Old : 315: 45 78 34 110 159 172 254:
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 : 39.6 19.8 49.8 29.9 36.0 19.5 45.1 29.2
Old : 39.6 19.8 49.8 29.9 36.0 19.5 45.1 29.2
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, April 11, 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 : 1,653,081: 158,418 371,161 316,523 1,145,829 902,072 1,620,770 1,589,756: 32,311 63,325
Old : 1,653,081: 158,418 371,161 316,523 1,145,829 902,072 1,620,770 1,589,756: 32,311 63,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 80,116: 551 6,149 26,011 52,610 43,549 79,172 75,709: 944 4,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.5 19.1 69.3 54.6 98.0 96.2: 2.0 3.8
Old : 100.0: 9.6 22.5 19.1 69.3 54.6 98.0 96.2: 2.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 43 48 62 78 117 149:
Old : 159: 29 43 48 62 78 117 149:
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 : 29.5 21.2 46.2 35.5 19.5 13.2 31.0 21.3
Old : 29.5 21.2 46.2 35.5 19.5 13.2 31.0 21.3
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, April 11, 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 : 64,569: 37,591 4,343 3,395 14,030 49,297 55,015 57,034: 9,554 7,535
Old : 64,569: 37,591 4,343 3,395 14,030 49,297 55,015 57,034: 9,554 7,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -250: 855 653 113 -1,311 -944 -344 -178: 94 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 6.7 5.3 21.7 76.3 85.2 88.3: 14.8 11.7
Old : 100.0: 58.2 6.7 5.3 21.7 76.3 85.2 88.3: 14.8 11.7
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 : 113: 47 17 7 26 32 75 54:
Old : 113: 47 17 7 26 32 75 54:
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 : 27.0 33.7 38.3 54.9 23.7 31.1 34.6 52.3
Old : 27.0 33.7 38.3 54.9 23.7 31.1 34.6 52.3
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, April 11, 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 : 129,137: 75,181 8,685 6,789 28,060 98,593 110,030 114,067: 19,107 15,070
Old : 129,137: 75,181 8,685 6,789 28,060 98,593 110,030 114,067: 19,107 15,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -500: 1,709 1,305 226 -2,622 -1,887 -687 -356: 187 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 6.7 5.3 21.7 76.3 85.2 88.3: 14.8 11.7
Old : 100.0: 58.2 6.7 5.3 21.7 76.3 85.2 88.3: 14.8 11.7
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 : 113: 47 17 7 26 32 75 54:
Old : 113: 47 17 7 26 32 75 54:
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 : 27.0 33.7 38.3 54.9 23.7 31.1 34.6 52.3
Old : 27.0 33.7 38.3 54.9 23.7 31.1 34.6 52.3
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, April 11, 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 : 36,829: 33,329 35,780 369 3,095 595 36,793 36,744: 36 85
Old : 36,829: 33,329 35,780 369 3,095 595 36,793 36,744: 36 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,277: 1,303 1,203 0 -4 59 1,299 1,262: -22 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 97.2 1.0 8.4 1.6 99.9 99.8: 0.1 0.2
Old : 100.0: 90.5 97.2 1.0 8.4 1.6 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 25 12 1 2 1 28 13:
Old : 40: 25 12 1 2 1 28 13:
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 : 61.7 81.4 87.1 95.2 61.7 81.4 87.1 94.2
Old : 61.7 81.4 87.1 95.2 61.7 81.4 87.1 94.2
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, April 11, 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 : 31,709: 10,865 6,972 92 20,742 24,510 31,699 31,574: 10 135
Old : 31,709: 10,865 6,972 92 20,742 24,510 31,699 31,574: 10 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,239: -3,722 -194 0 2,484 -1,057 -1,238 -1,251: -1 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 22.0 0.3 65.4 77.3 100.0 99.6: 0.0 0.4
Old : 100.0: 34.3 22.0 0.3 65.4 77.3 100.0 99.6: 0.0 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: 10 15 1 9 21 19 37:
Old : 51: 10 15 1 9 21 19 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 : 82.3 45.9 95.0 62.5 82.3 45.9 95.0 62.5
Old : 82.3 45.9 95.0 62.5 82.3 45.9 95.0 62.5
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,798: 16,087 4,630 35 9,633 21,049 25,755 25,714: 43 84
Old : 25,798: 16,087 4,630 35 9,633 21,049 25,755 25,714: 43 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -716: -1,132 485 -54 452 -1,136 -734 -705: 18 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 17.9 0.1 37.3 81.6 99.8 99.7: 0.2 0.3
Old : 100.0: 62.4 17.9 0.1 37.3 81.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 8 1 6 11 18 19:
Old : 34: 11 8 1 6 11 18 19:
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 : 84.4 66.2 96.8 89.6 84.4 66.2 95.9 89.6
Old : 84.4 66.2 96.8 89.6 84.4 66.2 95.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017