WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 10, 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 : 424,445: 129,031 165,819 89,775 171,121 123,779 389,927 379,373: 34,518 45,072
Old : 207,028: 98,888 152,532 7,472 85,964 24,044 192,324 184,048: 14,704 22,980
Other: 217,417: 70,224 53,368 42,222 85,157 99,735 197,603 195,325: 19,814 22,092
: : :
: : Changes in Commitments from: March 3, 2015 :
: 19,890: 5,072 12,753 4,629 11,691 1,553 21,392 18,935: -1,502 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 39.1 21.2 40.3 29.2 91.9 89.4: 8.1 10.6
Old : 100.0: 47.8 73.7 3.6 41.5 11.6 92.9 88.9: 7.1 11.1
Other: 100.0: 32.3 24.5 19.4 39.2 45.9 90.9 89.8: 9.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 136 114 120 101 97 305 285:
Old : 352: 133 103 34 67 54 212 179:
Other: 305: 93 86 68 83 87 216 210:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 10.3 22.7 19.1 12.6 9.1 21.0 15.8
Old : 18.3 16.4 29.5 28.2 18.3 15.8 29.5 27.6
Other: 14.7 17.9 24.8 28.0 13.9 15.3 21.8 22.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 10, 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 : 161,141: 49,529 62,156 13,477 82,616 62,250 145,622 137,883: 15,519 23,258
Old : 84,740: 37,419 48,298 967 38,714 25,167 77,100 74,432: 7,640 10,308
Other: 76,401: 20,752 22,500 3,868 43,902 37,083 68,522 63,451: 7,879 12,950
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,896: 1,680 774 -463 -4,179 -4,236 -2,962 -3,925: 66 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 38.6 8.4 51.3 38.6 90.4 85.6: 9.6 14.4
Old : 100.0: 44.2 57.0 1.1 45.7 29.7 91.0 87.8: 9.0 12.2
Other: 100.0: 27.2 29.4 5.1 57.5 48.5 89.7 83.0: 10.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 45 56 49 68 60 141 143:
Old : 172: 45 46 11 42 42 92 94:
Other: 153: 35 34 23 57 52 104 101:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 22.4 27.8 31.3 14.1 17.2 22.4 25.4
Old : 27.4 32.5 40.9 45.1 27.4 32.5 40.9 45.1
Other: 17.2 22.0 29.4 33.5 16.0 21.6 27.4 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 10, 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 : 1,245,440: 376,792 247,815 175,668 589,476 602,884 1,141,936 1,026,367: 103,504 219,073
Old : 899,265: 294,820 247,494 112,041 418,725 397,827 825,586 757,362: 73,679 141,903
Other: 346,175: 134,965 53,314 10,634 170,751 205,057 316,350 269,005: 29,825 77,170
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,623: -2,691 16,082 -10,394 10,416 -7,437 -2,669 -1,749: -954 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 19.9 14.1 47.3 48.4 91.7 82.4: 8.3 17.6
Old : 100.0: 32.8 27.5 12.5 46.6 44.2 91.8 84.2: 8.2 15.8
Other: 100.0: 39.0 15.4 3.1 49.3 59.2 91.4 77.7: 8.6 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 157 158 159 217 305 472 553:
Old : 660: 136 167 119 198 282 408 501:
Other: 481: 106 69 52 100 245 232 347:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 9.1 23.9 15.3 11.7 7.3 19.1 12.5
Old : 15.3 10.8 26.0 18.0 15.3 9.6 25.9 16.5
Other: 25.6 22.7 36.3 31.3 17.3 16.1 27.9 23.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 10, 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 : 8,938: 2,135 2,461 192 4,621 4,461 6,948 7,114: 1,990 1,824
Old : 5,804: 2,094 1,988 0 2,284 2,544 4,378 4,532: 1,426 1,272
Other: 3,134: 173 605 60 2,337 1,917 2,570 2,582: 564 552
: : :
: : Changes in Commitments from: March 3, 2015 :
: 409: 394 340 -89 37 306 342 557: 67 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 27.5 2.1 51.7 49.9 77.7 79.6: 22.3 20.4
Old : 100.0: 36.1 34.3 0.0 39.4 43.8 75.4 78.1: 24.6 21.9
Other: 100.0: 5.5 19.3 1.9 74.6 61.2 82.0 82.4: 18.0 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 9 4 15 13 27 24:
Old : 35: 10 7 0 10 9 20 16:
Other: 24: 3 6 4 10 10 16 17:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 47.3 53.3 62.8 37.1 41.8 48.0 51.5
Old : 40.1 58.9 55.9 70.7 40.1 58.9 55.4 70.7
Other: 55.3 48.1 77.0 69.0 54.7 47.4 68.4 65.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 10, 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 : 678,241: 177,354 185,747 107,044 350,296 269,567 634,694 562,358: 43,547 115,883
Old : 498,874: 167,720 191,517 45,539 256,277 192,338 469,536 429,394: 29,338 69,480
Other: 179,367: 63,792 48,388 7,347 94,019 77,229 165,158 132,964: 14,209 46,403
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,253: -15,564 -2,460 1,117 21,787 11,877 7,340 10,534: -1,087 -4,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 27.4 15.8 51.6 39.7 93.6 82.9: 6.4 17.1
Old : 100.0: 33.6 38.4 9.1 51.4 38.6 94.1 86.1: 5.9 13.9
Other: 100.0: 35.6 27.0 4.1 52.4 43.1 92.1 74.1: 7.9 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 137 226 186 150 199 403 516:
Old : 599: 141 224 130 124 176 335 464:
Other: 406: 86 134 49 79 148 194 304:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 13.0 22.1 20.9 12.0 10.6 18.5 16.0
Old : 14.6 15.7 23.8 24.4 12.4 15.3 21.2 23.2
Other: 22.0 22.4 34.5 28.6 21.7 21.9 34.1 28.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 10, 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 : 358,454: 120,642 77,461 62,288 145,553 189,916 328,483 329,665: 29,971 28,789
Old : 286,882: 125,589 83,182 27,132 112,892 151,906 265,613 262,220: 21,269 24,662
Other: 71,572: 19,249 18,475 10,960 32,661 38,010 62,870 67,445: 8,702 4,127
: : :
: : Changes in Commitments from: March 3, 2015 :
: 5,292: -2,852 19,060 427 7,812 -18,822 5,387 665: -95 4,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 21.6 17.4 40.6 53.0 91.6 92.0: 8.4 8.0
Old : 100.0: 43.8 29.0 9.5 39.4 53.0 92.6 91.4: 7.4 8.6
Other: 100.0: 26.9 25.8 15.3 45.6 53.1 87.8 94.2: 12.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 93 90 100 76 67 225 218:
Old : 300: 108 87 77 74 64 215 196:
Other: 155: 42 44 31 46 31 109 88:
:----------------------------------------------------------------------------------------------------
: 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 29.8 16.8 35.7 9.2 28.8 16.6 34.4
Old : 10.4 29.7 19.2 36.3 10.4 29.1 19.0 35.6
Other: 18.2 32.9 31.0 47.5 18.2 31.3 30.3 43.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 10, 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 : 403,170: 47,987 41,417 9,218 209,608 204,678 266,813 255,313: 136,357 147,857
Old : 403,170: 47,987 41,417 9,218 209,608 204,678 266,813 255,313: 136,357 147,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -23,250: -5,265 -13,494 -9,033 -10,581 -9,847 -24,879 -32,374: 1,629 9,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.3 2.3 52.0 50.8 66.2 63.3: 33.8 36.7
Old : 100.0: 11.9 10.3 2.3 52.0 50.8 66.2 63.3: 33.8 36.7
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 : 113: 23 19 14 48 58 76 86:
Old : 113: 23 19 14 48 58 76 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 17.0 29.0 25.8 14.8 13.7 21.2 20.9
Old : 18.6 17.0 29.0 25.8 14.8 13.7 21.2 20.9
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, March 10, 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 : 587,671: 53,168 92,783 13,254 407,573 391,246 473,995 497,283: 113,676 90,388
Old : 587,671: 53,168 92,783 13,254 407,573 391,246 473,995 497,283: 113,676 90,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,097: 2,007 6,210 -4,500 6,192 3,205 3,699 4,915: 2,398 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.8 2.3 69.4 66.6 80.7 84.6: 19.3 15.4
Old : 100.0: 9.0 15.8 2.3 69.4 66.6 80.7 84.6: 19.3 15.4
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 : 91: 12 15 11 55 47 74 66:
Old : 91: 12 15 11 55 47 74 66:
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 36.8 38.0 48.0 19.4 35.1 31.5 44.4
Old : 23.6 36.8 38.0 48.0 19.4 35.1 31.5 44.4
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, March 10, 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 : 7,295: 1,214 116 783 4,885 6,123 6,882 7,022: 413 273
Old : 7,295: 1,214 116 783 4,885 6,123 6,882 7,022: 413 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 365: 19 -100 44 369 420 432 364: -67 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.6 10.7 67.0 83.9 94.3 96.3: 5.7 3.7
Old : 100.0: 16.6 1.6 10.7 67.0 83.9 94.3 96.3: 5.7 3.7
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 : 38: 12 2 6 18 20 30 28:
Old : 38: 12 2 6 18 20 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 58.5 59.3 74.7 24.6 39.4 33.9 44.2
Old : 36.9 58.5 59.3 74.7 24.6 39.4 33.9 44.2
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, March 10, 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 : 345,400: 111,433 63,028 43,135 146,496 213,001 301,064 319,164: 44,336 26,236
Old : 291,308: 108,340 56,575 27,893 117,934 186,363 254,167 270,831: 37,141 20,477
Other: 54,092: 14,715 18,075 3,620 28,562 26,638 46,897 48,333: 7,195 5,759
: : :
: : Changes in Commitments from: March 3, 2015 :
: 8,877: 4,941 201 1,916 1,405 11,536 8,262 13,653: 615 -4,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.2 12.5 42.4 61.7 87.2 92.4: 12.8 7.6
Old : 100.0: 37.2 19.4 9.6 40.5 64.0 87.3 93.0: 12.7 7.0
Other: 100.0: 27.2 33.4 6.7 52.8 49.2 86.7 89.4: 13.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 82 82 73 89 77 225 188:
Old : 277: 88 80 64 83 70 215 172:
Other: 153: 39 33 22 64 38 114 82:
:----------------------------------------------------------------------------------------------------
: 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 32.9 15.3 40.7 8.8 29.4 14.7 36.6
Old : 9.2 35.8 16.5 44.2 9.1 33.8 16.2 42.1
Other: 19.9 30.4 31.1 45.2 16.4 23.4 26.8 36.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 10, 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 : 8,963: 770 4,889 676 5,732 1,566 7,178 7,131: 1,785 1,832
Old : 8,427: 1,257 4,940 137 5,331 1,563 6,725 6,640: 1,702 1,787
Other: 536: 51 487 1 401 3 453 491: 83 45
: : :
: : Changes in Commitments from: March 3, 2015 :
: -126: -8 75 -116 7 -71 -117 -112: -9 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 54.5 7.5 64.0 17.5 80.1 79.6: 19.9 20.4
Old : 100.0: 14.9 58.6 1.6 63.3 18.5 79.8 78.8: 20.2 21.2
Other: 100.0: 9.5 90.9 0.2 74.8 0.6 84.5 91.6: 15.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 11 23 9 20 12 37 40:
Old : 62: 12 24 6 17 12 33 38:
Other: 13: 2 4 1 7 1 10 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 : 47.1 34.2 59.6 46.2 44.1 33.3 53.2 42.5
Old : 47.0 35.4 60.3 46.0 46.2 35.4 57.2 45.2
Other: 78.7 91.0 84.1 91.6 78.7 90.9 83.8 90.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 10, 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 : 1,333,673: 334,203 337,966 22,146 869,322 823,823 1,225,671 1,183,935: 108,002 149,738
Old : 1,333,673: 334,203 337,966 22,146 869,322 823,823 1,225,671 1,183,935: 108,002 149,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -12,991: 19,419 -9,225 -2,942 -33,176 -1,311 -16,699 -13,478: 3,708 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.3 1.7 65.2 61.8 91.9 88.8: 8.1 11.2
Old : 100.0: 25.1 25.3 1.7 65.2 61.8 91.9 88.8: 8.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 40 63 25 93 126 144 203:
Old : 261: 40 63 25 93 126 144 203:
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 25.6 45.6 35.5 30.4 25.6 44.4 34.2
Old : 31.0 25.6 45.6 35.5 30.4 25.6 44.4 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 10, 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 : 2,616,675: 376,634 514,891 61,091 1,888,474 1,606,926 2,326,199 2,182,908: 290,476 433,767
Old : 2,616,675: 376,634 514,891 61,091 1,888,474 1,606,926 2,326,199 2,182,908: 290,476 433,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 14,441: 23,039 21,822 -11,072 16,198 -10,427 28,165 323: -13,724 14,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.7 2.3 72.2 61.4 88.9 83.4: 11.1 16.6
Old : 100.0: 14.4 19.7 2.3 72.2 61.4 88.9 83.4: 11.1 16.6
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 : 371: 62 94 46 145 163 238 272:
Old : 371: 62 94 46 145 163 238 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 18.2 45.1 26.8 32.7 15.4 41.4 22.6
Old : 35.1 18.2 45.1 26.8 32.7 15.4 41.4 22.6
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, March 10, 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 : 1,973,104: 440,008 407,768 17,791 1,306,460 1,193,987 1,764,259 1,619,546: 208,845 353,558
Old : 1,973,104: 440,008 407,768 17,791 1,306,460 1,193,987 1,764,259 1,619,546: 208,845 353,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 26,645: 15,667 -20,562 -6,202 18,256 59,994 27,721 33,230: -1,076 -6,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.7 0.9 66.2 60.5 89.4 82.1: 10.6 17.9
Old : 100.0: 22.3 20.7 0.9 66.2 60.5 89.4 82.1: 10.6 17.9
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 : 269: 45 58 29 104 126 167 195:
Old : 269: 45 58 29 104 126 167 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 17.3 33.2 27.3 16.1 14.9 27.6 22.9
Old : 19.6 17.3 33.2 27.3 16.1 14.9 27.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 10, 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 : 723,522: 17,083 129,653 186,788 494,119 357,242 697,990 673,683: 25,532 49,839
Old : 723,522: 17,083 129,653 186,788 494,119 357,242 697,990 673,683: 25,532 49,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 64,365: -1,822 -2,660 41,391 27,283 28,338 66,852 67,069: -2,487 -2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 17.9 25.8 68.3 49.4 96.5 93.1: 3.5 6.9
Old : 100.0: 2.4 17.9 25.8 68.3 49.4 96.5 93.1: 3.5 6.9
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 : 112: 16 30 34 40 57 74 109:
Old : 112: 16 30 34 40 57 74 109:
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 : 43.0 18.8 55.0 30.5 30.0 8.9 33.5 16.5
Old : 43.0 18.8 55.0 30.5 30.0 8.9 33.5 16.5
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 - Futures Only, March 10, 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 : 55,716: 17,701 9,326 417 29,901 38,293 48,018 48,035: 7,698 7,681
Old : 55,716: 17,701 9,326 417 29,901 38,293 48,018 48,035: 7,698 7,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,642: -3,396 122 327 880 -3,435 -2,190 -2,987: -453 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.7 0.7 53.7 68.7 86.2 86.2: 13.8 13.8
Old : 100.0: 31.8 16.7 0.7 53.7 68.7 86.2 86.2: 13.8 13.8
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 : 96: 30 21 7 34 18 68 42:
Old : 96: 30 21 7 34 18 68 42:
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 : 25.2 40.0 38.9 59.1 25.1 38.6 38.8 57.4
Old : 25.2 40.0 38.9 59.1 25.1 38.6 38.8 57.4
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, March 10, 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 : 111,431: 35,401 18,651 833 59,802 76,586 96,036 96,070: 15,395 15,361
Old : 111,431: 35,401 18,651 833 59,802 76,586 96,036 96,070: 15,395 15,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -5,284: -6,791 243 653 1,759 -6,869 -4,379 -5,973: -905 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.7 0.7 53.7 68.7 86.2 86.2: 13.8 13.8
Old : 100.0: 31.8 16.7 0.7 53.7 68.7 86.2 86.2: 13.8 13.8
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 : 96: 30 21 7 34 18 68 42:
Old : 96: 30 21 7 34 18 68 42:
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 : 25.2 40.0 38.9 59.1 25.1 38.6 38.8 57.4
Old : 25.2 40.0 38.9 59.1 25.1 38.6 38.8 57.4
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, March 10, 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 : 14,250: 12,686 12,807 752 691 678 14,129 14,237: 121 13
Old : 14,250: 12,686 12,807 752 691 678 14,129 14,237: 121 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 284: 272 2,017 -1 0 -1,729 271 287: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 89.9 5.3 4.8 4.8 99.2 99.9: 0.8 0.1
Old : 100.0: 89.0 89.9 5.3 4.8 4.8 99.2 99.9: 0.8 0.1
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 : 25: 13 11 3 1 1 16 13:
Old : 25: 13 11 3 1 1 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 70.4 96.5 90.6 84.5 70.0 87.9 84.2
Old : 85.2 70.4 96.5 90.6 84.5 70.0 87.9 84.2
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, March 10, 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 : 62,446: 25,771 17,752 8,412 28,157 36,122 62,340 62,286: 106 160
Old : 62,446: 25,771 17,752 8,412 28,157 36,122 62,340 62,286: 106 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 4,887: 1,855 951 8,405 -5,317 -4,406 4,943 4,950: -56 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 28.4 13.5 45.1 57.8 99.8 99.7: 0.2 0.3
Old : 100.0: 41.3 28.4 13.5 45.1 57.8 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 : 46: 5 17 2 8 17 14 36:
Old : 46: 5 17 2 8 17 14 36:
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 : 87.2 44.9 96.9 66.7 72.2 33.0 79.1 52.1
Old : 87.2 44.9 96.9 66.7 72.2 33.0 79.1 52.1
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, March 10, 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 : 40,579: 24,122 11,966 4,128 12,214 24,375 40,464 40,469: 115 110
Old : 40,579: 24,122 11,966 4,128 12,214 24,375 40,464 40,469: 115 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 3,574: 144 -305 4,077 -665 -174 3,556 3,598: 18 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 29.5 10.2 30.1 60.1 99.7 99.7: 0.3 0.3
Old : 100.0: 59.4 29.5 10.2 30.1 60.1 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 : 43: 8 14 2 6 16 15 31:
Old : 43: 8 14 2 6 16 15 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 : 92.0 57.3 98.0 75.9 81.8 52.8 87.9 68.3
Old : 92.0 57.3 98.0 75.9 81.8 52.8 87.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015