WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 588,265: 145,745 170,130 213,970 183,963 158,036 543,678 542,135: 44,587 46,130
Old : 568,532: 139,906 169,133 209,244 176,297 148,341 525,447 526,718: 43,085 41,814
Other: 19,733: 8,372 3,529 2,193 7,666 9,695 18,231 15,417: 1,502 4,316
: : :
: : Changes in Commitments from: June 13, 2017 :
: 31,412: 12,238 -37,423 28,173 -7,512 37,426 32,900 28,176: -1,488 3,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 28.9 36.4 31.3 26.9 92.4 92.2: 7.6 7.8
Old : 100.0: 24.6 29.7 36.8 31.0 26.1 92.4 92.6: 7.6 7.4
Other: 100.0: 42.4 17.9 11.1 38.9 49.1 92.4 78.1: 7.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 136 161 181 112 119 365 361:
Old : 451: 142 159 180 111 118 362 360:
Other: 107: 17 21 16 27 53 52 85:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.2 17.9 15.8 8.1 6.5 13.5 11.5
Old : 10.2 9.5 17.9 16.3 8.1 6.7 13.6 11.9
Other: 57.7 25.7 70.8 38.5 57.1 23.5 66.8 33.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 303,045: 101,967 45,010 66,794 108,609 161,592 277,370 273,397: 25,675 29,649
Old : 292,171: 101,409 45,058 63,968 101,673 156,734 267,049 265,761: 25,121 26,410
Other: 10,875: 3,057 2,450 327 6,937 4,858 10,321 7,636: 554 3,239
: : :
: : Changes in Commitments from: June 13, 2017 :
: -2,940: -1,448 -25,172 3,335 -4,059 15,903 -2,172 -5,934: -768 2,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 14.9 22.0 35.8 53.3 91.5 90.2: 8.5 9.8
Old : 100.0: 34.7 15.4 21.9 34.8 53.6 91.4 91.0: 8.6 9.0
Other: 100.0: 28.1 22.5 3.0 63.8 44.7 94.9 70.2: 5.1 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 83 49 73 91 93 206 190:
Old : 254: 82 50 72 91 92 205 188:
Other: 69: 10 9 6 21 38 34 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 23.1 26.2 33.4 12.0 17.0 20.1 24.4
Old : 16.0 23.9 26.9 34.5 12.5 19.0 20.7 26.7
Other: 61.0 30.9 77.3 46.8 61.0 30.8 76.9 45.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,866,228: 356,753 358,759 515,118 745,358 769,027 1,617,229 1,642,904: 248,999 223,324
Old : 1,061,572: 290,207 300,574 270,243 360,028 405,067 920,477 975,884: 141,094 85,688
Other: 804,656: 168,146 159,785 143,276 385,330 363,960 696,752 667,020: 107,904 137,636
: : :
: : Changes in Commitments from: June 13, 2017 :
: -57,553: -10,917 20,769 -38,064 4,676 -37,666 -44,305 -54,961: -13,248 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.2 27.6 39.9 41.2 86.7 88.0: 13.3 12.0
Old : 100.0: 27.3 28.3 25.5 33.9 38.2 86.7 91.9: 13.3 8.1
Other: 100.0: 20.9 19.9 17.8 47.9 45.2 86.6 82.9: 13.4 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 231 158 251 349 329 700 640:
Old : 730: 219 137 177 318 270 603 520:
Other: 658: 157 145 136 226 296 453 509:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 8.8 15.6 14.9 7.0 6.3 11.6 10.4
Old : 8.6 11.9 15.1 19.9 8.0 10.8 13.4 17.5
Other: 15.8 9.1 23.3 15.1 12.2 5.7 17.7 10.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 8,059: 2,640 26 949 1,573 6,003 5,162 6,977: 2,897 1,082
Old : 8,059: 2,640 26 949 1,573 6,003 5,162 6,977: 2,897 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -30: 674 -118 30 -566 -41 139 -128: -169 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 0.3 11.8 19.5 74.5 64.0 86.6: 36.0 13.4
Old : 100.0: 32.8 0.3 11.8 19.5 74.5 64.0 86.6: 36.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 23 3 7 9 12 34 20:
Old : 42: 23 3 7 9 12 34 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 : 20.1 49.0 30.3 67.6 12.1 42.2 20.7 57.4
Old : 20.1 49.0 30.3 67.6 12.1 42.2 20.7 57.4
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 20, 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 : 916,537: 126,189 208,373 263,507 466,082 334,424 855,779 806,305: 60,759 110,233
Old : 370,826: 59,764 95,317 96,796 187,491 147,016 344,051 339,129: 26,774 31,697
Other: 545,712: 111,417 158,048 121,719 278,591 187,409 511,727 467,176: 33,985 78,536
: : :
: : Changes in Commitments from: June 13, 2017 :
: 13,187: -5,702 4,140 5,637 14,450 4,798 14,385 14,575: -1,198 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.7 28.8 50.9 36.5 93.4 88.0: 6.6 12.0
Old : 100.0: 16.1 25.7 26.1 50.6 39.6 92.8 91.5: 7.2 8.5
Other: 100.0: 20.4 29.0 22.3 51.1 34.3 93.8 85.6: 6.2 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 163 205 240 198 225 503 548:
Old : 519: 155 134 126 163 162 383 358:
Other: 581: 128 207 171 147 209 379 489:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 10.7 22.5 16.5 12.8 6.5 18.0 10.9
Old : 17.6 16.8 25.2 25.1 14.4 12.3 19.6 19.6
Other: 14.8 9.4 24.4 16.5 13.8 7.4 22.4 12.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 15,389: 3,088 2,978 3,345 8,557 8,578 14,990 14,901: 399 488
Old : 15,044: 3,114 2,978 3,157 8,407 8,428 14,678 14,563: 366 481
Other: 344: 6 31 157 150 150 312 338: 32 7
: : :
: : Changes in Commitments from: June 13, 2017 :
: 778: 100 133 254 480 338 834 724: -56 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.4 21.7 55.6 55.7 97.4 96.8: 2.6 3.2
Old : 100.0: 20.7 19.8 21.0 55.9 56.0 97.6 96.8: 2.4 3.2
Other: 100.0: 1.6 9.0 45.5 43.6 43.6 90.7 98.0: 9.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 8 11 8 9 20 21:
Old : 26: 5 8 11 8 9 20 21:
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 : 66.2 41.7 84.2 63.5 58.1 33.5 62.7 49.9
Old : 66.6 41.9 85.1 64.0 59.6 34.3 64.3 51.1
Other: 90.7 98.0 90.7 98.0 1.6 9.0 1.6 9.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 450,697: 107,330 94,206 116,726 191,160 207,115 415,216 418,046: 35,481 32,650
Old : 215,397: 58,386 53,580 57,674 82,279 87,057 198,340 198,311: 17,058 17,086
Other: 235,300: 77,665 69,347 30,330 108,881 120,058 216,876 219,735: 18,423 15,565
: : :
: : Changes in Commitments from: June 13, 2017 :
: -12,388: -1,356 -20,404 2,794 -15,795 6,395 -14,358 -11,215: 1,970 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.9 25.9 42.4 46.0 92.1 92.8: 7.9 7.2
Old : 100.0: 27.1 24.9 26.8 38.2 40.4 92.1 92.1: 7.9 7.9
Other: 100.0: 33.0 29.5 12.9 46.3 51.0 92.2 93.4: 7.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 102 84 138 94 90 272 268:
Old : 274: 81 72 93 77 79 211 206:
Other: 252: 68 81 72 63 70 176 186:
:----------------------------------------------------------------------------------------------------
: 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 21.5 15.5 28.2 9.4 18.4 15.0 24.6
Old : 12.3 15.9 21.7 26.1 12.3 13.6 21.6 23.3
Other: 17.1 28.7 26.5 38.5 16.9 25.7 26.2 35.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 942,223: 140,027 100,041 160,884 442,561 505,825 743,472 766,750: 198,750 175,473
Old : 942,223: 140,027 100,041 160,884 442,561 505,825 743,472 766,750: 198,750 175,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 68,026: -6,987 -289 34,336 25,777 30,997 53,127 65,043: 14,900 2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.6 17.1 47.0 53.7 78.9 81.4: 21.1 18.6
Old : 100.0: 14.9 10.6 17.1 47.0 53.7 78.9 81.4: 21.1 18.6
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 : 175: 36 38 50 75 83 135 147:
Old : 175: 36 38 50 75 83 135 147:
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 : 18.5 18.8 26.6 29.2 11.4 13.1 17.7 18.6
Old : 18.5 18.8 26.6 29.2 11.4 13.1 17.7 18.6
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 20, 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 : 766,469: 38,145 141,686 12,334 591,716 524,923 642,195 678,942: 124,275 87,527
Old : 766,469: 38,145 141,686 12,334 591,716 524,923 642,195 678,942: 124,275 87,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3,116: 4,837 10,423 -4,979 -2,752 -4,193 -2,894 1,251: 6,010 1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 18.5 1.6 77.2 68.5 83.8 88.6: 16.2 11.4
Old : 100.0: 5.0 18.5 1.6 77.2 68.5 83.8 88.6: 16.2 11.4
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 : 113: 12 13 10 64 66 81 84:
Old : 113: 12 13 10 64 66 81 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 32.6 33.8 46.4 15.9 32.5 25.8 44.0
Old : 20.1 32.6 33.8 46.4 15.9 32.5 25.8 44.0
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 20, 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 : 2,471: 786 191 605 779 1,466 2,170 2,262: 301 209
Old : 2,471: 786 191 605 779 1,466 2,170 2,262: 301 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -84: -258 -172 52 131 -13 -75 -133: -9 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 7.7 24.5 31.5 59.3 87.8 91.5: 12.2 8.5
Old : 100.0: 31.8 7.7 24.5 31.5 59.3 87.8 91.5: 12.2 8.5
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 : 23: 10 4 4 5 8 17 14:
Old : 23: 10 4 4 5 8 17 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 : 48.5 63.2 73.7 84.7 30.8 40.5 39.4 48.4
Old : 48.5 63.2 73.7 84.7 30.8 40.5 39.4 48.4
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, June 20, 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 : 445,273: 83,001 103,702 97,441 216,188 204,221 396,630 405,364: 48,643 39,909
Old : 202,299: 46,607 50,644 37,483 90,027 91,670 174,118 179,798: 28,181 22,501
Other: 242,975: 54,168 70,831 42,184 126,161 112,551 222,513 225,566: 20,462 17,409
: : :
: : Changes in Commitments from: June 13, 2017 :
: -9,666: -1,556 158 -7,436 -1,543 -207 -10,536 -7,485: 870 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 23.3 21.9 48.6 45.9 89.1 91.0: 10.9 9.0
Old : 100.0: 23.0 25.0 18.5 44.5 45.3 86.1 88.9: 13.9 11.1
Other: 100.0: 22.3 29.2 17.4 51.9 46.3 91.6 92.8: 8.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 76 78 100 114 97 250 233:
Old : 257: 70 62 66 101 80 206 177:
Other: 232: 54 66 59 85 68 176 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 19.4 20.1 25.5 9.4 12.6 14.5 17.8
Old : 15.9 18.1 24.7 28.0 14.3 16.3 21.9 24.7
Other: 16.0 24.4 24.3 33.0 14.1 20.4 21.3 28.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,211: 3,319 2,019 1,346 4,358 6,281 9,023 9,647: 2,189 1,565
Old : 4,252: 755 1,233 642 2,066 1,883 3,463 3,758: 790 495
Other: 6,959: 2,778 1,001 490 2,292 4,398 5,560 5,889: 1,399 1,070
: : :
: : Changes in Commitments from: June 13, 2017 :
: 380: 396 78 28 28 359 452 465: -72 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 18.0 12.0 38.9 56.0 80.5 86.0: 19.5 14.0
Old : 100.0: 17.7 29.0 15.1 48.6 44.3 81.4 88.4: 18.6 11.6
Other: 100.0: 39.9 14.4 7.0 32.9 63.2 79.9 84.6: 20.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 26 18 16 26 15 59 42:
Old : 52: 16 14 15 16 10 38 33:
Other: 63: 22 16 11 19 14 46 36:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 35.5 42.0 54.3 30.7 35.3 40.1 52.8
Old : 28.9 39.6 43.6 58.7 26.0 38.8 36.9 55.2
Other: 40.5 47.5 51.0 61.1 40.5 47.2 51.0 60.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,350,311: 210,565 324,533 49,549 978,233 820,478 1,238,347 1,194,561: 111,964 155,750
Old : 1,350,311: 210,565 324,533 49,549 978,233 820,478 1,238,347 1,194,561: 111,964 155,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -47,807: -52,482 -19,199 -7,004 24,113 -29,014 -35,373 -55,217: -12,434 7,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 24.0 3.7 72.4 60.8 91.7 88.5: 8.3 11.5
Old : 100.0: 15.6 24.0 3.7 72.4 60.8 91.7 88.5: 8.3 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 : 280: 55 61 37 110 117 179 201:
Old : 280: 55 61 37 110 117 179 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.9 31.8 32.8 19.7 21.8 29.6 28.8
Old : 20.4 23.9 31.8 32.8 19.7 21.8 29.6 28.8
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 20, 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 : 3,846,161: 893,531 520,540 433,031 2,128,780 2,355,328 3,455,342 3,308,898: 390,819 537,262
Old : 3,846,161: 893,531 520,540 433,031 2,128,780 2,355,328 3,455,342 3,308,898: 390,819 537,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 91,660: 65,296 -22,366 44,506 -12,408 89,185 97,394 111,325: -5,734 -19,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.5 11.3 55.3 61.2 89.8 86.0: 10.2 14.0
Old : 100.0: 23.2 13.5 11.3 55.3 61.2 89.8 86.0: 10.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 87 95 109 184 203 325 353:
Old : 418: 87 95 109 184 203 325 353:
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 : 23.0 15.1 31.7 23.1 20.6 12.5 27.5 16.7
Old : 23.0 15.1 31.7 23.1 20.6 12.5 27.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 378,892: 63,685 45,227 4,536 223,068 224,733 291,289 274,496: 87,603 104,396
Old : 378,892: 63,685 45,227 4,536 223,068 224,733 291,289 274,496: 87,603 104,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 12,817: -1,959 6,784 424 15,368 9,265 13,833 16,473: -1,016 -3,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.9 1.2 58.9 59.3 76.9 72.4: 23.1 27.6
Old : 100.0: 16.8 11.9 1.2 58.9 59.3 76.9 72.4: 23.1 27.6
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 : 59: 8 6 5 36 36 48 43:
Old : 59: 8 6 5 36 36 48 43:
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 : 38.4 32.1 50.9 42.8 38.1 31.2 50.5 41.0
Old : 38.4 32.1 50.9 42.8 38.1 31.2 50.5 41.0
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 20, 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 : 3,252,294: 477,518 609,653 180,374 2,305,205 2,085,314 2,963,098 2,875,342: 289,197 376,953
Old : 3,252,294: 477,518 609,653 180,374 2,305,205 2,085,314 2,963,098 2,875,342: 289,197 376,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -62,480: -72,074 16,071 -2,598 24,307 -89,273 -50,365 -75,800: -12,115 13,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.7 5.5 70.9 64.1 91.1 88.4: 8.9 11.6
Old : 100.0: 14.7 18.7 5.5 70.9 64.1 91.1 88.4: 8.9 11.6
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 : 302: 49 68 65 125 151 212 246:
Old : 302: 49 68 65 125 151 212 246:
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 : 36.7 18.1 47.7 29.1 33.3 17.6 41.6 26.9
Old : 36.7 18.1 47.7 29.1 33.3 17.6 41.6 26.9
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 20, 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 : 1,737,763: 279,223 335,412 338,327 1,075,371 1,000,817 1,692,921 1,674,555: 44,842 63,207
Old : 1,737,763: 279,223 335,412 338,327 1,075,371 1,000,817 1,692,921 1,674,555: 44,842 63,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 57,697: -47,730 40,571 3,599 108,137 10,621 64,006 54,790: -6,308 2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.3 19.5 61.9 57.6 97.4 96.4: 2.6 3.6
Old : 100.0: 16.1 19.3 19.5 61.9 57.6 97.4 96.4: 2.6 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 : 144: 19 42 48 63 72 114 136:
Old : 144: 19 42 48 63 72 114 136:
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 : 34.1 18.5 50.7 33.3 26.1 12.4 33.6 18.2
Old : 34.1 18.5 50.7 33.3 26.1 12.4 33.6 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 20, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,624: 34,537 3,784 4,057 14,533 43,851 53,128 51,692: 8,497 9,932
Old : 61,624: 34,537 3,784 4,057 14,533 43,851 53,128 51,692: 8,497 9,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -11,016: 802 -3,112 -532 -8,857 -5,554 -8,587 -9,198: -2,430 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.1 6.6 23.6 71.2 86.2 83.9: 13.8 16.1
Old : 100.0: 56.0 6.1 6.6 23.6 71.2 86.2 83.9: 13.8 16.1
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 : 112: 44 20 13 26 29 74 58:
Old : 112: 44 20 13 26 29 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.9 38.0 55.2 23.3 32.2 35.2 53.5
Old : 26.0 33.9 38.0 55.2 23.3 32.2 35.2 53.5
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 20, 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 : 123,248: 69,075 7,568 8,114 29,066 87,702 106,255 103,384: 16,993 19,864
Old : 123,248: 69,075 7,568 8,114 29,066 87,702 106,255 103,384: 16,993 19,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -22,032: 1,605 -6,224 -1,063 -17,715 -11,108 -17,173 -18,396: -4,859 -3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.1 6.6 23.6 71.2 86.2 83.9: 13.8 16.1
Old : 100.0: 56.0 6.1 6.6 23.6 71.2 86.2 83.9: 13.8 16.1
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 : 112: 44 20 13 26 29 74 58:
Old : 112: 44 20 13 26 29 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.9 38.0 55.2 23.3 32.2 35.2 53.5
Old : 26.0 33.9 38.0 55.2 23.3 32.2 35.2 53.5
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 20, 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 : 49,004: 37,887 42,043 6,616 4,418 230 48,921 48,889: 83 115
Old : 49,004: 37,887 42,043 6,616 4,418 230 48,921 48,889: 83 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,611: -6,380 -3,494 5,870 3,124 230 2,614 2,606: -3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 85.8 13.5 9.0 0.5 99.8 99.8: 0.2 0.2
Old : 100.0: 77.3 85.8 13.5 9.0 0.5 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 : 41: 24 15 4 2 1 27 19:
Old : 41: 24 15 4 2 1 27 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 : 65.9 81.2 85.1 93.7 58.8 77.9 75.3 83.8
Old : 65.9 81.2 85.1 93.7 58.8 77.9 75.3 83.8
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, June 20, 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 : 28,042: 14,604 5,135 92 13,245 22,726 27,941 27,953: 101 89
Old : 28,042: 14,604 5,135 92 13,245 22,726 27,941 27,953: 101 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,085: 9,493 -923 0 -10,633 -153 -1,140 -1,076: 55 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 18.3 0.3 47.2 81.0 99.6 99.7: 0.4 0.3
Old : 100.0: 52.1 18.3 0.3 47.2 81.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 13 1 8 17 19 31:
Old : 46: 11 13 1 8 17 19 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 : 74.6 55.0 93.0 71.3 74.6 55.0 93.0 71.3
Old : 74.6 55.0 93.0 71.3 74.6 55.0 93.0 71.3
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 20, 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 : 26,027: 16,026 4,601 0 9,947 21,374 25,973 25,975: 54 52
Old : 26,027: 16,026 4,601 0 9,947 21,374 25,973 25,975: 54 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,000: 7,910 135 -1,458 -7,480 337 -1,028 -986: 28 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 17.7 0.0 38.2 82.1 99.8 99.8: 0.2 0.2
Old : 100.0: 61.6 17.7 0.0 38.2 82.1 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 : 34: 9 10 0 5 11 14 21:
Old : 34: 9 10 0 5 11 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 69.2 97.7 91.3 85.7 69.2 97.5 91.3
Old : 85.7 69.2 97.7 91.3 85.7 69.2 97.5 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017