WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 594,469: 128,988 272,280 164,793 246,971 112,879 540,752 549,951: 53,718 44,518
Old : 32,367: 9,493 10,359 0 13,942 18,815 23,435 29,174: 8,932 3,193
Other: 562,102: 127,166 269,591 157,123 233,029 94,064 517,317 520,777: 44,786 41,325
: : :
: : Changes in Commitments from: April 18, 2017 :
: -25,612: -4,673 17,617 -14,941 -6,242 -27,178 -25,855 -24,502: 243 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 45.8 27.7 41.5 19.0 91.0 92.5: 9.0 7.5
Old : 100.0: 29.3 32.0 0.0 43.1 58.1 72.4 90.1: 27.6 9.9
Other: 100.0: 22.6 48.0 28.0 41.5 16.7 92.0 92.6: 8.0 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 148 166 171 123 105 369 361:
Old : 123: 33 26 0 37 30 70 56:
Other: 461: 147 169 164 117 104 357 351:
:----------------------------------------------------------------------------------------------------
: 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 8.6 19.7 16.0 10.7 7.6 16.7 13.9
Old : 30.9 37.6 43.1 54.9 30.9 37.6 43.1 53.9
Other: 13.2 9.0 20.3 16.8 10.8 7.9 17.1 14.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 291,127: 104,941 112,333 47,325 113,753 109,584 266,019 269,242: 25,108 21,885
Old : 22,365: 5,160 3,307 46 14,297 17,484 19,503 20,837: 2,862 1,528
Other: 268,762: 102,479 111,724 44,581 99,456 92,100 246,516 248,405: 22,246 20,357
: : :
: : Changes in Commitments from: April 18, 2017 :
: 908: 1,612 8,461 4,589 -3,435 -10,853 2,766 2,198: -1,858 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 38.6 16.3 39.1 37.6 91.4 92.5: 8.6 7.5
Old : 100.0: 23.1 14.8 0.2 63.9 78.2 87.2 93.2: 12.8 6.8
Other: 100.0: 38.1 41.6 16.6 37.0 34.3 91.7 92.4: 8.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 78 65 69 91 86 204 198:
Old : 88: 12 11 1 35 34 47 46:
Other: 270: 81 64 65 87 83 196 194:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 20.7 28.7 31.2 13.5 16.9 22.8 26.7
Old : 44.0 53.3 61.1 63.8 44.0 53.3 60.9 63.8
Other: 16.7 22.2 30.1 33.6 13.9 18.2 23.8 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 1,839,080: 320,115 443,163 468,600 814,337 722,068 1,603,051 1,633,831: 236,028 205,249
Old : 1,332,709: 289,783 458,299 295,975 581,211 466,649 1,166,969 1,220,923: 165,740 111,786
Other: 506,370: 113,561 68,094 89,394 233,126 255,420 436,082 412,908: 70,288 93,463
: : :
: : Changes in Commitments from: April 18, 2017 :
: -63,624: -9,260 40,630 -33,875 -25,092 -55,900 -68,227 -49,145: 4,602 -14,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.1 25.5 44.3 39.3 87.2 88.8: 12.8 11.2
Old : 100.0: 21.7 34.4 22.2 43.6 35.0 87.6 91.6: 12.4 8.4
Other: 100.0: 22.4 13.4 17.7 46.0 50.4 86.1 81.5: 13.9 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 216 164 256 342 317 694 632:
Old : 763: 218 161 194 320 280 633 552:
Other: 541: 112 111 112 183 267 354 432:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 9.9 16.3 15.8 7.0 6.9 11.5 11.1
Old : 9.6 11.4 16.1 18.5 8.4 9.3 13.9 15.2
Other: 16.6 13.8 24.8 21.7 10.0 7.8 15.5 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 6,690: 1,562 1,101 527 2,255 4,069 4,344 5,697: 2,346 992
Old : 1,132: 15 33 0 625 1,044 640 1,077: 492 55
Other: 5,558: 1,555 1,076 519 1,630 3,025 3,704 4,620: 1,854 937
: : :
: : Changes in Commitments from: April 18, 2017 :
: -1,200: 114 214 -401 -861 -914 -1,149 -1,101: -52 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.5 7.9 33.7 60.8 64.9 85.2: 35.1 14.8
Old : 100.0: 1.3 2.9 0.0 55.2 92.2 56.5 95.1: 43.5 4.9
Other: 100.0: 28.0 19.4 9.3 29.3 54.4 66.6 83.1: 33.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 6 7 10 11 25 22:
Old : 9: 1 2 0 2 5 3 7:
Other: 35: 13 6 7 10 11 25 22:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 46.6 44.4 65.0 24.7 45.2 34.3 59.0
Old : 56.5 93.2 56.5 95.1 23.1 60.9 23.1 61.7
Other: 30.6 44.8 42.5 59.4 28.3 44.2 38.4 58.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 821,873: 136,592 174,963 199,740 425,389 323,958 761,721 698,661: 60,151 123,212
Old : 525,273: 116,768 165,808 95,136 274,488 208,011 486,392 468,954: 38,881 56,318
Other: 296,600: 66,922 56,253 57,507 150,901 115,947 275,330 229,707: 21,270 66,893
: : :
: : Changes in Commitments from: April 18, 2017 :
: -185,112: -3,472 3,394 -103,085 -77,203 -76,422 -183,760 -176,113: -1,352 -8,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 21.3 24.3 51.8 39.4 92.7 85.0: 7.3 15.0
Old : 100.0: 22.2 31.6 18.1 52.3 39.6 92.6 89.3: 7.4 10.7
Other: 100.0: 22.6 19.0 19.4 50.9 39.1 92.8 77.4: 7.2 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 170 203 243 218 238 527 567:
Old : 617: 163 182 177 200 213 463 483:
Other: 500: 107 141 124 127 208 308 407:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 10.4 21.7 16.2 13.3 8.3 19.8 12.7
Old : 13.7 15.0 21.2 22.6 12.5 13.4 19.3 19.8
Other: 22.3 9.2 30.9 15.3 20.6 8.2 28.7 13.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 12,731: 3,373 1,881 2,572 6,312 7,785 12,258 12,238: 473 493
Old : 12,683: 3,385 1,881 2,538 6,312 7,785 12,236 12,204: 448 479
Other: 47: 9 22 12 0 0 22 34: 26 13
: : :
: : Changes in Commitments from: April 18, 2017 :
: -875: -639 249 -553 266 -476 -926 -780: 51 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.8 20.2 49.6 61.2 96.3 96.1: 3.7 3.9
Old : 100.0: 26.7 14.8 20.0 49.8 61.4 96.5 96.2: 3.5 3.8
Other: 100.0: 19.9 45.4 26.2 0.0 0.0 46.1 71.6: 53.9 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 9 11 11 13 23 25:
Old : 30: 4 9 11 11 13 23 25:
Other: 2: 1 1 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 65.2 49.2 83.3 70.8 58.0 43.0 66.2 57.9
Old : 65.3 49.4 83.4 71.0 58.4 43.2 66.5 58.1
Other: 46.1 71.6 46.1 71.6 19.9 45.4 19.9 45.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 452,008: 99,062 128,244 92,391 223,040 195,333 414,493 415,968: 37,515 36,040
Old : 328,936: 93,363 123,447 52,822 157,692 123,265 303,876 299,534: 25,060 29,402
Other: 123,072: 29,489 28,586 15,780 65,348 72,068 110,617 116,434: 12,455 6,638
: : :
: : Changes in Commitments from: April 18, 2017 :
: -30,536: 11,461 -473 -24,155 -16,892 -6,955 -29,586 -31,584: -950 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 28.4 20.4 49.3 43.2 91.7 92.0: 8.3 8.0
Old : 100.0: 28.4 37.5 16.1 47.9 37.5 92.4 91.1: 7.6 8.9
Other: 100.0: 24.0 23.2 12.8 53.1 58.6 89.9 94.6: 10.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 81 108 115 98 79 250 249:
Old : 312: 87 106 89 88 75 223 229:
Other: 183: 48 50 44 59 47 136 117:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 17.3 18.1 24.5 9.6 11.8 16.3 18.5
Old : 11.0 14.9 19.5 23.3 10.6 12.0 19.0 19.9
Other: 19.3 34.9 29.9 44.7 19.3 32.1 29.1 40.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 763,388: 115,922 86,338 85,266 400,482 414,485 601,669 586,089: 161,719 177,299
Old : 763,388: 115,922 86,338 85,266 400,482 414,485 601,669 586,089: 161,719 177,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -90,895: 23,368 -31,077 -46,689 -60,262 1,140 -83,583 -76,625: -7,312 -14,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.3 11.2 52.5 54.3 78.8 76.8: 21.2 23.2
Old : 100.0: 15.2 11.3 11.2 52.5 54.3 78.8 76.8: 21.2 23.2
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 : 161: 43 26 46 69 76 127 133:
Old : 161: 43 26 46 69 76 127 133:
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 : 19.3 19.9 28.1 30.9 13.6 15.8 21.0 21.1
Old : 19.3 19.9 28.1 30.9 13.6 15.8 21.0 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 735,143: 40,311 114,391 3,821 572,493 518,488 616,625 636,699: 118,518 98,444
Old : 735,143: 40,311 114,391 3,821 572,493 518,488 616,625 636,699: 118,518 98,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 3,563: 924 -4,032 -325 6,738 15,975 7,338 11,618: -3,775 -8,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 15.6 0.5 77.9 70.5 83.9 86.6: 16.1 13.4
Old : 100.0: 5.5 15.6 0.5 77.9 70.5 83.9 86.6: 16.1 13.4
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 : 104: 9 13 8 62 60 76 76:
Old : 104: 9 13 8 62 60 76 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.9 33.1 49.9 16.8 32.7 27.2 47.6
Old : 18.9 32.9 33.1 49.9 16.8 32.7 27.2 47.6
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, April 25, 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 : 4,859: 2,706 260 516 1,188 4,007 4,410 4,783: 449 76
Old : 4,859: 2,706 260 516 1,188 4,007 4,410 4,783: 449 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 66: -61 83 -68 173 64 44 79: 22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 5.4 10.6 24.4 82.5 90.8 98.4: 9.2 1.6
Old : 100.0: 55.7 5.4 10.6 24.4 82.5 90.8 98.4: 9.2 1.6
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 : 29: 14 2 4 8 10 23 15:
Old : 29: 14 2 4 8 10 23 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 : 41.9 73.7 66.3 89.7 38.8 61.7 54.1 71.0
Old : 41.9 73.7 66.3 89.7 38.8 61.7 54.1 71.0
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, April 25, 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 : 394,527: 93,363 69,544 65,708 187,328 219,055 346,399 354,307: 48,128 40,220
Old : 287,089: 83,992 64,374 37,913 128,247 154,868 250,152 257,154: 36,937 29,935
Other: 107,437: 20,032 15,830 17,135 59,081 64,187 96,247 97,152: 11,190 10,285
: : :
: : Changes in Commitments from: April 18, 2017 :
: -25,318: -5,728 -1,585 -9,682 -10,353 -12,438 -25,763 -23,704: 445 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.6 16.7 47.5 55.5 87.8 89.8: 12.2 10.2
Old : 100.0: 29.3 22.4 13.2 44.7 53.9 87.1 89.6: 12.9 10.4
Other: 100.0: 18.6 14.7 15.9 55.0 59.7 89.6 90.4: 10.4 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 79 73 93 105 97 241 219:
Old : 281: 87 66 77 101 90 230 196:
Other: 176: 44 38 40 67 53 134 111:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 25.9 19.9 32.1 13.6 23.0 19.7 28.2
Old : 16.3 24.5 23.8 32.2 16.3 22.4 23.8 29.6
Other: 16.9 29.4 27.8 39.1 16.4 24.9 26.7 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 10,168: 1,990 3,732 579 5,015 4,190 7,584 8,502: 2,584 1,666
Old : 9,588: 2,217 3,661 322 4,685 4,114 7,224 8,097: 2,364 1,490
Other: 580: 11 310 19 330 76 360 404: 220 176
: : :
: : Changes in Commitments from: April 18, 2017 :
: 38: -194 1,565 -105 272 -1,500 -27 -40: 65 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 36.7 5.7 49.3 41.2 74.6 83.6: 25.4 16.4
Old : 100.0: 23.1 38.2 3.4 48.9 42.9 75.3 84.5: 24.7 15.5
Other: 100.0: 1.9 53.4 3.2 56.9 13.1 62.1 69.7: 37.9 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 19 24 11 17 15 41 46:
Old : 70: 22 21 9 16 14 40 42:
Other: 20: 2 9 3 6 4 10 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 : 41.4 30.8 53.3 46.5 41.3 29.5 53.1 45.1
Old : 41.1 32.2 53.6 48.8 41.0 30.9 53.5 47.4
Other: 54.3 44.5 61.6 64.5 54.2 44.3 57.7 62.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 1,418,180: 268,903 249,892 70,020 950,379 952,393 1,289,303 1,272,305: 128,878 145,875
Old : 1,418,180: 268,903 249,892 70,020 950,379 952,393 1,289,303 1,272,305: 128,878 145,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 15,190: -36,215 -20,842 15,883 32,734 15,195 12,402 10,236: 2,789 4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.6 4.9 67.0 67.2 90.9 89.7: 9.1 10.3
Old : 100.0: 19.0 17.6 4.9 67.0 67.2 90.9 89.7: 9.1 10.3
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 : 276: 66 42 42 108 115 187 186:
Old : 276: 66 42 42 108 115 187 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 31.8 30.8 41.6 18.7 28.9 28.6 35.5
Old : 18.9 31.8 30.8 41.6 18.7 28.9 28.6 35.5
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, April 25, 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 : 3,789,836: 809,050 587,208 373,431 2,218,009 2,275,659 3,400,489 3,236,298: 389,347 553,538
Old : 3,789,836: 809,050 587,208 373,431 2,218,009 2,275,659 3,400,489 3,236,298: 389,347 553,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -420,360: 98,257 -92,027 -230,169 -270,202 -85,599 -402,114 -407,795: -18,245 -12,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.5 9.9 58.5 60.0 89.7 85.4: 10.3 14.6
Old : 100.0: 21.3 15.5 9.9 58.5 60.0 89.7 85.4: 10.3 14.6
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 : 399: 80 94 100 176 195 309 336:
Old : 399: 80 94 100 176 195 309 336:
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 : 27.4 16.8 36.7 23.9 24.3 12.3 31.9 17.6
Old : 27.4 16.8 36.7 23.9 24.3 12.3 31.9 17.6
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, April 25, 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 : 351,689: 55,193 43,650 2,618 213,381 197,148 271,192 243,416: 80,497 108,274
Old : 351,689: 55,193 43,650 2,618 213,381 197,148 271,192 243,416: 80,497 108,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 202: 420 -3,084 1,989 -1,655 -3,600 754 -4,695: -552 4,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.4 0.7 60.7 56.1 77.1 69.2: 22.9 30.8
Old : 100.0: 15.7 12.4 0.7 60.7 56.1 77.1 69.2: 22.9 30.8
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 : 58: 9 6 5 33 34 46 41:
Old : 58: 9 6 5 33 34 46 41:
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 : 42.6 27.8 54.2 39.1 42.4 26.4 54.1 36.9
Old : 42.6 27.8 54.2 39.1 42.4 26.4 54.1 36.9
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,365,455: 584,920 620,621 194,777 2,289,189 2,189,223 3,068,886 3,004,621: 296,569 360,834
Old : 3,365,455: 584,920 620,621 194,777 2,289,189 2,189,223 3,068,886 3,004,621: 296,569 360,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -157,528: 35,992 25,780 -135,691 -71,278 -47,811 -170,977 -157,722: 13,449 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.4 5.8 68.0 65.0 91.2 89.3: 8.8 10.7
Old : 100.0: 17.4 18.4 5.8 68.0 65.0 91.2 89.3: 8.8 10.7
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 : 312: 56 65 65 131 160 222 255:
Old : 312: 56 65 65 131 160 222 255:
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 : 35.3 17.1 43.9 27.5 31.5 16.7 39.7 26.8
Old : 35.3 17.1 43.9 27.5 31.5 16.7 39.7 26.8
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, April 25, 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 : 1,702,339: 138,564 352,820 328,270 1,199,736 965,350 1,666,570 1,646,440: 35,769 55,899
Old : 1,702,339: 138,564 352,820 328,270 1,199,736 965,350 1,666,570 1,646,440: 35,769 55,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 30,270: -21,128 -38,626 25,382 20,570 48,293 24,824 35,049: 5,446 -4,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 20.7 19.3 70.5 56.7 97.9 96.7: 2.1 3.3
Old : 100.0: 8.1 20.7 19.3 70.5 56.7 97.9 96.7: 2.1 3.3
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 : 165: 30 49 51 62 77 122 152:
Old : 165: 30 49 51 62 77 122 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 21.2 44.5 36.2 17.2 11.4 28.1 18.6
Old : 29.3 21.2 44.5 36.2 17.2 11.4 28.1 18.6
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, April 25, 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 : 67,417: 38,166 5,705 3,409 16,111 49,635 57,686 58,749: 9,730 8,668
Old : 67,417: 38,166 5,705 3,409 16,111 49,635 57,686 58,749: 9,730 8,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 990: -403 733 -658 1,849 -286 788 -211: 202 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 8.5 5.1 23.9 73.6 85.6 87.1: 14.4 12.9
Old : 100.0: 56.6 8.5 5.1 23.9 73.6 85.6 87.1: 14.4 12.9
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 : 120: 47 19 13 33 31 85 58:
Old : 120: 47 19 13 33 31 85 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 32.3 38.1 51.2 23.8 29.8 35.2 48.7
Old : 26.6 32.3 38.1 51.2 23.8 29.8 35.2 48.7
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, April 25, 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 : 134,833: 76,332 11,410 6,818 32,223 99,271 115,373 117,498: 19,460 17,335
Old : 134,833: 76,332 11,410 6,818 32,223 99,271 115,373 117,498: 19,460 17,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,981: -807 1,467 -1,316 3,699 -572 1,576 -421: 404 2,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 8.5 5.1 23.9 73.6 85.6 87.1: 14.4 12.9
Old : 100.0: 56.6 8.5 5.1 23.9 73.6 85.6 87.1: 14.4 12.9
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 : 120: 47 19 13 33 31 85 58:
Old : 120: 47 19 13 33 31 85 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 32.3 38.1 51.2 23.8 29.8 35.2 48.7
Old : 26.6 32.3 38.1 51.2 23.8 29.8 35.2 48.7
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, April 25, 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 : 31,237: 28,596 30,295 369 2,238 495 31,203 31,159: 34 78
Old : 31,237: 28,596 30,295 369 2,238 495 31,203 31,159: 34 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -9,845: -9,832 -9,867 0 0 0 -9,832 -9,867: -13 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 97.0 1.2 7.2 1.6 99.9 99.8: 0.1 0.2
Old : 100.0: 91.5 97.0 1.2 7.2 1.6 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 : 40: 23 14 1 2 1 26 15:
Old : 40: 23 14 1 2 1 26 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 : 69.5 83.2 87.8 95.8 69.5 82.5 87.8 94.6
Old : 69.5 83.2 87.8 95.8 69.5 82.5 87.8 94.6
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, April 25, 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 : 31,357: 7,957 6,617 92 23,260 24,537 31,309 31,246: 48 111
Old : 31,357: 7,957 6,617 92 23,260 24,537 31,309 31,246: 48 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -255: -1,227 -226 0 934 24 -293 -202: 38 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.1 0.3 74.2 78.3 99.8 99.6: 0.2 0.4
Old : 100.0: 25.4 21.1 0.3 74.2 78.3 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 : 50: 10 15 1 8 20 18 36:
Old : 50: 10 15 1 8 20 18 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 : 81.7 47.1 94.6 64.0 81.7 47.1 94.6 64.0
Old : 81.7 47.1 94.6 64.0 81.7 47.1 94.6 64.0
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, April 25, 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 : 26,702: 16,167 4,080 0 10,421 22,548 26,588 26,628: 114 74
Old : 26,702: 16,167 4,080 0 10,421 22,548 26,588 26,628: 114 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -1,065: 269 -583 -34 -1,360 -432 -1,125 -1,049: 60 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 15.3 0.0 39.0 84.4 99.6 99.7: 0.4 0.3
Old : 100.0: 60.5 15.3 0.0 39.0 84.4 99.6 99.7: 0.4 0.3
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 : 35: 12 7 0 6 11 18 18:
Old : 35: 12 7 0 6 11 18 18:
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 : 87.2 68.8 96.5 89.2 87.2 68.8 95.7 89.2
Old : 87.2 68.8 96.5 89.2 87.2 68.8 95.7 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2017