WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 27, 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 : 404,793: 146,297 155,476 76,360 143,586 133,660 366,243 365,496: 38,550 39,297
Old : 385,249: 138,574 153,287 73,600 136,161 123,403 348,335 350,290: 36,914 34,959
Other: 19,544: 8,751 3,217 1,732 7,425 10,257 17,908 15,206: 1,636 4,338
: : :
: : Changes in Commitments from: June 20, 2017 :
: -40,411: -18,140 -20,044 -19,385 -1,498 319 -39,023 -39,110: -1,388 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 38.4 18.9 35.5 33.0 90.5 90.3: 9.5 9.7
Old : 100.0: 36.0 39.8 19.1 35.3 32.0 90.4 90.9: 9.6 9.1
Other: 100.0: 44.8 16.5 8.9 38.0 52.5 91.6 77.8: 8.4 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 119 121 118 90 107 283 287:
Old : 384: 119 120 116 88 101 279 280:
Other: 111: 18 19 10 26 57 51 82:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 10.3 23.5 17.9 13.2 9.1 21.5 15.9
Old : 14.5 10.7 23.7 18.6 13.2 9.6 21.8 16.7
Other: 59.0 29.7 72.5 42.5 57.6 28.8 67.6 37.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 27, 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 : 262,793: 106,667 40,583 40,299 95,027 157,750 241,993 238,632: 20,800 24,161
Old : 250,740: 107,057 40,621 36,554 87,085 152,889 230,696 230,064: 20,044 20,676
Other: 12,053: 2,841 3,193 514 7,942 4,861 11,297 8,568: 756 3,485
: : :
: : Changes in Commitments from: June 20, 2017 :
: -12,462: -2,526 -8,699 -884 -7,147 884 -10,557 -8,699: -1,905 -3,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 15.4 15.3 36.2 60.0 92.1 90.8: 7.9 9.2
Old : 100.0: 42.7 16.2 14.6 34.7 61.0 92.0 91.8: 8.0 8.2
Other: 100.0: 23.6 26.5 4.3 65.9 40.3 93.7 71.1: 6.3 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 82 46 66 80 88 194 180:
Old : 252: 84 46 65 78 85 191 176:
Other: 74: 8 16 8 19 41 33 59:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 25.9 28.8 37.8 14.1 20.2 23.3 28.6
Old : 16.8 27.1 29.8 39.4 14.8 23.0 24.3 31.7
Other: 57.1 32.9 76.2 46.5 56.7 32.9 75.7 44.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 27, 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 : 1,361,668: 364,085 395,093 187,466 626,247 606,392 1,177,798 1,188,951: 183,870 172,717
Old : 666,786: 288,202 261,231 37,098 249,331 304,229 574,631 602,558: 92,155 64,228
Other: 694,882: 184,551 242,530 41,700 376,916 302,163 603,167 586,393: 91,715 108,489
: : :
: : Changes in Commitments from: June 20, 2017 :
: -61,057: -53,028 19,880 -23,851 15,957 -52,020 -60,922 -55,991: -135 -5,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 29.0 13.8 46.0 44.5 86.5 87.3: 13.5 12.7
Old : 100.0: 43.2 39.2 5.6 37.4 45.6 86.2 90.4: 13.8 9.6
Other: 100.0: 26.6 34.9 6.0 54.2 43.5 86.8 84.4: 13.2 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 164 147 162 297 293 554 544:
Old : 615: 145 129 59 253 216 433 372:
Other: 610: 149 129 76 171 262 355 435:
:----------------------------------------------------------------------------------------------------
: 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 10.4 18.8 17.0 9.1 8.0 15.3 14.0
Old : 13.6 15.0 22.2 26.0 12.6 15.0 20.5 26.0
Other: 18.5 11.1 27.5 17.9 14.9 9.2 22.4 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 27, 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 : 6,034: 2,528 470 164 558 4,514 3,250 5,148: 2,784 886
Old : 6,034: 2,528 470 164 558 4,514 3,250 5,148: 2,784 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -955: -88 -25 8 -981 -804 -1,061 -821: 106 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.8 2.7 9.2 74.8 53.9 85.3: 46.1 14.7
Old : 100.0: 41.9 7.8 2.7 9.2 74.8 53.9 85.3: 46.1 14.7
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: 18 5 5 6 11 27 18:
Old : 38: 18 5 5 6 11 27 18:
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 : 15.9 51.5 28.0 69.5 15.9 51.4 27.4 69.4
Old : 15.9 51.5 28.0 69.5 15.9 51.4 27.4 69.4
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 27, 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 : 684,964: 137,240 231,780 101,443 393,371 258,944 632,054 592,167: 52,910 92,797
Old : 163,977: 42,862 46,888 9,868 91,959 86,131 144,689 142,887: 19,288 21,090
Other: 520,987: 129,239 219,753 56,714 301,412 172,813 487,365 449,280: 33,622 71,707
: : :
: : Changes in Commitments from: June 20, 2017 :
: -21,492: -20,754 23,296 -2,837 21 -40,561 -23,570 -20,102: 2,078 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 33.8 14.8 57.4 37.8 92.3 86.5: 7.7 13.5
Old : 100.0: 26.1 28.6 6.0 56.1 52.5 88.2 87.1: 11.8 12.9
Other: 100.0: 24.8 42.2 10.9 57.9 33.2 93.5 86.2: 6.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 128 165 172 178 203 423 462:
Old : 389: 107 76 42 126 134 254 237:
Other: 548: 130 177 123 129 186 332 424:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 11.3 24.0 18.6 14.8 10.9 21.8 17.3
Old : 21.9 25.1 31.3 39.0 19.9 25.1 28.5 39.0
Other: 16.7 10.3 26.0 18.1 15.9 9.5 24.7 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 27, 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 : 379,912: 107,290 81,755 73,142 167,874 195,503 348,306 350,400: 31,606 29,512
Old : 142,397: 44,435 27,454 21,531 65,022 81,124 130,988 130,109: 11,409 12,288
Other: 237,515: 85,075 76,521 29,391 102,852 114,379 217,318 220,291: 20,197 17,224
: : :
: : Changes in Commitments from: June 20, 2017 :
: -29,015: -9,525 -13,096 -11,204 -5,598 -2,929 -26,327 -27,229: -2,688 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.5 19.3 44.2 51.5 91.7 92.2: 8.3 7.8
Old : 100.0: 31.2 19.3 15.1 45.7 57.0 92.0 91.4: 8.0 8.6
Other: 100.0: 35.8 32.2 12.4 43.3 48.2 91.5 92.7: 8.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 91 71 117 91 74 255 223:
Old : 219: 59 51 61 66 59 162 145:
Other: 255: 82 70 73 59 60 183 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 25.7 18.2 33.0 11.0 23.7 17.6 30.7
Old : 18.1 24.0 29.8 35.0 18.1 23.4 29.6 33.6
Other: 17.0 26.8 26.7 36.3 16.7 24.6 25.6 33.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 27, 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 : 750,814: 186,192 131,610 15,357 374,645 447,307 576,194 594,274: 174,620 156,540
Old : 750,814: 186,192 131,610 15,357 374,645 447,307 576,194 594,274: 174,620 156,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -1,683: 2,734 9,783 5,343 -2,987 -15,800 5,090 -674: -6,773 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.5 2.0 49.9 59.6 76.7 79.2: 23.3 20.8
Old : 100.0: 24.8 17.5 2.0 49.9 59.6 76.7 79.2: 23.3 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 42 30 18 61 78 111 118:
Old : 171: 42 30 18 61 78 111 118:
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 : 20.0 20.5 30.8 33.1 14.3 17.6 23.0 24.8
Old : 20.0 20.5 30.8 33.1 14.3 17.6 23.0 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 27, 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 : 783,957: 65,880 140,836 11,467 585,731 542,503 663,078 694,806: 120,879 89,151
Old : 783,957: 65,880 140,836 11,467 585,731 542,503 663,078 694,806: 120,879 89,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 17,742: 27,735 -854 -862 -5,985 17,600 20,888 15,884: -3,146 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 18.0 1.5 74.7 69.2 84.6 88.6: 15.4 11.4
Old : 100.0: 8.4 18.0 1.5 74.7 69.2 84.6 88.6: 15.4 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 : 115: 15 15 10 60 64 79 85:
Old : 115: 15 15 10 60 64 79 85:
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 : 20.0 32.3 34.7 45.7 15.9 32.3 27.0 43.6
Old : 20.0 32.3 34.7 45.7 15.9 32.3 27.0 43.6
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 27, 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 : 2,269: 682 312 458 864 1,351 2,004 2,121: 265 148
Old : 2,269: 682 312 458 864 1,351 2,004 2,121: 265 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -202: -104 121 -147 85 -115 -166 -141: -36 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 13.8 20.2 38.1 59.5 88.3 93.5: 11.7 6.5
Old : 100.0: 30.1 13.8 20.2 38.1 59.5 88.3 93.5: 11.7 6.5
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 : 24: 9 3 4 6 9 16 15:
Old : 24: 9 3 4 6 9 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 57.7 72.7 80.2 32.0 42.6 41.0 53.5
Old : 50.6 57.7 72.7 80.2 32.0 42.6 41.0 53.5
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 27, 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 : 383,749: 86,120 114,265 65,215 192,059 166,655 343,394 346,135: 40,355 37,614
Old : 120,416: 25,417 27,275 8,975 66,414 67,605 100,806 103,855: 19,610 16,561
Other: 263,333: 75,967 102,254 40,976 125,645 99,050 242,588 242,280: 20,745 21,053
: : :
: : Changes in Commitments from: June 20, 2017 :
: -16,620: -10,835 11,153 1,490 -3,317 -28,488 -12,662 -15,845: -3,958 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 29.8 17.0 50.0 43.4 89.5 90.2: 10.5 9.8
Old : 100.0: 21.1 22.7 7.5 55.2 56.1 83.7 86.2: 16.3 13.8
Other: 100.0: 28.8 38.8 15.6 47.7 37.6 92.1 92.0: 7.9 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 71 74 71 100 88 212 208:
Old : 208: 54 40 30 86 70 155 126:
Other: 239: 67 69 52 80 60 174 156:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.2 21.4 23.8 12.1 12.1 17.5 17.9
Old : 20.4 22.1 30.3 31.4 19.8 21.0 28.6 30.3
Other: 14.9 19.5 23.3 28.4 13.5 15.9 20.7 24.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 27, 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 : 9,470: 3,219 1,972 375 3,773 5,488 7,367 7,835: 2,103 1,635
Old : 1,602: 443 398 0 813 1,008 1,256 1,406: 346 196
Other: 7,868: 3,060 1,858 91 2,960 4,480 6,111 6,429: 1,757 1,439
: : :
: : Changes in Commitments from: June 20, 2017 :
: -257: -322 -133 159 -130 -418 -293 -392: 36 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 20.8 4.0 39.8 58.0 77.8 82.7: 22.2 17.3
Old : 100.0: 27.7 24.8 0.0 50.7 62.9 78.4 87.8: 21.6 12.2
Other: 100.0: 38.9 23.6 1.2 37.6 56.9 77.7 81.7: 22.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 11 4 20 12 43 27:
Old : 22: 5 4 0 8 5 13 9:
Other: 56: 20 11 3 17 11 38 24:
:----------------------------------------------------------------------------------------------------
: 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 : 37.2 41.2 48.8 60.8 37.2 40.9 48.2 59.9
Old : 52.1 70.5 69.1 87.3 52.1 70.5 69.1 87.3
Other: 42.1 45.6 54.0 66.3 42.1 45.3 54.0 66.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 27, 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 : 1,294,933: 212,115 354,073 36,321 922,967 743,817 1,171,403 1,134,211: 123,530 160,722
Old : 1,294,933: 212,115 354,073 36,321 922,967 743,817 1,171,403 1,134,211: 123,530 160,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -33,353: 1,387 30,478 -663 -46,534 -69,021 -45,810 -39,206: 12,457 5,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.3 2.8 71.3 57.4 90.5 87.6: 9.5 12.4
Old : 100.0: 16.4 27.3 2.8 71.3 57.4 90.5 87.6: 9.5 12.4
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 : 270: 52 56 30 105 113 170 186:
Old : 270: 52 56 30 105 113 170 186:
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 : 20.8 24.9 32.9 34.8 20.1 23.0 30.2 30.9
Old : 20.8 24.9 32.9 34.8 20.1 23.0 30.2 30.9
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, June 27, 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 : 3,137,084: 835,371 533,273 130,689 1,801,741 1,945,615 2,767,801 2,609,577: 369,283 527,507
Old : 3,137,084: 835,371 533,273 130,689 1,801,741 1,945,615 2,767,801 2,609,577: 369,283 527,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -87,305: -63,564 -20,490 12,581 -36,450 -93,451 -87,433 -101,360: 128 14,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.0 4.2 57.4 62.0 88.2 83.2: 11.8 16.8
Old : 100.0: 26.6 17.0 4.2 57.4 62.0 88.2 83.2: 11.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 75 93 58 146 162 257 277:
Old : 379: 75 93 58 146 162 257 277:
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 17.1 37.1 25.1 25.5 14.3 33.7 19.6
Old : 27.8 17.1 37.1 25.1 25.5 14.3 33.7 19.6
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 27, 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 : 386,862: 87,024 56,197 1,289 215,648 217,611 303,961 275,097: 82,901 111,765
Old : 386,862: 87,024 56,197 1,289 215,648 217,611 303,961 275,097: 82,901 111,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 7,970: 23,339 10,970 -3,247 -7,420 -7,122 12,672 601: -4,702 7,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.5 0.3 55.7 56.3 78.6 71.1: 21.4 28.9
Old : 100.0: 22.5 14.5 0.3 55.7 56.3 78.6 71.1: 21.4 28.9
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 : 59: 9 8 7 32 35 45 46:
Old : 59: 9 8 7 32 35 45 46:
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 31.7 51.8 42.2 38.2 31.4 51.4 40.7
Old : 38.6 31.7 51.8 42.2 38.2 31.4 51.4 40.7
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 27, 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 : 3,113,882: 469,556 641,282 66,944 2,309,173 2,036,299 2,845,673 2,744,525: 268,209 369,357
Old : 3,113,882: 469,556 641,282 66,944 2,309,173 2,036,299 2,845,673 2,744,525: 268,209 369,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 14,166: -17,668 17,297 -5,775 53,306 806 29,863 12,328: -15,697 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.6 2.1 74.2 65.4 91.4 88.1: 8.6 11.9
Old : 100.0: 15.1 20.6 2.1 74.2 65.4 91.4 88.1: 8.6 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 : 298: 47 69 39 117 141 188 225:
Old : 298: 47 69 39 117 141 188 225:
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 : 39.1 19.7 50.8 31.2 35.8 19.0 44.7 29.6
Old : 39.1 19.7 50.8 31.2 35.8 19.0 44.7 29.6
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 27, 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 : 1,698,574: 212,081 377,981 337,981 1,103,482 916,263 1,653,544 1,632,225: 45,030 66,349
Old : 1,698,574: 212,081 377,981 337,981 1,103,482 916,263 1,653,544 1,632,225: 45,030 66,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -39,158: -67,142 42,567 -338 28,111 -84,554 -39,369 -42,325: 211 3,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 19.9 65.0 53.9 97.3 96.1: 2.7 3.9
Old : 100.0: 12.5 22.3 19.9 65.0 53.9 97.3 96.1: 2.7 3.9
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 : 149: 16 48 55 62 73 120 143:
Old : 149: 16 48 55 62 73 120 143:
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 : 32.3 18.6 49.6 30.8 25.9 12.7 32.9 18.5
Old : 32.3 18.6 49.6 30.8 25.9 12.7 32.9 18.5
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 27, 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 : 65,668: 38,946 5,037 3,670 14,524 48,574 57,139 57,281: 8,529 8,387
Old : 65,668: 38,946 5,037 3,670 14,524 48,574 57,139 57,281: 8,529 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 4,534: 4,401 1,136 -131 112 4,854 4,382 5,859: 152 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 7.7 5.6 22.1 74.0 87.0 87.2: 13.0 12.8
Old : 100.0: 59.3 7.7 5.6 22.1 74.0 87.0 87.2: 13.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 45 19 8 25 27 72 52:
Old : 111: 45 19 8 25 27 72 52:
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 : 27.4 37.2 40.6 57.3 24.4 35.6 36.2 55.8
Old : 27.4 37.2 40.6 57.3 24.4 35.6 36.2 55.8
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 27, 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 : 131,335: 77,891 10,074 7,340 29,047 97,148 114,278 114,562: 17,057 16,773
Old : 131,335: 77,891 10,074 7,340 29,047 97,148 114,278 114,562: 17,057 16,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 9,067: 8,802 2,272 -262 224 9,707 8,764 11,717: 303 -2,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 7.7 5.6 22.1 74.0 87.0 87.2: 13.0 12.8
Old : 100.0: 59.3 7.7 5.6 22.1 74.0 87.0 87.2: 13.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 45 19 8 25 27 72 52:
Old : 111: 45 19 8 25 27 72 52:
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 : 27.4 37.2 40.6 57.3 24.4 35.6 36.2 55.8
Old : 27.4 37.2 40.6 57.3 24.4 35.6 36.2 55.8
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 27, 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 : 34,522: 29,704 33,929 256 4,398 210 34,358 34,395: 164 127
Old : 34,522: 29,704 33,929 256 4,398 210 34,358 34,395: 164 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -14,482: -8,183 -8,114 -6,360 -20 -20 -14,563 -14,494: 81 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 98.3 0.7 12.7 0.6 99.5 99.6: 0.5 0.4
Old : 100.0: 86.0 98.3 0.7 12.7 0.6 99.5 99.6: 0.5 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 : 39: 21 16 1 2 1 24 17:
Old : 39: 21 16 1 2 1 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.6 90.9 94.6 71.7 83.6 90.3 93.8
Old : 72.3 83.6 90.9 94.6 71.7 83.6 90.3 93.8
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 27, 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 : 29,906: 17,338 4,989 39 12,460 24,757 29,837 29,785: 69 121
Old : 29,906: 17,338 4,989 39 12,460 24,757 29,837 29,785: 69 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,864: 2,734 -146 -53 -785 2,031 1,896 1,832: -32 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 16.7 0.1 41.7 82.8 99.8 99.6: 0.2 0.4
Old : 100.0: 58.0 16.7 0.1 41.7 82.8 99.8 99.6: 0.2 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 : 47: 11 13 1 6 19 17 33:
Old : 47: 11 13 1 6 19 17 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 48.2 94.7 67.5 80.3 48.2 94.6 67.5
Old : 80.3 48.2 94.7 67.5 80.3 48.2 94.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, June 27, 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 : 22,885: 12,742 4,618 0 10,103 18,206 22,845 22,824: 40 61
Old : 22,885: 12,742 4,618 0 10,103 18,206 22,845 22,824: 40 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -3,142: -3,284 17 0 156 -3,168 -3,128 -3,151: -14 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 20.2 0.0 44.1 79.6 99.8 99.7: 0.2 0.3
Old : 100.0: 55.7 20.2 0.0 44.1 79.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 9 0 5 11 16 20:
Old : 35: 11 9 0 5 11 16 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 : 80.5 63.0 96.3 88.5 80.5 63.0 95.8 88.5
Old : 80.5 63.0 96.3 88.5 80.5 63.0 95.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017