WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 547,722: 137,777 209,906 153,471 208,509 142,114 499,757 505,491: 47,965 42,231
Old : 278,681: 106,295 162,452 51,159 94,920 45,954 252,374 259,564: 26,307 19,117
Other: 269,041: 70,098 86,069 63,697 113,588 96,161 247,383 245,927: 21,657 23,114
: : :
: : Changes in Commitments from: March 7, 2017 :
: 44,173: -8,398 24,927 26,550 21,725 -7,029 39,878 44,448: 4,295 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 38.3 28.0 38.1 25.9 91.2 92.3: 8.8 7.7
Old : 100.0: 38.1 58.3 18.4 34.1 16.5 90.6 93.1: 9.4 6.9
Other: 100.0: 26.1 32.0 23.7 42.2 35.7 92.0 91.4: 8.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 147 161 163 111 114 355 356:
Old : 396: 138 131 86 83 84 261 261:
Other: 320: 97 104 85 85 92 234 233:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 8.2 20.4 15.0 9.3 7.0 15.8 13.0
Old : 15.3 12.3 23.7 23.0 14.3 12.2 22.7 22.5
Other: 19.2 14.0 29.1 23.6 17.7 11.9 26.8 20.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 227,369: 79,022 48,621 36,586 90,095 119,214 205,703 204,420: 21,666 22,949
Old : 102,147: 56,289 36,686 6,979 29,578 48,146 92,847 91,811: 9,300 10,337
Other: 125,221: 38,299 27,502 14,040 60,517 71,068 112,856 112,609: 12,365 12,612
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,952: -5,561 7,806 290 8,839 -5,722 3,567 2,373: -615 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 21.4 16.1 39.6 52.4 90.5 89.9: 9.5 10.1
Old : 100.0: 55.1 35.9 6.8 29.0 47.1 90.9 89.9: 9.1 10.1
Other: 100.0: 30.6 22.0 11.2 48.3 56.8 90.1 89.9: 9.9 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 74 51 68 84 87 193 181:
Old : 216: 64 48 26 55 67 128 132:
Other: 192: 49 37 38 71 75 143 132:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 18.2 28.4 26.7 15.6 17.3 25.8 25.3
Old : 26.5 19.5 37.4 30.4 26.1 19.3 36.9 30.0
Other: 21.3 28.2 31.0 38.6 21.3 26.7 30.8 36.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 1,755,380: 376,693 275,596 431,851 744,714 815,257 1,553,258 1,522,703: 202,122 232,677
Old : 1,374,098: 351,187 323,641 276,345 596,964 616,908 1,224,497 1,216,895: 149,601 157,203
Other: 381,282: 115,695 42,143 65,317 147,750 198,349 328,761 305,808: 52,521 75,474
: : :
: : Changes in Commitments from: March 7, 2017 :
: 47,636: -57,971 36,749 38,873 55,832 -34,551 36,733 41,070: 10,903 6,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.7 24.6 42.4 46.4 88.5 86.7: 11.5 13.3
Old : 100.0: 25.6 23.6 20.1 43.4 44.9 89.1 88.6: 10.9 11.4
Other: 100.0: 30.3 11.1 17.1 38.8 52.0 86.2 80.2: 13.8 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 203 162 226 329 343 652 637:
Old : 767: 188 177 188 318 316 607 586:
Other: 546: 112 89 77 141 296 292 428:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 11.8 17.3 17.6 8.5 7.9 13.8 12.2
Old : 11.4 13.7 18.5 20.0 10.6 11.1 17.2 16.2
Other: 17.2 13.9 24.9 21.3 11.9 10.0 18.7 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 6,893: 1,988 1,004 865 1,303 3,935 4,156 5,805: 2,738 1,089
Old : 4,918: 1,611 1,377 179 838 2,711 2,628 4,267: 2,290 651
Other: 1,975: 843 94 219 465 1,224 1,528 1,538: 447 437
: : :
: : Changes in Commitments from: March 7, 2017 :
: -700: 84 -204 -167 -709 -437 -792 -809: 92 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 14.6 12.5 18.9 57.1 60.3 84.2: 39.7 15.8
Old : 100.0: 32.8 28.0 3.6 17.0 55.1 53.4 86.8: 46.6 13.2
Other: 100.0: 42.7 4.8 11.1 23.5 62.0 77.4 77.9: 22.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 6 11 13 29 22:
Old : 33: 14 5 5 9 10 25 18:
Other: 24: 9 3 4 4 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 46.4 33.5 63.0 16.0 45.5 24.5 58.7
Old : 20.7 55.3 31.9 76.2 19.5 55.1 30.7 76.0
Other: 59.3 45.4 73.1 63.8 57.5 42.6 61.7 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 851,069: 203,971 84,597 209,998 381,647 420,116 795,616 714,711: 55,453 136,358
Old : 607,779: 179,587 92,574 127,192 260,925 313,505 567,704 533,272: 40,075 74,507
Other: 243,290: 62,206 29,845 44,983 120,722 106,611 227,911 181,439: 15,378 61,851
: : :
: : Changes in Commitments from: March 7, 2017 :
: 19,050: -30,190 11,381 17,940 29,897 -12,105 17,647 17,215: 1,403 1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.9 24.7 44.8 49.4 93.5 84.0: 6.5 16.0
Old : 100.0: 29.5 15.2 20.9 42.9 51.6 93.4 87.7: 6.6 12.3
Other: 100.0: 25.6 12.3 18.5 49.6 43.8 93.7 74.6: 6.3 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 184 166 228 194 241 488 541:
Old : 607: 162 167 188 169 229 426 498:
Other: 449: 102 105 94 113 198 262 356:
:----------------------------------------------------------------------------------------------------
: 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 12.5 18.6 19.1 10.4 8.4 15.9 12.9
Old : 11.5 16.5 19.3 23.3 10.1 13.5 17.5 18.9
Other: 22.5 10.2 31.8 17.7 20.4 9.3 27.9 15.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,882: 8,217 1,549 35 1,302 3,271 9,554 4,855: 11,328 16,027
Old : 6,801: 4,079 587 32 1,292 704 5,403 1,323: 1,398 5,478
Other: 14,081: 4,138 962 3 10 2,567 4,151 3,532: 9,930 10,549
: : :
: : Changes in Commitments from: March 7, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 7.4 0.2 6.2 15.7 45.8 23.2: 54.2 76.8
Old : 100.0: 60.0 8.6 0.5 19.0 10.4 79.4 19.5: 20.6 80.5
Other: 100.0: 29.4 6.8 0.0 0.1 18.2 29.5 25.1: 70.5 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 2 3 9 10 15:
Old : 21: 7 4 2 2 9 9 15:
Other: 19: 6 4 1 1 9 7 14:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 13.0 44.4 18.5 32.3 12.9 44.2 18.5
Old : 60.4 11.7 77.8 18.3 60.3 11.7 77.2 18.3
Other: 27.4 15.1 29.5 22.1 27.4 15.0 29.4 22.0
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 8,534: 3,198 1,258 1,372 3,500 5,262 8,069 7,891: 465 643
Old : 8,491: 3,207 1,258 1,341 3,500 5,262 8,048 7,860: 443 631
Other: 43: 11 20 11 0 0 21 31: 21 12
: : :
: : Changes in Commitments from: March 7, 2017 :
: 996: 490 -47 313 193 673 995 939: 1 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.7 16.1 41.0 61.7 94.6 92.5: 5.4 7.5
Old : 100.0: 37.8 14.8 15.8 41.2 62.0 94.8 92.6: 5.2 7.4
Other: 100.0: 25.0 47.1 25.3 0.0 0.0 50.3 72.4: 49.7 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 8 8 11 17 20:
Old : 24: 5 5 8 8 11 17 20:
Other: 2: 1 1 1 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 46.1 84.6 73.4 63.4 44.1 69.9 64.3
Old : 69.5 46.4 84.7 73.7 63.8 44.3 70.4 64.6
Other: 50.3 72.4 50.3 72.4 25.0 47.1 25.0 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 418,133: 92,567 83,167 92,475 199,285 214,789 384,326 390,430: 33,807 27,703
Old : 346,384: 88,401 83,826 69,407 161,789 168,662 319,596 321,895: 26,788 24,489
Other: 71,749: 17,667 12,841 9,567 37,496 46,127 64,730 68,535: 7,019 3,214
: : :
: : Changes in Commitments from: March 7, 2017 :
: 18,032: -4,139 25,467 4,656 17,521 -13,218 18,037 16,904: -6 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 22.1 47.7 51.4 91.9 93.4: 8.1 6.6
Old : 100.0: 25.5 24.2 20.0 46.7 48.7 92.3 92.9: 7.7 7.1
Other: 100.0: 24.6 17.9 13.3 52.3 64.3 90.2 95.5: 9.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 92 90 105 90 82 245 235:
Old : 317: 92 98 96 85 76 235 223:
Other: 142: 41 29 33 49 41 104 90:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 23.1 18.1 30.8 10.0 19.2 16.3 25.8
Old : 10.6 21.7 18.7 29.7 10.5 20.1 17.8 27.6
Other: 23.4 37.5 36.8 50.3 22.0 36.3 35.1 47.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 808,115: 86,980 135,294 109,865 469,642 382,308 666,486 627,468: 141,629 180,648
Old : 808,115: 86,980 135,294 109,865 469,642 382,308 666,486 627,468: 141,629 180,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 8,380: -3,321 7,636 22,304 -11,135 -30,400 7,849 -460: 531 8,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.7 13.6 58.1 47.3 82.5 77.6: 17.5 22.4
Old : 100.0: 10.8 16.7 13.6 58.1 47.3 82.5 77.6: 17.5 22.4
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 : 158: 30 34 42 69 77 121 131:
Old : 158: 30 34 42 69 77 121 131:
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 : 20.2 17.4 30.2 27.6 16.0 14.3 24.1 20.7
Old : 20.2 17.4 30.2 27.6 16.0 14.3 24.1 20.7
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, March 14, 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 : 702,158: 54,508 131,873 3,893 528,792 447,484 587,193 583,250: 114,965 118,908
Old : 702,158: 54,508 131,873 3,893 528,792 447,484 587,193 583,250: 114,965 118,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -27,849: 1,467 14,082 -3,684 -23,113 -31,538 -25,330 -21,140: -2,519 -6,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 18.8 0.6 75.3 63.7 83.6 83.1: 16.4 16.9
Old : 100.0: 7.8 18.8 0.6 75.3 63.7 83.6 83.1: 16.4 16.9
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 : 103: 9 15 7 61 54 73 73:
Old : 103: 9 15 7 61 54 73 73:
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 : 20.3 30.7 34.9 46.3 18.6 30.3 29.8 43.4
Old : 20.3 30.7 34.9 46.3 18.6 30.3 29.8 43.4
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, March 14, 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 : 4,459: 3,040 0 385 715 3,945 4,140 4,330: 319 129
Old : 4,459: 3,040 0 385 715 3,945 4,140 4,330: 319 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -112: 235 0 -201 -78 100 -44 -101: -68 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 0.0 8.6 16.0 88.5 92.8 97.1: 7.2 2.9
Old : 100.0: 68.2 0.0 8.6 16.0 88.5 92.8 97.1: 7.2 2.9
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 : 30: 15 0 4 6 13 21 17:
Old : 30: 15 0 4 6 13 21 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 : 51.9 73.0 76.0 89.3 45.4 70.1 67.3 80.9
Old : 51.9 73.0 76.0 89.3 45.4 70.1 67.3 80.9
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, March 14, 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 : 394,206: 117,314 32,688 59,819 170,667 268,088 347,800 360,595: 46,406 33,611
Old : 321,011: 111,734 31,944 42,866 128,752 218,476 283,352 293,286: 37,659 27,725
Other: 73,195: 11,591 6,754 10,943 41,914 49,612 64,448 67,309: 8,747 5,886
: : :
: : Changes in Commitments from: March 7, 2017 :
: -5,701: -1,292 920 -4,565 1,113 -2,642 -4,744 -6,287: -958 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.3 15.2 43.3 68.0 88.2 91.5: 11.8 8.5
Old : 100.0: 34.8 10.0 13.4 40.1 68.1 88.3 91.4: 11.7 8.6
Other: 100.0: 15.8 9.2 15.0 57.3 67.8 88.0 92.0: 12.0 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 88 56 83 86 92 220 192:
Old : 260: 90 55 73 82 90 207 186:
Other: 144: 42 24 30 57 47 118 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 33.7 19.3 41.6 12.3 32.2 18.3 38.9
Old : 14.0 34.5 21.2 43.4 13.6 33.7 20.7 41.8
Other: 17.7 35.4 30.0 48.2 16.1 33.4 27.4 44.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 11,717: 2,080 4,830 546 6,156 4,272 8,782 9,648: 2,935 2,069
Old : 11,597: 2,126 4,823 472 6,124 4,255 8,722 9,550: 2,875 2,046
Other: 121: 17 69 12 32 17 61 98: 60 23
: : :
: : Changes in Commitments from: March 7, 2017 :
: -487: 144 -508 -68 -149 6 -73 -570: -415 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 41.2 4.7 52.5 36.5 75.0 82.3: 25.0 17.7
Old : 100.0: 18.3 41.6 4.1 52.8 36.7 75.2 82.4: 24.8 17.6
Other: 100.0: 13.7 57.0 9.9 26.6 14.0 50.2 80.9: 49.8 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 19 7 22 14 43 38:
Old : 66: 20 18 7 21 13 42 37:
Other: 10: 1 4 2 3 2 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 43.5 35.7 54.0 51.9 42.8 34.9 53.2 51.0
Old : 43.9 36.1 54.6 52.4 43.4 35.4 53.9 51.6
Other: 42.4 73.4 50.2 80.9 40.3 63.6 40.3 71.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 1,460,166: 205,680 372,188 84,722 1,061,026 838,667 1,351,427 1,295,577: 108,739 164,589
Old : 1,460,166: 205,680 372,188 84,722 1,061,026 838,667 1,351,427 1,295,577: 108,739 164,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 24,600: -10,272 18,114 15,412 24,355 -10,842 29,495 22,684: -4,895 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 25.5 5.8 72.7 57.4 92.6 88.7: 7.4 11.3
Old : 100.0: 14.1 25.5 5.8 72.7 57.4 92.6 88.7: 7.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 45 64 35 113 118 177 198:
Old : 273: 45 64 35 113 118 177 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 25.8 36.6 36.1 20.7 20.4 32.5 29.4
Old : 22.3 25.8 36.6 36.1 20.7 20.4 32.5 29.4
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, March 14, 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 : 3,836,443: 578,626 776,577 458,113 2,442,224 2,024,347 3,478,963 3,259,037: 357,480 577,406
Old : 3,836,443: 578,626 776,577 458,113 2,442,224 2,024,347 3,478,963 3,259,037: 357,480 577,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 41,856: 52,983 -37,032 77,577 -93,746 4,718 36,813 45,263: 5,042 -3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.2 11.9 63.7 52.8 90.7 84.9: 9.3 15.1
Old : 100.0: 15.1 20.2 11.9 63.7 52.8 90.7 84.9: 9.3 15.1
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 : 403: 81 100 110 173 188 312 340:
Old : 403: 81 100 110 173 188 312 340:
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 : 29.7 15.1 40.1 22.5 27.8 12.7 36.9 18.6
Old : 29.7 15.1 40.1 22.5 27.8 12.7 36.9 18.6
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 with Delta-adjusted Options and Futures Combined, March 14, 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 : 330,975: 54,574 52,883 512 209,212 173,287 264,298 226,682: 66,676 104,293
Old : 330,975: 54,574 52,883 512 209,212 173,287 264,298 226,682: 66,676 104,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -8,217: -7,938 -298 71 -1,091 -2,604 -8,958 -2,831: 742 -5,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.0 0.2 63.2 52.4 79.9 68.5: 20.1 31.5
Old : 100.0: 16.5 16.0 0.2 63.2 52.4 79.9 68.5: 20.1 31.5
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 : 66: 9 7 4 37 37 49 45:
Old : 66: 9 7 4 37 37 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 24.7 52.4 38.2 43.1 24.0 52.1 36.5
Old : 43.2 24.7 52.4 38.2 43.1 24.0 52.1 36.5
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, March 14, 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 : 3,360,319: 346,285 685,216 309,287 2,460,279 1,953,718 3,115,851 2,948,221: 244,468 412,099
Old : 3,360,319: 346,285 685,216 309,287 2,460,279 1,953,718 3,115,851 2,948,221: 244,468 412,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 3,203: 29,521 -20,602 32,036 -59,222 -12,585 2,335 -1,151: 868 4,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.4 9.2 73.2 58.1 92.7 87.7: 7.3 12.3
Old : 100.0: 10.3 20.4 9.2 73.2 58.1 92.7 87.7: 7.3 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 : 322: 44 86 76 144 155 238 267:
Old : 322: 44 86 76 144 155 238 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 16.2 44.6 25.2 31.3 15.4 40.0 23.7
Old : 34.7 16.2 44.6 25.2 31.3 15.4 40.0 23.7
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, March 14, 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 : 1,568,690: 159,489 352,202 328,583 1,037,489 824,790 1,525,561 1,505,575: 43,130 63,115
Old : 1,568,690: 159,489 352,202 328,583 1,037,489 824,790 1,525,561 1,505,575: 43,130 63,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 166,926: 38,492 -15,055 71,952 50,270 99,118 160,714 156,015: 6,212 10,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.5 20.9 66.1 52.6 97.3 96.0: 2.7 4.0
Old : 100.0: 10.2 22.5 20.9 66.1 52.6 97.3 96.0: 2.7 4.0
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 : 145: 33 33 45 62 72 116 133:
Old : 145: 33 33 45 62 72 116 133:
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 : 28.6 21.1 43.6 37.1 18.3 15.8 29.7 24.5
Old : 28.6 21.1 43.6 37.1 18.3 15.8 29.7 24.5
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 with Delta-adjusted Options and Futures Combined, March 14, 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 : 89,193: 43,358 6,627 4,307 29,884 69,266 77,549 80,200: 11,644 8,993
Old : 89,193: 43,358 6,627 4,307 29,884 69,266 77,549 80,200: 11,644 8,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 14,352: 2,021 -1,863 34 11,597 16,666 13,652 14,837: 700 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 7.4 4.8 33.5 77.7 86.9 89.9: 13.1 10.1
Old : 100.0: 48.6 7.4 4.8 33.5 77.7 86.9 89.9: 13.1 10.1
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 : 132: 56 21 17 36 38 99 71:
Old : 132: 56 21 17 36 38 99 71:
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 : 23.6 32.3 39.7 52.0 21.4 32.0 30.4 46.8
Old : 23.6 32.3 39.7 52.0 21.4 32.0 30.4 46.8
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 with Delta-adjusted Options and Futures Combined, March 14, 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 : 178,386: 86,716 13,253 8,614 59,767 138,533 155,097 160,400: 23,289 17,986
Old : 178,386: 86,716 13,253 8,614 59,767 138,533 155,097 160,400: 23,289 17,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 28,704: 4,042 -3,727 68 23,195 33,333 27,304 29,674: 1,400 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 7.4 4.8 33.5 77.7 86.9 89.9: 13.1 10.1
Old : 100.0: 48.6 7.4 4.8 33.5 77.7 86.9 89.9: 13.1 10.1
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 : 132: 56 21 17 36 38 99 71:
Old : 132: 56 21 17 36 38 99 71:
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 : 23.6 32.3 39.7 52.0 21.4 32.0 30.4 46.8
Old : 23.6 32.3 39.7 52.0 21.4 32.0 30.4 46.8
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 with Delta-adjusted Options and Futures Combined, March 14, 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 : 70,685: 50,765 54,016 9,931 3,211 0 63,907 63,947: 6,778 6,738
Old : 70,685: 50,765 54,016 9,931 3,211 0 63,907 63,947: 6,778 6,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 32,429: 20,130 16,162 9,555 -3,912 0 25,773 25,717: 6,656 6,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 76.4 14.0 4.5 0.0 90.4 90.5: 9.6 9.5
Old : 100.0: 71.8 76.4 14.0 4.5 0.0 90.4 90.5: 9.6 9.5
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 : 37: 25 9 4 2 0 31 10:
Old : 37: 25 9 4 2 0 31 10:
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 : 63.7 76.3 78.8 90.3 58.2 73.1 69.7 76.4
Old : 63.7 76.3 78.8 90.3 58.2 73.1 69.7 76.4
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, March 14, 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 : 31,626: 19,065 6,467 56 12,442 24,983 31,563 31,506: 63 120
Old : 31,626: 19,065 6,467 56 12,442 24,983 31,563 31,506: 63 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -842: -1,101 -223 -31 300 -539 -832 -793: -10 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 20.4 0.2 39.3 79.0 99.8 99.6: 0.2 0.4
Old : 100.0: 60.3 20.4 0.2 39.3 79.0 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 : 49: 8 15 1 6 21 14 37:
Old : 49: 8 15 1 6 21 14 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 : 78.6 45.0 94.5 63.7 78.6 45.0 94.5 63.7
Old : 78.6 45.0 94.5 63.7 78.6 45.0 94.5 63.7
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, March 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,703: 20,373 3,572 156 6,149 22,914 26,678 26,642: 25 61
Old : 26,703: 20,373 3,572 156 6,149 22,914 26,678 26,642: 25 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -21,082: -17,917 131 -25 -3,164 -21,127 -21,106 -21,021: 24 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 13.4 0.6 23.0 85.8 99.9 99.8: 0.1 0.2
Old : 100.0: 76.3 13.4 0.6 23.0 85.8 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 : 37: 11 11 2 5 12 16 25:
Old : 37: 11 11 2 5 12 16 25:
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 : 87.3 71.1 97.2 86.2 87.3 71.1 96.4 86.2
Old : 87.3 71.1 97.2 86.2 87.3 71.1 96.4 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017