WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 31, 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 : 431,772: 113,490 162,267 103,307 178,555 124,789 395,352 390,363: 36,420 41,409
Old : 183,064: 82,289 142,490 6,187 80,544 18,098 169,020 166,775: 14,044 16,289
Other: 248,708: 79,502 68,078 48,819 98,011 106,691 226,332 223,588: 22,376 25,120
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,830: -5,148 3,759 596 7,660 -1,242 3,108 3,113: 722 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 37.6 23.9 41.4 28.9 91.6 90.4: 8.4 9.6
Old : 100.0: 45.0 77.8 3.4 44.0 9.9 92.3 91.1: 7.7 8.9
Other: 100.0: 32.0 27.4 19.6 39.4 42.9 91.0 89.9: 9.0 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 119 109 144 101 94 309 293:
Old : 333: 125 98 22 63 49 198 160:
Other: 316: 92 95 85 83 88 228 228:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.2 22.0 18.2 12.3 8.5 20.6 14.4
Old : 19.0 16.4 30.7 28.0 19.0 16.4 30.7 28.0
Other: 14.3 15.4 24.1 25.0 13.0 13.5 21.8 21.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 31, 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 : 154,679: 42,689 50,772 18,676 76,446 63,083 137,811 132,531: 16,868 22,148
Old : 66,125: 31,741 33,797 2,147 24,791 22,876 58,679 58,820: 7,446 7,305
Other: 88,554: 21,029 27,056 6,448 51,655 40,207 79,132 73,711: 9,422 14,843
: : :
: : Changes in Commitments from: March 24, 2015 :
: 701: -990 -2,404 229 1,403 4,602 642 2,427: 59 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 32.8 12.1 49.4 40.8 89.1 85.7: 10.9 14.3
Old : 100.0: 48.0 51.1 3.2 37.5 34.6 88.7 89.0: 11.3 11.0
Other: 100.0: 23.7 30.6 7.3 58.3 45.4 89.4 83.2: 10.6 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 48 50 52 65 66 144 145:
Old : 160: 47 37 10 40 39 90 83:
Other: 159: 33 39 30 55 60 108 114:
:----------------------------------------------------------------------------------------------------
: 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 20.6 22.9 29.0 12.3 17.6 20.3 24.3
Old : 19.5 30.9 31.0 45.1 18.2 30.9 29.7 45.1
Other: 15.7 19.0 27.9 30.7 12.9 15.4 24.3 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 31, 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 : 1,349,885: 366,144 261,770 235,168 637,837 639,907 1,239,149 1,136,845: 110,736 213,040
Old : 980,156: 286,687 275,150 161,495 454,485 410,010 902,667 846,655: 77,489 133,501
Other: 369,729: 137,872 45,035 15,258 183,352 229,897 336,482 290,190: 33,247 79,539
: : :
: : Changes in Commitments from: March 24, 2015 :
: 16,445: -17,140 -25,128 16,398 18,674 25,374 17,932 16,644: -1,487 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.4 17.4 47.3 47.4 91.8 84.2: 8.2 15.8
Old : 100.0: 29.2 28.1 16.5 46.4 41.8 92.1 86.4: 7.9 13.6
Other: 100.0: 37.3 12.2 4.1 49.6 62.2 91.0 78.5: 9.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 156 174 192 239 298 518 580:
Old : 685: 142 182 146 218 272 445 528:
Other: 516: 126 74 54 112 252 266 358:
:----------------------------------------------------------------------------------------------------
: 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 8.9 22.3 15.6 10.3 6.2 17.0 10.9
Old : 14.5 10.4 25.0 17.8 14.5 9.2 24.2 15.3
Other: 23.0 23.1 33.0 32.9 13.8 16.6 23.8 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 31, 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 : 9,466: 2,190 1,813 539 4,435 4,904 7,164 7,256: 2,302 2,210
Old : 5,142: 2,271 1,304 0 1,407 2,465 3,678 3,769: 1,464 1,373
Other: 4,324: 369 959 89 3,028 2,439 3,486 3,487: 838 837
: : :
: : Changes in Commitments from: March 24, 2015 :
: 215: 3 -527 378 -547 86 -166 -63: 381 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.2 5.7 46.9 51.8 75.7 76.7: 24.3 23.3
Old : 100.0: 44.2 25.4 0.0 27.4 47.9 71.5 73.3: 28.5 26.7
Other: 100.0: 8.5 22.2 2.1 70.0 56.4 80.6 80.6: 19.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 8 4 15 12 27 22:
Old : 31: 10 5 0 8 9 18 14:
Other: 30: 6 7 3 13 10 21 18:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 40.0 50.6 57.4 27.0 36.2 39.6 46.5
Old : 45.2 52.2 59.5 66.5 45.2 52.0 59.3 64.8
Other: 45.5 40.5 61.4 65.9 45.1 36.7 56.5 58.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 31, 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 : 763,912: 188,526 202,812 134,136 392,976 313,369 715,638 650,317: 48,274 113,595
Old : 550,347: 173,795 207,114 64,819 280,925 213,404 519,539 485,337: 30,808 65,010
Other: 213,565: 72,654 53,621 11,394 112,051 99,965 196,099 164,980: 17,466 48,585
: : :
: : Changes in Commitments from: March 24, 2015 :
: 35,627: 3,336 9,046 13,044 16,598 12,245 32,978 34,335: 2,649 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 26.5 17.6 51.4 41.0 93.7 85.1: 6.3 14.9
Old : 100.0: 31.6 37.6 11.8 51.0 38.8 94.4 88.2: 5.6 11.8
Other: 100.0: 34.0 25.1 5.3 52.5 46.8 91.8 77.3: 8.2 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 147 216 204 153 203 434 519:
Old : 599: 151 214 145 129 177 361 464:
Other: 405: 88 129 61 89 151 223 297:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 13.8 20.2 20.9 9.7 9.4 15.8 15.3
Old : 13.3 16.6 22.2 24.6 11.3 14.0 19.5 20.5
Other: 22.0 21.0 33.6 27.4 21.3 20.4 32.9 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 31, 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 : 383,769: 117,865 94,344 68,631 166,151 187,463 352,647 350,438: 31,122 33,331
Old : 298,659: 117,531 100,656 34,850 123,980 134,462 276,361 269,968: 22,298 28,691
Other: 85,110: 22,743 16,097 11,372 42,171 53,001 76,286 80,470: 8,824 4,640
: : :
: : Changes in Commitments from: March 24, 2015 :
: 8,800: 3,951 9,515 -2,638 6,878 -2,167 8,191 4,710: 609 4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 24.6 17.9 43.3 48.8 91.9 91.3: 8.1 8.7
Old : 100.0: 39.4 33.7 11.7 41.5 45.0 92.5 90.4: 7.5 9.6
Other: 100.0: 26.7 18.9 13.4 49.5 62.3 89.6 94.5: 10.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 91 87 111 84 63 242 228:
Old : 307: 97 91 85 81 59 224 206:
Other: 161: 47 41 33 50 31 120 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 : 9.0 27.3 16.4 33.6 8.6 25.5 15.7 31.4
Old : 10.4 25.4 19.0 32.4 10.1 25.1 18.5 31.6
Other: 17.9 37.3 29.4 50.1 17.9 35.5 29.3 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 31, 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 : 426,004: 62,501 45,259 4,997 217,109 242,667 284,607 292,923: 141,397 133,081
Old : 426,004: 62,501 45,259 4,997 217,109 242,667 284,607 292,923: 141,397 133,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 11,918: 9,390 4,520 -1,243 5,991 11,747 14,138 15,024: -2,220 -3,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.6 1.2 51.0 57.0 66.8 68.8: 33.2 31.2
Old : 100.0: 14.7 10.6 1.2 51.0 57.0 66.8 68.8: 33.2 31.2
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 : 116: 25 15 14 52 54 81 79:
Old : 116: 25 15 14 52 54 81 79:
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 : 19.2 18.9 28.9 29.0 17.4 18.0 25.8 26.7
Old : 19.2 18.9 28.9 29.0 17.4 18.0 25.8 26.7
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 31, 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 : 571,434: 47,464 94,666 7,279 395,365 382,863 450,108 484,808: 121,326 86,626
Old : 571,434: 47,464 94,666 7,279 395,365 382,863 450,108 484,808: 121,326 86,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -10,061: 739 -871 173 -7,082 -6,170 -6,170 -6,868: -3,891 -3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 16.6 1.3 69.2 67.0 78.8 84.8: 21.2 15.2
Old : 100.0: 8.3 16.6 1.3 69.2 67.0 78.8 84.8: 21.2 15.2
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 : 93: 12 15 9 50 49 67 68:
Old : 93: 12 15 9 50 49 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 36.8 38.0 48.5 19.8 35.8 31.3 45.7
Old : 24.0 36.8 38.0 48.5 19.8 35.8 31.3 45.7
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 31, 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 : 6,723: 1,155 139 826 4,368 5,579 6,349 6,544: 374 179
Old : 6,723: 1,155 139 826 4,368 5,579 6,349 6,544: 374 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -729: -15 66 3 -684 -726 -696 -657: -33 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.1 12.3 65.0 83.0 94.4 97.3: 5.6 2.7
Old : 100.0: 17.2 2.1 12.3 65.0 83.0 94.4 97.3: 5.6 2.7
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 : 37: 10 4 6 19 20 32 27:
Old : 37: 10 4 6 19 20 32 27:
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 : 39.5 59.5 61.0 77.1 31.4 50.1 42.2 55.2
Old : 39.5 59.5 61.0 77.1 31.4 50.1 42.2 55.2
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 31, 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 : 346,338: 105,251 64,777 46,582 148,438 204,531 300,271 315,890: 46,067 30,448
Old : 282,926: 102,067 60,763 27,740 115,405 171,193 245,212 259,696: 37,714 23,230
Other: 63,412: 17,996 18,826 4,030 33,033 33,338 55,059 56,194: 8,353 7,218
: : :
: : Changes in Commitments from: March 24, 2015 :
: 5,361: 7,596 1,049 -2,364 -209 8,037 5,023 6,722: 338 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.7 13.4 42.9 59.1 86.7 91.2: 13.3 8.8
Old : 100.0: 36.1 21.5 9.8 40.8 60.5 86.7 91.8: 13.3 8.2
Other: 100.0: 28.4 29.7 6.4 52.1 52.6 86.8 88.6: 13.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 80 75 79 87 75 221 187:
Old : 267: 84 74 66 83 67 208 171:
Other: 159: 45 33 23 66 41 124 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 31.4 15.6 38.7 8.7 28.6 14.6 35.2
Old : 9.6 33.5 17.0 41.1 9.2 32.3 16.4 39.6
Other: 19.8 30.7 30.9 43.4 16.3 23.3 26.5 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 31, 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 : 9,228: 755 4,814 1,280 5,370 1,572 7,405 7,666: 1,823 1,562
Old : 8,481: 1,309 4,859 569 4,899 1,555 6,777 6,983: 1,704 1,498
Other: 747: 153 662 4 471 17 628 683: 119 64
: : :
: : Changes in Commitments from: March 24, 2015 :
: 523: 45 -83 477 -27 -67 495 327: 28 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 52.2 13.9 58.2 17.0 80.2 83.1: 19.8 16.9
Old : 100.0: 15.4 57.3 6.7 57.8 18.3 79.9 82.3: 20.1 17.7
Other: 100.0: 20.5 88.6 0.5 63.1 2.3 84.1 91.4: 15.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 26 13 19 13 40 45:
Old : 64: 12 25 9 18 12 36 42:
Other: 17: 4 5 1 7 2 12 7:
:----------------------------------------------------------------------------------------------------
: 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 33.5 55.9 46.5 38.7 30.9 46.3 40.1
Old : 45.6 33.7 56.8 46.1 45.6 33.6 53.9 43.6
Other: 66.9 89.6 82.7 91.4 66.9 89.0 82.7 90.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 31, 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 : 1,353,836: 412,984 274,016 20,861 801,209 902,290 1,235,054 1,197,167: 118,782 156,669
Old : 1,353,836: 412,984 274,016 20,861 801,209 902,290 1,235,054 1,197,167: 118,782 156,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -16,342: 9,958 -38,491 2,745 -40,280 7,481 -27,577 -28,265: 11,235 11,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 20.2 1.5 59.2 66.6 91.2 88.4: 8.8 11.6
Old : 100.0: 30.5 20.2 1.5 59.2 66.6 91.2 88.4: 8.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 46 58 27 92 118 151 190:
Old : 260: 46 58 27 92 118 151 190:
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 30.3 39.8 39.4 27.1 30.3 38.0 38.4
Old : 27.3 30.3 39.8 39.4 27.1 30.3 38.0 38.4
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 31, 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 : 2,767,663: 363,542 477,352 73,625 2,017,173 1,790,378 2,454,340 2,341,355: 313,323 426,308
Old : 2,767,663: 363,542 477,352 73,625 2,017,173 1,790,378 2,454,340 2,341,355: 313,323 426,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -37,754: 13,118 -52,879 -15,979 -26,524 5,871 -29,385 -62,987: -8,369 25,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.2 2.7 72.9 64.7 88.7 84.6: 11.3 15.4
Old : 100.0: 13.1 17.2 2.7 72.9 64.7 88.7 84.6: 11.3 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 : 371: 70 83 46 145 161 241 264:
Old : 371: 70 83 46 145 161 241 264:
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 : 36.3 18.8 46.6 28.4 32.4 16.7 41.2 22.9
Old : 36.3 18.8 46.6 28.4 32.4 16.7 41.2 22.9
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 31, 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 : 1,982,117: 369,280 398,578 21,946 1,341,754 1,220,039 1,732,980 1,640,563: 249,137 341,554
Old : 1,982,117: 369,280 398,578 21,946 1,341,754 1,220,039 1,732,980 1,640,563: 249,137 341,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -20,490: -9,144 -5,688 -164 -19,966 -2,070 -29,274 -7,922: 8,784 -12,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.1 1.1 67.7 61.6 87.4 82.8: 12.6 17.2
Old : 100.0: 18.6 20.1 1.1 67.7 61.6 87.4 82.8: 12.6 17.2
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 : 271: 39 66 28 102 123 160 198:
Old : 271: 39 66 28 102 123 160 198:
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 : 23.9 15.7 38.0 24.8 19.4 13.5 31.9 21.2
Old : 23.9 15.7 38.0 24.8 19.4 13.5 31.9 21.2
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 31, 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 : 777,368: 49,290 136,999 153,627 548,929 430,673 751,846 721,299: 25,522 56,069
Old : 777,368: 49,290 136,999 153,627 548,929 430,673 751,846 721,299: 25,522 56,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 27,538: -1,227 4,562 -2,307 30,391 23,235 26,857 25,490: 681 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 17.6 19.8 70.6 55.4 96.7 92.8: 3.3 7.2
Old : 100.0: 6.3 17.6 19.8 70.6 55.4 96.7 92.8: 3.3 7.2
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 : 114: 15 38 32 43 54 77 109:
Old : 114: 15 38 32 43 54 77 109:
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 : 42.1 22.5 53.4 33.5 28.5 10.1 34.3 17.4
Old : 42.1 22.5 53.4 33.5 28.5 10.1 34.3 17.4
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 31, 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 : 48,671: 11,178 8,041 2,115 27,229 33,339 40,521 43,495: 8,150 5,176
Old : 48,671: 11,178 8,041 2,115 27,229 33,339 40,521 43,495: 8,150 5,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -4,654: -3,794 -732 863 -1,977 -4,909 -4,908 -4,777: 254 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.5 4.3 55.9 68.5 83.3 89.4: 16.7 10.6
Old : 100.0: 23.0 16.5 4.3 55.9 68.5 83.3 89.4: 16.7 10.6
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 : 88: 25 19 4 29 19 55 41:
Old : 88: 25 19 4 29 19 55 41:
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 : 28.9 41.2 42.2 61.7 28.9 39.4 40.7 59.9
Old : 28.9 41.2 42.2 61.7 28.9 39.4 40.7 59.9
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 31, 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 : 97,342: 22,355 16,082 4,230 54,457 66,678 81,042 86,990: 16,300 10,352
Old : 97,342: 22,355 16,082 4,230 54,457 66,678 81,042 86,990: 16,300 10,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -9,307: -7,587 -1,463 1,726 -3,954 -9,817 -9,815 -9,554: 508 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.5 4.3 55.9 68.5 83.3 89.4: 16.7 10.6
Old : 100.0: 23.0 16.5 4.3 55.9 68.5 83.3 89.4: 16.7 10.6
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 : 88: 25 19 4 29 19 55 41:
Old : 88: 25 19 4 29 19 55 41:
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 : 28.9 41.2 42.2 61.7 28.9 39.4 40.7 59.9
Old : 28.9 41.2 42.2 61.7 28.9 39.4 40.7 59.9
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 31, 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 : 13,628: 11,865 12,198 749 848 678 13,462 13,625: 166 3
Old : 13,628: 11,865 12,198 749 848 678 13,462 13,625: 166 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 482: 449 444 35 0 0 484 479: -2 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 89.5 5.5 6.2 5.0 98.8 100.0: 1.2 0.0
Old : 100.0: 87.1 89.5 5.5 6.2 5.0 98.8 100.0: 1.2 0.0
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 : 30: 17 12 2 1 1 19 14:
Old : 30: 17 12 2 1 1 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 72.1 93.4 91.9 74.7 72.1 84.1 85.3
Old : 75.8 72.1 93.4 91.9 74.7 72.1 84.1 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, March 31, 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 : 45,371: 33,584 17,832 0 11,671 27,403 45,255 45,235: 116 136
Old : 45,371: 33,584 17,832 0 11,671 27,403 45,255 45,235: 116 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -52: 1,147 312 0 -1,200 -367 -53 -55: 1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 39.3 0.0 25.7 60.4 99.7 99.7: 0.3 0.3
Old : 100.0: 74.0 39.3 0.0 25.7 60.4 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 : 46: 9 15 0 8 16 17 31:
Old : 46: 9 15 0 8 16 17 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 : 90.0 51.0 96.6 72.3 84.2 42.4 89.1 63.8
Old : 90.0 51.0 96.6 72.3 84.2 42.4 89.1 63.8
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 31, 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 : 37,966: 29,751 13,100 42 8,089 24,680 37,882 37,822: 84 144
Old : 37,966: 29,751 13,100 42 8,089 24,680 37,882 37,822: 84 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -385: 790 -278 42 -1,167 -196 -335 -432: -50 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 34.5 0.1 21.3 65.0 99.8 99.6: 0.2 0.4
Old : 100.0: 78.4 34.5 0.1 21.3 65.0 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 16 1 4 15 13 32:
Old : 43: 9 16 1 4 15 13 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 : 95.3 59.0 99.0 77.5 95.3 58.4 98.6 76.9
Old : 95.3 59.0 99.0 77.5 95.3 58.4 98.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015