WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 23, 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 : 457,189: 158,881 235,570 91,523 160,825 91,783 411,229 418,876: 45,960 38,313
Old : 449,138: 157,814 236,839 88,979 157,370 87,083 404,163 412,901: 44,975 36,237
Other: 8,051: 3,409 1,073 202 3,455 4,700 7,066 5,975: 985 2,076
: : :
: : Changes in Commitments from: May 16, 2017 :
: 10,070: 2,187 -10,524 16,288 -10,143 3,985 8,332 9,749: 1,738 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 51.5 20.0 35.2 20.1 89.9 91.6: 10.1 8.4
Old : 100.0: 35.1 52.7 19.8 35.0 19.4 90.0 91.9: 10.0 8.1
Other: 100.0: 42.3 13.3 2.5 42.9 58.4 87.8 74.2: 12.2 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 139 126 122 104 96 311 287:
Old : 407: 140 126 120 104 92 309 283:
Other: 71: 10 10 4 21 38 34 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 11.1 20.4 20.6 11.4 9.8 18.5 17.9
Old : 13.1 11.3 20.6 21.0 11.7 10.0 18.9 18.3
Other: 55.6 31.2 70.5 46.0 55.6 30.6 67.4 42.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 23, 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 : 266,320: 97,003 80,295 37,819 107,010 124,840 241,832 242,954: 24,488 23,366
Old : 260,744: 96,991 80,751 36,388 103,163 121,989 236,542 239,128: 24,202 21,616
Other: 5,576: 1,244 776 199 3,847 2,851 5,290 3,826: 286 1,750
: : :
: : Changes in Commitments from: May 16, 2017 :
: 19,811: -1,368 466 13,140 6,831 5,673 18,603 19,279: 1,208 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 30.1 14.2 40.2 46.9 90.8 91.2: 9.2 8.8
Old : 100.0: 37.2 31.0 14.0 39.6 46.8 90.7 91.7: 9.3 8.3
Other: 100.0: 22.3 13.9 3.6 69.0 51.1 94.9 68.6: 5.1 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 75 52 61 87 77 188 174:
Old : 255: 76 52 59 87 75 187 171:
Other: 51: 6 8 5 16 24 26 35:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 22.4 27.6 33.3 14.2 18.0 23.3 27.4
Old : 16.4 22.9 27.7 34.0 14.8 19.4 24.0 29.0
Other: 68.4 37.4 85.9 52.3 68.4 35.8 85.6 50.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 23, 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 : 1,389,074: 396,676 463,346 196,509 625,934 565,860 1,219,119 1,225,715: 169,955 163,359
Old : 945,186: 363,002 468,033 83,846 381,406 307,008 828,254 858,887: 116,932 86,299
Other: 443,888: 126,158 87,797 20,179 244,528 258,852 390,865 366,828: 53,023 77,060
: : :
: : Changes in Commitments from: May 16, 2017 :
: 17,892: 15,172 -15,459 -3,346 1,089 34,969 12,915 16,164: 4,977 1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 33.4 14.1 45.1 40.7 87.8 88.2: 12.2 11.8
Old : 100.0: 38.4 49.5 8.9 40.4 32.5 87.6 90.9: 12.4 9.1
Other: 100.0: 28.4 19.8 4.5 55.1 58.3 88.1 82.6: 11.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 188 138 178 263 293 550 540:
Old : 674: 182 141 96 227 225 454 419:
Other: 538: 114 105 55 141 255 291 387:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.4 17.5 17.7 9.2 8.2 15.1 14.6
Old : 11.2 12.9 18.2 23.2 10.6 12.8 17.5 22.6
Other: 20.0 13.2 29.3 21.5 14.8 9.1 22.5 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 23, 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 : 6,333: 1,677 725 265 2,197 4,571 4,139 5,561: 2,194 772
Old : 6,333: 1,677 725 265 2,197 4,571 4,139 5,561: 2,194 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 64: -34 -48 17 8 164 -9 133: 73 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.4 4.2 34.7 72.2 65.4 87.8: 34.6 12.2
Old : 100.0: 26.5 11.4 4.2 34.7 72.2 65.4 87.8: 34.6 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 : 37: 13 6 4 8 13 24 20:
Old : 37: 13 6 4 8 13 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 : 33.9 50.0 45.0 68.5 24.1 47.1 34.6 61.3
Old : 33.9 50.0 45.0 68.5 24.1 47.1 34.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 23, 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 : 666,788: 142,384 190,315 99,442 377,940 276,355 619,766 566,112: 47,022 100,676
Old : 399,847: 127,531 182,814 20,062 224,922 154,028 372,515 356,904: 27,332 42,943
Other: 266,941: 77,432 70,080 16,801 153,018 122,327 247,251 209,208: 19,690 57,733
: : :
: : Changes in Commitments from: May 16, 2017 :
: 19,078: -3,658 15,450 2,046 18,765 3,786 17,153 21,282: 1,925 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 28.5 14.9 56.7 41.4 92.9 84.9: 7.1 15.1
Old : 100.0: 31.9 45.7 5.0 56.3 38.5 93.2 89.3: 6.8 10.7
Other: 100.0: 29.0 26.3 6.3 57.3 45.8 92.6 78.4: 7.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 156 163 184 165 217 428 488:
Old : 561: 171 138 77 134 173 337 362:
Other: 477: 100 133 78 108 196 264 362:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 12.8 25.5 19.2 16.7 12.0 24.8 16.9
Old : 18.2 20.6 28.0 29.3 18.0 19.9 27.4 28.0
Other: 22.2 10.7 32.4 16.8 21.9 10.5 30.8 16.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 23, 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 : 414,540: 118,858 106,316 75,967 186,352 200,837 381,177 383,120: 33,363 31,420
Old : 264,366: 106,460 109,402 24,256 113,952 108,348 244,668 242,006: 19,698 22,360
Other: 150,174: 45,430 29,946 18,679 72,400 92,489 136,509 141,114: 13,665 9,060
: : :
: : Changes in Commitments from: May 16, 2017 :
: 10,356: -63 167 6,183 7,860 3,800 13,980 10,150: -3,624 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 25.6 18.3 45.0 48.4 92.0 92.4: 8.0 7.6
Old : 100.0: 40.3 41.4 9.2 43.1 41.0 92.5 91.5: 7.5 8.5
Other: 100.0: 30.3 19.9 12.4 48.2 61.6 90.9 94.0: 9.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 103 83 107 87 72 247 228:
Old : 308: 106 86 74 73 57 211 194:
Other: 195: 53 54 42 56 56 142 123:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 22.5 17.2 30.1 9.9 20.4 16.4 27.8
Old : 11.5 15.5 20.3 26.0 11.5 14.8 20.3 24.8
Other: 18.7 36.8 29.9 48.2 18.3 33.3 29.1 44.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 23, 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 : 797,692: 164,828 117,536 41,695 425,525 458,250 632,048 617,481: 165,644 180,211
Old : 797,692: 164,828 117,536 41,695 425,525 458,250 632,048 617,481: 165,644 180,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 119,623: 40,563 -13,577 29,049 41,909 94,391 111,521 109,863: 8,102 9,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.7 5.2 53.3 57.4 79.2 77.4: 20.8 22.6
Old : 100.0: 20.7 14.7 5.2 53.3 57.4 79.2 77.4: 20.8 22.6
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 : 159: 42 24 33 65 71 120 116:
Old : 159: 42 24 33 65 71 120 116:
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 : 21.7 19.6 32.2 32.5 13.5 15.7 21.1 23.0
Old : 21.7 19.6 32.2 32.5 13.5 15.7 21.1 23.0
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 23, 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 : 773,760: 32,295 140,957 13,056 584,881 511,438 630,232 665,451: 143,528 108,309
Old : 773,760: 32,295 140,957 13,056 584,881 511,438 630,232 665,451: 143,528 108,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 16,801: -1,902 400 -3,368 -325 17,487 -5,595 14,519: 22,396 2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.2 1.7 75.6 66.1 81.5 86.0: 18.5 14.0
Old : 100.0: 4.2 18.2 1.7 75.6 66.1 81.5 86.0: 18.5 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 : 109: 12 14 10 64 62 83 79:
Old : 109: 12 14 10 64 62 83 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 : 17.8 31.6 31.0 48.2 14.4 31.5 24.8 45.8
Old : 17.8 31.6 31.0 48.2 14.4 31.5 24.8 45.8
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 23, 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 : 3,343: 1,221 248 643 1,204 2,262 3,068 3,153: 275 190
Old : 3,343: 1,221 248 643 1,204 2,262 3,068 3,153: 275 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 35: -377 -161 242 193 -29 58 52: -23 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.4 19.2 36.0 67.7 91.8 94.3: 8.2 5.7
Old : 100.0: 36.5 7.4 19.2 36.0 67.7 91.8 94.3: 8.2 5.7
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 : 24: 9 2 4 9 13 18 19:
Old : 24: 9 2 4 9 13 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 : 58.2 55.5 78.8 76.7 31.2 35.0 39.8 44.4
Old : 58.2 55.5 78.8 76.7 31.2 35.0 39.8 44.4
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 23, 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 : 395,856: 97,003 96,635 62,871 193,974 195,737 353,848 355,243: 42,008 40,613
Old : 257,900: 93,264 102,203 19,515 116,238 107,000 229,017 228,718: 28,883 29,182
Other: 137,956: 36,710 27,403 10,385 77,736 88,737 124,831 126,525: 13,125 11,431
: : :
: : Changes in Commitments from: May 16, 2017 :
: 26,249: -3,588 16,794 14,112 17,051 -8,127 27,575 22,779: -1,326 3,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 24.4 15.9 49.0 49.4 89.4 89.7: 10.6 10.3
Old : 100.0: 36.2 39.6 7.6 45.1 41.5 88.8 88.7: 11.2 11.3
Other: 100.0: 26.6 19.9 7.5 56.3 64.3 90.5 91.7: 9.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 81 70 88 98 89 228 219:
Old : 284: 95 63 60 92 76 209 182:
Other: 193: 48 48 35 67 59 134 126:
:----------------------------------------------------------------------------------------------------
: 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 21.1 19.4 28.2 12.9 17.3 18.9 23.2
Old : 16.7 15.6 24.9 23.7 16.7 15.2 24.8 23.0
Other: 16.5 38.0 29.0 48.2 15.9 33.5 27.6 42.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 23, 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 : 9,074: 2,519 2,167 287 4,386 5,017 7,192 7,471: 1,882 1,603
Old : 7,970: 2,732 2,114 0 3,892 4,727 6,624 6,841: 1,346 1,129
Other: 1,104: 60 326 14 494 290 568 630: 536 474
: : :
: : Changes in Commitments from: May 16, 2017 :
: 26: 323 -824 -35 -204 691 84 -168: -58 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 23.9 3.2 48.3 55.3 79.3 82.3: 20.7 17.7
Old : 100.0: 34.3 26.5 0.0 48.8 59.3 83.1 85.8: 16.9 14.2
Other: 100.0: 5.4 29.5 1.3 44.7 26.3 51.4 57.1: 48.6 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 16 7 17 10 39 28:
Old : 54: 20 13 0 13 8 33 21:
Other: 22: 4 6 1 8 6 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 43.7 37.1 55.3 61.0 43.7 37.0 55.3 60.1
Old : 44.9 41.0 58.0 66.0 44.9 41.0 58.0 66.0
Other: 40.9 46.0 47.6 55.4 40.9 46.0 47.3 54.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 23, 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 : 1,439,677: 232,330 251,656 89,380 959,255 897,072 1,280,965 1,238,108: 158,712 201,569
Old : 1,439,677: 232,330 251,656 89,380 959,255 897,072 1,280,965 1,238,108: 158,712 201,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 3,188: -25,797 17,014 44,553 -55,399 -84,796 -36,643 -23,229: 39,831 26,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.5 6.2 66.6 62.3 89.0 86.0: 11.0 14.0
Old : 100.0: 16.1 17.5 6.2 66.6 62.3 89.0 86.0: 11.0 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 : 286: 64 59 51 113 119 201 205:
Old : 286: 64 59 51 113 119 201 205:
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 : 18.2 24.8 28.6 31.9 18.0 20.2 27.0 25.9
Old : 18.2 24.8 28.6 31.9 18.0 20.2 27.0 25.9
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 23, 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 : 3,538,851: 947,807 585,306 229,635 1,991,923 2,177,414 3,169,365 2,992,355: 369,486 546,496
Old : 3,538,851: 947,807 585,306 229,635 1,991,923 2,177,414 3,169,365 2,992,355: 369,486 546,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 168,760: 54,830 -67,661 101,284 1,513 145,756 157,627 179,379: 11,133 -10,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.5 6.5 56.3 61.5 89.6 84.6: 10.4 15.4
Old : 100.0: 26.8 16.5 6.5 56.3 61.5 89.6 84.6: 10.4 15.4
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 : 400: 92 82 73 164 178 291 298:
Old : 400: 92 82 73 164 178 291 298:
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 18.1 36.3 28.7 24.8 15.7 32.8 21.9
Old : 27.0 18.1 36.3 28.7 24.8 15.7 32.8 21.9
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 23, 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 : 370,752: 67,701 33,486 4,344 209,968 208,192 282,013 246,022: 88,739 124,730
Old : 370,752: 67,701 33,486 4,344 209,968 208,192 282,013 246,022: 88,739 124,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 18,461: 9,681 -12,576 324 315 24,867 10,320 12,615: 8,141 5,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.0 1.2 56.6 56.2 76.1 66.4: 23.9 33.6
Old : 100.0: 18.3 9.0 1.2 56.6 56.2 76.1 66.4: 23.9 33.6
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 : 54: 10 4 7 33 34 47 41:
Old : 54: 10 4 7 33 34 47 41:
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 : 39.9 26.1 51.2 36.7 39.5 25.2 49.8 34.6
Old : 39.9 26.1 51.2 36.7 39.5 25.2 49.8 34.6
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 23, 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 : 3,348,510: 500,596 624,289 171,062 2,367,503 2,181,625 3,039,161 2,976,976: 309,349 371,534
Old : 3,348,510: 500,596 624,289 171,062 2,367,503 2,181,625 3,039,161 2,976,976: 309,349 371,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 139,038: 47,119 645 42,764 8,961 86,249 98,844 129,658: 40,194 9,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.6 5.1 70.7 65.2 90.8 88.9: 9.2 11.1
Old : 100.0: 14.9 18.6 5.1 70.7 65.2 90.8 88.9: 9.2 11.1
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 : 310: 52 75 56 119 151 202 252:
Old : 310: 52 75 56 119 151 202 252:
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 : 37.3 16.3 47.3 25.9 32.3 15.9 41.1 24.9
Old : 37.3 16.3 47.3 25.9 32.3 15.9 41.1 24.9
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 23, 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 : 1,656,819: 296,606 301,535 348,579 972,332 941,097 1,617,517 1,591,211: 39,302 65,608
Old : 1,656,819: 296,606 301,535 348,579 972,332 941,097 1,617,517 1,591,211: 39,302 65,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 128,059: 63,239 41,007 22,564 38,701 56,211 124,504 119,782: 3,555 8,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.2 21.0 58.7 56.8 97.6 96.0: 2.4 4.0
Old : 100.0: 17.9 18.2 21.0 58.7 56.8 97.6 96.0: 2.4 4.0
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 : 157: 20 54 51 58 73 116 146:
Old : 157: 20 54 51 58 73 116 146:
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 : 32.5 19.9 51.0 32.2 25.4 11.9 34.7 17.8
Old : 32.5 19.9 51.0 32.2 25.4 11.9 34.7 17.8
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 23, 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 : 60,170: 28,751 6,782 2,676 19,523 42,147 50,949 51,605: 9,221 8,565
Old : 60,170: 28,751 6,782 2,676 19,523 42,147 50,949 51,605: 9,221 8,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -557: 48 909 -487 551 -1,218 113 -796: -669 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 11.3 4.4 32.4 70.0 84.7 85.8: 15.3 14.2
Old : 100.0: 47.8 11.3 4.4 32.4 70.0 84.7 85.8: 15.3 14.2
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 : 109: 41 17 6 30 28 72 50:
Old : 109: 41 17 6 30 28 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 33.9 35.0 53.8 20.0 31.1 31.6 50.9
Old : 23.1 33.9 35.0 53.8 20.0 31.1 31.6 50.9
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, May 23, 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 : 120,339: 57,501 13,563 5,352 39,045 84,294 101,898 103,209: 18,441 17,130
Old : 120,339: 57,501 13,563 5,352 39,045 84,294 101,898 103,209: 18,441 17,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,113: 96 1,817 -973 1,102 -2,436 225 -1,592: -1,338 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 11.3 4.4 32.4 70.0 84.7 85.8: 15.3 14.2
Old : 100.0: 47.8 11.3 4.4 32.4 70.0 84.7 85.8: 15.3 14.2
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 : 109: 41 17 6 30 28 72 50:
Old : 109: 41 17 6 30 28 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 33.9 35.0 53.8 20.0 31.1 31.6 50.9
Old : 23.1 33.9 35.0 53.8 20.0 31.1 31.6 50.9
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, May 23, 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 : 48,865: 47,308 47,987 256 1,249 544 48,813 48,787: 52 78
Old : 48,865: 47,308 47,987 256 1,249 544 48,813 48,787: 52 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 6,739: 9,417 8,371 -1,629 -1,026 0 6,762 6,742: -23 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 98.2 0.5 2.6 1.1 99.9 99.8: 0.1 0.2
Old : 100.0: 96.8 98.2 0.5 2.6 1.1 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 : 38: 22 14 1 1 1 24 15:
Old : 38: 22 14 1 1 1 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 86.3 92.2 96.4 76.7 86.3 92.2 95.8
Old : 76.7 86.3 92.2 96.4 76.7 86.3 92.2 95.8
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 23, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,820: 4,654 5,283 92 25,035 24,316 29,781 29,691: 39 129
Old : 29,820: 4,654 5,283 92 25,035 24,316 29,781 29,691: 39 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,251: -2,047 -1,298 0 846 41 -1,201 -1,257: -50 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.7 0.3 84.0 81.5 99.9 99.6: 0.1 0.4
Old : 100.0: 15.6 17.7 0.3 84.0 81.5 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 14 1 9 20 19 35:
Old : 49: 10 14 1 9 20 19 35:
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 : 82.2 52.6 94.7 68.4 82.2 52.6 94.7 68.4
Old : 82.2 52.6 94.7 68.4 82.2 52.6 94.7 68.4
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 23, 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 : 25,906: 10,447 5,800 0 15,401 20,027 25,848 25,827: 58 79
Old : 25,906: 10,447 5,800 0 15,401 20,027 25,848 25,827: 58 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -259: -651 797 0 375 -990 -276 -193: 17 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 22.4 0.0 59.4 77.3 99.8 99.7: 0.2 0.3
Old : 100.0: 40.3 22.4 0.0 59.4 77.3 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 : 35: 8 12 0 6 11 14 23:
Old : 35: 8 12 0 6 11 14 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 : 91.4 68.6 98.4 86.9 91.4 68.6 97.9 86.9
Old : 91.4 68.6 98.4 86.9 91.4 68.6 97.9 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017