WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 556,853: 133,507 207,553 185,796 191,475 120,610 510,778 513,959: 46,075 42,894
Old : 539,834: 129,641 206,019 180,757 184,682 113,444 495,080 500,220: 44,754 39,614
Other: 17,019: 8,189 5,857 716 6,793 7,166 15,699 13,739: 1,320 3,280
: : :
: : Changes in Commitments from: June 6, 2017 :
: -19,303: -1,233 -19,003 844 -15,821 -3,506 -16,210 -21,664: -3,093 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 37.3 33.4 34.4 21.7 91.7 92.3: 8.3 7.7
Old : 100.0: 24.0 38.2 33.5 34.2 21.0 91.7 92.7: 8.3 7.3
Other: 100.0: 48.1 34.4 4.2 39.9 42.1 92.2 80.7: 7.8 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 137 160 173 115 112 359 353:
Old : 445: 146 155 171 114 110 356 350:
Other: 100: 13 27 12 23 46 43 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 9.2 17.9 15.6 9.1 7.2 14.8 13.3
Old : 10.3 9.4 17.9 16.0 9.0 7.4 14.8 13.7
Other: 67.0 28.7 77.0 44.0 67.0 28.7 76.7 43.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 305,985: 103,415 70,182 63,459 112,668 145,689 279,542 279,331: 26,443 26,655
Old : 296,524: 103,380 70,356 60,267 106,788 141,716 270,435 272,339: 26,089 24,185
Other: 9,462: 2,904 2,695 323 5,880 3,973 9,107 6,992: 354 2,470
: : :
: : Changes in Commitments from: June 6, 2017 :
: 522: 4,379 -15,061 1,403 -4,124 12,680 1,658 -978: -1,136 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 22.9 20.7 36.8 47.6 91.4 91.3: 8.6 8.7
Old : 100.0: 34.9 23.7 20.3 36.0 47.8 91.2 91.8: 8.8 8.2
Other: 100.0: 30.7 28.5 3.4 62.1 42.0 96.3 73.9: 3.7 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 80 55 71 92 95 204 197:
Old : 263: 80 56 70 92 95 203 196:
Other: 67: 11 12 9 19 32 34 50:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 21.6 28.1 31.8 12.8 15.1 21.9 23.6
Old : 16.8 22.3 28.8 32.6 14.0 16.8 23.2 25.5
Other: 61.2 36.6 78.7 53.4 61.2 36.5 78.4 52.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,923,781: 367,670 337,989 553,182 740,681 806,692 1,661,534 1,697,864: 262,247 225,917
Old : 1,158,848: 303,430 320,431 311,394 387,875 431,480 1,002,699 1,063,306: 156,149 95,543
Other: 764,933: 164,358 117,675 141,672 352,806 375,212 658,835 634,559: 106,098 130,374
: : :
: : Changes in Commitments from: June 6, 2017 :
: 60,563: 6,044 -106,708 71,101 -26,123 79,719 51,022 44,112: 9,541 16,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.6 28.8 38.5 41.9 86.4 88.3: 13.6 11.7
Old : 100.0: 26.2 27.7 26.9 33.5 37.2 86.5 91.8: 13.5 8.2
Other: 100.0: 21.5 15.4 18.5 46.1 49.1 86.1 83.0: 13.9 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 818: 239 169 261 338 330 714 649:
Old : 751: 228 153 187 309 274 620 536:
Other: 651: 157 147 143 214 297 447 513:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 8.5 15.2 14.5 6.7 6.1 11.2 10.1
Old : 8.0 10.9 14.4 18.9 7.3 9.8 12.9 15.7
Other: 15.5 9.7 23.3 16.2 12.0 6.2 17.4 10.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 8,090: 1,966 143 918 2,139 6,044 5,023 7,106: 3,067 984
Old : 8,090: 1,966 143 918 2,139 6,044 5,023 7,106: 3,067 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 314: 6 -175 -29 12 449 -11 245: 325 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.8 11.4 26.4 74.7 62.1 87.8: 37.9 12.2
Old : 100.0: 24.3 1.8 11.4 26.4 74.7 62.1 87.8: 37.9 12.2
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: 17 6 7 9 11 30 20:
Old : 38: 17 6 7 9 11 30 20:
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 : 28.0 51.5 37.4 69.0 18.2 43.4 26.2 56.9
Old : 28.0 51.5 37.4 69.0 18.2 43.4 26.2 56.9
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 13, 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 : 903,351: 131,891 204,233 257,871 451,632 329,627 841,394 791,730: 61,957 111,621
Old : 403,492: 75,606 114,579 97,603 199,651 155,293 372,859 367,474: 30,633 36,017
Other: 499,859: 107,241 140,609 109,312 251,982 174,334 468,535 424,256: 31,324 75,603
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,582: 1,806 -15,641 7,931 -8,901 9,750 836 2,039: -2,418 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 22.6 28.5 50.0 36.5 93.1 87.6: 6.9 12.4
Old : 100.0: 18.7 28.4 24.2 49.5 38.5 92.4 91.1: 7.6 8.9
Other: 100.0: 21.5 28.1 21.9 50.4 34.9 93.7 84.9: 6.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 639: 174 193 249 190 217 502 545:
Old : 535: 182 126 142 161 162 397 377:
Other: 564: 132 196 167 140 202 372 469:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 11.0 22.0 16.7 12.9 7.4 18.4 11.6
Old : 15.9 17.1 25.1 25.6 15.5 14.0 21.4 21.1
Other: 14.6 8.6 23.9 16.3 13.5 7.5 21.8 13.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 14,611: 2,988 2,845 3,091 8,077 8,240 14,157 14,177: 454 434
Old : 14,266: 2,992 2,845 2,914 7,935 8,082 13,842 13,841: 425 425
Other: 345: 23 27 151 142 158 315 336: 30 9
: : :
: : Changes in Commitments from: June 6, 2017 :
: -18: -52 32 18 4 -38 -30 12: 12 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.5 21.2 55.3 56.4 96.9 97.0: 3.1 3.0
Old : 100.0: 21.0 19.9 20.4 55.6 56.7 97.0 97.0: 3.0 3.0
Other: 100.0: 6.5 7.8 43.7 41.1 45.9 91.4 97.3: 8.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 9 12 10 11 23 24:
Old : 29: 5 9 12 10 11 23 24:
Other: 3: 1 1 2 1 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 44.1 83.6 65.7 59.0 37.8 64.5 53.2
Old : 67.7 45.2 84.4 66.3 60.4 38.7 66.2 54.5
Other: 91.4 97.3 91.4 97.3 6.5 12.5 6.5 12.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 463,085: 108,687 114,609 113,932 206,956 200,720 429,574 429,261: 33,511 33,824
Old : 243,409: 71,987 80,606 50,256 103,569 91,145 225,811 222,007: 17,598 21,402
Other: 219,676: 66,278 63,581 34,098 103,387 109,575 203,763 207,254: 15,913 12,421
: : :
: : Changes in Commitments from: June 6, 2017 :
: -38,250: -2,759 -16,196 -15,534 -19,601 -3,397 -37,895 -35,127: -355 -3,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 24.7 24.6 44.7 43.3 92.8 92.7: 7.2 7.3
Old : 100.0: 29.6 33.1 20.6 42.5 37.4 92.8 91.2: 7.2 8.8
Other: 100.0: 30.2 28.9 15.5 47.1 49.9 92.8 94.3: 7.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 101 94 139 95 84 274 274:
Old : 298: 92 87 90 80 71 220 212:
Other: 247: 67 78 74 65 64 182 177:
:----------------------------------------------------------------------------------------------------
: 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 19.9 15.6 26.5 9.0 15.7 14.6 22.1
Old : 11.4 15.5 21.1 26.2 11.4 12.4 20.7 22.6
Other: 15.6 27.1 25.0 38.0 15.4 23.6 24.5 33.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 874,197: 147,014 100,330 126,548 416,784 474,829 690,346 701,707: 183,851 172,490
Old : 874,197: 147,014 100,330 126,548 416,784 474,829 690,346 701,707: 183,851 172,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 21,488: 15,870 -19,565 -5,596 2,908 50,990 13,182 25,829: 8,306 -4,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.5 14.5 47.7 54.3 79.0 80.3: 21.0 19.7
Old : 100.0: 16.8 11.5 14.5 47.7 54.3 79.0 80.3: 21.0 19.7
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 : 168: 42 28 46 75 80 134 137:
Old : 168: 42 28 46 75 80 134 137:
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 : 19.4 18.3 27.3 29.3 13.4 15.5 20.3 22.0
Old : 19.4 18.3 27.3 29.3 13.4 15.5 20.3 22.0
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 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 763,353: 33,308 131,263 17,313 594,468 529,116 645,089 677,692: 118,265 85,662
Old : 763,353: 33,308 131,263 17,313 594,468 529,116 645,089 677,692: 118,265 85,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -15,432: -6,037 -7,130 -696 -6,044 -3,530 -12,777 -11,357: -2,655 -4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 17.2 2.3 77.9 69.3 84.5 88.8: 15.5 11.2
Old : 100.0: 4.4 17.2 2.3 77.9 69.3 84.5 88.8: 15.5 11.2
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 : 113: 13 14 11 64 65 84 83:
Old : 113: 13 14 11 64 65 84 83:
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 33.0 33.2 48.4 14.6 32.2 24.8 45.0
Old : 19.2 33.0 33.2 48.4 14.6 32.2 24.8 45.0
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 13, 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 : 2,555: 1,044 363 553 648 1,479 2,245 2,395: 310 160
Old : 2,555: 1,044 363 553 648 1,479 2,245 2,395: 310 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -399: -87 221 -62 -306 -592 -455 -433: 56 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 14.2 21.6 25.4 57.9 87.9 93.7: 12.1 6.3
Old : 100.0: 40.9 14.2 21.6 25.4 57.9 87.9 93.7: 12.1 6.3
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: 11 4 5 5 9 18 16:
Old : 25: 11 4 5 5 9 18 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 : 48.8 59.1 69.3 80.1 29.9 39.1 40.4 49.3
Old : 48.8 59.1 69.3 80.1 29.9 39.1 40.4 49.3
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 13, 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 : 454,939: 84,557 103,544 104,878 217,732 204,428 407,166 412,849: 47,773 42,090
Old : 233,177: 59,869 68,655 42,434 100,798 94,773 203,101 205,862: 30,076 27,315
Other: 221,762: 48,396 58,597 38,736 116,934 109,655 204,065 206,987: 17,696 14,774
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,626: 1,952 -3,463 1,920 -5,321 75 -1,449 -1,468: -177 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.8 23.1 47.9 44.9 89.5 90.7: 10.5 9.3
Old : 100.0: 25.7 29.4 18.2 43.2 40.6 87.1 88.3: 12.9 11.7
Other: 100.0: 21.8 26.4 17.5 52.7 49.4 92.0 93.3: 8.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 80 75 101 116 103 257 241:
Old : 280: 85 63 67 106 91 220 197:
Other: 226: 51 66 59 84 65 178 152:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 18.4 19.3 24.6 9.4 12.4 14.5 17.5
Old : 14.2 15.8 22.9 25.0 14.1 15.2 21.9 23.8
Other: 14.8 25.9 23.5 35.7 13.9 20.9 21.8 29.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 10,831: 2,922 1,941 1,319 4,329 5,922 8,570 9,182: 2,261 1,650
Old : 5,958: 1,651 1,613 609 2,350 2,926 4,610 5,147: 1,347 811
Other: 4,874: 1,548 606 433 1,979 2,996 3,960 4,035: 914 839
: : :
: : Changes in Commitments from: June 6, 2017 :
: 570: 224 14 111 122 533 457 658: 112 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.9 12.2 40.0 54.7 79.1 84.8: 20.9 15.2
Old : 100.0: 27.7 27.1 10.2 39.4 49.1 77.4 86.4: 22.6 13.6
Other: 100.0: 31.8 12.4 8.9 40.6 61.5 81.3 82.8: 18.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 26 16 16 23 15 56 41:
Old : 60: 25 12 12 17 11 46 31:
Other: 50: 13 14 11 16 13 35 32:
:----------------------------------------------------------------------------------------------------
: 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 : 33.8 33.2 45.3 52.9 33.8 33.2 43.5 51.7
Old : 27.9 34.6 42.8 55.5 26.8 32.9 40.3 53.4
Other: 47.9 48.6 59.0 60.9 47.9 48.5 58.9 60.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,398,118: 263,047 343,733 56,553 954,120 849,492 1,273,721 1,249,778: 124,398 148,340
Old : 1,398,118: 263,047 343,733 56,553 954,120 849,492 1,273,721 1,249,778: 124,398 148,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 20,447: 13,999 56,764 -8,500 18,733 -25,280 24,232 22,984: -3,785 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.6 4.0 68.2 60.8 91.1 89.4: 8.9 10.6
Old : 100.0: 18.8 24.6 4.0 68.2 60.8 91.1 89.4: 8.9 10.6
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 : 281: 64 56 41 109 112 187 195:
Old : 281: 64 56 41 109 112 187 195:
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 : 18.7 25.6 30.2 35.2 18.7 23.5 28.3 31.2
Old : 18.7 25.6 30.2 35.2 18.7 23.5 28.3 31.2
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 13, 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 : 3,754,501: 828,236 542,905 388,525 2,141,188 2,266,143 3,357,948 3,197,573: 396,552 556,928
Old : 3,754,501: 828,236 542,905 388,525 2,141,188 2,266,143 3,357,948 3,197,573: 396,552 556,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -76,085: -31,952 -118,991 -12,778 -33,077 48,307 -77,807 -83,461: 1,722 7,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.5 10.3 57.0 60.4 89.4 85.2: 10.6 14.8
Old : 100.0: 22.1 14.5 10.3 57.0 60.4 89.4 85.2: 10.6 14.8
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 : 409: 79 100 105 175 196 312 343:
Old : 409: 79 100 105 175 196 312 343:
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 : 23.6 15.6 32.1 23.4 21.2 11.8 27.9 16.4
Old : 23.6 15.6 32.1 23.4 21.2 11.8 27.9 16.4
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 13, 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 : 366,075: 65,644 38,443 4,112 207,700 215,468 277,456 258,023: 88,619 108,052
Old : 366,075: 65,644 38,443 4,112 207,700 215,468 277,456 258,023: 88,619 108,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,353: -9,226 -3,320 1,169 8,919 5,852 862 3,701: 491 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.5 1.1 56.7 58.9 75.8 70.5: 24.2 29.5
Old : 100.0: 17.9 10.5 1.1 56.7 58.9 75.8 70.5: 24.2 29.5
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 : 60: 8 6 7 37 38 50 46:
Old : 60: 8 6 7 37 38 50 46:
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 26.1 50.4 38.3 38.2 25.1 50.0 36.1
Old : 38.6 26.1 50.4 38.3 38.2 25.1 50.0 36.1
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 13, 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 : 3,314,774: 549,592 593,583 182,972 2,280,898 2,174,587 3,013,462 2,951,142: 301,312 363,632
Old : 3,314,774: 549,592 593,583 182,972 2,280,898 2,174,587 3,013,462 2,951,142: 301,312 363,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -32,121: 24,969 -16,424 -9,565 -42,920 1,769 -27,515 -24,220: -4,606 -7,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.9 5.5 68.8 65.6 90.9 89.0: 9.1 11.0
Old : 100.0: 16.6 17.9 5.5 68.8 65.6 90.9 89.0: 9.1 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 : 294: 51 62 65 123 152 211 242:
Old : 294: 51 62 65 123 152 211 242:
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 : 35.9 19.2 46.3 30.7 30.1 18.7 40.2 29.0
Old : 35.9 19.2 46.3 30.7 30.1 18.7 40.2 29.0
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 13, 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 : 1,680,065: 326,953 294,841 334,728 967,234 990,196 1,628,915 1,619,765: 51,150 60,300
Old : 1,680,065: 326,953 294,841 334,728 967,234 990,196 1,628,915 1,619,765: 51,150 60,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 71,627: 5,787 -27,293 29,042 32,309 66,423 67,138 68,172: 4,489 3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.5 19.9 57.6 58.9 97.0 96.4: 3.0 3.6
Old : 100.0: 19.5 17.5 19.9 57.6 58.9 97.0 96.4: 3.0 3.6
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 : 143: 25 38 48 62 67 115 132:
Old : 143: 25 38 48 62 67 115 132:
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 : 34.8 19.7 52.6 33.7 25.5 11.5 31.9 18.2
Old : 34.8 19.7 52.6 33.7 25.5 11.5 31.9 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 72,640: 33,735 6,896 4,589 23,391 49,405 61,714 60,890: 10,926 11,750
Old : 72,640: 33,735 6,896 4,589 23,391 49,405 61,714 60,890: 10,926 11,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 9,541: 2,063 101 1,141 4,812 5,814 8,016 7,056: 1,525 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 9.5 6.3 32.2 68.0 85.0 83.8: 15.0 16.2
Old : 100.0: 46.4 9.5 6.3 32.2 68.0 85.0 83.8: 15.0 16.2
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 : 121: 49 16 16 38 35 95 62:
Old : 121: 49 16 16 38 35 95 62:
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 : 22.0 29.3 32.5 49.8 19.4 26.4 29.9 43.1
Old : 22.0 29.3 32.5 49.8 19.4 26.4 29.9 43.1
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 13, 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 : 145,280: 67,470 13,792 9,177 46,781 98,811 123,428 121,780: 21,852 23,500
Old : 145,280: 67,470 13,792 9,177 46,781 98,811 123,428 121,780: 21,852 23,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 19,081: 4,126 201 2,282 9,624 11,629 16,032 14,112: 3,049 4,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 9.5 6.3 32.2 68.0 85.0 83.8: 15.0 16.2
Old : 100.0: 46.4 9.5 6.3 32.2 68.0 85.0 83.8: 15.0 16.2
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 : 121: 49 16 16 38 35 95 62:
Old : 121: 49 16 16 38 35 95 62:
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 : 22.0 29.3 32.5 49.8 19.4 26.4 29.9 43.1
Old : 22.0 29.3 32.5 49.8 19.4 26.4 29.9 43.1
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 13, 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 : 46,393: 44,267 45,537 746 1,294 0 46,307 46,283: 86 110
Old : 46,393: 44,267 45,537 746 1,294 0 46,307 46,283: 86 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -661: -1,029 -1,007 342 0 0 -687 -665: 26 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 98.2 1.6 2.8 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 95.4 98.2 1.6 2.8 0.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 24 14 3 1 0 27 16:
Old : 40: 24 14 3 1 0 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 89.5 87.6 97.3 69.7 89.5 87.6 96.3
Old : 69.7 89.5 87.6 97.3 69.7 89.5 87.6 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 29,127: 5,111 6,058 92 23,878 22,879 29,081 29,029: 46 98
Old : 29,127: 5,111 6,058 92 23,878 22,879 29,081 29,029: 46 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -957: 781 636 -497 -1,227 -1,098 -943 -959: -14 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.8 0.3 82.0 78.5 99.8 99.7: 0.2 0.3
Old : 100.0: 17.5 20.8 0.3 82.0 78.5 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 : 48: 12 13 1 9 17 21 31:
Old : 48: 12 13 1 9 17 21 31:
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 : 80.1 53.6 93.6 71.7 80.1 53.6 93.2 71.7
Old : 80.1 53.6 93.6 71.7 80.1 53.6 93.2 71.7
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 13, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,027: 8,116 4,466 1,458 17,427 21,037 27,001 26,961: 26 66
Old : 27,027: 8,116 4,466 1,458 17,427 21,037 27,001 26,961: 26 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 797: -993 -1,117 1,431 365 484 803 798: -6 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.5 5.4 64.5 77.8 99.9 99.8: 0.1 0.2
Old : 100.0: 30.0 16.5 5.4 64.5 77.8 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 : 34: 10 9 1 5 11 15 21:
Old : 34: 10 9 1 5 11 15 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 : 86.4 65.2 97.8 87.6 81.0 65.2 92.2 85.4
Old : 86.4 65.2 97.8 87.6 81.0 65.2 92.2 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017