WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 21, 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 : 409,308: 134,738 121,445 77,579 153,528 167,815 365,845 366,839: 43,463 42,469
Old : 393,412: 133,525 122,499 72,599 146,419 159,729 352,543 354,827: 40,869 38,585
Other: 15,896: 4,706 2,439 1,487 7,109 8,086 13,302 12,012: 2,594 3,884
: : :
: : Changes in Commitments from: July 14, 2015 :
: 2,131: -1,587 847 5,685 -1,802 -3,577 2,296 2,955: -165 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 29.7 19.0 37.5 41.0 89.4 89.6: 10.6 10.4
Old : 100.0: 33.9 31.1 18.5 37.2 40.6 89.6 90.2: 10.4 9.8
Other: 100.0: 29.6 15.3 9.4 44.7 50.9 83.7 75.6: 16.3 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 132 120 126 89 113 287 305:
Old : 403: 128 125 117 88 113 277 303:
Other: 118: 28 17 9 30 51 66 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 11.7 21.9 20.8 13.0 9.9 21.7 17.3
Old : 13.4 12.1 22.4 21.6 13.2 10.4 22.2 18.2
Other: 27.4 28.7 40.7 40.2 27.4 28.0 39.8 38.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 21, 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 : 199,141: 58,413 49,491 29,540 91,544 91,955 179,497 170,986: 19,644 28,155
Old : 187,406: 58,563 48,658 26,863 82,833 86,437 168,259 161,958: 19,147 25,448
Other: 11,735: 2,084 3,067 443 8,711 5,518 11,238 9,028: 497 2,707
: : :
: : Changes in Commitments from: July 14, 2015 :
: 7,078: 2,128 6,556 1,864 2,407 -2,191 6,399 6,229: 679 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.9 14.8 46.0 46.2 90.1 85.9: 9.9 14.1
Old : 100.0: 31.2 26.0 14.3 44.2 46.1 89.8 86.4: 10.2 13.6
Other: 100.0: 17.8 26.1 3.8 74.2 47.0 95.8 76.9: 4.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 45 55 53 64 73 143 159:
Old : 207: 48 53 49 64 72 140 156:
Other: 70: 5 17 4 15 36 24 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 : 21.8 23.4 32.1 30.5 15.4 12.6 24.0 19.3
Old : 20.1 24.8 31.0 32.4 16.4 16.5 25.4 23.5
Other: 80.3 33.3 89.2 47.4 80.3 31.6 87.8 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 21, 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 : 1,386,008: 484,416 160,922 204,654 581,722 789,311 1,270,792 1,154,887: 115,216 231,121
Old : 515,138: 273,322 147,648 12,457 192,995 302,880 478,774 462,985: 36,364 52,153
Other: 870,870: 330,683 132,863 72,608 388,727 486,431 792,018 691,902: 78,852 178,968
: : :
: : Changes in Commitments from: July 14, 2015 :
: 36,961: 38,625 -26,639 6,557 -6,648 48,715 38,534 28,633: -1,573 8,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.6 14.8 42.0 56.9 91.7 83.3: 8.3 16.7
Old : 100.0: 53.1 28.7 2.4 37.5 58.8 92.9 89.9: 7.1 10.1
Other: 100.0: 38.0 15.3 8.3 44.6 55.9 90.9 79.4: 9.1 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 202 142 167 211 325 504 569:
Old : 609: 137 120 20 138 250 282 384:
Other: 697: 188 131 97 168 305 404 490:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 11.4 19.1 17.9 9.5 7.7 15.9 13.2
Old : 15.0 22.2 25.1 33.0 15.0 22.2 25.0 32.9
Other: 14.6 8.3 21.9 14.7 12.5 6.8 19.8 11.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 21, 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 : 8,240: 1,018 2,194 181 5,299 3,948 6,498 6,323: 1,742 1,917
Old : 8,240: 1,018 2,194 181 5,299 3,948 6,498 6,323: 1,742 1,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 495: -11 311 100 391 -101 480 310: 15 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 26.6 2.2 64.3 47.9 78.9 76.7: 21.1 23.3
Old : 100.0: 12.4 26.6 2.2 64.3 47.9 78.9 76.7: 21.1 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 12 4 17 10 26 24:
Old : 39: 7 12 4 17 10 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 45.7 55.7 64.0 36.8 41.1 49.2 54.5
Old : 38.6 45.7 55.7 64.0 36.8 41.1 49.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 21, 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 : 679,722: 201,175 87,254 104,887 320,939 405,343 627,001 597,484: 52,721 82,238
Old : 68,738: 25,346 21,471 594 34,837 37,894 60,777 59,959: 7,961 8,779
Other: 610,984: 189,638 79,592 90,484 286,102 367,449 566,224 537,525: 44,760 73,459
: : :
: : Changes in Commitments from: July 14, 2015 :
: 3,278: 3,958 -2,917 2,421 -4,415 3,275 1,964 2,779: 1,314 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.8 15.4 47.2 59.6 92.2 87.9: 7.8 12.1
Old : 100.0: 36.9 31.2 0.9 50.7 55.1 88.4 87.2: 11.6 12.8
Other: 100.0: 31.0 13.0 14.8 46.8 60.1 92.7 88.0: 7.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 174 145 160 159 208 425 437:
Old : 294: 77 55 7 79 97 158 157:
Other: 557: 167 153 142 127 199 375 423:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 16.2 22.2 27.2 11.5 14.2 18.4 22.7
Old : 29.2 33.3 41.9 49.6 28.9 32.8 41.7 48.9
Other: 14.8 16.5 23.9 26.7 12.2 16.3 19.6 25.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 21, 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 : 18,177: 13,441 289 39 0 4,564 13,480 4,892: 4,697 13,285
Old : 1,936: 1,792 5 0 0 81 1,792 86: 144 1,850
Other: 16,241: 11,650 285 38 0 4,483 11,688 4,806: 4,553 11,435
: : :
: : Changes in Commitments from: July 14, 2015 :
: 89: 217 7 -4 0 -1 213 2: -124 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 1.6 0.2 0.0 25.1 74.2 26.9: 25.8 73.1
Old : 100.0: 92.6 0.3 0.0 0.0 4.2 92.6 4.4: 7.4 95.6
Other: 100.0: 71.7 1.8 0.2 0.0 27.6 72.0 29.6: 28.0 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 2 0 14 5 17:
Old : 12: 3 2 0 0 7 3 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 : 73.0 12.8 74.2 18.8 72.8 12.8 73.9 18.8
Old : 92.6 3.8 92.6 4.4 92.6 3.8 92.6 4.4
Other: 70.7 14.1 72.0 20.6 70.4 14.1 71.7 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 21, 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 : 375,448: 116,713 65,227 68,083 157,606 216,610 342,402 349,920: 33,046 25,528
Old : 83,626: 32,547 15,919 1,430 41,857 59,879 75,834 77,228: 7,792 6,398
Other: 291,822: 101,531 66,673 49,288 115,749 156,731 266,568 272,692: 25,254 19,130
: : :
: : Changes in Commitments from: July 14, 2015 :
: -615: -1,203 11,429 -789 142 -9,181 -1,850 1,459: 1,235 -2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.4 18.1 42.0 57.7 91.2 93.2: 8.8 6.8
Old : 100.0: 38.9 19.0 1.7 50.1 71.6 90.7 92.3: 9.3 7.7
Other: 100.0: 34.8 22.8 16.9 39.7 53.7 91.3 93.4: 8.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 99 64 97 80 66 235 195:
Old : 173: 62 30 22 54 44 121 92:
Other: 270: 89 75 78 69 53 206 168:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 31.3 16.7 38.6 9.1 28.8 16.4 35.6
Old : 20.3 40.6 32.5 54.0 20.3 38.3 32.1 49.5
Other: 12.0 29.8 21.2 37.7 11.9 28.1 21.1 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 21, 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 : 508,180: 62,755 68,026 7,662 314,244 290,207 384,661 365,895: 123,519 142,285
Old : 508,180: 62,755 68,026 7,662 314,244 290,207 384,661 365,895: 123,519 142,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 23,332: 8,543 8,871 397 16,169 15,680 25,109 24,948: -1,777 -1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.4 1.5 61.8 57.1 75.7 72.0: 24.3 28.0
Old : 100.0: 12.3 13.4 1.5 61.8 57.1 75.7 72.0: 24.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 27 33 20 60 72 98 114:
Old : 152: 27 33 20 60 72 98 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 16.5 37.2 25.8 24.2 14.7 32.8 23.7
Old : 26.8 16.5 37.2 25.8 24.2 14.7 32.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 21, 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 : 607,965: 52,166 97,829 9,020 438,902 409,419 500,088 516,268: 107,877 91,697
Old : 607,965: 52,166 97,829 9,020 438,902 409,419 500,088 516,268: 107,877 91,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 2,648: 298 2,000 362 2,598 4,848 3,258 7,210: -610 -4,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.1 1.5 72.2 67.3 82.3 84.9: 17.7 15.1
Old : 100.0: 8.6 16.1 1.5 72.2 67.3 82.3 84.9: 17.7 15.1
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 : 102: 13 16 11 51 55 69 77:
Old : 102: 13 16 11 51 55 69 77:
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 : 25.4 38.7 42.0 48.6 24.0 38.3 35.7 47.0
Old : 25.4 38.7 42.0 48.6 24.0 38.3 35.7 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, July 21, 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 : 6,107: 2,538 268 893 2,273 4,737 5,704 5,898: 403 209
Old : 6,107: 2,538 268 893 2,273 4,737 5,704 5,898: 403 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -764: -641 76 35 -116 -854 -722 -743: -42 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 4.4 14.6 37.2 77.6 93.4 96.6: 6.6 3.4
Old : 100.0: 41.6 4.4 14.6 37.2 77.6 93.4 96.6: 6.6 3.4
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 : 42: 17 4 6 11 17 32 25:
Old : 42: 17 4 6 11 17 32 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 : 39.2 55.4 61.9 73.3 36.0 47.4 49.2 57.9
Old : 39.2 55.4 61.9 73.3 36.0 47.4 49.2 57.9
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 21, 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 : 412,469: 149,312 44,829 55,254 158,016 284,421 362,582 384,504: 49,887 27,965
Old : 100,718: 44,881 8,440 4,676 37,305 77,283 86,862 90,399: 13,856 10,319
Other: 311,751: 126,987 58,945 28,022 120,711 207,138 275,720 294,105: 36,031 17,646
: : :
: : Changes in Commitments from: July 14, 2015 :
: 9,843: 7,634 -5,977 2,718 157 12,193 10,509 8,934: -666 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 10.9 13.4 38.3 69.0 87.9 93.2: 12.1 6.8
Old : 100.0: 44.6 8.4 4.6 37.0 76.7 86.2 89.8: 13.8 10.2
Other: 100.0: 40.7 18.9 9.0 38.7 66.4 88.4 94.3: 11.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 111 57 85 84 88 251 193:
Old : 207: 75 28 27 63 65 149 111:
Other: 279: 103 61 67 76 75 220 170:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 35.3 16.9 43.9 9.0 28.6 14.1 36.4
Old : 18.2 35.0 31.0 45.8 18.2 34.7 29.3 45.5
Other: 12.6 36.8 19.4 45.2 9.9 29.0 16.1 36.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 21, 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 : 8,726: 1,385 4,573 444 4,816 2,485 6,645 7,502: 2,081 1,224
Old : 8,726: 1,385 4,573 444 4,816 2,485 6,645 7,502: 2,081 1,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -330: -19 -292 19 -293 -86 -293 -359: -37 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 52.4 5.1 55.2 28.5 76.2 86.0: 23.8 14.0
Old : 100.0: 15.9 52.4 5.1 55.2 28.5 76.2 86.0: 23.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 24 7 15 6 35 35:
Old : 62: 15 24 7 15 6 35 35:
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 : 41.0 31.0 50.1 50.5 38.4 31.0 46.8 48.2
Old : 41.0 31.0 50.1 50.5 38.4 31.0 46.8 48.2
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 21, 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 : 1,298,790: 439,923 323,600 26,447 721,365 802,838 1,187,735 1,152,885: 111,055 145,905
Old : 1,298,790: 439,923 323,600 26,447 721,365 802,838 1,187,735 1,152,885: 111,055 145,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 16,964: 7,299 5,420 99 22,174 16,144 29,572 21,663: -12,608 -4,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 24.9 2.0 55.5 61.8 91.4 88.8: 8.6 11.2
Old : 100.0: 33.9 24.9 2.0 55.5 61.8 91.4 88.8: 8.6 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 : 289: 49 68 27 99 134 162 215:
Old : 289: 49 68 27 99 134 162 215:
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 : 21.1 21.2 34.8 30.2 21.1 21.2 34.7 28.9
Old : 21.1 21.2 34.8 30.2 21.1 21.2 34.7 28.9
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 21, 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 : 2,732,943: 459,575 432,175 65,102 1,930,041 1,800,601 2,454,718 2,297,878: 278,225 435,065
Old : 2,732,943: 459,575 432,175 65,102 1,930,041 1,800,601 2,454,718 2,297,878: 278,225 435,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 36,188: 32,025 -974 9,845 11,446 27,806 53,316 36,677: -17,128 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.8 2.4 70.6 65.9 89.8 84.1: 10.2 15.9
Old : 100.0: 16.8 15.8 2.4 70.6 65.9 89.8 84.1: 10.2 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 : 387: 67 104 56 149 165 253 288:
Old : 387: 67 104 56 149 165 253 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 18.5 46.6 27.3 34.6 16.2 42.1 22.7
Old : 37.0 18.5 46.6 27.3 34.6 16.2 42.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 21, 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 : 2,228,777: 400,271 527,723 71,459 1,507,274 1,276,489 1,979,004 1,875,671: 249,773 353,106
Old : 2,228,777: 400,271 527,723 71,459 1,507,274 1,276,489 1,979,004 1,875,671: 249,773 353,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 88,880: 25,003 61,902 3,329 88,990 17,585 117,322 82,816: -28,442 6,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.7 3.2 67.6 57.3 88.8 84.2: 11.2 15.8
Old : 100.0: 18.0 23.7 3.2 67.6 57.3 88.8 84.2: 11.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 43 68 32 106 131 170 210:
Old : 281: 43 68 32 106 131 170 210:
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 : 28.4 13.6 41.9 23.4 25.8 13.4 34.2 20.3
Old : 28.4 13.6 41.9 23.4 25.8 13.4 34.2 20.3
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 21, 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 : 888,107: 40,427 190,161 141,481 685,439 500,643 867,347 832,285: 20,760 55,822
Old : 888,107: 40,427 190,161 141,481 685,439 500,643 867,347 832,285: 20,760 55,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -1,115: 6,734 -7,466 -7,245 -365 14,421 -876 -290: -239 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.4 15.9 77.2 56.4 97.7 93.7: 2.3 6.3
Old : 100.0: 4.6 21.4 15.9 77.2 56.4 97.7 93.7: 2.3 6.3
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 : 135: 19 45 30 53 65 88 127:
Old : 135: 19 45 30 53 65 88 127:
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 : 49.5 18.3 61.6 29.6 35.4 13.4 42.8 18.9
Old : 49.5 18.3 61.6 29.6 35.4 13.4 42.8 18.9
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 21, 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 : 47,433: 10,570 9,301 310 29,854 31,537 40,734 41,147: 6,699 6,286
Old : 47,433: 10,570 9,301 310 29,854 31,537 40,734 41,147: 6,699 6,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -79: -3,043 208 -69 2,103 465 -1,009 604: 930 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.6 0.7 62.9 66.5 85.9 86.7: 14.1 13.3
Old : 100.0: 22.3 19.6 0.7 62.9 66.5 85.9 86.7: 14.1 13.3
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 : 87: 24 17 6 30 22 57 42:
Old : 87: 24 17 6 30 22 57 42:
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 : 35.6 42.0 47.9 59.5 35.6 41.8 47.9 58.8
Old : 35.6 42.0 47.9 59.5 35.6 41.8 47.9 58.8
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, July 21, 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 : 94,865: 21,140 18,601 620 59,707 63,073 81,467 82,294: 13,398 12,571
Old : 94,865: 21,140 18,601 620 59,707 63,073 81,467 82,294: 13,398 12,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -157: -6,086 415 -137 4,206 929 -2,017 1,207: 1,860 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.6 0.7 62.9 66.5 85.9 86.7: 14.1 13.3
Old : 100.0: 22.3 19.6 0.7 62.9 66.5 85.9 86.7: 14.1 13.3
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 : 87: 24 17 6 30 22 57 42:
Old : 87: 24 17 6 30 22 57 42:
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 : 35.6 42.0 47.9 59.5 35.6 41.8 47.9 58.8
Old : 35.6 42.0 47.9 59.5 35.6 41.8 47.9 58.8
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, July 21, 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 : 20,180: 17,381 19,059 420 1,961 678 19,762 20,157: 418 23
Old : 20,180: 17,381 19,059 420 1,961 678 19,762 20,157: 418 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -367: -73 -293 -79 -400 0 -552 -372: 185 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 94.4 2.1 9.7 3.4 97.9 99.9: 2.1 0.1
Old : 100.0: 86.1 94.4 2.1 9.7 3.4 97.9 99.9: 2.1 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 : 33: 19 12 2 2 1 21 15:
Old : 33: 19 12 2 2 1 21 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 : 67.7 73.1 86.4 88.9 67.2 73.1 85.2 88.2
Old : 67.7 73.1 86.4 88.9 67.2 73.1 85.2 88.2
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 21, 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 : 50,354: 39,281 25,526 21 10,982 24,663 50,284 50,210: 70 144
Old : 50,354: 39,281 25,526 21 10,982 24,663 50,284 50,210: 70 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,911: 526 2,034 0 1,403 -182 1,929 1,852: -18 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 50.7 0.0 21.8 49.0 99.9 99.7: 0.1 0.3
Old : 100.0: 78.0 50.7 0.0 21.8 49.0 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 : 45: 5 20 1 5 15 10 36:
Old : 45: 5 20 1 5 15 10 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 : 95.0 58.3 99.4 76.6 95.0 58.3 99.4 76.6
Old : 95.0 58.3 99.4 76.6 95.0 58.3 99.4 76.6
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 21, 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 : 34,299: 27,353 13,333 936 5,913 19,960 34,202 34,229: 97 70
Old : 34,299: 27,353 13,333 936 5,913 19,960 34,202 34,229: 97 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 16: -763 1,255 97 635 -1,305 -31 47: 47 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 38.9 2.7 17.2 58.2 99.7 99.8: 0.3 0.2
Old : 100.0: 79.7 38.9 2.7 17.2 58.2 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 : 38: 9 15 2 3 11 12 28:
Old : 38: 9 15 2 3 11 12 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 : 95.8 72.4 99.1 84.6 93.4 72.4 96.4 84.6
Old : 95.8 72.4 99.1 84.6 93.4 72.4 96.4 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015