WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 12, 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 : 452,943: 126,584 199,111 98,456 185,491 108,471 410,531 406,038: 42,412 46,905
Old : 447,721: 128,322 199,009 96,244 181,505 107,019 406,071 402,272: 41,650 45,449
Other: 5,222: 433 2,273 41 3,986 1,452 4,460 3,766: 762 1,456
: : :
: : Changes in Commitments from: May 5, 2015 :
: -2,110: 3,969 -917 -9,154 -262 7,774 -5,447 -2,297: 3,337 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 44.0 21.7 41.0 23.9 90.6 89.6: 9.4 10.4
Old : 100.0: 28.7 44.4 21.5 40.5 23.9 90.7 89.8: 9.3 10.2
Other: 100.0: 8.3 43.5 0.8 76.3 27.8 85.4 72.1: 14.6 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 129 125 119 97 85 297 277:
Old : 388: 133 125 117 96 85 295 276:
Other: 61: 4 12 4 21 26 29 41:
:----------------------------------------------------------------------------------------------------
: 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 10.7 20.8 18.9 12.4 9.5 19.9 16.8
Old : 13.4 10.8 20.9 19.2 12.5 9.6 20.1 17.0
Other: 54.9 57.0 71.4 62.4 54.9 57.0 71.4 62.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 12, 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 : 159,809: 42,904 68,738 21,871 75,680 46,771 140,455 137,380: 19,354 22,429
Old : 157,842: 43,190 68,719 21,303 74,155 46,148 138,648 136,170: 19,194 21,672
Other: 1,967: 0 305 282 1,525 623 1,807 1,210: 160 757
: : :
: : Changes in Commitments from: May 5, 2015 :
: -5,846: 273 -862 -2,993 -3,494 -1,876 -6,214 -5,731: 368 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 43.0 13.7 47.4 29.3 87.9 86.0: 12.1 14.0
Old : 100.0: 27.4 43.5 13.5 47.0 29.2 87.8 86.3: 12.2 13.7
Other: 100.0: 0.0 15.5 14.3 77.5 31.7 91.9 61.5: 8.1 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 43 57 45 67 55 133 138:
Old : 184: 45 57 45 67 54 133 137:
Other: 30: 0 7 3 11 13 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 : 15.2 18.1 25.0 29.2 13.6 17.6 23.0 28.3
Old : 15.4 18.4 25.2 29.6 13.7 17.8 23.3 28.7
Other: 58.3 39.0 80.7 54.9 50.4 23.7 64.9 32.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 12, 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 : 1,340,706: 398,281 429,433 188,846 631,171 517,788 1,218,298 1,136,067: 122,408 204,639
Old : 858,838: 305,581 418,413 87,642 390,133 253,119 783,356 759,174: 75,482 99,664
Other: 481,868: 163,113 81,433 30,791 241,038 264,669 434,942 376,893: 46,926 104,975
: : :
: : Changes in Commitments from: May 5, 2015 :
: 14,743: 17,213 17,933 -15,923 10,147 17,097 11,437 19,107: 3,306 -4,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 32.0 14.1 47.1 38.6 90.9 84.7: 9.1 15.3
Old : 100.0: 35.6 48.7 10.2 45.4 29.5 91.2 88.4: 8.8 11.6
Other: 100.0: 33.9 16.9 6.4 50.0 54.9 90.3 78.2: 9.7 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 179 176 171 230 263 502 552:
Old : 656: 164 169 94 202 217 406 442:
Other: 555: 138 100 75 140 235 320 379:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.6 20.2 17.9 9.7 8.7 16.1 14.8
Old : 13.0 12.9 23.1 22.6 13.0 12.5 22.8 21.4
Other: 18.1 19.6 26.4 26.5 11.6 10.0 19.4 16.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 12, 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 : 7,893: 1,161 1,233 161 5,075 4,567 6,397 5,961: 1,496 1,932
Old : 7,893: 1,161 1,233 161 5,075 4,567 6,397 5,961: 1,496 1,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 51: -40 117 -174 509 195 295 138: -244 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.6 2.0 64.3 57.9 81.0 75.5: 19.0 24.5
Old : 100.0: 14.7 15.6 2.0 64.3 57.9 81.0 75.5: 19.0 24.5
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 : 42: 7 13 5 18 13 28 28:
Old : 42: 7 13 5 18 13 28 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 : 32.6 36.7 50.4 52.9 29.8 21.4 41.3 33.5
Old : 32.6 36.7 50.4 52.9 29.8 21.4 41.3 33.5
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 12, 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 : 693,980: 198,574 205,998 93,346 359,662 285,218 651,582 584,562: 42,398 109,418
Old : 401,501: 162,769 166,641 17,296 200,108 165,518 380,173 349,455: 21,328 52,046
Other: 292,479: 90,889 94,441 20,966 159,554 119,700 271,409 235,107: 21,070 57,372
: : :
: : Changes in Commitments from: May 5, 2015 :
: 5,301: 6,944 13,425 -6,364 5,264 -505 5,844 6,556: -543 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 29.7 13.5 51.8 41.1 93.9 84.2: 6.1 15.8
Old : 100.0: 40.5 41.5 4.3 49.8 41.2 94.7 87.0: 5.3 13.0
Other: 100.0: 31.1 32.3 7.2 54.6 40.9 92.8 80.4: 7.2 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 145 236 185 143 189 419 502:
Old : 571: 159 197 83 109 146 315 384:
Other: 466: 105 155 86 111 159 270 352:
:----------------------------------------------------------------------------------------------------
: 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 10.2 20.2 18.8 8.7 9.2 15.5 15.4
Old : 12.2 14.8 21.4 24.5 11.4 14.3 20.5 22.5
Other: 20.9 16.4 30.5 23.3 19.5 16.1 28.6 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 12, 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 : 393,516: 135,809 67,791 65,848 149,020 232,473 350,677 366,112: 42,839 27,404
Old : 254,511: 127,427 79,334 16,700 81,380 138,210 225,507 234,244: 29,004 20,267
Other: 139,005: 46,062 26,137 11,468 67,640 94,263 125,170 131,868: 13,835 7,137
: : :
: : Changes in Commitments from: May 5, 2015 :
: 10,067: 3,076 -2,377 6,264 228 6,372 9,568 10,259: 499 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 17.2 16.7 37.9 59.1 89.1 93.0: 10.9 7.0
Old : 100.0: 50.1 31.2 6.6 32.0 54.3 88.6 92.0: 11.4 8.0
Other: 100.0: 33.1 18.8 8.3 48.7 67.8 90.0 94.9: 10.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 103 88 110 71 67 247 215:
Old : 304: 107 94 69 62 61 214 186:
Other: 195: 68 50 31 49 40 133 108:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 30.8 17.9 39.9 9.2 29.5 16.6 36.3
Old : 12.6 28.7 21.4 37.3 11.8 27.6 20.6 34.8
Other: 19.0 38.9 29.1 51.1 18.8 38.2 28.6 49.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 12, 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 : 472,216: 85,936 59,077 7,115 254,739 254,887 347,790 321,079: 124,426 151,137
Old : 472,216: 85,936 59,077 7,115 254,739 254,887 347,790 321,079: 124,426 151,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 27,021: 20,444 4,558 -2,488 9,734 11,754 27,690 13,824: -669 13,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.5 1.5 53.9 54.0 73.7 68.0: 26.3 32.0
Old : 100.0: 18.2 12.5 1.5 53.9 54.0 73.7 68.0: 26.3 32.0
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 : 141: 34 25 15 57 60 99 92:
Old : 141: 34 25 15 57 60 99 92:
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 15.2 27.7 26.2 15.7 14.3 22.3 23.7
Old : 19.0 15.2 27.7 26.2 15.7 14.3 22.3 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 12, 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 : 579,355: 46,666 79,701 9,196 414,912 392,894 470,774 481,791: 108,581 97,564
Old : 579,355: 46,666 79,701 9,196 414,912 392,894 470,774 481,791: 108,581 97,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -2,865: -19 197 1,589 6,300 -2,345 7,870 -559: -10,735 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.8 1.6 71.6 67.8 81.3 83.2: 18.7 16.8
Old : 100.0: 8.1 13.8 1.6 71.6 67.8 81.3 83.2: 18.7 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 13 13 6 53 52 69 68:
Old : 96: 13 13 6 53 52 69 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 : 26.9 37.7 42.7 47.5 23.8 37.5 34.6 46.6
Old : 26.9 37.7 42.7 47.5 23.8 37.5 34.6 46.6
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 12, 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 : 8,145: 2,778 432 1,660 3,239 5,787 7,677 7,879: 468 266
Old : 8,145: 2,778 432 1,660 3,239 5,787 7,677 7,879: 468 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 440: 75 -116 219 94 346 388 449: 52 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.3 20.4 39.8 71.0 94.3 96.7: 5.7 3.3
Old : 100.0: 34.1 5.3 20.4 39.8 71.0 94.3 96.7: 5.7 3.3
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 : 39: 15 4 4 13 18 30 24:
Old : 39: 15 4 4 13 18 30 24:
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 64.4 65.2 79.9 36.8 49.8 45.7 56.0
Old : 44.5 64.4 65.2 79.9 36.8 49.8 45.7 56.0
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 12, 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 : 348,881: 104,059 87,100 37,787 163,326 186,323 305,172 311,210: 43,709 37,671
Old : 240,905: 92,612 77,468 14,132 104,717 122,275 211,461 213,875: 29,444 27,030
Other: 107,976: 28,894 27,079 6,208 58,609 64,048 93,711 97,335: 14,265 10,641
: : :
: : Changes in Commitments from: May 5, 2015 :
: 17,682: 3,805 13,033 2,374 12,998 -321 19,177 15,086: -1,495 2,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 25.0 10.8 46.8 53.4 87.5 89.2: 12.5 10.8
Old : 100.0: 38.4 32.2 5.9 43.5 50.8 87.8 88.8: 12.2 11.2
Other: 100.0: 26.8 25.1 5.7 54.3 59.3 86.8 90.1: 13.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 86 87 69 81 64 208 185:
Old : 276: 86 87 47 75 57 188 165:
Other: 175: 51 40 26 61 44 126 97:
:----------------------------------------------------------------------------------------------------
: 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 28.1 19.7 36.1 12.0 23.8 18.4 31.3
Old : 14.2 28.1 21.8 38.3 14.2 26.4 21.5 36.4
Other: 16.0 30.9 26.2 45.3 13.2 24.4 22.4 35.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 12, 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 : 11,196: 780 5,965 1,773 6,512 1,507 9,065 9,245: 2,131 1,951
Old : 7,883: 2,391 5,547 42 3,634 813 6,067 6,402: 1,816 1,481
Other: 3,313: 31 2,060 89 2,878 694 2,998 2,843: 315 470
: : :
: : Changes in Commitments from: May 5, 2015 :
: 370: 125 409 138 -91 46 172 593: 198 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 53.3 15.8 58.2 13.5 81.0 82.6: 19.0 17.4
Old : 100.0: 30.3 70.4 0.5 46.1 10.3 77.0 81.2: 23.0 18.8
Other: 100.0: 0.9 62.2 2.7 86.9 20.9 90.5 85.8: 9.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 10 32 16 18 10 42 51:
Old : 70: 21 26 4 17 6 40 34:
Other: 34: 3 18 3 7 6 13 24:
:----------------------------------------------------------------------------------------------------
: 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 30.5 54.7 42.7 39.0 27.1 47.6 35.9
Old : 27.1 37.1 43.1 49.4 27.1 37.1 43.1 49.4
Other: 83.4 52.3 88.5 65.0 83.2 50.6 87.4 63.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 12, 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 : 1,347,942: 392,533 277,840 39,421 803,932 881,654 1,235,886 1,198,915: 112,056 149,027
Old : 1,347,942: 392,533 277,840 39,421 803,932 881,654 1,235,886 1,198,915: 112,056 149,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -61,848: -56,634 -2,029 22,568 -22,952 -74,496 -57,018 -53,957: -4,830 -7,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.6 2.9 59.6 65.4 91.7 88.9: 8.3 11.1
Old : 100.0: 29.1 20.6 2.9 59.6 65.4 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 : 266: 54 51 26 92 124 157 190:
Old : 266: 54 51 26 92 124 157 190:
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 : 27.8 23.1 40.2 33.5 26.5 23.1 37.2 31.1
Old : 27.8 23.1 40.2 33.5 26.5 23.1 37.2 31.1
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 12, 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 : 2,825,685: 319,058 451,502 117,632 2,100,308 1,809,402 2,536,998 2,378,536: 288,687 447,149
Old : 2,825,685: 319,058 451,502 117,632 2,100,308 1,809,402 2,536,998 2,378,536: 288,687 447,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -25,900: 9,600 -41,072 34,015 -57,331 -37,888 -13,716 -44,945: -12,184 19,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.0 4.2 74.3 64.0 89.8 84.2: 10.2 15.8
Old : 100.0: 11.3 16.0 4.2 74.3 64.0 89.8 84.2: 10.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 68 100 63 157 182 263 307:
Old : 400: 68 100 63 157 182 263 307:
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 : 37.1 16.7 47.5 25.2 35.2 13.8 43.0 21.7
Old : 37.1 16.7 47.5 25.2 35.2 13.8 43.0 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 12, 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 : 1,936,461: 284,609 376,334 25,281 1,374,169 1,164,788 1,684,059 1,566,403: 252,402 370,058
Old : 1,936,461: 284,609 376,334 25,281 1,374,169 1,164,788 1,684,059 1,566,403: 252,402 370,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -84,527: -40,234 -29,974 -6,003 -38,987 -67,102 -85,224 -103,079: 697 18,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 1.3 71.0 60.2 87.0 80.9: 13.0 19.1
Old : 100.0: 14.7 19.4 1.3 71.0 60.2 87.0 80.9: 13.0 19.1
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 : 259: 36 60 30 101 126 159 194:
Old : 259: 36 60 30 101 126 159 194:
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 : 26.1 16.9 39.5 26.0 21.7 14.2 32.4 20.8
Old : 26.1 16.9 39.5 26.0 21.7 14.2 32.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 12, 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 : 807,262: 37,461 177,127 147,767 599,379 427,269 784,607 752,163: 22,655 55,099
Old : 807,262: 37,461 177,127 147,767 599,379 427,269 784,607 752,163: 22,655 55,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 39,645: 2,283 15,162 3,608 33,158 18,580 39,049 37,350: 596 2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.9 18.3 74.2 52.9 97.2 93.2: 2.8 6.8
Old : 100.0: 4.6 21.9 18.3 74.2 52.9 97.2 93.2: 2.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 12 48 34 51 67 87 128:
Old : 132: 12 48 34 51 67 87 128:
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 13.7 57.8 25.5 35.1 10.7 40.8 17.4
Old : 46.4 13.7 57.8 25.5 35.1 10.7 40.8 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, May 12, 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 : 53,077: 14,676 7,130 739 28,560 38,421 43,975 46,290: 9,102 6,787
Old : 53,077: 14,676 7,130 739 28,560 38,421 43,975 46,290: 9,102 6,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -5: 1,130 -2,770 464 -2,632 1,339 -1,038 -967: 1,033 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 13.4 1.4 53.8 72.4 82.9 87.2: 17.1 12.8
Old : 100.0: 27.6 13.4 1.4 53.8 72.4 82.9 87.2: 17.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 29 21 5 25 26 55 51:
Old : 96: 29 21 5 25 26 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 41.4 43.0 57.8 30.2 39.7 42.6 56.1
Old : 30.7 41.4 43.0 57.8 30.2 39.7 42.6 56.1
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 12, 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 : 106,153: 29,351 14,260 1,478 57,120 76,841 87,949 92,579: 18,204 13,574
Old : 106,153: 29,351 14,260 1,478 57,120 76,841 87,949 92,579: 18,204 13,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -10: 2,260 -5,539 927 -5,263 2,678 -2,076 -1,934: 2,066 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 13.4 1.4 53.8 72.4 82.9 87.2: 17.1 12.8
Old : 100.0: 27.6 13.4 1.4 53.8 72.4 82.9 87.2: 17.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 29 21 5 25 26 55 51:
Old : 96: 29 21 5 25 26 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 41.4 43.0 57.8 30.2 39.7 42.6 56.1
Old : 30.7 41.4 43.0 57.8 30.2 39.7 42.6 56.1
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 12, 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 : 19,142: 16,026 17,581 883 2,133 678 19,042 19,142: 100 0
Old : 19,142: 16,026 17,581 883 2,133 678 19,042 19,142: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 1,644: 1,977 1,623 21 -334 0 1,664 1,644: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 91.8 4.6 11.1 3.5 99.5 100.0: 0.5 0.0
Old : 100.0: 83.7 91.8 4.6 11.1 3.5 99.5 100.0: 0.5 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: 15 13 2 2 1 18 15:
Old : 30: 15 13 2 2 1 18 15:
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 : 81.2 63.0 94.5 84.5 79.6 63.0 87.5 81.6
Old : 81.2 63.0 94.5 84.5 79.6 63.0 87.5 81.6
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, May 12, 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 : 49,101: 41,764 19,630 21 7,209 29,342 48,994 48,993: 107 108
Old : 49,101: 41,764 19,630 21 7,209 29,342 48,994 48,993: 107 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 336: -40 1,163 0 840 -269 800 894: -464 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 40.0 0.0 14.7 59.8 99.8 99.8: 0.2 0.2
Old : 100.0: 85.1 40.0 0.0 14.7 59.8 99.8 99.8: 0.2 0.2
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 : 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 : 92.0 49.2 97.6 72.3 92.0 49.1 97.6 72.1
Old : 92.0 49.2 97.6 72.3 92.0 49.1 97.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, May 12, 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 : 36,719: 32,780 12,152 14 3,828 24,400 36,622 36,566: 97 153
Old : 36,719: 32,780 12,152 14 3,828 24,400 36,622 36,566: 97 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -1,362: -3,196 168 -137 1,998 -1,422 -1,335 -1,391: -27 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 33.1 0.0 10.4 66.5 99.7 99.6: 0.3 0.4
Old : 100.0: 89.3 33.1 0.0 10.4 66.5 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 : 46: 10 17 1 5 15 15 33:
Old : 46: 10 17 1 5 15 15 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.8 59.6 98.6 78.0 93.8 59.6 98.6 77.9
Old : 93.8 59.6 98.6 78.0 93.8 59.6 98.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2015