WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 545,092: 129,090 113,110 184,301 184,146 200,309 497,537 497,720: 47,555 47,373
Old : 525,502: 128,551 113,613 177,326 174,709 191,191 480,586 482,129: 44,916 43,373
Other: 19,590: 3,659 2,617 3,855 9,437 9,118 16,951 15,590: 2,639 4,000
: : :
: : Changes in Commitments from: July 14, 2015 :
: 7,557: -3,480 3,122 8,547 1,859 -3,781 6,927 7,888: 631 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.8 33.8 33.8 36.7 91.3 91.3: 8.7 8.7
Old : 100.0: 24.5 21.6 33.7 33.2 36.4 91.5 91.7: 8.5 8.3
Other: 100.0: 18.7 13.4 19.7 48.2 46.5 86.5 79.6: 13.5 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 137 138 165 105 127 339 344:
Old : 429: 136 140 158 104 126 331 341:
Other: 120: 19 28 21 30 53 69 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 : 10.8 9.3 17.9 16.7 9.6 7.7 16.0 13.4
Old : 10.9 9.7 18.2 17.2 9.6 8.1 16.3 14.0
Other: 32.3 25.3 46.1 37.3 27.3 22.7 39.0 31.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 208,976: 57,904 48,325 37,507 92,915 93,592 188,326 179,424: 20,650 29,551
Old : 196,864: 57,913 47,631 34,636 84,174 87,851 176,723 170,119: 20,142 26,746
Other: 12,111: 2,098 2,800 765 8,741 5,741 11,603 9,306: 508 2,806
: : :
: : Changes in Commitments from: July 14, 2015 :
: 7,683: 2,245 5,645 3,395 1,448 -2,359 7,088 6,682: 596 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.1 17.9 44.5 44.8 90.1 85.9: 9.9 14.1
Old : 100.0: 29.4 24.2 17.6 42.8 44.6 89.8 86.4: 10.2 13.6
Other: 100.0: 17.3 23.1 6.3 72.2 47.4 95.8 76.8: 4.2 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 48 53 59 67 76 151 164:
Old : 208: 51 51 56 67 75 148 162:
Other: 72: 9 15 8 16 37 30 55:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 22.3 30.6 29.1 14.7 12.0 22.8 18.4
Old : 19.1 23.6 29.5 30.9 15.6 15.7 24.1 22.4
Other: 77.9 32.3 86.6 45.9 77.8 30.6 85.1 43.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,975,488: 462,239 122,620 616,583 744,327 944,070 1,823,150 1,683,273: 152,337 292,214
Old : 771,067: 242,524 117,885 211,906 268,882 381,649 723,311 711,440: 47,756 59,627
Other: 1,204,421: 335,965 120,985 288,428 475,446 562,421 1,099,839 971,833: 104,582 232,587
: : :
: : Changes in Commitments from: July 14, 2015 :
: 22,254: 33,367 -33,187 -5,768 3,824 50,211 31,423 11,256: -9,169 10,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.2 31.2 37.7 47.8 92.3 85.2: 7.7 14.8
Old : 100.0: 31.5 15.3 27.5 34.9 49.5 93.8 92.3: 6.2 7.7
Other: 100.0: 27.9 10.0 23.9 39.5 46.7 91.3 80.7: 8.7 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 810: 230 168 247 272 358 618 671:
Old : 651: 150 140 120 195 282 399 488:
Other: 748: 206 153 169 230 339 516 583:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 10.3 16.2 16.3 6.3 5.7 10.9 10.1
Old : 10.7 18.3 18.7 27.6 9.3 16.8 15.9 23.6
Other: 11.6 7.8 19.2 13.2 9.2 5.3 15.1 9.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,176: 816 2,170 667 5,892 4,380 7,374 7,217: 1,802 1,959
Old : 9,176: 816 2,170 667 5,892 4,380 7,374 7,217: 1,802 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 541: -113 405 126 545 -140 558 390: -17 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 23.7 7.3 64.2 47.7 80.4 78.7: 19.6 21.3
Old : 100.0: 8.9 23.7 7.3 64.2 47.7 80.4 78.7: 19.6 21.3
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 : 39: 8 11 6 19 12 29 27:
Old : 39: 8 11 6 19 12 29 27:
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 : 38.0 41.7 55.0 62.0 33.9 35.0 45.5 48.3
Old : 38.0 41.7 55.0 62.0 33.9 35.0 45.5 48.3
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 916,868: 191,541 57,052 299,462 364,635 463,572 855,639 820,087: 61,230 96,782
Old : 113,541: 19,054 7,238 48,159 37,518 47,841 104,731 103,238: 8,810 10,303
Other: 803,327: 183,645 60,972 240,146 327,117 415,731 750,908 716,848: 52,419 86,479
: : :
: : Changes in Commitments from: July 14, 2015 :
: -8,479: 817 989 -7,373 -2,045 -2,869 -8,601 -9,253: 122 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.2 32.7 39.8 50.6 93.3 89.4: 6.7 10.6
Old : 100.0: 16.8 6.4 42.4 33.0 42.1 92.2 90.9: 7.8 9.1
Other: 100.0: 22.9 7.6 29.9 40.7 51.8 93.5 89.2: 6.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 207 177 245 176 224 508 533:
Old : 330: 76 83 88 89 117 216 237:
Other: 626: 206 175 227 152 217 467 517:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 13.3 18.3 22.4 7.4 9.9 12.4 16.1
Old : 23.9 21.2 35.7 34.2 16.2 19.4 23.7 24.5
Other: 12.2 13.3 19.6 22.1 8.3 11.6 13.8 18.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 18,177: 13,441 289 39 0 4,564 13,480 4,892: 4,697 13,285
Old : 1,936: 1,792 5 0 0 81 1,792 86: 144 1,850
Other: 16,241: 11,650 285 38 0 4,483 11,688 4,806: 4,553 11,435
: : :
: : Changes in Commitments from: July 14, 2015 :
: 89: 217 7 -4 0 -1 213 2: -124 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 1.6 0.2 0.0 25.1 74.2 26.9: 25.8 73.1
Old : 100.0: 92.6 0.3 0.0 0.0 4.2 92.6 4.4: 7.4 95.6
Other: 100.0: 71.7 1.8 0.2 0.0 27.6 72.0 29.6: 28.0 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 2 0 14 5 17:
Old : 12: 3 2 0 0 7 3 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 : 73.0 12.8 74.2 18.8 72.8 12.8 73.9 18.8
Old : 92.6 3.8 92.6 4.4 92.6 3.8 92.6 4.4
Other: 70.7 14.1 72.0 20.6 70.4 14.1 71.7 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 410,641: 107,462 65,688 94,677 174,090 223,958 376,230 384,324: 34,411 26,317
Old : 99,832: 25,834 16,161 15,312 50,558 61,588 91,704 93,061: 8,127 6,770
Other: 310,809: 99,155 67,054 61,839 123,533 162,370 284,526 291,263: 26,284 19,547
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,908: -2,584 11,865 953 1,917 -8,945 286 3,873: 1,623 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.0 23.1 42.4 54.5 91.6 93.6: 8.4 6.4
Old : 100.0: 25.9 16.2 15.3 50.6 61.7 91.9 93.2: 8.1 6.8
Other: 100.0: 31.9 21.6 19.9 39.7 52.2 91.5 93.7: 8.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 88 82 105 87 78 248 215:
Old : 187: 59 40 44 66 57 141 126:
Other: 278: 79 88 89 76 66 219 189:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 28.9 15.5 35.6 8.3 25.7 15.0 31.8
Old : 18.9 34.3 30.0 45.5 18.6 28.7 28.5 38.1
Other: 11.3 28.3 19.9 35.7 11.2 26.5 19.8 33.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 622,365: 61,935 65,472 55,525 370,733 346,473 488,193 467,470: 134,172 154,895
Old : 622,365: 61,935 65,472 55,525 370,733 346,473 488,193 467,470: 134,172 154,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 11,902: 8,389 16,184 -11,319 19,174 10,497 16,244 15,362: -4,343 -3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.5 8.9 59.6 55.7 78.4 75.1: 21.6 24.9
Old : 100.0: 10.0 10.5 8.9 59.6 55.7 78.4 75.1: 21.6 24.9
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 : 160: 26 37 41 76 84 125 139:
Old : 160: 26 37 41 76 84 125 139:
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 : 24.3 14.5 32.8 23.3 19.9 12.0 27.1 19.5
Old : 24.3 14.5 32.8 23.3 19.9 12.0 27.1 19.5
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 608,889: 52,166 97,850 9,020 438,962 409,474 500,148 516,345: 108,741 92,544
Old : 608,889: 52,166 97,850 9,020 438,962 409,474 500,148 516,345: 108,741 92,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 2,684: 53 2,008 359 2,658 4,903 3,070 7,270: -385 -4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.1 1.5 72.1 67.2 82.1 84.8: 17.9 15.2
Old : 100.0: 8.6 16.1 1.5 72.1 67.2 82.1 84.8: 17.9 15.2
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 : 102: 13 16 11 52 56 70 78:
Old : 102: 13 16 11 52 56 70 78:
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 : 25.4 38.6 42.0 48.5 23.9 38.3 35.6 46.9
Old : 25.4 38.6 42.0 48.5 23.9 38.3 35.6 46.9
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, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,107: 2,538 268 893 2,273 4,737 5,704 5,898: 403 209
Old : 6,107: 2,538 268 893 2,273 4,737 5,704 5,898: 403 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -764: -641 76 35 -116 -854 -722 -743: -42 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 4.4 14.6 37.2 77.6 93.4 96.6: 6.6 3.4
Old : 100.0: 41.6 4.4 14.6 37.2 77.6 93.4 96.6: 6.6 3.4
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 : 42: 17 4 6 11 17 32 25:
Old : 42: 17 4 6 11 17 32 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 : 39.2 55.4 61.9 73.3 36.0 47.4 49.2 57.9
Old : 39.2 55.4 61.9 73.3 36.0 47.4 49.2 57.9
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 475,130: 141,848 44,613 102,956 176,264 297,401 421,068 444,970: 54,062 30,159
Old : 124,866: 40,117 6,653 26,880 42,520 80,324 109,518 113,857: 15,348 11,009
Other: 350,263: 123,861 60,091 53,946 133,743 217,077 311,550 331,113: 38,714 19,150
: : :
: : Changes in Commitments from: July 14, 2015 :
: 12,078: 7,435 -6,081 4,900 417 12,322 12,752 11,141: -673 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.4 21.7 37.1 62.6 88.6 93.7: 11.4 6.3
Old : 100.0: 32.1 5.3 21.5 34.1 64.3 87.7 91.2: 12.3 8.8
Other: 100.0: 35.4 17.2 15.4 38.2 62.0 88.9 94.5: 11.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 110 63 100 91 93 265 210:
Old : 216: 71 36 50 74 74 171 136:
Other: 284: 101 68 76 81 82 230 184:
:----------------------------------------------------------------------------------------------------
: 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 32.0 15.8 39.7 7.8 25.9 12.2 32.7
Old : 14.7 28.7 27.0 39.9 14.7 28.4 24.2 37.1
Other: 11.2 34.5 17.5 42.2 8.8 27.1 14.4 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,890: 1,551 4,220 1,137 4,980 3,259 7,668 8,616: 2,222 1,274
Old : 9,890: 1,551 4,220 1,137 4,980 3,259 7,668 8,616: 2,222 1,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -221: 28 -343 50 -288 43 -211 -250: -10 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 42.7 11.5 50.4 33.0 77.5 87.1: 22.5 12.9
Old : 100.0: 15.7 42.7 11.5 50.4 33.0 77.5 87.1: 22.5 12.9
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 : 66: 21 22 13 16 8 46 37:
Old : 66: 21 22 13 16 8 46 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 : 36.1 31.4 44.4 48.8 33.9 31.4 40.8 45.2
Old : 36.1 31.4 44.4 48.8 33.9 31.4 40.8 45.2
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,406,749: 441,566 319,898 85,831 767,680 854,016 1,295,078 1,259,745: 111,671 147,004
Old : 1,406,749: 441,566 319,898 85,831 767,680 854,016 1,295,078 1,259,745: 111,671 147,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 17,169: 6,589 5,691 1,659 21,875 14,522 30,124 21,872: -12,954 -4,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 22.7 6.1 54.6 60.7 92.1 89.6: 7.9 10.4
Old : 100.0: 31.4 22.7 6.1 54.6 60.7 92.1 89.6: 7.9 10.4
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 : 290: 52 66 42 106 137 183 220:
Old : 290: 52 66 42 106 137 183 220:
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 : 19.5 19.6 32.2 29.1 19.5 19.6 32.0 26.7
Old : 19.5 19.6 32.2 29.1 19.5 19.6 32.0 26.7
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,239,888: 444,065 412,845 296,369 2,201,148 2,068,479 2,941,582 2,777,693: 298,306 462,195
Old : 3,239,888: 444,065 412,845 296,369 2,201,148 2,068,479 2,941,582 2,777,693: 298,306 462,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -40,052: 33,343 129 -43,070 -7,309 4,442 -17,036 -38,499: -23,016 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.7 9.1 67.9 63.8 90.8 85.7: 9.2 14.3
Old : 100.0: 13.7 12.7 9.1 67.9 63.8 90.8 85.7: 9.2 14.3
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 : 402: 74 107 104 174 194 314 339:
Old : 402: 74 107 104 174 194 314 339:
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 : 31.8 16.1 40.1 24.0 29.3 13.8 35.4 19.2
Old : 31.8 16.1 40.1 24.0 29.3 13.8 35.4 19.2
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, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,393,182: 403,679 517,835 155,063 1,580,517 1,357,791 2,139,259 2,030,689: 253,923 362,493
Old : 2,393,182: 403,679 517,835 155,063 1,580,517 1,357,791 2,139,259 2,030,689: 253,923 362,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 71,220: 31,640 63,442 -11,621 81,473 11,890 101,493 63,711: -30,273 7,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 21.6 6.5 66.0 56.7 89.4 84.9: 10.6 15.1
Old : 100.0: 16.9 21.6 6.5 66.0 56.7 89.4 84.9: 10.6 15.1
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 : 286: 46 69 51 116 145 193 234:
Old : 286: 46 69 51 116 145 193 234:
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 : 26.5 12.8 39.0 22.0 24.0 12.6 31.8 19.0
Old : 26.5 12.8 39.0 22.0 24.0 12.6 31.8 19.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 905,384: 40,151 189,582 156,000 688,013 502,927 884,164 848,508: 21,221 56,876
Old : 905,384: 40,151 189,582 156,000 688,013 502,927 884,164 848,508: 21,221 56,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -673: 6,651 -6,752 -7,552 463 14,411 -439 106: -234 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 20.9 17.2 76.0 55.5 97.7 93.7: 2.3 6.3
Old : 100.0: 4.4 20.9 17.2 76.0 55.5 97.7 93.7: 2.3 6.3
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 : 137: 17 48 34 53 67 90 132:
Old : 137: 17 48 34 53 67 90 132:
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 : 48.5 18.0 60.5 29.2 34.6 13.2 41.9 18.6
Old : 48.5 18.0 60.5 29.2 34.6 13.2 41.9 18.6
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,668: 10,726 9,378 668 30,493 32,236 41,888 42,283: 6,780 6,385
Old : 48,668: 10,726 9,378 668 30,493 32,236 41,888 42,283: 6,780 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -52: -3,029 260 -74 2,124 450 -979 636: 927 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 19.3 1.4 62.7 66.2 86.1 86.9: 13.9 13.1
Old : 100.0: 22.0 19.3 1.4 62.7 66.2 86.1 86.9: 13.9 13.1
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 : 89: 25 18 7 31 24 60 45:
Old : 89: 25 18 7 31 24 60 45:
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 : 34.7 41.0 46.7 57.9 34.7 40.7 46.7 57.3
Old : 34.7 41.0 46.7 57.9 34.7 40.7 46.7 57.3
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 97,335: 21,453 18,756 1,337 60,987 64,473 83,776 84,565: 13,559 12,770
Old : 97,335: 21,453 18,756 1,337 60,987 64,473 83,776 84,565: 13,559 12,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -105: -6,059 520 -148 4,248 900 -1,959 1,272: 1,854 -1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 19.3 1.4 62.7 66.2 86.1 86.9: 13.9 13.1
Old : 100.0: 22.0 19.3 1.4 62.7 66.2 86.1 86.9: 13.9 13.1
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 : 89: 25 18 7 31 24 60 45:
Old : 89: 25 18 7 31 24 60 45:
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 : 34.7 41.0 46.7 57.9 34.7 40.7 46.7 57.3
Old : 34.7 41.0 46.7 57.9 34.7 40.7 46.7 57.3
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,180: 17,381 19,059 420 1,961 678 19,762 20,157: 418 23
Old : 20,180: 17,381 19,059 420 1,961 678 19,762 20,157: 418 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -367: -73 -293 -79 -400 0 -552 -372: 185 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 94.4 2.1 9.7 3.4 97.9 99.9: 2.1 0.1
Old : 100.0: 86.1 94.4 2.1 9.7 3.4 97.9 99.9: 2.1 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 : 33: 19 12 2 2 1 21 15:
Old : 33: 19 12 2 2 1 21 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 : 67.7 73.1 86.4 88.9 67.2 73.1 85.2 88.2
Old : 67.7 73.1 86.4 88.9 67.2 73.1 85.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 50,354: 39,281 25,526 21 10,982 24,663 50,284 50,210: 70 144
Old : 50,354: 39,281 25,526 21 10,982 24,663 50,284 50,210: 70 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,911: 526 2,034 0 1,403 -182 1,929 1,852: -18 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 50.7 0.0 21.8 49.0 99.9 99.7: 0.1 0.3
Old : 100.0: 78.0 50.7 0.0 21.8 49.0 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 : 45: 5 20 1 5 15 10 36:
Old : 45: 5 20 1 5 15 10 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 58.3 99.4 76.6 95.0 58.3 99.4 76.6
Old : 95.0 58.3 99.4 76.6 95.0 58.3 99.4 76.6
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 34,299: 27,353 13,333 936 5,913 19,960 34,202 34,229: 97 70
Old : 34,299: 27,353 13,333 936 5,913 19,960 34,202 34,229: 97 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 16: -763 1,255 97 635 -1,305 -31 47: 47 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 38.9 2.7 17.2 58.2 99.7 99.8: 0.3 0.2
Old : 100.0: 79.7 38.9 2.7 17.2 58.2 99.7 99.8: 0.3 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 : 38: 9 15 2 3 11 12 28:
Old : 38: 9 15 2 3 11 12 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 : 95.8 72.4 99.1 84.6 93.4 72.4 96.4 84.6
Old : 95.8 72.4 99.1 84.6 93.4 72.4 96.4 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015