WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 593,389: 111,143 139,228 220,366 220,240 186,892 551,749 546,487: 41,640 46,902
Old : 582,257: 111,224 138,781 216,662 213,559 182,552 541,445 537,996: 40,812 44,261
Other: 11,132: 1,068 1,596 2,555 6,681 4,340 10,304 8,491: 828 2,641
: : :
: : Changes in Commitments from: June 2, 2015 :
: 17,701: 8,126 -31,901 19,626 -9,891 28,788 17,860 16,512: -159 1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.5 37.1 37.1 31.5 93.0 92.1: 7.0 7.9
Old : 100.0: 19.1 23.8 37.2 36.7 31.4 93.0 92.4: 7.0 7.6
Other: 100.0: 9.6 14.3 23.0 60.0 39.0 92.6 76.3: 7.4 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 125 155 187 108 111 360 343:
Old : 429: 128 156 186 108 111 359 343:
Other: 83: 15 17 16 23 36 46 62:
:----------------------------------------------------------------------------------------------------
: 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 9.5 18.5 17.5 8.8 7.6 14.7 13.7
Old : 11.2 9.6 18.5 17.6 8.8 7.7 14.7 14.0
Other: 53.2 32.3 68.4 45.4 40.2 21.1 51.1 27.6
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 6,517: 3,403 4,161 1,289 1,553 936 6,245 6,386: 271 131
Old : 6,517: 3,403 4,161 1,289 1,553 936 6,245 6,386: 271 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 557: -350 588 177 769 -273 596 492: -38 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 63.9 19.8 23.8 14.4 95.8 98.0: 4.2 2.0
Old : 100.0: 52.2 63.9 19.8 23.8 14.4 95.8 98.0: 4.2 2.0
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 : 21: 9 7 9 2 5 17 15:
Old : 21: 9 7 9 2 5 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 68.3 82.6 88.1 55.4 56.2 66.0 69.0
Old : 67.0 68.3 82.6 88.1 55.4 56.2 66.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 180,195: 41,093 50,465 41,708 76,945 61,244 159,746 153,417: 20,450 26,779
Old : 174,949: 40,145 50,278 40,144 74,398 59,626 154,688 150,048: 20,262 24,901
Other: 5,246: 2,010 1,250 501 2,547 1,618 5,058 3,368: 188 1,878
: : :
: : Changes in Commitments from: June 2, 2015 :
: -138: -80 -3,869 618 -1,940 1,752 -1,402 -1,499: 1,264 1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 28.0 23.1 42.7 34.0 88.7 85.1: 11.3 14.9
Old : 100.0: 22.9 28.7 22.9 42.5 34.1 88.4 85.8: 11.6 14.2
Other: 100.0: 38.3 23.8 9.6 48.5 30.8 96.4 64.2: 3.6 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 36 55 59 67 66 139 157:
Old : 187: 39 56 58 67 66 138 156:
Other: 46: 5 13 7 12 18 21 34:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 16.8 24.2 27.7 13.5 13.7 21.8 21.6
Old : 14.8 17.3 24.7 28.5 13.9 14.1 22.4 22.4
Other: 74.1 24.4 85.2 40.8 74.1 23.3 82.6 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 1,982,262: 389,461 428,041 570,002 852,944 711,972 1,812,408 1,710,016: 169,855 272,246
Old : 1,155,189: 283,927 405,515 279,414 494,267 361,626 1,057,609 1,046,555: 97,580 108,634
Other: 827,073: 192,948 109,941 203,174 358,677 350,346 754,799 663,461: 72,275 163,613
: : :
: : Changes in Commitments from: June 2, 2015 :
: 15,161: -3,887 -50,430 32,406 -11,348 23,905 17,171 5,881: -2,010 9,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.6 28.8 43.0 35.9 91.4 86.3: 8.6 13.7
Old : 100.0: 24.6 35.1 24.2 42.8 31.3 91.6 90.6: 8.4 9.4
Other: 100.0: 23.3 13.3 24.6 43.4 42.4 91.3 80.2: 8.7 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 195 208 268 281 289 637 638:
Old : 712: 198 189 192 244 239 543 526:
Other: 632: 157 150 144 199 260 435 480:
:----------------------------------------------------------------------------------------------------
: 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 10.0 17.8 16.5 7.2 5.8 11.7 10.5
Old : 10.2 10.8 18.1 18.8 8.6 9.7 15.0 16.5
Other: 14.4 15.3 20.9 22.7 8.9 7.1 14.3 11.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 10,151: 1,171 1,019 997 6,275 6,432 8,443 8,448: 1,708 1,704
Old : 10,151: 1,171 1,019 997 6,275 6,432 8,443 8,448: 1,708 1,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 88: -136 -74 62 395 410 321 397: -233 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.0 9.8 61.8 63.4 83.2 83.2: 16.8 16.8
Old : 100.0: 11.5 10.0 9.8 61.8 63.4 83.2 83.2: 16.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 9 5 21 15 30 28:
Old : 39: 8 9 5 21 15 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 : 36.4 42.4 55.8 61.3 25.2 23.9 34.4 34.6
Old : 36.4 42.4 55.8 61.3 25.2 23.9 34.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 991,973: 185,173 206,058 311,513 437,137 342,319 933,823 859,890: 58,151 132,083
Old : 429,416: 124,587 134,279 110,104 166,880 138,511 401,571 382,893: 27,845 46,523
Other: 562,557: 117,154 128,347 144,841 270,257 203,809 532,252 476,997: 30,306 85,560
: : :
: : Changes in Commitments from: June 2, 2015 :
: 8,619: -2,449 -15,206 12,318 -3,920 13,406 5,949 10,518: 2,670 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.8 31.4 44.1 34.5 94.1 86.7: 5.9 13.3
Old : 100.0: 29.0 31.3 25.6 38.9 32.3 93.5 89.2: 6.5 10.8
Other: 100.0: 20.8 22.8 25.7 48.0 36.2 94.6 84.8: 5.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 670: 162 261 278 173 202 515 579:
Old : 567: 159 196 169 137 153 392 423:
Other: 563: 148 195 191 138 178 396 460:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 8.4 16.3 14.6 6.9 6.3 12.0 10.8
Old : 10.5 12.2 18.2 19.3 9.8 10.6 16.9 16.3
Other: 14.3 10.0 22.0 16.6 12.1 8.2 18.7 13.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 463,167: 150,956 44,844 104,595 161,831 281,894 417,383 431,333: 45,784 31,835
Old : 240,006: 105,494 44,748 36,965 70,274 139,099 212,732 220,812: 27,273 19,194
Other: 223,162: 81,135 35,768 31,958 91,558 142,795 204,651 210,521: 18,511 12,641
: : :
: : Changes in Commitments from: June 2, 2015 :
: 14,117: 13,504 -3,542 3,186 -3,816 11,354 12,874 10,998: 1,243 3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 9.7 22.6 34.9 60.9 90.1 93.1: 9.9 6.9
Old : 100.0: 44.0 18.6 15.4 29.3 58.0 88.6 92.0: 11.4 8.0
Other: 100.0: 36.4 16.0 14.3 41.0 64.0 91.7 94.3: 8.3 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 119 71 117 80 86 271 228:
Old : 296: 121 65 78 72 79 226 193:
Other: 244: 80 73 73 59 57 189 156:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 29.2 14.7 38.4 7.9 26.9 13.7 34.9
Old : 10.7 25.7 17.5 35.6 9.3 23.5 15.9 32.9
Other: 14.8 35.9 23.7 45.1 14.8 33.0 23.4 42.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 613,868: 69,096 41,318 74,989 336,261 327,247 480,346 443,555: 133,521 170,313
Old : 613,868: 69,096 41,318 74,989 336,261 327,247 480,346 443,555: 133,521 170,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 31,553: 4,587 -13,055 13,671 17,848 33,241 36,106 33,857: -4,553 -2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.7 12.2 54.8 53.3 78.2 72.3: 21.8 27.7
Old : 100.0: 11.3 6.7 12.2 54.8 53.3 78.2 72.3: 21.8 27.7
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 : 138: 30 24 39 64 75 110 122:
Old : 138: 30 24 39 64 75 110 122:
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 : 21.5 12.4 30.8 21.2 19.5 11.6 27.1 18.2
Old : 21.5 12.4 30.8 21.2 19.5 11.6 27.1 18.2
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, June 9, 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 : 617,027: 55,734 88,126 7,315 439,265 425,706 502,314 521,147: 114,713 95,879
Old : 617,027: 55,734 88,126 7,315 439,265 425,706 502,314 521,147: 114,713 95,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -9,300: 10,593 3,424 206 -21,829 -5,786 -11,030 -2,156: 1,730 -7,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.3 1.2 71.2 69.0 81.4 84.5: 18.6 15.5
Old : 100.0: 9.0 14.3 1.2 71.2 69.0 81.4 84.5: 18.6 15.5
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 : 98: 13 15 8 51 53 67 73:
Old : 98: 13 15 8 51 53 67 73:
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 : 26.7 39.4 40.7 48.8 23.8 37.5 32.9 45.3
Old : 26.7 39.4 40.7 48.8 23.8 37.5 32.9 45.3
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, June 9, 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 : 7,440: 3,071 716 1,257 2,803 5,239 7,131 7,212: 309 228
Old : 7,440: 3,071 716 1,257 2,803 5,239 7,131 7,212: 309 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -221: -66 -27 -6 -112 -205 -184 -238: -37 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 9.6 16.9 37.7 70.4 95.8 96.9: 4.2 3.1
Old : 100.0: 41.3 9.6 16.9 37.7 70.4 95.8 96.9: 4.2 3.1
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 : 39: 15 5 6 11 15 32 22:
Old : 39: 15 5 6 11 15 32 22:
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 : 41.5 62.8 65.0 77.9 38.4 52.3 53.3 62.1
Old : 41.5 62.8 65.0 77.9 38.4 52.3 53.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 467,084: 105,843 87,681 103,711 205,097 238,401 414,651 429,793: 52,433 37,291
Old : 241,978: 79,551 56,051 45,175 87,941 118,293 212,666 219,519: 29,311 22,458
Other: 225,107: 49,794 55,131 35,035 117,156 120,108 201,985 210,274: 23,122 14,833
: : :
: : Changes in Commitments from: June 2, 2015 :
: 9,368: 4,122 -6,106 6,614 -6,177 10,483 4,559 10,992: 4,809 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.8 22.2 43.9 51.0 88.8 92.0: 11.2 8.0
Old : 100.0: 32.9 23.2 18.7 36.3 48.9 87.9 90.7: 12.1 9.3
Other: 100.0: 22.1 24.5 15.6 52.0 53.4 89.7 93.4: 10.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 79 95 109 87 89 240 237:
Old : 290: 90 82 83 79 81 218 204:
Other: 226: 63 65 62 74 60 170 158:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 22.4 17.8 30.7 8.1 15.7 12.8 21.9
Old : 11.3 18.9 19.2 27.2 9.6 16.6 16.7 24.7
Other: 12.6 28.1 21.0 38.8 9.9 19.8 17.1 28.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 12,753: 962 5,381 2,963 6,116 2,058 10,041 10,401: 2,712 2,352
Old : 7,442: 2,909 4,345 394 2,302 1,119 5,606 5,859: 1,836 1,583
Other: 5,311: 478 3,460 144 3,814 939 4,436 4,543: 876 768
: : :
: : Changes in Commitments from: June 2, 2015 :
: -188: -160 -568 -26 -272 100 -458 -494: 270 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 42.2 23.2 48.0 16.1 78.7 81.6: 21.3 18.4
Old : 100.0: 39.1 58.4 5.3 30.9 15.0 75.3 78.7: 24.7 21.3
Other: 100.0: 9.0 65.1 2.7 71.8 17.7 83.5 85.5: 16.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 14 26 21 20 10 52 51:
Old : 64: 27 18 8 14 10 41 36:
Other: 52: 8 26 7 12 6 25 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 27.3 47.3 39.4 33.3 23.7 39.1 32.7
Old : 27.8 37.9 40.8 50.6 27.7 37.9 40.4 50.5
Other: 62.2 36.7 70.2 53.8 62.2 36.5 70.2 53.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 1,193,280: 355,661 279,080 50,237 677,044 716,598 1,082,942 1,045,915: 110,338 147,365
Old : 1,193,280: 355,661 279,080 50,237 677,044 716,598 1,082,942 1,045,915: 110,338 147,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 5,322: -64,254 17,635 22,485 54,683 -32,868 12,914 7,251: -7,592 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 23.4 4.2 56.7 60.1 90.8 87.7: 9.2 12.3
Old : 100.0: 29.8 23.4 4.2 56.7 60.1 90.8 87.7: 9.2 12.3
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 : 271: 55 56 35 97 125 169 199:
Old : 271: 55 56 35 97 125 169 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 20.8 34.1 29.5 20.8 20.8 32.4 29.2
Old : 20.9 20.8 34.1 29.5 20.8 20.8 32.4 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 3,558,573: 388,927 426,460 454,254 2,422,800 2,191,861 3,265,981 3,072,575: 292,592 485,998
Old : 3,558,573: 388,927 426,460 454,254 2,422,800 2,191,861 3,265,981 3,072,575: 292,592 485,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 121,115: 58,412 28,676 45,331 44,914 52,875 148,657 126,883: -27,542 -5,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.0 12.8 68.1 61.6 91.8 86.3: 8.2 13.7
Old : 100.0: 10.9 12.0 12.8 68.1 61.6 91.8 86.3: 8.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 72 99 101 177 191 313 327:
Old : 395: 72 99 101 177 191 313 327:
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 : 29.5 13.0 39.7 21.2 27.1 10.7 32.9 16.2
Old : 29.5 13.0 39.7 21.2 27.1 10.7 32.9 16.2
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, June 9, 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 : 2,280,346: 299,300 371,739 180,438 1,563,037 1,346,831 2,042,775 1,899,009: 237,571 381,337
Old : 2,280,346: 299,300 371,739 180,438 1,563,037 1,346,831 2,042,775 1,899,009: 237,571 381,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 50,452: -52,861 -18,182 27,331 90,684 44,541 65,153 53,690: -14,702 -3,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.3 7.9 68.5 59.1 89.6 83.3: 10.4 16.7
Old : 100.0: 13.1 16.3 7.9 68.5 59.1 89.6 83.3: 10.4 16.7
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 : 272: 43 60 45 113 145 180 226:
Old : 272: 43 60 45 113 145 180 226:
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 : 24.8 13.8 37.3 21.6 22.1 12.3 30.5 18.4
Old : 24.8 13.8 37.3 21.6 22.1 12.3 30.5 18.4
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, June 9, 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 : 837,878: 19,487 172,615 177,273 618,830 432,270 815,590 782,158: 22,288 55,720
Old : 837,878: 19,487 172,615 177,273 618,830 432,270 815,590 782,158: 22,288 55,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 37,055: 6,529 9,231 7,854 25,921 21,940 40,305 39,025: -3,250 -1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 20.6 21.2 73.9 51.6 97.3 93.3: 2.7 6.7
Old : 100.0: 2.3 20.6 21.2 73.9 51.6 97.3 93.3: 2.7 6.7
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 : 132: 15 45 36 51 67 88 129:
Old : 132: 15 45 36 51 67 88 129:
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 : 47.5 15.0 57.9 26.0 35.5 12.6 41.0 19.3
Old : 47.5 15.0 57.9 26.0 35.5 12.6 41.0 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 59,247: 11,711 11,708 1,020 37,912 41,055 50,644 53,783: 8,603 5,464
Old : 59,247: 11,711 11,708 1,020 37,912 41,055 50,644 53,783: 8,603 5,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 667: -5,588 542 325 5,983 858 721 1,725: -53 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.8 1.7 64.0 69.3 85.5 90.8: 14.5 9.2
Old : 100.0: 19.8 19.8 1.7 64.0 69.3 85.5 90.8: 14.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 29 18 7 34 29 65 52:
Old : 94: 29 18 7 34 29 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 41.2 44.6 59.3 29.1 35.1 41.2 53.2
Old : 29.1 41.2 44.6 59.3 29.1 35.1 41.2 53.2
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, June 9, 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 : 118,495: 23,422 23,416 2,041 75,825 82,110 101,288 107,567: 17,207 10,928
Old : 118,495: 23,422 23,416 2,041 75,825 82,110 101,288 107,567: 17,207 10,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 1,334: -11,176 1,084 651 11,967 1,716 1,441 3,450: -107 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.8 1.7 64.0 69.3 85.5 90.8: 14.5 9.2
Old : 100.0: 19.8 19.8 1.7 64.0 69.3 85.5 90.8: 14.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 29 18 7 34 29 65 52:
Old : 94: 29 18 7 34 29 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 41.2 44.6 59.3 29.1 35.1 41.2 53.2
Old : 29.1 41.2 44.6 59.3 29.1 35.1 41.2 53.2
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, June 9, 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 : 16,216: 13,119 14,512 996 2,015 678 16,130 16,186: 86 30
Old : 16,216: 13,119 14,512 996 2,015 678 16,130 16,186: 86 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -325: -640 -557 207 99 0 -334 -350: 9 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 89.5 6.1 12.4 4.2 99.5 99.8: 0.5 0.2
Old : 100.0: 80.9 89.5 6.1 12.4 4.2 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 13 3 2 1 18 15:
Old : 29: 14 13 3 2 1 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 67.0 93.4 86.0 77.3 64.0 85.6 80.4
Old : 78.7 67.0 93.4 86.0 77.3 64.0 85.6 80.4
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, June 9, 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 : 55,724: 42,261 22,043 3,334 10,019 30,290 55,614 55,667: 110 57
Old : 55,724: 42,261 22,043 3,334 10,019 30,290 55,614 55,667: 110 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 6,332: 682 1,902 3,313 2,328 1,172 6,323 6,387: 9 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 39.6 6.0 18.0 54.4 99.8 99.9: 0.2 0.1
Old : 100.0: 75.8 39.6 6.0 18.0 54.4 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 15 3 7 21 15 39:
Old : 48: 8 15 3 7 21 15 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.2 47.0 97.2 68.8 87.1 46.8 91.1 67.1
Old : 92.2 47.0 97.2 68.8 87.1 46.8 91.1 67.1
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, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 36,824: 29,934 11,858 581 6,240 24,301 36,755 36,740: 69 84
Old : 36,824: 29,934 11,858 581 6,240 24,301 36,755 36,740: 69 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -915: -2,404 661 303 1,215 -1,827 -886 -863: -29 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 32.2 1.6 16.9 66.0 99.8 99.8: 0.2 0.2
Old : 100.0: 81.3 32.2 1.6 16.9 66.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 12 3 5 14 16 29:
Old : 40: 11 12 3 5 14 16 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 : 94.6 59.2 98.6 76.2 93.1 59.1 96.6 75.2
Old : 94.6 59.2 98.6 76.2 93.1 59.1 96.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015