WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 566,325: 136,808 227,786 186,917 191,104 109,922 514,829 524,625: 51,497 41,701
Old : 557,974: 135,953 229,211 183,956 187,603 105,206 507,513 518,374: 50,462 39,601
Other: 8,351: 3,358 1,078 457 3,501 4,716 7,316 6,251: 1,035 2,100
: : :
: : Changes in Commitments from: May 16, 2017 :
: 7,681: 2,100 -9,873 14,890 -11,281 1,941 5,710 6,958: 1,971 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 40.2 33.0 33.7 19.4 90.9 92.6: 9.1 7.4
Old : 100.0: 24.4 41.1 33.0 33.6 18.9 91.0 92.9: 9.0 7.1
Other: 100.0: 40.2 12.9 5.5 41.9 56.5 87.6 74.9: 12.4 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 153 147 173 122 105 374 337:
Old : 449: 153 148 172 122 103 373 335:
Other: 72: 10 11 8 22 38 36 54:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.4 18.1 17.3 9.0 7.9 14.8 14.5
Old : 11.4 9.5 18.2 17.5 9.3 8.0 15.0 14.7
Other: 53.6 30.2 67.9 44.4 53.6 29.6 65.3 41.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 285,419: 91,784 80,320 53,066 113,926 127,791 258,777 261,177: 26,642 24,242
Old : 279,719: 91,703 80,819 51,586 110,074 124,840 253,364 257,246: 26,356 22,474
Other: 5,699: 1,290 709 271 3,852 2,951 5,413 3,931: 286 1,768
: : :
: : Changes in Commitments from: May 16, 2017 :
: 21,164: -1,217 654 14,045 6,812 6,012 19,640 20,711: 1,524 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 28.1 18.6 39.9 44.8 90.7 91.5: 9.3 8.5
Old : 100.0: 32.8 28.9 18.4 39.4 44.6 90.6 92.0: 9.4 8.0
Other: 100.0: 22.6 12.4 4.8 67.6 51.8 95.0 69.0: 5.0 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 77 56 70 95 88 202 194:
Old : 263: 76 58 68 95 88 201 193:
Other: 51: 9 5 7 17 24 29 35:
:----------------------------------------------------------------------------------------------------
: 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 20.9 25.9 31.2 13.3 16.8 21.8 25.6
Old : 15.3 21.3 26.0 31.7 13.8 18.1 22.5 27.1
Other: 66.9 36.6 85.0 51.2 66.9 35.1 83.7 49.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,834,218: 332,543 443,697 490,823 774,182 695,489 1,597,548 1,630,009: 236,670 204,208
Old : 1,243,555: 297,871 449,579 297,987 492,724 396,616 1,088,583 1,144,182: 154,972 99,373
Other: 590,663: 128,569 88,017 98,938 281,458 298,872 508,965 485,827: 81,698 104,835
: : :
: : Changes in Commitments from: May 16, 2017 :
: 24,268: 3,246 -17,426 8,384 5,031 31,505 16,660 22,463: 7,608 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.2 26.8 42.2 37.9 87.1 88.9: 12.9 11.1
Old : 100.0: 24.0 36.2 24.0 39.6 31.9 87.5 92.0: 12.5 8.0
Other: 100.0: 21.8 14.9 16.8 47.7 50.6 86.2 82.3: 13.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 796: 221 167 246 338 324 687 629:
Old : 751: 221 155 177 311 264 605 525:
Other: 595: 127 131 115 206 285 401 465:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 9.1 15.4 15.2 7.0 6.1 11.5 10.9
Old : 9.0 10.9 14.7 18.8 8.4 9.1 13.6 16.5
Other: 16.0 12.1 24.9 19.9 11.2 7.3 17.5 12.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 7,116: 1,640 538 729 2,344 5,010 4,713 6,278: 2,403 839
Old : 7,116: 1,640 538 729 2,344 5,010 4,713 6,278: 2,403 839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 98: -32 -108 65 -16 212 17 169: 82 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.6 10.2 32.9 70.4 66.2 88.2: 33.8 11.8
Old : 100.0: 23.0 7.6 10.2 32.9 70.4 66.2 88.2: 33.8 11.8
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 : 38: 13 7 6 13 13 30 22:
Old : 38: 13 7 6 13 13 30 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 47.1 40.3 64.5 21.3 42.9 29.7 55.1
Old : 30.2 47.1 40.3 64.5 21.3 42.9 29.7 55.1
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 23, 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 : 843,018: 132,585 183,096 226,107 427,862 314,692 786,554 723,895: 56,463 119,123
Old : 495,830: 114,024 177,057 93,703 256,760 177,219 464,487 447,979: 31,343 47,851
Other: 347,187: 79,075 66,553 71,889 171,102 137,472 322,067 275,915: 25,120 71,272
: : :
: : Changes in Commitments from: May 16, 2017 :
: 38,913: -13,193 15,477 19,639 29,648 4,373 36,094 39,488: 2,819 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 21.7 26.8 50.8 37.3 93.3 85.9: 6.7 14.1
Old : 100.0: 23.0 35.7 18.9 51.8 35.7 93.7 90.3: 6.3 9.7
Other: 100.0: 22.8 19.2 20.7 49.3 39.6 92.8 79.5: 7.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 178 206 255 202 236 524 573:
Old : 616: 193 164 170 171 195 436 461:
Other: 528: 122 157 146 136 212 346 434:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 10.4 21.3 16.5 13.2 8.6 19.8 12.3
Old : 15.1 16.7 23.0 23.9 14.6 14.6 22.2 21.0
Other: 17.5 8.8 26.0 15.8 16.8 8.0 23.7 12.6
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 14,274: 3,448 2,493 3,183 7,114 8,265 13,744 13,941: 530 333
Old : 14,227: 3,464 2,493 3,147 7,114 8,265 13,725 13,905: 502 322
Other: 47: 9 26 10 0 0 19 36: 28 11
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,174: 476 323 748 1,061 1,228 2,285 2,298: -111 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.5 22.3 49.8 57.9 96.3 97.7: 3.7 2.3
Old : 100.0: 24.4 17.5 22.1 50.0 58.1 96.5 97.7: 3.5 2.3
Other: 100.0: 18.7 54.5 22.0 0.0 0.0 40.7 76.5: 59.3 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 10 11 10 11 22 24:
Old : 29: 4 10 11 10 11 22 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 : 65.8 51.4 84.6 72.5 59.8 42.9 66.5 57.5
Old : 65.9 51.6 84.7 72.7 60.1 43.1 66.8 57.7
Other: 40.7 76.5 40.7 76.5 18.7 54.5 18.7 54.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 458,168: 109,573 106,416 108,533 205,366 210,401 423,472 425,349: 34,695 32,818
Old : 301,277: 97,920 109,522 53,137 129,384 114,892 280,441 277,551: 20,836 23,726
Other: 156,891: 44,482 29,723 22,567 75,982 95,509 143,031 147,799: 13,860 9,092
: : :
: : Changes in Commitments from: May 16, 2017 :
: 9,056: -758 524 6,248 7,229 2,202 12,718 8,974: -3,662 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 23.2 23.7 44.8 45.9 92.4 92.8: 7.6 7.2
Old : 100.0: 32.5 36.4 17.6 42.9 38.1 93.1 92.1: 6.9 7.9
Other: 100.0: 28.4 18.9 14.4 48.4 60.9 91.2 94.2: 8.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 98 98 125 92 82 262 255:
Old : 320: 101 100 98 80 74 230 232:
Other: 204: 54 58 51 60 60 153 134:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 20.9 16.1 27.8 9.0 17.8 15.1 24.5
Old : 10.4 14.2 18.5 23.4 10.4 12.5 18.5 20.9
Other: 17.9 35.6 28.7 46.5 17.5 31.8 27.9 42.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 980,430: 146,347 107,737 168,385 484,404 507,845 799,136 783,968: 181,294 196,462
Old : 980,430: 146,347 107,737 168,385 484,404 507,845 799,136 783,968: 181,294 196,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 169,966: 26,630 -17,603 80,717 53,398 95,386 160,746 158,500: 9,220 11,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.0 17.2 49.4 51.8 81.5 80.0: 18.5 20.0
Old : 100.0: 14.9 11.0 17.2 49.4 51.8 81.5 80.0: 18.5 20.0
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 : 167: 41 29 46 75 81 135 138:
Old : 167: 41 29 46 75 81 135 138:
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 : 19.2 17.3 29.0 28.4 11.3 12.8 17.5 18.1
Old : 19.2 17.3 29.0 28.4 11.3 12.8 17.5 18.1
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, May 23, 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 : 774,577: 32,295 140,992 13,062 584,881 511,438 630,238 665,492: 144,339 109,084
Old : 774,577: 32,295 140,992 13,062 584,881 511,438 630,238 665,492: 144,339 109,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 16,774: -1,902 445 -3,405 -325 17,487 -5,632 14,527: 22,407 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.2 1.7 75.5 66.0 81.4 85.9: 18.6 14.1
Old : 100.0: 4.2 18.2 1.7 75.5 66.0 81.4 85.9: 18.6 14.1
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 : 109: 12 14 10 64 62 83 79:
Old : 109: 12 14 10 64 62 83 79:
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 : 17.7 31.6 30.9 48.2 14.4 31.4 24.8 45.8
Old : 17.7 31.6 30.9 48.2 14.4 31.4 24.8 45.8
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 23, 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 : 3,343: 1,221 248 643 1,204 2,262 3,068 3,153: 275 190
Old : 3,343: 1,221 248 643 1,204 2,262 3,068 3,153: 275 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 35: -377 -161 242 193 -29 58 52: -23 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.4 19.2 36.0 67.7 91.8 94.3: 8.2 5.7
Old : 100.0: 36.5 7.4 19.2 36.0 67.7 91.8 94.3: 8.2 5.7
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 : 24: 9 2 4 9 13 18 19:
Old : 24: 9 2 4 9 13 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 55.5 78.8 76.7 31.2 35.0 39.8 44.4
Old : 58.2 55.5 78.8 76.7 31.2 35.0 39.8 44.4
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 23, 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 : 435,533: 85,593 97,235 92,998 210,942 203,261 389,533 393,493: 46,000 42,040
Old : 285,334: 85,851 101,853 40,010 127,722 113,137 253,582 254,999: 31,752 30,335
Other: 150,198: 31,957 27,597 20,773 83,221 90,124 135,950 138,494: 14,248 11,705
: : :
: : Changes in Commitments from: May 16, 2017 :
: 28,073: -5,105 16,207 16,432 18,009 -8,335 29,336 24,304: -1,263 3,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.3 21.4 48.4 46.7 89.4 90.3: 10.6 9.7
Old : 100.0: 30.1 35.7 14.0 44.8 39.7 88.9 89.4: 11.1 10.6
Other: 100.0: 21.3 18.4 13.8 55.4 60.0 90.5 92.2: 9.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 72 84 97 107 96 239 236:
Old : 290: 88 75 73 100 85 221 204:
Other: 197: 40 57 46 72 61 144 135:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 19.3 19.0 26.3 11.9 15.1 17.5 20.5
Old : 15.1 14.2 23.2 21.5 15.1 13.5 22.9 20.6
Other: 16.1 35.1 27.5 44.9 14.9 30.2 25.6 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 10,492: 2,319 2,151 1,190 4,990 5,433 8,499 8,774: 1,994 1,718
Old : 9,095: 2,594 2,088 697 4,398 5,091 7,688 7,875: 1,407 1,220
Other: 1,397: 49 387 170 592 343 810 899: 587 498
: : :
: : Changes in Commitments from: May 16, 2017 :
: 455: 251 -829 290 -11 820 530 281: -75 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.5 11.3 47.6 51.8 81.0 83.6: 19.0 16.4
Old : 100.0: 28.5 23.0 7.7 48.4 56.0 84.5 86.6: 15.5 13.4
Other: 100.0: 3.5 27.7 12.1 42.4 24.5 58.0 64.4: 42.0 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 22 17 15 19 12 48 37:
Old : 61: 23 15 12 18 10 46 32:
Other: 25: 3 9 7 10 7 18 18:
:----------------------------------------------------------------------------------------------------
: 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 : 38.5 34.4 49.2 55.1 37.0 32.4 47.0 50.4
Old : 39.7 38.6 51.9 60.5 38.6 36.4 50.1 56.0
Other: 36.8 36.4 47.8 52.1 34.9 36.4 40.4 46.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,459,108: 228,629 248,257 109,800 960,822 898,546 1,299,251 1,256,603: 159,857 202,505
Old : 1,459,108: 228,629 248,257 109,800 960,822 898,546 1,299,251 1,256,603: 159,857 202,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 502: -28,790 13,798 45,712 -56,000 -85,453 -39,078 -25,942: 39,580 26,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.0 7.5 65.8 61.6 89.0 86.1: 11.0 13.9
Old : 100.0: 15.7 17.0 7.5 65.8 61.6 89.0 86.1: 11.0 13.9
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 : 287: 68 56 56 114 120 206 208:
Old : 287: 68 56 56 114 120 206 208:
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 : 18.0 24.5 28.2 31.5 17.8 19.9 26.6 25.6
Old : 18.0 24.5 28.2 31.5 17.8 19.9 26.6 25.6
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 23, 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 : 4,237,132: 920,019 555,008 573,891 2,344,148 2,526,914 3,838,058 3,655,813: 399,074 581,319
Old : 4,237,132: 920,019 555,008 573,891 2,344,148 2,526,914 3,838,058 3,655,813: 399,074 581,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 251,382: 60,327 -88,052 145,841 27,912 201,385 234,081 259,174: 17,302 -7,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 13.1 13.5 55.3 59.6 90.6 86.3: 9.4 13.7
Old : 100.0: 21.7 13.1 13.5 55.3 59.6 90.6 86.3: 9.4 13.7
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 : 416: 90 93 98 183 202 321 345:
Old : 416: 90 93 98 183 202 321 345:
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 : 24.0 15.9 32.4 25.6 20.1 12.7 26.9 17.5
Old : 24.0 15.9 32.4 25.6 20.1 12.7 26.9 17.5
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 23, 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 : 370,752: 67,701 33,486 4,344 209,968 208,192 282,013 246,022: 88,739 124,730
Old : 370,752: 67,701 33,486 4,344 209,968 208,192 282,013 246,022: 88,739 124,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 18,461: 9,681 -12,576 324 315 24,867 10,320 12,615: 8,141 5,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.0 1.2 56.6 56.2 76.1 66.4: 23.9 33.6
Old : 100.0: 18.3 9.0 1.2 56.6 56.2 76.1 66.4: 23.9 33.6
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 : 54: 10 4 7 33 34 47 41:
Old : 54: 10 4 7 33 34 47 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 : 39.9 26.1 51.2 36.7 39.5 25.2 49.8 34.6
Old : 39.9 26.1 51.2 36.7 39.5 25.2 49.8 34.6
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 23, 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 : 3,551,826: 493,217 590,387 320,499 2,421,718 2,256,055 3,235,433 3,166,941: 316,392 384,884
Old : 3,551,826: 493,217 590,387 320,499 2,421,718 2,256,055 3,235,433 3,166,941: 316,392 384,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 177,706: 44,714 456 72,220 19,667 92,998 136,601 165,674: 41,105 12,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.6 9.0 68.2 63.5 91.1 89.2: 8.9 10.8
Old : 100.0: 13.9 16.6 9.0 68.2 63.5 91.1 89.2: 8.9 10.8
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 : 313: 55 74 76 131 155 230 262:
Old : 313: 55 74 76 131 155 230 262:
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 : 35.2 15.7 44.7 24.9 30.3 15.2 38.5 23.7
Old : 35.2 15.7 44.7 24.9 30.3 15.2 38.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,657,402: 296,606 301,564 348,828 972,367 941,118 1,617,801 1,591,510: 39,601 65,892
Old : 1,657,402: 296,606 301,564 348,828 972,367 941,118 1,617,801 1,591,510: 39,601 65,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 128,063: 63,239 41,006 22,564 38,702 56,215 124,505 119,785: 3,558 8,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.2 21.0 58.7 56.8 97.6 96.0: 2.4 4.0
Old : 100.0: 17.9 18.2 21.0 58.7 56.8 97.6 96.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 20 54 51 58 73 116 146:
Old : 157: 20 54 51 58 73 116 146:
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 : 32.5 19.9 51.0 32.2 25.4 11.9 34.6 17.8
Old : 32.5 19.9 51.0 32.2 25.4 11.9 34.6 17.8
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 23, 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 : 60,890: 28,786 6,670 2,986 19,793 42,410 51,564 52,065: 9,327 8,825
Old : 60,890: 28,786 6,670 2,986 19,793 42,410 51,564 52,065: 9,327 8,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -575: 11 916 -463 534 -1,216 81 -763: -657 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 11.0 4.9 32.5 69.6 84.7 85.5: 15.3 14.5
Old : 100.0: 47.3 11.0 4.9 32.5 69.6 84.7 85.5: 15.3 14.5
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 : 110: 43 16 10 30 30 76 53:
Old : 110: 43 16 10 30 30 76 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 33.5 34.6 53.1 19.7 30.7 31.3 50.3
Old : 22.8 33.5 34.6 53.1 19.7 30.7 31.3 50.3
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 23, 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 : 121,781: 57,571 13,339 5,971 39,585 84,820 103,128 104,131: 18,653 17,650
Old : 121,781: 57,571 13,339 5,971 39,585 84,820 103,128 104,131: 18,653 17,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,150: 22 1,832 -927 1,068 -2,432 163 -1,527: -1,313 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 11.0 4.9 32.5 69.6 84.7 85.5: 15.3 14.5
Old : 100.0: 47.3 11.0 4.9 32.5 69.6 84.7 85.5: 15.3 14.5
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 : 110: 43 16 10 30 30 76 53:
Old : 110: 43 16 10 30 30 76 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 33.5 34.6 53.1 19.7 30.7 31.3 50.3
Old : 22.8 33.5 34.6 53.1 19.7 30.7 31.3 50.3
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 23, 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 : 48,865: 47,308 47,987 256 1,249 544 48,813 48,787: 52 78
Old : 48,865: 47,308 47,987 256 1,249 544 48,813 48,787: 52 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 6,739: 9,417 8,371 -1,629 -1,026 0 6,762 6,742: -23 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 98.2 0.5 2.6 1.1 99.9 99.8: 0.1 0.2
Old : 100.0: 96.8 98.2 0.5 2.6 1.1 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 : 38: 22 14 1 1 1 24 15:
Old : 38: 22 14 1 1 1 24 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 : 76.7 86.3 92.2 96.4 76.7 86.3 92.2 95.8
Old : 76.7 86.3 92.2 96.4 76.7 86.3 92.2 95.8
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 23, 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 : 29,820: 4,654 5,283 92 25,035 24,316 29,781 29,691: 39 129
Old : 29,820: 4,654 5,283 92 25,035 24,316 29,781 29,691: 39 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,251: -2,047 -1,298 0 846 41 -1,201 -1,257: -50 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.7 0.3 84.0 81.5 99.9 99.6: 0.1 0.4
Old : 100.0: 15.6 17.7 0.3 84.0 81.5 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 : 49: 10 14 1 9 20 19 35:
Old : 49: 10 14 1 9 20 19 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 52.6 94.7 68.4 82.2 52.6 94.7 68.4
Old : 82.2 52.6 94.7 68.4 82.2 52.6 94.7 68.4
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, May 23, 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 : 25,906: 10,447 5,800 0 15,401 20,027 25,848 25,827: 58 79
Old : 25,906: 10,447 5,800 0 15,401 20,027 25,848 25,827: 58 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -259: -651 797 0 375 -990 -276 -193: 17 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 22.4 0.0 59.4 77.3 99.8 99.7: 0.2 0.3
Old : 100.0: 40.3 22.4 0.0 59.4 77.3 99.8 99.7: 0.2 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: 8 12 0 6 11 14 23:
Old : 35: 8 12 0 6 11 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 68.6 98.4 86.9 91.4 68.6 97.9 86.9
Old : 91.4 68.6 98.4 86.9 91.4 68.6 97.9 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017