WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 03, 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 : 410,738: 164,638 149,881 64,966 146,041 150,389 375,645 365,236: 35,093 45,502
Old : 386,637: 158,196 148,597 59,196 136,291 138,759 353,683 346,552: 32,954 40,085
Other: 24,101: 9,209 4,051 3,003 9,750 11,630 21,962 18,684: 2,139 5,417
: : :
: : Changes in Commitments from: June 27, 2017 :
: 5,945: 18,341 -5,595 -11,394 2,455 16,729 9,402 -260: -3,457 6,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 36.5 15.8 35.6 36.6 91.5 88.9: 8.5 11.1
Old : 100.0: 40.9 38.4 15.3 35.3 35.9 91.5 89.6: 8.5 10.4
Other: 100.0: 38.2 16.8 12.5 40.5 48.3 91.1 77.5: 8.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 120 136 113 80 111 275 295:
Old : 398: 123 132 109 75 108 266 289:
Other: 134: 22 28 12 29 63 60 99:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 9.7 23.9 17.8 13.5 8.3 21.5 14.7
Old : 14.8 9.8 24.4 17.7 13.8 8.0 22.2 14.6
Other: 50.1 29.7 63.7 38.0 46.6 24.7 57.3 31.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 03, 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 : 261,240: 107,063 30,777 37,938 94,077 168,461 239,078 237,176: 22,162 24,064
Old : 246,739: 107,087 31,056 33,855 84,652 161,980 225,594 226,891: 21,145 19,848
Other: 14,501: 3,323 3,068 736 9,425 6,481 13,484 10,285: 1,017 4,216
: : :
: : Changes in Commitments from: June 27, 2017 :
: -1,553: 396 -9,806 -2,361 -950 10,711 -2,915 -1,456: 1,362 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 11.8 14.5 36.0 64.5 91.5 90.8: 8.5 9.2
Old : 100.0: 43.4 12.6 13.7 34.3 65.6 91.4 92.0: 8.6 8.0
Other: 100.0: 22.9 21.2 5.1 65.0 44.7 93.0 70.9: 7.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 84 41 60 70 97 177 181:
Old : 247: 85 40 54 69 93 173 172:
Other: 99: 8 22 8 22 58 37 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 : 16.1 27.9 28.1 37.4 14.3 20.9 23.0 29.3
Old : 17.0 29.5 29.4 39.3 15.3 24.7 24.4 33.3
Other: 58.9 25.9 73.2 39.0 58.4 25.6 72.5 36.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 03, 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 : 1,330,520: 375,785 332,305 151,866 620,407 664,965 1,148,058 1,149,136: 182,462 181,384
Old : 606,019: 290,211 183,973 22,884 220,870 336,992 533,965 543,849: 72,054 62,170
Other: 724,501: 170,079 232,837 44,477 399,537 327,973 614,093 605,287: 110,408 119,214
: : :
: : Changes in Commitments from: June 27, 2017 :
: -31,148: 11,700 -62,788 -35,600 -5,840 58,573 -29,740 -39,815: -1,408 8,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 25.0 11.4 46.6 50.0 86.3 86.4: 13.7 13.6
Old : 100.0: 47.9 30.4 3.8 36.4 55.6 88.1 89.7: 11.9 10.3
Other: 100.0: 23.5 32.1 6.1 55.1 45.3 84.8 83.5: 15.2 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 176 139 172 259 302 532 540:
Old : 604: 149 119 47 183 204 356 348:
Other: 626: 146 123 88 179 277 374 444:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 11.6 19.2 18.3 9.5 9.5 16.0 14.6
Old : 14.8 20.5 24.2 32.6 14.0 20.4 22.6 32.4
Other: 17.0 9.8 26.0 16.6 15.0 8.8 22.1 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 03, 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 : 6,506: 2,842 636 282 624 4,475 3,748 5,393: 2,758 1,113
Old : 6,506: 2,842 636 282 624 4,475 3,748 5,393: 2,758 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 472: 314 166 118 66 -39 498 245: -26 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 9.8 4.3 9.6 68.8 57.6 82.9: 42.4 17.1
Old : 100.0: 43.7 9.8 4.3 9.6 68.8 57.6 82.9: 42.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 5 5 8 9 32 15:
Old : 38: 20 5 5 8 9 32 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 : 15.8 49.4 27.9 68.1 15.8 49.1 27.2 66.6
Old : 15.8 49.4 27.9 68.1 15.8 49.1 27.2 66.6
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, July 03, 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 : 658,517: 143,625 203,054 91,679 370,292 278,512 605,596 573,245: 52,921 85,272
Old : 114,507: 32,646 30,160 3,701 68,259 64,616 104,606 98,477: 9,901 16,030
Other: 544,010: 138,661 200,576 60,296 302,033 213,896 500,990 474,768: 43,020 69,242
: : :
: : Changes in Commitments from: June 27, 2017 :
: -26,447: 6,385 -28,726 -9,764 -23,079 19,568 -26,458 -18,922: 11 -7,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 30.8 13.9 56.2 42.3 92.0 87.1: 8.0 12.9
Old : 100.0: 28.5 26.3 3.2 59.6 56.4 91.4 86.0: 8.6 14.0
Other: 100.0: 25.5 36.9 11.1 55.5 39.3 92.1 87.3: 7.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 140 154 162 158 202 395 441:
Old : 330: 68 74 21 79 125 162 210:
Other: 538: 144 143 123 129 191 339 405:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.7 26.7 18.9 16.2 10.9 23.4 16.7
Old : 29.3 34.2 40.4 42.8 29.0 34.2 40.0 42.6
Other: 16.5 9.8 27.4 17.6 16.1 9.0 24.5 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 03, 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 : 374,673: 106,561 70,595 62,705 164,426 210,304 333,692 343,604: 40,981 31,069
Old : 122,120: 34,465 14,758 17,084 58,114 78,990 109,663 110,832: 12,457 11,288
Other: 252,553: 87,145 70,886 30,572 106,312 131,314 224,029 232,772: 28,524 19,781
: : :
: : Changes in Commitments from: June 27, 2017 :
: -5,239: -729 -11,160 -10,437 -3,448 14,801 -14,614 -6,796: 9,375 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 18.8 16.7 43.9 56.1 89.1 91.7: 10.9 8.3
Old : 100.0: 28.2 12.1 14.0 47.6 64.7 89.8 90.8: 10.2 9.2
Other: 100.0: 34.5 28.1 12.1 42.1 52.0 88.7 92.2: 11.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 99 69 116 83 76 244 229:
Old : 210: 59 45 59 55 57 149 140:
Other: 258: 81 69 74 58 63 179 181:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 29.4 18.9 36.4 11.3 27.5 18.1 34.3
Old : 20.0 30.1 33.5 39.2 20.0 28.4 33.5 37.3
Other: 16.6 29.2 25.6 38.5 15.9 27.3 24.5 36.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 03, 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 : 734,560: 184,378 117,357 12,216 375,495 439,292 572,089 568,865: 162,471 165,695
Old : 734,560: 184,378 117,357 12,216 375,495 439,292 572,089 568,865: 162,471 165,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -16,254: -1,814 -14,253 -3,141 850 -8,015 -4,105 -25,409: -12,149 9,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.0 1.7 51.1 59.8 77.9 77.4: 22.1 22.6
Old : 100.0: 25.1 16.0 1.7 51.1 59.8 77.9 77.4: 22.1 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 46 25 17 63 78 115 114:
Old : 171: 46 25 17 63 78 115 114:
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 : 21.7 22.0 33.3 34.5 16.9 18.9 25.6 26.4
Old : 21.7 22.0 33.3 34.5 16.9 18.9 25.6 26.4
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, July 03, 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 : 795,328: 80,930 145,115 8,835 586,700 546,093 676,465 700,043: 118,863 95,285
Old : 795,328: 80,930 145,115 8,835 586,700 546,093 676,465 700,043: 118,863 95,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 11,371: 15,050 4,279 -2,632 969 3,590 13,387 5,237: -2,016 6,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.2 1.1 73.8 68.7 85.1 88.0: 14.9 12.0
Old : 100.0: 10.2 18.2 1.1 73.8 68.7 85.1 88.0: 14.9 12.0
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 : 113: 14 13 7 59 65 76 82:
Old : 113: 14 13 7 59 65 76 82:
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 31.8 35.7 44.7 17.1 31.8 27.8 42.9
Old : 21.4 31.8 35.7 44.7 17.1 31.8 27.8 42.9
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, July 03, 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 : 2,313: 686 438 415 980 1,314 2,081 2,167: 232 146
Old : 2,313: 686 438 415 980 1,314 2,081 2,167: 232 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 44: 4 126 -43 116 -37 77 46: -33 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.9 17.9 42.4 56.8 90.0 93.7: 10.0 6.3
Old : 100.0: 29.7 18.9 17.9 42.4 56.8 90.0 93.7: 10.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 3 6 8 14 13:
Old : 21: 7 3 3 6 8 14 13:
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 : 57.0 58.7 76.4 83.9 37.0 44.7 45.8 54.2
Old : 57.0 58.7 76.4 83.9 37.0 44.7 45.8 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 03, 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 : 364,845: 78,414 98,348 59,751 182,212 165,556 320,377 323,655: 44,468 41,190
Old : 98,033: 22,750 20,656 5,850 51,090 57,124 79,690 83,630: 18,343 14,403
Other: 266,812: 72,616 94,644 36,949 131,122 108,432 240,687 240,025: 26,125 26,787
: : :
: : Changes in Commitments from: June 27, 2017 :
: -18,904: -7,706 -15,917 -5,464 -9,847 -1,099 -23,017 -22,480: 4,113 3,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 27.0 16.4 49.9 45.4 87.8 88.7: 12.2 11.3
Old : 100.0: 23.2 21.1 6.0 52.1 58.3 81.3 85.3: 18.7 14.7
Other: 100.0: 27.2 35.5 13.8 49.1 40.6 90.2 90.0: 9.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 72 58 70 96 81 208 188:
Old : 186: 48 31 23 76 61 135 106:
Other: 232: 66 61 52 81 61 178 146:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.8 21.9 26.3 13.5 14.0 19.0 20.2
Old : 22.3 24.1 31.1 35.9 22.3 23.0 30.9 34.7
Other: 15.3 22.5 23.9 31.2 14.1 18.2 21.2 26.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 03, 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 : 9,327: 3,429 2,236 227 3,708 5,241 7,364 7,704: 1,963 1,623
Old : 9,327: 3,429 2,236 227 3,708 5,241 7,364 7,704: 1,963 1,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -143: 210 264 -148 -65 -247 -3 -131: -140 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 24.0 2.4 39.8 56.2 79.0 82.6: 21.0 17.4
Old : 100.0: 36.8 24.0 2.4 39.8 56.2 79.0 82.6: 21.0 17.4
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 : 64: 22 15 9 20 11 49 30:
Old : 64: 22 15 9 20 11 49 30:
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 : 40.1 44.7 51.1 61.1 40.1 44.5 51.1 60.7
Old : 40.1 44.7 51.1 61.1 40.1 44.5 51.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 03, 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 : 1,365,365: 179,819 437,006 40,320 1,023,567 721,605 1,243,706 1,198,931: 121,659 166,434
Old : 1,365,365: 179,819 437,006 40,320 1,023,567 721,605 1,243,706 1,198,931: 121,659 166,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 70,432: -32,296 82,933 3,999 100,600 -22,212 72,303 64,720: -1,871 5,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 32.0 3.0 75.0 52.9 91.1 87.8: 8.9 12.2
Old : 100.0: 13.2 32.0 3.0 75.0 52.9 91.1 87.8: 8.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 43 58 28 111 99 168 171:
Old : 258: 43 58 28 111 99 168 171:
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 : 20.6 25.2 32.9 36.2 20.6 24.2 30.9 33.1
Old : 20.6 25.2 32.9 36.2 20.6 24.2 30.9 33.1
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, July 03, 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 : 3,087,863: 824,954 561,992 115,649 1,789,473 1,891,070 2,730,076 2,568,711: 357,787 519,152
Old : 3,087,863: 824,954 561,992 115,649 1,789,473 1,891,070 2,730,076 2,568,711: 357,787 519,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -49,221: -10,417 28,719 -15,040 -12,268 -54,545 -37,725 -40,866: -11,496 -8,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.2 3.7 58.0 61.2 88.4 83.2: 11.6 16.8
Old : 100.0: 26.7 18.2 3.7 58.0 61.2 88.4 83.2: 11.6 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 : 394: 77 97 62 141 173 255 295:
Old : 394: 77 97 62 141 173 255 295:
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 : 27.7 16.5 37.2 24.3 25.3 13.6 33.0 19.1
Old : 27.7 16.5 37.2 24.3 25.3 13.6 33.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, July 03, 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 : 395,851: 81,424 52,455 4,453 222,565 216,514 308,442 273,422: 87,409 122,429
Old : 395,851: 81,424 52,455 4,453 222,565 216,514 308,442 273,422: 87,409 122,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 8,989: -5,600 -3,742 3,164 6,917 -1,097 4,481 -1,675: 4,508 10,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.3 1.1 56.2 54.7 77.9 69.1: 22.1 30.9
Old : 100.0: 20.6 13.3 1.1 56.2 54.7 77.9 69.1: 22.1 30.9
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 : 62: 9 8 6 34 36 47 46:
Old : 62: 9 8 6 34 36 47 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 : 36.6 29.8 50.1 40.1 36.3 28.9 49.7 38.0
Old : 36.6 29.8 50.1 40.1 36.3 28.9 49.7 38.0
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, July 03, 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 : 3,064,766: 403,416 622,709 59,101 2,332,780 2,009,330 2,795,297 2,691,140: 269,469 373,626
Old : 3,064,766: 403,416 622,709 59,101 2,332,780 2,009,330 2,795,297 2,691,140: 269,469 373,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -49,116: -66,140 -18,573 -7,843 23,607 -26,969 -50,376 -53,385: 1,260 4,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.3 1.9 76.1 65.6 91.2 87.8: 8.8 12.2
Old : 100.0: 13.2 20.3 1.9 76.1 65.6 91.2 87.8: 8.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 47 69 37 115 148 185 231:
Old : 298: 47 69 37 115 148 185 231:
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 : 40.7 18.8 52.0 29.6 37.1 18.2 46.5 27.9
Old : 40.7 18.8 52.0 29.6 37.1 18.2 46.5 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, July 03, 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 : 1,569,925: 191,926 370,857 311,873 1,025,067 825,698 1,528,866 1,508,428: 41,059 61,497
Old : 1,569,925: 191,926 370,857 311,873 1,025,067 825,698 1,528,866 1,508,428: 41,059 61,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -128,649: -20,155 -7,124 -26,108 -78,415 -90,565 -124,678 -123,797: -3,971 -4,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.6 19.9 65.3 52.6 97.4 96.1: 2.6 3.9
Old : 100.0: 12.2 23.6 19.9 65.3 52.6 97.4 96.1: 2.6 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 : 148: 13 54 56 57 69 117 141:
Old : 148: 13 54 56 57 69 117 141:
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 : 32.8 19.4 50.1 31.2 27.0 12.8 32.2 18.7
Old : 32.8 19.4 50.1 31.2 27.0 12.8 32.2 18.7
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, July 03, 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 : 67,412: 40,831 4,205 3,391 14,372 50,183 58,593 57,778: 8,819 9,634
Old : 67,412: 40,831 4,205 3,391 14,372 50,183 58,593 57,778: 8,819 9,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,744: 1,885 -832 -280 -152 1,609 1,454 497: 291 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 6.2 5.0 21.3 74.4 86.9 85.7: 13.1 14.3
Old : 100.0: 60.6 6.2 5.0 21.3 74.4 86.9 85.7: 13.1 14.3
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 : 113: 43 18 7 25 32 69 56:
Old : 113: 43 18 7 25 32 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 : 27.2 35.3 41.3 56.6 23.4 33.7 37.5 55.0
Old : 27.2 35.3 41.3 56.6 23.4 33.7 37.5 55.0
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, July 03, 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 : 134,823: 81,661 8,410 6,781 28,743 100,365 117,185 115,556: 17,638 19,267
Old : 134,823: 81,661 8,410 6,781 28,743 100,365 117,185 115,556: 17,638 19,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 3,488: 3,770 -1,664 -559 -304 3,217 2,907 994: 581 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 6.2 5.0 21.3 74.4 86.9 85.7: 13.1 14.3
Old : 100.0: 60.6 6.2 5.0 21.3 74.4 86.9 85.7: 13.1 14.3
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 : 113: 43 18 7 25 32 69 56:
Old : 113: 43 18 7 25 32 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 : 27.2 35.3 41.3 56.6 23.4 33.7 37.5 55.0
Old : 27.2 35.3 41.3 56.6 23.4 33.7 37.5 55.0
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, July 03, 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 : 51,959: 29,409 51,387 256 22,238 210 51,903 51,853: 56 106
Old : 51,959: 29,409 51,387 256 22,238 210 51,903 51,853: 56 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 17,437: -295 17,458 0 17,840 0 17,545 17,458: -108 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 98.9 0.5 42.8 0.4 99.9 99.8: 0.1 0.2
Old : 100.0: 56.6 98.9 0.5 42.8 0.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 16 1 2 1 23 17:
Old : 38: 20 16 1 2 1 23 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 : 80.9 77.3 94.4 92.9 80.5 77.3 94.0 92.9
Old : 80.9 77.3 94.4 92.9 80.5 77.3 94.0 92.9
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, July 03, 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 : 29,310: 18,834 4,972 39 10,393 24,188 29,266 29,199: 44 111
Old : 29,310: 18,834 4,972 39 10,393 24,188 29,266 29,199: 44 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -596: 1,496 -17 0 -2,067 -569 -571 -586: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 17.0 0.1 35.5 82.5 99.8 99.6: 0.2 0.4
Old : 100.0: 64.3 17.0 0.1 35.5 82.5 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 : 75.6 46.9 93.8 67.3 75.6 46.8 93.8 67.3
Old : 75.6 46.9 93.8 67.3 75.6 46.8 93.8 67.3
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, July 03, 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 : 22,793: 12,194 4,542 0 10,547 18,203 22,741 22,745: 52 48
Old : 22,793: 12,194 4,542 0 10,547 18,203 22,741 22,745: 52 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -92: -548 -76 0 444 -3 -104 -79: 12 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 19.9 0.0 46.3 79.9 99.8 99.8: 0.2 0.2
Old : 100.0: 53.5 19.9 0.0 46.3 79.9 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 : 33: 10 8 0 5 11 15 19:
Old : 33: 10 8 0 5 11 15 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 : 79.5 63.0 97.0 89.0 79.5 63.0 96.6 89.0
Old : 79.5 63.0 97.0 89.0 79.5 63.0 96.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017