WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 599,014: 143,520 206,086 170,855 234,392 177,150 548,767 554,091: 50,247 44,923
Old : 422,967: 127,912 195,331 91,672 168,774 108,076 388,357 395,079: 34,610 27,888
Other: 176,047: 57,688 52,835 37,103 65,618 69,074 160,410 159,013: 15,638 17,035
: : :
: : Changes in Commitments from: January 24, 2017 :
: -4,834: -2,762 6,927 -14,791 11,886 3,052 -5,667 -4,812: 834 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 34.4 28.5 39.1 29.6 91.6 92.5: 8.4 7.5
Old : 100.0: 30.2 46.2 21.7 39.9 25.6 91.8 93.4: 8.2 6.6
Other: 100.0: 32.8 30.0 21.1 37.3 39.2 91.1 90.3: 8.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 150 166 158 116 110 367 351:
Old : 446: 158 145 118 109 100 329 305:
Other: 273: 61 94 73 72 87 182 210:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 8.4 19.4 15.4 7.7 6.8 13.6 12.1
Old : 11.2 11.6 20.1 20.0 8.8 9.7 15.5 17.1
Other: 20.7 13.0 33.0 21.8 19.0 12.3 31.0 19.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 245,724: 81,893 58,093 43,977 95,726 119,828 221,596 221,898: 24,128 23,825
Old : 145,865: 65,099 57,669 15,887 49,408 58,507 130,393 132,063: 15,472 13,802
Other: 99,858: 38,378 22,008 6,506 46,318 61,321 91,203 89,835: 8,656 10,023
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,912: -2,713 7,491 -907 6,406 -2,862 2,785 3,722: 1,126 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 23.6 17.9 39.0 48.8 90.2 90.3: 9.8 9.7
Old : 100.0: 44.6 39.5 10.9 33.9 40.1 89.4 90.5: 10.6 9.5
Other: 100.0: 38.4 22.0 6.5 46.4 61.4 91.3 90.0: 8.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 75 60 80 83 88 198 200:
Old : 235: 64 66 49 68 78 156 172:
Other: 182: 56 33 31 62 67 134 116:
:----------------------------------------------------------------------------------------------------
: 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 17.6 27.1 25.8 12.9 17.0 21.8 24.0
Old : 20.7 18.9 31.4 28.5 19.6 18.3 27.8 26.5
Other: 21.8 32.3 32.9 44.8 21.8 31.4 32.8 42.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,650,586: 383,414 270,472 379,683 702,383 770,418 1,465,481 1,420,574: 185,104 230,011
Old : 1,400,410: 365,421 288,141 282,667 597,805 653,286 1,245,893 1,224,094: 154,517 176,316
Other: 250,176: 74,294 38,631 40,716 104,578 117,133 219,588 196,480: 30,588 53,696
: : :
: : Changes in Commitments from: January 24, 2017 :
: -32,179: -19,276 2,168 -32,378 21,245 2,086 -30,409 -28,124: -1,770 -4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.4 23.0 42.6 46.7 88.8 86.1: 11.2 13.9
Old : 100.0: 26.1 20.6 20.2 42.7 46.6 89.0 87.4: 11.0 12.6
Other: 100.0: 29.7 15.4 16.3 41.8 46.8 87.8 78.5: 12.2 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 188 154 235 302 324 624 618:
Old : 743: 183 177 210 295 309 600 587:
Other: 468: 91 77 59 115 256 236 367:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 12.4 17.5 18.0 9.3 10.0 15.0 14.4
Old : 11.9 13.4 18.7 19.5 10.9 11.6 17.5 16.1
Other: 19.7 15.5 31.4 23.3 17.5 9.5 24.5 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 9,245: 1,889 1,796 1,329 3,270 5,007 6,489 8,132: 2,757 1,113
Old : 8,438: 1,803 1,855 1,125 2,869 4,515 5,798 7,496: 2,640 942
Other: 808: 184 40 106 401 491 691 636: 117 171
: : :
: : Changes in Commitments from: January 24, 2017 :
: -398: -10 127 -62 -202 -205 -275 -140: -123 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.4 14.4 35.4 54.2 70.2 88.0: 29.8 12.0
Old : 100.0: 21.4 22.0 13.3 34.0 53.5 68.7 88.8: 31.3 11.2
Other: 100.0: 22.8 4.9 13.1 49.7 60.8 85.6 78.8: 14.4 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 9 9 12 12 32 23:
Old : 37: 14 7 8 12 11 31 21:
Other: 21: 4 6 6 6 9 15 16:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 46.5 39.6 65.5 20.2 40.1 27.1 54.4
Old : 25.5 47.2 39.4 67.0 19.7 39.8 27.3 56.1
Other: 57.9 52.5 77.9 68.5 56.9 51.8 69.0 61.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 880,384: 251,905 70,804 198,382 372,797 474,285 823,084 743,471: 57,300 136,913
Old : 716,819: 227,239 77,668 144,159 300,648 408,485 672,046 630,312: 44,773 86,507
Other: 163,565: 52,043 20,514 26,846 72,149 65,800 151,038 113,159: 12,527 50,405
: : :
: : Changes in Commitments from: January 24, 2017 :
: -8,142: -16,916 2,841 -7,563 14,732 -8,933 -9,747 -13,655: 1,605 5,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.0 22.5 42.3 53.9 93.5 84.4: 6.5 15.6
Old : 100.0: 31.7 10.8 20.1 41.9 57.0 93.8 87.9: 6.2 12.1
Other: 100.0: 31.8 12.5 16.4 44.1 40.2 92.3 69.2: 7.7 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 205 141 229 192 254 508 541:
Old : 631: 188 149 210 173 246 469 513:
Other: 402: 88 84 77 99 188 226 316:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 12.2 16.7 18.6 7.9 8.4 14.0 13.4
Old : 11.0 14.6 19.3 21.7 9.7 11.5 17.0 17.8
Other: 17.8 12.5 27.8 19.7 16.8 11.6 25.1 17.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 444,890: 122,025 39,255 112,128 175,695 267,076 409,848 418,459: 35,042 26,431
Old : 404,499: 119,070 44,249 98,996 155,876 236,536 373,943 379,781: 30,556 24,718
Other: 40,391: 11,920 3,971 4,167 19,819 30,540 35,905 38,678: 4,486 1,713
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,128: -22,084 13,104 10,525 16,630 -26,437 5,070 -2,808: -1,942 5,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.8 25.2 39.5 60.0 92.1 94.1: 7.9 5.9
Old : 100.0: 29.4 10.9 24.5 38.5 58.5 92.4 93.9: 7.6 6.1
Other: 100.0: 29.5 9.8 10.3 49.1 75.6 88.9 95.8: 11.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 94 81 113 86 87 250 234:
Old : 311: 97 88 109 85 86 245 232:
Other: 107: 36 14 26 34 31 84 60:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 29.1 19.1 36.0 10.4 26.0 16.8 32.1
Old : 12.0 28.5 19.7 35.7 10.4 25.6 17.4 32.1
Other: 22.9 43.4 39.2 55.2 22.9 42.0 38.0 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 724,690: 73,544 106,737 73,578 441,301 362,278 588,423 542,593: 136,268 182,097
Old : 724,690: 73,544 106,737 73,578 441,301 362,278 588,423 542,593: 136,268 182,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -46,657: -11,666 -2,256 -23,971 -7,561 -25,062 -43,198 -51,289: -3,459 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.7 10.2 60.9 50.0 81.2 74.9: 18.8 25.1
Old : 100.0: 10.1 14.7 10.2 60.9 50.0 81.2 74.9: 18.8 25.1
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 : 155: 25 37 41 71 72 119 127:
Old : 155: 25 37 41 71 72 119 127:
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 18.8 32.4 27.3 16.9 13.8 25.5 19.1
Old : 21.7 18.8 32.4 27.3 16.9 13.8 25.5 19.1
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 707,817: 55,207 121,268 5,216 535,342 465,884 595,765 592,368: 112,052 115,450
Old : 707,817: 55,207 121,268 5,216 535,342 465,884 595,765 592,368: 112,052 115,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 11,085: -1,301 -11,024 2,706 11,775 9,871 13,179 1,552: -2,094 9,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 17.1 0.7 75.6 65.8 84.2 83.7: 15.8 16.3
Old : 100.0: 7.8 17.1 0.7 75.6 65.8 84.2 83.7: 15.8 16.3
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 : 98: 11 13 9 56 51 72 68:
Old : 98: 11 13 9 56 51 72 68:
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 : 23.3 32.3 38.3 45.3 21.3 32.0 33.2 44.4
Old : 23.3 32.3 38.3 45.3 21.3 32.0 33.2 44.4
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 5,416: 2,134 114 1,148 1,750 3,928 5,032 5,190: 384 226
Old : 5,416: 2,134 114 1,148 1,750 3,928 5,032 5,190: 384 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -628: -512 -422 29 -95 -263 -578 -656: -50 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.1 21.2 32.3 72.5 92.9 95.8: 7.1 4.2
Old : 100.0: 39.4 2.1 21.2 32.3 72.5 92.9 95.8: 7.1 4.2
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: 15 1 6 10 17 26 24:
Old : 34: 15 1 6 10 17 26 24:
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 : 52.2 53.5 72.2 72.5 32.8 41.2 40.6 46.9
Old : 52.2 53.5 72.2 72.5 32.8 41.2 40.6 46.9
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 417,232: 120,925 30,933 74,930 170,078 281,607 365,933 387,470: 51,299 29,762
Old : 368,716: 117,786 29,107 65,822 140,278 247,754 323,887 342,683: 44,829 26,033
Other: 48,516: 5,412 4,100 6,834 29,801 33,853 42,046 44,787: 6,469 3,729
: : :
: : Changes in Commitments from: January 24, 2017 :
: -2,120: 2,009 5,046 -3,456 -1,341 -5,859 -2,789 -4,269: 668 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.4 18.0 40.8 67.5 87.7 92.9: 12.3 7.1
Old : 100.0: 31.9 7.9 17.9 38.0 67.2 87.8 92.9: 12.2 7.1
Other: 100.0: 11.2 8.5 14.1 61.4 69.8 86.7 92.3: 13.3 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 97 53 92 99 99 250 199:
Old : 280: 97 52 90 97 98 245 196:
Other: 131: 38 14 30 63 36 113 69:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 33.9 18.4 40.7 10.9 31.7 16.5 37.6
Old : 12.7 34.8 19.4 42.0 11.8 33.7 18.1 40.1
Other: 26.2 37.8 39.6 50.3 25.0 37.3 37.8 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 12,096: 2,038 5,765 682 6,480 3,613 9,199 10,059: 2,897 2,037
Old : 12,041: 2,056 5,758 643 6,472 3,605 9,171 10,005: 2,870 2,036
Other: 55: 20 45 1 8 8 28 54: 26 1
: : :
: : Changes in Commitments from: January 24, 2017 :
: 432: 12 195 206 -51 -59 167 343: 265 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 47.7 5.6 53.6 29.9 76.1 83.2: 23.9 16.8
Old : 100.0: 17.1 47.8 5.3 53.7 29.9 76.2 83.1: 23.8 16.9
Other: 100.0: 36.2 82.3 1.0 14.6 14.8 51.8 98.2: 48.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 24 10 21 13 44 43:
Old : 70: 20 22 10 21 13 44 43:
Other: 6: 1 3 1 1 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 41.3 36.0 52.6 52.5 41.2 35.2 52.0 51.2
Old : 41.5 36.1 52.8 52.7 41.5 35.4 52.3 51.5
Other: 51.8 98.2 51.8 98.2 50.7 97.1 50.7 97.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,330,830: 270,574 239,586 67,448 887,111 860,266 1,225,132 1,167,300: 105,697 163,530
Old : 1,330,830: 270,574 239,586 67,448 887,111 860,266 1,225,132 1,167,300: 105,697 163,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 66,467: 13,113 -18,866 -2,474 58,110 81,394 68,748 60,054: -2,281 6,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.0 5.1 66.7 64.6 92.1 87.7: 7.9 12.3
Old : 100.0: 20.3 18.0 5.1 66.7 64.6 92.1 87.7: 7.9 12.3
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 : 253: 57 48 37 105 102 179 170:
Old : 253: 57 48 37 105 102 179 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 29.2 29.9 41.0 14.6 25.2 25.0 33.9
Old : 18.7 29.2 29.9 41.0 14.6 25.2 25.0 33.9
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 3,697,998: 501,127 850,684 401,857 2,448,929 1,922,693 3,351,912 3,175,234: 346,086 522,764
Old : 3,697,998: 501,127 850,684 401,857 2,448,929 1,922,693 3,351,912 3,175,234: 346,086 522,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -129,973: -30,567 35,891 -94,011 -10,029 -60,189 -134,607 -118,309: 4,634 -11,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.0 10.9 66.2 52.0 90.6 85.9: 9.4 14.1
Old : 100.0: 13.6 23.0 10.9 66.2 52.0 90.6 85.9: 9.4 14.1
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 : 386: 71 103 112 167 178 301 330:
Old : 386: 71 103 112 167 178 301 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 14.3 41.7 21.4 29.9 12.0 37.6 17.2
Old : 32.5 14.3 41.7 21.4 29.9 12.0 37.6 17.2
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 312,723: 32,700 43,167 497 200,773 168,889 233,970 212,553: 78,752 100,170
Old : 312,723: 32,700 43,167 497 200,773 168,889 233,970 212,553: 78,752 100,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,212: -2,601 -305 120 -1,679 -4,319 -4,161 -4,504: 7,372 7,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.8 0.2 64.2 54.0 74.8 68.0: 25.2 32.0
Old : 100.0: 10.5 13.8 0.2 64.2 54.0 74.8 68.0: 25.2 32.0
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 : 53: 5 4 2 33 32 39 37:
Old : 53: 5 4 2 33 32 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 30.1 52.4 41.7 42.1 29.6 51.8 40.4
Old : 42.3 30.1 52.4 41.7 42.1 29.6 51.8 40.4
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 3,365,913: 346,475 602,887 251,143 2,514,098 2,138,491 3,111,717 2,992,521: 254,195 373,391
Old : 3,365,913: 346,475 602,887 251,143 2,514,098 2,138,491 3,111,717 2,992,521: 254,195 373,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 46,148: 43,166 14,690 -30,542 16,536 67,685 29,159 51,834: 16,989 -5,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.9 7.5 74.7 63.5 92.4 88.9: 7.6 11.1
Old : 100.0: 10.3 17.9 7.5 74.7 63.5 92.4 88.9: 7.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 50 72 68 135 159 225 259:
Old : 314: 50 72 68 135 159 225 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 21.2 49.1 30.4 35.2 20.7 45.2 29.2
Old : 37.8 21.2 49.1 30.4 35.2 20.7 45.2 29.2
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,300,733: 155,401 263,368 227,194 818,818 696,970 1,201,413 1,187,532: 99,320 113,202
Old : 1,300,733: 155,401 263,368 227,194 818,818 696,970 1,201,413 1,187,532: 99,320 113,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 181,438: 7,177 30,378 19,405 85,527 64,883 112,108 114,665: 69,330 66,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.2 17.5 63.0 53.6 92.4 91.3: 7.6 8.7
Old : 100.0: 11.9 20.2 17.5 63.0 53.6 92.4 91.3: 7.6 8.7
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 : 147: 27 39 40 59 72 107 132:
Old : 147: 27 39 40 59 72 107 132:
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 : 29.3 21.5 46.5 34.5 17.7 11.2 27.5 17.6
Old : 29.3 21.5 46.5 34.5 17.7 11.2 27.5 17.6
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 64,968: 36,018 9,630 1,208 17,612 45,385 54,838 56,223: 10,130 8,745
Old : 64,968: 36,018 9,630 1,208 17,612 45,385 54,838 56,223: 10,130 8,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,300: -5,060 456 -122 2,128 -3,091 -3,054 -2,757: -246 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 14.8 1.9 27.1 69.9 84.4 86.5: 15.6 13.5
Old : 100.0: 55.4 14.8 1.9 27.1 69.9 84.4 86.5: 15.6 13.5
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 : 110: 40 20 8 31 31 76 54:
Old : 110: 40 20 8 31 31 76 54:
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 : 26.5 39.7 40.1 58.8 25.7 39.7 38.9 56.9
Old : 26.5 39.7 40.1 58.8 25.7 39.7 38.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 129,936: 72,035 19,259 2,416 35,225 90,770 109,676 112,446: 20,260 17,491
Old : 129,936: 72,035 19,259 2,416 35,225 90,770 109,676 112,446: 20,260 17,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -6,601: -10,119 913 -245 4,256 -6,182 -6,108 -5,514: -492 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 14.8 1.9 27.1 69.9 84.4 86.5: 15.6 13.5
Old : 100.0: 55.4 14.8 1.9 27.1 69.9 84.4 86.5: 15.6 13.5
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 : 110: 40 20 8 31 31 76 54:
Old : 110: 40 20 8 31 31 76 54:
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 : 26.5 39.7 40.1 58.8 25.7 39.7 38.9 56.9
Old : 26.5 39.7 40.1 58.8 25.7 39.7 38.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 35,047: 26,334 34,674 369 8,237 0 34,940 35,043: 107 4
Old : 35,047: 26,334 34,674 369 8,237 0 34,940 35,043: 107 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 336: 157 336 0 194 0 351 336: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 98.9 1.1 23.5 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 75.1 98.9 1.1 23.5 0.0 99.7 100.0: 0.3 0.0
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 : 39: 28 8 1 3 0 32 8:
Old : 39: 28 8 1 3 0 32 8:
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 : 47.6 93.6 82.0 100.0 47.6 93.6 82.0 98.9
Old : 47.6 93.6 82.0 100.0 47.6 93.6 82.0 98.9
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 33,400: 21,273 7,144 173 10,641 24,591 32,087 31,908: 1,313 1,492
Old : 33,400: 21,273 7,144 173 10,641 24,591 32,087 31,908: 1,313 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,115: -452 -371 -156 447 353 -161 -174: 1,276 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 21.4 0.5 31.9 73.6 96.1 95.5: 3.9 4.5
Old : 100.0: 63.7 21.4 0.5 31.9 73.6 96.1 95.5: 3.9 4.5
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 : 45: 6 14 1 5 21 11 36:
Old : 45: 6 14 1 5 21 11 36:
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 : 86.3 39.3 94.8 57.6 86.3 39.3 94.3 57.6
Old : 86.3 39.3 94.8 57.6 86.3 39.3 94.3 57.6
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 46,324: 33,708 3,399 175 7,021 37,223 40,904 40,797: 5,420 5,527
Old : 46,324: 33,708 3,399 175 7,021 37,223 40,904 40,797: 5,420 5,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 8,616: 2,838 604 0 373 2,629 3,211 3,233: 5,405 5,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 7.3 0.4 15.2 80.4 88.3 88.1: 11.7 11.9
Old : 100.0: 72.8 7.3 0.4 15.2 80.4 88.3 88.1: 11.7 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 : 35: 11 7 1 4 14 15 22:
Old : 35: 11 7 1 4 14 15 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 50.6 86.3 76.1 81.3 50.6 85.3 76.1
Old : 81.3 50.6 86.3 76.1 81.3 50.6 85.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017