WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 410,585: 122,657 140,827 83,665 167,756 142,553 374,078 367,045: 36,507 43,540
Old : 243,343: 104,140 136,536 21,884 96,909 60,326 222,933 218,746: 20,410 24,597
Other: 167,242: 53,063 38,837 27,235 70,847 82,227 151,145 148,299: 16,097 18,943
: : :
: : Changes in Commitments from: February 10, 2015 :
: -13,519: 2,077 3,111 -13,347 -4,479 -2,177 -15,749 -12,413: 2,230 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 34.3 20.4 40.9 34.7 91.1 89.4: 8.9 10.6
Old : 100.0: 42.8 56.1 9.0 39.8 24.8 91.6 89.9: 8.4 10.1
Other: 100.0: 31.7 23.2 16.3 42.4 49.2 90.4 88.7: 9.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 122 110 136 104 97 307 280:
Old : 349: 126 104 82 81 76 246 225:
Other: 267: 74 78 57 68 81 179 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 11.9 23.6 19.9 13.8 11.2 22.1 17.3
Old : 17.7 16.2 28.9 25.8 17.6 15.5 28.5 24.7
Other: 17.9 19.3 29.9 29.7 16.7 18.1 26.7 25.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 156,821: 48,169 48,200 16,533 76,039 70,065 140,741 134,798: 16,080 22,023
Old : 98,462: 42,262 38,646 4,453 42,377 43,043 89,092 86,142: 9,370 12,320
Other: 58,359: 15,243 18,890 2,744 33,662 27,022 51,649 48,656: 6,710 9,703
: : :
: : Changes in Commitments from: February 10, 2015 :
: -3,379: 467 1,318 -1,754 -1,696 -861 -2,983 -1,297: -396 -2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 30.7 10.5 48.5 44.7 89.7 86.0: 10.3 14.0
Old : 100.0: 42.9 39.2 4.5 43.0 43.7 90.5 87.5: 9.5 12.5
Other: 100.0: 26.1 32.4 4.7 57.7 46.3 88.5 83.4: 11.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 51 49 53 69 67 147 150:
Old : 182: 51 42 31 50 58 116 118:
Other: 151: 29 36 20 53 56 94 103:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 20.1 25.5 28.7 14.1 15.9 22.4 23.3
Old : 21.5 27.2 33.0 37.2 20.4 27.2 31.4 36.5
Other: 16.8 22.2 30.7 33.1 15.4 21.3 29.0 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,362,156: 365,018 214,939 218,311 666,989 688,418 1,250,318 1,121,668: 111,838 240,488
Old : 1,037,946: 301,691 224,299 145,978 502,402 500,996 950,071 871,273: 87,875 166,673
Other: 324,210: 123,382 50,695 12,278 164,587 187,422 300,247 250,395: 23,963 73,815
: : :
: : Changes in Commitments from: February 10, 2015 :
: 3,606: -11,818 4,175 5,622 9,817 -1,741 3,621 8,056: -15 -4,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.8 16.0 49.0 50.5 91.8 82.3: 8.2 17.7
Old : 100.0: 29.1 21.6 14.1 48.4 48.3 91.5 83.9: 8.5 16.1
Other: 100.0: 38.1 15.6 3.8 50.8 57.8 92.6 77.2: 7.4 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 149 177 187 237 314 508 591:
Old : 703: 135 189 154 225 297 462 555:
Other: 472: 87 78 48 102 245 215 352:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 10.3 25.6 16.2 13.2 7.5 20.6 12.3
Old : 17.1 10.2 27.1 16.5 15.9 9.1 25.2 15.1
Other: 28.7 23.3 38.5 31.7 19.2 14.6 28.8 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,448: 1,990 1,805 272 5,185 5,294 7,447 7,371: 2,001 2,077
Old : 7,151: 1,929 1,628 113 3,471 3,719 5,513 5,460: 1,638 1,691
Other: 2,297: 125 241 95 1,714 1,575 1,934 1,911: 363 386
: : :
: : Changes in Commitments from: February 10, 2015 :
: 1,081: -133 190 169 975 872 1,011 1,231: 70 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 19.1 2.9 54.9 56.0 78.8 78.0: 21.2 22.0
Old : 100.0: 27.0 22.8 1.6 48.5 52.0 77.1 76.4: 22.9 23.6
Other: 100.0: 5.4 10.5 4.1 74.6 68.6 84.2 83.2: 15.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 6 7 13 11 27 23:
Old : 33: 12 5 3 9 8 22 16:
Other: 18: 1 5 3 7 7 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 42.7 52.7 57.6 66.0 37.7 47.5 47.2 53.2
Old : 42.7 61.7 57.6 69.9 42.7 61.7 55.5 68.9
Other: 63.9 59.6 80.8 77.2 60.2 59.6 73.0 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 702,704: 165,206 193,811 119,783 368,625 273,126 653,614 586,720: 49,090 115,984
Old : 555,680: 156,938 202,735 64,066 296,647 214,525 517,651 481,326: 38,029 74,354
Other: 147,024: 57,024 39,832 6,961 71,978 58,601 135,963 105,394: 11,061 41,630
: : :
: : Changes in Commitments from: February 10, 2015 :
: -24,064: 4,389 -8,119 -15,733 -14,532 2,503 -25,876 -21,349: 1,812 -2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.6 17.0 52.5 38.9 93.0 83.5: 7.0 16.5
Old : 100.0: 28.2 36.5 11.5 53.4 38.6 93.2 86.6: 6.8 13.4
Other: 100.0: 38.8 27.1 4.7 49.0 39.9 92.5 71.7: 7.5 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 147 228 208 153 189 431 517:
Old : 606: 151 226 163 138 173 385 476:
Other: 369: 96 105 41 73 129 190 257:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 13.8 23.3 21.5 12.5 11.2 19.1 15.8
Old : 16.0 15.8 25.4 24.2 13.0 14.9 22.4 22.1
Other: 24.4 22.7 39.1 28.7 24.0 22.5 38.3 28.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 388,675: 108,269 67,533 81,276 166,766 208,896 356,311 357,705: 32,364 30,970
Old : 325,075: 112,281 73,212 50,759 137,402 174,208 300,442 298,179: 24,633 26,896
Other: 63,600: 15,637 13,970 10,868 29,364 34,688 55,869 59,526: 7,731 4,074
: : :
: : Changes in Commitments from: February 10, 2015 :
: -129: 5,535 -10,990 -3,147 -3,090 16,950 -702 2,813: 573 -2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.4 20.9 42.9 53.7 91.7 92.0: 8.3 8.0
Old : 100.0: 34.5 22.5 15.6 42.3 53.6 92.4 91.7: 7.6 8.3
Other: 100.0: 24.6 22.0 17.1 46.2 54.5 87.8 93.6: 12.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 87 88 115 81 76 242 234:
Old : 306: 97 91 99 80 74 230 222:
Other: 147: 37 41 33 46 26 104 84:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 30.4 17.1 36.1 8.6 26.8 15.1 31.6
Old : 11.0 29.6 19.4 35.8 10.0 26.5 18.0 31.9
Other: 19.0 36.8 32.7 50.9 18.8 33.9 30.4 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 679,905: 83,969 75,479 21,524 419,104 429,253 524,597 526,256: 155,308 153,649
Old : 679,905: 83,969 75,479 21,524 419,104 429,253 524,597 526,256: 155,308 153,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -14,693: 11,287 -15,829 3,243 -23,098 -3,027 -8,568 -15,613: -6,125 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 3.2 61.6 63.1 77.2 77.4: 22.8 22.6
Old : 100.0: 12.4 11.1 3.2 61.6 63.1 77.2 77.4: 22.8 22.6
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 : 165: 33 32 24 70 75 115 119:
Old : 165: 33 32 24 70 75 115 119:
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 15.7 35.0 26.1 22.5 12.1 29.9 20.4
Old : 26.0 15.7 35.0 26.1 22.5 12.1 29.9 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 574,966: 48,924 79,536 28,501 379,794 382,145 457,219 490,182: 117,747 84,784
Old : 574,966: 48,924 79,536 28,501 379,794 382,145 457,219 490,182: 117,747 84,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 37,577: 3,465 1,229 11,683 22,547 26,478 37,695 39,390: -118 -1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.8 5.0 66.1 66.5 79.5 85.3: 20.5 14.7
Old : 100.0: 8.5 13.8 5.0 66.1 66.5 79.5 85.3: 20.5 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 13 15 12 54 53 75 72:
Old : 96: 13 15 12 54 53 75 72:
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 : 22.5 35.2 35.6 47.3 17.4 35.1 26.7 43.0
Old : 22.5 35.2 35.6 47.3 17.4 35.1 26.7 43.0
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,809: 1,134 252 707 4,598 5,539 6,439 6,498: 370 311
Old : 6,809: 1,134 252 707 4,598 5,539 6,439 6,498: 370 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -64: -15 29 74 -81 -168 -22 -65: -42 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.7 10.4 67.5 81.3 94.6 95.4: 5.4 4.6
Old : 100.0: 16.7 3.7 10.4 67.5 81.3 94.6 95.4: 5.4 4.6
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 : 40: 11 5 8 16 19 29 31:
Old : 40: 11 5 8 16 19 29 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 : 41.6 57.6 62.3 72.6 22.6 34.6 30.9 40.0
Old : 41.6 57.6 62.3 72.6 22.6 34.6 30.9 40.0
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,919: 111,491 65,534 52,810 159,555 219,924 323,856 338,268: 48,063 33,651
Old : 326,048: 112,658 61,152 36,891 133,705 200,431 283,254 298,474: 42,794 27,574
Other: 45,871: 9,646 15,195 5,106 25,850 19,493 40,602 39,794: 5,269 6,077
: : :
: : Changes in Commitments from: February 10, 2015 :
: 7,008: 6,630 -468 612 -505 10,488 6,737 10,632: 271 -3,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.6 14.2 42.9 59.1 87.1 91.0: 12.9 9.0
Old : 100.0: 34.6 18.8 11.3 41.0 61.5 86.9 91.5: 13.1 8.5
Other: 100.0: 21.0 33.1 11.1 56.4 42.5 88.5 86.8: 11.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 95 75 93 91 85 248 210:
Old : 299: 101 76 90 91 84 245 207:
Other: 133: 32 29 21 58 32 104 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 30.9 15.3 38.3 7.7 27.5 12.9 33.8
Old : 9.2 33.4 15.9 41.0 7.8 31.8 13.7 38.6
Other: 22.6 27.1 35.9 45.2 20.4 24.4 31.7 38.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,667: 925 4,664 1,085 5,763 2,115 7,773 7,864: 1,894 1,803
Old : 9,446: 1,104 4,713 853 5,665 2,112 7,622 7,678: 1,824 1,768
Other: 221: 51 181 2 98 3 151 186: 70 35
: : :
: : Changes in Commitments from: February 10, 2015 :
: -773: -64 -140 -612 -117 -74 -793 -826: 20 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 48.2 11.2 59.6 21.9 80.4 81.3: 19.6 18.7
Old : 100.0: 11.7 49.9 9.0 60.0 22.4 80.7 81.3: 19.3 18.7
Other: 100.0: 23.1 81.9 0.9 44.3 1.4 68.3 84.2: 31.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 10 22 12 21 15 39 46:
Old : 65: 11 23 11 19 15 36 46:
Other: 11: 2 4 1 5 1 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 40.9 32.9 52.7 45.0 40.4 32.7 50.6 43.9
Old : 41.3 33.7 53.3 46.0 40.7 33.7 51.2 45.2
Other: 65.2 83.7 68.3 84.2 65.2 81.9 66.1 81.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,588,668: 338,527 345,173 67,549 1,084,432 1,022,457 1,490,508 1,435,179: 98,160 153,489
Old : 1,588,668: 338,527 345,173 67,549 1,084,432 1,022,457 1,490,508 1,435,179: 98,160 153,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 151,224: 55,414 35,220 9,512 93,152 111,526 158,078 156,258: -6,854 -5,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.7 4.3 68.3 64.4 93.8 90.3: 6.2 9.7
Old : 100.0: 21.3 21.7 4.3 68.3 64.4 93.8 90.3: 6.2 9.7
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 : 276: 44 63 34 100 129 157 213:
Old : 276: 44 63 34 100 129 157 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 25.0 44.7 36.2 25.3 25.0 37.0 32.7
Old : 30.7 25.0 44.7 36.2 25.3 25.0 37.0 32.7
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,593,586: 403,111 470,319 96,417 1,768,264 1,616,090 2,267,792 2,182,826: 325,794 410,760
Old : 2,593,586: 403,111 470,319 96,417 1,768,264 1,616,090 2,267,792 2,182,826: 325,794 410,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 35,800: -3,647 18,745 29,481 29,884 6,779 55,718 55,005: -19,918 -19,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.1 3.7 68.2 62.3 87.4 84.2: 12.6 15.8
Old : 100.0: 15.5 18.1 3.7 68.2 62.3 87.4 84.2: 12.6 15.8
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 : 401: 74 92 66 159 173 273 291:
Old : 401: 74 92 66 159 173 273 291:
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 : 27.3 17.3 37.5 26.0 25.1 13.7 33.8 19.4
Old : 27.3 17.3 37.5 26.0 25.1 13.7 33.8 19.4
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,043,148: 372,344 390,036 51,723 1,401,960 1,248,906 1,826,027 1,690,665: 217,121 352,483
Old : 2,043,148: 372,344 390,036 51,723 1,401,960 1,248,906 1,826,027 1,690,665: 217,121 352,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 81,039: 23,323 33,245 9,635 80,164 31,113 113,122 73,993: -32,083 7,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.1 2.5 68.6 61.1 89.4 82.7: 10.6 17.3
Old : 100.0: 18.2 19.1 2.5 68.6 61.1 89.4 82.7: 10.6 17.3
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 : 282: 47 62 39 110 129 180 207:
Old : 282: 47 62 39 110 129 180 207:
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 : 21.2 15.1 33.9 25.3 17.8 13.2 27.6 21.5
Old : 21.2 15.1 33.9 25.3 17.8 13.2 27.6 21.5
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 679,680: 24,836 131,329 140,570 487,451 361,465 652,857 633,364: 26,823 46,316
Old : 679,680: 24,836 131,329 140,570 487,451 361,465 652,857 633,364: 26,823 46,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -10,196: 6,264 -5,766 5,374 -19,082 -9,278 -7,444 -9,670: -2,752 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 19.3 20.7 71.7 53.2 96.1 93.2: 3.9 6.8
Old : 100.0: 3.7 19.3 20.7 71.7 53.2 96.1 93.2: 3.9 6.8
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 : 108: 17 31 37 41 51 81 102:
Old : 108: 17 31 37 41 51 81 102:
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 : 42.5 21.5 53.6 34.1 29.0 11.5 32.4 19.6
Old : 42.5 21.5 53.6 34.1 29.0 11.5 32.4 19.6
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,115: 20,908 8,540 87 26,571 43,654 47,566 52,280: 10,550 5,836
Old : 58,115: 20,908 8,540 87 26,571 43,654 47,566 52,280: 10,550 5,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 5,029: 3,634 208 -49 1,014 4,889 4,599 5,047: 430 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.7 0.1 45.7 75.1 81.8 90.0: 18.2 10.0
Old : 100.0: 36.0 14.7 0.1 45.7 75.1 81.8 90.0: 18.2 10.0
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 : 91: 27 16 3 31 21 59 39:
Old : 91: 27 16 3 31 21 59 39:
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 37.9 37.7 59.1 23.6 37.8 37.7 58.8
Old : 23.6 37.9 37.7 59.1 23.6 37.8 37.7 58.8
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,230: 41,816 17,079 173 53,142 87,307 95,131 104,559: 21,099 11,671
Old : 116,230: 41,816 17,079 173 53,142 87,307 95,131 104,559: 21,099 11,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 10,057: 7,268 415 -98 2,027 9,777 9,197 10,094: 860 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.7 0.1 45.7 75.1 81.8 90.0: 18.2 10.0
Old : 100.0: 36.0 14.7 0.1 45.7 75.1 81.8 90.0: 18.2 10.0
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 : 91: 27 16 3 31 21 59 39:
Old : 91: 27 16 3 31 21 59 39:
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 37.9 37.7 59.1 23.6 37.8 37.7 58.8
Old : 23.6 37.9 37.7 59.1 23.6 37.8 37.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,046: 10,504 9,755 789 662 1,467 11,955 12,011: 91 35
Old : 12,046: 10,504 9,755 789 662 1,467 11,955 12,011: 91 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -851: -1,031 -224 -9 200 -629 -840 -862: -11 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 81.0 6.5 5.5 12.2 99.2 99.7: 0.8 0.3
Old : 100.0: 87.2 81.0 6.5 5.5 12.2 99.2 99.7: 0.8 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 : 25: 13 9 2 2 2 16 12:
Old : 25: 13 9 2 2 2 16 12:
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 : 80.8 73.8 94.2 92.1 79.6 71.1 86.4 84.3
Old : 80.8 73.8 94.2 92.1 79.6 71.1 86.4 84.3
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 - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,991: 24,110 17,524 47 31,692 38,265 55,849 55,836: 142 155
Old : 55,991: 24,110 17,524 47 31,692 38,265 55,849 55,836: 142 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 1,035: 179 -33 47 815 1,390 1,041 1,404: -6 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 31.3 0.1 56.6 68.3 99.7 99.7: 0.3 0.3
Old : 100.0: 43.1 31.3 0.1 56.6 68.3 99.7 99.7: 0.3 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 : 50: 10 16 1 9 17 19 34:
Old : 50: 10 16 1 9 17 19 34:
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 : 80.4 46.5 96.5 69.3 79.6 39.6 90.5 62.4
Old : 80.4 46.5 96.5 69.3 79.6 39.6 90.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,239: 23,013 12,876 107 12,954 22,781 36,074 35,764: 165 475
Old : 36,239: 23,013 12,876 107 12,954 22,781 36,074 35,764: 165 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 575: 1,033 -207 -169 -291 894 573 518: 2 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 35.5 0.3 35.7 62.9 99.5 98.7: 0.5 1.3
Old : 100.0: 63.5 35.5 0.3 35.7 62.9 99.5 98.7: 0.5 1.3
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: 9 16 3 6 16 18 32:
Old : 46: 9 16 3 6 16 18 32:
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 : 88.4 57.9 96.7 74.3 88.4 57.9 96.7 73.7
Old : 88.4 57.9 96.7 74.3 88.4 57.9 96.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2015