WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 587,111: 107,533 180,519 200,016 234,319 156,401 541,869 536,936: 45,242 50,174
Old : 85,221: 22,901 19,884 32,915 21,132 25,796 76,947 78,595: 8,273 6,626
Other: 501,890: 100,075 176,078 151,658 213,188 130,605 464,921 458,341: 36,969 43,549
: : :
: : Changes in Commitments from: April 14, 2015 :
: -6,208: 2,876 10,477 -9,685 1,136 -8,401 -5,674 -7,610: -534 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 30.7 34.1 39.9 26.6 92.3 91.5: 7.7 8.5
Old : 100.0: 26.9 23.3 38.6 24.8 30.3 90.3 92.2: 9.7 7.8
Other: 100.0: 19.9 35.1 30.2 42.5 26.0 92.6 91.3: 7.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 149 135 185 119 103 369 344:
Old : 235: 90 53 75 57 62 177 162:
Other: 414: 133 142 160 109 97 334 322:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 8.5 17.7 15.7 9.3 6.8 15.0 12.0
Old : 13.2 17.9 23.5 29.1 11.7 15.9 17.7 22.6
Other: 12.5 9.7 19.6 17.2 10.9 8.1 17.6 13.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 181,312: 40,258 59,734 38,052 80,820 58,524 159,130 156,311: 22,183 25,001
Old : 25,879: 6,067 9,284 5,120 10,442 8,943 21,629 23,346: 4,250 2,533
Other: 155,433: 37,191 53,451 29,932 70,378 49,582 137,501 132,965: 17,932 22,469
: : :
: : Changes in Commitments from: April 14, 2015 :
: 7,798: 2,666 11,198 3,270 -134 -6,633 5,802 7,834: 1,996 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 32.9 21.0 44.6 32.3 87.8 86.2: 12.2 13.8
Old : 100.0: 23.4 35.9 19.8 40.3 34.6 83.6 90.2: 16.4 9.8
Other: 100.0: 23.9 34.4 19.3 45.3 31.9 88.5 85.5: 11.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 55 50 56 73 67 155 154:
Old : 108: 27 23 17 33 32 65 68:
Other: 192: 52 51 46 72 64 145 144:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 16.9 21.0 25.7 9.9 14.2 17.7 21.7
Old : 22.3 37.9 35.7 50.6 21.4 37.9 33.6 48.2
Other: 13.2 16.2 22.2 25.7 11.1 13.6 19.5 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,851,654: 316,779 328,185 546,514 829,644 705,746 1,692,936 1,580,445: 158,718 271,209
Old : 1,247,349: 248,523 336,926 335,115 561,040 431,493 1,144,679 1,103,534: 102,671 143,815
Other: 604,305: 136,238 59,242 143,416 268,603 274,253 548,258 476,911: 56,047 127,394
: : :
: : Changes in Commitments from: April 14, 2015 :
: -23,778: -8,173 14,551 -11,082 85 -24,543 -19,170 -21,074: -4,608 -2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.7 29.5 44.8 38.1 91.4 85.4: 8.6 14.6
Old : 100.0: 19.9 27.0 26.9 45.0 34.6 91.8 88.5: 8.2 11.5
Other: 100.0: 22.5 9.8 23.7 44.4 45.4 90.7 78.9: 9.3 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 174 209 240 299 317 615 652:
Old : 722: 156 206 199 271 277 545 578:
Other: 570: 135 100 124 186 270 383 440:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 8.8 18.2 14.8 7.0 4.7 12.0 8.4
Old : 11.2 8.6 18.9 15.6 10.0 6.8 16.3 12.2
Other: 15.2 15.4 22.6 23.1 8.3 7.8 14.4 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,825: 940 1,151 1,648 6,071 5,696 8,659 8,495: 2,166 2,330
Old : 3,555: 275 281 855 1,711 1,865 2,842 3,000: 714 555
Other: 7,270: 940 1,146 518 4,360 3,831 5,817 5,495: 1,452 1,775
: : :
: : Changes in Commitments from: April 14, 2015 :
: 303: -162 13 -115 647 509 370 408: -67 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.6 15.2 56.1 52.6 80.0 78.5: 20.0 21.5
Old : 100.0: 7.7 7.9 24.0 48.1 52.4 79.9 84.4: 20.1 15.6
Other: 100.0: 12.9 15.8 7.1 60.0 52.7 80.0 75.6: 20.0 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 12 7 18 12 30 27:
Old : 24: 6 6 5 10 8 18 17:
Other: 36: 6 11 5 18 12 27 25:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 36.8 53.5 53.0 25.5 22.0 32.9 30.2
Old : 55.5 52.7 70.6 71.4 19.1 18.5 24.1 28.2
Other: 34.7 35.6 51.4 52.4 32.8 28.2 44.8 38.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,000,232: 172,594 181,334 321,042 450,616 364,515 944,252 866,891: 55,980 133,341
Old : 668,102: 147,907 178,637 183,902 301,955 240,565 633,764 603,104: 34,338 64,998
Other: 332,130: 80,481 58,492 81,345 148,661 123,950 310,488 263,787: 21,642 68,343
: : :
: : Changes in Commitments from: April 14, 2015 :
: -50,176: 5,752 -26,524 -10,497 -42,479 -11,842 -47,223 -48,863: -2,952 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.1 32.1 45.1 36.4 94.4 86.7: 5.6 13.3
Old : 100.0: 22.1 26.7 27.5 45.2 36.0 94.9 90.3: 5.1 9.7
Other: 100.0: 24.2 17.6 24.5 44.8 37.3 93.5 79.4: 6.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 181 249 278 176 209 531 586:
Old : 648: 180 234 228 156 185 465 528:
Other: 469: 125 145 142 116 160 323 371:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.6 18.0 16.9 6.2 5.7 10.9 10.3
Old : 11.6 13.0 19.2 20.8 7.5 8.6 13.3 14.3
Other: 15.4 13.1 24.3 19.3 12.8 11.4 21.0 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 419,094: 119,493 72,262 98,660 162,925 217,369 381,078 388,292: 38,016 30,802
Old : 305,243: 117,917 79,720 53,020 106,316 147,469 277,252 280,209: 27,990 25,034
Other: 113,851: 31,834 22,800 15,382 56,609 69,901 103,825 108,083: 10,026 5,768
: : :
: : Changes in Commitments from: April 14, 2015 :
: 10,505: 3,176 -9,043 8,851 -4,981 9,634 7,046 9,441: 3,460 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.2 23.5 38.9 51.9 90.9 92.7: 9.1 7.3
Old : 100.0: 38.6 26.1 17.4 34.8 48.3 90.8 91.8: 9.2 8.2
Other: 100.0: 28.0 20.0 13.5 49.7 61.4 91.2 94.9: 8.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 104 89 136 85 82 277 260:
Old : 329: 123 84 113 81 74 259 235:
Other: 188: 53 57 52 49 41 139 122:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 28.7 15.1 34.7 7.9 26.7 14.5 32.3
Old : 9.6 26.5 17.1 33.6 9.0 25.2 16.2 31.0
Other: 18.1 34.7 29.3 46.9 17.7 32.2 28.8 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 504,867: 51,601 48,840 40,537 263,440 276,711 355,578 366,088: 149,289 138,779
Old : 504,867: 51,601 48,840 40,537 263,440 276,711 355,578 366,088: 149,289 138,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -15,596: -22,126 -834 2,936 11,320 -15,632 -7,870 -13,530: -7,726 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.7 8.0 52.2 54.8 70.4 72.5: 29.6 27.5
Old : 100.0: 10.2 9.7 8.0 52.2 54.8 70.4 72.5: 29.6 27.5
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 : 132: 26 27 38 57 67 102 113:
Old : 132: 26 27 38 57 67 102 113:
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 : 17.9 17.7 26.9 27.0 16.2 15.9 23.7 23.0
Old : 17.9 17.7 26.9 27.0 16.2 15.9 23.7 23.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 580,779: 50,191 86,838 8,381 407,951 396,173 466,523 491,392: 114,255 89,387
Old : 580,779: 50,191 86,838 8,381 407,951 396,173 466,523 491,392: 114,255 89,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -6,201: -2,965 -1,670 887 2,471 -4,204 393 -4,987: -6,594 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.0 1.4 70.2 68.2 80.3 84.6: 19.7 15.4
Old : 100.0: 8.6 15.0 1.4 70.2 68.2 80.3 84.6: 19.7 15.4
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 : 95: 13 13 8 52 49 70 65:
Old : 95: 13 13 8 52 49 70 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 : 24.2 36.5 38.9 48.1 20.6 36.4 31.4 46.3
Old : 24.2 36.5 38.9 48.1 20.6 36.4 31.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,738: 1,941 224 543 3,866 5,737 6,350 6,504: 388 234
Old : 6,738: 1,941 224 543 3,866 5,737 6,350 6,504: 388 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 391: 481 91 0 -107 343 374 434: 17 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.3 8.1 57.4 85.1 94.2 96.5: 5.8 3.5
Old : 100.0: 28.8 3.3 8.1 57.4 85.1 94.2 96.5: 5.8 3.5
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: 13 5 4 15 21 30 28:
Old : 42: 13 5 4 15 21 30 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 : 40.2 62.4 59.6 77.5 35.0 51.9 44.9 56.8
Old : 40.2 62.4 59.6 77.5 35.0 51.9 44.9 56.8
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 406,009: 91,891 82,927 83,406 179,576 199,561 354,874 365,894: 51,135 40,115
Old : 311,790: 87,771 69,958 54,868 130,112 156,763 272,752 281,589: 39,038 30,201
Other: 94,219: 19,403 28,252 13,255 49,464 42,798 82,123 84,305: 12,096 9,914
: : :
: : Changes in Commitments from: April 14, 2015 :
: 1,456: 4,567 -3,299 -1,359 -384 8,309 2,824 3,652: -1,368 -2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 20.4 20.5 44.2 49.2 87.4 90.1: 12.6 9.9
Old : 100.0: 28.2 22.4 17.6 41.7 50.3 87.5 90.3: 12.5 9.7
Other: 100.0: 20.6 30.0 14.1 52.5 45.4 87.2 89.5: 12.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 77 92 101 88 79 230 218:
Old : 288: 89 83 89 86 78 222 209:
Other: 166: 37 45 39 65 47 131 105:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 24.1 16.2 31.3 8.7 20.4 13.7 26.4
Old : 9.8 25.6 16.2 32.9 9.7 24.0 15.4 30.6
Other: 16.1 25.1 25.6 39.1 13.3 18.8 21.5 28.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,277: 676 5,218 2,830 6,559 1,926 10,065 9,974: 2,213 2,303
Old : 10,003: 2,174 5,088 1,249 4,529 1,658 7,952 7,995: 2,051 2,008
Other: 2,274: 5 1,633 78 2,030 268 2,113 1,980: 162 295
: : :
: : Changes in Commitments from: April 14, 2015 :
: 280: 3 152 -176 475 404 302 379: -22 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 42.5 23.1 53.4 15.7 82.0 81.2: 18.0 18.8
Old : 100.0: 21.7 50.9 12.5 45.3 16.6 79.5 79.9: 20.5 20.1
Other: 100.0: 0.2 71.8 3.4 89.3 11.8 92.9 87.0: 7.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 15 27 13 25 15 47 51:
Old : 73: 20 24 11 24 15 46 48:
Other: 28: 1 11 7 12 5 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 28.7 48.6 40.4 32.4 24.4 39.8 31.7
Old : 26.5 30.0 40.3 40.9 26.3 30.0 36.6 38.9
Other: 85.4 65.0 89.7 80.5 85.4 62.8 88.2 77.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,509,761: 464,163 282,192 74,274 847,519 993,575 1,385,955 1,350,040: 123,806 159,721
Old : 1,509,761: 464,163 282,192 74,274 847,519 993,575 1,385,955 1,350,040: 123,806 159,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 70,635: 11,780 -11,747 25,366 38,177 50,517 75,323 64,136: -4,687 6,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 18.7 4.9 56.1 65.8 91.8 89.4: 8.2 10.6
Old : 100.0: 30.7 18.7 4.9 56.1 65.8 91.8 89.4: 8.2 10.6
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 : 270: 54 57 41 99 123 170 204:
Old : 270: 54 57 41 99 123 170 204:
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 : 23.3 27.6 35.3 37.6 22.8 27.1 34.2 34.4
Old : 23.3 27.6 35.3 37.6 22.8 27.1 34.2 34.4
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,361,366: 299,953 471,176 328,428 2,388,565 2,112,690 3,016,946 2,912,294: 344,420 449,072
Old : 3,361,366: 299,953 471,176 328,428 2,388,565 2,112,690 3,016,946 2,912,294: 344,420 449,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 29,654: -54,688 -12,942 25,912 75,676 -6,684 46,900 6,286: -17,246 23,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 14.0 9.8 71.1 62.9 89.8 86.6: 10.2 13.4
Old : 100.0: 8.9 14.0 9.8 71.1 62.9 89.8 86.6: 10.2 13.4
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 : 385: 69 86 96 178 198 300 327:
Old : 385: 69 86 96 178 198 300 327:
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 : 34.8 16.5 43.5 24.9 31.1 14.1 37.3 20.7
Old : 34.8 16.5 43.5 24.9 31.1 14.1 37.3 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,145,896: 377,981 382,290 102,005 1,382,891 1,284,522 1,862,877 1,768,817: 283,018 377,078
Old : 2,145,896: 377,981 382,290 102,005 1,382,891 1,284,522 1,862,877 1,768,817: 283,018 377,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -24,675: 19,947 -28,812 -2,026 -43,996 -11,691 -26,075 -42,528: 1,400 17,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.8 4.8 64.4 59.9 86.8 82.4: 13.2 17.6
Old : 100.0: 17.6 17.8 4.8 64.4 59.9 86.8 82.4: 13.2 17.6
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 : 269: 39 68 54 113 138 188 224:
Old : 269: 39 68 54 113 138 188 224:
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 : 22.0 15.0 35.5 23.7 18.7 11.4 28.2 18.7
Old : 22.0 15.0 35.5 23.7 18.7 11.4 28.2 18.7
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 788,636: 40,505 166,711 158,580 561,336 411,644 760,420 736,935: 28,216 51,701
Old : 788,636: 40,505 166,711 158,580 561,336 411,644 760,420 736,935: 28,216 51,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 21,730: -73 10,203 6,084 16,021 9,536 22,032 25,823: -302 -4,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.1 20.1 71.2 52.2 96.4 93.4: 3.6 6.6
Old : 100.0: 5.1 21.1 20.1 71.2 52.2 96.4 93.4: 3.6 6.6
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 : 127: 13 46 38 47 63 87 123:
Old : 127: 13 46 38 47 63 87 123:
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 : 44.1 18.7 55.6 29.6 30.2 10.0 35.5 16.2
Old : 44.1 18.7 55.6 29.6 30.2 10.0 35.5 16.2
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 50,966: 14,049 8,161 502 28,507 37,225 43,059 45,888: 7,908 5,078
Old : 50,966: 14,049 8,161 502 28,507 37,225 43,059 45,888: 7,908 5,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -4,690: -2,611 32 -299 -1,160 -4,534 -4,070 -4,801: -620 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.0 1.0 55.9 73.0 84.5 90.0: 15.5 10.0
Old : 100.0: 27.6 16.0 1.0 55.9 73.0 84.5 90.0: 15.5 10.0
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 : 94: 31 19 7 27 24 60 48:
Old : 94: 31 19 7 27 24 60 48:
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 : 30.8 45.0 43.2 63.6 30.6 43.3 43.0 61.9
Old : 30.8 45.0 43.2 63.6 30.6 43.3 43.0 61.9
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,932: 28,099 16,323 1,004 57,014 74,450 86,117 91,776: 15,815 10,156
Old : 101,932: 28,099 16,323 1,004 57,014 74,450 86,117 91,776: 15,815 10,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -9,381: -5,222 65 -599 -2,320 -9,068 -8,140 -9,602: -1,240 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.0 1.0 55.9 73.0 84.5 90.0: 15.5 10.0
Old : 100.0: 27.6 16.0 1.0 55.9 73.0 84.5 90.0: 15.5 10.0
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 : 94: 31 19 7 27 24 60 48:
Old : 94: 31 19 7 27 24 60 48:
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 : 30.8 45.0 43.2 63.6 30.6 43.3 43.0 61.9
Old : 30.8 45.0 43.2 63.6 30.6 43.3 43.0 61.9
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,217: 12,803 13,663 876 1,415 678 15,094 15,217: 123 0
Old : 15,217: 12,803 13,663 876 1,415 678 15,094 15,217: 123 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 760: 177 710 50 567 0 794 760: -34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 89.8 5.8 9.3 4.5 99.2 100.0: 0.8 0.0
Old : 100.0: 84.1 89.8 5.8 9.3 4.5 99.2 100.0: 0.8 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 : 32: 19 11 2 2 1 22 13:
Old : 32: 19 11 2 2 1 22 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 : 75.1 67.6 91.2 90.8 71.6 67.6 82.4 85.0
Old : 75.1 67.6 91.2 90.8 71.6 67.6 82.4 85.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 44,909: 35,504 17,545 0 9,241 27,235 44,745 44,780: 164 129
Old : 44,909: 35,504 17,545 0 9,241 27,235 44,745 44,780: 164 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 141: 661 -206 0 -557 390 104 184: 37 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 39.1 0.0 20.6 60.6 99.6 99.7: 0.4 0.3
Old : 100.0: 79.1 39.1 0.0 20.6 60.6 99.6 99.7: 0.4 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 : 46: 7 15 0 7 18 14 33:
Old : 46: 7 15 0 7 18 14 33:
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 : 88.9 53.4 95.5 71.9 82.5 44.8 87.9 63.3
Old : 88.9 53.4 95.5 71.9 82.5 44.8 87.9 63.3
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 37,656: 33,057 12,516 68 4,305 24,946 37,430 37,530: 226 126
Old : 37,656: 33,057 12,516 68 4,305 24,946 37,430 37,530: 226 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -877: 1,053 -904 16 -2,026 26 -957 -862: 80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 33.2 0.2 11.4 66.2 99.4 99.7: 0.6 0.3
Old : 100.0: 87.8 33.2 0.2 11.4 66.2 99.4 99.7: 0.6 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: 9 15 2 5 15 14 32:
Old : 43: 9 15 2 5 15 14 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 59.4 98.5 77.8 95.0 58.9 98.1 77.2
Old : 95.0 59.4 98.5 77.8 95.0 58.9 98.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2015