WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 531,789: 129,855 219,667 160,374 193,724 109,525 483,953 489,565: 47,836 42,224
Old : 526,143: 129,286 219,775 159,357 190,657 106,474 479,301 485,607: 46,843 40,537
Other: 5,646: 1,435 758 150 3,068 3,051 4,653 3,959: 993 1,687
: : :
: : Changes in Commitments from: May 2, 2017 :
: -25,304: -257 -14,665 -7,060 -16,978 -3,882 -24,295 -25,607: -1,009 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 41.3 30.2 36.4 20.6 91.0 92.1: 9.0 7.9
Old : 100.0: 24.6 41.8 30.3 36.2 20.2 91.1 92.3: 8.9 7.7
Other: 100.0: 25.4 13.4 2.7 54.3 54.0 82.4 70.1: 17.6 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 145 151 165 121 102 363 330:
Old : 439: 146 150 164 121 100 362 328:
Other: 69: 10 13 6 20 33 34 48:
:----------------------------------------------------------------------------------------------------
: 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 9.0 19.2 16.9 10.0 8.2 16.2 15.2
Old : 12.6 9.1 19.3 17.1 10.2 8.3 16.5 15.3
Other: 50.0 29.9 67.6 45.4 46.1 28.2 60.5 40.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 263,019: 94,202 71,344 44,515 101,053 122,324 239,769 238,183: 23,250 24,836
Old : 258,267: 94,343 71,349 43,587 97,409 120,119 235,339 235,055: 22,929 23,212
Other: 4,752: 592 728 195 3,643 2,205 4,431 3,127: 321 1,624
: : :
: : Changes in Commitments from: May 2, 2017 :
: -4,696: -3,926 -17,742 850 -897 10,303 -3,973 -6,589: -722 1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 27.1 16.9 38.4 46.5 91.2 90.6: 8.8 9.4
Old : 100.0: 36.5 27.6 16.9 37.7 46.5 91.1 91.0: 8.9 9.0
Other: 100.0: 12.5 15.3 4.1 76.7 46.4 93.2 65.8: 6.8 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 73 59 65 90 87 193 187:
Old : 258: 74 58 64 90 87 193 186:
Other: 48: 7 5 6 16 24 26 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 21.3 27.9 30.6 14.7 17.1 23.8 25.7
Old : 16.9 21.7 27.7 31.1 15.2 18.3 24.4 27.2
Other: 70.3 39.2 85.5 52.3 70.3 37.3 83.8 49.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 1,797,779: 306,629 445,686 482,853 782,746 670,314 1,572,228 1,598,853: 225,551 198,926
Old : 1,243,062: 287,364 457,029 286,129 519,046 397,257 1,092,539 1,140,416: 150,523 102,646
Other: 554,717: 115,228 84,619 100,761 263,700 273,056 479,689 458,437: 75,028 96,280
: : :
: : Changes in Commitments from: May 2, 2017 :
: 40,951: -6,957 19,025 31,563 16,616 -12,941 41,222 37,646: -271 3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.8 26.9 43.5 37.3 87.5 88.9: 12.5 11.1
Old : 100.0: 23.1 36.8 23.0 41.8 32.0 87.9 91.7: 12.1 8.3
Other: 100.0: 20.8 15.3 18.2 47.5 49.2 86.5 82.6: 13.5 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 789: 218 168 252 334 318 677 631:
Old : 751: 225 155 181 310 262 605 529:
Other: 576: 117 129 113 195 278 376 458:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 9.6 16.3 15.8 7.2 6.4 11.7 10.7
Old : 9.1 11.4 15.2 18.7 8.2 8.9 13.5 15.0
Other: 16.8 12.9 24.9 20.7 10.4 8.0 16.1 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 6,692: 1,540 675 815 2,128 4,316 4,482 5,806: 2,210 886
Old : 6,692: 1,540 675 815 2,128 4,316 4,482 5,806: 2,210 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 289: -9 -287 213 -100 193 104 119: 185 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.1 12.2 31.8 64.5 67.0 86.8: 33.0 13.2
Old : 100.0: 23.0 10.1 12.2 31.8 64.5 67.0 86.8: 33.0 13.2
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: 16 6 7 11 11 29 22:
Old : 38: 16 6 7 11 11 29 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 : 30.2 41.0 41.5 61.9 23.5 40.4 33.0 57.2
Old : 30.2 41.0 41.5 61.9 23.5 40.4 33.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 799,068: 146,375 169,278 201,127 397,976 311,401 745,477 681,806: 53,591 117,262
Old : 483,622: 123,509 153,828 95,565 232,591 184,763 451,664 434,156: 31,958 49,466
Other: 315,446: 69,810 62,395 58,617 165,385 126,637 293,813 247,650: 21,633 67,796
: : :
: : Changes in Commitments from: May 2, 2017 :
: 2,393: 7,139 -3,164 2,306 -5,518 2,577 3,928 1,719: -1,535 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.2 25.2 49.8 39.0 93.3 85.3: 6.7 14.7
Old : 100.0: 25.5 31.8 19.8 48.1 38.2 93.4 89.8: 6.6 10.2
Other: 100.0: 22.1 19.8 18.6 52.4 40.1 93.1 78.5: 6.9 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 172 199 240 198 240 501 563:
Old : 612: 163 180 169 165 207 422 466:
Other: 514: 108 154 126 135 214 317 424:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.5 22.1 17.5 14.2 9.3 21.0 13.5
Old : 13.9 17.1 22.3 24.4 13.7 15.0 21.8 22.0
Other: 22.0 9.7 30.6 16.1 20.3 8.7 28.3 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 18,044: 3,365 1,328 34 1,248 3,466 4,647 4,828: 13,397 13,216
Old : 3,501: 1,345 344 2 1,238 588 2,585 934: 916 2,567
Other: 14,543: 2,020 984 32 10 2,878 2,062 3,894: 12,481 10,649
: : :
: : Changes in Commitments from: May 2, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 7.4 0.2 6.9 19.2 25.8 26.8: 74.2 73.2
Old : 100.0: 38.4 9.8 0.1 35.4 16.8 73.8 26.7: 26.2 73.3
Other: 100.0: 13.9 6.8 0.2 0.1 19.8 14.2 26.8: 85.8 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 3 2 3 10 9 15:
Old : 19: 6 3 1 2 8 8 12:
Other: 19: 6 3 2 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 : 16.0 14.7 25.7 21.5 15.8 14.6 25.3 21.4
Old : 57.6 18.7 73.8 26.0 57.6 18.7 73.8 26.0
Other: 12.6 15.4 14.2 22.7 12.4 15.4 13.9 22.6
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 12,428: 3,080 2,164 2,448 6,275 7,322 11,802 11,935: 625 493
Old : 12,380: 3,092 2,164 2,414 6,275 7,322 11,781 11,900: 600 480
Other: 47: 9 22 12 0 0 22 34: 26 13
: : :
: : Changes in Commitments from: May 2, 2017 :
: -53: -288 267 -119 209 -243 -198 -95: 146 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.4 19.7 50.5 58.9 95.0 96.0: 5.0 4.0
Old : 100.0: 25.0 17.5 19.5 50.7 59.1 95.2 96.1: 4.8 3.9
Other: 100.0: 19.9 47.1 25.4 0.0 0.0 45.3 72.5: 54.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 9 10 10 12 21 24:
Old : 29: 4 9 10 10 12 21 24:
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 : 68.1 49.7 84.5 72.7 60.4 44.5 68.8 60.5
Old : 68.1 49.9 84.7 73.0 60.7 44.7 69.2 60.7
Other: 45.3 72.5 45.3 72.5 19.9 47.1 19.9 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 449,668: 108,329 110,232 100,136 202,918 207,166 411,383 417,534: 38,285 32,134
Old : 307,640: 94,677 109,699 51,684 136,759 121,473 283,120 282,856: 24,520 24,784
Other: 142,028: 40,913 27,794 21,191 66,159 85,693 128,263 134,677: 13,765 7,351
: : :
: : Changes in Commitments from: May 2, 2017 :
: -11,118: 4,737 -11,752 -5,417 -11,479 5,517 -12,160 -11,652: 1,042 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.5 22.3 45.1 46.1 91.5 92.9: 8.5 7.1
Old : 100.0: 30.8 35.7 16.8 44.5 39.5 92.0 91.9: 8.0 8.1
Other: 100.0: 28.8 19.6 14.9 46.6 60.3 90.3 94.8: 9.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 95 97 121 92 80 257 248:
Old : 314: 95 101 92 80 75 223 228:
Other: 184: 56 42 45 57 51 142 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 20.9 16.7 28.1 9.2 17.6 15.7 24.2
Old : 10.6 14.6 18.9 23.9 10.5 12.4 18.7 21.0
Other: 17.0 36.2 26.8 47.0 16.6 32.7 25.8 41.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 804,813: 126,836 110,458 85,804 428,455 428,296 641,095 624,559: 163,718 180,254
Old : 804,813: 126,836 110,458 85,804 428,455 428,296 641,095 624,559: 163,718 180,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 40,375: 14,400 17,528 1,775 20,078 24,096 36,253 43,399: 4,122 -3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.7 10.7 53.2 53.2 79.7 77.6: 20.3 22.4
Old : 100.0: 15.8 13.7 10.7 53.2 53.2 79.7 77.6: 20.3 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 37 30 44 81 80 135 137:
Old : 169: 37 30 44 81 80 135 137:
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 : 19.9 18.2 28.9 28.9 14.6 15.4 22.0 22.2
Old : 19.9 18.2 28.9 28.9 14.6 15.4 22.0 22.2
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, May 09, 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 : 741,072: 32,672 140,292 10,566 583,403 486,754 626,641 637,612: 114,432 103,461
Old : 741,072: 32,672 140,292 10,566 583,403 486,754 626,641 637,612: 114,432 103,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 4,915: 1,802 20,681 730 422 -22,850 2,954 -1,439: 1,961 6,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 18.9 1.4 78.7 65.7 84.6 86.0: 15.4 14.0
Old : 100.0: 4.4 18.9 1.4 78.7 65.7 84.6 86.0: 15.4 14.0
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 : 103: 8 15 11 62 58 78 76:
Old : 103: 8 15 11 62 58 78 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 : 18.6 32.8 32.8 48.4 15.6 32.8 26.3 46.5
Old : 18.6 32.8 32.8 48.4 15.6 32.8 26.3 46.5
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, May 09, 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 : 3,856: 1,913 171 503 1,132 2,966 3,548 3,640: 308 216
Old : 3,856: 1,913 171 503 1,132 2,966 3,548 3,640: 308 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -628: -342 119 -76 -79 -752 -497 -709: -131 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 4.4 13.0 29.4 76.9 92.0 94.4: 8.0 5.6
Old : 100.0: 49.6 4.4 13.0 29.4 76.9 92.0 94.4: 8.0 5.6
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 : 27: 12 2 3 8 11 21 15:
Old : 27: 12 2 3 8 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 : 51.1 67.1 73.0 87.0 39.0 58.7 55.3 66.0
Old : 51.1 67.1 73.0 87.0 39.0 58.7 55.3 66.0
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, May 09, 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 : 401,778: 92,134 70,775 70,877 192,021 221,421 355,032 363,072: 46,745 38,705
Old : 274,924: 84,887 72,695 34,787 122,201 139,342 241,875 246,823: 33,049 28,100
Other: 126,854: 25,472 16,304 17,866 69,819 82,079 113,158 116,249: 13,696 10,605
: : :
: : Changes in Commitments from: May 2, 2017 :
: 98: 3,503 -3,436 -976 -2,768 5,112 -241 700: 339 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.6 17.6 47.8 55.1 88.4 90.4: 11.6 9.6
Old : 100.0: 30.9 26.4 12.7 44.4 50.7 88.0 89.8: 12.0 10.2
Other: 100.0: 20.1 12.9 14.1 55.0 64.7 89.2 91.6: 10.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 83 66 92 100 87 229 208:
Old : 270: 82 67 69 95 81 214 182:
Other: 185: 45 47 42 67 55 137 121:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 24.8 20.0 31.8 13.4 22.2 19.6 28.0
Old : 17.0 21.5 24.7 29.6 17.0 20.6 24.7 28.0
Other: 15.4 36.2 25.7 45.2 14.9 32.2 24.9 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 11,841: 2,091 5,149 1,047 5,852 3,940 8,990 10,136: 2,851 1,705
Old : 10,914: 2,521 5,080 538 5,351 3,787 8,410 9,405: 2,504 1,509
Other: 927: 28 527 51 501 153 580 731: 347 196
: : :
: : Changes in Commitments from: May 2, 2017 :
: 95: 15 8 106 -18 -83 103 31: -8 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 43.5 8.8 49.4 33.3 75.9 85.6: 24.1 14.4
Old : 100.0: 23.1 46.6 4.9 49.0 34.7 77.1 86.2: 22.9 13.8
Other: 100.0: 3.0 56.8 5.5 54.0 16.5 62.6 78.9: 37.4 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 29 15 23 14 50 53:
Old : 79: 25 25 10 22 12 49 45:
Other: 27: 2 14 5 8 5 15 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 29.5 48.3 45.0 37.7 28.1 48.1 43.1
Old : 37.4 32.0 48.4 48.8 37.4 30.5 48.4 46.8
Other: 48.4 37.7 57.6 58.2 47.8 37.4 54.5 57.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 1,384,949: 211,698 205,242 63,840 991,800 957,129 1,267,338 1,226,211: 117,611 158,738
Old : 1,384,949: 211,698 205,242 63,840 991,800 957,129 1,267,338 1,226,211: 117,611 158,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -25,220: -42,643 -41,780 -2,718 25,951 7,072 -19,410 -37,426: -5,810 12,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.8 4.6 71.6 69.1 91.5 88.5: 8.5 11.5
Old : 100.0: 15.3 14.8 4.6 71.6 69.1 91.5 88.5: 8.5 11.5
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 : 270: 59 43 37 111 117 184 183:
Old : 270: 59 43 37 111 117 184 183:
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 : 20.1 32.9 32.8 40.5 20.1 28.1 30.8 33.3
Old : 20.1 32.9 32.8 40.5 20.1 28.1 30.8 33.3
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, May 09, 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 : 3,956,703: 839,231 629,291 423,722 2,321,605 2,314,721 3,584,558 3,367,734: 372,145 588,969
Old : 3,956,703: 839,231 629,291 423,722 2,321,605 2,314,721 3,584,558 3,367,734: 372,145 588,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 79,195: 25,441 -4,505 36,145 63,288 24,946 124,873 56,586: -45,679 22,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.9 10.7 58.7 58.5 90.6 85.1: 9.4 14.9
Old : 100.0: 21.2 15.9 10.7 58.7 58.5 90.6 85.1: 9.4 14.9
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 : 409: 66 115 97 181 197 315 341:
Old : 409: 66 115 97 181 197 315 341:
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 16.2 36.5 24.2 24.1 13.4 32.6 18.7
Old : 26.6 16.2 36.5 24.2 24.1 13.4 32.6 18.7
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, May 09, 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 : 345,099: 54,980 45,604 2,180 211,718 184,009 268,878 231,793: 76,221 113,307
Old : 345,099: 54,980 45,604 2,180 211,718 184,009 268,878 231,793: 76,221 113,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,716: 3,008 654 -1,178 -2,170 -6,698 -340 -7,222: -1,376 5,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.2 0.6 61.3 53.3 77.9 67.2: 22.1 32.8
Old : 100.0: 15.9 13.2 0.6 61.3 53.3 77.9 67.2: 22.1 32.8
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 : 54: 7 5 4 33 34 43 40:
Old : 54: 7 5 4 33 34 43 40:
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 : 43.9 27.3 55.4 38.5 43.4 25.8 54.6 36.2
Old : 43.9 27.3 55.4 38.5 43.4 25.8 54.6 36.2
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, May 09, 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 : 3,364,095: 482,498 608,398 213,171 2,387,311 2,174,239 3,082,979 2,995,807: 281,115 368,288
Old : 3,364,095: 482,498 608,398 213,171 2,387,311 2,174,239 3,082,979 2,995,807: 281,115 368,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -60,529: -80,625 -20,915 17,266 21,121 -60,934 -42,238 -64,583: -18,291 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.1 6.3 71.0 64.6 91.6 89.1: 8.4 10.9
Old : 100.0: 14.3 18.1 6.3 71.0 64.6 91.6 89.1: 8.4 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 : 310: 48 75 68 129 155 220 255:
Old : 310: 48 75 68 129 155 220 255:
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 : 36.7 17.7 45.2 27.7 33.3 17.2 41.4 26.5
Old : 36.7 17.7 45.2 27.7 33.3 17.2 41.4 26.5
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, May 09, 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 : 1,419,961: 248,238 222,504 290,857 845,102 849,230 1,384,197 1,362,591: 35,764 57,370
Old : 1,419,961: 248,238 222,504 290,857 845,102 849,230 1,384,197 1,362,591: 35,764 57,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 144,949: 86,204 23,084 47,263 8,317 72,787 141,784 143,134: 3,165 1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.7 20.5 59.5 59.8 97.5 96.0: 2.5 4.0
Old : 100.0: 17.5 15.7 20.5 59.5 59.8 97.5 96.0: 2.5 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 : 150: 19 55 48 55 68 112 138:
Old : 150: 19 55 48 55 68 112 138:
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 : 28.1 22.7 45.1 36.4 18.3 9.3 27.3 15.4
Old : 28.1 22.7 45.1 36.4 18.3 9.3 27.3 15.4
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, May 09, 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 : 61,416: 29,963 5,306 3,545 17,641 44,557 51,149 53,408: 10,267 8,008
Old : 61,416: 29,963 5,306 3,545 17,641 44,557 51,149 53,408: 10,267 8,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,510: -4,392 185 283 1,320 -3,264 -2,788 -2,796: 279 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 8.6 5.8 28.7 72.5 83.3 87.0: 16.7 13.0
Old : 100.0: 48.8 8.6 5.8 28.7 72.5 83.3 87.0: 16.7 13.0
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 : 112: 43 17 13 32 29 80 54:
Old : 112: 43 17 13 32 29 80 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 35.1 38.3 55.7 21.8 32.3 35.3 52.9
Old : 24.5 35.1 38.3 55.7 21.8 32.3 35.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 122,832: 59,926 10,611 7,091 35,281 89,114 102,298 106,816: 20,535 16,017
Old : 122,832: 59,926 10,611 7,091 35,281 89,114 102,298 106,816: 20,535 16,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -5,019: -8,783 370 567 2,640 -6,528 -5,577 -5,591: 557 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 8.6 5.8 28.7 72.5 83.3 87.0: 16.7 13.0
Old : 100.0: 48.8 8.6 5.8 28.7 72.5 83.3 87.0: 16.7 13.0
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 : 112: 43 17 13 32 29 80 54:
Old : 112: 43 17 13 32 29 80 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 35.1 38.3 55.7 21.8 32.3 35.3 52.9
Old : 24.5 35.1 38.3 55.7 21.8 32.3 35.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 41,603: 38,141 39,841 1,126 2,275 544 41,542 41,511: 61 92
Old : 41,603: 38,141 39,841 1,126 2,275 544 41,542 41,511: 61 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 2,389: 1,535 1,373 757 94 249 2,386 2,379: 3 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 95.8 2.7 5.5 1.3 99.9 99.8: 0.1 0.2
Old : 100.0: 91.7 95.8 2.7 5.5 1.3 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 : 44: 25 16 2 2 1 29 17:
Old : 44: 25 16 2 2 1 29 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 88.5 87.2 96.8 73.8 86.3 87.2 94.1
Old : 73.8 88.5 87.2 96.8 73.8 86.3 87.2 94.1
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, May 09, 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 : 30,293: 5,989 6,550 92 24,165 23,540 30,246 30,182: 47 111
Old : 30,293: 5,989 6,550 92 24,165 23,540 30,246 30,182: 47 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 657: 200 46 0 452 622 652 668: 5 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 21.6 0.3 79.8 77.7 99.8 99.6: 0.2 0.4
Old : 100.0: 19.8 21.6 0.3 79.8 77.7 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 : 46: 8 14 1 8 19 16 34:
Old : 46: 8 14 1 8 19 16 34:
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 : 80.7 50.4 94.0 67.5 80.7 50.4 94.0 67.5
Old : 80.7 50.4 94.0 67.5 80.7 50.4 94.0 67.5
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, May 09, 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 : 25,670: 12,223 4,407 0 13,382 21,180 25,605 25,587: 65 83
Old : 25,670: 12,223 4,407 0 13,382 21,180 25,605 25,587: 65 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -295: -752 164 0 499 -470 -253 -306: -42 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 17.2 0.0 52.1 82.5 99.7 99.7: 0.3 0.3
Old : 100.0: 47.6 17.2 0.0 52.1 82.5 99.7 99.7: 0.3 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 : 34: 9 9 0 5 12 14 21:
Old : 34: 9 9 0 5 12 14 21:
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 : 81.6 68.0 97.9 88.5 81.6 68.0 97.2 88.5
Old : 81.6 68.0 97.9 88.5 81.6 68.0 97.2 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017