WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 16, 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 : 440,311: 114,623 152,433 107,795 180,188 137,704 402,606 397,932: 37,705 42,379
Old : 433,002: 113,700 151,791 106,601 175,929 134,945 396,230 393,337: 36,772 39,665
Other: 7,309: 1,814 1,533 303 4,259 2,759 6,376 4,595: 933 2,714
: : :
: : Changes in Commitments from: June 9, 2015 :
: -3,232: -8,087 8,450 -2,652 7,270 -9,470 -3,469 -3,672: 237 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 34.6 24.5 40.9 31.3 91.4 90.4: 8.6 9.6
Old : 100.0: 26.3 35.1 24.6 40.6 31.2 91.5 90.8: 8.5 9.2
Other: 100.0: 24.8 21.0 4.1 58.3 37.7 87.2 62.9: 12.8 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 118 111 139 98 96 299 284:
Old : 374: 122 111 139 98 95 299 283:
Other: 80: 15 16 6 21 35 41 53:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 10.7 21.6 19.7 13.0 9.3 20.5 16.7
Old : 13.4 10.9 21.7 19.9 13.0 9.5 20.5 17.0
Other: 46.2 29.2 66.2 40.2 46.2 29.2 65.6 38.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 16, 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 : 162,519: 44,500 55,847 27,257 72,424 55,437 144,181 138,541: 18,338 23,978
Old : 157,460: 43,679 55,506 25,824 69,798 53,870 139,301 135,200: 18,159 22,260
Other: 5,059: 2,011 1,531 243 2,626 1,567 4,880 3,341: 179 1,718
: : :
: : Changes in Commitments from: June 9, 2015 :
: 1,113: 2,809 3,849 -1,393 559 -124 1,975 2,332: -862 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 34.4 16.8 44.6 34.1 88.7 85.2: 11.3 14.8
Old : 100.0: 27.7 35.3 16.4 44.3 34.2 88.5 85.9: 11.5 14.1
Other: 100.0: 39.8 30.3 4.8 51.9 31.0 96.5 66.0: 3.5 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 37 64 60 68 57 144 152:
Old : 189: 41 62 58 68 57 143 150:
Other: 43: 1 16 4 11 16 16 32:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 18.3 26.7 29.1 15.1 13.1 24.1 21.4
Old : 16.3 18.9 27.2 30.0 15.6 13.7 24.8 22.3
Other: 78.4 26.3 90.2 40.8 78.4 24.3 88.0 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 16, 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 : 1,456,360: 408,168 473,546 231,221 683,973 542,071 1,323,362 1,246,838: 132,998 209,522
Old : 822,469: 296,543 437,181 72,886 375,622 225,865 745,051 735,932: 77,418 86,537
Other: 633,891: 228,068 152,808 41,892 308,351 316,206 578,311 510,906: 55,580 122,985
: : :
: : Changes in Commitments from: June 9, 2015 :
: -2,731: -5,505 34,633 -5,968 6,091 -24,022 -5,382 4,643: 2,651 -7,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 32.5 15.9 47.0 37.2 90.9 85.6: 9.1 14.4
Old : 100.0: 36.1 53.2 8.9 45.7 27.5 90.6 89.5: 9.4 10.5
Other: 100.0: 36.0 24.1 6.6 48.6 49.9 91.2 80.6: 8.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 172 184 171 252 263 522 551:
Old : 643: 162 162 97 222 215 429 435:
Other: 580: 141 132 79 148 230 332 404:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 10.7 19.4 18.2 8.6 8.6 14.4 14.6
Old : 12.7 14.1 21.4 23.5 12.2 13.9 20.8 22.6
Other: 15.1 17.9 23.2 26.9 11.5 11.3 19.1 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 16, 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 : 8,743: 1,358 1,091 251 5,313 5,601 6,922 6,943: 1,821 1,800
Old : 8,743: 1,358 1,091 251 5,313 5,601 6,922 6,943: 1,821 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -104: -43 -44 -2 -266 -237 -311 -283: 207 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.5 2.9 60.8 64.1 79.2 79.4: 20.8 20.6
Old : 100.0: 15.5 12.5 2.9 60.8 64.1 79.2 79.4: 20.8 20.6
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 : 36: 6 10 6 19 13 28 26:
Old : 36: 6 10 6 19 13 28 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 : 36.2 46.7 53.9 64.5 31.9 33.2 43.1 47.1
Old : 36.2 46.7 53.9 64.5 31.9 33.2 43.1 47.1
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, June 16, 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 : 737,549: 193,515 213,427 129,041 367,266 290,595 689,822 633,063: 47,727 104,486
Old : 247,686: 96,819 91,259 22,665 106,729 101,178 226,213 215,102: 21,473 32,584
Other: 489,863: 141,324 166,796 61,748 260,537 189,417 463,609 417,961: 26,254 71,902
: : :
: : Changes in Commitments from: June 9, 2015 :
: -6,570: 13,034 -5,135 359 -17,295 2,651 -3,902 -2,125: -2,668 -4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 28.9 17.5 49.8 39.4 93.5 85.8: 6.5 14.2
Old : 100.0: 39.1 36.8 9.2 43.1 40.8 91.3 86.8: 8.7 13.2
Other: 100.0: 28.8 34.0 12.6 53.2 38.7 94.6 85.3: 5.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 159 210 202 158 186 447 489:
Old : 486: 168 119 81 119 125 317 296:
Other: 529: 115 200 126 112 164 316 410:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 10.9 18.5 17.6 9.1 10.0 16.0 15.6
Old : 14.2 17.3 24.8 26.6 14.2 17.3 22.8 26.0
Other: 16.7 11.6 26.3 19.0 15.4 10.8 24.5 17.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 16, 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 : 416,532: 139,742 66,899 75,577 161,885 248,007 377,204 390,483: 39,328 26,049
Old : 175,973: 75,476 47,475 18,554 63,004 95,526 157,034 161,555: 18,939 14,418
Other: 240,559: 92,103 47,261 29,186 98,881 152,481 220,170 228,928: 20,389 11,631
: : :
: : Changes in Commitments from: June 9, 2015 :
: -6,037: -14,015 17,957 1,640 11,955 -20,786 -420 -1,189: -5,617 -4,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 16.1 18.1 38.9 59.5 90.6 93.7: 9.4 6.3
Old : 100.0: 42.9 27.0 10.5 35.8 54.3 89.2 91.8: 10.8 8.2
Other: 100.0: 38.3 19.6 12.1 41.1 63.4 91.5 95.2: 8.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 102 80 120 82 76 263 234:
Old : 282: 113 61 68 71 63 211 171:
Other: 254: 77 88 70 56 53 181 166:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 28.7 17.5 36.8 9.9 24.9 16.7 32.3
Old : 13.9 21.7 21.9 32.5 11.8 21.0 18.9 31.2
Other: 15.7 37.9 26.2 46.5 15.4 35.3 26.0 43.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 16, 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 : 483,880: 73,328 55,204 11,661 272,077 265,830 357,066 332,695: 126,814 151,185
Old : 483,880: 73,328 55,204 11,661 272,077 265,830 357,066 332,695: 126,814 151,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -7,962: -1,486 3,863 -1,114 -12,335 -6,703 -14,935 -3,954: 6,973 -4,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.4 2.4 56.2 54.9 73.8 68.8: 26.2 31.2
Old : 100.0: 15.2 11.4 2.4 56.2 54.9 73.8 68.8: 26.2 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 30 29 21 54 68 96 106:
Old : 148: 30 29 21 54 68 96 106:
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 : 25.7 16.4 37.3 25.5 23.7 15.3 33.1 22.8
Old : 25.7 16.4 37.3 25.5 23.7 15.3 33.1 22.8
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, June 16, 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 : 610,253: 55,469 81,503 7,663 430,776 422,263 493,908 511,429: 116,345 98,824
Old : 610,253: 55,469 81,503 7,663 430,776 422,263 493,908 511,429: 116,345 98,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -5,991: -265 -6,623 348 -8,489 -3,443 -8,406 -9,718: 2,415 3,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.4 1.3 70.6 69.2 80.9 83.8: 19.1 16.2
Old : 100.0: 9.1 13.4 1.3 70.6 69.2 80.9 83.8: 19.1 16.2
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 : 94: 12 15 10 50 52 67 72:
Old : 94: 12 15 10 50 52 67 72:
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 : 27.2 39.5 41.6 49.7 24.2 38.7 34.2 47.0
Old : 27.2 39.5 41.6 49.7 24.2 38.7 34.2 47.0
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, June 16, 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 : 7,146: 2,930 448 1,340 2,567 5,053 6,837 6,841: 309 305
Old : 7,146: 2,930 448 1,340 2,567 5,053 6,837 6,841: 309 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -294: -141 -268 83 -236 -186 -294 -371: 0 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 6.3 18.8 35.9 70.7 95.7 95.7: 4.3 4.3
Old : 100.0: 41.0 6.3 18.8 35.9 70.7 95.7 95.7: 4.3 4.3
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 : 38: 15 5 7 13 15 33 23:
Old : 38: 15 5 7 13 15 33 23:
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 : 43.9 58.9 66.9 75.2 38.1 45.9 53.6 57.3
Old : 43.9 58.9 66.9 75.2 38.1 45.9 53.6 57.3
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, June 16, 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 : 400,940: 120,571 79,240 59,092 171,410 229,508 351,073 367,840: 49,867 33,100
Old : 171,072: 64,754 35,420 14,771 66,530 102,053 146,055 152,244: 25,017 18,828
Other: 229,868: 79,951 67,954 20,187 104,880 127,455 205,018 215,596: 24,850 14,272
: : :
: : Changes in Commitments from: June 9, 2015 :
: 341: 9,220 -4,661 -2,432 -6,744 9,598 44 2,505: 297 -2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 19.8 14.7 42.8 57.2 87.6 91.7: 12.4 8.3
Old : 100.0: 37.9 20.7 8.6 38.9 59.7 85.4 89.0: 14.6 11.0
Other: 100.0: 34.8 29.6 8.8 45.6 55.4 89.2 93.8: 10.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 92 67 90 84 87 231 208:
Old : 256: 81 57 60 72 78 185 170:
Other: 228: 73 58 48 70 54 170 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 25.1 18.9 34.0 9.2 18.2 14.5 26.0
Old : 16.2 21.9 26.2 29.6 13.6 21.5 23.1 28.2
Other: 13.5 29.9 21.6 40.3 10.7 22.9 18.3 32.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 16, 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 : 11,101: 1,061 5,537 1,707 5,957 1,820 8,725 9,064: 2,376 2,037
Old : 5,068: 1,852 3,243 37 1,761 775 3,650 4,055: 1,418 1,013
Other: 6,033: 795 3,880 84 4,196 1,045 5,075 5,009: 958 1,024
: : :
: : Changes in Commitments from: June 9, 2015 :
: -933: 118 7 -776 -54 74 -712 -695: -221 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 49.9 15.4 53.7 16.4 78.6 81.7: 21.4 18.3
Old : 100.0: 36.5 64.0 0.7 34.7 15.3 72.0 80.0: 28.0 20.0
Other: 100.0: 13.2 64.3 1.4 69.6 17.3 84.1 83.0: 15.9 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 14 29 20 19 10 49 50:
Old : 53: 19 17 2 12 5 32 23:
Other: 55: 8 29 6 11 6 25 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 30.8 51.3 43.6 39.1 26.9 45.3 38.0
Old : 35.2 44.7 47.4 59.0 35.2 44.7 47.4 59.0
Other: 61.2 34.9 70.4 51.6 61.2 34.9 70.4 51.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 16, 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 : 1,206,050: 397,642 266,918 25,748 676,393 765,556 1,099,783 1,058,222: 106,267 147,828
Old : 1,206,050: 397,642 266,918 25,748 676,393 765,556 1,099,783 1,058,222: 106,267 147,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 53,779: 44,317 -17,621 1,940 12,690 64,920 58,947 49,239: -5,168 4,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 22.1 2.1 56.1 63.5 91.2 87.7: 8.8 12.3
Old : 100.0: 33.0 22.1 2.1 56.1 63.5 91.2 87.7: 8.8 12.3
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 : 268: 51 59 27 88 121 152 194:
Old : 268: 51 59 27 88 121 152 194:
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 : 23.3 20.6 36.2 29.8 23.2 20.6 33.5 29.5
Old : 23.3 20.6 36.2 29.8 23.2 20.6 33.5 29.5
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, June 16, 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 : 2,670,001: 383,349 479,798 77,599 1,932,797 1,679,292 2,393,745 2,236,689: 276,256 433,312
Old : 2,670,001: 383,349 479,798 77,599 1,932,797 1,679,292 2,393,745 2,236,689: 276,256 433,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -107,577: -29,071 30,799 -9,707 -78,122 -105,194 -116,900 -84,102: 9,323 -23,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.0 2.9 72.4 62.9 89.7 83.8: 10.3 16.2
Old : 100.0: 14.4 18.0 2.9 72.4 62.9 89.7 83.8: 10.3 16.2
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 : 383: 66 99 46 137 174 232 290:
Old : 383: 66 99 46 137 174 232 290:
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 : 38.1 17.1 47.7 26.2 35.6 15.2 42.6 22.2
Old : 38.1 17.1 47.7 26.2 35.6 15.2 42.6 22.2
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, June 16, 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 : 2,091,340: 336,398 376,946 70,431 1,459,924 1,280,042 1,866,753 1,727,419: 224,587 363,921
Old : 2,091,340: 336,398 376,946 70,431 1,459,924 1,280,042 1,866,753 1,727,419: 224,587 363,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 13,891: 39,242 -3,610 -138 -26,644 18,034 12,460 14,286: 1,431 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.0 3.4 69.8 61.2 89.3 82.6: 10.7 17.4
Old : 100.0: 16.1 18.0 3.4 69.8 61.2 89.3 82.6: 10.7 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 : 278: 40 67 29 100 134 159 211:
Old : 278: 40 67 29 100 134 159 211:
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 : 26.6 15.3 40.3 24.4 23.7 13.3 32.6 20.4
Old : 26.6 15.3 40.3 24.4 23.7 13.3 32.6 20.4
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, June 16, 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 : 868,620: 28,223 176,045 156,503 661,258 478,545 845,984 811,093: 22,636 57,527
Old : 868,620: 28,223 176,045 156,503 661,258 478,545 845,984 811,093: 22,636 57,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 51,338: 8,827 829 -2,326 44,352 50,212 50,853 48,715: 485 2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 20.3 18.0 76.1 55.1 97.4 93.4: 2.6 6.6
Old : 100.0: 3.2 20.3 18.0 76.1 55.1 97.4 93.4: 2.6 6.6
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 : 132: 11 49 33 50 66 86 127:
Old : 132: 11 49 33 50 66 86 127:
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 : 47.3 15.7 60.5 26.5 35.6 12.8 42.4 20.4
Old : 47.3 15.7 60.5 26.5 35.6 12.8 42.4 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 16, 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 : 55,316: 12,635 6,659 1,528 33,283 40,928 47,445 49,114: 7,871 6,202
Old : 55,316: 12,635 6,659 1,528 33,283 40,928 47,445 49,114: 7,871 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -2,750: 1,248 -4,842 705 -4,067 573 -2,114 -3,564: -637 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.0 2.8 60.2 74.0 85.8 88.8: 14.2 11.2
Old : 100.0: 22.8 12.0 2.8 60.2 74.0 85.8 88.8: 14.2 11.2
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 : 91: 28 19 5 33 28 63 51:
Old : 91: 28 19 5 33 28 63 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 : 29.6 38.8 42.4 57.3 29.3 37.0 40.4 54.8
Old : 29.6 38.8 42.4 57.3 29.3 37.0 40.4 54.8
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, June 16, 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 : 110,632: 25,269 13,317 3,056 66,565 81,855 94,890 98,228: 15,742 12,404
Old : 110,632: 25,269 13,317 3,056 66,565 81,855 94,890 98,228: 15,742 12,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -5,500: 2,496 -9,683 1,410 -8,133 1,146 -4,227 -7,127: -1,273 1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.0 2.8 60.2 74.0 85.8 88.8: 14.2 11.2
Old : 100.0: 22.8 12.0 2.8 60.2 74.0 85.8 88.8: 14.2 11.2
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 : 91: 28 19 5 33 28 63 51:
Old : 91: 28 19 5 33 28 63 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 : 29.6 38.8 42.4 57.3 29.3 37.0 40.4 54.8
Old : 29.6 38.8 42.4 57.3 29.3 37.0 40.4 54.8
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, June 16, 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 : 19,721: 15,400 17,022 1,989 2,178 678 19,567 19,689: 154 32
Old : 19,721: 15,400 17,022 1,989 2,178 678 19,567 19,689: 154 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 3,505: 2,281 2,510 993 163 0 3,437 3,503: 68 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 86.3 10.1 11.0 3.4 99.2 99.8: 0.8 0.2
Old : 100.0: 78.1 86.3 10.1 11.0 3.4 99.2 99.8: 0.8 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 : 31: 16 13 3 2 1 20 15:
Old : 31: 16 13 3 2 1 20 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 : 75.2 62.4 92.0 84.9 73.0 59.2 81.7 76.4
Old : 75.2 62.4 92.0 84.9 73.0 59.2 81.7 76.4
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, June 16, 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 : 42,774: 34,991 21,731 21 7,713 20,936 42,725 42,688: 49 86
Old : 42,774: 34,991 21,731 21 7,713 20,936 42,725 42,688: 49 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -12,950: -7,270 -312 -3,313 -2,306 -9,354 -12,889 -12,979: -61 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 50.8 0.0 18.0 48.9 99.9 99.8: 0.1 0.2
Old : 100.0: 81.8 50.8 0.0 18.0 48.9 99.9 99.8: 0.1 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 17 1 4 16 12 34:
Old : 45: 8 17 1 4 16 12 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.6 53.1 99.1 72.2 95.6 53.1 99.1 72.2
Old : 95.6 53.1 99.1 72.2 95.6 53.1 99.1 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, June 16, 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 : 29,679: 26,833 10,766 32 2,760 18,776 29,625 29,574: 54 105
Old : 29,679: 26,833 10,766 32 2,760 18,776 29,625 29,574: 54 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -7,145: -3,101 -1,092 -549 -3,480 -5,525 -7,130 -7,166: -15 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 36.3 0.1 9.3 63.3 99.8 99.6: 0.2 0.4
Old : 100.0: 90.4 36.3 0.1 9.3 63.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 11 2 2 10 14 23:
Old : 35: 12 11 2 2 10 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.6 72.2 98.4 86.7 95.6 72.2 98.3 86.7
Old : 95.6 72.2 98.4 86.7 95.6 72.2 98.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015