WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 14, 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 : 469,920: 116,820 175,559 122,339 188,807 126,301 427,966 424,199: 41,954 45,721
Old : 111,056: 65,109 79,301 3,137 29,919 17,041 98,165 99,479: 12,891 11,577
Other: 358,864: 91,534 136,081 79,379 158,888 109,260 329,801 324,720: 29,063 34,144
: : :
: : Changes in Commitments from: April 7, 2015 :
: 22,476: 415 15,943 11,135 7,649 -10,280 19,199 16,798: 3,277 5,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 37.4 26.0 40.2 26.9 91.1 90.3: 8.9 9.7
Old : 100.0: 58.6 71.4 2.8 26.9 15.3 88.4 89.6: 11.6 10.4
Other: 100.0: 25.5 37.9 22.1 44.3 30.4 91.9 90.5: 8.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 127 125 151 102 93 327 301:
Old : 275: 113 69 17 53 43 175 120:
Other: 363: 97 132 109 90 90 261 272:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 10.1 20.9 18.0 11.7 9.1 19.3 15.1
Old : 17.8 23.2 30.3 35.5 17.8 23.1 30.3 35.4
Other: 16.6 12.4 26.6 22.3 15.0 11.4 24.6 17.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 14, 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 : 153,133: 37,668 49,759 19,973 76,672 60,003 134,313 129,735: 18,820 23,398
Old : 35,664: 14,219 19,015 1,024 15,977 10,834 31,220 30,873: 4,444 4,791
Other: 117,469: 29,983 37,278 12,415 60,695 49,169 103,093 98,862: 14,376 18,607
: : :
: : Changes in Commitments from: April 7, 2015 :
: 5,812: -2,704 4,847 3,462 2,105 -4,550 2,863 3,759: 2,949 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 32.5 13.0 50.1 39.2 87.7 84.7: 12.3 15.3
Old : 100.0: 39.9 53.3 2.9 44.8 30.4 87.5 86.6: 12.5 13.4
Other: 100.0: 25.5 31.7 10.6 51.7 41.9 87.8 84.2: 12.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 46 56 52 71 66 151 148:
Old : 136: 41 26 5 36 34 77 65:
Other: 184: 35 58 37 64 64 123 138:
:----------------------------------------------------------------------------------------------------
: 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 18.4 23.4 27.1 12.4 16.2 20.8 23.5
Old : 23.7 38.1 38.0 55.9 22.0 38.1 36.3 55.9
Other: 14.9 16.0 26.2 24.7 13.4 12.0 23.6 19.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 14, 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 : 1,407,876: 363,390 317,365 267,820 653,491 605,737 1,284,701 1,190,922: 123,175 216,954
Old : 1,009,290: 290,053 328,469 178,725 454,220 370,865 922,998 878,059: 86,292 131,231
Other: 398,586: 140,358 55,917 22,074 199,271 234,872 361,703 312,863: 36,883 85,723
: : :
: : Changes in Commitments from: April 7, 2015 :
: 49,527: 14,850 58,720 4,345 18,474 -16,052 37,669 47,013: 11,858 2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.5 19.0 46.4 43.0 91.3 84.6: 8.7 15.4
Old : 100.0: 28.7 32.5 17.7 45.0 36.7 91.5 87.0: 8.5 13.0
Other: 100.0: 35.2 14.0 5.5 50.0 58.9 90.7 78.5: 9.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 151 174 194 261 293 534 582:
Old : 683: 151 174 147 236 261 466 519:
Other: 524: 117 82 65 125 246 283 365:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 8.6 20.1 15.0 9.0 6.0 15.2 10.9
Old : 12.5 9.8 21.8 17.8 12.2 8.4 20.8 15.2
Other: 20.6 21.5 29.6 30.2 12.2 13.2 20.5 20.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 14, 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 : 8,859: 1,871 1,155 551 4,293 4,855 6,715 6,561: 2,144 2,298
Old : 3,392: 1,593 508 0 927 1,719 2,520 2,227: 872 1,165
Other: 5,467: 749 1,118 80 3,366 3,136 4,195 4,334: 1,272 1,133
: : :
: : Changes in Commitments from: April 7, 2015 :
: -49: -56 19 -49 259 -52 154 -82: -203 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.0 6.2 48.5 54.8 75.8 74.1: 24.2 25.9
Old : 100.0: 47.0 15.0 0.0 27.3 50.7 74.3 65.7: 25.7 34.3
Other: 100.0: 13.7 20.4 1.5 61.6 57.4 76.7 79.3: 23.3 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 8 6 17 12 28 25:
Old : 26: 7 6 0 7 8 14 14:
Other: 34: 5 11 4 16 10 25 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 34.6 51.1 51.4 31.2 31.3 45.5 43.5
Old : 51.4 38.4 67.4 54.5 51.4 35.8 65.2 49.2
Other: 38.4 39.1 55.1 58.3 38.0 35.4 53.1 50.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 14, 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 : 794,398: 180,451 217,666 138,985 423,451 325,609 742,887 682,260: 51,511 112,138
Old : 559,843: 167,700 208,872 64,937 293,087 224,778 525,724 498,587: 34,119 61,256
Other: 234,555: 71,261 67,304 15,538 130,364 100,831 217,163 183,673: 17,392 50,882
: : :
: : Changes in Commitments from: April 7, 2015 :
: 40,443: -3,803 22,374 9,740 31,570 6,320 37,507 38,434: 2,936 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 27.4 17.5 53.3 41.0 93.5 85.9: 6.5 14.1
Old : 100.0: 30.0 37.3 11.6 52.4 40.2 93.9 89.1: 6.1 10.9
Other: 100.0: 30.4 28.7 6.6 55.6 43.0 92.6 78.3: 7.4 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 151 234 217 161 197 457 534:
Old : 613: 162 217 153 137 168 383 467:
Other: 430: 86 150 68 97 149 231 324:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.9 19.9 19.8 9.0 9.3 15.4 14.9
Old : 12.5 17.0 21.2 24.6 9.7 13.6 17.5 20.1
Other: 20.2 15.6 30.9 22.4 19.4 14.8 29.9 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 14, 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 : 377,814: 120,386 80,791 68,881 154,663 198,987 343,930 348,659: 33,884 29,155
Old : 278,406: 122,298 85,816 30,243 102,738 138,833 255,279 254,892: 23,127 23,514
Other: 99,408: 25,522 22,409 11,204 51,925 60,154 88,651 93,767: 10,757 5,641
: : :
: : Changes in Commitments from: April 7, 2015 :
: 2,962: 1,402 -8,460 4,632 -4,546 7,871 1,488 4,043: 1,474 -1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 21.4 18.2 40.9 52.7 91.0 92.3: 9.0 7.7
Old : 100.0: 43.9 30.8 10.9 36.9 49.9 91.7 91.6: 8.3 8.4
Other: 100.0: 25.7 22.5 11.3 52.2 60.5 89.2 94.3: 10.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 102 83 109 78 68 241 221:
Old : 302: 112 83 85 75 63 225 198:
Other: 168: 42 55 28 47 35 109 101:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 30.1 16.5 36.2 8.8 28.5 15.8 34.3
Old : 10.1 28.7 18.2 36.5 9.9 28.3 17.3 34.9
Other: 19.7 35.2 31.8 47.9 19.7 33.0 31.6 45.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 14, 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 : 447,376: 77,079 50,630 4,493 218,814 262,778 300,386 317,901: 146,990 129,475
Old : 447,376: 77,079 50,630 4,493 218,814 262,778 300,386 317,901: 146,990 129,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 11,999: 15,975 3,286 -2,065 -6,680 11,993 7,230 13,214: 4,769 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.3 1.0 48.9 58.7 67.1 71.1: 32.9 28.9
Old : 100.0: 17.2 11.3 1.0 48.9 58.7 67.1 71.1: 32.9 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 29 21 13 52 58 86 87:
Old : 128: 29 21 13 52 58 86 87:
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 : 19.0 21.4 28.2 31.3 16.8 20.5 24.7 29.2
Old : 19.0 21.4 28.2 31.3 16.8 20.5 24.7 29.2
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, April 14, 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 : 586,550: 53,156 88,508 7,494 405,480 400,346 466,130 496,348: 120,420 90,202
Old : 586,550: 53,156 88,508 7,494 405,480 400,346 466,130 496,348: 120,420 90,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 15,595: 4,218 7,280 -338 10,002 8,872 13,882 15,814: 1,713 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.1 1.3 69.1 68.3 79.5 84.6: 20.5 15.4
Old : 100.0: 9.1 15.1 1.3 69.1 68.3 79.5 84.6: 20.5 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 : 92: 13 13 7 50 50 67 66:
Old : 92: 13 13 7 50 50 67 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 : 24.4 36.8 38.9 48.3 20.3 36.7 31.9 46.5
Old : 24.4 36.8 38.9 48.3 20.3 36.7 31.9 46.5
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, April 14, 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 : 6,347: 1,460 133 543 3,973 5,394 5,976 6,070: 371 277
Old : 6,347: 1,460 133 543 3,973 5,394 5,976 6,070: 371 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: -203: 154 -16 -84 -297 -63 -227 -163: 24 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.1 8.6 62.6 85.0 94.2 95.6: 5.8 4.4
Old : 100.0: 23.0 2.1 8.6 62.6 85.0 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 3 5 16 20 31 26:
Old : 39: 13 3 5 16 20 31 26:
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 : 39.8 59.7 58.1 75.8 31.9 52.3 43.5 57.5
Old : 39.8 59.7 58.1 75.8 31.9 52.3 43.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 14, 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 : 345,989: 91,305 82,145 48,410 156,778 175,064 296,493 305,619: 49,496 40,370
Old : 268,526: 87,152 73,281 26,795 116,143 137,525 230,090 237,601: 38,436 30,925
Other: 77,463: 21,038 25,749 4,730 40,635 37,539 66,403 68,018: 11,060 9,445
: : :
: : Changes in Commitments from: April 7, 2015 :
: 6,097: -5,830 13,481 3,189 5,982 -16,138 3,341 532: 2,756 5,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.7 14.0 45.3 50.6 85.7 88.3: 14.3 11.7
Old : 100.0: 32.5 27.3 10.0 43.3 51.2 85.7 88.5: 14.3 11.5
Other: 100.0: 27.2 33.2 6.1 52.5 48.5 85.7 87.8: 14.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 86 79 94 85 75 230 207:
Old : 287: 97 77 80 80 68 218 191:
Other: 168: 50 39 27 61 39 126 92:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 24.3 17.6 31.8 10.2 21.0 15.9 28.4
Old : 11.7 25.7 18.7 34.5 11.6 24.3 18.4 32.7
Other: 18.5 27.9 28.6 40.0 15.1 21.9 24.8 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 14, 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 : 11,168: 673 5,107 2,557 5,788 1,217 9,018 8,881: 2,150 2,287
Old : 9,380: 2,074 4,997 1,085 4,272 1,200 7,431 7,282: 1,949 2,098
Other: 1,788: 17 1,528 54 1,516 17 1,587 1,599: 201 189
: : :
: : Changes in Commitments from: April 7, 2015 :
: 1,070: -85 347 570 233 -409 718 508: 352 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 45.7 22.9 51.8 10.9 80.7 79.5: 19.3 20.5
Old : 100.0: 22.1 53.3 11.6 45.5 12.8 79.2 77.6: 20.8 22.4
Other: 100.0: 1.0 85.5 3.0 84.8 1.0 88.8 89.4: 11.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 23 13 21 11 41 46:
Old : 67: 17 22 8 20 10 39 40:
Other: 21: 2 10 2 8 2 12 12:
:----------------------------------------------------------------------------------------------------
: 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 : 40.3 31.4 52.8 43.5 35.7 26.6 42.5 34.3
Old : 34.9 31.7 48.9 43.4 33.7 31.7 44.7 40.9
Other: 80.1 78.6 87.4 87.7 80.1 75.6 85.2 84.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 14, 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 : 1,378,217: 451,455 293,309 19,597 780,772 914,491 1,251,824 1,227,397: 126,393 150,820
Old : 1,378,217: 451,455 293,309 19,597 780,772 914,491 1,251,824 1,227,397: 126,393 150,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 44,676: 47,062 14,292 -1,087 -9,107 28,676 36,868 41,881: 7,808 2,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 21.3 1.4 56.7 66.4 90.8 89.1: 9.2 10.9
Old : 100.0: 32.8 21.3 1.4 56.7 66.4 90.8 89.1: 9.2 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 : 265: 46 63 30 92 115 151 195:
Old : 265: 46 63 30 92 115 151 195:
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 : 25.2 29.9 37.5 38.9 24.9 29.9 36.7 37.8
Old : 25.2 29.9 37.5 38.9 24.9 29.9 36.7 37.8
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, April 14, 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 : 2,813,452: 377,547 489,450 75,280 2,021,450 1,846,474 2,474,277 2,411,204: 339,175 402,248
Old : 2,813,452: 377,547 489,450 75,280 2,021,450 1,846,474 2,474,277 2,411,204: 339,175 402,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 14,940: 48,148 -2,376 49 -39,958 24,857 8,239 22,530: 6,701 -7,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.4 2.7 71.8 65.6 87.9 85.7: 12.1 14.3
Old : 100.0: 13.4 17.4 2.7 71.8 65.6 87.9 85.7: 12.1 14.3
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 : 384: 66 90 59 147 178 247 293:
Old : 384: 66 90 59 147 178 247 293:
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 : 35.9 18.8 45.9 28.1 32.0 16.4 39.6 23.8
Old : 35.9 18.8 45.9 28.1 32.0 16.4 39.6 23.8
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, April 14, 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 : 2,020,442: 351,770 420,417 31,161 1,365,864 1,226,230 1,748,795 1,677,808: 271,647 342,634
Old : 2,020,442: 351,770 420,417 31,161 1,365,864 1,226,230 1,748,795 1,677,808: 271,647 342,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 20,337: 19,549 -13,354 13,070 -13,169 8,189 19,450 7,905: 887 12,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.8 1.5 67.6 60.7 86.6 83.0: 13.4 17.0
Old : 100.0: 17.4 20.8 1.5 67.6 60.7 86.6 83.0: 13.4 17.0
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 : 276: 43 67 30 98 132 161 209:
Old : 276: 43 67 30 98 132 161 209:
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 : 23.0 15.5 36.8 24.7 19.3 12.1 29.8 20.1
Old : 23.0 15.5 36.8 24.7 19.3 12.1 29.8 20.1
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, April 14, 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 : 749,700: 39,932 157,053 138,663 542,636 398,267 721,231 693,983: 28,469 55,717
Old : 749,700: 39,932 157,053 138,663 542,636 398,267 721,231 693,983: 28,469 55,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 32,722: -758 13,818 5,592 25,989 13,219 30,823 32,629: 1,899 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.9 18.5 72.4 53.1 96.2 92.6: 3.8 7.4
Old : 100.0: 5.3 20.9 18.5 72.4 53.1 96.2 92.6: 3.8 7.4
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 : 120: 10 45 33 42 58 77 116:
Old : 120: 10 45 33 42 58 77 116:
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 : 44.5 19.3 56.4 30.1 30.5 9.9 36.6 16.4
Old : 44.5 19.3 56.4 30.1 30.5 9.9 36.6 16.4
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, April 14, 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 : 54,343: 16,564 7,944 559 28,801 41,021 45,923 49,523: 8,420 4,821
Old : 54,343: 16,564 7,944 559 28,801 41,021 45,923 49,523: 8,420 4,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 5,675: 4,235 247 -690 1,889 5,989 5,434 5,546: 241 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 14.6 1.0 53.0 75.5 84.5 91.1: 15.5 8.9
Old : 100.0: 30.5 14.6 1.0 53.0 75.5 84.5 91.1: 15.5 8.9
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 : 96: 29 20 4 28 25 57 49:
Old : 96: 29 20 4 28 25 57 49:
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 : 30.2 41.2 43.0 63.5 29.1 40.0 41.9 61.9
Old : 30.2 41.2 43.0 63.5 29.1 40.0 41.9 61.9
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, April 14, 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 : 108,686: 33,128 15,887 1,117 57,601 82,041 91,846 99,045: 16,840 9,641
Old : 108,686: 33,128 15,887 1,117 57,601 82,041 91,846 99,045: 16,840 9,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 11,349: 8,469 493 -1,379 3,777 11,977 10,867 11,091: 482 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 14.6 1.0 53.0 75.5 84.5 91.1: 15.5 8.9
Old : 100.0: 30.5 14.6 1.0 53.0 75.5 84.5 91.1: 15.5 8.9
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 : 96: 29 20 4 28 25 57 49:
Old : 96: 29 20 4 28 25 57 49:
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 : 30.2 41.2 43.0 63.5 29.1 40.0 41.9 61.9
Old : 30.2 41.2 43.0 63.5 29.1 40.0 41.9 61.9
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, April 14, 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 : 14,457: 12,626 12,953 826 848 678 14,300 14,457: 157 0
Old : 14,457: 12,626 12,953 826 848 678 14,300 14,457: 157 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 625: 664 676 -51 0 0 613 625: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 89.6 5.7 5.9 4.7 98.9 100.0: 1.1 0.0
Old : 100.0: 87.3 89.6 5.7 5.9 4.7 98.9 100.0: 1.1 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 : 29: 17 11 2 1 1 19 13:
Old : 29: 17 11 2 1 1 19 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 : 73.3 67.8 92.8 90.4 72.0 67.8 83.8 84.6
Old : 73.3 67.8 92.8 90.4 72.0 67.8 83.8 84.6
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, April 14, 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 : 44,768: 34,843 17,751 0 9,798 26,845 44,641 44,596: 127 172
Old : 44,768: 34,843 17,751 0 9,798 26,845 44,641 44,596: 127 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 426: 1,375 377 0 -937 -3 438 374: -12 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 39.7 0.0 21.9 60.0 99.7 99.6: 0.3 0.4
Old : 100.0: 77.8 39.7 0.0 21.9 60.0 99.7 99.6: 0.3 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 : 44: 8 15 0 6 16 14 31:
Old : 44: 8 15 0 6 16 14 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 : 88.7 53.6 95.6 72.9 82.9 45.0 88.0 64.2
Old : 88.7 53.6 95.6 72.9 82.9 45.0 88.0 64.2
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, April 14, 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 : 38,533: 32,004 13,420 52 6,331 24,920 38,387 38,392: 146 141
Old : 38,533: 32,004 13,420 52 6,331 24,920 38,387 38,392: 146 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 919: 1,660 756 52 -818 89 894 897: 25 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 34.8 0.1 16.4 64.7 99.6 99.6: 0.4 0.4
Old : 100.0: 83.1 34.8 0.1 16.4 64.7 99.6 99.6: 0.4 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 : 44: 12 13 2 5 15 17 30:
Old : 44: 12 13 2 5 15 17 30:
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 : 93.2 58.1 97.2 76.4 93.2 57.6 97.2 75.9
Old : 93.2 58.1 97.2 76.4 93.2 57.6 97.2 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2015