WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 06, 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 : 475,391: 156,039 232,629 98,799 176,182 106,378 431,020 437,806: 44,371 37,585
Old : 461,438: 153,841 231,983 93,752 170,608 100,868 418,201 426,603: 43,237 34,835
Other: 13,953: 7,106 5,554 139 5,574 5,510 12,819 11,203: 1,134 2,750
: : :
: : Changes in Commitments from: May 30, 2017 :
: 7,278: 774 -6,371 6,648 430 10,382 7,852 10,659: -574 -3,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 48.9 20.8 37.1 22.4 90.7 92.1: 9.3 7.9
Old : 100.0: 33.3 50.3 20.3 37.0 21.9 90.6 92.5: 9.4 7.5
Other: 100.0: 50.9 39.8 1.0 39.9 39.5 91.9 80.3: 8.1 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 137 137 137 109 93 325 307:
Old : 424: 145 133 134 108 91 322 304:
Other: 89: 13 21 5 22 39 39 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 10.5 19.8 18.7 10.6 9.0 17.7 16.6
Old : 12.3 10.8 20.0 19.2 10.7 9.2 18.0 17.1
Other: 57.9 30.7 74.3 46.6 57.9 30.6 74.3 46.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 06, 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 : 286,200: 104,978 86,157 45,855 110,312 129,998 261,145 262,010: 25,055 24,190
Old : 278,023: 105,215 86,747 42,690 105,325 126,440 253,230 255,877: 24,793 22,146
Other: 8,177: 2,705 2,352 223 4,987 3,558 7,915 6,133: 262 2,044
: : :
: : Changes in Commitments from: May 30, 2017 :
: 10,623: 8,204 6,054 821 1,999 3,650 11,024 10,525: -401 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 30.1 16.0 38.5 45.4 91.2 91.5: 8.8 8.5
Old : 100.0: 37.8 31.2 15.4 37.9 45.5 91.1 92.0: 8.9 8.0
Other: 100.0: 33.1 28.8 2.7 61.0 43.5 96.8 75.0: 3.2 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 85 48 62 91 81 204 176:
Old : 268: 86 48 60 91 78 204 171:
Other: 61: 9 9 4 17 29 29 41:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 22.4 27.1 32.8 13.5 16.3 22.4 25.3
Old : 15.6 23.0 27.0 33.8 14.0 17.8 23.7 27.2
Other: 56.6 40.0 78.9 58.0 56.6 40.0 78.6 56.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 06, 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 : 1,413,738: 418,445 450,904 191,448 623,119 603,270 1,233,012 1,245,622: 180,726 168,116
Old : 913,827: 363,068 429,780 79,625 353,290 320,667 795,983 830,072: 117,844 83,755
Other: 499,911: 134,890 100,637 32,310 269,829 282,603 437,029 415,550: 62,882 84,361
: : :
: : Changes in Commitments from: May 30, 2017 :
: 23,294: 35,635 -31,407 344 -16,350 52,786 19,629 21,723: 3,665 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 31.9 13.5 44.1 42.7 87.2 88.1: 12.8 11.9
Old : 100.0: 39.7 47.0 8.7 38.7 35.1 87.1 90.8: 12.9 9.2
Other: 100.0: 27.0 20.1 6.5 54.0 56.5 87.4 83.1: 12.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 195 143 177 264 296 556 543:
Old : 675: 182 144 99 227 234 457 432:
Other: 559: 123 111 71 154 258 323 402:
:----------------------------------------------------------------------------------------------------
: 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 9.8 17.6 16.5 8.9 7.8 15.0 13.8
Old : 11.1 12.5 18.8 22.5 10.4 12.5 17.8 22.2
Other: 19.7 11.9 28.6 20.3 15.6 8.4 23.2 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 06, 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 : 6,867: 1,937 698 293 2,065 5,004 4,295 5,995: 2,572 872
Old : 6,867: 1,937 698 293 2,065 5,004 4,295 5,995: 2,572 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 465: 240 -50 30 -114 489 156 469: 309 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.2 4.3 30.1 72.9 62.5 87.3: 37.5 12.7
Old : 100.0: 28.2 10.2 4.3 30.1 72.9 62.5 87.3: 37.5 12.7
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 : 38: 13 8 5 8 12 26 21:
Old : 38: 13 8 5 8 12 26 21:
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 : 31.5 52.6 42.3 69.6 21.6 46.5 31.1 57.9
Old : 31.5 52.6 42.3 69.6 21.6 46.5 31.1 57.9
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, June 06, 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 : 706,764: 156,847 223,729 99,996 396,016 284,720 652,859 608,445: 53,905 98,319
Old : 396,000: 129,308 194,672 22,150 214,554 141,256 366,012 358,078: 29,988 37,922
Other: 310,764: 85,173 86,691 20,212 181,462 143,464 286,847 250,367: 23,917 60,397
: : :
: : Changes in Commitments from: May 30, 2017 :
: 18,233: 12,262 15,797 -822 3,051 8,947 14,491 23,922: 3,742 -5,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 31.7 14.1 56.0 40.3 92.4 86.1: 7.6 13.9
Old : 100.0: 32.7 49.2 5.6 54.2 35.7 92.4 90.4: 7.6 9.6
Other: 100.0: 27.4 27.9 6.5 58.4 46.2 92.3 80.6: 7.7 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 158 170 188 172 207 434 493:
Old : 546: 174 136 80 143 149 349 337:
Other: 493: 111 152 89 110 189 275 380:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 12.8 25.0 18.9 16.7 12.3 23.9 17.7
Old : 19.0 20.3 29.1 29.6 18.8 20.0 28.7 28.9
Other: 19.8 10.4 29.3 17.0 19.3 10.0 28.1 16.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 06, 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 : 457,208: 124,181 130,499 95,836 204,799 195,313 424,816 421,648: 32,392 35,560
Old : 274,632: 114,268 124,810 32,891 109,459 92,650 256,618 250,351: 18,014 24,281
Other: 182,576: 50,918 46,694 21,940 95,340 102,663 168,198 171,297: 14,378 11,279
: : :
: : Changes in Commitments from: May 30, 2017 :
: 24,708: 2,376 12,334 11,446 11,362 682 25,184 24,462: -476 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 28.5 21.0 44.8 42.7 92.9 92.2: 7.1 7.8
Old : 100.0: 41.6 45.4 12.0 39.9 33.7 93.4 91.2: 6.6 8.8
Other: 100.0: 27.9 25.6 12.0 52.2 56.2 92.1 93.8: 7.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 107 97 131 97 73 282 267:
Old : 338: 121 94 90 79 58 237 221:
Other: 229: 57 76 55 61 57 158 157:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 19.9 15.8 26.7 8.7 15.8 14.6 22.4
Old : 10.4 13.5 20.3 24.0 10.4 12.0 19.9 21.8
Other: 19.9 33.2 31.2 45.6 19.2 30.0 30.1 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 06, 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 : 704,014: 159,365 136,455 9,768 373,417 395,824 542,550 542,047: 161,464 161,967
Old : 704,014: 159,365 136,455 9,768 373,417 395,824 542,550 542,047: 161,464 161,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -51,179: 3,707 1,817 -19,573 -24,135 -27,102 -40,001 -44,858: -11,178 -6,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.4 1.4 53.0 56.2 77.1 77.0: 22.9 23.0
Old : 100.0: 22.6 19.4 1.4 53.0 56.2 77.1 77.0: 22.9 23.0
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: 41 27 21 60 71 106 114:
Old : 157: 41 27 21 60 71 106 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 20.7 31.4 32.9 15.0 18.0 23.9 25.5
Old : 21.4 20.7 31.4 32.9 15.0 18.0 23.9 25.5
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, June 06, 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 : 778,670: 39,345 138,394 18,006 600,512 532,646 657,863 689,046: 120,807 89,624
Old : 778,670: 39,345 138,394 18,006 600,512 532,646 657,863 689,046: 120,807 89,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 3,163: 8,154 -5,236 1,941 -3,617 12,929 6,478 9,634: -3,315 -6,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 17.8 2.3 77.1 68.4 84.5 88.5: 15.5 11.5
Old : 100.0: 5.1 17.8 2.3 77.1 68.4 84.5 88.5: 15.5 11.5
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 : 111: 14 13 10 66 63 85 81:
Old : 111: 14 13 10 66 63 85 81:
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 : 19.0 32.0 32.8 49.0 14.3 31.2 24.3 45.3
Old : 19.0 32.0 32.8 49.0 14.3 31.2 24.3 45.3
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, June 06, 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 : 2,954: 1,131 142 615 954 2,071 2,700 2,828: 254 126
Old : 2,954: 1,131 142 615 954 2,071 2,700 2,828: 254 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -443: -19 -245 -219 -215 54 -453 -410: 10 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.8 20.8 32.3 70.1 91.4 95.7: 8.6 4.3
Old : 100.0: 38.3 4.8 20.8 32.3 70.1 91.4 95.7: 8.6 4.3
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 : 25: 12 3 5 7 9 20 16:
Old : 25: 12 3 5 7 9 20 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 : 54.3 64.1 76.6 84.3 27.4 41.2 37.1 48.1
Old : 54.3 64.1 76.6 84.3 27.4 41.2 37.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 06, 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 : 413,898: 95,962 106,380 71,231 203,522 195,896 370,715 373,507: 43,183 40,391
Old : 249,718: 89,840 101,244 21,022 110,627 98,815 221,489 221,081: 28,229 28,637
Other: 164,180: 40,541 39,555 15,790 92,895 97,081 149,226 152,426: 14,954 11,754
: : :
: : Changes in Commitments from: May 30, 2017 :
: 4,045: -55 759 8,542 -4,777 -1,756 3,710 7,545: 335 -3,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.7 17.2 49.2 47.3 89.6 90.2: 10.4 9.8
Old : 100.0: 36.0 40.5 8.4 44.3 39.6 88.7 88.5: 11.3 11.5
Other: 100.0: 24.7 24.1 9.6 56.6 59.1 90.9 92.8: 9.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 81 64 90 98 93 231 221:
Old : 282: 94 61 60 88 76 205 180:
Other: 202: 51 52 39 70 58 146 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 19.8 20.2 26.6 11.1 13.8 17.0 19.6
Old : 17.0 16.4 25.6 25.6 17.0 15.7 24.2 24.8
Other: 15.1 34.2 26.6 44.6 14.8 29.1 25.2 39.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 06, 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 : 9,024: 2,891 1,987 234 3,857 5,103 6,982 7,324: 2,042 1,700
Old : 6,494: 2,587 1,833 0 2,558 3,743 5,145 5,576: 1,349 918
Other: 2,530: 473 323 65 1,299 1,360 1,837 1,748: 693 782
: : :
: : Changes in Commitments from: May 30, 2017 :
: -68: 357 -40 -81 -548 -21 -272 -142: 204 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 22.0 2.6 42.7 56.5 77.4 81.2: 22.6 18.8
Old : 100.0: 39.8 28.2 0.0 39.4 57.6 79.2 85.9: 20.8 14.1
Other: 100.0: 18.7 12.8 2.6 51.3 53.8 72.6 69.1: 27.4 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 16 7 18 13 41 31:
Old : 52: 18 12 0 12 10 30 22:
Other: 36: 9 8 3 12 9 24 18:
:----------------------------------------------------------------------------------------------------
: 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 : 38.9 36.4 52.6 57.9 38.9 36.4 52.6 57.9
Old : 39.3 38.2 56.4 61.6 39.3 38.2 56.4 61.6
Other: 46.5 46.8 57.9 58.3 46.5 46.8 57.9 58.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 06, 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 : 1,366,339: 248,321 287,639 56,664 933,745 871,809 1,238,730 1,216,112: 127,609 150,227
Old : 1,366,339: 248,321 287,639 56,664 933,745 871,809 1,238,730 1,216,112: 127,609 150,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 46,707: 19,890 48,209 -7,845 36,848 37,035 48,893 77,399: -2,186 -30,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.1 4.1 68.3 63.8 90.7 89.0: 9.3 11.0
Old : 100.0: 18.2 21.1 4.1 68.3 63.8 90.7 89.0: 9.3 11.0
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 : 276: 56 58 35 116 106 184 187:
Old : 276: 56 58 35 116 106 184 187:
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 : 18.3 28.7 28.2 37.2 18.2 25.8 27.0 32.2
Old : 18.3 28.7 28.2 37.2 18.2 25.8 27.0 32.2
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, June 06, 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 : 3,208,578: 878,894 666,828 103,159 1,857,989 1,917,963 2,840,042 2,687,950: 368,536 520,628
Old : 3,208,578: 878,894 666,828 103,159 1,857,989 1,917,963 2,840,042 2,687,950: 368,536 520,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -76,206: 1,368 47,467 -26,941 -15,625 -45,764 -41,198 -25,238: -35,008 -50,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 20.8 3.2 57.9 59.8 88.5 83.8: 11.5 16.2
Old : 100.0: 27.4 20.8 3.2 57.9 59.8 88.5 83.8: 11.5 16.2
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 : 395: 84 90 60 147 174 262 293:
Old : 395: 84 90 60 147 174 262 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 17.5 37.0 26.4 25.5 16.0 33.4 22.5
Old : 27.8 17.5 37.0 26.4 25.5 16.0 33.4 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, June 06, 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 : 364,722: 74,870 41,763 2,943 198,781 209,616 276,594 254,322: 88,128 110,400
Old : 364,722: 74,870 41,763 2,943 198,781 209,616 276,594 254,322: 88,128 110,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -10,268: -3,841 2,916 -324 -5,167 -1,658 -9,332 934: -936 -11,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.5 0.8 54.5 57.5 75.8 69.7: 24.2 30.3
Old : 100.0: 20.5 11.5 0.8 54.5 57.5 75.8 69.7: 24.2 30.3
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 : 57: 10 7 7 34 36 49 45:
Old : 57: 10 7 7 34 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 : 38.6 28.1 50.7 39.5 37.8 27.1 49.8 37.3
Old : 38.6 28.1 50.7 39.5 37.8 27.1 49.8 37.3
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, June 06, 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 : 3,216,254: 531,661 626,965 99,438 2,284,467 2,127,390 2,915,566 2,853,793: 300,688 362,461
Old : 3,216,254: 531,661 626,965 99,438 2,284,467 2,127,390 2,915,566 2,853,793: 300,688 362,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -92,637: 28,162 36,995 -38,022 -43,213 -37,438 -53,073 -38,465: -39,564 -54,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.5 3.1 71.0 66.1 90.7 88.7: 9.3 11.3
Old : 100.0: 16.5 19.5 3.1 71.0 66.1 90.7 88.7: 9.3 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 : 298: 48 69 44 120 148 196 233:
Old : 298: 48 69 44 120 148 196 233:
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 : 37.6 18.6 48.2 29.8 32.0 17.7 42.3 27.9
Old : 37.6 18.6 48.2 29.8 32.0 17.7 42.3 27.9
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, June 06, 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 : 1,608,314: 321,166 322,121 305,660 934,890 923,749 1,561,716 1,551,530: 46,598 56,784
Old : 1,608,314: 321,166 322,121 305,660 934,890 923,749 1,561,716 1,551,530: 46,598 56,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -111,507: 20,627 19,657 -52,598 -79,510 -68,884 -111,481 -101,825: -26 -9,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 20.0 19.0 58.1 57.4 97.1 96.5: 2.9 3.5
Old : 100.0: 20.0 20.0 19.0 58.1 57.4 97.1 96.5: 2.9 3.5
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 : 147: 30 38 52 61 66 116 138:
Old : 147: 30 38 52 61 66 116 138:
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 19.7 52.5 33.5 25.8 13.0 33.7 20.0
Old : 33.9 19.7 52.5 33.5 25.8 13.0 33.7 20.0
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, June 06, 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 : 62,343: 31,650 6,906 3,101 18,285 43,362 53,036 53,368: 9,308 8,976
Old : 62,343: 31,650 6,906 3,101 18,285 43,362 53,036 53,368: 9,308 8,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 2,393: 1,331 -412 319 61 2,523 1,711 2,430: 683 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 11.1 5.0 29.3 69.6 85.1 85.6: 14.9 14.4
Old : 100.0: 50.8 11.1 5.0 29.3 69.6 85.1 85.6: 14.9 14.4
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 : 113: 45 14 9 32 28 80 50:
Old : 113: 45 14 9 32 28 80 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 : 23.8 32.8 36.0 52.0 20.7 30.1 32.8 49.2
Old : 23.8 32.8 36.0 52.0 20.7 30.1 32.8 49.2
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, June 06, 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 : 124,686: 63,300 13,811 6,201 36,570 86,723 106,071 106,735: 18,615 17,951
Old : 124,686: 63,300 13,811 6,201 36,570 86,723 106,071 106,735: 18,615 17,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 4,786: 2,661 -823 638 122 5,045 3,421 4,860: 1,365 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 11.1 5.0 29.3 69.6 85.1 85.6: 14.9 14.4
Old : 100.0: 50.8 11.1 5.0 29.3 69.6 85.1 85.6: 14.9 14.4
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 : 113: 45 14 9 32 28 80 50:
Old : 113: 45 14 9 32 28 80 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 : 23.8 32.8 36.0 52.0 20.7 30.1 32.8 49.2
Old : 23.8 32.8 36.0 52.0 20.7 30.1 32.8 49.2
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, June 06, 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 : 47,054: 45,296 46,544 404 1,294 0 46,994 46,948: 60 106
Old : 47,054: 45,296 46,544 404 1,294 0 46,994 46,948: 60 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 6,203: 6,010 6,603 147 45 -544 6,202 6,206: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 98.9 0.9 2.8 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 96.3 98.9 0.9 2.8 0.0 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 : 39: 26 12 3 1 0 28 14:
Old : 39: 26 12 3 1 0 28 14:
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 : 69.4 90.5 87.1 98.1 69.1 90.5 86.8 97.6
Old : 69.4 90.5 87.1 98.1 69.1 90.5 86.8 97.6
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, June 06, 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 : 30,084: 4,330 5,422 589 25,105 23,977 30,024 29,988: 60 96
Old : 30,084: 4,330 5,422 589 25,105 23,977 30,024 29,988: 60 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 450: -79 -68 479 17 49 417 460: 33 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.0 2.0 83.4 79.7 99.8 99.7: 0.2 0.3
Old : 100.0: 14.4 18.0 2.0 83.4 79.7 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 : 51: 12 15 4 9 19 22 37:
Old : 51: 12 15 4 9 19 22 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 : 81.8 51.6 93.6 66.9 81.8 51.6 93.3 66.9
Old : 81.8 51.6 93.6 66.9 81.8 51.6 93.3 66.9
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, June 06, 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 : 26,230: 9,109 5,583 27 17,062 20,553 26,198 26,163: 32 67
Old : 26,230: 9,109 5,583 27 17,062 20,553 26,198 26,163: 32 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,616: -157 -201 -103 1,892 1,963 1,632 1,659: -16 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 21.3 0.1 65.0 78.4 99.9 99.7: 0.1 0.3
Old : 100.0: 34.7 21.3 0.1 65.0 78.4 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 9 3 6 11 15 22:
Old : 32: 8 9 3 6 11 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 : 90.4 67.2 98.1 86.7 90.4 67.2 97.6 86.6
Old : 90.4 67.2 98.1 86.7 90.4 67.2 97.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017