WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 569,645: 103,992 157,579 197,143 225,970 171,310 527,104 526,031: 42,540 43,614
Old : 210,303: 72,265 120,387 42,085 79,524 33,882 193,874 196,354: 16,429 13,949
Other: 359,341: 76,959 82,424 109,825 146,445 137,427 333,230 329,677: 26,112 29,665
: : :
: : Changes in Commitments from: March 31, 2015 :
: 17,216: 3,506 -532 8,542 2,922 10,420 14,970 18,430: 2,246 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.7 34.6 39.7 30.1 92.5 92.3: 7.5 7.7
Old : 100.0: 34.4 57.2 20.0 37.8 16.1 92.2 93.4: 7.8 6.6
Other: 100.0: 21.4 22.9 30.6 40.8 38.2 92.7 91.7: 7.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 125 129 178 110 106 346 331:
Old : 348: 128 105 84 81 73 249 222:
Other: 341: 98 117 124 93 93 266 268:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.2 18.4 16.3 9.1 7.7 15.4 12.9
Old : 14.8 15.0 24.2 24.8 14.3 14.8 23.4 24.4
Other: 13.0 11.3 21.3 20.1 10.1 8.9 16.9 14.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 164,238: 39,260 44,350 29,172 78,458 68,002 146,890 141,523: 17,348 22,715
Old : 59,483: 23,832 27,604 6,206 22,898 19,231 52,936 53,040: 6,547 6,442
Other: 104,755: 21,508 22,826 16,886 55,560 48,771 93,954 88,482: 10,801 16,273
: : :
: : Changes in Commitments from: March 31, 2015 :
: -7,067: -1,698 -6,234 -2,205 -2,119 2,255 -6,022 -6,183: -1,045 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 27.0 17.8 47.8 41.4 89.4 86.2: 10.6 13.8
Old : 100.0: 40.1 46.4 10.4 38.5 32.3 89.0 89.2: 11.0 10.8
Other: 100.0: 20.5 21.8 16.1 53.0 46.6 89.7 84.5: 10.3 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 46 48 51 73 71 149 149:
Old : 161: 47 33 21 45 46 99 94:
Other: 163: 28 44 39 64 66 119 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 19.8 22.5 28.4 12.2 16.0 19.4 23.2
Old : 19.6 28.4 30.8 43.5 18.1 28.4 28.9 43.5
Other: 14.5 20.1 24.8 29.6 11.2 15.2 21.3 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 1,809,465: 325,185 255,420 528,804 802,881 757,204 1,656,870 1,541,428: 152,595 268,037
Old : 1,252,633: 258,374 274,470 337,584 556,771 490,819 1,152,728 1,102,873: 99,905 149,760
Other: 556,831: 131,233 45,372 126,798 246,110 266,385 504,141 438,555: 52,690 118,276
: : :
: : Changes in Commitments from: March 31, 2015 :
: 1,701: -10,207 -2,304 24,306 -12,817 -16,620 1,282 5,382: 419 -3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.1 29.2 44.4 41.8 91.6 85.2: 8.4 14.8
Old : 100.0: 20.6 21.9 26.9 44.4 39.2 92.0 88.0: 8.0 12.0
Other: 100.0: 23.6 8.1 22.8 44.2 47.8 90.5 78.8: 9.5 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 766: 164 190 242 302 328 612 646:
Old : 724: 138 210 209 278 298 553 593:
Other: 561: 140 83 117 179 272 373 426:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 9.1 18.5 15.8 7.1 4.2 12.1 7.9
Old : 11.9 9.0 20.4 15.3 10.6 6.8 18.0 11.9
Other: 16.9 17.4 24.5 25.7 8.8 9.6 15.7 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 10,542: 1,268 1,103 1,725 5,090 5,345 8,083 8,173: 2,458 2,369
Old : 5,262: 1,540 504 723 1,552 2,597 3,814 3,824: 1,447 1,438
Other: 5,280: 265 1,135 466 3,539 2,748 4,269 4,349: 1,011 931
: : :
: : Changes in Commitments from: March 31, 2015 :
: -487: -219 -684 74 -405 71 -550 -539: 64 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.5 16.4 48.3 50.7 76.7 77.5: 23.3 22.5
Old : 100.0: 29.3 9.6 13.7 29.5 49.4 72.5 72.7: 27.5 27.3
Other: 100.0: 5.0 21.5 8.8 67.0 52.0 80.9 82.4: 19.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 8 7 17 12 29 25:
Old : 28: 6 8 5 10 10 19 20:
Other: 32: 4 9 6 16 12 24 23:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 35.8 50.9 50.9 26.1 24.6 33.9 35.3
Old : 41.2 44.3 59.7 57.0 32.3 31.9 44.4 39.9
Other: 39.4 36.6 56.4 57.1 36.2 30.1 49.1 48.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 985,276: 175,886 182,183 303,578 449,764 367,422 929,228 853,184: 56,048 132,093
Old : 703,782: 156,166 187,017 189,378 322,220 258,271 667,764 634,665: 36,018 69,116
Other: 281,494: 68,601 44,048 65,319 127,544 109,151 261,464 218,518: 20,031 62,976
: : :
: : Changes in Commitments from: March 31, 2015 :
: -11,123: -4,279 -1,087 -6,980 435 1,708 -10,824 -6,359: -299 -4,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.5 30.8 45.6 37.3 94.3 86.6: 5.7 13.4
Old : 100.0: 22.2 26.6 26.9 45.8 36.7 94.9 90.2: 5.1 9.8
Other: 100.0: 24.4 15.6 23.2 45.3 38.8 92.9 77.6: 7.1 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 152 262 268 174 208 511 572:
Old : 640: 152 251 224 157 191 455 530:
Other: 437: 117 127 127 103 158 295 340:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.9 18.0 17.8 6.6 5.3 11.3 9.8
Old : 10.9 13.9 18.9 21.0 7.3 7.7 13.4 13.1
Other: 17.0 13.4 25.8 19.8 14.8 11.8 23.1 17.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 408,666: 112,448 89,598 87,645 175,220 200,399 375,313 377,643: 33,353 31,023
Old : 316,297: 112,081 95,060 51,673 128,871 143,087 292,625 289,821: 23,671 26,476
Other: 92,369: 22,232 16,403 14,107 46,349 57,312 82,688 87,822: 9,681 4,547
: : :
: : Changes in Commitments from: March 31, 2015 :
: -10,373: 1,971 -5,628 -4,997 -8,386 3,558 -11,413 -7,067: 1,040 -3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 21.9 21.4 42.9 49.0 91.8 92.4: 8.2 7.6
Old : 100.0: 35.4 30.1 16.3 40.7 45.2 92.5 91.6: 7.5 8.4
Other: 100.0: 24.1 17.8 15.3 50.2 62.0 89.5 95.1: 10.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 95 83 109 84 77 239 231:
Old : 296: 99 86 90 82 72 221 214:
Other: 164: 50 42 44 52 38 126 102:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 26.9 15.4 32.8 8.2 24.2 14.8 29.9
Old : 9.9 24.8 17.4 31.7 9.6 23.5 16.9 29.8
Other: 17.4 35.9 28.3 48.0 16.5 33.3 27.4 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 507,927: 57,965 46,939 36,394 261,407 282,208 355,766 365,541: 152,161 142,386
Old : 507,927: 57,965 46,939 36,394 261,407 282,208 355,766 365,541: 152,161 142,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 11,842: 151 1,658 2,919 7,126 8,126 10,197 12,704: 1,645 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.2 7.2 51.5 55.6 70.0 72.0: 30.0 28.0
Old : 100.0: 11.4 9.2 7.2 51.5 55.6 70.0 72.0: 30.0 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 : 128: 19 25 29 62 70 98 107:
Old : 128: 19 25 29 62 70 98 107:
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 : 16.6 17.9 26.4 27.2 15.1 16.3 21.9 23.4
Old : 16.6 17.9 26.4 27.2 15.1 16.3 21.9 23.4
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 571,320: 48,938 81,228 7,832 395,478 391,474 452,248 480,534: 119,072 90,786
Old : 571,320: 48,938 81,228 7,832 395,478 391,474 452,248 480,534: 119,072 90,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -518: 1,474 -13,438 553 113 8,611 2,140 -4,274: -2,658 3,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.2 1.4 69.2 68.5 79.2 84.1: 20.8 15.9
Old : 100.0: 8.6 14.2 1.4 69.2 68.5 79.2 84.1: 20.8 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 : 92: 13 12 8 49 49 66 65:
Old : 92: 13 12 8 49 49 66 65:
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 : 24.7 36.9 38.5 48.1 20.6 35.7 32.2 45.4
Old : 24.7 36.9 38.5 48.1 20.6 35.7 32.2 45.4
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 6,550: 1,306 149 627 4,270 5,457 6,203 6,233: 347 317
Old : 6,550: 1,306 149 627 4,270 5,457 6,203 6,233: 347 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -173: 151 10 -199 -98 -122 -146 -311: -27 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.3 9.6 65.2 83.3 94.7 95.2: 5.3 4.8
Old : 100.0: 19.9 2.3 9.6 65.2 83.3 94.7 95.2: 5.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 4 6 16 18 31 25:
Old : 38: 12 4 6 16 18 31 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 : 41.4 60.9 59.9 76.6 32.4 51.5 43.7 56.5
Old : 41.4 60.9 59.9 76.6 32.4 51.5 43.7 56.5
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 395,137: 95,017 71,517 79,431 171,328 207,888 345,776 358,836: 49,361 36,301
Old : 317,210: 90,783 62,612 55,207 131,738 170,944 277,728 288,764: 39,481 28,446
Other: 77,927: 17,384 22,055 11,074 39,590 36,944 68,048 70,073: 9,880 7,855
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,528: -8,214 4,228 941 4,341 -11,783 -2,932 -6,614: 404 4,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 18.1 20.1 43.4 52.6 87.5 90.8: 12.5 9.2
Old : 100.0: 28.6 19.7 17.4 41.5 53.9 87.6 91.0: 12.4 9.0
Other: 100.0: 22.3 28.3 14.2 50.8 47.4 87.3 89.9: 12.7 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 83 81 102 87 84 234 216:
Old : 282: 87 80 90 85 79 223 204:
Other: 165: 41 44 34 64 46 127 103:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 25.6 15.4 32.4 8.6 22.4 13.5 27.7
Old : 9.5 27.0 16.2 33.8 9.1 25.5 15.2 31.9
Other: 16.0 26.2 25.7 40.0 12.9 19.1 21.7 29.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 10,823: 775 4,707 2,386 5,777 1,932 8,938 9,024: 1,885 1,799
Old : 9,786: 1,564 4,736 1,432 5,042 1,915 8,039 8,083: 1,747 1,703
Other: 1,037: 150 910 14 735 17 899 941: 138 96
: : :
: : Changes in Commitments from: March 31, 2015 :
: 848: -14 -24 683 216 16 885 675: -37 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 43.5 22.0 53.4 17.8 82.6 83.4: 17.4 16.6
Old : 100.0: 16.0 48.4 14.6 51.5 19.6 82.2 82.6: 17.8 17.4
Other: 100.0: 14.5 87.7 1.4 70.9 1.6 86.7 90.7: 13.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 11 24 13 22 15 44 47:
Old : 68: 16 22 11 21 15 41 46:
Other: 19: 2 8 4 8 2 14 10:
:----------------------------------------------------------------------------------------------------
: 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 : 38.8 31.0 52.8 44.0 33.2 26.7 40.0 35.3
Old : 39.0 29.7 52.2 42.9 39.0 29.6 47.0 39.0
Other: 67.6 87.9 83.9 90.4 67.6 86.9 83.9 89.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 1,393,638: 405,477 279,474 49,200 818,244 914,415 1,272,921 1,243,089: 120,717 150,549
Old : 1,393,638: 405,477 279,474 49,200 818,244 914,415 1,272,921 1,243,089: 120,717 150,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -13,135: -8,771 5,325 3,254 -7,556 -13,584 -13,074 -5,005: -61 -8,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.1 3.5 58.7 65.6 91.3 89.2: 8.7 10.8
Old : 100.0: 29.1 20.1 3.5 58.7 65.6 91.3 89.2: 8.7 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 : 261: 49 55 36 97 119 161 195:
Old : 261: 49 55 36 97 119 161 195:
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 : 26.0 29.5 38.1 38.8 25.9 29.5 36.9 37.3
Old : 26.0 29.5 38.1 38.8 25.9 29.5 36.9 37.3
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 3,317,575: 312,930 485,092 297,316 2,350,960 2,101,258 2,961,206 2,883,666: 356,369 433,909
Old : 3,317,575: 312,930 485,092 297,316 2,350,960 2,101,258 2,961,206 2,883,666: 356,369 433,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 88,520: -24,420 13,163 18,823 76,626 74,910 71,028 106,896: 17,492 -18,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.6 9.0 70.9 63.3 89.3 86.9: 10.7 13.1
Old : 100.0: 9.4 14.6 9.0 70.9 63.3 89.3 86.9: 10.7 13.1
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 : 385: 62 90 88 179 199 294 324:
Old : 385: 62 90 88 179 199 294 324:
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 : 32.7 16.9 41.5 25.7 28.5 14.3 35.2 20.4
Old : 32.7 16.9 41.5 25.7 28.5 14.3 35.2 20.4
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 2,150,051: 340,466 422,619 86,800 1,442,390 1,293,748 1,869,656 1,803,167: 280,395 346,884
Old : 2,150,051: 340,466 422,619 86,800 1,442,390 1,293,748 1,869,656 1,803,167: 280,395 346,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 30,521: -38,737 27,125 -884 47,343 12,759 7,723 39,001: 22,798 -8,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.7 4.0 67.1 60.2 87.0 83.9: 13.0 16.1
Old : 100.0: 15.8 19.7 4.0 67.1 60.2 87.0 83.9: 13.0 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 : 275: 43 67 54 112 138 187 227:
Old : 275: 43 67 54 112 138 187 227:
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 : 22.7 14.5 35.8 23.2 18.5 11.2 29.2 18.2
Old : 22.7 14.5 35.8 23.2 18.5 11.2 29.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 734,217: 41,212 142,204 146,868 519,512 389,430 707,592 678,502: 26,625 55,715
Old : 734,217: 41,212 142,204 146,868 519,512 389,430 707,592 678,502: 26,625 55,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -60,026: -8,933 6,503 -19,744 -32,369 -46,256 -61,046 -59,497: 1,019 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 19.4 20.0 70.8 53.0 96.4 92.4: 3.6 7.6
Old : 100.0: 5.6 19.4 20.0 70.8 53.0 96.4 92.4: 3.6 7.6
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 : 118: 16 39 32 43 59 77 114:
Old : 118: 16 39 32 43 59 77 114:
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 : 43.4 20.1 54.8 31.0 27.7 9.7 33.7 16.4
Old : 43.4 20.1 54.8 31.0 27.7 9.7 33.7 16.4
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 49,973: 12,479 7,886 1,466 27,725 35,800 41,669 45,153: 8,304 4,820
Old : 49,973: 12,479 7,886 1,466 27,725 35,800 41,669 45,153: 8,304 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -42: 1,224 -271 -942 -353 1,646 -71 432: 29 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.8 2.9 55.5 71.6 83.4 90.4: 16.6 9.6
Old : 100.0: 25.0 15.8 2.9 55.5 71.6 83.4 90.4: 16.6 9.6
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 : 90: 26 18 6 29 28 57 50:
Old : 90: 26 18 6 29 28 57 50:
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 : 28.9 40.8 42.1 60.1 28.6 39.1 40.3 58.3
Old : 28.9 40.8 42.1 60.1 28.6 39.1 40.3 58.3
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 99,947: 24,957 15,773 2,933 55,449 71,601 83,339 90,306: 16,608 9,641
Old : 99,947: 24,957 15,773 2,933 55,449 71,601 83,339 90,306: 16,608 9,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -84: 2,449 -543 -1,884 -707 3,291 -142 864: 59 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.8 2.9 55.5 71.6 83.4 90.4: 16.6 9.6
Old : 100.0: 25.0 15.8 2.9 55.5 71.6 83.4 90.4: 16.6 9.6
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 : 90: 26 18 6 29 28 57 50:
Old : 90: 26 18 6 29 28 57 50:
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 : 28.9 40.8 42.1 60.1 28.6 39.1 40.3 58.3
Old : 28.9 40.8 42.1 60.1 28.6 39.1 40.3 58.3
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 13,832: 11,962 12,277 877 848 678 13,687 13,832: 145 0
Old : 13,832: 11,962 12,277 877 848 678 13,687 13,832: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 204: 97 79 128 0 0 225 207: -21 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 88.8 6.3 6.1 4.9 99.0 100.0: 1.0 0.0
Old : 100.0: 86.5 88.8 6.3 6.1 4.9 99.0 100.0: 1.0 0.0
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 : 29: 17 11 2 1 1 19 13:
Old : 29: 17 11 2 1 1 19 13:
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 : 75.7 72.6 92.8 91.4 73.9 72.6 83.1 84.5
Old : 75.7 72.6 92.8 91.4 73.9 72.6 83.1 84.5
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 44,342: 33,468 17,374 0 10,735 26,848 44,203 44,222: 139 120
Old : 44,342: 33,468 17,374 0 10,735 26,848 44,203 44,222: 139 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,029: -116 -458 0 -936 -555 -1,052 -1,013: 23 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 39.2 0.0 24.2 60.5 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 39.2 0.0 24.2 60.5 99.7 99.7: 0.3 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 : 43: 7 16 0 6 15 13 31:
Old : 43: 7 16 0 6 15 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 : 89.8 53.4 96.7 73.9 83.9 44.7 89.1 65.2
Old : 89.8 53.4 96.7 73.9 83.9 44.7 89.1 65.2
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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 37,614: 30,344 12,664 0 7,149 24,831 37,493 37,495: 121 119
Old : 37,614: 30,344 12,664 0 7,149 24,831 37,493 37,495: 121 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -352: 593 -436 -42 -940 151 -389 -327: 37 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 33.7 0.0 19.0 66.0 99.7 99.7: 0.3 0.3
Old : 100.0: 80.7 33.7 0.0 19.0 66.0 99.7 99.7: 0.3 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 : 43: 11 13 0 5 15 16 28:
Old : 43: 11 13 0 5 15 16 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 : 93.0 59.6 97.0 78.3 93.0 59.1 97.0 77.7
Old : 93.0 59.6 97.0 78.3 93.0 59.1 97.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015