WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 28, 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 : 394,933: 120,057 115,704 83,329 156,675 156,912 360,061 355,945: 34,872 38,988
Old : 377,886: 119,281 117,429 76,819 149,433 148,525 345,533 342,773: 32,353 35,113
Other: 17,047: 5,651 3,150 1,635 7,242 8,387 14,528 13,172: 2,519 3,875
: : :
: : Changes in Commitments from: July 21, 2015 :
: -14,375: -14,681 -5,741 5,750 3,147 -10,903 -5,784 -10,894: -8,591 -3,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 29.3 21.1 39.7 39.7 91.2 90.1: 8.8 9.9
Old : 100.0: 31.6 31.1 20.3 39.5 39.3 91.4 90.7: 8.6 9.3
Other: 100.0: 33.1 18.5 9.6 42.5 49.2 85.2 77.3: 14.8 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 122 113 128 92 109 289 291:
Old : 389: 124 110 123 91 108 282 288:
Other: 119: 29 19 12 30 50 70 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 : 12.9 11.9 21.5 20.8 12.7 10.0 21.3 16.8
Old : 13.1 12.5 22.0 21.4 12.9 10.6 21.8 17.7
Other: 27.6 29.4 40.9 40.9 27.6 29.4 40.4 39.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 28, 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 : 195,075: 57,875 57,689 24,951 90,853 85,768 173,679 168,408: 21,396 26,667
Old : 182,038: 57,964 56,835 22,351 80,829 79,187 161,144 158,373: 20,894 23,665
Other: 13,037: 2,056 2,999 455 10,024 6,581 12,535 10,035: 502 3,002
: : :
: : Changes in Commitments from: July 21, 2015 :
: -4,066: -538 8,198 -4,589 -691 -6,187 -5,818 -2,578: 1,752 -1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 29.6 12.8 46.6 44.0 89.0 86.3: 11.0 13.7
Old : 100.0: 31.8 31.2 12.3 44.4 43.5 88.5 87.0: 11.5 13.0
Other: 100.0: 15.8 23.0 3.5 76.9 50.5 96.1 77.0: 3.9 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 43 52 47 68 75 139 156:
Old : 202: 46 51 45 68 72 138 151:
Other: 70: 3 18 4 17 36 24 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 : 21.5 23.6 31.9 31.6 16.1 13.3 24.9 21.0
Old : 19.2 25.3 30.3 33.9 17.3 18.1 26.5 26.3
Other: 81.8 31.1 90.4 46.5 81.8 30.5 89.0 44.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 28, 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 : 1,350,791: 444,321 138,640 209,712 579,715 775,779 1,233,748 1,124,131: 117,043 226,660
Old : 467,356: 256,259 128,058 7,766 168,628 284,406 432,653 420,230: 34,703 47,126
Other: 883,435: 313,513 136,033 76,495 411,087 491,373 801,095 703,901: 82,340 179,534
: : :
: : Changes in Commitments from: July 21, 2015 :
: -35,217: -40,095 -22,282 5,058 -2,007 -13,532 -37,044 -30,756: 1,827 -4,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.3 15.5 42.9 57.4 91.3 83.2: 8.7 16.8
Old : 100.0: 54.8 27.4 1.7 36.1 60.9 92.6 89.9: 7.4 10.1
Other: 100.0: 35.5 15.4 8.7 46.5 55.6 90.7 79.7: 9.3 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 180 144 162 227 313 499 555:
Old : 571: 115 114 20 145 235 264 365:
Other: 689: 186 129 95 186 296 411 485:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.5 18.4 19.1 8.9 8.2 15.6 14.1
Old : 15.2 26.6 24.8 37.7 15.1 26.6 24.5 37.5
Other: 14.1 8.1 21.5 15.0 11.9 6.6 19.0 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 28, 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 : 8,503: 1,057 2,350 141 5,520 3,988 6,718 6,479: 1,785 2,024
Old : 8,503: 1,057 2,350 141 5,520 3,988 6,718 6,479: 1,785 2,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 263: 39 156 -40 221 40 220 156: 43 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 27.6 1.7 64.9 46.9 79.0 76.2: 21.0 23.8
Old : 100.0: 12.4 27.6 1.7 64.9 46.9 79.0 76.2: 21.0 23.8
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 : 39: 8 11 3 17 10 26 23:
Old : 39: 8 11 3 17 10 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 52.9 55.6 64.0 37.2 47.8 50.0 55.9
Old : 38.7 52.9 55.6 64.0 37.2 47.8 50.0 55.9
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 28, 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 : 634,083: 175,889 83,918 106,657 306,012 362,696 588,558 553,271: 45,525 80,812
Old : 23,874: 5,852 1,255 64 13,896 17,539 19,812 18,858: 4,062 5,016
Other: 610,209: 173,806 86,432 102,824 292,116 345,157 568,746 534,413: 41,463 75,796
: : :
: : Changes in Commitments from: July 21, 2015 :
: -45,639: -25,286 -3,336 1,770 -14,927 -42,647 -38,443 -44,213: -7,196 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.2 16.8 48.3 57.2 92.8 87.3: 7.2 12.7
Old : 100.0: 24.5 5.3 0.3 58.2 73.5 83.0 79.0: 17.0 21.0
Other: 100.0: 28.5 14.2 16.9 47.9 56.6 93.2 87.6: 6.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 152 139 153 164 198 403 425:
Old : 179: 31 14 1 70 73 102 87:
Other: 539: 150 147 146 136 194 370 418:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.7 22.6 26.8 11.3 15.1 18.3 22.6
Old : 30.7 36.9 46.8 47.7 27.2 36.9 41.5 46.1
Other: 14.5 16.3 22.9 26.2 11.5 14.9 18.7 22.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 28, 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 : 376,093: 111,292 81,073 61,754 171,703 201,035 344,749 343,862: 31,344 32,231
Old : 67,555: 17,562 14,251 1,114 40,993 44,564 59,669 59,929: 7,886 7,626
Other: 308,538: 104,807 77,899 49,563 130,710 156,471 285,080 283,933: 23,458 24,605
: : :
: : Changes in Commitments from: July 21, 2015 :
: 645: -5,421 15,846 -6,329 14,097 -15,575 2,347 -6,058: -1,702 6,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.6 16.4 45.7 53.5 91.7 91.4: 8.3 8.6
Old : 100.0: 26.0 21.1 1.6 60.7 66.0 88.3 88.7: 11.7 11.3
Other: 100.0: 34.0 25.2 16.1 42.4 50.7 92.4 92.0: 7.6 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 100 69 98 85 66 240 200:
Old : 168: 57 26 10 55 40 114 75:
Other: 280: 90 76 85 72 54 213 178:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 28.7 17.0 35.9 9.2 25.8 16.5 32.7
Old : 27.2 34.7 38.3 49.0 27.2 34.7 38.3 47.5
Other: 11.5 28.2 20.2 35.9 11.4 26.8 20.1 33.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 28, 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 : 507,926: 60,237 59,079 7,692 313,881 293,223 381,810 359,994: 126,116 147,932
Old : 507,926: 60,237 59,079 7,692 313,881 293,223 381,810 359,994: 126,116 147,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -254: -2,518 -8,947 30 -363 3,016 -2,851 -5,901: 2,597 5,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.6 1.5 61.8 57.7 75.2 70.9: 24.8 29.1
Old : 100.0: 11.9 11.6 1.5 61.8 57.7 75.2 70.9: 24.8 29.1
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 : 139: 25 27 22 59 66 96 103:
Old : 139: 25 27 22 59 66 96 103:
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 16.3 38.2 26.5 23.7 14.5 32.5 24.3
Old : 26.9 16.3 38.2 26.5 23.7 14.5 32.5 24.3
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 28, 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 : 612,314: 54,589 101,138 7,781 443,485 412,371 505,855 521,290: 106,459 91,024
Old : 612,314: 54,589 101,138 7,781 443,485 412,371 505,855 521,290: 106,459 91,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 4,349: 2,423 3,309 -1,239 4,583 2,952 5,767 5,022: -1,418 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.5 1.3 72.4 67.3 82.6 85.1: 17.4 14.9
Old : 100.0: 8.9 16.5 1.3 72.4 67.3 82.6 85.1: 17.4 14.9
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 : 101: 12 16 11 54 53 71 75:
Old : 101: 12 16 11 54 53 71 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 : 25.1 38.9 41.4 48.8 23.5 38.7 35.5 47.3
Old : 25.1 38.9 41.4 48.8 23.5 38.7 35.5 47.3
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 28, 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 : 5,722: 2,210 174 836 2,294 4,363 5,340 5,373: 382 349
Old : 5,722: 2,210 174 836 2,294 4,363 5,340 5,373: 382 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -385: -328 -94 -57 21 -374 -364 -525: -21 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 3.0 14.6 40.1 76.2 93.3 93.9: 6.7 6.1
Old : 100.0: 38.6 3.0 14.6 40.1 76.2 93.3 93.9: 6.7 6.1
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 : 38: 15 3 5 12 16 30 23:
Old : 38: 15 3 5 12 16 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 52.6 65.7 73.5 36.3 42.6 50.1 54.5
Old : 41.9 52.6 65.7 73.5 36.3 42.6 50.1 54.5
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 28, 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 : 394,219: 146,970 46,872 44,531 156,169 271,749 347,670 363,152: 46,549 31,067
Old : 82,011: 33,615 5,815 4,002 32,959 61,466 70,576 71,283: 11,435 10,728
Other: 312,208: 130,038 57,740 23,846 123,210 210,283 277,094 291,869: 35,114 20,339
: : :
: : Changes in Commitments from: July 21, 2015 :
: -18,250: -2,342 2,043 -10,723 -1,847 -12,672 -14,912 -21,352: -3,338 3,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.9 11.3 39.6 68.9 88.2 92.1: 11.8 7.9
Old : 100.0: 41.0 7.1 4.9 40.2 74.9 86.1 86.9: 13.9 13.1
Other: 100.0: 41.7 18.5 7.6 39.5 67.4 88.8 93.5: 11.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 103 54 77 86 83 236 182:
Old : 180: 53 30 18 63 61 131 94:
Other: 270: 105 56 58 79 70 212 160:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 36.8 17.9 44.8 9.5 29.5 15.0 37.2
Old : 21.2 38.1 34.4 49.0 19.7 32.8 31.4 41.9
Other: 12.2 38.3 19.0 46.0 10.2 31.0 16.2 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 28, 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 : 8,697: 1,226 4,346 450 4,822 2,576 6,498 7,372: 2,199 1,325
Old : 8,697: 1,226 4,346 450 4,822 2,576 6,498 7,372: 2,199 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -29: -159 -227 6 6 91 -147 -130: 118 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 50.0 5.2 55.4 29.6 74.7 84.8: 25.3 15.2
Old : 100.0: 14.1 50.0 5.2 55.4 29.6 74.7 84.8: 25.3 15.2
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 : 60: 11 27 7 14 6 32 36:
Old : 60: 11 27 7 14 6 32 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 : 42.3 32.7 52.4 48.1 40.3 32.0 49.0 45.8
Old : 42.3 32.7 52.4 48.1 40.3 32.0 49.0 45.8
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 28, 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 : 1,309,009: 439,378 319,735 27,975 727,999 814,651 1,195,352 1,162,361: 113,657 146,648
Old : 1,309,009: 439,378 319,735 27,975 727,999 814,651 1,195,352 1,162,361: 113,657 146,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 10,219: -545 -3,865 1,528 6,634 11,813 7,617 9,476: 2,602 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 24.4 2.1 55.6 62.2 91.3 88.8: 8.7 11.2
Old : 100.0: 33.6 24.4 2.1 55.6 62.2 91.3 88.8: 8.7 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 : 286: 51 65 27 96 132 161 210:
Old : 286: 51 65 27 96 132 161 210:
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 : 20.3 21.0 33.4 30.2 20.2 21.0 33.0 29.2
Old : 20.3 21.0 33.4 30.2 20.2 21.0 33.0 29.2
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 28, 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 : 2,798,316: 491,516 425,874 55,535 1,958,693 1,865,623 2,505,744 2,347,032: 292,572 451,284
Old : 2,798,316: 491,516 425,874 55,535 1,958,693 1,865,623 2,505,744 2,347,032: 292,572 451,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 65,373: 31,941 -6,301 -9,567 28,652 65,022 51,026 49,154: 14,347 16,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.2 2.0 70.0 66.7 89.5 83.9: 10.5 16.1
Old : 100.0: 17.6 15.2 2.0 70.0 66.7 89.5 83.9: 10.5 16.1
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 : 378: 68 94 48 143 171 246 278:
Old : 378: 68 94 48 143 171 246 278:
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 : 37.4 19.4 47.1 28.2 34.7 17.3 41.8 23.5
Old : 37.4 19.4 47.1 28.2 34.7 17.3 41.8 23.5
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 28, 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 : 2,297,943: 415,722 577,689 76,017 1,550,907 1,302,094 2,042,646 1,955,800: 255,297 342,143
Old : 2,297,943: 415,722 577,689 76,017 1,550,907 1,302,094 2,042,646 1,955,800: 255,297 342,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 69,166: 15,451 49,966 4,558 43,633 25,605 63,642 80,129: 5,524 -10,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.1 3.3 67.5 56.7 88.9 85.1: 11.1 14.9
Old : 100.0: 18.1 25.1 3.3 67.5 56.7 88.9 85.1: 11.1 14.9
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 : 293: 47 74 34 104 136 174 221:
Old : 293: 47 74 34 104 136 174 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 13.8 42.5 23.1 26.8 13.8 35.3 20.0
Old : 29.3 13.8 42.5 23.1 26.8 13.8 35.3 20.0
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 28, 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 : 903,332: 42,796 182,466 146,499 692,117 518,841 881,412 847,806: 21,920 55,526
Old : 903,332: 42,796 182,466 146,499 692,117 518,841 881,412 847,806: 21,920 55,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 15,225: 2,369 -7,695 5,018 6,678 18,198 14,065 15,521: 1,160 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 20.2 16.2 76.6 57.4 97.6 93.9: 2.4 6.1
Old : 100.0: 4.7 20.2 16.2 76.6 57.4 97.6 93.9: 2.4 6.1
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 : 134: 21 42 29 54 67 88 126:
Old : 134: 21 42 29 54 67 88 126:
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 : 48.9 17.7 61.3 29.2 35.0 13.9 42.3 19.3
Old : 48.9 17.7 61.3 29.2 35.0 13.9 42.3 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 28, 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 : 46,258: 9,772 12,826 563 29,337 26,906 39,672 40,295: 6,586 5,963
Old : 46,258: 9,772 12,826 563 29,337 26,906 39,672 40,295: 6,586 5,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -1,175: -799 3,526 253 -517 -4,631 -1,062 -853: -113 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.7 1.2 63.4 58.2 85.8 87.1: 14.2 12.9
Old : 100.0: 21.1 27.7 1.2 63.4 58.2 85.8 87.1: 14.2 12.9
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 : 93: 23 22 4 35 19 61 42:
Old : 93: 23 22 4 35 19 61 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 : 29.5 44.0 41.6 60.2 29.5 43.6 41.6 59.7
Old : 29.5 44.0 41.6 60.2 29.5 43.6 41.6 59.7
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 28, 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 : 92,515: 19,543 25,652 1,126 58,674 53,811 79,343 80,589: 13,172 11,926
Old : 92,515: 19,543 25,652 1,126 58,674 53,811 79,343 80,589: 13,172 11,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -2,350: -1,597 7,051 506 -1,033 -9,262 -2,124 -1,705: -226 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.7 1.2 63.4 58.2 85.8 87.1: 14.2 12.9
Old : 100.0: 21.1 27.7 1.2 63.4 58.2 85.8 87.1: 14.2 12.9
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 : 93: 23 22 4 35 19 61 42:
Old : 93: 23 22 4 35 19 61 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 : 29.5 44.0 41.6 60.2 29.5 43.6 41.6 59.7
Old : 29.5 44.0 41.6 60.2 29.5 43.6 41.6 59.7
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 28, 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 : 20,094: 17,363 19,013 378 1,981 678 19,722 20,069: 372 25
Old : 20,094: 17,363 19,013 378 1,981 678 19,722 20,069: 372 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -86: -18 -46 -42 20 0 -40 -88: -46 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 94.6 1.9 9.9 3.4 98.1 99.9: 1.9 0.1
Old : 100.0: 86.4 94.6 1.9 9.9 3.4 98.1 99.9: 1.9 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 : 66.3 74.6 86.9 91.2 66.0 74.6 85.8 90.5
Old : 66.3 74.6 86.9 91.2 66.0 74.6 85.8 90.5
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 28, 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 : 50,735: 38,898 27,542 21 11,722 23,109 50,641 50,672: 94 63
Old : 50,735: 38,898 27,542 21 11,722 23,109 50,641 50,672: 94 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 381: -383 2,016 0 740 -1,554 357 462: 24 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 54.3 0.0 23.1 45.5 99.8 99.9: 0.2 0.1
Old : 100.0: 76.7 54.3 0.0 23.1 45.5 99.8 99.9: 0.2 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 : 46: 4 21 1 4 17 8 39:
Old : 46: 4 21 1 4 17 8 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 : 96.2 53.9 99.8 70.9 96.1 53.9 99.8 70.9
Old : 96.2 53.9 99.8 70.9 96.1 53.9 99.8 70.9
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 28, 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 : 35,167: 27,629 14,865 897 6,512 19,339 35,038 35,101: 129 66
Old : 35,167: 27,629 14,865 897 6,512 19,339 35,038 35,101: 129 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 868: 276 1,532 -39 599 -621 836 872: 32 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 42.3 2.6 18.5 55.0 99.6 99.8: 0.4 0.2
Old : 100.0: 78.6 42.3 2.6 18.5 55.0 99.6 99.8: 0.4 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: 9 18 2 3 12 13 31:
Old : 42: 9 18 2 3 12 13 31:
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 : 95.5 69.4 99.0 81.7 93.2 69.4 96.7 81.7
Old : 95.5 69.4 99.0 81.7 93.2 69.4 96.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015