WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 605,728: 136,462 244,486 182,917 234,817 132,895 554,196 560,298: 51,532 45,430
Old : 291,212: 114,625 188,501 45,868 104,297 35,991 264,791 270,361: 26,421 20,852
Other: 314,516: 81,245 115,393 77,640 130,520 96,904 289,405 289,938: 25,111 24,579
: : :
: : Changes in Commitments from: March 21, 2017 :
: 14,572: -5,191 13,440 6,215 10,982 -7,811 12,006 11,844: 2,566 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.4 30.2 38.8 21.9 91.5 92.5: 8.5 7.5
Old : 100.0: 39.4 64.7 15.8 35.8 12.4 90.9 92.8: 9.1 7.2
Other: 100.0: 25.8 36.7 24.7 41.5 30.8 92.0 92.2: 8.0 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 150 172 166 116 114 367 363:
Old : 396: 148 127 79 89 74 271 246:
Other: 348: 106 112 98 97 99 250 266:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 7.8 19.9 14.8 8.9 7.3 15.0 13.4
Old : 13.9 13.3 22.9 24.0 13.1 13.3 22.0 23.9
Other: 18.6 12.1 28.6 21.7 16.9 10.7 26.1 18.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 258,540: 85,199 78,263 39,286 108,936 116,950 233,421 234,499: 25,119 24,041
Old : 113,241: 56,734 56,658 7,316 37,531 39,588 101,581 103,562: 11,660 9,679
Other: 145,299: 45,854 38,993 14,582 71,405 77,362 131,840 130,937: 13,459 14,362
: : :
: : Changes in Commitments from: March 21, 2017 :
: 21,804: 7,318 20,430 674 11,539 -648 19,530 20,456: 2,273 1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 30.3 15.2 42.1 45.2 90.3 90.7: 9.7 9.3
Old : 100.0: 50.1 50.0 6.5 33.1 35.0 89.7 91.5: 10.3 8.5
Other: 100.0: 31.6 26.8 10.0 49.1 53.2 90.7 90.1: 9.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 80 56 67 91 90 200 195:
Old : 220: 65 48 23 63 60 135 124:
Other: 206: 58 39 38 78 78 153 143:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 17.1 24.6 26.1 13.9 15.5 22.4 24.4
Old : 22.8 23.1 32.4 34.4 22.3 23.1 31.4 34.0
Other: 18.4 26.2 27.6 35.5 18.4 24.9 27.6 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,814,115: 347,441 390,970 462,623 788,319 730,051 1,598,383 1,583,644: 215,731 230,471
Old : 1,393,719: 314,084 427,558 304,850 617,435 510,934 1,236,369 1,243,343: 157,350 150,376
Other: 420,395: 117,347 47,401 73,782 170,885 219,117 362,014 340,301: 58,381 80,095
: : :
: : Changes in Commitments from: March 21, 2017 :
: -4,108: -21,772 59,613 -10,876 22,479 -48,898 -10,169 -161: 6,061 -3,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.6 25.5 43.5 40.2 88.1 87.3: 11.9 12.7
Old : 100.0: 22.5 30.7 21.9 44.3 36.7 88.7 89.2: 11.3 10.8
Other: 100.0: 27.9 11.3 17.6 40.6 52.1 86.1 80.9: 13.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 215 166 238 338 337 681 646:
Old : 779: 190 191 195 326 299 628 583:
Other: 544: 121 89 88 154 284 313 426:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 9.5 16.6 14.9 7.2 5.9 11.9 10.2
Old : 11.1 10.6 17.4 16.7 10.0 9.1 15.8 14.4
Other: 17.7 14.9 24.5 22.5 12.5 10.5 18.4 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 7,250: 2,109 885 883 1,622 4,391 4,614 6,159: 2,636 1,090
Old : 4,743: 1,752 1,248 215 839 2,587 2,807 4,051: 1,936 692
Other: 2,507: 772 52 253 782 1,804 1,807 2,108: 700 398
: : :
: : Changes in Commitments from: March 21, 2017 :
: 229: -218 -96 20 240 235 42 159: 187 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 12.2 12.2 22.4 60.6 63.6 85.0: 36.4 15.0
Old : 100.0: 36.9 26.3 4.5 17.7 54.6 59.2 85.4: 40.8 14.6
Other: 100.0: 30.8 2.1 10.1 31.2 71.9 72.1 84.1: 27.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 4 6 12 13 31 21:
Old : 34: 16 3 5 9 9 26 16:
Other: 22: 7 2 4 6 11 14 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 : 23.8 49.3 35.2 67.9 17.9 44.8 26.6 59.8
Old : 20.4 56.7 32.6 76.8 19.5 52.0 30.9 72.1
Other: 52.0 48.5 66.3 69.5 49.5 47.4 53.3 60.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 900,849: 173,305 117,185 232,291 439,528 414,459 845,124 763,935: 55,725 136,913
Old : 650,118: 152,032 122,620 145,421 313,923 310,051 611,377 578,093: 38,741 72,026
Other: 250,730: 60,081 33,374 48,061 125,604 104,408 233,747 185,843: 16,984 64,888
: : :
: : Changes in Commitments from: March 21, 2017 :
: 18,604: -12,260 15,844 5,190 25,678 -3,974 18,608 17,059: -5 1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 25.8 48.8 46.0 93.8 84.8: 6.2 15.2
Old : 100.0: 23.4 18.9 22.4 48.3 47.7 94.0 88.9: 6.0 11.1
Other: 100.0: 24.0 13.3 19.2 50.1 41.6 93.2 74.1: 6.8 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 185 181 238 202 239 507 559:
Old : 625: 175 174 196 181 221 451 507:
Other: 472: 109 118 104 115 202 274 381:
:----------------------------------------------------------------------------------------------------
: 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 12.2 19.7 18.2 11.1 7.3 16.8 11.0
Old : 12.2 16.2 20.4 22.5 10.5 12.0 17.4 17.2
Other: 22.7 11.0 31.1 17.2 21.0 9.8 27.8 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 19,647: 3,332 1,568 6 1,386 3,536 4,724 5,110: 14,923 14,537
Old : 5,574: 1,839 592 1 1,294 782 3,134 1,375: 2,440 4,199
Other: 14,073: 1,493 976 5 92 2,754 1,590 3,735: 12,483 10,338
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,287: -4,923 15 -39 76 52 -4,886 28: 3,599 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.0 0.0 7.1 18.0 24.0 26.0: 76.0 74.0
Old : 100.0: 33.0 10.6 0.0 23.2 14.0 56.2 24.7: 43.8 75.3
Other: 100.0: 10.6 6.9 0.0 0.7 19.6 11.3 26.5: 88.7 73.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 1 4 10 9 15:
Old : 20: 5 4 1 3 10 8 15:
Other: 18: 4 4 1 1 10 5 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 : 17.7 14.1 24.0 20.2 17.4 13.7 23.3 19.7
Old : 51.1 15.0 56.2 23.4 51.0 15.0 56.0 23.4
Other: 10.6 15.3 11.3 22.4 10.6 14.7 10.6 21.7
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 9,858: 3,053 1,253 1,915 4,384 6,034 9,352 9,202: 507 657
Old : 9,816: 3,063 1,253 1,883 4,384 6,034 9,331 9,170: 485 646
Other: 42: 10 21 10 0 0 20 31: 22 11
: : :
: : Changes in Commitments from: March 21, 2017 :
: 809: 181 162 334 261 316 776 812: 33 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.7 19.4 44.5 61.2 94.9 93.3: 5.1 6.7
Old : 100.0: 31.2 12.8 19.2 44.7 61.5 95.1 93.4: 4.9 6.6
Other: 100.0: 24.5 50.2 23.7 0.0 0.0 48.2 73.9: 51.8 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 5 8 9 13 18 22:
Old : 26: 5 5 8 9 13 18 22:
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 : 67.2 48.1 84.2 72.7 60.6 45.5 68.1 62.7
Old : 67.3 48.3 84.3 73.1 61.0 45.7 68.5 63.0
Other: 48.2 73.9 48.2 73.9 24.5 50.2 24.5 50.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 441,972: 91,785 104,459 103,077 214,012 202,406 408,874 409,943: 33,098 32,029
Old : 355,635: 81,785 104,978 75,611 173,261 146,837 330,656 327,426: 24,978 28,209
Other: 86,337: 26,273 15,755 11,193 40,751 55,569 78,217 82,517: 8,120 3,821
: : :
: : Changes in Commitments from: March 21, 2017 :
: -232: 1,232 -3,488 6,783 -7,947 -5,735 68 -2,440: -300 2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.6 23.3 48.4 45.8 92.5 92.8: 7.5 7.2
Old : 100.0: 23.0 29.5 21.3 48.7 41.3 93.0 92.1: 7.0 7.9
Other: 100.0: 30.4 18.2 13.0 47.2 64.4 90.6 95.6: 9.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 88 97 105 90 83 239 242:
Old : 309: 89 104 95 83 78 223 232:
Other: 149: 44 34 31 49 43 108 94:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 19.4 18.2 26.9 9.9 15.3 16.9 22.1
Old : 11.2 16.2 19.7 24.3 11.1 13.7 19.5 21.4
Other: 21.3 40.5 34.2 51.8 21.0 38.4 32.9 47.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 737,600: 95,927 120,251 76,947 420,040 366,167 592,913 563,365: 144,687 174,235
Old : 737,600: 95,927 120,251 76,947 420,040 366,167 592,913 563,365: 144,687 174,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -48,061: 12,020 -14,780 -27,465 -33,080 -26 -48,525 -42,271: 464 -5,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.3 10.4 56.9 49.6 80.4 76.4: 19.6 23.6
Old : 100.0: 13.0 16.3 10.4 56.9 49.6 80.4 76.4: 19.6 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 31 32 42 63 69 117 120:
Old : 149: 31 32 42 63 69 117 120:
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 20.5 30.0 31.0 14.1 14.8 22.7 21.5
Old : 20.3 20.5 30.0 31.0 14.1 14.8 22.7 21.5
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 28, 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 : 705,073: 40,176 124,931 3,400 542,658 468,566 586,234 596,897: 118,839 108,176
Old : 705,073: 40,176 124,931 3,400 542,658 468,566 586,234 596,897: 118,839 108,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -7,857: -16,380 -6,401 -241 8,686 2,595 -7,935 -4,047: 78 -3,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.7 0.5 77.0 66.5 83.1 84.7: 16.9 15.3
Old : 100.0: 5.7 17.7 0.5 77.0 66.5 83.1 84.7: 16.9 15.3
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: 8 13 6 58 53 69 69:
Old : 98: 8 13 6 58 53 69 69:
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 : 19.6 31.8 34.7 48.6 18.2 31.7 29.4 46.1
Old : 19.6 31.8 34.7 48.6 18.2 31.7 29.4 46.1
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 28, 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 : 5,135: 3,339 26 365 1,082 4,619 4,786 5,010: 349 125
Old : 5,135: 3,339 26 365 1,082 4,619 4,786 5,010: 349 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 318: 250 6 -199 359 535 410 342: -92 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 0.5 7.1 21.1 90.0 93.2 97.6: 6.8 2.4
Old : 100.0: 65.0 0.5 7.1 21.1 90.0 93.2 97.6: 6.8 2.4
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 : 33: 17 1 4 10 11 27 16:
Old : 33: 17 1 4 10 11 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 77.9 69.5 90.7 44.1 72.2 63.5 80.1
Old : 50.1 77.9 69.5 90.7 44.1 72.2 63.5 80.1
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 28, 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 : 407,274: 101,160 49,891 74,401 185,942 245,345 361,503 369,638: 45,771 37,636
Old : 321,349: 90,625 46,640 54,803 139,823 189,121 285,251 290,564: 36,098 30,786
Other: 85,925: 15,659 8,376 14,473 46,119 56,225 76,252 79,074: 9,673 6,851
: : :
: : Changes in Commitments from: March 21, 2017 :
: 361: -18,707 12,386 9,380 12,208 -22,774 2,880 -1,008: -2,519 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.3 18.3 45.7 60.2 88.8 90.8: 11.2 9.2
Old : 100.0: 28.2 14.5 17.1 43.5 58.9 88.8 90.4: 11.2 9.6
Other: 100.0: 18.2 9.7 16.8 53.7 65.4 88.7 92.0: 11.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 74 75 93 97 94 228 218:
Old : 276: 82 71 87 95 89 220 209:
Other: 154: 40 31 36 61 50 124 95:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 29.7 19.7 36.3 12.6 28.0 18.6 33.5
Old : 14.8 28.6 21.9 36.6 14.5 27.8 21.4 34.9
Other: 17.9 35.4 29.8 47.7 16.9 33.2 27.6 42.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 11,619: 2,190 4,519 808 5,645 4,436 8,644 9,763: 2,974 1,855
Old : 11,455: 2,269 4,516 705 5,562 4,418 8,536 9,639: 2,919 1,816
Other: 164: 19 100 6 83 18 108 124: 56 39
: : :
: : Changes in Commitments from: March 21, 2017 :
: -261: -47 -317 81 -364 -156 -329 -392: 69 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 38.9 7.0 48.6 38.2 74.4 84.0: 25.6 16.0
Old : 100.0: 19.8 39.4 6.2 48.6 38.6 74.5 84.1: 25.5 15.9
Other: 100.0: 11.3 61.0 3.8 50.8 11.2 66.0 76.0: 34.0 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 21 20 11 22 14 47 44:
Old : 74: 22 20 11 21 13 46 43:
Other: 12: 1 5 2 4 2 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 33.4 50.2 50.4 39.0 32.8 49.8 49.8
Old : 39.5 33.9 50.5 51.1 39.2 33.3 50.2 50.5
Other: 57.3 69.9 66.0 76.0 57.3 66.0 62.1 72.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,386,538: 284,876 310,788 38,107 955,162 884,498 1,278,146 1,233,394: 108,393 153,145
Old : 1,386,538: 284,876 310,788 38,107 955,162 884,498 1,278,146 1,233,394: 108,393 153,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -84,615: 63,218 -69,600 -37,679 -109,068 35,490 -83,529 -71,788: -1,085 -12,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.4 2.7 68.9 63.8 92.2 89.0: 7.8 11.0
Old : 100.0: 20.5 22.4 2.7 68.9 63.8 92.2 89.0: 7.8 11.0
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 : 280: 50 59 39 111 124 181 202:
Old : 280: 50 59 39 111 124 181 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.4 33.7 38.4 20.6 23.4 32.9 33.7
Old : 20.8 27.4 33.7 38.4 20.6 23.4 32.9 33.7
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 28, 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 : 3,563,814: 639,522 690,159 348,049 2,212,658 1,964,016 3,200,229 3,002,224: 363,585 561,590
Old : 3,563,814: 639,522 690,159 348,049 2,212,658 1,964,016 3,200,229 3,002,224: 363,585 561,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -132,411: 33,801 15,875 -66,283 -116,438 -68,968 -148,920 -119,376: 16,509 -13,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.4 9.8 62.1 55.1 89.8 84.2: 10.2 15.8
Old : 100.0: 17.9 19.4 9.8 62.1 55.1 89.8 84.2: 10.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 79 98 100 171 184 303 329:
Old : 401: 79 98 100 171 184 303 329:
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 16.7 37.9 24.6 25.2 13.6 33.8 20.0
Old : 28.4 16.7 37.9 24.6 25.2 13.6 33.8 20.0
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 28, 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 : 334,839: 56,781 53,980 779 204,899 179,171 262,459 233,930: 72,381 100,910
Old : 334,839: 56,781 53,980 779 204,899 179,171 262,459 233,930: 72,381 100,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,854: 2,770 2,820 -197 -2,895 2,703 -321 5,326: 2,176 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.1 0.2 61.2 53.5 78.4 69.9: 21.6 30.1
Old : 100.0: 17.0 16.1 0.2 61.2 53.5 78.4 69.9: 21.6 30.1
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 : 60: 9 7 5 33 34 46 42:
Old : 60: 9 7 5 33 34 46 42:
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 : 43.0 29.0 53.9 39.8 42.9 28.1 53.7 38.4
Old : 43.0 29.0 53.9 39.8 42.9 28.1 53.7 38.4
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, March 28, 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 : 3,206,631: 420,293 649,782 205,896 2,326,200 1,999,372 2,952,389 2,855,050: 254,242 351,581
Old : 3,206,631: 420,293 649,782 205,896 2,326,200 1,999,372 2,952,389 2,855,050: 254,242 351,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -53,887: 59,567 1,828 -59,190 -47,329 18,429 -46,951 -38,933: -6,937 -14,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.3 6.4 72.5 62.4 92.1 89.0: 7.9 11.0
Old : 100.0: 13.1 20.3 6.4 72.5 62.4 92.1 89.0: 7.9 11.0
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 : 310: 51 71 70 132 158 225 257:
Old : 310: 51 71 70 132 158 225 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 18.0 45.7 27.8 32.8 17.5 41.2 26.9
Old : 36.7 18.0 45.7 27.8 32.8 17.5 41.2 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 1,666,959: 153,550 373,085 316,713 1,157,434 915,410 1,627,697 1,605,208: 39,262 61,751
Old : 1,666,959: 153,550 373,085 316,713 1,157,434 915,410 1,627,697 1,605,208: 39,262 61,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 7,704: -5,472 5,957 -22,978 36,649 28,823 8,199 11,802: -495 -4,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.4 19.0 69.4 54.9 97.6 96.3: 2.4 3.7
Old : 100.0: 9.2 22.4 19.0 69.4 54.9 97.6 96.3: 2.4 3.7
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 : 151: 28 43 47 61 75 117 141:
Old : 151: 28 43 47 61 75 117 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 19.6 44.5 34.7 19.0 14.1 31.5 22.2
Old : 29.1 19.6 44.5 34.7 19.0 14.1 31.5 22.2
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 28, 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 : 68,096: 41,489 4,590 3,724 12,846 52,365 58,059 60,679: 10,038 7,417
Old : 68,096: 41,489 4,590 3,724 12,846 52,365 58,059 60,679: 10,038 7,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 761: 1,766 -727 -15 -681 1,738 1,071 996: -310 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 6.7 5.5 18.9 76.9 85.3 89.1: 14.7 10.9
Old : 100.0: 60.9 6.7 5.5 18.9 76.9 85.3 89.1: 14.7 10.9
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 : 125: 55 17 12 27 37 85 63:
Old : 125: 55 17 12 27 37 85 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 31.2 37.9 52.4 26.4 28.7 35.5 50.0
Old : 27.7 31.2 37.9 52.4 26.4 28.7 35.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 136,192: 82,977 9,179 7,448 25,691 104,730 116,117 121,358: 20,075 14,834
Old : 136,192: 82,977 9,179 7,448 25,691 104,730 116,117 121,358: 20,075 14,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,521: 3,533 -1,454 -30 -1,362 3,477 2,141 1,993: -620 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 6.7 5.5 18.9 76.9 85.3 89.1: 14.7 10.9
Old : 100.0: 60.9 6.7 5.5 18.9 76.9 85.3 89.1: 14.7 10.9
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 : 125: 55 17 12 27 37 85 63:
Old : 125: 55 17 12 27 37 85 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 31.2 37.9 52.4 26.4 28.7 35.5 50.0
Old : 27.7 31.2 37.9 52.4 26.4 28.7 35.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 34,949: 31,296 34,506 369 3,211 0 34,876 34,875: 73 74
Old : 34,949: 31,296 34,506 369 3,211 0 34,876 34,875: 73 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -201: -149 -226 0 0 0 -149 -226: -52 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 98.7 1.1 9.2 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 89.5 98.7 1.1 9.2 0.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 24 10 1 2 0 27 10:
Old : 36: 24 10 1 2 0 27 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 : 59.8 83.9 84.2 99.4 59.8 83.9 84.2 98.3
Old : 59.8 83.9 84.2 99.4 59.8 83.9 84.2 98.3
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 28, 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 : 32,006: 15,843 6,988 92 16,065 24,783 32,000 31,863: 6 143
Old : 32,006: 15,843 6,988 92 16,065 24,783 32,000 31,863: 6 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 209: -2,186 522 40 2,402 -361 256 201: -47 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 21.8 0.3 50.2 77.4 100.0 99.6: 0.0 0.4
Old : 100.0: 49.5 21.8 0.3 50.2 77.4 100.0 99.6: 0.0 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 : 50: 9 15 1 10 20 19 36:
Old : 50: 9 15 1 10 20 19 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 : 78.3 46.7 93.8 63.4 78.3 46.7 93.8 63.4
Old : 78.3 46.7 93.8 63.4 78.3 46.7 93.8 63.4
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 28, 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 : 27,553: 17,217 4,220 180 10,134 23,056 27,531 27,456: 22 97
Old : 27,553: 17,217 4,220 180 10,134 23,056 27,531 27,456: 22 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -151: -2,979 -271 44 2,768 40 -167 -187: 16 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 15.3 0.7 36.8 83.7 99.9 99.6: 0.1 0.4
Old : 100.0: 62.5 15.3 0.7 36.8 83.7 99.9 99.6: 0.1 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 : 35: 11 9 2 6 11 17 22:
Old : 35: 11 9 2 6 11 17 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 : 84.4 67.7 97.1 88.4 84.4 67.7 96.5 88.4
Old : 84.4 67.7 97.1 88.4 84.4 67.7 96.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0