WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 591,157: 141,653 231,046 176,702 223,835 140,706 542,190 548,455: 48,967 42,702
Old : 301,106: 115,829 183,583 55,164 103,526 42,656 274,519 281,403: 26,587 19,703
Other: 290,051: 75,502 97,141 71,861 120,309 98,051 267,671 267,052: 22,379 22,999
: : :
: : Changes in Commitments from: March 14, 2017 :
: 43,435: 3,875 21,140 23,231 15,326 -1,408 42,433 42,964: 1,002 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 39.1 29.9 37.9 23.8 91.7 92.8: 8.3 7.2
Old : 100.0: 38.5 61.0 18.3 34.4 14.2 91.2 93.5: 8.8 6.5
Other: 100.0: 26.0 33.5 24.8 41.5 33.8 92.3 92.1: 7.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 166 162 175 116 114 377 370:
Old : 411: 152 132 91 89 78 278 264:
Other: 339: 104 110 98 90 93 249 251:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 7.8 19.0 14.8 8.7 7.4 14.9 13.4
Old : 13.1 12.3 21.7 22.4 12.1 12.3 20.3 22.3
Other: 18.3 13.0 28.7 23.3 17.0 11.7 26.3 19.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 236,736: 77,881 57,832 38,612 97,397 117,598 213,891 214,043: 22,845 22,693
Old : 106,430: 56,067 43,879 7,427 32,849 45,489 96,343 96,795: 10,086 9,635
Other: 130,306: 37,814 29,953 15,185 64,548 72,110 117,547 117,248: 12,759 13,058
: : :
: : Changes in Commitments from: March 14, 2017 :
: 9,367: -1,141 9,212 2,026 7,302 -1,615 8,187 9,623: 1,180 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 24.4 16.3 41.1 49.7 90.3 90.4: 9.7 9.6
Old : 100.0: 52.7 41.2 7.0 30.9 42.7 90.5 90.9: 9.5 9.1
Other: 100.0: 29.0 23.0 11.7 49.5 55.3 90.2 90.0: 9.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 74 55 63 91 89 194 186:
Old : 221: 59 53 24 61 68 128 137:
Other: 194: 51 35 35 76 76 146 132:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 18.0 27.5 26.8 15.2 16.9 25.4 25.1
Old : 25.5 20.7 37.1 31.3 25.1 20.4 36.6 31.0
Other: 19.8 27.4 29.4 38.4 19.8 25.6 29.3 35.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 1,818,223: 369,213 331,357 473,499 765,840 778,949 1,608,552 1,583,804: 209,671 234,418
Old : 1,420,434: 337,847 381,106 310,830 617,320 572,535 1,265,996 1,264,471: 154,438 155,963
Other: 397,789: 127,250 46,134 66,786 148,520 206,414 342,556 319,334: 55,233 78,455
: : :
: : Changes in Commitments from: March 14, 2017 :
: 62,843: -7,480 55,761 41,648 21,126 -36,308 55,294 61,101: 7,549 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.2 26.0 42.1 42.8 88.5 87.1: 11.5 12.9
Old : 100.0: 23.8 26.8 21.9 43.5 40.3 89.1 89.0: 10.9 11.0
Other: 100.0: 32.0 11.6 16.8 37.3 51.9 86.1 80.3: 13.9 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 212 167 237 334 339 668 647:
Old : 773: 194 180 198 323 306 621 589:
Other: 546: 117 90 82 144 290 300 426:
:----------------------------------------------------------------------------------------------------
: 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 11.4 16.8 16.7 8.4 7.7 13.5 11.6
Old : 11.1 13.1 18.1 19.1 10.5 10.4 16.6 15.3
Other: 15.3 13.6 22.7 21.1 10.7 10.1 16.6 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 7,021: 2,327 981 863 1,382 4,156 4,572 6,000: 2,449 1,021
Old : 4,877: 1,924 1,304 227 742 2,717 2,893 4,248: 1,984 629
Other: 2,144: 788 61 252 640 1,439 1,679 1,752: 465 392
: : :
: : Changes in Commitments from: March 14, 2017 :
: 127: 339 -24 -2 78 220 416 195: -289 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.0 12.3 19.7 59.2 65.1 85.5: 34.9 14.5
Old : 100.0: 39.4 26.7 4.7 15.2 55.7 59.3 87.1: 40.7 12.9
Other: 100.0: 36.7 2.9 11.7 29.8 67.1 78.3 81.7: 21.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 6 6 11 13 33 22:
Old : 39: 18 6 5 9 11 29 20:
Other: 25: 8 4 4 5 11 15 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 : 24.4 44.5 34.5 62.4 18.5 43.5 26.9 56.1
Old : 20.8 50.4 31.8 71.9 19.8 50.3 30.1 69.8
Other: 60.1 45.5 72.7 66.9 57.7 42.6 61.5 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 882,245: 185,565 101,342 227,101 413,850 418,434 826,516 746,876: 55,730 135,369
Old : 636,988: 162,748 108,162 142,764 291,219 312,095 596,732 563,022: 40,256 73,966
Other: 245,257: 60,610 30,973 46,543 122,630 106,339 229,784 183,854: 15,474 61,403
: : :
: : Changes in Commitments from: March 14, 2017 :
: 31,176: -18,406 16,745 17,103 32,203 -1,683 30,900 32,165: 276 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.5 25.7 46.9 47.4 93.7 84.7: 6.3 15.3
Old : 100.0: 25.5 17.0 22.4 45.7 49.0 93.7 88.4: 6.3 11.6
Other: 100.0: 24.7 12.6 19.0 50.0 43.4 93.7 75.0: 6.3 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 181 192 248 197 238 512 566:
Old : 631: 174 179 207 170 222 448 518:
Other: 469: 103 124 104 115 198 271 379:
:----------------------------------------------------------------------------------------------------
: 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 12.8 19.2 19.1 10.9 7.9 16.6 12.1
Old : 11.6 17.0 19.5 23.2 10.1 13.5 17.3 18.7
Other: 23.3 9.8 32.1 16.7 21.7 8.7 28.4 14.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 20,934: 8,255 1,553 45 1,310 3,484 9,610 5,082: 11,324 15,852
Old : 6,811: 4,122 585 42 1,282 755 5,446 1,382: 1,365 5,429
Other: 14,123: 4,133 968 3 28 2,729 4,164 3,700: 9,959 10,423
: : :
: : Changes in Commitments from: March 14, 2017 :
: 52: 38 4 10 8 213 56 227: -4 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 7.4 0.2 6.3 16.6 45.9 24.3: 54.1 75.7
Old : 100.0: 60.5 8.6 0.6 18.8 11.1 80.0 20.3: 20.0 79.7
Other: 100.0: 29.3 6.9 0.0 0.2 19.3 29.5 26.2: 70.5 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 2 3 10 10 16:
Old : 21: 7 3 2 2 10 9 15:
Other: 20: 6 4 1 1 10 7 15:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 13.1 44.5 18.7 32.3 12.9 44.2 18.5
Old : 61.0 11.9 78.5 18.6 60.9 11.9 77.8 18.6
Other: 27.3 15.1 29.5 22.1 27.3 14.9 29.3 21.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 9,050: 2,871 1,091 1,581 4,123 5,718 8,575 8,389: 474 660
Old : 9,007: 2,881 1,091 1,550 4,123 5,718 8,554 8,359: 453 648
Other: 43: 11 20 11 0 0 21 31: 21 12
: : :
: : Changes in Commitments from: March 14, 2017 :
: 516: -327 -168 209 623 456 506 498: 10 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 12.1 17.5 45.6 63.2 94.8 92.7: 5.2 7.3
Old : 100.0: 32.0 12.1 17.2 45.8 63.5 95.0 92.8: 5.0 7.2
Other: 100.0: 24.8 47.1 25.3 0.0 0.0 50.0 72.4: 50.0 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 5 8 9 12 18 21:
Old : 26: 5 5 8 9 12 18 21:
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 : 66.8 47.5 83.0 71.3 59.8 45.6 68.4 62.7
Old : 66.9 47.7 83.2 71.7 60.2 45.8 68.8 63.0
Other: 50.0 72.4 50.0 72.4 24.8 47.1 24.8 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 442,204: 90,553 107,948 96,294 221,959 208,141 408,805 412,382: 33,398 29,821
Old : 363,258: 82,459 108,266 72,772 182,195 155,798 337,427 336,835: 25,832 26,423
Other: 78,945: 22,142 13,731 9,472 39,764 52,344 71,379 75,547: 7,567 3,398
: : :
: : Changes in Commitments from: March 14, 2017 :
: 24,070: -2,014 24,781 3,819 22,674 -6,648 24,479 21,952: -409 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.4 21.8 50.2 47.1 92.4 93.3: 7.6 6.7
Old : 100.0: 22.7 29.8 20.0 50.2 42.9 92.9 92.7: 7.1 7.3
Other: 100.0: 28.0 17.4 12.0 50.4 66.3 90.4 95.7: 9.6 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 89 102 106 91 85 245 246:
Old : 318: 90 108 93 86 78 231 231:
Other: 151: 47 30 32 49 43 110 93:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 21.2 18.1 28.5 9.6 15.7 16.5 22.5
Old : 10.9 18.2 19.9 26.0 10.7 14.5 18.4 22.1
Other: 21.2 41.5 34.3 52.9 19.4 39.1 32.2 49.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 785,661: 83,906 135,031 104,412 453,120 366,193 641,438 605,636: 144,223 180,025
Old : 785,661: 83,906 135,031 104,412 453,120 366,193 641,438 605,636: 144,223 180,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -22,454: -3,073 -263 -5,453 -16,522 -16,115 -25,048 -21,832: 2,594 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.2 13.3 57.7 46.6 81.6 77.1: 18.4 22.9
Old : 100.0: 10.7 17.2 13.3 57.7 46.6 81.6 77.1: 18.4 22.9
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 : 156: 31 35 47 69 74 126 130:
Old : 156: 31 35 47 69 74 126 130:
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 : 20.5 19.5 30.5 29.8 14.0 14.4 22.6 21.4
Old : 20.5 19.5 30.5 29.8 14.0 14.4 22.6 21.4
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 712,930: 56,556 131,332 3,641 533,972 465,971 594,169 600,944: 118,761 111,986
Old : 712,930: 56,556 131,332 3,641 533,972 465,971 594,169 600,944: 118,761 111,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 10,772: 2,048 -541 -252 5,180 18,487 6,976 17,694: 3,796 -6,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.4 0.5 74.9 65.4 83.3 84.3: 16.7 15.7
Old : 100.0: 7.9 18.4 0.5 74.9 65.4 83.3 84.3: 16.7 15.7
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 : 97: 8 14 7 57 52 68 70:
Old : 97: 8 14 7 57 52 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 31.0 34.7 47.2 18.4 30.8 29.6 44.6
Old : 20.0 31.0 34.7 47.2 18.4 30.8 29.6 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 4,817: 3,089 20 564 723 4,084 4,376 4,668: 441 149
Old : 4,817: 3,089 20 564 723 4,084 4,376 4,668: 441 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 358: 49 20 179 8 139 236 338: 122 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 0.4 11.7 15.0 84.8 90.8 96.9: 9.2 3.1
Old : 100.0: 64.1 0.4 11.7 15.0 84.8 90.8 96.9: 9.2 3.1
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 : 29: 15 1 4 5 11 21 15:
Old : 29: 15 1 4 5 11 21 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 : 46.9 77.1 71.0 91.3 43.3 70.3 62.6 79.3
Old : 46.9 77.1 71.0 91.3 43.3 70.3 62.6 79.3
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 21, 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 : 406,913: 119,867 37,505 65,022 173,734 268,119 358,623 370,646: 48,290 36,267
Old : 327,536: 110,551 35,615 47,131 131,035 214,660 288,717 297,405: 38,819 30,131
Other: 79,377: 14,815 7,390 12,392 42,699 53,460 69,906 73,241: 9,471 6,136
: : :
: : Changes in Commitments from: March 14, 2017 :
: 12,707: 2,553 4,818 5,203 3,067 31 10,823 10,051: 1,884 2,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 16.0 42.7 65.9 88.1 91.1: 11.9 8.9
Old : 100.0: 33.8 10.9 14.4 40.0 65.5 88.1 90.8: 11.9 9.2
Other: 100.0: 18.7 9.3 15.6 53.8 67.3 88.1 92.3: 11.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 89 61 88 89 95 226 204:
Old : 268: 88 62 77 86 92 213 196:
Other: 149: 42 29 34 58 47 123 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 33.2 18.7 40.2 12.1 31.4 17.9 37.4
Old : 14.0 32.8 21.1 41.2 13.7 31.5 20.6 39.4
Other: 16.4 36.5 28.6 49.6 14.9 34.8 26.0 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 11,879: 2,237 4,836 727 6,009 4,592 8,973 10,155: 2,906 1,724
Old : 11,757: 2,289 4,833 648 5,975 4,574 8,912 10,055: 2,845 1,703
Other: 122: 19 73 9 33 19 62 101: 61 21
: : :
: : Changes in Commitments from: March 14, 2017 :
: 162: 157 6 181 -147 320 191 507: -29 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 40.7 6.1 50.6 38.7 75.5 85.5: 24.5 14.5
Old : 100.0: 19.5 41.1 5.5 50.8 38.9 75.8 85.5: 24.2 14.5
Other: 100.0: 15.4 59.8 7.6 27.3 15.1 50.3 82.5: 49.7 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 20 10 23 15 48 44:
Old : 75: 23 20 10 22 14 47 43:
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 : 41.7 34.0 51.2 50.9 41.3 33.2 50.8 49.7
Old : 42.1 34.3 51.7 51.4 41.9 33.6 51.5 50.3
Other: 42.7 76.0 50.3 82.5 42.7 68.4 42.7 74.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 1,471,153: 221,658 380,388 75,787 1,064,230 849,007 1,361,675 1,305,182: 109,478 165,971
Old : 1,471,153: 221,658 380,388 75,787 1,064,230 849,007 1,361,675 1,305,182: 109,478 165,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 10,987: 15,978 8,200 -8,935 3,205 10,340 10,248 9,605: 739 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.9 5.2 72.3 57.7 92.6 88.7: 7.4 11.3
Old : 100.0: 15.1 25.9 5.2 72.3 57.7 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 : 281: 46 64 41 116 121 184 204:
Old : 281: 46 64 41 116 121 184 204:
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 : 22.9 25.2 36.4 35.5 21.1 21.2 32.5 30.3
Old : 22.9 25.2 36.4 35.5 21.1 21.2 32.5 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 3,696,225: 605,721 674,283 414,332 2,329,096 2,032,984 3,349,149 3,121,599: 347,075 574,625
Old : 3,696,225: 605,721 674,283 414,332 2,329,096 2,032,984 3,349,149 3,121,599: 347,075 574,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -140,218: 27,095 -102,294 -43,780 -113,128 8,637 -129,814 -137,438: -10,405 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.2 11.2 63.0 55.0 90.6 84.5: 9.4 15.5
Old : 100.0: 16.4 18.2 11.2 63.0 55.0 90.6 84.5: 9.4 15.5
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 : 412: 81 105 105 172 188 311 340:
Old : 412: 81 105 105 172 188 311 340:
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 : 28.5 16.9 38.9 25.2 25.9 13.9 34.8 20.2
Old : 28.5 16.9 38.9 25.2 25.9 13.9 34.8 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 332,985: 54,011 51,160 975 207,794 176,468 262,780 228,603: 70,205 104,382
Old : 332,985: 54,011 51,160 975 207,794 176,468 262,780 228,603: 70,205 104,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,011: -564 -1,723 463 -1,418 3,181 -1,518 1,921: 3,529 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.4 0.3 62.4 53.0 78.9 68.7: 21.1 31.3
Old : 100.0: 16.2 15.4 0.3 62.4 53.0 78.9 68.7: 21.1 31.3
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 : 61: 9 7 4 34 35 46 43:
Old : 61: 9 7 4 34 35 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 25.5 52.5 37.9 42.0 24.7 52.2 35.7
Old : 42.1 25.5 52.5 37.9 42.0 24.7 52.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 3,260,519: 360,726 647,954 265,086 2,373,528 1,980,943 2,999,340 2,893,983: 261,179 366,536
Old : 3,260,519: 360,726 647,954 265,086 2,373,528 1,980,943 2,999,340 2,893,983: 261,179 366,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -99,801: 14,441 -37,261 -44,201 -86,751 27,225 -116,511 -54,238: 16,711 -45,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.9 8.1 72.8 60.8 92.0 88.8: 8.0 11.2
Old : 100.0: 11.1 19.9 8.1 72.8 60.8 92.0 88.8: 8.0 11.2
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 : 318: 48 78 74 139 160 232 267:
Old : 318: 48 78 74 139 160 232 267:
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 : 35.9 17.6 44.9 26.9 32.0 16.9 40.2 25.7
Old : 35.9 17.6 44.9 26.9 32.0 16.9 40.2 25.7
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 21, 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 : 1,659,255: 159,022 367,128 339,691 1,120,785 886,587 1,619,498 1,593,406: 39,757 65,849
Old : 1,659,255: 159,022 367,128 339,691 1,120,785 886,587 1,619,498 1,593,406: 39,757 65,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 90,565: -467 14,925 11,109 83,296 61,797 93,937 87,831: -3,373 2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.1 20.5 67.5 53.4 97.6 96.0: 2.4 4.0
Old : 100.0: 9.6 22.1 20.5 67.5 53.4 97.6 96.0: 2.4 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 : 155: 32 43 51 62 75 122 145:
Old : 155: 32 43 51 62 75 122 145:
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 19.3 44.5 34.9 19.0 14.3 31.7 22.6
Old : 28.6 19.3 44.5 34.9 19.0 14.3 31.7 22.6
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, March 21, 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 : 67,335: 39,722 5,317 3,739 13,526 50,627 56,988 59,683: 10,347 7,653
Old : 67,335: 39,722 5,317 3,739 13,526 50,627 56,988 59,683: 10,347 7,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -21,858: -3,635 -1,310 -568 -16,357 -18,640 -20,561 -20,518: -1,297 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 7.9 5.6 20.1 75.2 84.6 88.6: 15.4 11.4
Old : 100.0: 59.0 7.9 5.6 20.1 75.2 84.6 88.6: 15.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 50 23 11 25 31 78 62:
Old : 120: 50 23 11 25 31 78 62:
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 : 28.4 30.7 39.9 52.0 27.0 28.3 36.8 49.6
Old : 28.4 30.7 39.9 52.0 27.0 28.3 36.8 49.6
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 21, 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 : 134,671: 79,445 10,634 7,478 27,053 101,253 113,976 119,365: 20,695 15,306
Old : 134,671: 79,445 10,634 7,478 27,053 101,253 113,976 119,365: 20,695 15,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -43,715: -7,271 -2,620 -1,136 -32,714 -37,279 -41,121 -41,035: -2,594 -2,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 7.9 5.6 20.1 75.2 84.6 88.6: 15.4 11.4
Old : 100.0: 59.0 7.9 5.6 20.1 75.2 84.6 88.6: 15.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 50 23 11 25 31 78 62:
Old : 120: 50 23 11 25 31 78 62:
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 : 28.4 30.7 39.9 52.0 27.0 28.3 36.8 49.6
Old : 28.4 30.7 39.9 52.0 27.0 28.3 36.8 49.6
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 21, 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 : 35,150: 31,445 34,732 369 3,211 0 35,025 35,101: 125 49
Old : 35,150: 31,445 34,732 369 3,211 0 35,025 35,101: 125 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -35,535: -19,320 -19,284 -9,562 0 0 -28,882 -28,846: -6,653 -6,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 98.8 1.0 9.1 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 89.5 98.8 1.0 9.1 0.0 99.6 99.9: 0.4 0.1
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 : 35: 24 9 1 2 0 27 9:
Old : 35: 24 9 1 2 0 27 9:
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 : 58.9 89.3 83.0 99.7 58.9 89.3 83.0 98.7
Old : 58.9 89.3 83.0 99.7 58.9 89.3 83.0 98.7
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 21, 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 : 31,797: 18,029 6,466 52 13,663 25,144 31,744 31,662: 53 135
Old : 31,797: 18,029 6,466 52 13,663 25,144 31,744 31,662: 53 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 171: -1,036 -1 -4 1,221 161 181 156: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 20.3 0.2 43.0 79.1 99.8 99.6: 0.2 0.4
Old : 100.0: 56.7 20.3 0.2 43.0 79.1 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: 9 14 1 8 20 17 35:
Old : 49: 9 14 1 8 20 17 35:
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 : 76.0 46.5 93.5 64.3 76.0 46.5 93.5 64.3
Old : 76.0 46.5 93.5 64.3 76.0 46.5 93.5 64.3
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 27,704: 20,196 4,491 136 7,366 23,016 27,698 27,643: 6 61
Old : 27,704: 20,196 4,491 136 7,366 23,016 27,698 27,643: 6 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,001: -177 919 -20 1,217 102 1,020 1,001: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 16.2 0.5 26.6 83.1 100.0 99.8: 0.0 0.2
Old : 100.0: 72.9 16.2 0.5 26.6 83.1 100.0 99.8: 0.0 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: 12 11 1 6 11 18 23:
Old : 38: 12 11 1 6 11 18 23:
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 : 83.9 67.2 95.3 88.6 83.9 67.2 94.8 88.6
Old : 83.9 67.2 95.3 88.6 83.9 67.2 94.8 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017