WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 480,455: 140,243 151,973 134,402 163,705 151,532 438,351 437,907: 42,104 42,548
Old : 459,250: 132,606 149,611 130,700 155,579 140,865 418,885 421,175: 40,366 38,075
Other: 21,205: 8,654 3,378 2,686 8,126 10,668 19,466 16,732: 1,739 4,473
: : :
: : Changes in Commitments from: June 20, 2017 :
: -107,810: -5,502 -18,157 -79,567 -20,258 -6,503 -105,327 -104,228: -2,483 -3,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 31.6 28.0 34.1 31.5 91.2 91.1: 8.8 8.9
Old : 100.0: 28.9 32.6 28.5 33.9 30.7 91.2 91.7: 8.8 8.3
Other: 100.0: 40.8 15.9 12.7 38.3 50.3 91.8 78.9: 8.2 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 128 136 154 102 119 323 327:
Old : 411: 129 133 154 101 115 321 323:
Other: 112: 16 22 17 31 57 57 89:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 9.4 20.8 16.3 10.7 7.8 17.9 13.5
Old : 12.7 9.6 20.9 16.8 10.7 8.1 18.1 14.1
Other: 54.4 27.6 67.2 40.1 53.1 24.1 63.3 32.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 276,764: 103,870 40,657 50,052 100,249 160,873 254,171 251,582: 22,593 25,182
Old : 264,493: 104,084 40,702 46,284 92,291 155,868 242,659 242,853: 21,834 21,640
Other: 12,271: 2,904 3,073 651 7,958 5,005 11,512 8,729: 759 3,542
: : :
: : Changes in Commitments from: June 20, 2017 :
: -26,281: 1,903 -4,353 -16,742 -8,360 -720 -23,199 -21,814: -3,082 -4,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.7 18.1 36.2 58.1 91.8 90.9: 8.2 9.1
Old : 100.0: 39.4 15.4 17.5 34.9 58.9 91.7 91.8: 8.3 8.2
Other: 100.0: 23.7 25.0 5.3 64.8 40.8 93.8 71.1: 6.2 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 53 76 84 90 203 190:
Old : 255: 80 53 75 82 87 200 186:
Other: 75: 10 15 11 20 41 37 60:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 24.7 27.3 36.1 13.4 19.2 22.1 27.2
Old : 16.0 25.9 28.2 37.6 14.0 21.9 23.0 30.1
Other: 56.0 32.4 74.8 46.9 55.7 32.4 74.4 45.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,729,295: 328,566 389,877 418,179 740,340 704,065 1,487,085 1,512,121: 242,210 217,174
Old : 846,105: 256,738 258,607 162,101 308,933 351,880 727,773 772,588: 118,332 73,516
Other: 883,190: 182,774 242,216 145,132 431,406 352,184 759,312 739,533: 123,878 143,657
: : :
: : Changes in Commitments from: June 20, 2017 :
: -136,933: -28,187 31,118 -96,939 -5,018 -64,962 -130,144 -130,783: -6,789 -6,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 22.5 24.2 42.8 40.7 86.0 87.4: 14.0 12.6
Old : 100.0: 30.3 30.6 19.2 36.5 41.6 86.0 91.3: 14.0 8.7
Other: 100.0: 20.7 27.4 16.4 48.8 39.9 86.0 83.7: 14.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 197 166 227 345 321 659 625:
Old : 678: 173 144 134 302 252 535 472:
Other: 671: 167 149 134 234 290 468 507:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 8.6 15.8 14.3 7.3 6.3 12.2 11.0
Old : 10.7 12.1 17.5 21.1 9.9 11.6 16.2 20.1
Other: 15.3 9.9 23.7 15.8 11.7 7.4 17.7 12.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,900: 2,533 16 829 615 5,154 3,978 5,999: 2,922 901
Old : 6,900: 2,533 16 829 615 5,154 3,978 5,999: 2,922 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -1,160: -107 -10 -120 -958 -849 -1,184 -978: 25 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 0.2 12.0 8.9 74.7 57.6 86.9: 42.4 13.1
Old : 100.0: 36.7 0.2 12.0 8.9 74.7 57.6 86.9: 42.4 13.1
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 : 39: 22 1 7 11 12 34 19:
Old : 39: 22 1 7 11 12 34 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 : 13.9 48.5 24.9 67.3 13.9 48.2 24.0 67.0
Old : 13.9 48.5 24.9 67.3 13.9 48.2 24.0 67.0
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 27, 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 : 839,666: 117,229 230,373 219,358 441,626 282,131 778,213 731,862: 61,453 107,804
Old : 198,833: 35,262 45,859 39,507 103,211 90,996 177,980 176,362: 20,854 22,471
Other: 640,833: 115,734 218,281 146,085 338,415 191,135 600,234 555,501: 40,599 85,333
: : :
: : Changes in Commitments from: June 20, 2017 :
: -76,871: -8,960 22,000 -44,149 -24,456 -52,293 -77,565 -74,442: 694 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.4 26.1 52.6 33.6 92.7 87.2: 7.3 12.8
Old : 100.0: 17.7 23.1 19.9 51.9 45.8 89.5 88.7: 10.5 11.3
Other: 100.0: 18.1 34.1 22.8 52.8 29.8 93.7 86.7: 6.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 156 186 233 194 216 483 532:
Old : 422: 120 92 96 140 143 304 294:
Other: 592: 148 201 194 158 200 411 497:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 9.7 21.4 16.0 12.1 6.5 17.9 11.7
Old : 18.4 20.7 27.8 32.9 16.1 17.9 22.6 28.9
Other: 13.8 8.4 22.3 15.1 13.0 6.7 20.3 12.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 407,615: 101,644 81,455 91,936 181,047 203,696 374,627 377,087: 32,987 30,528
Old : 159,663: 40,137 27,504 34,694 72,477 84,341 147,308 146,539: 12,355 13,124
Other: 247,952: 83,714 76,158 35,035 108,570 119,355 227,319 230,548: 20,633 17,404
: : :
: : Changes in Commitments from: June 20, 2017 :
: -43,082: -5,686 -12,750 -24,790 -10,113 -3,419 -40,589 -40,959: -2,493 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.0 22.6 44.4 50.0 91.9 92.5: 8.1 7.5
Old : 100.0: 25.1 17.2 21.7 45.4 52.8 92.3 91.8: 7.7 8.2
Other: 100.0: 33.8 30.7 14.1 43.8 48.1 91.7 93.0: 8.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 88 76 121 94 83 259 237:
Old : 224: 55 56 75 73 69 174 166:
Other: 259: 83 71 80 63 66 193 181:
:----------------------------------------------------------------------------------------------------
: 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 24.5 17.1 31.3 10.4 21.6 16.5 28.1
Old : 16.2 22.0 26.6 31.8 16.1 20.0 26.3 28.8
Other: 16.5 26.2 25.7 35.3 16.2 23.4 24.7 32.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 903,190: 170,134 106,159 136,628 407,463 489,083 714,224 731,870: 188,966 171,320
Old : 903,190: 170,134 106,159 136,628 407,463 489,083 714,224 731,870: 188,966 171,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -39,033: 30,107 6,118 -24,257 -35,098 -16,742 -29,248 -34,881: -9,785 -4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.8 15.1 45.1 54.2 79.1 81.0: 20.9 19.0
Old : 100.0: 18.8 11.8 15.1 45.1 54.2 79.1 81.0: 20.9 19.0
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 : 178: 48 26 47 75 89 137 148:
Old : 178: 48 26 47 75 89 137 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 19.0 26.4 29.6 11.6 14.4 18.4 20.2
Old : 17.3 19.0 26.4 29.6 11.6 14.4 18.4 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 27, 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 : 784,159: 65,893 140,799 11,543 585,764 542,532 663,200 694,874: 120,959 89,285
Old : 784,159: 65,893 140,799 11,543 585,764 542,532 663,200 694,874: 120,959 89,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 17,690: 27,748 -887 -790 -5,952 17,609 21,006 15,932: -3,316 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 18.0 1.5 74.7 69.2 84.6 88.6: 15.4 11.4
Old : 100.0: 8.4 18.0 1.5 74.7 69.2 84.6 88.6: 15.4 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 : 115: 16 14 12 60 64 81 85:
Old : 115: 16 14 12 60 64 81 85:
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 : 20.0 32.3 34.7 45.7 15.9 32.3 27.0 43.6
Old : 20.0 32.3 34.7 45.7 15.9 32.3 27.0 43.6
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 27, 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 : 2,269: 682 312 458 864 1,351 2,004 2,121: 265 148
Old : 2,269: 682 312 458 864 1,351 2,004 2,121: 265 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -202: -104 121 -147 85 -115 -166 -141: -36 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 13.8 20.2 38.1 59.5 88.3 93.5: 11.7 6.5
Old : 100.0: 30.1 13.8 20.2 38.1 59.5 88.3 93.5: 11.7 6.5
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 : 24: 9 3 4 6 9 16 15:
Old : 24: 9 3 4 6 9 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 57.7 72.7 80.2 32.0 42.6 41.0 53.5
Old : 50.6 57.7 72.7 80.2 32.0 42.6 41.0 53.5
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 27, 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 : 417,171: 75,018 114,985 90,594 207,600 172,506 373,212 378,085: 43,959 39,086
Old : 135,637: 20,804 27,298 20,174 73,128 70,621 114,106 118,093: 21,531 17,544
Other: 281,534: 68,281 101,754 56,353 134,472 101,885 259,106 259,992: 22,428 21,542
: : :
: : Changes in Commitments from: June 20, 2017 :
: -28,102: -7,983 11,284 -6,847 -8,588 -31,715 -23,418 -27,279: -4,684 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.6 21.7 49.8 41.4 89.5 90.6: 10.5 9.4
Old : 100.0: 15.3 20.1 14.9 53.9 52.1 84.1 87.1: 15.9 12.9
Other: 100.0: 24.3 36.1 20.0 47.8 36.2 92.0 92.3: 8.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 68 86 83 107 91 225 224:
Old : 222: 54 51 45 94 74 171 148:
Other: 246: 62 75 61 88 64 183 169:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.0 20.9 22.0 11.2 10.9 16.1 16.3
Old : 19.3 19.7 28.1 28.1 18.4 18.4 26.3 26.4
Other: 14.6 18.3 22.4 26.6 12.6 14.4 19.4 21.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 10,117: 3,075 1,992 826 4,044 5,627 7,945 8,445: 2,172 1,672
Old : 1,602: 443 398 0 813 1,008 1,256 1,406: 346 196
Other: 8,515: 2,940 1,902 518 3,231 4,619 6,689 7,039: 1,826 1,476
: : :
: : Changes in Commitments from: June 20, 2017 :
: -1,094: -243 -28 -520 -314 -654 -1,077 -1,201: -16 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.7 8.2 40.0 55.6 78.5 83.5: 21.5 16.5
Old : 100.0: 27.7 24.8 0.0 50.7 62.9 78.4 87.8: 21.6 12.2
Other: 100.0: 34.5 22.3 6.1 37.9 54.2 78.6 82.7: 21.4 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 22 13 10 24 15 50 35:
Old : 22: 5 4 0 8 5 13 9:
Other: 60: 21 12 9 21 14 45 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 : 34.8 38.5 46.4 56.9 34.8 38.3 44.8 55.9
Old : 52.1 70.5 69.1 87.3 52.1 70.5 69.1 87.3
Other: 38.9 42.1 49.9 61.2 38.9 41.9 49.9 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,305,003: 212,844 354,927 43,204 924,519 745,051 1,180,568 1,143,182: 124,436 161,821
Old : 1,305,003: 212,844 354,927 43,204 924,519 745,051 1,180,568 1,143,182: 124,436 161,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -45,308: 2,279 30,393 -6,345 -53,714 -75,427 -57,780 -51,379: 12,472 6,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 27.2 3.3 70.8 57.1 90.5 87.6: 9.5 12.4
Old : 100.0: 16.3 27.2 3.3 70.8 57.1 90.5 87.6: 9.5 12.4
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 : 271: 54 55 35 106 113 175 188:
Old : 271: 54 55 35 106 113 175 188:
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 : 20.7 24.7 32.7 34.6 20.0 22.8 30.0 30.7
Old : 20.7 24.7 32.7 34.6 20.0 22.8 30.0 30.7
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 27, 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 : 3,586,321: 827,918 524,530 352,829 2,013,472 2,146,366 3,194,218 3,023,725: 392,103 562,596
Old : 3,586,321: 827,918 524,530 352,829 2,013,472 2,146,366 3,194,218 3,023,725: 392,103 562,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -259,840: -65,613 3,991 -80,202 -115,308 -208,962 -261,123 -285,173: 1,284 25,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.6 9.8 56.1 59.8 89.1 84.3: 10.9 15.7
Old : 100.0: 23.1 14.6 9.8 56.1 59.8 89.1 84.3: 10.9 15.7
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 : 390: 76 98 105 167 183 301 328:
Old : 390: 76 98 105 167 183 301 328:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 15.0 33.3 23.0 22.5 12.3 29.7 16.6
Old : 24.7 15.0 33.3 23.0 22.5 12.3 29.7 16.6
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 27, 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 : 386,901: 87,056 56,197 1,289 215,648 217,611 303,993 275,097: 82,908 111,804
Old : 386,901: 87,056 56,197 1,289 215,648 217,611 303,993 275,097: 82,908 111,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 8,008: 23,371 10,970 -3,247 -7,420 -7,122 12,704 601: -4,695 7,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.5 0.3 55.7 56.2 78.6 71.1: 21.4 28.9
Old : 100.0: 22.5 14.5 0.3 55.7 56.2 78.6 71.1: 21.4 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 9 8 7 32 35 45 46:
Old : 59: 9 8 7 32 35 45 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 31.7 51.7 42.2 38.2 31.3 51.3 40.7
Old : 38.6 31.7 51.7 42.2 38.2 31.3 51.3 40.7
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 27, 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 : 3,264,743: 468,795 639,800 158,895 2,363,279 2,087,071 2,990,969 2,885,766: 273,774 378,977
Old : 3,264,743: 468,795 639,800 158,895 2,363,279 2,087,071 2,990,969 2,885,766: 273,774 378,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 12,448: -8,724 30,147 -21,479 58,074 1,757 27,871 10,425: -15,423 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.6 4.9 72.4 63.9 91.6 88.4: 8.4 11.6
Old : 100.0: 14.4 19.6 4.9 72.4 63.9 91.6 88.4: 8.4 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 : 301: 51 66 63 129 151 217 243:
Old : 301: 51 66 63 129 151 217 243:
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 : 37.5 19.0 48.8 30.0 34.4 18.4 42.8 28.5
Old : 37.5 19.0 48.8 30.0 34.4 18.4 42.8 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,698,624: 212,081 377,971 337,997 1,103,482 916,263 1,653,560 1,632,230: 45,064 66,393
Old : 1,698,624: 212,081 377,971 337,997 1,103,482 916,263 1,653,560 1,632,230: 45,064 66,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -39,139: -67,142 42,559 -330 28,111 -84,554 -39,361 -42,325: 222 3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 19.9 65.0 53.9 97.3 96.1: 2.7 3.9
Old : 100.0: 12.5 22.3 19.9 65.0 53.9 97.3 96.1: 2.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 16 48 55 62 73 120 143:
Old : 149: 16 48 55 62 73 120 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 18.6 49.6 30.8 25.9 12.7 32.9 18.5
Old : 32.3 18.6 49.6 30.8 25.9 12.7 32.9 18.5
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 27, 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 : 66,278: 38,948 4,905 3,953 14,728 48,849 57,629 57,707: 8,648 8,571
Old : 66,278: 38,948 4,905 3,953 14,728 48,849 57,629 57,707: 8,648 8,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 4,654: 4,410 1,121 -104 195 4,998 4,502 6,015: 152 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.4 6.0 22.2 73.7 87.0 87.1: 13.0 12.9
Old : 100.0: 58.8 7.4 6.0 22.2 73.7 87.0 87.1: 13.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 46 19 11 27 29 78 54:
Old : 113: 46 19 11 27 29 78 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 36.8 40.3 56.8 24.2 35.3 35.9 55.3
Old : 27.1 36.8 40.3 56.8 24.2 35.3 35.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 132,555: 77,896 9,809 7,906 29,457 97,698 115,259 115,414: 17,297 17,142
Old : 132,555: 77,896 9,809 7,906 29,457 97,698 115,259 115,414: 17,297 17,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 9,307: 8,821 2,241 -208 391 9,996 9,004 12,029: 304 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.4 6.0 22.2 73.7 87.0 87.1: 13.0 12.9
Old : 100.0: 58.8 7.4 6.0 22.2 73.7 87.0 87.1: 13.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 46 19 11 27 29 78 54:
Old : 113: 46 19 11 27 29 78 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 36.8 40.3 56.8 24.2 35.3 35.9 55.3
Old : 27.1 36.8 40.3 56.8 24.2 35.3 35.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 34,522: 29,704 33,929 256 4,398 210 34,358 34,395: 164 127
Old : 34,522: 29,704 33,929 256 4,398 210 34,358 34,395: 164 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -14,482: -8,183 -8,114 -6,360 -20 -20 -14,563 -14,494: 81 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 98.3 0.7 12.7 0.6 99.5 99.6: 0.5 0.4
Old : 100.0: 86.0 98.3 0.7 12.7 0.6 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 21 16 1 2 1 24 17:
Old : 39: 21 16 1 2 1 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.6 90.9 94.6 71.7 83.6 90.3 93.8
Old : 72.3 83.6 90.9 94.6 71.7 83.6 90.3 93.8
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 27, 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 : 29,906: 17,338 4,989 39 12,460 24,757 29,837 29,785: 69 121
Old : 29,906: 17,338 4,989 39 12,460 24,757 29,837 29,785: 69 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,864: 2,734 -146 -53 -785 2,031 1,896 1,832: -32 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 16.7 0.1 41.7 82.8 99.8 99.6: 0.2 0.4
Old : 100.0: 58.0 16.7 0.1 41.7 82.8 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 13 1 6 19 17 33:
Old : 47: 11 13 1 6 19 17 33:
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 : 80.3 48.2 94.7 67.5 80.3 48.2 94.6 67.5
Old : 80.3 48.2 94.7 67.5 80.3 48.2 94.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 22,885: 12,742 4,618 0 10,103 18,206 22,845 22,824: 40 61
Old : 22,885: 12,742 4,618 0 10,103 18,206 22,845 22,824: 40 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -3,142: -3,284 17 0 156 -3,168 -3,128 -3,151: -14 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 20.2 0.0 44.1 79.6 99.8 99.7: 0.2 0.3
Old : 100.0: 55.7 20.2 0.0 44.1 79.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 9 0 5 11 16 20:
Old : 35: 11 9 0 5 11 16 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 : 80.5 63.0 96.3 88.5 80.5 63.0 95.8 88.5
Old : 80.5 63.0 96.3 88.5 80.5 63.0 95.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017