WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 447,119: 156,694 246,094 75,235 170,968 87,798 402,897 409,127: 44,222 37,992
Old : 439,988: 155,614 246,723 73,649 167,549 83,542 396,812 403,914: 43,176 36,074
Other: 7,131: 2,542 833 124 3,419 4,256 6,085 5,213: 1,046 1,918
: : :
: : Changes in Commitments from: May 9, 2017 :
: 23,683: 7,072 20,179 7,134 8,362 -2,376 22,568 24,937: 1,115 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 55.0 16.8 38.2 19.6 90.1 91.5: 9.9 8.5
Old : 100.0: 35.4 56.1 16.7 38.1 19.0 90.2 91.8: 9.8 8.2
Other: 100.0: 35.6 11.7 1.7 47.9 59.7 85.3 73.1: 14.7 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 147 131 125 107 88 323 284:
Old : 417: 147 132 123 107 85 321 281:
Other: 74: 12 12 4 21 35 36 48:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.5 21.5 20.1 12.1 10.2 19.4 18.9
Old : 13.7 10.7 21.7 20.5 12.4 10.3 19.7 19.2
Other: 52.5 34.8 68.5 49.6 51.2 33.5 62.3 45.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 246,509: 98,371 79,829 24,679 100,179 119,167 223,229 223,675: 23,280 22,834
Old : 241,662: 98,553 80,005 23,569 96,536 116,890 218,658 220,464: 23,004 21,198
Other: 4,847: 813 819 115 3,643 2,277 4,571 3,211: 276 1,636
: : :
: : Changes in Commitments from: May 9, 2017 :
: -254: -453 8,084 -6,581 5,071 -610 -1,963 893: 1,709 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 32.4 10.0 40.6 48.3 90.6 90.7: 9.4 9.3
Old : 100.0: 40.8 33.1 9.8 39.9 48.4 90.5 91.2: 9.5 8.8
Other: 100.0: 16.8 16.9 2.4 75.2 47.0 94.3 66.2: 5.7 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 74 49 54 82 78 176 168:
Old : 247: 74 50 52 82 76 175 165:
Other: 47: 4 8 4 13 24 21 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 24.3 29.9 34.7 15.4 18.5 24.9 28.9
Old : 17.9 24.8 29.5 35.4 16.1 19.9 25.6 30.5
Other: 70.6 41.6 88.5 54.1 70.6 39.8 88.1 51.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,371,182: 381,504 478,805 199,855 624,845 530,891 1,206,204 1,209,551: 164,978 161,631
Old : 948,598: 354,744 483,046 89,800 389,050 287,197 833,594 860,043: 115,004 88,555
Other: 422,584: 112,503 81,502 24,312 235,795 243,694 372,610 349,508: 49,974 73,076
: : :
: : Changes in Commitments from: May 9, 2017 :
: 13,281: 15,801 13,295 4,258 -10,412 -7,740 9,647 9,813: 3,634 3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 34.9 14.6 45.6 38.7 88.0 88.2: 12.0 11.8
Old : 100.0: 37.4 50.9 9.5 41.0 30.3 87.9 90.7: 12.1 9.3
Other: 100.0: 26.6 19.3 5.8 55.8 57.7 88.2 82.7: 11.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 191 142 179 258 295 546 548:
Old : 687: 190 143 100 229 230 463 432:
Other: 525: 109 100 52 134 254 275 381:
:----------------------------------------------------------------------------------------------------
: 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 10.5 18.2 18.0 9.4 8.2 15.2 14.8
Old : 11.2 12.7 18.3 22.9 10.6 11.8 17.6 21.1
Other: 20.9 14.5 29.5 22.9 13.8 9.7 21.4 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,269: 1,711 773 248 2,189 4,407 4,148 5,428: 2,121 841
Old : 6,269: 1,711 773 248 2,189 4,407 4,148 5,428: 2,121 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 329: 182 -97 -61 174 486 295 328: 34 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 12.3 4.0 34.9 70.3 66.2 86.6: 33.8 13.4
Old : 100.0: 27.3 12.3 4.0 34.9 70.3 66.2 86.6: 33.8 13.4
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 : 36: 14 6 5 8 11 24 20:
Old : 36: 14 6 5 8 11 24 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 : 34.2 50.4 45.3 70.0 24.2 45.7 34.1 61.5
Old : 34.2 50.4 45.3 70.0 24.2 45.7 34.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 647,710: 146,042 174,865 97,396 359,175 272,569 602,613 544,830: 45,097 102,880
Old : 392,352: 132,077 163,034 25,935 207,608 158,838 365,620 347,807: 26,732 44,545
Other: 255,358: 71,827 69,693 13,599 151,567 113,731 236,993 197,023: 18,365 58,335
: : :
: : Changes in Commitments from: May 9, 2017 :
: 7,532: -2,428 -3,492 7,872 1,945 551 7,389 4,931: 143 2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.0 15.0 55.5 42.1 93.0 84.1: 7.0 15.9
Old : 100.0: 33.7 41.6 6.6 52.9 40.5 93.2 88.6: 6.8 11.4
Other: 100.0: 28.1 27.3 5.3 59.4 44.5 92.8 77.2: 7.2 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 154 153 173 162 222 409 482:
Old : 552: 157 141 75 130 178 321 363:
Other: 469: 91 134 69 104 197 242 359:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 13.6 26.2 20.7 16.7 12.4 25.1 18.0
Old : 16.5 21.5 26.3 30.4 16.4 21.1 25.4 29.7
Other: 26.3 11.2 35.9 17.9 25.1 10.9 34.6 17.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 404,184: 118,921 106,149 69,784 178,492 197,037 367,197 372,970: 36,987 31,214
Old : 264,239: 104,495 107,133 23,676 113,296 110,293 241,467 241,102: 22,772 23,137
Other: 139,945: 41,895 26,485 18,639 65,196 86,744 125,730 131,868: 14,215 8,077
: : :
: : Changes in Commitments from: May 9, 2017 :
: -1,804: 1,877 -4,977 1,076 -5,128 1,278 -2,175 -2,623: 371 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.3 17.3 44.2 48.7 90.8 92.3: 9.2 7.7
Old : 100.0: 39.5 40.5 9.0 42.9 41.7 91.4 91.2: 8.6 8.8
Other: 100.0: 29.9 18.9 13.3 46.6 62.0 89.8 94.2: 10.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 99 83 98 87 69 242 217:
Old : 299: 96 91 62 73 56 202 184:
Other: 182: 54 42 36 56 53 134 112:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 23.5 17.5 31.6 10.2 21.1 16.8 28.5
Old : 11.3 17.1 20.6 28.0 11.3 15.6 20.5 25.6
Other: 18.6 37.6 29.0 48.8 18.2 34.1 28.0 44.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 678,069: 124,265 131,113 12,646 383,616 363,859 520,527 507,618: 157,542 170,451
Old : 678,069: 124,265 131,113 12,646 383,616 363,859 520,527 507,618: 157,542 170,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,157: -3,507 8,519 -2,083 -996 -11,476 -6,586 -5,040: 7,743 6,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.3 1.9 56.6 53.7 76.8 74.9: 23.2 25.1
Old : 100.0: 18.3 19.3 1.9 56.6 53.7 76.8 74.9: 23.2 25.1
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 : 157: 35 30 26 68 63 115 108:
Old : 157: 35 30 26 68 63 115 108:
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 : 21.5 21.1 31.7 33.4 15.1 19.2 24.0 26.8
Old : 21.5 21.1 31.7 33.4 15.1 19.2 24.0 26.8
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 756,959: 34,197 140,557 16,424 585,206 493,951 635,827 650,932: 121,132 106,027
Old : 756,959: 34,197 140,557 16,424 585,206 493,951 635,827 650,932: 121,132 106,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 16,860: 1,525 221 5,934 1,803 7,197 9,262 13,352: 7,598 3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 18.6 2.2 77.3 65.3 84.0 86.0: 16.0 14.0
Old : 100.0: 4.5 18.6 2.2 77.3 65.3 84.0 86.0: 16.0 14.0
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 : 107: 9 15 11 63 60 81 79:
Old : 107: 9 15 11 63 60 81 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 32.2 32.3 48.1 15.1 32.2 25.8 46.2
Old : 18.6 32.2 32.3 48.1 15.1 32.2 25.8 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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 3,308: 1,598 409 401 1,011 2,291 3,010 3,101: 298 207
Old : 3,308: 1,598 409 401 1,011 2,291 3,010 3,101: 298 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -548: -315 238 -102 -121 -675 -538 -539: -10 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 12.4 12.1 30.6 69.3 91.0 93.7: 9.0 6.3
Old : 100.0: 48.3 12.4 12.1 30.6 69.3 91.0 93.7: 9.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 3 3 7 11 19 16:
Old : 27: 11 3 3 7 11 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 65.6 74.9 82.1 43.4 46.2 53.5 56.2
Old : 56.0 65.6 74.9 82.1 43.4 46.2 53.5 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 369,607: 100,591 79,841 48,759 176,923 203,864 326,273 332,464: 43,334 37,143
Old : 245,614: 90,339 82,040 16,624 108,191 120,754 215,154 219,418: 30,460 26,196
Other: 123,993: 33,464 21,013 8,923 68,732 83,110 111,119 113,046: 12,874 10,947
: : :
: : Changes in Commitments from: May 9, 2017 :
: 4,789: -1,371 9,630 4,939 658 -9,359 4,226 5,210: 563 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.6 13.2 47.9 55.2 88.3 90.0: 11.7 10.0
Old : 100.0: 36.8 33.4 6.8 44.0 49.2 87.6 89.3: 12.4 10.7
Other: 100.0: 27.0 16.9 7.2 55.4 67.0 89.6 91.2: 10.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 61 78 95 83 219 196:
Old : 268: 88 59 54 87 70 201 160:
Other: 187: 51 42 32 66 56 133 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 25.4 20.7 32.4 14.0 23.4 20.6 29.9
Old : 18.3 20.9 26.9 29.7 18.3 20.7 26.9 29.3
Other: 16.4 37.6 28.2 47.3 16.4 33.3 27.9 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,048: 2,196 2,991 322 4,590 4,326 7,108 7,639: 1,940 1,409
Old : 8,243: 2,457 2,940 4 4,123 4,182 6,584 7,126: 1,659 1,117
Other: 805: 50 362 7 467 144 524 513: 281 292
: : :
: : Changes in Commitments from: May 9, 2017 :
: -2,052: -234 -2,150 -172 -833 496 -1,239 -1,826: -813 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.1 3.6 50.7 47.8 78.6 84.4: 21.4 15.6
Old : 100.0: 29.8 35.7 0.0 50.0 50.7 79.9 86.4: 20.1 13.6
Other: 100.0: 6.2 45.0 0.9 58.0 17.9 65.1 63.7: 34.9 36.3
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 18 8 17 10 39 32:
Old : 57: 19 16 1 14 8 34 24:
Other: 19: 3 7 1 6 4 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 : 45.7 36.2 57.1 57.0 45.7 36.1 57.0 56.3
Old : 45.5 39.0 58.0 60.9 45.5 39.0 58.0 60.9
Other: 56.1 45.5 63.2 61.6 56.1 45.5 62.7 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,436,489: 258,127 234,642 44,827 1,014,654 981,868 1,317,608 1,261,337: 118,881 175,152
Old : 1,436,489: 258,127 234,642 44,827 1,014,654 981,868 1,317,608 1,261,337: 118,881 175,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 75,591: 44,875 30,470 1,639 26,256 26,098 72,770 58,207: 2,821 17,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.3 3.1 70.6 68.4 91.7 87.8: 8.3 12.2
Old : 100.0: 18.0 16.3 3.1 70.6 68.4 91.7 87.8: 8.3 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 : 274: 62 46 36 111 115 186 184:
Old : 274: 62 46 36 111 115 186 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 33.3 29.8 41.1 18.4 29.3 28.2 34.8
Old : 18.4 33.3 29.8 41.1 18.4 29.3 28.2 34.8
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,370,091: 892,977 652,967 128,351 1,990,410 2,031,658 3,011,738 2,812,976: 358,353 557,115
Old : 3,370,091: 892,977 652,967 128,351 1,990,410 2,031,658 3,011,738 2,812,976: 358,353 557,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 36,196: 31,185 20,294 15,486 -22,865 -6,125 23,806 29,655: 12,390 6,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.4 3.8 59.1 60.3 89.4 83.5: 10.6 16.5
Old : 100.0: 26.5 19.4 3.8 59.1 60.3 89.4 83.5: 10.6 16.5
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 : 389: 86 83 65 157 165 277 279:
Old : 389: 86 83 65 157 165 277 279:
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 : 29.1 17.9 39.5 26.3 26.4 15.0 36.1 21.1
Old : 29.1 17.9 39.5 26.3 26.4 15.0 36.1 21.1
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 352,291: 58,020 46,062 4,020 209,653 183,325 271,693 233,407: 80,598 118,884
Old : 352,291: 58,020 46,062 4,020 209,653 183,325 271,693 233,407: 80,598 118,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 7,195: 3,038 458 1,842 -2,065 -684 2,815 1,616: 4,380 5,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.1 1.1 59.5 52.0 77.1 66.3: 22.9 33.7
Old : 100.0: 16.5 13.1 1.1 59.5 52.0 77.1 66.3: 22.9 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 5 5 33 32 44 39:
Old : 52: 8 5 5 33 32 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 28.9 54.5 39.2 42.6 27.4 53.3 37.0
Old : 43.0 28.9 54.5 39.2 42.6 27.4 53.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,209,472: 453,477 623,644 128,298 2,358,542 2,095,376 2,940,317 2,847,318: 269,155 362,154
Old : 3,209,472: 453,477 623,644 128,298 2,358,542 2,095,376 2,940,317 2,847,318: 269,155 362,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 17,530: -26,673 -2,934 21,428 29,932 -7,097 24,687 11,397: -7,157 6,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.4 4.0 73.5 65.3 91.6 88.7: 8.4 11.3
Old : 100.0: 14.1 19.4 4.0 73.5 65.3 91.6 88.7: 8.4 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 : 300: 46 72 51 119 144 195 237:
Old : 300: 46 72 51 119 144 195 237:
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 : 38.8 18.2 48.1 28.3 35.6 17.8 44.5 27.3
Old : 38.8 18.2 48.1 28.3 35.6 17.8 44.5 27.3
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, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,528,760: 233,367 260,528 326,015 933,631 884,886 1,493,013 1,471,429: 35,747 57,331
Old : 1,528,760: 233,367 260,528 326,015 933,631 884,886 1,493,013 1,471,429: 35,747 57,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 109,414: -14,871 38,054 35,653 88,529 35,656 109,311 109,363: 103 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.0 21.3 61.1 57.9 97.7 96.2: 2.3 3.8
Old : 100.0: 15.3 17.0 21.3 61.1 57.9 97.7 96.2: 2.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 18 53 50 58 73 115 142:
Old : 152: 18 53 50 58 73 115 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 22.4 49.9 34.8 22.5 11.2 33.4 18.2
Old : 31.0 22.4 49.9 34.8 22.5 11.2 33.4 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,726: 28,703 5,873 3,163 18,972 43,365 50,837 52,401: 9,890 8,326
Old : 60,726: 28,703 5,873 3,163 18,972 43,365 50,837 52,401: 9,890 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 75: -1,215 424 -59 1,623 -922 350 -557: -275 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 9.7 5.2 31.2 71.4 83.7 86.3: 16.3 13.7
Old : 100.0: 47.3 9.7 5.2 31.2 71.4 83.7 86.3: 16.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 38 15 7 31 27 71 47:
Old : 105: 38 15 7 31 27 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 34.6 37.3 55.1 21.9 31.7 34.4 52.2
Old : 24.9 34.6 37.3 55.1 21.9 31.7 34.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 121,452: 57,405 11,746 6,325 37,943 86,730 101,673 104,801: 19,779 16,651
Old : 121,452: 57,405 11,746 6,325 37,943 86,730 101,673 104,801: 19,779 16,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 150: -2,429 847 -117 3,245 -1,844 699 -1,114: -549 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 9.7 5.2 31.2 71.4 83.7 86.3: 16.3 13.7
Old : 100.0: 47.3 9.7 5.2 31.2 71.4 83.7 86.3: 16.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 38 15 7 31 27 71 47:
Old : 105: 38 15 7 31 27 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 34.6 37.3 55.1 21.9 31.7 34.4 52.2
Old : 24.9 34.6 37.3 55.1 21.9 31.7 34.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 42,126: 37,891 39,616 1,885 2,275 544 42,051 42,045: 75 81
Old : 42,126: 37,891 39,616 1,885 2,275 544 42,051 42,045: 75 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 523: -250 -225 759 0 0 509 534: 14 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 94.0 4.5 5.4 1.3 99.8 99.8: 0.2 0.2
Old : 100.0: 89.9 94.0 4.5 5.4 1.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 25 16 2 2 1 29 17:
Old : 44: 25 16 2 2 1 29 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 83.7 87.3 94.2 72.9 80.1 86.2 89.7
Old : 72.9 83.7 87.3 94.2 72.9 80.1 86.2 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,071: 6,701 6,581 92 24,189 24,275 30,982 30,948: 89 123
Old : 31,071: 6,701 6,581 92 24,189 24,275 30,982 30,948: 89 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 778: 712 31 0 24 735 736 766: 42 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.2 0.3 77.9 78.1 99.7 99.6: 0.3 0.4
Old : 100.0: 21.6 21.2 0.3 77.9 78.1 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 13 1 7 19 16 33:
Old : 46: 9 13 1 7 19 16 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 51.5 94.0 67.4 80.3 51.5 94.0 67.4
Old : 80.3 51.5 94.0 67.4 80.3 51.5 94.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, May 16, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,165: 11,098 5,003 0 15,026 21,017 26,124 26,020: 41 145
Old : 26,165: 11,098 5,003 0 15,026 21,017 26,124 26,020: 41 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 495: -1,125 596 0 1,644 -163 519 433: -24 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 19.1 0.0 57.4 80.3 99.8 99.4: 0.2 0.6
Old : 100.0: 42.4 19.1 0.0 57.4 80.3 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 10 0 6 12 15 22:
Old : 35: 9 10 0 6 12 15 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 67.7 97.9 86.6 86.4 67.7 97.5 86.6
Old : 86.4 67.7 97.9 86.6 86.4 67.7 97.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017