WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 19, 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 : 433,360: 125,800 178,602 89,604 181,265 121,112 396,669 389,318: 36,691 44,042
Old : 427,681: 125,643 177,083 89,060 177,192 119,291 391,895 385,434: 35,786 42,247
Other: 5,679: 676 2,038 25 4,073 1,821 4,774 3,884: 905 1,795
: : :
: : Changes in Commitments from: May 12, 2015 :
: -19,583: -784 -20,509 -8,852 -4,226 12,641 -13,862 -16,720: -5,721 -2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 41.2 20.7 41.8 27.9 91.5 89.8: 8.5 10.2
Old : 100.0: 29.4 41.4 20.8 41.4 27.9 91.6 90.1: 8.4 9.9
Other: 100.0: 11.9 35.9 0.4 71.7 32.1 84.1 68.4: 15.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 130 130 136 97 99 314 297:
Old : 406: 133 131 134 96 98 312 295:
Other: 60: 4 13 2 22 28 27 42:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 10.7 22.0 19.3 13.3 9.2 20.9 17.2
Old : 14.3 10.8 22.3 19.6 13.5 9.3 21.1 17.5
Other: 50.3 50.5 70.8 58.9 50.2 50.5 70.5 58.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 19, 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 : 155,439: 44,351 61,098 21,428 72,436 49,698 138,215 132,224: 17,224 23,215
Old : 153,270: 44,477 61,022 21,016 70,732 49,021 136,225 131,059: 17,045 22,211
Other: 2,169: 0 202 286 1,704 677 1,990 1,165: 179 1,004
: : :
: : Changes in Commitments from: May 12, 2015 :
: -4,370: 1,447 -7,640 -443 -3,244 2,927 -2,240 -5,156: -2,130 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 39.3 13.8 46.6 32.0 88.9 85.1: 11.1 14.9
Old : 100.0: 29.0 39.8 13.7 46.1 32.0 88.9 85.5: 11.1 14.5
Other: 100.0: 0.0 9.3 13.2 78.6 31.2 91.7 53.7: 8.3 46.3
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 40 54 50 65 57 136 138:
Old : 181: 42 54 49 65 57 136 137:
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 : 16.1 17.4 26.0 28.0 15.0 16.6 24.5 26.1
Old : 16.3 17.6 26.2 28.4 15.2 16.9 24.8 26.6
Other: 54.5 33.7 81.5 46.5 51.3 20.3 67.5 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 19, 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 : 1,399,666: 408,932 461,970 203,944 664,426 530,833 1,277,302 1,196,747: 122,364 202,919
Old : 898,191: 327,932 453,366 86,416 408,592 261,056 822,940 800,838: 75,251 97,353
Other: 501,475: 166,418 94,022 32,110 255,834 269,777 454,362 395,909: 47,113 105,566
: : :
: : Changes in Commitments from: May 12, 2015 :
: 58,960: 10,651 32,537 15,098 33,255 13,045 59,004 60,680: -44 -1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 33.0 14.6 47.5 37.9 91.3 85.5: 8.7 14.5
Old : 100.0: 36.5 50.5 9.6 45.5 29.1 91.6 89.2: 8.4 10.8
Other: 100.0: 33.2 18.7 6.4 51.0 53.8 90.6 78.9: 9.4 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 166 187 175 237 266 506 562:
Old : 667: 164 175 95 205 216 412 446:
Other: 557: 127 115 70 144 234 314 385:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.2 20.4 17.7 9.3 8.6 15.5 14.3
Old : 12.7 12.7 23.0 21.9 12.7 12.1 22.8 20.2
Other: 17.4 18.9 25.5 27.9 11.3 10.9 19.1 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 19, 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 : 8,625: 1,664 1,150 122 5,325 5,620 7,111 6,892: 1,514 1,733
Old : 8,625: 1,664 1,150 122 5,325 5,620 7,111 6,892: 1,514 1,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 732: 503 -83 -39 250 1,053 714 931: 18 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.3 1.4 61.7 65.2 82.4 79.9: 17.6 20.1
Old : 100.0: 19.3 13.3 1.4 61.7 65.2 82.4 79.9: 17.6 20.1
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 : 40: 6 12 5 18 14 27 28:
Old : 40: 6 12 5 18 14 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 : 36.6 43.1 54.8 60.4 35.4 29.8 46.0 41.4
Old : 36.6 43.1 54.8 60.4 35.4 29.8 46.0 41.4
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 19, 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 : 692,395: 181,476 227,327 100,278 367,120 256,147 648,874 583,752: 43,521 108,643
Old : 387,288: 148,163 181,137 18,521 198,006 138,276 364,690 337,934: 22,598 49,354
Other: 305,107: 89,300 102,177 25,770 169,114 117,871 284,184 245,818: 20,923 59,289
: : :
: : Changes in Commitments from: May 12, 2015 :
: -1,585: -17,098 21,329 6,932 7,458 -29,071 -2,708 -810: 1,123 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 32.8 14.5 53.0 37.0 93.7 84.3: 6.3 15.7
Old : 100.0: 38.3 46.8 4.8 51.1 35.7 94.2 87.3: 5.8 12.7
Other: 100.0: 29.3 33.5 8.4 55.4 38.6 93.1 80.6: 6.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 643: 151 237 197 152 192 432 524:
Old : 582: 152 213 93 114 140 321 393:
Other: 485: 112 161 93 117 161 289 363:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.1 20.6 18.2 10.5 9.3 17.8 16.2
Old : 12.4 15.9 22.1 26.1 11.7 15.8 21.3 25.2
Other: 20.4 14.1 29.4 20.7 19.1 13.8 26.9 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 19, 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 : 398,661: 138,800 66,680 76,916 147,282 226,921 362,998 370,517: 35,663 28,144
Old : 249,412: 127,374 86,084 19,611 79,358 123,421 226,343 229,116: 23,069 20,296
Other: 149,249: 54,088 23,258 14,643 67,924 103,500 136,655 141,401: 12,594 7,848
: : :
: : Changes in Commitments from: May 12, 2015 :
: 5,145: 2,991 -1,111 11,068 -1,738 -5,552 12,321 4,405: -7,176 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 16.7 19.3 36.9 56.9 91.1 92.9: 8.9 7.1
Old : 100.0: 51.1 34.5 7.9 31.8 49.5 90.8 91.9: 9.2 8.1
Other: 100.0: 36.2 15.6 9.8 45.5 69.3 91.6 94.7: 8.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 103 88 118 71 68 256 226:
Old : 315: 113 94 73 63 60 218 195:
Other: 204: 70 53 38 50 42 142 117:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 28.9 17.6 37.4 9.0 27.5 16.1 34.6
Old : 12.1 25.6 21.3 34.6 11.2 25.1 20.3 32.9
Other: 18.9 37.4 28.3 50.9 18.5 36.5 27.5 49.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 19, 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 : 496,821: 84,335 59,500 13,721 268,324 271,435 366,380 344,656: 130,441 152,165
Old : 496,821: 84,335 59,500 13,721 268,324 271,435 366,380 344,656: 130,441 152,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 24,605: -1,601 423 6,606 13,585 16,548 18,590 23,577: 6,015 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 12.0 2.8 54.0 54.6 73.7 69.4: 26.3 30.6
Old : 100.0: 17.0 12.0 2.8 54.0 54.6 73.7 69.4: 26.3 30.6
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 : 140: 34 23 21 55 62 97 98:
Old : 140: 34 23 21 55 62 97 98:
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 : 19.5 15.3 28.7 27.0 15.6 15.0 22.5 24.4
Old : 19.5 15.3 28.7 27.0 15.6 15.0 22.5 24.4
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 19, 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 : 575,801: 42,045 78,920 5,417 421,590 387,712 469,052 472,049: 106,749 103,752
Old : 575,801: 42,045 78,920 5,417 421,590 387,712 469,052 472,049: 106,749 103,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -3,554: -4,621 -781 -3,779 6,678 -5,182 -1,722 -9,742: -1,832 6,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.7 0.9 73.2 67.3 81.5 82.0: 18.5 18.0
Old : 100.0: 7.3 13.7 0.9 73.2 67.3 81.5 82.0: 18.5 18.0
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 : 92: 9 12 6 54 51 66 66:
Old : 92: 9 12 6 54 51 66 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 : 27.5 38.5 42.4 48.2 24.6 38.2 34.9 47.5
Old : 27.5 38.5 42.4 48.2 24.6 38.2 34.9 47.5
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, May 19, 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 : 8,587: 3,008 315 1,825 3,262 6,149 8,095 8,289: 492 298
Old : 8,587: 3,008 315 1,825 3,262 6,149 8,095 8,289: 492 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 442: 230 -117 165 23 362 418 410: 24 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 3.7 21.3 38.0 71.6 94.3 96.5: 5.7 3.5
Old : 100.0: 35.0 3.7 21.3 38.0 71.6 94.3 96.5: 5.7 3.5
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 : 38: 15 4 4 13 17 31 22:
Old : 38: 15 4 4 13 17 31 22:
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 : 42.4 66.1 62.8 80.7 35.4 49.4 46.1 54.6
Old : 42.4 66.1 62.8 80.7 35.4 49.4 46.1 54.6
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 19, 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 : 352,972: 101,472 86,273 43,440 163,814 188,012 308,726 317,725: 44,246 35,247
Old : 233,588: 88,195 79,782 15,924 100,150 112,011 204,269 207,717: 29,319 25,871
Other: 119,384: 31,776 24,990 9,017 63,664 76,001 104,457 110,008: 14,927 9,376
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,091: -2,587 -827 5,653 488 1,689 3,554 6,515: 537 -2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 24.4 12.3 46.4 53.3 87.5 90.0: 12.5 10.0
Old : 100.0: 37.8 34.2 6.8 42.9 48.0 87.4 88.9: 12.6 11.1
Other: 100.0: 26.6 20.9 7.6 53.3 63.7 87.5 92.1: 12.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 83 88 79 80 65 213 193:
Old : 279: 85 90 51 74 58 190 169:
Other: 184: 59 38 36 62 49 135 109:
:----------------------------------------------------------------------------------------------------
: 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 26.1 18.3 34.4 11.1 21.2 17.0 29.0
Old : 13.2 25.3 20.8 34.8 13.1 23.5 20.5 32.7
Other: 15.7 31.7 24.5 46.3 12.9 25.4 20.4 36.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 19, 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 : 11,169: 871 5,941 1,790 6,262 1,496 8,923 9,227: 2,246 1,942
Old : 7,840: 2,507 5,557 33 3,430 779 5,970 6,369: 1,870 1,471
Other: 3,329: 38 2,058 83 2,832 717 2,953 2,858: 376 471
: : :
: : Changes in Commitments from: May 12, 2015 :
: -27: 91 -24 17 -250 -11 -142 -18: 115 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 53.2 16.0 56.1 13.4 79.9 82.6: 20.1 17.4
Old : 100.0: 32.0 70.9 0.4 43.8 9.9 76.1 81.2: 23.9 18.8
Other: 100.0: 1.1 61.8 2.5 85.1 21.5 88.7 85.9: 11.3 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 10 32 14 18 9 41 50:
Old : 70: 21 27 1 17 5 38 33:
Other: 34: 4 17 2 7 6 13 23:
:----------------------------------------------------------------------------------------------------
: 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 : 42.2 30.4 53.7 43.0 38.1 26.9 45.6 36.4
Old : 26.9 36.9 42.5 49.3 26.9 36.9 42.5 49.3
Other: 81.6 52.3 86.7 65.1 81.4 50.6 85.9 63.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 19, 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 : 1,361,772: 384,837 284,301 60,633 796,290 863,544 1,241,760 1,208,478: 120,012 153,294
Old : 1,361,772: 384,837 284,301 60,633 796,290 863,544 1,241,760 1,208,478: 120,012 153,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 13,830: -7,696 6,461 21,212 -7,642 -18,110 5,874 9,563: 7,956 4,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.9 4.5 58.5 63.4 91.2 88.7: 8.8 11.3
Old : 100.0: 28.3 20.9 4.5 58.5 63.4 91.2 88.7: 8.8 11.3
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 : 270: 52 52 26 96 127 159 195:
Old : 270: 52 52 26 96 127 159 195:
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 : 26.8 20.9 39.6 32.2 23.9 19.5 34.4 28.1
Old : 26.8 20.9 39.6 32.2 23.9 19.5 34.4 28.1
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 19, 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 : 2,872,806: 363,435 449,273 106,151 2,110,043 1,872,747 2,579,629 2,428,171: 293,177 444,635
Old : 2,872,806: 363,435 449,273 106,151 2,110,043 1,872,747 2,579,629 2,428,171: 293,177 444,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 47,121: 44,377 -2,229 -11,481 9,735 63,345 42,631 49,635: 4,490 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.6 3.7 73.4 65.2 89.8 84.5: 10.2 15.5
Old : 100.0: 12.7 15.6 3.7 73.4 65.2 89.8 84.5: 10.2 15.5
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 : 390: 73 91 68 159 171 271 291:
Old : 390: 73 91 68 159 171 271 291:
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 : 35.5 17.8 45.9 26.4 33.2 14.9 40.9 22.5
Old : 35.5 17.8 45.9 26.4 33.2 14.9 40.9 22.5
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 19, 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 : 1,988,346: 319,307 412,679 25,731 1,396,200 1,188,650 1,741,238 1,627,060: 247,108 361,286
Old : 1,988,346: 319,307 412,679 25,731 1,396,200 1,188,650 1,741,238 1,627,060: 247,108 361,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 51,885: 34,698 36,345 450 22,031 23,862 57,179 60,657: -5,294 -8,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 20.8 1.3 70.2 59.8 87.6 81.8: 12.4 18.2
Old : 100.0: 16.1 20.8 1.3 70.2 59.8 87.6 81.8: 12.4 18.2
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 : 263: 38 63 28 106 123 163 195:
Old : 263: 38 63 28 106 123 163 195:
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 : 24.8 17.0 39.0 25.7 21.7 13.1 30.7 19.6
Old : 24.8 17.0 39.0 25.7 21.7 13.1 30.7 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 19, 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 : 848,963: 34,797 177,963 166,703 621,099 447,475 822,599 792,141: 26,364 56,822
Old : 848,963: 34,797 177,963 166,703 621,099 447,475 822,599 792,141: 26,364 56,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 41,701: -2,664 836 18,936 21,720 20,206 37,992 39,978: 3,709 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 21.0 19.6 73.2 52.7 96.9 93.3: 3.1 6.7
Old : 100.0: 4.1 21.0 19.6 73.2 52.7 96.9 93.3: 3.1 6.7
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 : 134: 14 44 33 52 71 87 130:
Old : 134: 14 44 33 52 71 87 130:
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 : 45.3 13.2 56.7 24.0 34.8 10.7 40.3 17.1
Old : 45.3 13.2 56.7 24.0 34.8 10.7 40.3 17.1
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 19, 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 : 60,703: 21,232 9,895 627 29,512 42,504 51,370 53,026: 9,333 7,677
Old : 60,703: 21,232 9,895 627 29,512 42,504 51,370 53,026: 9,333 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 7,626: 6,556 2,765 -112 952 4,084 7,396 6,737: 231 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.3 1.0 48.6 70.0 84.6 87.4: 15.4 12.6
Old : 100.0: 35.0 16.3 1.0 48.6 70.0 84.6 87.4: 15.4 12.6
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 : 108: 31 29 7 27 26 61 60:
Old : 108: 31 29 7 27 26 61 60:
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 : 29.6 37.3 43.7 55.4 29.4 35.8 43.4 53.9
Old : 29.6 37.3 43.7 55.4 29.4 35.8 43.4 53.9
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, May 19, 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 : 121,405: 42,463 19,790 1,254 59,023 85,008 102,740 106,052: 18,665 15,353
Old : 121,405: 42,463 19,790 1,254 59,023 85,008 102,740 106,052: 18,665 15,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 15,252: 13,112 5,530 -224 1,903 8,167 14,791 13,473: 461 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.3 1.0 48.6 70.0 84.6 87.4: 15.4 12.6
Old : 100.0: 35.0 16.3 1.0 48.6 70.0 84.6 87.4: 15.4 12.6
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 : 108: 31 29 7 27 26 61 60:
Old : 108: 31 29 7 27 26 61 60:
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 : 29.6 37.3 43.7 55.4 29.4 35.8 43.4 53.9
Old : 29.6 37.3 43.7 55.4 29.4 35.8 43.4 53.9
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, May 19, 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 : 19,274: 16,185 17,700 896 2,114 678 19,195 19,274: 79 0
Old : 19,274: 16,185 17,700 896 2,114 678 19,195 19,274: 79 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 132: 159 119 13 -19 0 153 132: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 91.8 4.6 11.0 3.5 99.6 100.0: 0.4 0.0
Old : 100.0: 84.0 91.8 4.6 11.0 3.5 99.6 100.0: 0.4 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 : 31: 16 13 2 2 1 19 15:
Old : 31: 16 13 2 2 1 19 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 : 83.4 63.0 94.7 84.7 80.7 63.0 87.6 81.8
Old : 83.4 63.0 94.7 84.7 80.7 63.0 87.6 81.8
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 19, 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 : 48,618: 40,950 18,656 21 7,566 29,835 48,537 48,512: 81 106
Old : 48,618: 40,950 18,656 21 7,566 29,835 48,537 48,512: 81 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -483: -814 -974 0 357 493 -457 -481: -26 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 38.4 0.0 15.6 61.4 99.8 99.8: 0.2 0.2
Old : 100.0: 84.2 38.4 0.0 15.6 61.4 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 : 42: 6 14 1 6 17 12 32:
Old : 42: 6 14 1 6 17 12 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 : 93.3 50.3 98.4 72.5 93.3 50.2 98.3 72.4
Old : 93.3 50.3 98.4 72.5 93.3 50.2 98.3 72.4
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 19, 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 : 36,563: 30,966 11,567 0 5,486 24,868 36,452 36,435: 111 128
Old : 36,563: 30,966 11,567 0 5,486 24,868 36,452 36,435: 111 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -156: -1,814 -585 -14 1,658 468 -170 -131: 14 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 31.6 0.0 15.0 68.0 99.7 99.6: 0.3 0.4
Old : 100.0: 84.7 31.6 0.0 15.0 68.0 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 16 0 5 16 13 32:
Old : 44: 8 16 0 5 16 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.9 59.9 99.1 79.0 94.9 59.9 99.1 79.0
Old : 94.9 59.9 99.1 79.0 94.9 59.9 99.1 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2015