WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 24, 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 : 401,742: 124,096 147,364 79,130 162,616 130,159 365,842 356,653: 35,900 45,089
Old : 213,418: 102,557 137,557 8,758 84,947 43,099 196,262 189,414: 17,156 24,004
Other: 188,324: 60,526 48,794 31,385 77,669 87,060 169,580 167,239: 18,744 21,085
: : :
: : Changes in Commitments from: February 17, 2015 :
: -8,843: 1,439 6,537 -4,535 -5,140 -12,394 -8,236 -10,392: -607 1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 36.7 19.7 40.5 32.4 91.1 88.8: 8.9 11.2
Old : 100.0: 48.1 64.5 4.1 39.8 20.2 92.0 88.8: 8.0 11.2
Other: 100.0: 32.1 25.9 16.7 41.2 46.2 90.0 88.8: 10.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 134 113 133 98 95 311 286:
Old : 352: 138 97 53 69 71 227 205:
Other: 289: 84 84 66 72 85 196 208:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.4 23.3 20.0 13.5 10.1 21.9 17.1
Old : 17.9 17.7 29.1 28.9 17.9 17.2 29.0 28.4
Other: 16.4 18.4 27.7 28.0 14.7 16.8 24.1 23.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 24, 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 : 157,937: 46,032 55,167 12,509 83,932 69,224 142,473 136,900: 15,464 21,037
Old : 86,231: 33,937 42,919 2,002 41,921 31,230 77,860 76,151: 8,371 10,080
Other: 71,706: 17,870 18,023 4,732 42,011 37,994 64,613 60,749: 7,093 10,957
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,116: -2,137 6,967 -4,024 7,893 -841 1,732 2,102: -616 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 34.9 7.9 53.1 43.8 90.2 86.7: 9.8 13.3
Old : 100.0: 39.4 49.8 2.3 48.6 36.2 90.3 88.3: 9.7 11.7
Other: 100.0: 24.9 25.1 6.6 58.6 53.0 90.1 84.7: 9.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 43 54 49 67 61 138 145:
Old : 171: 43 46 22 49 50 101 109:
Other: 149: 29 35 25 51 54 96 104:
:----------------------------------------------------------------------------------------------------
: 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 22.4 26.3 31.8 13.8 16.4 22.2 23.4
Old : 22.7 30.2 34.2 41.6 22.6 30.2 34.0 41.6
Other: 19.0 25.4 31.1 35.8 15.1 21.8 26.5 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 24, 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 : 1,294,525: 381,314 217,503 200,503 599,617 642,401 1,181,434 1,060,407: 113,091 234,118
Old : 961,516: 302,602 216,947 136,671 434,993 447,198 874,266 800,816: 87,250 160,700
Other: 333,009: 130,314 52,158 12,230 164,624 195,203 307,168 259,591: 25,841 73,418
: : :
: : Changes in Commitments from: February 17, 2015 :
: -67,631: 16,296 2,564 -17,808 -67,372 -46,017 -68,884 -61,261: 1,253 -6,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.8 15.5 46.3 49.6 91.3 81.9: 8.7 18.1
Old : 100.0: 31.5 22.6 14.2 45.2 46.5 90.9 83.3: 9.1 16.7
Other: 100.0: 39.1 15.7 3.7 49.4 58.6 92.2 78.0: 7.8 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 159 151 171 239 311 507 564:
Old : 671: 154 152 134 224 290 452 516:
Other: 481: 88 81 58 98 252 221 366:
:----------------------------------------------------------------------------------------------------
: 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 9.3 23.0 15.1 10.8 7.2 18.4 12.1
Old : 14.2 10.7 24.0 17.3 14.1 9.4 24.0 15.1
Other: 27.9 22.8 38.0 31.5 18.5 14.6 28.5 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 24, 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 : 9,362: 1,525 2,072 394 5,386 4,682 7,305 7,148: 2,057 2,214
Old : 6,488: 1,687 1,788 43 3,183 3,008 4,913 4,839: 1,575 1,649
Other: 2,874: 114 560 75 2,203 1,674 2,392 2,309: 482 565
: : :
: : Changes in Commitments from: February 17, 2015 :
: -86: -465 267 122 201 -612 -142 -223: 56 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.1 4.2 57.5 50.0 78.0 76.4: 22.0 23.6
Old : 100.0: 26.0 27.6 0.7 49.1 46.4 75.7 74.6: 24.3 25.4
Other: 100.0: 4.0 19.5 2.6 76.7 58.2 83.2 80.3: 16.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 7 4 14 11 26 21:
Old : 32: 11 6 1 10 8 21 15:
Other: 19: 1 6 4 8 7 13 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 : 36.5 50.2 57.0 64.8 32.2 39.3 41.4 45.6
Old : 40.2 61.6 55.0 70.3 35.6 53.2 48.6 61.9
Other: 61.0 52.0 79.5 73.8 60.5 51.4 74.4 70.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 24, 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 : 677,947: 176,219 189,285 108,302 341,454 263,362 625,975 560,949: 51,972 116,998
Old : 520,495: 168,442 200,244 48,059 264,153 199,277 480,654 447,580: 39,841 72,915
Other: 157,452: 61,756 43,020 6,264 77,301 64,085 145,321 113,369: 12,131 44,083
: : :
: : Changes in Commitments from: February 17, 2015 :
: -24,757: 11,013 -4,526 -11,481 -27,171 -9,764 -27,639 -25,771: 2,882 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.9 16.0 50.4 38.8 92.3 82.7: 7.7 17.3
Old : 100.0: 32.4 38.5 9.2 50.8 38.3 92.3 86.0: 7.7 14.0
Other: 100.0: 39.2 27.3 4.0 49.1 40.7 92.3 72.0: 7.7 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 143 210 190 160 203 427 511:
Old : 602: 145 215 131 143 189 366 468:
Other: 379: 90 110 47 78 137 196 269:
:----------------------------------------------------------------------------------------------------
: 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 12.2 21.7 19.9 12.9 10.6 19.4 15.3
Old : 13.4 14.2 23.4 23.0 12.4 13.8 22.4 21.4
Other: 24.4 22.1 37.6 28.6 24.1 21.7 36.7 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 24, 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 : 364,790: 107,700 66,551 73,328 153,453 194,697 334,481 334,576: 30,309 30,214
Old : 299,671: 114,694 75,375 38,892 123,945 159,769 277,531 274,036: 22,140 25,635
Other: 65,119: 16,914 15,084 10,528 29,508 34,928 56,950 60,540: 8,169 4,579
: : :
: : Changes in Commitments from: February 17, 2015 :
: -23,885: -569 -982 -7,948 -13,313 -14,199 -21,830 -23,129: -2,055 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 18.2 20.1 42.1 53.4 91.7 91.7: 8.3 8.3
Old : 100.0: 38.3 25.2 13.0 41.4 53.3 92.6 91.4: 7.4 8.6
Other: 100.0: 26.0 23.2 16.2 45.3 53.6 87.5 93.0: 12.5 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 91 78 108 82 73 238 221:
Old : 299: 101 82 86 80 71 224 205:
Other: 144: 39 37 28 47 26 104 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 30.2 17.3 36.0 9.0 26.8 16.1 32.1
Old : 10.9 29.4 19.7 36.3 10.3 26.3 18.5 32.6
Other: 19.4 37.2 33.1 49.9 18.4 34.9 31.4 45.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 24, 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 : 590,614: 62,377 53,682 13,158 341,513 345,163 417,048 412,003: 173,566 178,611
Old : 590,614: 62,377 53,682 13,158 341,513 345,163 417,048 412,003: 173,566 178,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -89,291: -21,592 -21,797 -8,366 -77,591 -84,090 -107,549 -114,253: 18,258 24,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.1 2.2 57.8 58.4 70.6 69.8: 29.4 30.2
Old : 100.0: 10.6 9.1 2.2 57.8 58.4 70.6 69.8: 29.4 30.2
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 : 126: 22 26 16 53 65 80 102:
Old : 126: 22 26 16 53 65 80 102:
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 : 21.9 15.2 32.5 24.7 18.7 12.6 25.5 18.9
Old : 21.9 15.2 32.5 24.7 18.7 12.6 25.5 18.9
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 24, 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 : 631,899: 46,661 88,831 29,691 433,426 424,106 509,778 542,628: 122,121 89,271
Old : 631,899: 46,661 88,831 29,691 433,426 424,106 509,778 542,628: 122,121 89,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 56,933: -2,263 9,295 1,190 53,632 41,961 52,559 52,446: 4,374 4,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.1 4.7 68.6 67.1 80.7 85.9: 19.3 14.1
Old : 100.0: 7.4 14.1 4.7 68.6 67.1 80.7 85.9: 19.3 14.1
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 : 95: 11 15 12 56 54 75 73:
Old : 95: 11 15 12 56 54 75 73:
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 : 21.3 36.0 34.4 47.6 16.7 32.0 25.8 40.2
Old : 21.3 36.0 34.4 47.6 16.7 32.0 25.8 40.2
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 24, 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 : 6,773: 1,164 229 692 4,484 5,518 6,340 6,439: 433 334
Old : 6,773: 1,164 229 692 4,484 5,518 6,340 6,439: 433 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -36: 30 -23 -15 -114 -21 -99 -59: 63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.4 10.2 66.2 81.5 93.6 95.1: 6.4 4.9
Old : 100.0: 17.2 3.4 10.2 66.2 81.5 93.6 95.1: 6.4 4.9
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 : 40: 12 4 8 16 19 29 31:
Old : 40: 12 4 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 : 40.4 57.1 62.1 73.1 24.1 33.9 32.7 39.3
Old : 40.4 57.1 62.1 73.1 24.1 33.9 32.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 24, 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 : 357,742: 117,248 60,941 43,422 149,794 219,493 310,464 323,856: 47,278 33,886
Old : 311,499: 116,885 56,098 29,451 123,692 198,501 270,028 284,050: 41,471 27,449
Other: 46,243: 10,309 14,789 4,025 26,102 20,992 40,436 39,806: 5,807 6,437
: : :
: : Changes in Commitments from: February 17, 2015 :
: -14,177: 5,757 -4,593 -9,388 -9,761 -431 -13,392 -14,412: -785 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 17.0 12.1 41.9 61.4 86.8 90.5: 13.2 9.5
Old : 100.0: 37.5 18.0 9.5 39.7 63.7 86.7 91.2: 13.3 8.8
Other: 100.0: 22.3 32.0 8.7 56.4 45.4 87.4 86.1: 12.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 87 70 77 90 84 229 194:
Old : 277: 92 71 74 88 82 223 190:
Other: 130: 32 26 16 58 32 98 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 33.2 14.8 40.7 8.3 30.1 13.8 37.2
Old : 8.8 35.9 15.4 44.3 8.2 34.6 14.5 42.8
Other: 23.0 28.8 36.2 46.5 20.7 25.4 32.2 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 24, 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 : 9,177: 778 4,763 833 5,610 1,712 7,221 7,308: 1,956 1,869
Old : 8,955: 954 4,808 604 5,512 1,709 7,070 7,121: 1,885 1,834
Other: 222: 51 182 2 98 3 151 187: 71 35
: : :
: : Changes in Commitments from: February 17, 2015 :
: -490: -147 99 -252 -153 -403 -552 -556: 62 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 51.9 9.1 61.1 18.7 78.7 79.6: 21.3 20.4
Old : 100.0: 10.7 53.7 6.7 61.6 19.1 79.0 79.5: 21.0 20.5
Other: 100.0: 23.0 82.0 0.9 44.1 1.4 68.0 84.2: 32.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 8 25 11 20 12 39 42:
Old : 64: 10 25 10 18 12 36 42:
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 : 42.3 32.5 52.6 45.3 41.7 32.3 51.7 44.4
Old : 42.8 33.3 53.3 46.4 42.1 33.3 52.4 45.7
Other: 64.9 83.8 68.0 84.2 64.9 82.0 65.8 82.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 24, 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 : 1,541,644: 317,972 341,804 32,168 1,071,232 999,521 1,421,372 1,373,493: 120,272 168,151
Old : 1,541,644: 317,972 341,804 32,168 1,071,232 999,521 1,421,372 1,373,493: 120,272 168,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -47,024: -20,555 -3,369 -35,381 -13,200 -22,936 -69,136 -61,686: 22,112 14,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 22.2 2.1 69.5 64.8 92.2 89.1: 7.8 10.9
Old : 100.0: 20.6 22.2 2.1 69.5 64.8 92.2 89.1: 7.8 10.9
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 : 262: 40 59 32 97 131 153 207:
Old : 262: 40 59 32 97 131 153 207:
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 : 30.7 23.7 43.9 34.9 24.7 23.7 36.0 31.5
Old : 30.7 23.7 43.9 34.9 24.7 23.7 36.0 31.5
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 24, 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 : 2,667,037: 360,092 469,802 132,617 1,829,310 1,638,896 2,322,019 2,241,315: 345,018 425,722
Old : 2,667,037: 360,092 469,802 132,617 1,829,310 1,638,896 2,322,019 2,241,315: 345,018 425,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 73,451: -43,019 -517 36,200 61,046 22,806 54,227 58,489: 19,224 14,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.6 5.0 68.6 61.5 87.1 84.0: 12.9 16.0
Old : 100.0: 13.5 17.6 5.0 68.6 61.5 87.1 84.0: 12.9 16.0
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 : 367: 57 94 67 148 175 248 294:
Old : 367: 57 94 67 148 175 248 294:
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 : 31.0 17.7 40.3 26.3 28.9 14.1 35.6 20.7
Old : 31.0 17.7 40.3 26.3 28.9 14.1 35.6 20.7
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 - Futures Only, February 24, 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 : 2,157,986: 399,905 405,406 55,980 1,400,890 1,242,937 1,856,775 1,704,323: 301,211 453,663
Old : 2,157,986: 399,905 405,406 55,980 1,400,890 1,242,937 1,856,775 1,704,323: 301,211 453,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 114,838: 27,561 15,370 4,257 -1,070 -5,969 30,748 13,658: 84,090 101,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.8 2.6 64.9 57.6 86.0 79.0: 14.0 21.0
Old : 100.0: 18.5 18.8 2.6 64.9 57.6 86.0 79.0: 14.0 21.0
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 : 255: 49 49 36 103 124 172 189:
Old : 255: 49 49 36 103 124 172 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 14.5 32.2 24.1 15.7 11.9 25.4 19.8
Old : 19.7 14.5 32.2 24.1 15.7 11.9 25.4 19.8
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 24, 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 : 698,711: 36,329 126,438 152,497 481,817 363,300 670,643 642,235: 28,068 56,476
Old : 698,711: 36,329 126,438 152,497 481,817 363,300 670,643 642,235: 28,068 56,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 19,031: 11,493 -4,891 11,927 -5,634 1,835 17,786 8,871: 1,245 10,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 18.1 21.8 69.0 52.0 96.0 91.9: 4.0 8.1
Old : 100.0: 5.2 18.1 21.8 69.0 52.0 96.0 91.9: 4.0 8.1
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 : 109: 20 27 39 41 51 83 104:
Old : 109: 20 27 39 41 51 83 104:
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 : 41.2 20.1 52.5 33.0 28.5 11.3 32.2 19.6
Old : 41.2 20.1 52.5 33.0 28.5 11.3 32.2 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 24, 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 : 58,166: 19,723 9,200 159 27,747 43,183 47,628 52,542: 10,538 5,624
Old : 58,166: 19,723 9,200 159 27,747 43,183 47,628 52,542: 10,538 5,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 51: -1,186 660 73 1,176 -471 63 262: -12 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.8 0.3 47.7 74.2 81.9 90.3: 18.1 9.7
Old : 100.0: 33.9 15.8 0.3 47.7 74.2 81.9 90.3: 18.1 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 : 95: 26 18 5 34 23 63 43:
Old : 95: 26 18 5 34 23 63 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 : 22.0 35.9 35.6 57.4 21.9 35.9 35.5 57.0
Old : 22.0 35.9 35.6 57.4 21.9 35.9 35.5 57.0
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 24, 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 : 116,331: 39,445 18,399 318 55,493 86,366 95,256 105,083: 21,075 11,248
Old : 116,331: 39,445 18,399 318 55,493 86,366 95,256 105,083: 21,075 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 101: -2,371 1,320 145 2,351 -941 125 524: -24 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.8 0.3 47.7 74.2 81.9 90.3: 18.1 9.7
Old : 100.0: 33.9 15.8 0.3 47.7 74.2 81.9 90.3: 18.1 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 : 95: 26 18 5 34 23 63 43:
Old : 95: 26 18 5 34 23 63 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 : 22.0 35.9 35.6 57.4 21.9 35.9 35.5 57.0
Old : 22.0 35.9 35.6 57.4 21.9 35.9 35.5 57.0
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 24, 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 : 12,062: 10,554 9,838 745 662 1,446 11,961 12,029: 101 33
Old : 12,062: 10,554 9,838 745 662 1,446 11,961 12,029: 101 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 16: 50 83 -44 0 -21 6 18: 10 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 81.6 6.2 5.5 12.0 99.2 99.7: 0.8 0.3
Old : 100.0: 87.5 81.6 6.2 5.5 12.0 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 : 80.0 73.7 94.1 92.9 79.1 71.4 86.5 85.3
Old : 80.0 73.7 94.1 92.9 79.1 71.4 86.5 85.3
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 24, 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 : 56,159: 23,519 17,782 0 32,514 38,229 56,033 56,011: 126 148
Old : 56,159: 23,519 17,782 0 32,514 38,229 56,033 56,011: 126 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 168: -591 258 -47 822 -36 184 175: -16 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 31.7 0.0 57.9 68.1 99.8 99.7: 0.2 0.3
Old : 100.0: 41.9 31.7 0.0 57.9 68.1 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 : 47: 6 17 0 9 16 15 33:
Old : 47: 6 17 0 9 16 15 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 : 80.9 46.3 96.9 69.0 80.1 39.4 90.9 62.1
Old : 80.9 46.3 96.9 69.0 80.1 39.4 90.9 62.1
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 24, 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 : 35,843: 23,413 12,643 23 12,302 22,724 35,738 35,390: 105 453
Old : 35,843: 23,413 12,643 23 12,302 22,724 35,738 35,390: 105 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -396: 400 -233 -84 -652 -57 -336 -374: -60 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 35.3 0.1 34.3 63.4 99.7 98.7: 0.3 1.3
Old : 100.0: 65.3 35.3 0.1 34.3 63.4 99.7 98.7: 0.3 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: 8 17 2 6 16 15 34:
Old : 46: 8 17 2 6 16 15 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 : 89.9 58.3 98.1 75.0 89.9 58.3 98.1 74.5
Old : 89.9 58.3 98.1 75.0 89.9 58.3 98.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015