WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 07, 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 : 393,844: 133,723 114,045 69,721 151,510 166,103 354,954 349,869: 38,890 43,975
Old : 381,468: 132,948 114,783 66,297 144,965 160,029 344,210 341,109: 37,258 40,359
Other: 12,376: 3,124 1,611 1,075 6,545 6,074 10,744 8,760: 1,632 3,616
: : :
: : Changes in Commitments from: June 30, 2015 :
: 4,674: 14,805 -2,966 -5,695 -3,661 12,231 5,449 3,570: -775 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 29.0 17.7 38.5 42.2 90.1 88.8: 9.9 11.2
Old : 100.0: 34.9 30.1 17.4 38.0 42.0 90.2 89.4: 9.8 10.6
Other: 100.0: 25.2 13.0 8.7 52.9 49.1 86.8 70.8: 13.2 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 127 109 112 80 115 276 280:
Old : 385: 127 112 109 77 113 270 277:
Other: 103: 21 13 6 26 52 51 69:
:----------------------------------------------------------------------------------------------------
: 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 14.5 24.1 23.8 15.1 13.7 24.0 22.0
Old : 15.4 14.9 24.5 24.5 15.3 14.2 24.5 22.8
Other: 30.6 22.7 47.5 35.1 30.4 22.6 47.4 33.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 07, 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 : 185,914: 55,642 46,442 25,986 86,607 87,105 168,235 159,533: 17,679 26,381
Old : 176,191: 55,304 45,970 24,029 79,601 82,703 158,934 152,702: 17,257 23,489
Other: 9,723: 2,039 2,173 256 7,006 4,402 9,301 6,831: 422 2,892
: : :
: : Changes in Commitments from: June 30, 2015 :
: 2,078: -1,949 -10,108 -129 2,914 10,595 836 358: 1,242 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 25.0 14.0 46.6 46.9 90.5 85.8: 9.5 14.2
Old : 100.0: 31.4 26.1 13.6 45.2 46.9 90.2 86.7: 9.8 13.3
Other: 100.0: 21.0 22.3 2.6 72.1 45.3 95.7 70.3: 4.3 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 44 52 48 65 69 140 152:
Old : 202: 48 51 44 65 69 138 149:
Other: 62: 3 15 5 14 32 21 48:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 24.7 32.1 33.2 14.6 12.9 22.5 21.3
Old : 21.4 26.1 31.1 35.0 15.3 16.1 23.6 24.9
Other: 84.4 33.5 90.8 46.8 84.4 32.6 89.8 45.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 07, 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 : 1,323,094: 432,365 223,665 191,499 587,838 680,820 1,211,702 1,095,984: 111,392 227,110
Old : 556,660: 273,384 195,628 12,899 229,041 284,148 515,324 492,675: 41,336 63,985
Other: 766,434: 290,219 159,275 47,362 358,797 396,672 696,378 603,309: 70,056 163,125
: : :
: : Changes in Commitments from: June 30, 2015 :
: 14,739: 23,161 -74,970 6,230 -10,206 68,361 19,185 -379: -4,446 15,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.9 14.5 44.4 51.5 91.6 82.8: 8.4 17.2
Old : 100.0: 49.1 35.1 2.3 41.1 51.0 92.6 88.5: 7.4 11.5
Other: 100.0: 37.9 20.8 6.2 46.8 51.8 90.9 78.7: 9.1 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 187 131 163 209 314 489 546:
Old : 602: 136 124 35 135 247 290 389:
Other: 662: 172 124 83 164 292 377 464:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 9.1 20.4 15.9 10.0 7.2 16.7 12.2
Old : 15.7 15.8 27.0 26.0 15.7 15.7 27.0 25.9
Other: 15.5 9.6 23.9 15.8 13.1 6.7 21.5 12.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 07, 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 : 7,443: 1,062 1,631 44 4,720 4,149 5,826 5,824: 1,617 1,619
Old : 7,443: 1,062 1,631 44 4,720 4,149 5,826 5,824: 1,617 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 230: 309 91 -71 47 144 285 164: -55 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 21.9 0.6 63.4 55.7 78.3 78.2: 21.7 21.8
Old : 100.0: 14.3 21.9 0.6 63.4 55.7 78.3 78.2: 21.7 21.8
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 : 38: 8 10 3 17 10 26 22:
Old : 38: 8 10 3 17 10 26 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 : 35.8 43.9 53.7 66.9 34.3 40.7 48.9 58.1
Old : 35.8 43.9 53.7 66.9 34.3 40.7 48.9 58.1
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, July 07, 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 : 665,404: 193,136 94,543 101,284 321,785 383,372 616,205 579,199: 49,199 86,205
Old : 87,410: 34,043 18,489 1,318 43,179 53,406 78,540 73,213: 8,870 14,197
Other: 577,994: 184,412 101,373 74,647 278,606 329,966 537,665 505,986: 40,329 72,008
: : :
: : Changes in Commitments from: June 30, 2015 :
: -561: 492 -17,985 3,870 -6,174 14,536 -1,812 421: 1,251 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 14.2 15.2 48.4 57.6 92.6 87.0: 7.4 13.0
Old : 100.0: 38.9 21.2 1.5 49.4 61.1 89.9 83.8: 10.1 16.2
Other: 100.0: 31.9 17.5 12.9 48.2 57.1 93.0 87.5: 7.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 179 143 157 156 201 419 435:
Old : 318: 87 62 11 89 108 181 176:
Other: 552: 168 148 139 122 193 366 415:
:----------------------------------------------------------------------------------------------------
: 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 15.7 20.7 26.3 9.2 13.8 16.5 21.0
Old : 25.3 28.2 39.0 44.3 23.5 28.2 37.1 42.1
Other: 13.9 16.2 23.1 26.1 10.9 15.7 19.3 24.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 07, 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 : 365,362: 119,177 65,596 57,319 157,356 213,777 333,852 336,692: 31,510 28,670
Old : 95,210: 34,123 12,645 5,872 46,220 65,866 86,215 84,383: 8,995 10,827
Other: 270,152: 98,472 66,369 38,029 111,136 147,911 247,637 252,309: 22,515 17,843
: : :
: : Changes in Commitments from: June 30, 2015 :
: -15,221: -9,204 6,382 -9,578 8,346 -16,328 -10,436 -19,524: -4,785 4,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.0 15.7 43.1 58.5 91.4 92.2: 8.6 7.8
Old : 100.0: 35.8 13.3 6.2 48.5 69.2 90.6 88.6: 9.4 11.4
Other: 100.0: 36.5 24.6 14.1 41.1 54.8 91.7 93.4: 8.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 105 68 100 79 67 240 199:
Old : 184: 63 34 28 58 48 136 98:
Other: 265: 88 75 72 62 50 195 163:
:----------------------------------------------------------------------------------------------------
: 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 31.2 17.4 39.3 9.6 29.7 17.0 37.3
Old : 23.2 35.4 36.4 47.9 21.6 35.1 34.2 46.0
Other: 13.4 31.3 23.1 40.7 13.3 29.4 23.0 38.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 07, 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 : 496,718: 64,762 53,905 7,151 305,009 283,824 376,922 344,880: 119,796 151,838
Old : 496,718: 64,762 53,905 7,151 305,009 283,824 376,922 344,880: 119,796 151,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 18,775: 7,696 -7,266 -2,197 6,704 16,728 12,203 7,265: 6,572 11,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.9 1.4 61.4 57.1 75.9 69.4: 24.1 30.6
Old : 100.0: 13.0 10.9 1.4 61.4 57.1 75.9 69.4: 24.1 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 : 143: 24 28 17 59 67 91 104:
Old : 143: 24 28 17 59 67 91 104:
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 17.0 38.0 26.1 25.0 15.2 34.7 23.8
Old : 27.2 17.0 38.0 26.1 25.0 15.2 34.7 23.8
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, July 07, 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 : 594,592: 52,712 91,759 8,620 428,328 400,398 489,660 500,777: 104,932 93,815
Old : 594,592: 52,712 91,759 8,620 428,328 400,398 489,660 500,777: 104,932 93,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 7,533: 2,268 695 513 1,189 4,687 3,970 5,895: 3,563 1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 1.4 72.0 67.3 82.4 84.2: 17.6 15.8
Old : 100.0: 8.9 15.4 1.4 72.0 67.3 82.4 84.2: 17.6 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 : 103: 13 17 12 51 55 70 78:
Old : 103: 13 17 12 51 55 70 78:
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 38.6 42.3 47.3 24.5 38.2 35.5 45.9
Old : 26.1 38.6 42.3 47.3 24.5 38.2 35.5 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 07, 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 : 7,317: 3,282 152 1,237 2,441 5,756 6,960 7,145: 357 172
Old : 7,317: 3,282 152 1,237 2,441 5,756 6,960 7,145: 357 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 66: 256 -228 -50 -88 341 118 63: -52 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 2.1 16.9 33.4 78.7 95.1 97.6: 4.9 2.4
Old : 100.0: 44.9 2.1 16.9 33.4 78.7 95.1 97.6: 4.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 4 6 14 17 36 26:
Old : 45: 19 4 6 14 17 36 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 : 46.5 60.3 68.8 77.5 37.8 51.3 50.5 61.8
Old : 46.5 60.3 68.8 77.5 37.8 51.3 50.5 61.8
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, July 07, 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 : 397,900: 141,881 63,229 50,937 155,304 256,398 348,122 370,564: 49,778 27,336
Old : 106,058: 42,873 10,970 5,465 40,816 77,853 89,154 94,288: 16,904 11,770
Other: 291,842: 116,861 70,112 27,619 114,488 178,545 258,968 276,276: 32,874 15,566
: : :
: : Changes in Commitments from: June 30, 2015 :
: 4,573: 4,601 -5,753 1,364 -1,799 8,771 4,166 4,382: 407 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 15.9 12.8 39.0 64.4 87.5 93.1: 12.5 6.9
Old : 100.0: 40.4 10.3 5.2 38.5 73.4 84.1 88.9: 15.9 11.1
Other: 100.0: 40.0 24.0 9.5 39.2 61.2 88.7 94.7: 11.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 102 62 82 79 84 230 198:
Old : 203: 69 34 32 65 59 148 113:
Other: 272: 86 76 65 73 69 202 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 31.7 18.0 40.5 9.6 26.0 15.0 34.3
Old : 18.5 29.4 31.4 42.5 18.2 27.4 30.0 39.4
Other: 13.3 33.0 20.2 42.0 10.4 26.0 16.7 34.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 07, 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 : 9,302: 1,232 5,383 454 5,391 2,110 7,077 7,947: 2,225 1,355
Old : 9,302: 1,232 5,383 454 5,391 2,110 7,077 7,947: 2,225 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -284: 11 402 -448 271 28 -166 -18: -118 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 57.9 4.9 58.0 22.7 76.1 85.4: 23.9 14.6
Old : 100.0: 13.2 57.9 4.9 58.0 22.7 76.1 85.4: 23.9 14.6
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 : 64: 13 27 10 17 8 38 39:
Old : 64: 13 27 10 17 8 38 39:
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 : 45.2 31.5 53.1 47.8 43.3 31.5 50.3 46.1
Old : 45.2 31.5 53.1 47.8 43.3 31.5 50.3 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 07, 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 : 1,224,094: 449,144 277,773 26,418 630,749 775,596 1,106,311 1,079,787: 117,783 144,307
Old : 1,224,094: 449,144 277,773 26,418 630,749 775,596 1,106,311 1,079,787: 117,783 144,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 33,899: 20,291 -7,247 -1,385 11,243 38,901 30,149 30,269: 3,750 3,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 22.7 2.2 51.5 63.4 90.4 88.2: 9.6 11.8
Old : 100.0: 36.7 22.7 2.2 51.5 63.4 90.4 88.2: 9.6 11.8
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 : 273: 55 58 24 91 123 157 194:
Old : 273: 55 58 24 91 123 157 194:
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 : 20.9 22.4 34.7 32.6 20.8 22.4 33.9 31.5
Old : 20.9 22.4 34.7 32.6 20.8 22.4 33.9 31.5
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, July 07, 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 : 2,725,079: 435,083 467,821 64,058 1,921,077 1,772,645 2,420,218 2,304,524: 304,861 420,555
Old : 2,725,079: 435,083 467,821 64,058 1,921,077 1,772,645 2,420,218 2,304,524: 304,861 420,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 6,371: -16,554 12,680 -8,538 12,046 119 -13,046 4,261: 19,417 2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.2 2.4 70.5 65.0 88.8 84.6: 11.2 15.4
Old : 100.0: 16.0 17.2 2.4 70.5 65.0 88.8 84.6: 11.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 60 108 48 135 175 228 298:
Old : 385: 60 108 48 135 175 228 298:
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 : 36.4 18.8 46.0 27.6 34.0 16.4 41.4 23.3
Old : 36.4 18.8 46.0 27.6 34.0 16.4 41.4 23.3
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, July 07, 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 : 2,138,549: 363,039 447,447 70,187 1,437,128 1,269,710 1,870,354 1,787,344: 268,195 351,205
Old : 2,138,549: 363,039 447,447 70,187 1,437,128 1,269,710 1,870,354 1,787,344: 268,195 351,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 26,824: 10,763 15,995 720 -9,795 14,426 1,688 31,141: 25,136 -4,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 20.9 3.3 67.2 59.4 87.5 83.6: 12.5 16.4
Old : 100.0: 17.0 20.9 3.3 67.2 59.4 87.5 83.6: 12.5 16.4
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 : 273: 43 65 26 98 128 156 204:
Old : 273: 43 65 26 98 128 156 204:
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 : 26.2 13.5 40.0 22.6 21.9 13.1 30.9 20.2
Old : 26.2 13.5 40.0 22.6 21.9 13.1 30.9 20.2
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, July 07, 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 : 866,553: 32,224 170,845 149,174 664,775 490,178 846,173 810,197: 20,380 56,356
Old : 866,553: 32,224 170,845 149,174 664,775 490,178 846,173 810,197: 20,380 56,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -39,827: -837 -6,675 -15,167 -20,703 -19,163 -36,707 -41,005: -3,120 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 19.7 17.2 76.7 56.6 97.6 93.5: 2.4 6.5
Old : 100.0: 3.7 19.7 17.2 76.7 56.6 97.6 93.5: 2.4 6.5
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 : 130: 16 45 28 53 65 84 125:
Old : 130: 16 45 28 53 65 84 125:
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 : 49.5 17.7 61.7 29.2 35.6 14.0 42.5 19.6
Old : 49.5 17.7 61.7 29.2 35.6 14.0 42.5 19.6
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, July 07, 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 : 43,659: 9,482 9,087 281 27,544 28,153 37,307 37,521: 6,353 6,139
Old : 43,659: 9,482 9,087 281 27,544 28,153 37,307 37,521: 6,353 6,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,168: 773 -12 -749 -995 -1,166 -971 -1,927: -197 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.8 0.6 63.1 64.5 85.4 85.9: 14.6 14.1
Old : 100.0: 21.7 20.8 0.6 63.1 64.5 85.4 85.9: 14.6 14.1
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 : 86: 26 14 4 30 23 57 40:
Old : 86: 26 14 4 30 23 57 40:
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 : 34.5 44.6 47.3 61.8 34.5 44.5 47.3 61.1
Old : 34.5 44.6 47.3 61.8 34.5 44.5 47.3 61.1
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, July 07, 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 : 87,318: 18,963 18,174 562 55,088 56,305 74,613 75,041: 12,705 12,277
Old : 87,318: 18,963 18,174 562 55,088 56,305 74,613 75,041: 12,705 12,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,336: 1,546 -23 -1,498 -1,990 -2,332 -1,942 -3,853: -394 1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.8 0.6 63.1 64.5 85.4 85.9: 14.6 14.1
Old : 100.0: 21.7 20.8 0.6 63.1 64.5 85.4 85.9: 14.6 14.1
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 : 86: 26 14 4 30 23 57 40:
Old : 86: 26 14 4 30 23 57 40:
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 : 34.5 44.6 47.3 61.8 34.5 44.5 47.3 61.1
Old : 34.5 44.6 47.3 61.8 34.5 44.5 47.3 61.1
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, July 07, 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 : 20,865: 17,303 19,294 864 2,492 678 20,659 20,836: 206 29
Old : 20,865: 17,303 19,294 864 2,492 678 20,659 20,836: 206 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,813: -1,787 -1,800 -10 0 0 -1,797 -1,810: -16 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 92.5 4.1 11.9 3.2 99.0 99.9: 1.0 0.1
Old : 100.0: 82.9 92.5 4.1 11.9 3.2 99.0 99.9: 1.0 0.1
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 : 32: 17 13 2 2 1 20 15:
Old : 32: 17 13 2 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 : 72.9 67.9 91.1 87.2 71.4 67.9 86.1 84.6
Old : 72.9 67.9 91.1 87.2 71.4 67.9 86.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 07, 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 : 47,115: 37,855 22,346 21 9,119 24,654 46,995 47,021: 120 94
Old : 47,115: 37,855 22,346 21 9,119 24,654 46,995 47,021: 120 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 1,544: 1,087 1,574 0 479 -62 1,566 1,512: -22 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 47.4 0.0 19.4 52.3 99.7 99.8: 0.3 0.2
Old : 100.0: 80.3 47.4 0.0 19.4 52.3 99.7 99.8: 0.3 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 : 43: 6 17 1 4 16 10 34:
Old : 43: 6 17 1 4 16 10 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 : 95.9 57.0 99.5 75.0 95.9 57.0 99.5 75.0
Old : 95.9 57.0 99.5 75.0 95.9 57.0 99.5 75.0
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, July 07, 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 : 33,388: 27,057 11,669 729 5,517 20,834 33,303 33,232: 85 156
Old : 33,388: 27,057 11,669 729 5,517 20,834 33,303 33,232: 85 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 895: 91 -742 502 331 1,077 924 837: -29 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 34.9 2.2 16.5 62.4 99.7 99.5: 0.3 0.5
Old : 100.0: 81.0 34.9 2.2 16.5 62.4 99.7 99.5: 0.3 0.5
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 : 36: 10 13 2 2 11 12 26:
Old : 36: 10 13 2 2 11 12 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 : 97.0 68.8 99.3 82.6 94.9 68.8 97.1 82.6
Old : 97.0 68.8 99.3 82.6 94.9 68.8 97.1 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015