WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 537,535: 132,571 109,988 175,753 182,286 204,090 490,610 489,832: 46,925 47,703
Old : 518,823: 131,969 110,377 169,444 172,313 195,088 473,725 474,909: 45,098 43,914
Other: 18,712: 3,112 2,121 3,800 9,974 9,002 16,885 14,922: 1,827 3,790
: : :
: : Changes in Commitments from: July 7, 2015 :
: 8,766: 14 4,194 3,567 590 1,842 4,171 9,603: 4,595 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 32.7 33.9 38.0 91.3 91.1: 8.7 8.9
Old : 100.0: 25.4 21.3 32.7 33.2 37.6 91.3 91.5: 8.7 8.5
Other: 100.0: 16.6 11.3 20.3 53.3 48.1 90.2 79.7: 9.8 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 132 139 154 104 135 330 344:
Old : 428: 132 139 151 102 134 325 341:
Other: 113: 17 25 18 29 52 58 85:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.2 18.3 17.7 9.8 9.1 16.4 15.2
Old : 11.1 10.5 18.6 18.3 9.9 9.5 16.7 15.8
Other: 33.9 25.2 48.3 36.7 27.3 20.5 40.0 29.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 201,292: 55,659 42,680 34,112 91,467 95,951 181,238 172,743: 20,054 28,550
Old : 190,048: 55,097 42,144 31,891 83,573 90,601 170,561 164,636: 19,486 25,412
Other: 11,245: 2,084 2,058 699 7,894 5,350 10,677 8,107: 568 3,138
: : :
: : Changes in Commitments from: July 7, 2015 :
: 6,445: 1,161 -3,635 1,575 2,454 7,494 5,190 5,435: 1,255 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 21.2 16.9 45.4 47.7 90.0 85.8: 10.0 14.2
Old : 100.0: 29.0 22.2 16.8 44.0 47.7 89.7 86.6: 10.3 13.4
Other: 100.0: 18.5 18.3 6.2 70.2 47.6 95.0 72.1: 5.0 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 50 55 52 66 77 147 162:
Old : 209: 54 51 50 66 76 145 160:
Other: 70: 7 14 8 15 39 27 56:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 24.4 30.8 31.9 14.0 12.9 21.2 20.0
Old : 20.4 25.8 29.8 33.7 14.8 16.4 22.3 23.9
Other: 79.5 31.8 86.8 44.2 79.4 30.5 85.1 42.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,953,234: 428,872 155,807 622,351 740,504 893,859 1,791,728 1,672,017: 161,506 281,217
Old : 806,477: 247,334 132,052 228,781 274,281 381,562 750,395 742,394: 56,082 64,083
Other: 1,146,757: 302,805 145,021 272,305 466,223 512,297 1,041,332 929,623: 105,425 217,134
: : :
: : Changes in Commitments from: July 7, 2015 :
: 60,862: 10,305 -37,358 40,985 5,354 61,594 56,644 65,221: 4,218 -4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.0 31.9 37.9 45.8 91.7 85.6: 8.3 14.4
Old : 100.0: 30.7 16.4 28.4 34.0 47.3 93.0 92.1: 7.0 7.9
Other: 100.0: 26.4 12.6 23.7 40.7 44.7 90.8 81.1: 9.2 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 798: 210 172 235 268 359 596 664:
Old : 660: 154 141 128 191 286 412 488:
Other: 729: 182 155 165 227 339 488 583:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.6 16.8 15.5 6.3 5.5 10.9 9.3
Old : 10.0 17.5 18.0 25.2 9.2 16.1 15.7 22.1
Other: 12.9 7.4 19.9 13.0 10.5 5.4 16.5 9.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 8,635: 929 1,765 541 5,347 4,521 6,817 6,827: 1,818 1,808
Old : 8,635: 929 1,765 541 5,347 4,521 6,817 6,827: 1,818 1,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 284: -86 247 62 214 -130 189 178: 95 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.4 6.3 61.9 52.4 78.9 79.1: 21.1 20.9
Old : 100.0: 10.8 20.4 6.3 61.9 52.4 78.9 79.1: 21.1 20.9
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 : 37: 9 8 5 18 12 28 24:
Old : 37: 9 8 5 18 12 28 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 : 34.2 42.9 50.8 64.1 30.3 38.2 43.3 52.4
Old : 34.2 42.9 50.8 64.1 30.3 38.2 43.3 52.4
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, July 14, 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 : 925,347: 190,724 56,063 306,835 366,680 466,441 864,239 829,340: 61,108 96,007
Old : 134,439: 31,538 11,190 51,442 41,340 60,324 124,319 122,955: 10,120 11,484
Other: 790,908: 182,594 68,281 231,986 325,340 406,118 739,920 706,385: 50,988 84,523
: : :
: : Changes in Commitments from: July 7, 2015 :
: 27,775: -583 -12,518 18,710 5,793 27,393 23,920 33,584: 3,855 -5,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.1 33.2 39.6 50.4 93.4 89.6: 6.6 10.4
Old : 100.0: 23.5 8.3 38.3 30.7 44.9 92.5 91.5: 7.5 8.5
Other: 100.0: 23.1 8.6 29.3 41.1 51.3 93.6 89.3: 6.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 208 165 238 176 220 495 526:
Old : 349: 87 86 95 88 126 227 255:
Other: 613: 203 167 215 153 214 455 502:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 13.3 18.3 22.3 6.9 10.1 11.8 15.8
Old : 23.0 18.7 34.8 30.3 19.3 17.9 28.1 26.5
Other: 12.5 13.4 20.1 22.1 8.5 12.0 14.1 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,088: 13,224 282 43 0 4,565 13,267 4,890: 4,821 13,198
Old : 1,788: 1,622 3 0 0 65 1,622 68: 166 1,720
Other: 16,300: 11,602 279 43 0 4,500 11,645 4,822: 4,655 11,478
: : :
: : Changes in Commitments from: July 7, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 1.6 0.2 0.0 25.2 73.3 27.0: 26.7 73.0
Old : 100.0: 90.7 0.2 0.0 0.0 3.6 90.7 3.8: 9.3 96.2
Other: 100.0: 71.2 1.7 0.3 0.0 27.6 71.4 29.6: 28.6 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 2 0 14 5 17:
Old : 13: 4 1 0 0 8 4 9:
Other: 20: 5 1 2 0 14 5 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 13.0 73.3 18.9 72.1 13.0 73.1 18.9
Old : 90.7 3.0 90.7 3.7 90.7 3.0 90.7 3.7
Other: 70.3 14.3 71.4 20.7 70.0 14.3 71.2 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 408,733: 110,047 53,824 93,725 172,173 232,903 375,945 380,452: 32,788 28,281
Old : 108,976: 29,045 15,171 16,998 54,405 69,124 100,448 101,293: 8,527 7,682
Other: 299,757: 98,943 56,594 58,785 117,768 163,779 275,497 279,158: 24,261 20,599
: : :
: : Changes in Commitments from: July 7, 2015 :
: 12,286: -2,827 -13,017 14,401 371 12,090 11,945 13,473: 341 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.2 22.9 42.1 57.0 92.0 93.1: 8.0 6.9
Old : 100.0: 26.7 13.9 15.6 49.9 63.4 92.2 93.0: 7.8 7.0
Other: 100.0: 33.0 18.9 19.6 39.3 54.6 91.9 93.1: 8.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 97 70 111 85 74 251 214:
Old : 196: 61 45 46 66 54 149 124:
Other: 275: 81 83 90 70 63 213 186:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 29.2 16.1 36.5 8.6 26.7 15.3 33.1
Old : 22.0 33.4 33.7 44.3 20.6 30.2 31.9 39.6
Other: 12.0 29.2 20.9 36.9 11.9 27.7 20.8 34.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 610,463: 53,546 49,288 66,844 351,559 335,976 471,949 452,107: 138,514 158,355
Old : 610,463: 53,546 49,288 66,844 351,559 335,976 471,949 452,107: 138,514 158,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -37,448: -10,759 1,778 -7,753 -25,242 -22,789 -43,754 -28,764: 6,306 -8,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.1 10.9 57.6 55.0 77.3 74.1: 22.7 25.9
Old : 100.0: 8.8 8.1 10.9 57.6 55.0 77.3 74.1: 22.7 25.9
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 : 151: 32 27 42 73 79 121 132:
Old : 151: 32 27 42 73 79 121 132:
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 : 23.6 14.4 32.0 22.7 19.7 12.4 26.8 19.8
Old : 23.6 14.4 32.0 22.7 19.7 12.4 26.8 19.8
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, July 14, 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 : 606,204: 52,113 95,843 8,661 436,304 404,571 497,078 509,075: 109,126 97,129
Old : 606,204: 52,113 95,843 8,661 436,304 404,571 497,078 509,075: 109,126 97,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 10,569: -1,136 4,049 40 7,969 4,173 6,873 8,262: 3,696 2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.8 1.4 72.0 66.7 82.0 84.0: 18.0 16.0
Old : 100.0: 8.6 15.8 1.4 72.0 66.7 82.0 84.0: 18.0 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 : 101: 14 17 11 50 52 69 75:
Old : 101: 14 17 11 50 52 69 75:
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 : 26.1 38.4 42.4 47.8 24.7 38.3 35.8 46.2
Old : 26.1 38.4 42.4 47.8 24.7 38.3 35.8 46.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,871: 3,179 192 858 2,389 5,591 6,426 6,641: 445 230
Old : 6,871: 3,179 192 858 2,389 5,591 6,426 6,641: 445 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -446: -103 40 -379 -52 -165 -534 -504: 88 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 2.8 12.5 34.8 81.4 93.5 96.7: 6.5 3.3
Old : 100.0: 46.3 2.8 12.5 34.8 81.4 93.5 96.7: 6.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 3 5 13 17 33 25:
Old : 43: 18 3 5 13 17 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 59.3 62.4 77.7 33.0 52.9 47.8 63.4
Old : 43.6 59.3 62.4 77.7 33.0 52.9 47.8 63.4
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, July 14, 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 : 463,051: 134,413 50,694 98,056 175,847 285,079 408,316 433,829: 54,735 29,222
Old : 125,215: 39,294 7,242 26,153 43,453 80,387 108,900 113,782: 16,315 11,433
Other: 337,836: 114,893 63,226 52,130 132,394 204,692 299,416 320,048: 38,421 17,789
: : :
: : Changes in Commitments from: July 7, 2015 :
: 10,674: -572 -12,370 6,553 3,366 16,976 9,347 11,158: 1,328 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 10.9 21.2 38.0 61.6 88.2 93.7: 11.8 6.3
Old : 100.0: 31.4 5.8 20.9 34.7 64.2 87.0 90.9: 13.0 9.1
Other: 100.0: 34.0 18.7 15.4 39.2 60.6 88.6 94.7: 11.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 106 66 102 88 89 260 210:
Old : 217: 71 39 54 76 68 175 135:
Other: 281: 97 72 75 81 80 224 185:
:----------------------------------------------------------------------------------------------------
: 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 30.2 16.3 38.2 8.2 24.8 12.9 31.9
Old : 15.3 28.3 26.6 40.4 15.1 28.2 24.3 38.8
Other: 11.8 32.0 18.3 40.0 9.0 24.8 15.0 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 10,111: 1,523 4,563 1,087 5,268 3,216 7,879 8,866: 2,232 1,245
Old : 10,111: 1,523 4,563 1,087 5,268 3,216 7,879 8,866: 2,232 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -15: 184 -626 143 -256 638 71 154: -86 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 45.1 10.8 52.1 31.8 77.9 87.7: 22.1 12.3
Old : 100.0: 15.1 45.1 10.8 52.1 31.8 77.9 87.7: 22.1 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 : 66: 18 24 14 19 9 49 37:
Old : 66: 18 24 14 19 9 49 37:
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 : 38.2 32.2 46.8 48.6 36.0 31.4 43.1 45.9
Old : 38.2 32.2 46.8 48.6 36.0 31.4 43.1 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,389,579: 434,977 314,207 84,172 745,805 839,494 1,264,954 1,237,873: 124,626 151,707
Old : 1,389,579: 434,977 314,207 84,172 745,805 839,494 1,264,954 1,237,873: 124,626 151,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 74,638: -16,744 39,114 9,767 76,399 20,121 69,421 69,003: 5,216 5,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.6 6.1 53.7 60.4 91.0 89.1: 9.0 10.9
Old : 100.0: 31.3 22.6 6.1 53.7 60.4 91.0 89.1: 9.0 10.9
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 : 286: 60 57 41 102 135 180 215:
Old : 286: 60 57 41 102 135 180 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 20.3 30.5 29.6 17.5 20.0 30.2 27.2
Old : 17.5 20.3 30.5 29.6 17.5 20.0 30.2 27.2
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, July 14, 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 : 3,279,940: 410,722 412,716 339,439 2,208,457 2,064,037 2,958,618 2,816,192: 321,322 463,748
Old : 3,279,940: 410,722 412,716 339,439 2,208,457 2,064,037 2,958,618 2,816,192: 321,322 463,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -109,801: -17,798 -17,289 -57,540 -31,416 -51,203 -106,755 -126,032: -3,047 16,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.6 10.3 67.3 62.9 90.2 85.9: 9.8 14.1
Old : 100.0: 12.5 12.6 10.3 67.3 62.9 90.2 85.9: 9.8 14.1
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 : 397: 78 102 107 170 192 310 339:
Old : 397: 78 102 107 170 192 310 339:
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 15.9 39.9 23.6 28.5 13.4 34.7 18.7
Old : 31.1 15.9 39.9 23.6 28.5 13.4 34.7 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 2,321,963: 372,039 454,393 166,683 1,499,044 1,345,902 2,037,766 1,966,978: 284,197 354,985
Old : 2,321,963: 372,039 454,393 166,683 1,499,044 1,345,902 2,037,766 1,966,978: 284,197 354,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -10,429: 16,579 24,178 -11,213 -23,893 -18,686 -18,526 -5,721: 8,097 -4,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.6 7.2 64.6 58.0 87.8 84.7: 12.2 15.3
Old : 100.0: 16.0 19.6 7.2 64.6 58.0 87.8 84.7: 12.2 15.3
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 : 281: 43 68 53 119 146 197 232:
Old : 281: 43 68 53 119 146 197 232:
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 : 24.8 12.4 37.4 21.2 20.7 11.9 28.7 17.6
Old : 24.8 12.4 37.4 21.2 20.7 11.9 28.7 17.6
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, July 14, 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 : 906,057: 33,500 196,334 163,552 687,550 488,516 884,603 848,402: 21,455 57,655
Old : 906,057: 33,500 196,334 163,552 687,550 488,516 884,603 848,402: 21,455 57,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 23,914: 1,304 27,278 200 21,767 -3,914 23,270 23,564: 644 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 21.7 18.1 75.9 53.9 97.6 93.6: 2.4 6.4
Old : 100.0: 3.7 21.7 18.1 75.9 53.9 97.6 93.6: 2.4 6.4
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: 17 49 34 51 67 88 133:
Old : 137: 17 49 34 51 67 88 133:
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 : 50.2 17.4 61.9 28.4 36.5 13.3 43.4 18.9
Old : 50.2 17.4 61.9 28.4 36.5 13.3 43.4 18.9
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, July 14, 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 : 48,720: 13,756 9,118 742 28,370 31,786 42,867 41,646: 5,853 7,074
Old : 48,720: 13,756 9,118 742 28,370 31,786 42,867 41,646: 5,853 7,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,929: 4,171 31 94 253 2,949 4,517 3,074: -588 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.7 1.5 58.2 65.2 88.0 85.5: 12.0 14.5
Old : 100.0: 28.2 18.7 1.5 58.2 65.2 88.0 85.5: 12.0 14.5
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 : 94: 29 15 6 35 24 66 43:
Old : 94: 29 15 6 35 24 66 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 39.9 45.9 56.6 34.0 39.7 45.9 55.7
Old : 34.0 39.9 45.9 56.6 34.0 39.7 45.9 55.7
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, July 14, 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 : 97,440: 27,511 18,236 1,484 56,739 63,572 85,735 83,293: 11,706 14,148
Old : 97,440: 27,511 18,236 1,484 56,739 63,572 85,735 83,293: 11,706 14,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 7,859: 8,341 62 187 506 5,898 9,034 6,147: -1,175 1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.7 1.5 58.2 65.2 88.0 85.5: 12.0 14.5
Old : 100.0: 28.2 18.7 1.5 58.2 65.2 88.0 85.5: 12.0 14.5
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 : 94: 29 15 6 35 24 66 43:
Old : 94: 29 15 6 35 24 66 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 39.9 45.9 56.6 34.0 39.7 45.9 55.7
Old : 34.0 39.9 45.9 56.6 34.0 39.7 45.9 55.7
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, July 14, 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 : 20,547: 17,454 19,352 499 2,361 678 20,314 20,529: 233 18
Old : 20,547: 17,454 19,352 499 2,361 678 20,314 20,529: 233 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -318: 151 58 -365 -131 0 -345 -307: 27 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 94.2 2.4 11.5 3.3 98.9 99.9: 1.1 0.1
Old : 100.0: 84.9 94.2 2.4 11.5 3.3 98.9 99.9: 1.1 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 : 34: 18 14 2 2 1 20 17:
Old : 34: 18 14 2 2 1 20 17:
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 : 68.2 71.6 90.9 87.1 67.3 71.6 86.8 86.4
Old : 68.2 71.6 90.9 87.1 67.3 71.6 86.8 86.4
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, July 14, 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 : 48,443: 38,755 23,492 21 9,579 24,845 48,355 48,358: 88 85
Old : 48,443: 38,755 23,492 21 9,579 24,845 48,355 48,358: 88 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,328: 900 1,146 0 460 191 1,360 1,337: -32 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 48.5 0.0 19.8 51.3 99.8 99.8: 0.2 0.2
Old : 100.0: 80.0 48.5 0.0 19.8 51.3 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 : 42: 7 15 1 4 16 11 32:
Old : 42: 7 15 1 4 16 11 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 59.6 99.3 78.6 95.2 59.6 99.3 78.6
Old : 95.3 59.6 99.3 78.6 95.2 59.6 99.3 78.6
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, July 14, 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 : 34,283: 28,116 12,078 839 5,278 21,265 34,233 34,182: 50 101
Old : 34,283: 28,116 12,078 839 5,278 21,265 34,233 34,182: 50 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 895: 1,059 409 110 -239 431 930 950: -35 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 35.2 2.4 15.4 62.0 99.9 99.7: 0.1 0.3
Old : 100.0: 82.0 35.2 2.4 15.4 62.0 99.9 99.7: 0.1 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 : 38: 11 14 3 2 11 13 28:
Old : 38: 11 14 3 2 11 13 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 : 96.2 69.7 99.1 84.3 94.1 69.7 96.8 84.3
Old : 96.2 69.7 99.1 84.3 94.1 69.7 96.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2015