WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 5, 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 : 455,053: 122,615 200,028 107,610 185,753 100,697 415,978 408,335: 39,075 46,718
Old : 450,412: 124,353 199,661 105,746 181,968 99,378 412,067 404,785: 38,345 45,627
Other: 4,641: 89 2,194 37 3,785 1,319 3,911 3,550: 730 1,091
: : :
: : Changes in Commitments from: April 28, 2015 :
: 12,509: -2,268 5,225 7,727 7,556 -814 13,015 12,138: -506 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 44.0 23.6 40.8 22.1 91.4 89.7: 8.6 10.3
Old : 100.0: 27.6 44.3 23.5 40.4 22.1 91.5 89.9: 8.5 10.1
Other: 100.0: 1.9 47.3 0.8 81.6 28.4 84.3 76.5: 15.7 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 134 135 125 103 89 310 297:
Old : 414: 137 135 123 102 89 309 295:
Other: 59: 6 12 4 20 24 29 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 10.8 21.0 19.0 12.3 9.5 19.9 16.9
Old : 13.4 10.9 21.2 19.2 12.4 9.6 20.1 17.0
Other: 60.9 63.7 74.6 69.2 60.9 63.7 74.6 69.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 5, 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 : 165,655: 42,631 69,600 24,864 79,174 48,647 146,669 143,111: 18,986 22,544
Old : 163,750: 42,907 69,537 24,305 77,677 48,127 144,889 141,969: 18,861 21,781
Other: 1,905: 2 341 281 1,497 520 1,780 1,142: 125 763
: : :
: : Changes in Commitments from: April 28, 2015 :
: -550: 153 2,381 1,569 -1,736 -4,207 -14 -257: -536 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 42.0 15.0 47.8 29.4 88.5 86.4: 11.5 13.6
Old : 100.0: 26.2 42.5 14.8 47.4 29.4 88.5 86.7: 11.5 13.3
Other: 100.0: 0.1 17.9 14.8 78.6 27.3 93.4 59.9: 6.6 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 46 61 46 72 57 144 142:
Old : 194: 47 61 46 72 56 144 141:
Other: 31: 1 8 4 11 12 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.5 23.7 27.3 12.1 16.2 20.6 25.1
Old : 13.9 17.7 23.8 27.6 12.2 16.5 20.8 25.4
Other: 57.8 38.2 80.9 53.0 51.1 21.6 66.0 31.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 5, 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 : 1,325,963: 381,068 411,500 204,769 621,024 500,691 1,206,861 1,116,960: 119,102 209,003
Old : 859,783: 299,752 407,058 103,893 380,382 242,268 784,027 753,219: 75,756 106,564
Other: 466,180: 155,022 78,148 27,170 240,642 258,423 422,834 363,741: 43,346 102,439
: : :
: : Changes in Commitments from: April 28, 2015 :
: 6,136: 12,920 43,727 -26,860 22,480 -3,478 8,540 13,389: -2,404 -7,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 31.0 15.4 46.8 37.8 91.0 84.2: 9.0 15.8
Old : 100.0: 34.9 47.3 12.1 44.2 28.2 91.2 87.6: 8.8 12.4
Other: 100.0: 33.3 16.8 5.8 51.6 55.4 90.7 78.0: 9.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 173 187 167 231 265 499 553:
Old : 666: 164 173 106 201 227 417 460:
Other: 538: 131 96 69 138 233 306 368:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.6 20.6 16.5 9.6 7.7 15.9 13.7
Old : 12.4 12.0 21.9 21.3 12.4 11.4 21.2 19.9
Other: 18.7 19.5 29.0 26.6 12.4 9.5 22.2 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 5, 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 : 7,842: 1,201 1,116 335 4,566 4,372 6,102 5,823: 1,740 2,019
Old : 7,842: 1,201 1,116 335 4,566 4,372 6,102 5,823: 1,740 2,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 408: 515 47 97 -69 412 543 556: -135 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.2 4.3 58.2 55.8 77.8 74.3: 22.2 25.7
Old : 100.0: 15.3 14.2 4.3 58.2 55.8 77.8 74.3: 22.2 25.7
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 : 41: 8 12 6 17 12 27 28:
Old : 41: 8 12 6 17 12 27 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 : 33.7 37.5 50.5 52.0 29.4 22.7 40.2 36.3
Old : 33.7 37.5 50.5 52.0 29.4 22.7 40.2 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 5, 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 : 688,679: 191,630 192,573 99,710 354,398 285,723 645,738 578,006: 42,941 110,673
Old : 404,416: 164,674 158,462 19,619 196,346 173,083 380,639 351,164: 23,777 53,252
Other: 284,263: 84,706 91,861 22,341 158,052 112,640 265,099 226,842: 19,164 57,421
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,132: 5,096 2,155 -3,951 -721 -1,810 424 -3,606: -4,556 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 28.0 14.5 51.5 41.5 93.8 83.9: 6.2 16.1
Old : 100.0: 40.7 39.2 4.9 48.6 42.8 94.1 86.8: 5.9 13.2
Other: 100.0: 29.8 32.3 7.9 55.6 39.6 93.3 79.8: 6.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 138 224 186 143 199 419 497:
Old : 575: 149 198 83 108 160 310 394:
Other: 464: 109 146 84 111 160 273 344:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 9.6 20.0 18.0 9.2 8.9 16.1 15.2
Old : 11.8 14.8 21.6 25.2 11.3 14.4 20.8 23.0
Other: 22.4 14.8 32.4 21.8 20.9 14.2 30.3 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 5, 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 : 383,449: 132,733 70,168 59,584 148,792 226,101 341,109 355,853: 42,340 27,596
Old : 251,654: 126,413 80,371 13,900 82,323 136,531 222,636 230,802: 29,018 20,852
Other: 131,795: 40,687 24,164 11,317 66,469 89,570 118,473 125,051: 13,322 6,744
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,177: 11,070 -10,775 -5,665 -12,207 17,943 -6,802 1,503: 5,625 -2,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.3 15.5 38.8 59.0 89.0 92.8: 11.0 7.2
Old : 100.0: 50.2 31.9 5.5 32.7 54.3 88.5 91.7: 11.5 8.3
Other: 100.0: 30.9 18.3 8.6 50.4 68.0 89.9 94.9: 10.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 107 85 103 71 67 242 213:
Old : 303: 115 87 60 64 61 209 183:
Other: 184: 67 43 34 46 41 127 106:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 31.9 17.6 40.7 9.1 30.4 16.6 36.5
Old : 12.4 28.9 21.1 38.3 11.6 28.2 20.2 36.6
Other: 21.3 39.7 31.9 52.4 21.0 38.0 31.2 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 5, 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 : 445,195: 65,492 54,519 9,603 245,005 243,133 320,100 307,255: 125,095 137,940
Old : 445,195: 65,492 54,519 9,603 245,005 243,133 320,100 307,255: 125,095 137,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 13,496: 6,525 -998 1,118 18,084 13,348 25,727 13,468: -12,231 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.2 2.2 55.0 54.6 71.9 69.0: 28.1 31.0
Old : 100.0: 14.7 12.2 2.2 55.0 54.6 71.9 69.0: 28.1 31.0
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 : 133: 30 21 17 56 56 92 88:
Old : 133: 30 21 17 56 56 92 88:
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 : 19.3 17.2 29.1 27.8 17.5 15.4 24.5 23.7
Old : 19.3 17.2 29.1 27.8 17.5 15.4 24.5 23.7
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, May 5, 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 : 582,220: 46,685 79,504 7,607 408,612 395,239 462,904 482,350: 119,316 99,870
Old : 582,220: 46,685 79,504 7,607 408,612 395,239 462,904 482,350: 119,316 99,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5,642: -507 -5,220 -336 4,382 6,075 3,539 519: 2,103 5,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.7 1.3 70.2 67.9 79.5 82.8: 20.5 17.2
Old : 100.0: 8.0 13.7 1.3 70.2 67.9 79.5 82.8: 20.5 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 : 89: 11 11 5 52 49 65 63:
Old : 89: 11 11 5 52 49 65 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 37.7 40.8 47.7 22.5 37.5 33.3 46.9
Old : 26.0 37.7 40.8 47.7 22.5 37.5 33.3 46.9
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, May 5, 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 : 7,705: 2,703 548 1,441 3,145 5,441 7,289 7,430: 416 275
Old : 7,705: 2,703 548 1,441 3,145 5,441 7,289 7,430: 416 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 200: 144 170 -6 25 24 163 188: 37 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.1 18.7 40.8 70.6 94.6 96.4: 5.4 3.6
Old : 100.0: 35.1 7.1 18.7 40.8 70.6 94.6 96.4: 5.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 4 5 13 20 30 26:
Old : 40: 14 4 5 13 20 30 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 : 42.8 64.1 64.4 79.3 38.4 48.6 47.5 55.6
Old : 42.8 64.1 64.4 79.3 38.4 48.6 47.5 55.6
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, May 5, 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 : 331,199: 100,254 74,067 35,413 150,328 186,644 285,995 296,124: 45,204 35,075
Old : 235,950: 89,254 62,213 16,348 99,205 132,451 204,807 211,012: 31,143 24,938
Other: 95,249: 25,142 25,996 4,923 51,123 54,193 81,188 85,112: 14,061 10,137
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,780: -2,342 -137 -1,973 1,308 -1,067 -3,007 -3,177: 227 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.4 10.7 45.4 56.4 86.4 89.4: 13.6 10.6
Old : 100.0: 37.8 26.4 6.9 42.0 56.1 86.8 89.4: 13.2 10.6
Other: 100.0: 26.4 27.3 5.2 53.7 56.9 85.2 89.4: 14.8 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 85 70 65 79 66 199 172:
Old : 256: 86 69 47 76 59 186 152:
Other: 164: 47 39 25 59 40 120 91:
:----------------------------------------------------------------------------------------------------
: 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 31.0 18.6 38.2 11.3 26.9 17.6 33.6
Old : 13.2 32.2 20.9 41.0 13.2 30.4 20.8 39.2
Other: 16.4 31.6 27.2 45.5 14.4 25.1 23.1 36.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 5, 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 : 10,826: 655 5,556 1,635 6,603 1,461 8,893 8,652: 1,933 2,174
Old : 7,764: 2,140 5,189 42 3,847 876 6,029 6,107: 1,735 1,657
Other: 3,062: 20 1,872 88 2,756 585 2,864 2,545: 198 517
: : :
: : Changes in Commitments from: April 28, 2015 :
: -502: 30 108 -212 52 -251 -130 -355: -372 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 51.3 15.1 61.0 13.5 82.1 79.9: 17.9 20.1
Old : 100.0: 27.6 66.8 0.5 49.5 11.3 77.7 78.7: 22.3 21.3
Other: 100.0: 0.7 61.1 2.9 90.0 19.1 93.5 83.1: 6.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 11 30 11 21 10 40 46:
Old : 68: 17 26 1 19 7 36 34:
Other: 29: 2 15 4 8 5 14 20:
:----------------------------------------------------------------------------------------------------
: 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 : 45.1 31.4 57.3 44.0 41.3 28.0 49.3 36.6
Old : 29.6 38.0 45.9 50.0 29.6 38.0 45.9 50.0
Other: 87.6 55.4 92.3 68.7 87.5 53.5 90.4 66.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 5, 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 : 1,409,790: 449,167 279,869 16,853 826,884 956,150 1,292,904 1,252,872: 116,886 156,918
Old : 1,409,790: 449,167 279,869 16,853 826,884 956,150 1,292,904 1,252,872: 116,886 156,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -14,763: -8,486 -4,289 -2,700 5,564 -1,605 -5,622 -8,594: -9,141 -6,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 19.9 1.2 58.7 67.8 91.7 88.9: 8.3 11.1
Old : 100.0: 31.9 19.9 1.2 58.7 67.8 91.7 88.9: 8.3 11.1
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 : 256: 53 50 21 89 120 151 182:
Old : 256: 53 50 21 89 120 151 182:
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 29.3 38.5 38.9 25.0 29.3 37.4 37.1
Old : 25.2 29.3 38.5 38.9 25.0 29.3 37.4 37.1
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, May 5, 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 : 2,851,585: 309,458 492,574 83,617 2,157,639 1,847,290 2,550,714 2,423,481: 300,871 428,104
Old : 2,851,585: 309,458 492,574 83,617 2,157,639 1,847,290 2,550,714 2,423,481: 300,871 428,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 9,842: -54,124 30,427 -2,117 98,799 -36,988 42,558 -8,678: -32,716 18,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.3 2.9 75.7 64.8 89.4 85.0: 10.6 15.0
Old : 100.0: 10.9 17.3 2.9 75.7 64.8 89.4 85.0: 10.6 15.0
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 : 392: 61 99 62 154 181 255 302:
Old : 392: 61 99 62 154 181 255 302:
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 : 37.9 19.0 48.8 27.3 35.3 16.1 44.5 23.0
Old : 37.9 19.0 48.8 27.3 35.3 16.1 44.5 23.0
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, May 5, 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 : 2,020,988: 324,843 406,308 31,284 1,413,156 1,231,890 1,769,283 1,669,482: 251,705 351,506
Old : 2,020,988: 324,843 406,308 31,284 1,413,156 1,231,890 1,769,283 1,669,482: 251,705 351,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,901: -44,901 25,668 11,330 72,012 -42,155 38,441 -5,157: -41,342 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 20.1 1.5 69.9 61.0 87.5 82.6: 12.5 17.4
Old : 100.0: 16.1 20.1 1.5 69.9 61.0 87.5 82.6: 12.5 17.4
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 : 269: 40 68 31 94 130 155 208:
Old : 269: 40 68 31 94 130 155 208:
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 : 25.0 14.7 38.4 24.4 20.8 12.0 30.2 19.6
Old : 25.0 14.7 38.4 24.4 20.8 12.0 30.2 19.6
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, May 5, 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 : 767,617: 35,178 161,965 144,159 566,221 408,689 745,558 714,813: 22,059 52,804
Old : 767,617: 35,178 161,965 144,159 566,221 408,689 745,558 714,813: 22,059 52,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -35,855: -4,096 -7,376 -7,402 -21,703 -24,911 -33,201 -39,689: -2,654 3,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.1 18.8 73.8 53.2 97.1 93.1: 2.9 6.9
Old : 100.0: 4.6 21.1 18.8 73.8 53.2 97.1 93.1: 2.9 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 : 123: 12 43 33 49 63 83 120:
Old : 123: 12 43 33 49 63 83 120:
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 : 46.4 14.5 57.6 26.4 35.6 10.8 41.1 17.7
Old : 46.4 14.5 57.6 26.4 35.6 10.8 41.1 17.7
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, May 5, 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 : 53,082: 13,546 9,900 276 31,192 37,082 45,013 47,257: 8,069 5,825
Old : 53,082: 13,546 9,900 276 31,192 37,082 45,013 47,257: 8,069 5,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,035: -2,772 1,802 -791 -821 -5,105 -4,384 -4,095: 349 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.6 0.5 58.8 69.9 84.8 89.0: 15.2 11.0
Old : 100.0: 25.5 18.6 0.5 58.8 69.9 84.8 89.0: 15.2 11.0
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 : 97: 28 24 3 29 22 59 47:
Old : 97: 28 24 3 29 22 59 47:
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 : 30.8 42.4 44.0 60.7 30.6 40.7 43.8 59.1
Old : 30.8 42.4 44.0 60.7 30.6 40.7 43.8 59.1
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, May 5, 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 : 106,163: 27,091 19,799 551 62,383 74,163 90,025 94,513: 16,138 11,650
Old : 106,163: 27,091 19,799 551 62,383 74,163 90,025 94,513: 16,138 11,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,070: -5,544 3,603 -1,582 -1,641 -10,210 -8,767 -8,189: 697 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.6 0.5 58.8 69.9 84.8 89.0: 15.2 11.0
Old : 100.0: 25.5 18.6 0.5 58.8 69.9 84.8 89.0: 15.2 11.0
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 : 97: 28 24 3 29 22 59 47:
Old : 97: 28 24 3 29 22 59 47:
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 : 30.8 42.4 44.0 60.7 30.6 40.7 43.8 59.1
Old : 30.8 42.4 44.0 60.7 30.6 40.7 43.8 59.1
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, May 5, 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 : 17,498: 14,049 15,958 862 2,467 678 17,378 17,498: 120 0
Old : 17,498: 14,049 15,958 862 2,467 678 17,378 17,498: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 174: 893 199 -25 -700 0 168 174: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 91.2 4.9 14.1 3.9 99.3 100.0: 0.7 0.0
Old : 100.0: 80.3 91.2 4.9 14.1 3.9 99.3 100.0: 0.7 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 : 33: 19 12 2 2 1 22 14:
Old : 33: 19 12 2 2 1 22 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 : 76.0 65.2 89.9 88.4 72.3 65.2 83.1 85.2
Old : 76.0 65.2 89.9 88.4 72.3 65.2 83.1 85.2
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, May 5, 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 : 48,765: 41,804 18,467 21 6,369 29,611 48,194 48,099: 571 666
Old : 48,765: 41,804 18,467 21 6,369 29,611 48,194 48,099: 571 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,128: 3,355 1,489 0 -641 2,009 2,714 3,498: 414 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 37.9 0.0 13.1 60.7 98.8 98.6: 1.2 1.4
Old : 100.0: 85.7 37.9 0.0 13.1 60.7 98.8 98.6: 1.2 1.4
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 : 45: 8 14 1 7 17 15 32:
Old : 45: 8 14 1 7 17 15 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 : 90.3 51.3 96.0 73.0 90.3 51.2 95.9 72.8
Old : 90.3 51.3 96.0 73.0 90.3 51.2 95.9 72.8
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, May 5, 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 : 38,081: 35,976 11,984 151 1,830 25,822 37,957 37,957: 124 124
Old : 38,081: 35,976 11,984 151 1,830 25,822 37,957 37,957: 124 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 831: 2,652 -9 -93 -1,652 916 907 814: -76 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 31.5 0.4 4.8 67.8 99.7 99.7: 0.3 0.3
Old : 100.0: 94.5 31.5 0.4 4.8 67.8 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 : 48: 11 18 1 4 16 15 35:
Old : 48: 11 18 1 4 16 15 35:
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 : 93.5 58.3 98.9 76.1 93.1 58.3 98.5 76.1
Old : 93.5 58.3 98.9 76.1 93.1 58.3 98.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015