WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 20, 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 : 445,204: 164,437 175,520 95,745 145,084 133,341 405,266 404,606: 39,938 40,598
Old : 426,467: 158,100 174,263 91,914 137,938 123,890 387,952 390,067: 38,515 36,400
Other: 18,737: 8,610 3,530 1,558 7,146 9,451 17,314 14,539: 1,423 4,198
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,207: 13,476 -35,957 247 -13,623 33,194 100 -2,516: -1,307 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 39.4 21.5 32.6 30.0 91.0 90.9: 9.0 9.1
Old : 100.0: 37.1 40.9 21.6 32.3 29.1 91.0 91.5: 9.0 8.5
Other: 100.0: 46.0 18.8 8.3 38.1 50.4 92.4 77.6: 7.6 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 131 134 142 94 104 314 310:
Old : 411: 138 131 140 92 103 310 308:
Other: 106: 15 22 11 22 53 45 81:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.2 20.8 17.5 11.2 8.3 18.3 15.1
Old : 12.3 10.6 21.0 18.1 11.2 8.6 18.5 15.8
Other: 60.8 26.8 74.6 40.3 60.1 26.7 70.4 36.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 20, 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 : 275,255: 109,193 49,282 41,183 102,174 156,866 252,550 247,331: 22,705 27,924
Old : 264,589: 108,811 49,317 38,380 95,246 152,150 242,437 239,847: 22,152 24,742
Other: 10,666: 2,951 2,534 234 6,928 4,716 10,113 7,484: 553 3,182
: : :
: : Changes in Commitments from: June 13, 2017 :
: -7,192: -433 -22,558 -2,319 -3,681 15,059 -6,433 -9,818: -759 2,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 17.9 15.0 37.1 57.0 91.8 89.9: 8.2 10.1
Old : 100.0: 41.1 18.6 14.5 36.0 57.5 91.6 90.6: 8.4 9.4
Other: 100.0: 27.7 23.8 2.2 65.0 44.2 94.8 70.2: 5.2 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 86 39 64 87 85 195 173:
Old : 245: 85 40 63 87 84 194 171:
Other: 68: 7 11 3 20 38 30 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 : 15.5 25.2 27.3 36.5 13.2 18.6 22.1 28.3
Old : 16.0 26.2 28.0 37.8 13.8 20.9 22.9 31.0
Other: 62.2 30.9 78.9 46.3 62.2 30.9 78.4 45.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 20, 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 : 1,422,725: 417,113 375,213 211,317 610,290 658,412 1,238,720 1,244,942: 184,005 177,783
Old : 799,789: 351,709 315,693 65,981 274,441 344,319 692,131 725,993: 107,658 73,796
Other: 622,936: 169,539 163,655 41,201 335,849 314,093 546,589 518,949: 76,347 103,987
: : :
: : Changes in Commitments from: June 13, 2017 :
: -21,818: -21,031 22,327 -19,886 21,191 -20,454 -19,726 -18,013: -2,092 -3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.4 14.9 42.9 46.3 87.1 87.5: 12.9 12.5
Old : 100.0: 44.0 39.5 8.2 34.3 43.1 86.5 90.8: 13.5 9.2
Other: 100.0: 27.2 26.3 6.6 53.9 50.4 87.7 83.3: 12.3 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 197 134 180 277 299 565 548:
Old : 657: 178 129 101 233 235 458 421:
Other: 597: 136 126 73 157 267 335 429:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.1 17.9 16.3 9.0 8.3 15.0 13.7
Old : 11.3 14.7 18.6 24.5 10.7 14.6 17.5 23.5
Other: 19.5 9.4 27.7 16.1 15.8 7.4 23.0 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 20, 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 : 6,989: 2,616 495 156 1,539 5,318 4,311 5,969: 2,678 1,020
Old : 6,989: 2,616 495 156 1,539 5,318 4,311 5,969: 2,678 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -106: 682 -37 -56 -543 -117 83 -210: -189 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.1 2.2 22.0 76.1 61.7 85.4: 38.3 14.6
Old : 100.0: 37.4 7.1 2.2 22.0 76.1 61.7 85.4: 38.3 14.6
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 : 42: 19 7 4 7 12 29 20:
Old : 42: 19 7 4 7 12 29 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 : 23.2 52.3 34.6 70.6 13.9 46.7 23.9 60.7
Old : 23.2 52.3 34.6 70.6 13.9 46.7 23.9 60.7
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 20, 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 : 706,456: 157,994 208,484 104,280 393,350 299,505 655,624 612,269: 50,832 94,187
Old : 275,091: 84,458 96,418 20,731 146,397 129,628 251,586 246,777: 23,505 28,314
Other: 431,365: 122,126 160,656 34,959 246,953 169,877 404,038 365,492: 27,327 65,873
: : :
: : Changes in Commitments from: June 13, 2017 :
: 6,105: -1,507 3,027 940 7,605 3,570 7,038 7,537: -933 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 29.5 14.8 55.7 42.4 92.8 86.7: 7.2 13.3
Old : 100.0: 30.7 35.0 7.5 53.2 47.1 91.5 89.7: 8.5 10.3
Other: 100.0: 28.3 37.2 8.1 57.2 39.4 93.7 84.7: 6.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 154 163 169 178 212 427 473:
Old : 478: 147 104 63 144 149 318 291:
Other: 527: 117 173 95 114 194 288 412:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 12.3 25.9 18.7 16.5 11.6 23.9 17.4
Old : 20.9 21.2 29.2 31.8 20.7 21.2 28.0 31.2
Other: 18.4 11.6 30.0 19.9 17.6 11.0 28.0 18.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 20, 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 : 408,927: 116,815 94,851 84,346 173,472 198,432 374,633 377,629: 34,294 31,298
Old : 183,677: 65,916 53,819 31,281 70,341 82,780 167,538 167,880: 16,139 15,797
Other: 225,250: 79,190 69,323 24,774 103,131 115,652 207,095 209,749: 18,155 15,501
: : :
: : Changes in Commitments from: June 13, 2017 :
: -9,106: -3,042 -19,649 4,612 -12,561 7,300 -10,991 -7,737: 1,885 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.2 20.6 42.4 48.5 91.6 92.3: 8.4 7.7
Old : 100.0: 35.9 29.3 17.0 38.3 45.1 91.2 91.4: 8.8 8.6
Other: 100.0: 35.2 30.8 11.0 45.8 51.3 91.9 93.1: 8.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 102 79 121 91 80 264 243:
Old : 267: 87 62 68 71 67 195 175:
Other: 249: 69 79 63 60 64 167 176:
:----------------------------------------------------------------------------------------------------
: 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 23.2 16.8 30.6 10.1 21.4 16.3 28.3
Old : 14.0 18.0 24.9 30.0 14.0 17.1 24.9 28.7
Other: 17.6 29.6 27.5 39.9 17.4 27.2 27.2 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 20, 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 : 752,497: 183,458 121,827 10,014 377,632 463,107 571,104 594,948: 181,393 157,549
Old : 752,497: 183,458 121,827 10,014 377,632 463,107 571,104 594,948: 181,393 157,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 18,757: 7,388 4,566 636 1,245 16,832 9,269 22,034: 9,488 -3,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.2 1.3 50.2 61.5 75.9 79.1: 24.1 20.9
Old : 100.0: 24.4 16.2 1.3 50.2 61.5 75.9 79.1: 24.1 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 44 28 18 59 73 109 113:
Old : 168: 44 28 18 59 73 109 113:
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 : 21.0 20.7 29.9 33.2 14.3 17.7 22.2 25.1
Old : 21.0 20.7 29.9 33.2 14.3 17.7 22.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 20, 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 : 766,215: 38,145 141,690 12,329 591,716 524,903 642,190 678,922: 124,025 87,293
Old : 766,215: 38,145 141,690 12,329 591,716 524,903 642,190 678,922: 124,025 87,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,977: 4,837 10,427 -4,981 -2,752 -4,213 -2,896 1,233: 5,873 1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 18.5 1.6 77.2 68.5 83.8 88.6: 16.2 11.4
Old : 100.0: 5.0 18.5 1.6 77.2 68.5 83.8 88.6: 16.2 11.4
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: 12 13 9 64 66 80 84:
Old : 113: 12 13 9 64 66 80 84:
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 : 20.1 32.6 33.8 46.4 15.9 32.5 25.8 44.0
Old : 20.1 32.6 33.8 46.4 15.9 32.5 25.8 44.0
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 20, 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 : 2,471: 786 191 605 779 1,466 2,170 2,262: 301 209
Old : 2,471: 786 191 605 779 1,466 2,170 2,262: 301 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -84: -258 -172 52 131 -13 -75 -133: -9 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 7.7 24.5 31.5 59.3 87.8 91.5: 12.2 8.5
Old : 100.0: 31.8 7.7 24.5 31.5 59.3 87.8 91.5: 12.2 8.5
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 : 23: 10 4 4 5 8 17 14:
Old : 23: 10 4 4 5 8 17 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 : 48.5 63.2 73.7 84.7 30.8 40.5 39.4 48.4
Old : 48.5 63.2 73.7 84.7 30.8 40.5 39.4 48.4
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, June 20, 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 : 400,369: 96,955 103,112 63,725 195,376 195,143 356,056 361,980: 44,313 38,389
Old : 173,765: 53,540 49,713 17,883 77,037 84,760 148,460 152,356: 25,305 21,409
Other: 226,604: 60,613 70,597 28,644 118,339 110,383 207,596 209,624: 19,008 16,980
: : :
: : Changes in Commitments from: June 13, 2017 :
: -8,797: -1,586 -274 -6,537 -1,794 -1 -9,917 -6,812: 1,120 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.8 15.9 48.8 48.7 88.9 90.4: 11.1 9.6
Old : 100.0: 30.8 28.6 10.3 44.3 48.8 85.4 87.7: 14.6 12.3
Other: 100.0: 26.7 31.2 12.6 52.2 48.7 91.6 92.5: 8.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 77 65 84 99 93 226 214:
Old : 242: 70 51 46 85 72 178 151:
Other: 225: 60 59 45 76 65 164 147:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 21.0 20.5 27.4 10.5 14.4 16.2 20.4
Old : 17.2 20.4 26.8 31.5 16.0 19.1 24.7 29.1
Other: 16.7 26.2 25.3 35.3 15.1 22.7 22.9 30.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 20, 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 : 9,727: 3,541 2,105 216 3,903 5,906 7,660 8,227: 2,067 1,500
Old : 3,437: 808 1,339 0 1,877 1,653 2,685 2,992: 752 445
Other: 6,290: 2,886 919 63 2,026 4,253 4,975 5,235: 1,315 1,055
: : :
: : Changes in Commitments from: June 13, 2017 :
: 254: 439 73 -73 -27 316 339 316: -85 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.6 2.2 40.1 60.7 78.7 84.6: 21.3 15.4
Old : 100.0: 23.5 39.0 0.0 54.6 48.1 78.1 87.1: 21.9 12.9
Other: 100.0: 45.9 14.6 1.0 32.2 67.6 79.1 83.2: 20.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 25 16 7 21 13 49 33:
Old : 47: 14 13 0 13 7 27 20:
Other: 59: 24 12 3 15 11 39 26:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 40.2 47.7 61.7 35.4 40.0 47.7 61.4
Old : 35.6 48.3 49.4 72.0 35.6 48.3 49.4 72.0
Other: 44.8 52.6 56.4 67.6 44.8 52.2 56.4 67.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 20, 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 : 1,328,286: 210,728 323,595 36,984 969,501 812,838 1,217,213 1,173,417: 111,073 154,869
Old : 1,328,286: 210,728 323,595 36,984 969,501 812,838 1,217,213 1,173,417: 111,073 154,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -57,052: -52,136 -19,434 -11,529 19,372 -33,564 -44,293 -64,527: -12,759 7,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 24.4 2.8 73.0 61.2 91.6 88.3: 8.4 11.7
Old : 100.0: 15.9 24.4 2.8 73.0 61.2 91.6 88.3: 8.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 52 63 30 109 116 172 198:
Old : 279: 52 63 30 109 116 172 198:
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 : 20.7 24.3 32.4 33.2 20.1 22.2 30.0 29.3
Old : 20.7 24.3 32.4 33.2 20.1 22.2 30.0 29.3
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 20, 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 : 3,224,389: 898,935 553,763 118,108 1,838,191 2,039,066 2,855,234 2,710,937: 369,155 513,452
Old : 3,224,389: 898,935 553,763 118,108 1,838,191 2,039,066 2,855,234 2,710,937: 369,155 513,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 43,981: 68,024 -3,179 2,488 -23,176 61,406 47,336 60,715: -3,355 -16,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.2 3.7 57.0 63.2 88.6 84.1: 11.4 15.9
Old : 100.0: 27.9 17.2 3.7 57.0 63.2 88.6 84.1: 11.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 79 93 57 156 181 267 299:
Old : 404: 79 93 57 156 181 267 299:
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 : 27.3 17.7 36.5 25.7 25.1 15.1 33.4 20.2
Old : 27.3 17.7 36.5 25.7 25.1 15.1 33.4 20.2
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 20, 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 : 378,892: 63,685 45,227 4,536 223,068 224,733 291,289 274,496: 87,603 104,396
Old : 378,892: 63,685 45,227 4,536 223,068 224,733 291,289 274,496: 87,603 104,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 12,817: -1,959 6,784 424 15,368 9,265 13,833 16,473: -1,016 -3,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.9 1.2 58.9 59.3 76.9 72.4: 23.1 27.6
Old : 100.0: 16.8 11.9 1.2 58.9 59.3 76.9 72.4: 23.1 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 8 6 5 36 36 48 43:
Old : 59: 8 6 5 36 36 48 43:
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 : 38.4 32.1 50.9 42.8 38.1 31.2 50.5 41.0
Old : 38.4 32.1 50.9 42.8 38.1 31.2 50.5 41.0
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, June 20, 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 : 3,099,716: 487,224 623,985 72,719 2,255,867 2,035,493 2,815,810 2,732,197: 283,906 367,519
Old : 3,099,716: 487,224 623,985 72,719 2,255,867 2,035,493 2,815,810 2,732,197: 283,906 367,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -73,816: -69,227 14,732 -11,902 18,584 -91,073 -62,545 -88,243: -11,271 14,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.1 2.3 72.8 65.7 90.8 88.1: 9.2 11.9
Old : 100.0: 15.7 20.1 2.3 72.8 65.7 90.8 88.1: 9.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 45 69 38 114 144 183 227:
Old : 297: 45 69 38 114 144 183 227:
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 : 38.1 18.8 49.7 30.3 34.6 18.2 43.3 28.1
Old : 38.1 18.8 49.7 30.3 34.6 18.2 43.3 28.1
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 20, 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 : 1,737,732: 279,223 335,414 338,319 1,075,371 1,000,817 1,692,913 1,674,550: 44,819 63,182
Old : 1,737,732: 279,223 335,414 338,319 1,075,371 1,000,817 1,692,913 1,674,550: 44,819 63,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 57,775: -47,730 40,560 3,620 108,175 10,646 64,065 54,826: -6,290 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.3 19.5 61.9 57.6 97.4 96.4: 2.6 3.6
Old : 100.0: 16.1 19.3 19.5 61.9 57.6 97.4 96.4: 2.6 3.6
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 : 144: 19 42 48 63 72 114 136:
Old : 144: 19 42 48 63 72 114 136:
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 : 34.1 18.5 50.7 33.3 26.1 12.4 33.6 18.2
Old : 34.1 18.5 50.7 33.3 26.1 12.4 33.6 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, June 20, 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 : 61,134: 34,545 3,901 3,801 14,412 43,721 52,757 51,423: 8,377 9,712
Old : 61,134: 34,545 3,901 3,801 14,412 43,721 52,757 51,423: 8,377 9,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -10,664: 820 -3,129 -379 -8,651 -5,438 -8,210 -8,946: -2,454 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 6.4 6.2 23.6 71.5 86.3 84.1: 13.7 15.9
Old : 100.0: 56.5 6.4 6.2 23.6 71.5 86.3 84.1: 13.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 43 20 9 25 28 69 56:
Old : 111: 43 20 9 25 28 69 56:
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 : 26.2 34.2 38.3 55.7 23.5 32.5 35.4 54.0
Old : 26.2 34.2 38.3 55.7 23.5 32.5 35.4 54.0
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 20, 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 : 122,268: 69,089 7,802 7,602 28,823 87,441 105,514 102,845: 16,754 19,423
Old : 122,268: 69,089 7,802 7,602 28,823 87,441 105,514 102,845: 16,754 19,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -21,328: 1,639 -6,257 -758 -17,301 -10,876 -16,420 -17,891: -4,908 -3,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 6.4 6.2 23.6 71.5 86.3 84.1: 13.7 15.9
Old : 100.0: 56.5 6.4 6.2 23.6 71.5 86.3 84.1: 13.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 43 20 9 25 28 69 56:
Old : 111: 43 20 9 25 28 69 56:
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 : 26.2 34.2 38.3 55.7 23.5 32.5 35.4 54.0
Old : 26.2 34.2 38.3 55.7 23.5 32.5 35.4 54.0
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 20, 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 : 49,004: 37,887 42,043 6,616 4,418 230 48,921 48,889: 83 115
Old : 49,004: 37,887 42,043 6,616 4,418 230 48,921 48,889: 83 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,611: -6,380 -3,494 5,870 3,124 230 2,614 2,606: -3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 85.8 13.5 9.0 0.5 99.8 99.8: 0.2 0.2
Old : 100.0: 77.3 85.8 13.5 9.0 0.5 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 : 41: 24 15 4 2 1 27 19:
Old : 41: 24 15 4 2 1 27 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 : 65.9 81.2 85.1 93.7 58.8 77.9 75.3 83.8
Old : 65.9 81.2 85.1 93.7 58.8 77.9 75.3 83.8
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, June 20, 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 : 28,042: 14,604 5,135 92 13,245 22,726 27,941 27,953: 101 89
Old : 28,042: 14,604 5,135 92 13,245 22,726 27,941 27,953: 101 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,085: 9,493 -923 0 -10,633 -153 -1,140 -1,076: 55 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 18.3 0.3 47.2 81.0 99.6 99.7: 0.4 0.3
Old : 100.0: 52.1 18.3 0.3 47.2 81.0 99.6 99.7: 0.4 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 : 46: 11 13 1 8 17 19 31:
Old : 46: 11 13 1 8 17 19 31:
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 : 74.6 55.0 93.0 71.3 74.6 55.0 93.0 71.3
Old : 74.6 55.0 93.0 71.3 74.6 55.0 93.0 71.3
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 20, 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 : 26,027: 16,026 4,601 0 9,947 21,374 25,973 25,975: 54 52
Old : 26,027: 16,026 4,601 0 9,947 21,374 25,973 25,975: 54 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,000: 7,910 135 -1,458 -7,480 337 -1,028 -986: 28 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 17.7 0.0 38.2 82.1 99.8 99.8: 0.2 0.2
Old : 100.0: 61.6 17.7 0.0 38.2 82.1 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 : 34: 9 10 0 5 11 14 21:
Old : 34: 9 10 0 5 11 14 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 : 85.7 69.2 97.7 91.3 85.7 69.2 97.5 91.3
Old : 85.7 69.2 97.7 91.3 85.7 69.2 97.5 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017