WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 14, 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 : 407,177: 136,325 120,598 71,894 155,330 171,392 363,549 363,884: 43,628 43,293
Old : 392,475: 135,285 121,552 67,612 147,733 163,686 350,630 352,850: 41,845 39,625
Other: 14,702: 4,037 2,043 1,285 7,597 7,706 12,919 11,034: 1,783 3,668
: : :
: : Changes in Commitments from: July 7, 2015 :
: 13,333: 2,602 6,553 2,173 3,820 5,289 8,595 14,015: 4,738 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 29.6 17.7 38.1 42.1 89.3 89.4: 10.7 10.6
Old : 100.0: 34.5 31.0 17.2 37.6 41.7 89.3 89.9: 10.7 10.1
Other: 100.0: 27.5 13.9 8.7 51.7 52.4 87.9 75.1: 12.1 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 123 121 127 87 121 286 307:
Old : 399: 123 121 123 85 120 280 304:
Other: 111: 21 19 6 29 51 55 73:
:----------------------------------------------------------------------------------------------------
: 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 12.0 22.9 21.1 14.0 10.7 22.7 18.8
Old : 14.2 12.4 23.3 21.7 14.1 11.2 23.2 19.4
Other: 29.4 26.1 43.8 38.0 29.3 26.1 43.7 37.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 14, 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 : 192,063: 56,285 42,935 27,676 89,137 94,146 173,098 164,757: 18,965 27,306
Old : 181,216: 55,946 42,312 25,591 81,274 89,028 162,811 156,931: 18,405 24,285
Other: 10,847: 2,064 2,348 360 7,863 5,118 10,287 7,826: 560 3,021
: : :
: : Changes in Commitments from: July 7, 2015 :
: 6,149: 643 -3,507 1,690 2,530 7,041 4,863 5,224: 1,286 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 22.4 14.4 46.4 49.0 90.1 85.8: 9.9 14.2
Old : 100.0: 30.9 23.3 14.1 44.8 49.1 89.8 86.6: 10.2 13.4
Other: 100.0: 19.0 21.6 3.3 72.5 47.2 94.8 72.1: 5.2 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 49 55 48 64 73 143 155:
Old : 208: 53 51 45 64 72 141 152:
Other: 68: 3 16 4 14 38 21 54:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 25.6 32.2 33.3 14.7 13.6 22.2 21.3
Old : 21.4 27.1 31.2 35.3 15.5 17.2 23.4 25.4
Other: 82.3 33.0 89.7 45.1 82.3 31.6 88.1 43.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 14, 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 : 1,349,047: 445,791 187,561 198,097 588,370 740,596 1,232,258 1,126,254: 116,789 222,793
Old : 533,826: 278,550 163,817 14,536 200,864 300,746 493,950 479,099: 39,876 54,727
Other: 815,221: 295,641 152,144 55,161 387,506 439,850 738,308 647,155: 76,913 168,066
: : :
: : Changes in Commitments from: July 7, 2015 :
: 25,953: 13,426 -36,104 6,598 532 59,776 20,556 30,270: 5,397 -4,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.9 14.7 43.6 54.9 91.3 83.5: 8.7 16.5
Old : 100.0: 52.2 30.7 2.7 37.6 56.3 92.5 89.7: 7.5 10.3
Other: 100.0: 36.3 18.7 6.8 47.5 54.0 90.6 79.4: 9.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 193 139 157 207 327 484 563:
Old : 615: 154 107 24 139 252 298 378:
Other: 680: 165 137 96 164 307 380 492:
:----------------------------------------------------------------------------------------------------
: 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 10.2 19.9 16.7 9.6 7.3 16.0 12.2
Old : 14.0 21.5 24.4 30.3 14.0 21.5 24.4 30.1
Other: 16.3 8.1 24.0 14.7 14.6 7.1 22.3 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 14, 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 : 7,745: 1,029 1,883 81 4,908 4,049 6,018 6,013: 1,727 1,732
Old : 7,745: 1,029 1,883 81 4,908 4,049 6,018 6,013: 1,727 1,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 302: -33 252 37 188 -100 192 189: 110 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 24.3 1.0 63.4 52.3 77.7 77.6: 22.3 22.4
Old : 100.0: 13.3 24.3 1.0 63.4 52.3 77.7 77.6: 22.3 22.4
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 : 37: 7 10 2 17 10 25 21:
Old : 37: 7 10 2 17 10 25 21:
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 : 36.5 45.9 53.2 67.2 34.8 42.1 48.6 57.7
Old : 36.5 45.9 53.2 67.2 34.8 42.1 48.6 57.7
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 14, 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 : 676,444: 197,217 90,171 102,466 325,354 402,068 625,037 594,705: 51,407 81,739
Old : 80,218: 32,480 20,517 1,673 37,362 48,260 71,515 70,450: 8,703 9,768
Other: 596,226: 186,421 91,338 79,109 287,992 353,808 553,522 524,255: 42,704 71,971
: : :
: : Changes in Commitments from: July 7, 2015 :
: 11,040: 4,081 -4,372 1,182 3,569 18,696 8,832 15,506: 2,208 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.3 15.1 48.1 59.4 92.4 87.9: 7.6 12.1
Old : 100.0: 40.5 25.6 2.1 46.6 60.2 89.2 87.8: 10.8 12.2
Other: 100.0: 31.3 15.3 13.3 48.3 59.3 92.8 87.9: 7.2 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 171 134 155 156 206 412 430:
Old : 311: 87 58 11 75 107 166 172:
Other: 545: 165 143 137 127 199 364 415:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 16.1 22.7 27.2 11.4 14.3 18.3 22.1
Old : 31.5 29.5 44.8 46.2 30.8 29.5 44.1 45.1
Other: 15.8 16.7 25.2 26.5 13.0 16.3 20.7 25.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,088: 13,224 282 43 0 4,565 13,267 4,890: 4,821 13,198
Old : 1,788: 1,622 3 0 0 65 1,622 68: 166 1,720
Other: 16,300: 11,602 279 43 0 4,500 11,645 4,822: 4,655 11,478
: : :
: : Changes in Commitments from: July 7, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 1.6 0.2 0.0 25.2 73.3 27.0: 26.7 73.0
Old : 100.0: 90.7 0.2 0.0 0.0 3.6 90.7 3.8: 9.3 96.2
Other: 100.0: 71.2 1.7 0.3 0.0 27.6 71.4 29.6: 28.6 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 2 0 14 5 17:
Old : 13: 4 1 0 0 8 4 9:
Other: 20: 5 1 2 0 14 5 17:
:----------------------------------------------------------------------------------------------------
: 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 : 72.3 13.0 73.3 18.9 72.1 13.0 73.1 18.9
Old : 90.7 3.0 90.7 3.7 90.7 3.0 90.7 3.7
Other: 70.3 14.3 71.4 20.7 70.0 14.3 71.2 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 14, 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 : 376,063: 117,916 53,798 68,872 157,464 225,791 344,252 348,461: 31,811 27,602
Old : 93,367: 35,653 15,364 3,066 46,429 67,612 85,148 86,042: 8,219 7,325
Other: 282,696: 100,497 56,668 47,572 111,035 158,179 259,104 262,419: 23,592 20,277
: : :
: : Changes in Commitments from: July 7, 2015 :
: 10,701: -1,261 -11,798 11,553 108 12,014 10,400 11,769: 301 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 14.3 18.3 41.9 60.0 91.5 92.7: 8.5 7.3
Old : 100.0: 38.2 16.5 3.3 49.7 72.4 91.2 92.2: 8.8 7.8
Other: 100.0: 35.5 20.0 16.8 39.3 56.0 91.7 92.8: 8.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 101 60 104 80 62 240 196:
Old : 185: 66 35 27 57 44 133 97:
Other: 268: 86 75 82 65 50 202 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 31.5 16.9 39.3 9.4 29.5 16.6 36.5
Old : 22.6 38.6 36.4 51.4 21.5 37.4 34.6 48.4
Other: 12.7 30.7 22.2 38.9 12.6 29.2 22.1 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 14, 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 : 484,848: 54,212 59,155 7,265 298,075 274,527 359,552 340,947: 125,296 143,901
Old : 484,848: 54,212 59,155 7,265 298,075 274,527 359,552 340,947: 125,296 143,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -11,870: -10,550 5,250 114 -6,934 -9,297 -17,370 -3,933: 5,500 -7,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.2 1.5 61.5 56.6 74.2 70.3: 25.8 29.7
Old : 100.0: 11.2 12.2 1.5 61.5 56.6 74.2 70.3: 25.8 29.7
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 : 140: 24 29 16 61 62 95 97:
Old : 140: 24 29 16 61 62 95 97:
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 : 27.1 17.7 37.6 27.5 24.7 15.6 33.6 24.9
Old : 27.1 17.7 37.6 27.5 24.7 15.6 33.6 24.9
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 14, 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 : 605,317: 51,868 95,829 8,658 436,304 404,571 496,830 509,058: 108,487 96,259
Old : 605,317: 51,868 95,829 8,658 436,304 404,571 496,830 509,058: 108,487 96,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 10,725: -844 4,070 38 7,976 4,173 7,170 8,281: 3,555 2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.8 1.4 72.1 66.8 82.1 84.1: 17.9 15.9
Old : 100.0: 8.6 15.8 1.4 72.1 66.8 82.1 84.1: 17.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 13 17 11 50 52 68 75:
Old : 100: 13 17 11 50 52 68 75:
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 38.4 42.4 47.8 24.7 38.4 35.9 46.3
Old : 26.1 38.4 42.4 47.8 24.7 38.4 35.9 46.3
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 14, 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 : 6,871: 3,179 192 858 2,389 5,591 6,426 6,641: 445 230
Old : 6,871: 3,179 192 858 2,389 5,591 6,426 6,641: 445 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -446: -103 40 -379 -52 -165 -534 -504: 88 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 2.8 12.5 34.8 81.4 93.5 96.7: 6.5 3.3
Old : 100.0: 46.3 2.8 12.5 34.8 81.4 93.5 96.7: 6.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 3 5 13 17 33 25:
Old : 43: 18 3 5 13 17 33 25:
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 : 43.6 59.3 62.4 77.7 33.0 52.9 47.8 63.4
Old : 43.6 59.3 62.4 77.7 33.0 52.9 47.8 63.4
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 14, 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 : 402,626: 141,678 50,806 52,536 157,859 272,228 352,073 375,570: 50,553 27,056
Old : 101,999: 43,736 8,427 5,513 37,965 77,242 87,214 91,182: 14,785 10,817
Other: 300,627: 117,626 62,063 27,339 119,894 194,986 264,859 284,388: 35,768 16,239
: : :
: : Changes in Commitments from: July 7, 2015 :
: 4,726: -203 -12,423 1,599 2,555 15,830 3,951 5,006: 775 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 12.6 13.0 39.2 67.6 87.4 93.3: 12.6 6.7
Old : 100.0: 42.9 8.3 5.4 37.2 75.7 85.5 89.4: 14.5 10.6
Other: 100.0: 39.1 20.6 9.1 39.9 64.9 88.1 94.6: 11.9 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 112 57 89 81 85 246 197:
Old : 208: 77 29 33 64 57 154 108:
Other: 278: 97 69 67 75 74 214 173:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 33.1 17.8 42.1 9.5 27.3 14.8 35.5
Old : 18.6 34.2 31.6 47.3 18.5 34.1 29.7 47.1
Other: 13.2 34.0 20.5 42.6 10.2 26.3 16.9 34.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 14, 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 : 9,056: 1,404 4,865 425 5,109 2,571 6,938 7,861: 2,118 1,195
Old : 9,056: 1,404 4,865 425 5,109 2,571 6,938 7,861: 2,118 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -246: 172 -518 -29 -282 461 -139 -86: -107 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 53.7 4.7 56.4 28.4 76.6 86.8: 23.4 13.2
Old : 100.0: 15.5 53.7 4.7 56.4 28.4 76.6 86.8: 23.4 13.2
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 : 63: 14 25 9 17 8 39 36:
Old : 63: 14 25 9 17 8 39 36:
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 : 42.6 32.8 51.4 51.2 40.2 32.8 48.2 48.9
Old : 42.6 32.8 51.4 51.2 40.2 32.8 48.2 48.9
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 14, 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 : 1,281,826: 432,624 318,180 26,348 699,191 786,694 1,158,163 1,131,222: 123,663 150,604
Old : 1,281,826: 432,624 318,180 26,348 699,191 786,694 1,158,163 1,131,222: 123,663 150,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 57,732: -16,520 40,407 -70 68,442 11,098 51,852 51,435: 5,880 6,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.8 2.1 54.5 61.4 90.4 88.3: 9.6 11.7
Old : 100.0: 33.8 24.8 2.1 54.5 61.4 90.4 88.3: 9.6 11.7
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 : 285: 51 65 28 98 132 163 211:
Old : 285: 51 65 28 98 132 163 211:
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 : 19.0 21.7 33.0 30.4 18.9 21.7 32.8 29.5
Old : 19.0 21.7 33.0 30.4 18.9 21.7 32.8 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, July 14, 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 : 2,696,755: 427,550 433,149 55,257 1,918,595 1,772,795 2,401,402 2,261,201: 295,353 435,554
Old : 2,696,755: 427,550 433,149 55,257 1,918,595 1,772,795 2,401,402 2,261,201: 295,353 435,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -28,324: -7,533 -34,672 -8,801 -2,482 150 -18,816 -43,323: -9,508 14,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.1 2.0 71.1 65.7 89.0 83.8: 11.0 16.2
Old : 100.0: 15.9 16.1 2.0 71.1 65.7 89.0 83.8: 11.0 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 : 379: 66 102 52 145 164 249 281:
Old : 379: 66 102 52 145 164 249 281:
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 : 36.9 18.6 47.4 27.3 34.5 16.2 42.2 22.5
Old : 36.9 18.6 47.4 27.3 34.5 16.2 42.2 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, July 14, 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 : 2,139,897: 375,268 465,821 68,130 1,418,284 1,258,904 1,861,682 1,792,855: 278,215 347,042
Old : 2,139,897: 375,268 465,821 68,130 1,418,284 1,258,904 1,861,682 1,792,855: 278,215 347,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,348: 12,229 18,374 -2,057 -18,844 -10,806 -8,672 5,511: 10,020 -4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.8 3.2 66.3 58.8 87.0 83.8: 13.0 16.2
Old : 100.0: 17.5 21.8 3.2 66.3 58.8 87.0 83.8: 13.0 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 : 277: 45 63 30 108 130 174 202:
Old : 277: 45 63 30 108 130 174 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 13.4 40.6 22.5 22.4 12.7 31.1 18.9
Old : 26.9 13.4 40.6 22.5 22.4 12.7 31.1 18.9
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 14, 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 : 889,222: 33,693 197,627 148,726 685,804 486,222 868,223 832,575: 20,999 56,647
Old : 889,222: 33,693 197,627 148,726 685,804 486,222 868,223 832,575: 20,999 56,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 22,669: 1,469 26,782 -448 21,029 -3,956 22,050 22,378: 619 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 22.2 16.7 77.1 54.7 97.6 93.6: 2.4 6.4
Old : 100.0: 3.8 22.2 16.7 77.1 54.7 97.6 93.6: 2.4 6.4
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 : 135: 18 47 30 51 65 86 128:
Old : 135: 18 47 30 51 65 86 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 17.7 63.1 28.9 37.3 13.6 44.3 19.3
Old : 51.1 17.7 63.1 28.9 37.3 13.6 44.3 19.3
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 14, 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 : 47,511: 13,613 9,093 379 27,751 31,072 41,742 40,544: 5,769 6,968
Old : 47,511: 13,613 9,093 379 27,751 31,072 41,742 40,544: 5,769 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,852: 4,132 6 98 207 2,920 4,436 3,023: -584 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.1 0.8 58.4 65.4 87.9 85.3: 12.1 14.7
Old : 100.0: 28.7 19.1 0.8 58.4 65.4 87.9 85.3: 12.1 14.7
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 : 91: 27 14 5 33 23 61 41:
Old : 91: 27 14 5 33 23 61 41:
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 : 34.9 40.9 47.1 58.0 34.9 40.7 47.1 57.1
Old : 34.9 40.9 47.1 58.0 34.9 40.7 47.1 57.1
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 14, 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 : 95,022: 27,226 18,186 757 55,501 62,144 83,484 81,087: 11,538 13,935
Old : 95,022: 27,226 18,186 757 55,501 62,144 83,484 81,087: 11,538 13,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 7,704: 8,263 12 195 413 5,839 8,871 6,046: -1,167 1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.1 0.8 58.4 65.4 87.9 85.3: 12.1 14.7
Old : 100.0: 28.7 19.1 0.8 58.4 65.4 87.9 85.3: 12.1 14.7
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 : 91: 27 14 5 33 23 61 41:
Old : 91: 27 14 5 33 23 61 41:
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 : 34.9 40.9 47.1 58.0 34.9 40.7 47.1 57.1
Old : 34.9 40.9 47.1 58.0 34.9 40.7 47.1 57.1
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 14, 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 : 20,547: 17,454 19,352 499 2,361 678 20,314 20,529: 233 18
Old : 20,547: 17,454 19,352 499 2,361 678 20,314 20,529: 233 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -318: 151 58 -365 -131 0 -345 -307: 27 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 94.2 2.4 11.5 3.3 98.9 99.9: 1.1 0.1
Old : 100.0: 84.9 94.2 2.4 11.5 3.3 98.9 99.9: 1.1 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 : 34: 18 14 2 2 1 20 17:
Old : 34: 18 14 2 2 1 20 17:
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 : 68.2 71.6 90.9 87.1 67.3 71.6 86.8 86.4
Old : 68.2 71.6 90.9 87.1 67.3 71.6 86.8 86.4
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, July 14, 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 : 48,443: 38,755 23,492 21 9,579 24,845 48,355 48,358: 88 85
Old : 48,443: 38,755 23,492 21 9,579 24,845 48,355 48,358: 88 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,328: 900 1,146 0 460 191 1,360 1,337: -32 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 48.5 0.0 19.8 51.3 99.8 99.8: 0.2 0.2
Old : 100.0: 80.0 48.5 0.0 19.8 51.3 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: 7 15 1 4 16 11 32:
Old : 42: 7 15 1 4 16 11 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 : 95.3 59.6 99.3 78.6 95.2 59.6 99.3 78.6
Old : 95.3 59.6 99.3 78.6 95.2 59.6 99.3 78.6
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 14, 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 : 34,283: 28,116 12,078 839 5,278 21,265 34,233 34,182: 50 101
Old : 34,283: 28,116 12,078 839 5,278 21,265 34,233 34,182: 50 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 895: 1,059 409 110 -239 431 930 950: -35 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 35.2 2.4 15.4 62.0 99.9 99.7: 0.1 0.3
Old : 100.0: 82.0 35.2 2.4 15.4 62.0 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 14 3 2 11 13 28:
Old : 38: 11 14 3 2 11 13 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 : 96.2 69.7 99.1 84.3 94.1 69.7 96.8 84.3
Old : 96.2 69.7 99.1 84.3 94.1 69.7 96.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2015