WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 569,992: 112,388 201,118 183,536 229,855 135,469 525,779 520,123: 44,213 49,869
Old : 565,258: 113,842 200,454 181,882 226,070 134,150 521,793 516,486: 43,464 48,772
Other: 4,734: 86 2,203 115 3,785 1,319 3,986 3,637: 748 1,097
: : :
: : Changes in Commitments from: April 28, 2015 :
: 23,221: -734 6,740 15,136 8,521 763 22,922 22,638: 299 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 35.3 32.2 40.3 23.8 92.2 91.3: 7.8 8.7
Old : 100.0: 20.1 35.5 32.2 40.0 23.7 92.3 91.4: 7.7 8.6
Other: 100.0: 1.8 46.5 2.4 80.0 27.9 84.2 76.8: 15.8 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 150 143 174 114 99 350 347:
Old : 438: 151 144 172 113 99 349 345:
Other: 60: 6 13 7 20 24 31 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 9.4 17.8 16.6 9.7 7.5 15.8 13.9
Old : 11.2 9.5 17.9 16.7 9.8 7.5 15.9 14.0
Other: 59.7 62.5 73.1 68.4 59.7 62.5 73.1 67.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 187,046: 42,657 68,402 39,524 84,618 54,904 166,799 162,830: 20,246 24,216
Old : 185,118: 42,976 68,377 38,913 83,107 54,377 164,996 161,667: 20,121 23,451
Other: 1,928: 2 346 290 1,511 527 1,803 1,163: 125 765
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,092: 228 2,333 2,746 -1,256 -3,728 1,717 1,350: -626 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 36.6 21.1 45.2 29.4 89.2 87.1: 10.8 12.9
Old : 100.0: 23.2 36.9 21.0 44.9 29.4 89.1 87.3: 10.9 12.7
Other: 100.0: 0.1 17.9 15.0 78.4 27.4 93.5 60.3: 6.5 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 57 52 54 73 62 151 151:
Old : 198: 58 52 54 73 61 151 150:
Other: 32: 1 9 7 12 12 19 22:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 15.7 21.6 25.2 10.7 14.3 18.3 22.2
Old : 12.6 15.8 21.8 25.5 10.8 14.5 18.4 22.5
Other: 57.2 37.7 79.9 52.4 50.5 21.4 65.2 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 1,817,160: 355,985 415,496 508,343 796,306 627,260 1,660,634 1,551,098: 156,526 266,062
Old : 1,115,974: 280,522 405,092 261,812 480,058 326,756 1,022,392 993,660: 93,582 122,314
Other: 701,186: 146,408 81,349 175,586 316,248 300,504 638,242 557,438: 62,944 143,748
: : :
: : Changes in Commitments from: April 28, 2015 :
: 46,223: 14,810 44,911 3,605 29,880 4,029 48,295 52,544: -2,073 -6,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.9 28.0 43.8 34.5 91.4 85.4: 8.6 14.6
Old : 100.0: 25.1 36.3 23.5 43.0 29.3 91.6 89.0: 8.4 11.0
Other: 100.0: 20.9 11.6 25.0 45.1 42.9 91.0 79.5: 9.0 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 191 214 233 289 294 606 638:
Old : 713: 176 198 173 248 249 512 537:
Other: 598: 143 119 136 204 262 420 450:
:----------------------------------------------------------------------------------------------------
: 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 9.6 18.0 15.6 7.2 6.1 12.2 10.4
Old : 10.4 10.0 18.3 17.8 9.7 8.8 16.5 15.3
Other: 15.0 15.0 23.0 22.0 8.6 7.2 15.4 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 8,895: 961 1,071 918 5,220 4,803 7,099 6,792: 1,796 2,103
Old : 8,895: 961 1,071 918 5,220 4,803 7,099 6,792: 1,796 2,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 389: 469 59 104 -45 373 528 536: -138 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.0 10.3 58.7 54.0 79.8 76.4: 20.2 23.6
Old : 100.0: 10.8 12.0 10.3 58.7 54.0 79.8 76.4: 20.2 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 : 41: 9 11 6 19 13 29 29:
Old : 41: 9 11 6 19 13 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 35.5 51.6 50.4 25.3 20.7 34.2 30.1
Old : 35.5 35.5 51.6 50.4 25.3 20.7 34.2 30.1
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 with Delta-adjusted Options and Futures Combined, May 5, 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 : 888,556: 192,742 171,946 253,849 392,837 329,310 839,428 755,104: 49,128 133,452
Old : 515,813: 162,297 152,987 105,470 221,955 198,217 489,722 456,674: 26,091 59,139
Other: 372,743: 87,040 75,554 91,783 170,882 131,093 349,705 298,430: 23,038 74,313
: : :
: : Changes in Commitments from: April 28, 2015 :
: 7,064: 5,362 312 4,749 1,356 1,033 11,467 6,095: -4,402 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.4 28.6 44.2 37.1 94.5 85.0: 5.5 15.0
Old : 100.0: 31.5 29.7 20.4 43.0 38.4 94.9 88.5: 5.1 11.5
Other: 100.0: 23.4 20.3 24.6 45.8 35.2 93.8 80.1: 6.2 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 169 233 249 167 210 502 545:
Old : 611: 162 217 172 137 177 405 464:
Other: 502: 142 145 147 129 169 350 388:
:----------------------------------------------------------------------------------------------------
: 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 8.3 17.9 15.3 6.7 6.7 12.0 11.5
Old : 10.8 11.7 18.9 21.0 9.5 10.9 16.8 17.9
Other: 18.0 12.4 26.0 18.7 15.2 10.9 22.3 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 411,477: 130,592 67,793 79,118 158,334 235,903 368,045 382,814: 43,432 28,663
Old : 271,891: 125,279 78,671 27,946 88,775 143,451 242,000 250,067: 29,891 21,824
Other: 139,585: 40,112 23,920 16,373 69,560 92,453 126,045 132,746: 13,541 6,839
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,094: 10,436 -12,773 -2,595 -12,473 18,993 -4,632 3,624: 5,726 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 16.5 19.2 38.5 57.3 89.4 93.0: 10.6 7.0
Old : 100.0: 46.1 28.9 10.3 32.7 52.8 89.0 92.0: 11.0 8.0
Other: 100.0: 28.7 17.1 11.7 49.8 66.2 90.3 95.1: 9.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 110 87 108 77 78 253 228:
Old : 307: 116 87 73 70 69 223 197:
Other: 192: 64 50 49 49 50 137 126:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 30.3 16.4 38.8 8.5 28.3 15.5 34.3
Old : 11.5 28.1 19.5 36.8 10.7 26.2 18.6 34.3
Other: 20.1 37.5 30.1 49.5 19.8 35.9 29.1 47.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 556,011: 53,114 45,247 63,758 299,065 294,855 415,936 403,860: 140,074 152,150
Old : 556,011: 53,114 45,247 63,758 299,065 294,855 415,936 403,860: 140,074 152,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 62,372: -972 -5,400 28,275 43,761 38,869 71,064 61,743: -8,692 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.1 11.5 53.8 53.0 74.8 72.6: 25.2 27.4
Old : 100.0: 9.6 8.1 11.5 53.8 53.0 74.8 72.6: 25.2 27.4
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 : 137: 27 25 32 64 68 107 109:
Old : 137: 27 25 32 64 68 107 109:
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 : 18.2 13.8 26.2 22.9 14.8 12.3 20.9 19.0
Old : 18.2 13.8 26.2 22.9 14.8 12.3 20.9 19.0
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, May 5, 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 : 582,757: 46,685 79,504 7,607 408,612 395,328 462,904 482,439: 119,853 100,318
Old : 582,757: 46,685 79,504 7,607 408,612 395,328 462,904 482,439: 119,853 100,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5,753: -507 -5,220 -336 4,327 6,113 3,484 557: 2,269 5,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.6 1.3 70.1 67.8 79.4 82.8: 20.6 17.2
Old : 100.0: 8.0 13.6 1.3 70.1 67.8 79.4 82.8: 20.6 17.2
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 : 89: 11 11 5 52 49 65 63:
Old : 89: 11 11 5 52 49 65 63:
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 37.6 40.7 47.7 22.5 37.5 33.3 46.8
Old : 26.0 37.6 40.7 47.7 22.5 37.5 33.3 46.8
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, May 5, 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 : 7,705: 2,703 548 1,441 3,145 5,441 7,289 7,430: 416 275
Old : 7,705: 2,703 548 1,441 3,145 5,441 7,289 7,430: 416 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 200: 144 170 -6 25 24 163 188: 37 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.1 18.7 40.8 70.6 94.6 96.4: 5.4 3.6
Old : 100.0: 35.1 7.1 18.7 40.8 70.6 94.6 96.4: 5.4 3.6
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: 14 4 5 13 20 30 26:
Old : 40: 14 4 5 13 20 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 64.1 64.4 79.3 38.4 48.6 47.5 55.6
Old : 42.8 64.1 64.4 79.3 38.4 48.6 47.5 55.6
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, May 5, 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 : 382,696: 96,049 77,210 67,914 170,467 199,856 334,430 344,981: 48,265 37,715
Old : 271,144: 86,962 63,451 39,743 111,307 141,173 238,013 244,368: 33,131 26,775
Other: 111,552: 23,258 27,930 14,000 59,159 58,683 96,418 100,612: 15,135 10,940
: : :
: : Changes in Commitments from: April 28, 2015 :
: 2,370: -1,278 646 639 2,196 -353 1,557 932: 814 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 20.2 17.7 44.5 52.2 87.4 90.1: 12.6 9.9
Old : 100.0: 32.1 23.4 14.7 41.1 52.1 87.8 90.1: 12.2 9.9
Other: 100.0: 20.8 25.0 12.6 53.0 52.6 86.4 90.2: 13.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 78 81 81 81 75 206 195:
Old : 264: 86 75 65 79 71 195 181:
Other: 168: 41 46 32 63 49 125 107:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 27.7 17.2 34.8 9.9 23.4 15.3 29.2
Old : 11.5 28.4 18.2 36.1 11.5 26.3 18.1 33.9
Other: 14.2 28.8 24.5 42.1 12.3 22.5 20.1 32.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 11,343: 677 5,418 1,997 6,652 1,691 9,326 9,106: 2,017 2,238
Old : 8,218: 2,221 5,077 322 3,896 1,099 6,439 6,498: 1,779 1,720
Other: 3,125: 8 1,893 123 2,756 592 2,887 2,608: 239 518
: : :
: : Changes in Commitments from: April 28, 2015 :
: -406: 44 48 -137 44 -184 -48 -273: -358 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 47.8 17.6 58.6 14.9 82.2 80.3: 17.8 19.7
Old : 100.0: 27.0 61.8 3.9 47.4 13.4 78.4 79.1: 21.6 20.9
Other: 100.0: 0.3 60.6 3.9 88.2 18.9 92.4 83.4: 7.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 12 30 13 21 13 42 50:
Old : 70: 20 24 9 19 10 40 42:
Other: 30: 1 16 8 8 6 16 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 : 43.0 30.0 54.7 42.0 39.4 26.7 47.0 35.0
Old : 28.0 35.9 43.4 47.3 28.0 35.9 43.3 47.3
Other: 85.8 54.3 90.6 68.3 85.7 52.4 88.3 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 1,486,041: 452,317 277,015 53,425 860,773 996,200 1,366,515 1,326,639: 119,526 159,402
Old : 1,486,041: 452,317 277,015 53,425 860,773 996,200 1,366,515 1,326,639: 119,526 159,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -22,483: -7,556 -4,110 -7,384 1,569 -4,279 -13,371 -15,772: -9,112 -6,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.6 3.6 57.9 67.0 92.0 89.3: 8.0 10.7
Old : 100.0: 30.4 18.6 3.6 57.9 67.0 92.0 89.3: 8.0 10.7
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 : 258: 58 46 31 95 123 165 188:
Old : 258: 58 46 31 95 123 165 188:
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 : 23.9 27.8 36.6 37.6 23.7 27.8 35.5 35.2
Old : 23.9 27.8 36.6 37.6 23.7 27.8 35.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 3,485,889: 298,167 492,183 384,660 2,470,666 2,144,882 3,153,492 3,021,725: 332,397 464,164
Old : 3,485,889: 298,167 492,183 384,660 2,470,666 2,144,882 3,153,492 3,021,725: 332,397 464,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 207,954: -45,194 32,905 100,177 176,891 45,373 231,874 178,455: -23,920 29,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.1 11.0 70.9 61.5 90.5 86.7: 9.5 13.3
Old : 100.0: 8.6 14.1 11.0 70.9 61.5 90.5 86.7: 9.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 75 93 101 180 201 310 340:
Old : 404: 75 93 101 180 201 310 340:
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 : 31.6 15.9 41.0 23.9 29.0 12.9 36.5 18.4
Old : 31.6 15.9 41.0 23.9 29.0 12.9 36.5 18.4
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, May 5, 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 : 2,209,527: 327,807 400,471 123,798 1,497,843 1,318,394 1,949,448 1,842,663: 260,079 366,864
Old : 2,209,527: 327,807 400,471 123,798 1,497,843 1,318,394 1,949,448 1,842,663: 260,079 366,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 70,039: -41,875 28,445 48,514 106,443 -8,513 113,081 68,446: -43,043 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.1 5.6 67.8 59.7 88.2 83.4: 11.8 16.6
Old : 100.0: 14.8 18.1 5.6 67.8 59.7 88.2 83.4: 11.8 16.6
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 : 274: 41 70 54 109 142 184 232:
Old : 274: 41 70 54 109 142 184 232:
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 : 22.9 13.5 35.4 22.4 19.0 11.0 27.6 17.9
Old : 22.9 13.5 35.4 22.4 19.0 11.0 27.6 17.9
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, May 5, 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 : 787,544: 35,282 160,815 160,646 569,351 412,820 765,279 734,282: 22,265 53,262
Old : 787,544: 35,282 160,815 160,646 569,351 412,820 765,279 734,282: 22,265 53,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -35,706: -4,171 -7,234 -7,286 -21,596 -25,020 -33,053 -39,540: -2,654 3,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 20.4 20.4 72.3 52.4 97.2 93.2: 2.8 6.8
Old : 100.0: 4.5 20.4 20.4 72.3 52.4 97.2 93.2: 2.8 6.8
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 : 126: 15 43 36 49 64 86 123:
Old : 126: 15 43 36 49 64 86 123:
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 : 45.2 14.2 56.3 25.9 34.7 10.6 40.0 17.2
Old : 45.2 14.2 56.3 25.9 34.7 10.6 40.0 17.2
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, May 5, 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 : 54,127: 13,785 10,084 406 31,784 37,695 45,975 48,184: 8,151 5,943
Old : 54,127: 13,785 10,084 406 31,784 37,695 45,975 48,184: 8,151 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,021: -2,601 1,793 -832 -905 -5,010 -4,337 -4,048: 316 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.6 0.7 58.7 69.6 84.9 89.0: 15.1 11.0
Old : 100.0: 25.5 18.6 0.7 58.7 69.6 84.9 89.0: 15.1 11.0
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 : 98: 30 23 6 30 24 63 50:
Old : 98: 30 23 6 30 24 63 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 : 30.2 41.6 43.1 59.5 30.0 40.0 43.0 57.9
Old : 30.2 41.6 43.1 59.5 30.0 40.0 43.0 57.9
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, May 5, 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 : 108,253: 27,571 20,167 811 63,569 75,390 91,951 96,368: 16,302 11,885
Old : 108,253: 27,571 20,167 811 63,569 75,390 91,951 96,368: 16,302 11,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,042: -5,202 3,587 -1,663 -1,809 -10,020 -8,675 -8,097: 633 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.6 0.7 58.7 69.6 84.9 89.0: 15.1 11.0
Old : 100.0: 25.5 18.6 0.7 58.7 69.6 84.9 89.0: 15.1 11.0
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 : 98: 30 23 6 30 24 63 50:
Old : 98: 30 23 6 30 24 63 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 : 30.2 41.6 43.1 59.5 30.0 40.0 43.0 57.9
Old : 30.2 41.6 43.1 59.5 30.0 40.0 43.0 57.9
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, May 5, 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 : 17,498: 14,049 15,958 862 2,467 678 17,378 17,498: 120 0
Old : 17,498: 14,049 15,958 862 2,467 678 17,378 17,498: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 174: 893 199 -25 -700 0 168 174: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 91.2 4.9 14.1 3.9 99.3 100.0: 0.7 0.0
Old : 100.0: 80.3 91.2 4.9 14.1 3.9 99.3 100.0: 0.7 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 : 33: 19 12 2 2 1 22 14:
Old : 33: 19 12 2 2 1 22 14:
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 : 76.0 65.2 89.9 88.4 72.3 65.2 83.1 85.2
Old : 76.0 65.2 89.9 88.4 72.3 65.2 83.1 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 48,765: 41,804 18,467 21 6,369 29,611 48,194 48,099: 571 666
Old : 48,765: 41,804 18,467 21 6,369 29,611 48,194 48,099: 571 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,128: 3,355 1,489 0 -641 2,009 2,714 3,498: 414 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 37.9 0.0 13.1 60.7 98.8 98.6: 1.2 1.4
Old : 100.0: 85.7 37.9 0.0 13.1 60.7 98.8 98.6: 1.2 1.4
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 : 45: 8 14 1 7 17 15 32:
Old : 45: 8 14 1 7 17 15 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 : 90.3 51.3 96.0 73.0 90.3 51.2 95.9 72.8
Old : 90.3 51.3 96.0 73.0 90.3 51.2 95.9 72.8
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, May 5, 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 : 38,081: 35,976 11,984 151 1,830 25,822 37,957 37,957: 124 124
Old : 38,081: 35,976 11,984 151 1,830 25,822 37,957 37,957: 124 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 831: 2,652 -9 -93 -1,652 916 907 814: -76 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 31.5 0.4 4.8 67.8 99.7 99.7: 0.3 0.3
Old : 100.0: 94.5 31.5 0.4 4.8 67.8 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 : 48: 11 18 1 4 16 15 35:
Old : 48: 11 18 1 4 16 15 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 58.3 98.9 76.1 93.1 58.3 98.5 76.1
Old : 93.5 58.3 98.9 76.1 93.1 58.3 98.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015