WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 514,245: 118,504 110,281 169,588 182,969 186,231 471,061 466,101: 43,185 48,145
Old : 500,081: 118,504 110,732 164,932 174,762 179,597 458,198 455,261: 41,883 44,820
Other: 14,165: 1,573 1,123 3,083 8,207 6,634 12,863 10,840: 1,302 3,324
: : :
: : Changes in Commitments from: June 23, 2015 :
: -59,290: 19,183 -36,405 -35,428 -43,286 10,422 -59,531 -61,411: 241 2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.4 33.0 35.6 36.2 91.6 90.6: 8.4 9.4
Old : 100.0: 23.7 22.1 33.0 34.9 35.9 91.6 91.0: 8.4 9.0
Other: 100.0: 11.1 7.9 21.8 57.9 46.8 90.8 76.5: 9.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 132 129 144 103 124 323 317:
Old : 411: 131 131 143 103 122 322 315:
Other: 101: 18 17 18 25 51 51 80:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.1 19.2 21.0 10.8 11.3 17.4 17.1
Old : 12.0 13.2 19.3 21.3 10.8 11.5 17.6 17.4
Other: 43.0 27.4 57.9 39.4 29.5 16.2 43.4 23.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 192,556: 56,572 56,498 32,324 86,084 77,856 174,980 166,678: 17,576 25,878
Old : 184,103: 55,950 56,060 30,407 80,503 74,122 166,859 160,590: 17,243 23,513
Other: 8,453: 2,092 1,907 448 5,581 3,733 8,121 6,088: 333 2,365
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,457: 9,189 -6,804 -5,376 2,235 13,761 6,048 1,581: -2,592 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 29.3 16.8 44.7 40.4 90.9 86.6: 9.1 13.4
Old : 100.0: 30.4 30.5 16.5 43.7 40.3 90.6 87.2: 9.4 12.8
Other: 100.0: 24.7 22.6 5.3 66.0 44.2 96.1 72.0: 3.9 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 51 51 55 68 68 148 156:
Old : 202: 53 51 54 68 68 147 155:
Other: 61: 6 13 7 14 30 24 46:
:----------------------------------------------------------------------------------------------------
: 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 22.2 29.7 31.2 13.7 11.8 21.0 19.4
Old : 20.2 23.2 29.3 32.6 14.3 14.0 21.8 21.9
Other: 80.2 28.2 87.6 44.3 80.2 28.1 86.5 43.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,872,560: 409,609 298,434 542,576 755,035 763,798 1,707,220 1,604,809: 165,340 267,751
Old : 811,746: 251,428 227,905 184,371 306,631 326,366 742,430 738,642: 69,316 73,104
Other: 1,060,814: 276,966 189,315 239,419 448,405 437,432 964,790 866,167: 96,024 194,647
: : :
: : Changes in Commitments from: June 23, 2015 :
: -112,450: 29,679 -124,458 -37,642 -95,798 39,575 -103,761 -122,525: -8,689 10,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.9 29.0 40.3 40.8 91.2 85.7: 8.8 14.3
Old : 100.0: 31.0 28.1 22.7 37.8 40.2 91.5 91.0: 8.5 9.0
Other: 100.0: 26.1 17.8 22.6 42.3 41.2 90.9 81.7: 9.1 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 203 154 223 264 327 571 626:
Old : 624: 134 148 121 193 262 398 467:
Other: 692: 188 139 143 219 297 467 524:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 9.2 16.9 14.5 7.1 5.5 12.0 9.7
Old : 11.2 10.8 19.9 19.6 10.6 9.7 18.8 17.5
Other: 12.1 11.2 19.6 17.3 8.9 6.2 14.4 10.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 8,156: 738 1,427 552 5,079 4,540 6,369 6,519: 1,786 1,637
Old : 8,156: 738 1,427 552 5,079 4,540 6,369 6,519: 1,786 1,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,792: -261 260 -353 -1,133 -1,566 -1,748 -1,659: -45 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.5 6.8 62.3 55.7 78.1 79.9: 21.9 20.1
Old : 100.0: 9.1 17.5 6.8 62.3 55.7 78.1 79.9: 21.9 20.1
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 : 37: 8 8 5 18 11 26 24:
Old : 37: 8 8 5 18 11 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 39.9 49.1 61.9 28.1 35.2 41.3 50.4
Old : 31.8 39.9 49.1 61.9 28.1 35.2 41.3 50.4
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 30, 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 : 913,737: 196,814 76,881 290,188 370,237 443,725 857,239 810,794: 56,498 102,943
Old : 167,396: 43,001 17,544 54,796 56,462 77,191 154,258 149,530: 13,138 17,866
Other: 746,341: 188,114 93,639 201,091 313,775 366,534 702,981 661,264: 43,360 85,077
: : :
: : Changes in Commitments from: June 23, 2015 :
: -51,027: -890 -53,819 -31,317 -16,910 51,506 -49,117 -33,631: -1,910 -17,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.4 31.8 40.5 48.6 93.8 88.7: 6.2 11.3
Old : 100.0: 25.7 10.5 32.7 33.7 46.1 92.2 89.3: 7.8 10.7
Other: 100.0: 25.2 12.5 26.9 42.0 49.1 94.2 88.6: 5.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 205 190 233 170 213 495 529:
Old : 365: 106 79 97 95 132 242 268:
Other: 624: 189 198 208 145 202 450 499:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.3 16.2 21.1 5.7 9.6 10.5 14.4
Old : 20.4 20.9 29.7 31.3 16.5 18.9 24.0 26.9
Other: 11.0 12.4 18.2 21.0 8.0 11.5 13.8 17.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 407,470: 124,537 59,420 85,845 159,655 237,033 370,037 382,297: 37,434 25,173
Old : 115,065: 39,434 11,884 18,291 44,553 75,255 102,278 105,429: 12,787 9,636
Other: 292,405: 105,352 67,786 47,304 115,102 161,778 267,758 276,868: 24,647 15,538
: : :
: : Changes in Commitments from: June 23, 2015 :
: -29,492: 6,920 -5,826 -18,093 -16,188 -2,618 -27,361 -26,537: -2,131 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 14.6 21.1 39.2 58.2 90.8 93.8: 9.2 6.2
Old : 100.0: 34.3 10.3 15.9 38.7 65.4 88.9 91.6: 11.1 8.4
Other: 100.0: 36.0 23.2 16.2 39.4 55.3 91.6 94.7: 8.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 108 60 107 87 78 258 214:
Old : 205: 74 32 50 67 61 160 130:
Other: 278: 84 90 85 66 64 214 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 30.1 16.3 37.6 9.1 28.2 15.9 34.7
Old : 17.9 31.6 27.9 42.9 16.2 30.4 25.6 40.4
Other: 13.0 30.8 22.3 39.0 12.8 28.5 22.2 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 606,516: 57,352 56,511 62,307 360,092 332,338 479,752 451,156: 126,764 155,360
Old : 606,516: 57,352 56,511 62,307 360,092 332,338 479,752 451,156: 126,764 155,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -19,658: -7,827 9,515 -17,987 13,424 128 -12,391 -8,345: -7,267 -11,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.3 10.3 59.4 54.8 79.1 74.4: 20.9 25.6
Old : 100.0: 9.5 9.3 10.3 59.4 54.8 79.1 74.4: 20.9 25.6
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 : 149: 27 30 38 69 78 113 129:
Old : 149: 27 30 38 69 78 113 129:
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 : 23.1 14.0 32.6 22.3 19.6 11.1 27.5 17.9
Old : 23.1 14.0 32.6 22.3 19.6 11.1 27.5 17.9
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 30, 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 : 587,944: 50,865 91,092 8,107 427,152 395,745 486,125 494,944: 101,819 93,000
Old : 587,944: 50,865 91,092 8,107 427,152 395,745 486,125 494,944: 101,819 93,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -10,687: -5,691 10,367 -2,355 2,367 -17,974 -5,679 -9,962: -5,009 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.5 1.4 72.7 67.3 82.7 84.2: 17.3 15.8
Old : 100.0: 8.7 15.5 1.4 72.7 67.3 82.7 84.2: 17.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 14 17 12 52 57 72 80:
Old : 105: 14 17 12 52 57 72 80:
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 : 27.8 38.0 43.6 47.0 24.9 37.9 36.8 45.9
Old : 27.8 38.0 43.6 47.0 24.9 37.9 36.8 45.9
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 30, 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 : 7,251: 3,026 380 1,287 2,529 5,415 6,842 7,082: 409 169
Old : 7,251: 3,026 380 1,287 2,529 5,415 6,842 7,082: 409 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 104: 203 217 -250 146 184 99 151: 5 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 5.2 17.7 34.9 74.7 94.4 97.7: 5.6 2.3
Old : 100.0: 41.7 5.2 17.7 34.9 74.7 94.4 97.7: 5.6 2.3
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 : 42: 17 4 7 13 17 34 26:
Old : 42: 17 4 7 13 17 34 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 : 45.6 61.3 67.5 76.4 38.9 48.7 53.2 61.3
Old : 45.6 61.3 67.5 76.4 38.9 48.7 53.2 61.3
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 30, 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 : 447,921: 130,228 68,788 89,523 174,576 259,973 394,327 418,284: 53,594 29,637
Old : 132,742: 41,257 11,478 22,698 49,714 85,120 113,669 119,297: 19,073 13,445
Other: 315,179: 107,140 75,478 48,656 124,863 174,853 280,658 298,987: 34,521 16,192
: : :
: : Changes in Commitments from: June 23, 2015 :
: -36,548: 8,306 -4,680 -19,762 -22,154 -7,375 -33,609 -31,817: -2,939 -4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.4 20.0 39.0 58.0 88.0 93.4: 12.0 6.6
Old : 100.0: 31.1 8.6 17.1 37.5 64.1 85.6 89.9: 14.4 10.1
Other: 100.0: 34.0 23.9 15.4 39.6 55.5 89.0 94.9: 11.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 94 69 99 80 85 237 212:
Old : 214: 69 42 53 69 72 166 143:
Other: 266: 84 79 71 75 68 202 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 28.4 16.5 36.7 8.6 22.8 13.6 30.2
Old : 15.3 24.8 25.6 36.1 15.2 21.8 24.1 31.8
Other: 12.1 30.6 18.8 39.2 9.6 23.9 15.7 31.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,184: 1,242 4,907 1,254 5,237 2,343 7,733 8,504: 2,451 1,680
Old : 1,091: 694 70 0 256 937 950 1,007: 141 84
Other: 9,093: 1,242 5,531 560 4,981 1,406 6,783 7,497: 2,310 1,596
: : :
: : Changes in Commitments from: June 23, 2015 :
: -213: 16 -504 -81 -318 563 -384 -22: 170 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 48.2 12.3 51.4 23.0 75.9 83.5: 24.1 16.5
Old : 100.0: 63.6 6.4 0.0 23.5 85.9 87.1 92.3: 12.9 7.7
Other: 100.0: 13.7 60.8 6.2 54.8 15.5 74.6 82.4: 25.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 18 21 14 16 9 43 39:
Old : 15: 7 1 0 2 5 9 6:
Other: 61: 18 23 8 15 7 36 36:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 31.7 47.5 44.6 38.4 30.6 45.4 43.0
Old : 60.4 84.0 84.4 92.3 60.4 84.0 84.4 92.3
Other: 44.2 34.0 52.3 45.2 44.2 32.9 52.0 44.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,278,567: 431,077 281,181 79,576 652,582 775,642 1,163,235 1,136,399: 115,332 142,168
Old : 1,278,567: 431,077 281,181 79,576 652,582 775,642 1,163,235 1,136,399: 115,332 142,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -6: 32,342 2,901 -4,558 -24,878 1,313 2,906 -344: -2,912 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 22.0 6.2 51.0 60.7 91.0 88.9: 9.0 11.1
Old : 100.0: 33.7 22.0 6.2 51.0 60.7 91.0 88.9: 9.0 11.1
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 : 272: 58 53 37 95 128 173 198:
Old : 272: 58 53 37 95 128 173 198:
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 : 19.8 19.6 32.9 28.9 19.6 19.6 31.9 27.3
Old : 19.8 19.6 32.9 28.9 19.6 19.6 31.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 3,320,540: 456,545 454,962 351,336 2,206,749 2,068,488 3,014,631 2,874,787: 305,909 445,753
Old : 3,320,540: 456,545 454,962 351,336 2,206,749 2,068,488 3,014,631 2,874,787: 305,909 445,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -136,330: 51,188 -5,951 -89,228 -112,587 -13,841 -150,627 -109,019: 14,297 -27,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.7 10.6 66.5 62.3 90.8 86.6: 9.2 13.4
Old : 100.0: 13.7 13.7 10.6 66.5 62.3 90.8 86.6: 9.2 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 : 394: 70 105 99 169 189 301 331:
Old : 394: 70 105 99 169 189 301 331:
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 : 31.1 15.3 40.3 23.5 28.5 14.0 35.0 19.4
Old : 31.1 15.3 40.3 23.5 28.5 14.0 35.0 19.4
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, June 30, 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 : 2,280,066: 347,900 419,493 166,862 1,516,002 1,328,120 2,030,764 1,914,476: 249,301 365,590
Old : 2,280,066: 347,900 419,493 166,862 1,516,002 1,328,120 2,030,764 1,914,476: 249,301 365,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -17,588: 8,363 33,127 -16,007 -6,302 -18,766 -13,947 -1,647: -3,641 -15,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 18.4 7.3 66.5 58.2 89.1 84.0: 10.9 16.0
Old : 100.0: 15.3 18.4 7.3 66.5 58.2 89.1 84.0: 10.9 16.0
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 : 279: 50 66 53 111 137 188 229:
Old : 279: 50 66 53 111 137 188 229:
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 13.2 37.0 22.7 21.3 12.2 28.9 19.3
Old : 24.8 13.2 37.0 22.7 21.3 12.2 28.9 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 922,763: 33,067 175,959 179,134 686,570 511,486 898,771 866,579: 23,992 56,184
Old : 922,763: 33,067 175,959 179,134 686,570 511,486 898,771 866,579: 23,992 56,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 34,037: 7,351 -8,220 7,007 15,417 38,411 29,775 37,198: 4,262 -3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.1 19.4 74.4 55.4 97.4 93.9: 2.6 6.1
Old : 100.0: 3.6 19.1 19.4 74.4 55.4 97.4 93.9: 2.6 6.1
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 : 139: 19 47 36 53 69 92 135:
Old : 139: 19 47 36 53 69 92 135:
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 : 46.5 16.2 58.9 27.2 34.7 13.9 41.5 20.1
Old : 46.5 16.2 58.9 27.2 34.7 13.9 41.5 20.1
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 30, 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 : 45,996: 8,870 9,109 1,385 29,106 30,039 39,361 40,533: 6,635 5,463
Old : 45,996: 8,870 9,109 1,385 29,106 30,039 39,361 40,533: 6,635 5,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -8,188: -8,731 3,655 289 562 -11,922 -7,880 -7,977: -309 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.8 3.0 63.3 65.3 85.6 88.1: 14.4 11.9
Old : 100.0: 19.3 19.8 3.0 63.3 65.3 85.6 88.1: 14.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 27 22 6 31 21 60 47:
Old : 93: 27 22 6 31 21 60 47:
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 : 31.7 42.3 42.6 58.6 31.7 42.2 42.6 58.5
Old : 31.7 42.3 42.6 58.6 31.7 42.2 42.6 58.5
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 30, 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 : 91,993: 17,741 18,219 2,770 58,212 60,078 78,722 81,067: 13,271 10,926
Old : 91,993: 17,741 18,219 2,770 58,212 60,078 78,722 81,067: 13,271 10,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -16,377: -17,461 7,311 578 1,123 -23,844 -15,760 -15,954: -617 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.8 3.0 63.3 65.3 85.6 88.1: 14.4 11.9
Old : 100.0: 19.3 19.8 3.0 63.3 65.3 85.6 88.1: 14.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 27 22 6 31 21 60 47:
Old : 93: 27 22 6 31 21 60 47:
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 : 31.7 42.3 42.6 58.6 31.7 42.2 42.6 58.5
Old : 31.7 42.3 42.6 58.6 31.7 42.2 42.6 58.5
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 30, 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 : 22,678: 19,090 21,094 874 2,492 678 22,456 22,646: 222 32
Old : 22,678: 19,090 21,094 874 2,492 678 22,456 22,646: 222 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 5,496: 4,982 5,363 133 367 0 5,482 5,496: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 93.0 3.9 11.0 3.0 99.0 99.9: 1.0 0.1
Old : 100.0: 84.2 93.0 3.9 11.0 3.0 99.0 99.9: 1.0 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 : 32: 17 13 2 2 1 20 15:
Old : 32: 17 13 2 2 1 20 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 : 74.9 67.6 91.7 87.0 73.5 67.6 87.0 84.6
Old : 74.9 67.6 91.7 87.0 73.5 67.6 87.0 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 45,571: 36,768 20,772 21 8,640 24,716 45,429 45,509: 142 62
Old : 45,571: 36,768 20,772 21 8,640 24,716 45,429 45,509: 142 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,576: 859 -1,040 0 644 2,618 1,503 1,578: 73 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 45.6 0.0 19.0 54.2 99.7 99.9: 0.3 0.1
Old : 100.0: 80.7 45.6 0.0 19.0 54.2 99.7 99.9: 0.3 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 : 42: 4 17 1 4 17 8 35:
Old : 42: 4 17 1 4 17 8 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 : 97.1 56.5 99.7 74.8 97.0 56.5 99.6 74.8
Old : 97.1 56.5 99.7 74.8 97.0 56.5 99.6 74.8
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, June 30, 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 : 32,493: 26,966 12,411 227 5,186 19,757 32,379 32,395: 114 98
Old : 32,493: 26,966 12,411 227 5,186 19,757 32,379 32,395: 114 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,218: -830 764 98 1,895 375 1,163 1,237: 55 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 38.2 0.7 16.0 60.8 99.6 99.7: 0.4 0.3
Old : 100.0: 83.0 38.2 0.7 16.0 60.8 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 : 34: 6 15 2 2 11 8 28:
Old : 34: 6 15 2 2 11 8 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 : 97.9 69.2 99.6 81.6 97.3 69.2 99.0 81.6
Old : 97.9 69.2 99.6 81.6 97.3 69.2 99.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015