WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 576,156: 134,740 226,556 184,952 207,296 124,116 526,988 535,623: 49,168 40,533
Old : 561,893: 132,616 225,919 179,630 201,677 118,588 513,923 524,136: 47,971 37,757
Other: 14,263: 7,043 5,555 404 5,618 5,528 13,065 11,487: 1,197 2,776
: : :
: : Changes in Commitments from: May 30, 2017 :
: 9,967: 1,203 -4,557 7,413 1,875 10,365 10,491 13,221: -524 -3,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 39.3 32.1 36.0 21.5 91.5 93.0: 8.5 7.0
Old : 100.0: 23.6 40.2 32.0 35.9 21.1 91.5 93.3: 8.5 6.7
Other: 100.0: 49.4 39.0 2.8 39.4 38.8 91.6 80.5: 8.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 150 156 181 123 104 381 352:
Old : 464: 157 152 178 123 102 379 349:
Other: 89: 12 22 9 23 39 40 67:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 8.9 17.9 16.0 8.6 7.4 14.5 13.7
Old : 10.6 9.1 18.0 16.4 8.6 7.6 14.6 14.0
Other: 56.6 30.1 72.7 45.7 56.6 30.0 72.7 45.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 305,463: 99,036 85,243 62,056 116,792 133,009 277,884 280,309: 27,579 25,155
Old : 297,150: 99,164 85,845 58,872 111,797 129,343 269,833 274,060: 27,316 23,090
Other: 8,313: 2,791 2,317 266 4,994 3,666 8,051 6,248: 263 2,065
: : :
: : Changes in Commitments from: May 30, 2017 :
: 11,425: 8,174 5,945 1,684 1,603 3,671 11,461 11,299: -35 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.9 20.3 38.2 43.5 91.0 91.8: 9.0 8.2
Old : 100.0: 33.4 28.9 19.8 37.6 43.5 90.8 92.2: 9.2 7.8
Other: 100.0: 33.6 27.9 3.2 60.1 44.1 96.8 75.2: 3.2 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 84 55 71 95 91 214 194:
Old : 274: 85 55 69 95 91 214 192:
Other: 61: 11 7 6 19 29 33 41:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 21.0 25.9 30.8 12.8 15.2 21.1 23.7
Old : 15.1 21.6 25.8 31.6 13.2 16.6 22.2 25.5
Other: 55.7 39.7 77.6 58.3 55.7 39.7 77.3 57.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 1,863,218: 361,626 444,697 482,082 766,804 726,974 1,610,512 1,653,753: 252,706 209,465
Old : 1,199,597: 308,362 427,649 278,100 454,327 397,527 1,040,790 1,103,277: 158,807 96,320
Other: 663,621: 133,422 97,206 123,823 312,476 329,447 569,721 550,476: 93,899 113,145
: : :
: : Changes in Commitments from: May 30, 2017 :
: 66,086: 34,160 -20,807 26,044 -5,146 58,719 55,058 63,956: 11,028 2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 25.9 41.2 39.0 86.4 88.8: 13.6 11.2
Old : 100.0: 25.7 35.6 23.2 37.9 33.1 86.8 92.0: 13.2 8.0
Other: 100.0: 20.1 14.6 18.7 47.1 49.6 85.9 83.0: 14.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 226 168 247 341 328 700 630:
Old : 750: 212 163 181 312 274 613 532:
Other: 617: 143 130 130 221 289 435 479:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 8.7 15.1 14.3 6.9 6.1 11.5 10.8
Old : 9.3 10.1 15.3 18.2 8.6 9.7 14.3 17.1
Other: 15.5 11.6 23.9 18.3 11.7 6.4 17.4 11.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 7,776: 1,960 318 947 2,127 5,595 5,034 6,861: 2,742 916
Old : 7,776: 1,960 318 947 2,127 5,595 5,034 6,861: 2,742 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 619: 274 -223 273 -178 638 369 687: 249 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.1 12.2 27.4 72.0 64.7 88.2: 35.3 11.8
Old : 100.0: 25.2 4.1 12.2 27.4 72.0 64.7 88.2: 35.3 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 : 39: 16 6 8 11 12 32 22:
Old : 39: 16 6 8 11 12 32 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 : 27.9 49.9 37.8 66.5 19.1 42.3 27.5 54.7
Old : 27.9 49.9 37.8 66.5 19.1 42.3 27.5 54.7
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, June 06, 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 : 904,932: 130,085 219,874 249,940 460,533 319,877 840,558 789,691: 64,375 115,241
Old : 494,586: 106,758 190,329 101,414 252,572 161,282 460,744 453,025: 33,842 41,561
Other: 410,346: 79,611 85,829 92,242 207,961 158,595 379,814 336,666: 30,533 73,680
: : :
: : Changes in Commitments from: May 30, 2017 :
: 23,205: 3,384 16,898 7,448 8,208 6,151 19,040 30,496: 4,164 -7,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.3 27.6 50.9 35.3 92.9 87.3: 7.1 12.7
Old : 100.0: 21.6 38.5 20.5 51.1 32.6 93.2 91.6: 6.8 8.4
Other: 100.0: 19.4 20.9 22.5 50.7 38.6 92.6 82.0: 7.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 172 207 257 196 218 514 560:
Old : 593: 193 155 153 174 161 430 411:
Other: 546: 124 185 161 137 204 363 452:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 11.0 21.4 16.6 13.1 7.5 18.9 11.7
Old : 15.7 16.3 24.5 24.0 15.3 13.8 22.8 21.0
Other: 15.5 8.8 24.5 15.8 14.7 7.5 21.6 12.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 14,629: 3,040 2,813 3,074 8,073 8,278 14,186 14,164: 442 464
Old : 14,582: 3,061 2,813 3,036 8,073 8,278 14,170 14,127: 412 455
Other: 46: 8 29 9 0 0 16 37: 30 9
: : :
: : Changes in Commitments from: May 30, 2017 :
: -722: -580 310 -166 139 -897 -608 -753: -115 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.2 21.0 55.2 56.6 97.0 96.8: 3.0 3.2
Old : 100.0: 21.0 19.3 20.8 55.4 56.8 97.2 96.9: 2.8 3.1
Other: 100.0: 16.6 62.1 18.5 0.0 0.0 35.1 80.6: 64.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 8 12 11 12 24 25:
Old : 30: 6 8 12 11 12 24 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 : 66.4 43.4 83.3 64.2 58.3 36.7 63.6 52.2
Old : 66.5 43.6 83.4 64.4 58.6 36.9 64.0 52.4
Other: 35.1 80.6 35.1 80.6 16.6 62.1 16.6 62.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 501,335: 111,446 130,806 129,466 226,557 204,117 467,469 464,389: 33,867 36,946
Old : 309,266: 103,311 124,972 61,228 125,446 97,559 289,985 283,759: 19,281 25,507
Other: 192,069: 49,081 46,780 27,291 101,111 106,558 177,484 180,630: 14,586 11,440
: : :
: : Changes in Commitments from: May 30, 2017 :
: 26,973: 1,378 12,596 13,481 12,731 898 27,589 26,975: -617 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 26.1 25.8 45.2 40.7 93.2 92.6: 6.8 7.4
Old : 100.0: 33.4 40.4 19.8 40.6 31.5 93.8 91.8: 6.2 8.2
Other: 100.0: 25.6 24.4 14.2 52.6 55.5 92.4 94.0: 7.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 104 106 147 100 84 290 292:
Old : 345: 115 104 111 85 73 251 253:
Other: 234: 56 79 66 64 62 167 169:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 18.5 15.8 24.7 8.3 13.4 13.7 19.4
Old : 10.2 12.3 19.1 21.6 9.7 10.6 18.6 19.0
Other: 19.1 31.9 29.8 43.8 18.4 28.3 28.8 39.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 852,709: 131,143 119,895 132,144 413,876 423,839 677,164 675,878: 175,545 176,831
Old : 852,709: 131,143 119,895 132,144 413,876 423,839 677,164 675,878: 175,545 176,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -12,434: -3,417 583 6,769 -7,371 -17,724 -4,019 -10,372: -8,415 -2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.1 15.5 48.5 49.7 79.4 79.3: 20.6 20.7
Old : 100.0: 15.4 14.1 15.5 48.5 49.7 79.4 79.3: 20.6 20.7
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 : 166: 32 38 50 72 80 130 142:
Old : 166: 32 38 50 72 80 130 142:
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 18.2 27.4 28.5 12.5 14.3 20.0 20.2
Old : 18.9 18.2 27.4 28.5 12.5 14.3 20.0 20.2
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, June 06, 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 : 778,786: 39,345 138,393 18,009 600,512 532,646 657,866 689,048: 120,920 89,737
Old : 778,786: 39,345 138,393 18,009 600,512 532,646 657,866 689,048: 120,920 89,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 3,200: 8,154 -5,239 1,942 -3,617 12,929 6,479 9,632: -3,279 -6,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 17.8 2.3 77.1 68.4 84.5 88.5: 15.5 11.5
Old : 100.0: 5.1 17.8 2.3 77.1 68.4 84.5 88.5: 15.5 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 : 111: 14 13 10 66 63 85 81:
Old : 111: 14 13 10 66 63 85 81:
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 : 19.0 32.0 32.8 49.0 14.3 31.2 24.3 45.3
Old : 19.0 32.0 32.8 49.0 14.3 31.2 24.3 45.3
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, June 06, 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 : 2,954: 1,131 142 615 954 2,071 2,700 2,828: 254 126
Old : 2,954: 1,131 142 615 954 2,071 2,700 2,828: 254 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -443: -19 -245 -219 -215 54 -453 -410: 10 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.8 20.8 32.3 70.1 91.4 95.7: 8.6 4.3
Old : 100.0: 38.3 4.8 20.8 32.3 70.1 91.4 95.7: 8.6 4.3
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 : 25: 12 3 5 7 9 20 16:
Old : 25: 12 3 5 7 9 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 64.1 76.6 84.3 27.4 41.2 37.1 48.1
Old : 54.3 64.1 76.6 84.3 27.4 41.2 37.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 456,565: 82,605 107,007 102,958 223,052 204,353 408,615 414,317: 47,950 42,247
Old : 277,460: 82,035 101,113 40,886 122,885 105,366 245,806 247,365: 31,653 30,095
Other: 179,105: 34,717 40,041 27,925 100,167 98,986 162,808 166,953: 16,297 12,152
: : :
: : Changes in Commitments from: May 30, 2017 :
: 7,253: -1,194 90 10,754 -3,219 -512 6,341 10,332: 912 -3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.4 22.6 48.9 44.8 89.5 90.7: 10.5 9.3
Old : 100.0: 29.6 36.4 14.7 44.3 38.0 88.6 89.2: 11.4 10.8
Other: 100.0: 19.4 22.4 15.6 55.9 55.3 90.9 93.2: 9.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 71 80 101 111 99 247 239:
Old : 288: 86 74 74 101 86 222 204:
Other: 207: 46 58 51 78 59 158 137:
:----------------------------------------------------------------------------------------------------
: 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 18.2 19.7 24.6 10.1 12.1 15.4 17.3
Old : 16.0 14.8 23.8 23.2 15.6 13.9 22.3 22.2
Other: 14.9 31.4 25.5 41.2 13.9 25.7 23.4 34.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 10,262: 2,698 1,927 1,208 4,207 5,388 8,113 8,524: 2,149 1,738
Old : 7,208: 2,529 1,756 573 2,715 3,935 5,817 6,263: 1,391 945
Other: 3,054: 398 401 406 1,492 1,454 2,296 2,260: 758 794
: : :
: : Changes in Commitments from: May 30, 2017 :
: -160: 278 -2 -124 -506 -62 -352 -187: 192 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.8 11.8 41.0 52.5 79.1 83.1: 20.9 16.9
Old : 100.0: 35.1 24.4 8.0 37.7 54.6 80.7 86.9: 19.3 13.1
Other: 100.0: 13.0 13.1 13.3 48.9 47.6 75.2 74.0: 24.8 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 23 18 16 22 15 53 41:
Old : 59: 24 12 13 16 12 44 33:
Other: 41: 6 14 11 16 11 31 27:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 32.8 46.7 51.6 34.2 32.7 45.2 50.7
Old : 35.8 35.4 51.2 56.6 34.7 35.3 49.7 55.3
Other: 38.5 38.8 48.8 50.4 38.5 38.7 48.5 48.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 1,377,672: 249,048 286,968 65,054 935,387 874,772 1,249,489 1,226,794: 128,183 150,878
Old : 1,377,672: 249,048 286,968 65,054 935,387 874,772 1,249,489 1,226,794: 128,183 150,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 49,667: 19,470 46,638 -5,338 37,881 39,190 52,013 80,490: -2,346 -30,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.8 4.7 67.9 63.5 90.7 89.0: 9.3 11.0
Old : 100.0: 18.1 20.8 4.7 67.9 63.5 90.7 89.0: 9.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 58 56 41 119 106 192 188:
Old : 276: 58 56 41 119 106 192 188:
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 : 18.2 28.5 28.0 37.0 18.0 25.5 26.7 31.9
Old : 18.2 28.5 28.0 37.0 18.0 25.5 26.7 31.9
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, June 06, 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 : 3,830,585: 860,188 661,896 401,302 2,174,265 2,217,836 3,435,755 3,281,034: 394,830 549,551
Old : 3,830,585: 860,188 661,896 401,302 2,174,265 2,217,836 3,435,755 3,281,034: 394,830 549,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 78,966: -10,258 39,480 50,361 72,741 39,081 112,844 128,923: -33,878 -49,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.3 10.5 56.8 57.9 89.7 85.7: 10.3 14.3
Old : 100.0: 22.5 17.3 10.5 56.8 57.9 89.7 85.7: 10.3 14.3
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 : 408: 86 97 110 170 194 310 347:
Old : 408: 86 97 110 170 194 310 347:
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 : 23.5 15.4 32.0 23.5 20.9 12.6 27.5 17.6
Old : 23.5 15.4 32.0 23.5 20.9 12.6 27.5 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, June 06, 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 : 364,722: 74,870 41,763 2,943 198,781 209,616 276,594 254,322: 88,128 110,400
Old : 364,722: 74,870 41,763 2,943 198,781 209,616 276,594 254,322: 88,128 110,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -10,268: -3,841 2,916 -324 -5,167 -1,658 -9,332 934: -936 -11,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.5 0.8 54.5 57.5 75.8 69.7: 24.2 30.3
Old : 100.0: 20.5 11.5 0.8 54.5 57.5 75.8 69.7: 24.2 30.3
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 : 57: 10 7 7 34 36 49 45:
Old : 57: 10 7 7 34 36 49 45:
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 : 38.6 28.1 50.7 39.5 37.8 27.1 49.8 37.3
Old : 38.6 28.1 50.7 39.5 37.8 27.1 49.8 37.3
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, June 06, 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 : 3,346,895: 524,623 610,007 192,537 2,323,818 2,172,819 3,040,977 2,975,362: 305,918 371,533
Old : 3,346,895: 524,623 610,007 192,537 2,323,818 2,172,819 3,040,977 2,975,362: 305,918 371,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -69,666: 25,001 32,421 -21,353 -35,375 -27,780 -31,728 -16,712: -37,938 -52,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.2 5.8 69.4 64.9 90.9 88.9: 9.1 11.1
Old : 100.0: 15.7 18.2 5.8 69.4 64.9 90.9 88.9: 9.1 11.1
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 : 301: 54 64 65 127 154 218 246:
Old : 301: 54 64 65 127 154 218 246:
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 : 36.2 18.1 46.4 28.9 30.8 17.2 40.8 27.0
Old : 36.2 18.1 46.4 28.9 30.8 17.2 40.8 27.0
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, June 06, 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 : 1,608,438: 321,166 322,134 305,686 934,924 923,774 1,561,777 1,551,593: 46,661 56,845
Old : 1,608,438: 321,166 322,134 305,686 934,924 923,774 1,561,777 1,551,593: 46,661 56,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -112,006: 20,627 19,655 -52,846 -79,510 -68,884 -111,729 -102,076: -277 -9,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 20.0 19.0 58.1 57.4 97.1 96.5: 2.9 3.5
Old : 100.0: 20.0 20.0 19.0 58.1 57.4 97.1 96.5: 2.9 3.5
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 : 147: 30 38 52 61 66 116 138:
Old : 147: 30 38 52 61 66 116 138:
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 : 33.9 19.7 52.5 33.5 25.8 13.0 33.7 20.0
Old : 33.9 19.7 52.5 33.5 25.8 13.0 33.7 20.0
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, June 06, 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 : 63,100: 31,672 6,795 3,448 18,578 43,591 53,698 53,834: 9,402 9,266
Old : 63,100: 31,672 6,795 3,448 18,578 43,591 53,698 53,834: 9,402 9,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 2,452: 1,310 -438 389 83 2,510 1,782 2,461: 670 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.8 5.5 29.4 69.1 85.1 85.3: 14.9 14.7
Old : 100.0: 50.2 10.8 5.5 29.4 69.1 85.1 85.3: 14.9 14.7
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 : 114: 47 13 13 32 30 84 53:
Old : 114: 47 13 13 32 30 84 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 : 23.5 32.4 35.6 51.4 20.5 29.7 32.4 48.7
Old : 23.5 32.4 35.6 51.4 20.5 29.7 32.4 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, June 06, 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 : 126,199: 63,344 13,591 6,895 37,157 87,182 107,396 107,668: 18,803 18,531
Old : 126,199: 63,344 13,591 6,895 37,157 87,182 107,396 107,668: 18,803 18,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 4,904: 2,619 -876 778 167 5,021 3,564 4,922: 1,340 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.8 5.5 29.4 69.1 85.1 85.3: 14.9 14.7
Old : 100.0: 50.2 10.8 5.5 29.4 69.1 85.1 85.3: 14.9 14.7
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 : 114: 47 13 13 32 30 84 53:
Old : 114: 47 13 13 32 30 84 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 : 23.5 32.4 35.6 51.4 20.5 29.7 32.4 48.7
Old : 23.5 32.4 35.6 51.4 20.5 29.7 32.4 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, June 06, 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 : 47,054: 45,296 46,544 404 1,294 0 46,994 46,948: 60 106
Old : 47,054: 45,296 46,544 404 1,294 0 46,994 46,948: 60 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 6,203: 6,010 6,603 147 45 -544 6,202 6,206: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 98.9 0.9 2.8 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 96.3 98.9 0.9 2.8 0.0 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 : 39: 26 12 3 1 0 28 14:
Old : 39: 26 12 3 1 0 28 14:
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 : 69.4 90.5 87.1 98.1 69.1 90.5 86.8 97.6
Old : 69.4 90.5 87.1 98.1 69.1 90.5 86.8 97.6
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, June 06, 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 : 30,084: 4,330 5,422 589 25,105 23,977 30,024 29,988: 60 96
Old : 30,084: 4,330 5,422 589 25,105 23,977 30,024 29,988: 60 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 450: -79 -68 479 17 49 417 460: 33 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.0 2.0 83.4 79.7 99.8 99.7: 0.2 0.3
Old : 100.0: 14.4 18.0 2.0 83.4 79.7 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 : 51: 12 15 4 9 19 22 37:
Old : 51: 12 15 4 9 19 22 37:
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 : 81.8 51.6 93.6 66.9 81.8 51.6 93.3 66.9
Old : 81.8 51.6 93.6 66.9 81.8 51.6 93.3 66.9
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, June 06, 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 : 26,230: 9,109 5,583 27 17,062 20,553 26,198 26,163: 32 67
Old : 26,230: 9,109 5,583 27 17,062 20,553 26,198 26,163: 32 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,616: -157 -201 -103 1,892 1,963 1,632 1,659: -16 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 21.3 0.1 65.0 78.4 99.9 99.7: 0.1 0.3
Old : 100.0: 34.7 21.3 0.1 65.0 78.4 99.9 99.7: 0.1 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 : 32: 8 9 3 6 11 15 22:
Old : 32: 8 9 3 6 11 15 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 : 90.4 67.2 98.1 86.7 90.4 67.2 97.6 86.6
Old : 90.4 67.2 98.1 86.7 90.4 67.2 97.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017