WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 11, 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 : 422,938: 120,432 131,829 95,600 170,213 152,754 386,245 380,183: 36,693 42,755
Old : 393,294: 113,763 132,108 85,794 159,641 136,808 359,198 354,710: 34,096 38,584
Other: 29,644: 14,786 7,838 1,689 10,572 15,946 27,047 25,473: 2,597 4,171
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,958: -736 931 4,516 1,820 -446 5,600 5,001: -2,642 -2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.2 22.6 40.2 36.1 91.3 89.9: 8.7 10.1
Old : 100.0: 28.9 33.6 21.8 40.6 34.8 91.3 90.2: 8.7 9.8
Other: 100.0: 49.9 26.4 5.7 35.7 53.8 91.2 85.9: 8.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 127 114 143 87 106 298 303:
Old : 399: 134 113 136 87 103 292 297:
Other: 139: 29 38 12 28 50 67 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 10.3 20.4 19.1 12.0 9.1 20.2 15.6
Old : 12.4 10.7 21.1 20.0 12.3 9.7 20.8 17.0
Other: 49.7 33.9 61.8 49.4 49.7 33.9 61.8 48.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 11, 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 : 198,333: 61,951 70,418 25,689 89,178 76,337 176,818 172,444: 21,515 25,889
Old : 181,634: 62,931 69,351 21,778 76,063 67,539 160,772 158,668: 20,862 22,966
Other: 16,699: 2,405 4,452 526 13,115 8,798 16,046 13,776: 653 2,923
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,885: 97 3,285 -478 -4,194 -6,062 -4,575 -3,255: 690 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 35.5 13.0 45.0 38.5 89.2 86.9: 10.8 13.1
Old : 100.0: 34.6 38.2 12.0 41.9 37.2 88.5 87.4: 11.5 12.6
Other: 100.0: 14.4 26.7 3.1 78.5 52.7 96.1 82.5: 3.9 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 47 66 54 69 69 145 170:
Old : 216: 54 62 51 68 67 143 165:
Other: 85: 7 24 5 22 37 34 61:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 19.5 28.4 29.2 16.2 14.1 25.4 23.0
Old : 17.7 21.3 27.6 31.9 17.7 19.6 27.3 29.4
Other: 72.0 30.2 83.0 46.1 72.0 30.2 82.8 43.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 11, 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 : 1,390,718: 435,826 238,566 219,554 617,278 726,011 1,272,658 1,184,131: 118,060 206,587
Old : 338,664: 196,561 83,545 6,317 102,234 217,460 305,112 307,322: 33,552 31,342
Other: 1,052,054: 349,492 265,248 103,010 515,044 508,551 967,546 876,809: 84,508 175,245
: : :
: : Changes in Commitments from: August 4, 2015 :
: 22,682: 488 44,860 2,493 15,198 -13,450 18,179 33,903: 4,503 -11,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 17.2 15.8 44.4 52.2 91.5 85.1: 8.5 14.9
Old : 100.0: 58.0 24.7 1.9 30.2 64.2 90.1 90.7: 9.9 9.3
Other: 100.0: 33.2 25.2 9.8 49.0 48.3 92.0 83.3: 8.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 172 147 166 268 307 540 555:
Old : 547: 131 83 17 166 203 300 300:
Other: 700: 173 149 116 205 296 436 510:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 13.2 18.1 19.7 8.9 8.4 15.3 14.7
Old : 12.2 30.4 22.2 42.7 12.2 30.2 22.1 42.2
Other: 12.8 9.6 21.3 16.0 11.0 7.6 18.1 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 11, 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 : 8,618: 1,210 2,684 57 5,365 3,842 6,632 6,583: 1,986 2,035
Old : 8,618: 1,210 2,684 57 5,365 3,842 6,632 6,583: 1,986 2,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 590: 88 88 6 270 352 364 446: 226 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 31.1 0.7 62.3 44.6 77.0 76.4: 23.0 23.6
Old : 100.0: 14.0 31.1 0.7 62.3 44.6 77.0 76.4: 23.0 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 11 3 17 10 27 24:
Old : 40: 10 11 3 17 10 27 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 : 40.6 52.3 56.6 63.2 37.2 45.6 50.1 55.6
Old : 40.6 52.3 56.6 63.2 37.2 45.6 50.1 55.6
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, August 11, 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 : 648,712: 182,191 77,808 108,689 311,657 389,364 602,537 575,861: 46,175 72,851
Old : 632,034: 180,274 76,373 106,058 301,973 379,695 588,305 562,126: 43,729 69,908
Other: 16,678: 4,187 3,705 361 9,684 9,669 14,232 13,735: 2,446 2,943
: : :
: : Changes in Commitments from: August 4, 2015 :
: 6,139: 6,025 -10,555 1,417 -2,582 21,435 4,860 12,297: 1,279 -6,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.0 16.8 48.0 60.0 92.9 88.8: 7.1 11.2
Old : 100.0: 28.5 12.1 16.8 47.8 60.1 93.1 88.9: 6.9 11.1
Other: 100.0: 25.1 22.2 2.2 58.1 58.0 85.3 82.4: 14.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 150 137 153 144 194 386 416:
Old : 537: 151 138 149 142 194 381 413:
Other: 176: 30 35 10 31 85 66 128:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.3 22.5 28.8 10.5 15.8 17.3 23.4
Old : 14.9 17.3 22.7 28.6 10.4 15.7 17.3 23.1
Other: 35.6 54.8 49.7 62.6 35.5 54.7 49.6 62.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 11, 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 : 16,103: 11,757 449 16 4 4,440 11,777 4,905: 4,326 11,198
Old : 15,633: 11,404 431 16 4 4,332 11,424 4,779: 4,209 10,854
Other: 470: 353 18 0 0 108 353 126: 117 344
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 2.8 0.1 0.0 27.6 73.1 30.5: 26.9 69.5
Old : 100.0: 72.9 2.8 0.1 0.0 27.7 73.1 30.6: 26.9 69.4
Other: 100.0: 75.1 3.8 0.0 0.0 23.0 75.1 26.8: 24.9 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 2 2 14 6 18:
Old : 20: 4 2 2 2 14 6 18:
Other: 14: 2 2 0 0 10 2 12:
:----------------------------------------------------------------------------------------------------
: 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 : 73.1 13.8 73.1 20.3 73.0 13.7 73.0 20.3
Old : 73.1 13.8 73.1 20.4 72.9 13.8 72.9 20.4
Other: 75.1 18.7 75.1 25.3 75.1 18.7 75.1 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 11, 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 : 379,351: 117,479 92,862 62,982 171,765 190,993 352,226 346,837: 27,125 32,514
Old : 53,479: 16,031 11,179 43 32,867 37,894 48,941 49,116: 4,538 4,363
Other: 325,872: 108,917 89,152 55,470 138,898 153,099 303,285 297,721: 22,587 28,151
: : :
: : Changes in Commitments from: August 4, 2015 :
: 724: 3,687 935 1,655 -2,873 -1,344 2,469 1,246: -1,745 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 24.5 16.6 45.3 50.3 92.8 91.4: 7.2 8.6
Old : 100.0: 30.0 20.9 0.1 61.5 70.9 91.5 91.8: 8.5 8.2
Other: 100.0: 33.4 27.4 17.0 42.6 47.0 93.1 91.4: 6.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 103 69 95 84 64 236 203:
Old : 153: 49 27 3 43 38 93 67:
Other: 291: 92 80 86 77 58 219 190:
:----------------------------------------------------------------------------------------------------
: 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 27.0 16.8 34.7 8.7 24.8 16.0 32.2
Old : 34.0 41.8 44.6 55.3 34.0 41.8 44.6 55.3
Other: 10.6 25.6 18.6 33.5 10.4 23.4 18.5 31.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 11, 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 : 531,279: 70,253 58,641 11,436 323,201 310,215 404,890 380,292: 126,389 150,987
Old : 531,279: 70,253 58,641 11,436 323,201 310,215 404,890 380,292: 126,389 150,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 5,111: 5,515 8,125 2,555 680 -4,071 8,750 6,609: -3,639 -1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.0 2.2 60.8 58.4 76.2 71.6: 23.8 28.4
Old : 100.0: 13.2 11.0 2.2 60.8 58.4 76.2 71.6: 23.8 28.4
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 : 149: 33 24 17 61 74 102 107:
Old : 149: 33 24 17 61 74 102 107:
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 19.1 37.3 29.0 25.2 17.5 32.3 25.3
Old : 28.4 19.1 37.3 29.0 25.2 17.5 32.3 25.3
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, August 11, 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 : 609,376: 49,071 84,427 9,554 424,830 416,787 483,455 510,768: 125,921 98,608
Old : 609,376: 49,071 84,427 9,554 424,830 416,787 483,455 510,768: 125,921 98,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 4,201: 1,386 -13,027 2,168 -7,782 17,464 -4,228 6,605: 8,429 -2,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.9 1.6 69.7 68.4 79.3 83.8: 20.7 16.2
Old : 100.0: 8.1 13.9 1.6 69.7 68.4 79.3 83.8: 20.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 10 14 10 52 51 68 69:
Old : 94: 10 14 10 52 51 68 69:
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 : 25.2 41.0 40.6 50.0 23.6 40.5 34.3 49.1
Old : 25.2 41.0 40.6 50.0 23.6 40.5 34.3 49.1
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, August 11, 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 : 5,524: 1,599 110 1,020 2,513 3,983 5,132 5,113: 392 411
Old : 5,524: 1,599 110 1,020 2,513 3,983 5,132 5,113: 392 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -102: -232 8 28 128 -245 -76 -209: -26 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.0 18.5 45.5 72.1 92.9 92.6: 7.1 7.4
Old : 100.0: 28.9 2.0 18.5 45.5 72.1 92.9 92.6: 7.1 7.4
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 : 33: 14 1 5 10 15 27 20:
Old : 33: 14 1 5 10 15 27 20:
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 : 44.8 52.9 66.1 72.6 34.7 40.0 44.3 52.1
Old : 44.8 52.9 66.1 72.6 34.7 40.0 44.3 52.1
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, August 11, 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 : 391,719: 143,345 48,121 45,690 153,105 270,685 342,140 364,496: 49,579 27,223
Old : 62,493: 31,669 3,717 448 20,344 51,611 52,461 55,776: 10,032 6,717
Other: 329,226: 126,259 58,987 30,659 132,761 219,074 289,679 308,720: 39,547 20,506
: : :
: : Changes in Commitments from: August 4, 2015 :
: 10,664: -1,502 3,296 6,928 4,741 4,585 10,167 14,809: 497 -4,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 12.3 11.7 39.1 69.1 87.3 93.1: 12.7 6.9
Old : 100.0: 50.7 5.9 0.7 32.6 82.6 83.9 89.3: 16.1 10.7
Other: 100.0: 38.4 17.9 9.3 40.3 66.5 88.0 93.8: 12.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 63 84 85 81 246 195:
Old : 176: 60 21 6 50 51 111 77:
Other: 290: 106 69 74 79 73 225 185:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 36.7 17.2 44.5 9.3 30.9 15.1 38.3
Old : 23.7 40.2 36.5 54.5 23.7 39.8 36.5 54.2
Other: 12.2 37.1 19.2 44.2 10.9 30.3 16.9 36.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 11, 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 : 10,093: 1,313 3,970 1,655 4,621 3,094 7,589 8,719: 2,504 1,374
Old : 10,093: 1,313 3,970 1,655 4,621 3,094 7,589 8,719: 2,504 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 675: -76 -183 426 36 467 386 710: 289 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 39.3 16.4 45.8 30.7 75.2 86.4: 24.8 13.6
Old : 100.0: 13.0 39.3 16.4 45.8 30.7 75.2 86.4: 24.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 14 25 16 15 7 44 41:
Old : 67: 14 25 16 15 7 44 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 : 34.0 30.2 43.9 45.5 33.1 29.5 39.7 42.2
Old : 34.0 30.2 43.9 45.5 33.1 29.5 39.7 42.2
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, August 11, 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 : 1,392,222: 475,108 312,234 27,348 777,282 902,525 1,279,738 1,242,107: 112,484 150,115
Old : 1,392,222: 475,108 312,234 27,348 777,282 902,525 1,279,738 1,242,107: 112,484 150,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 43,611: 52,364 -12,249 -1,426 -5,760 53,408 45,178 39,733: -1,567 3,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 22.4 2.0 55.8 64.8 91.9 89.2: 8.1 10.8
Old : 100.0: 34.1 22.4 2.0 55.8 64.8 91.9 89.2: 8.1 10.8
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 : 306: 61 69 31 98 141 173 227:
Old : 306: 61 69 31 98 141 173 227:
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 : 22.6 18.4 34.7 27.8 22.6 18.4 34.0 26.5
Old : 22.6 18.4 34.7 27.8 22.6 18.4 34.0 26.5
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, August 11, 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 : 2,977,165: 500,158 452,351 71,870 2,092,381 1,981,475 2,664,409 2,505,696: 312,756 471,469
Old : 2,977,165: 500,158 452,351 71,870 2,092,381 1,981,475 2,664,409 2,505,696: 312,756 471,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 53,527: 19,758 4,449 -3,216 27,420 43,305 43,962 44,538: 9,565 8,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.2 2.4 70.3 66.6 89.5 84.2: 10.5 15.8
Old : 100.0: 16.8 15.2 2.4 70.3 66.6 89.5 84.2: 10.5 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 : 392: 62 106 53 150 178 253 296:
Old : 392: 62 106 53 150 178 253 296:
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 : 37.6 21.2 47.5 29.2 35.6 19.3 43.9 24.6
Old : 37.6 21.2 47.5 29.2 35.6 19.3 43.9 24.6
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, August 11, 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 : 2,362,321: 427,892 509,587 83,770 1,564,024 1,396,947 2,075,686 1,990,304: 286,635 372,017
Old : 2,362,321: 427,892 509,587 83,770 1,564,024 1,396,947 2,075,686 1,990,304: 286,635 372,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 12,552: -8,100 -54,176 9,849 -2,099 63,120 -350 18,793: 12,902 -6,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.6 3.5 66.2 59.1 87.9 84.3: 12.1 15.7
Old : 100.0: 18.1 21.6 3.5 66.2 59.1 87.9 84.3: 12.1 15.7
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 : 291: 42 71 33 108 142 172 224:
Old : 291: 42 71 33 108 142 172 224:
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 : 28.6 14.5 40.8 23.3 25.6 13.8 34.4 20.3
Old : 28.6 14.5 40.8 23.3 25.6 13.8 34.4 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, August 11, 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 : 877,169: 76,500 166,462 134,823 642,050 523,735 853,373 825,020: 23,796 52,149
Old : 877,169: 76,500 166,462 134,823 642,050 523,735 853,373 825,020: 23,796 52,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 80,234: 25,010 27,908 -1,267 52,369 48,685 76,112 75,326: 4,122 4,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.0 15.4 73.2 59.7 97.3 94.1: 2.7 5.9
Old : 100.0: 8.7 19.0 15.4 73.2 59.7 97.3 94.1: 2.7 5.9
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 : 126: 19 40 32 54 62 89 120:
Old : 126: 19 40 32 54 62 89 120:
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 : 43.8 19.2 56.0 31.9 29.5 12.5 36.1 18.5
Old : 43.8 19.2 56.0 31.9 29.5 12.5 36.1 18.5
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, August 11, 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 : 47,419: 10,418 15,837 59 30,656 25,015 41,133 40,911: 6,287 6,509
Old : 47,419: 10,418 15,837 59 30,656 25,015 41,133 40,911: 6,287 6,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -747: -404 3,725 -128 52 -4,814 -479 -1,216: -268 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 33.4 0.1 64.6 52.8 86.7 86.3: 13.3 13.7
Old : 100.0: 22.0 33.4 0.1 64.6 52.8 86.7 86.3: 13.3 13.7
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 : 95: 25 21 4 34 20 62 42:
Old : 95: 25 21 4 34 20 62 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 : 28.5 45.8 41.5 61.5 28.5 45.6 41.5 61.3
Old : 28.5 45.8 41.5 61.5 28.5 45.6 41.5 61.3
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, August 11, 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 : 94,838: 20,835 31,673 118 61,312 50,030 82,265 81,821: 12,573 13,017
Old : 94,838: 20,835 31,673 118 61,312 50,030 82,265 81,821: 12,573 13,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,494: -807 7,450 -255 104 -9,627 -958 -2,432: -536 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 33.4 0.1 64.6 52.8 86.7 86.3: 13.3 13.7
Old : 100.0: 22.0 33.4 0.1 64.6 52.8 86.7 86.3: 13.3 13.7
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 : 95: 25 21 4 34 20 62 42:
Old : 95: 25 21 4 34 20 62 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 : 28.5 45.8 41.5 61.5 28.5 45.6 41.5 61.3
Old : 28.5 45.8 41.5 61.5 28.5 45.6 41.5 61.3
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, August 11, 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 : 21,022: 18,138 19,936 369 2,120 678 20,627 20,983: 395 39
Old : 21,022: 18,138 19,936 369 2,120 678 20,627 20,983: 395 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 375: 396 391 -5 -26 0 365 386: 10 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 94.8 1.8 10.1 3.2 98.1 99.8: 1.9 0.2
Old : 100.0: 86.3 94.8 1.8 10.1 3.2 98.1 99.8: 1.9 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 : 36: 21 13 2 2 1 23 16:
Old : 36: 21 13 2 2 1 23 16:
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 : 62.7 74.9 84.7 92.2 62.4 74.9 83.9 91.6
Old : 62.7 74.9 84.7 92.2 62.4 74.9 83.9 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 11, 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 : 53,504: 40,172 30,134 21 13,209 23,275 53,402 53,430: 102 74
Old : 53,504: 40,172 30,134 21 13,209 23,275 53,402 53,430: 102 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,262: 880 1,586 0 1,365 681 2,245 2,267: 17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 56.3 0.0 24.7 43.5 99.8 99.9: 0.2 0.1
Old : 100.0: 75.1 56.3 0.0 24.7 43.5 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 : 47: 5 20 1 6 16 11 37:
Old : 47: 5 20 1 6 16 11 37:
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 : 93.9 55.5 98.4 72.6 93.9 55.5 98.4 72.6
Old : 93.9 55.5 98.4 72.6 93.9 55.5 98.4 72.6
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, August 11, 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 : 36,141: 25,951 15,690 1,102 8,923 19,268 35,976 36,060: 165 81
Old : 36,141: 25,951 15,690 1,102 8,923 19,268 35,976 36,060: 165 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 481: -1,130 769 65 1,539 -341 474 493: 7 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 43.4 3.0 24.7 53.3 99.5 99.8: 0.5 0.2
Old : 100.0: 71.8 43.4 3.0 24.7 53.3 99.5 99.8: 0.5 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 : 39: 5 19 1 4 11 9 31:
Old : 39: 5 19 1 4 11 9 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 : 96.2 67.9 99.4 80.8 93.2 67.9 96.4 80.6
Old : 96.2 67.9 99.4 80.8 93.2 67.9 96.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015