WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 3, 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 : 404,555: 123,959 153,066 85,146 159,430 122,226 368,535 360,438: 36,020 44,117
Old : 204,175: 99,480 137,932 8,705 80,507 36,098 188,692 182,735: 15,483 21,440
Other: 200,380: 65,238 55,893 35,682 78,923 86,128 179,843 177,703: 20,537 22,677
: : :
: : Changes in Commitments from: February 24, 2015 :
: 2,813: -137 5,702 6,016 -3,186 -7,933 2,693 3,785: 120 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 37.8 21.0 39.4 30.2 91.1 89.1: 8.9 10.9
Old : 100.0: 48.7 67.6 4.3 39.4 17.7 92.4 89.5: 7.6 10.5
Other: 100.0: 32.6 27.9 17.8 39.4 43.0 89.8 88.7: 10.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 137 108 129 92 90 311 273:
Old : 348: 147 93 41 60 57 222 177:
Other: 296: 85 92 67 74 84 206 205:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 11.3 23.5 20.2 13.2 10.1 22.0 17.9
Old : 19.3 17.9 30.6 31.0 19.3 17.4 30.4 30.4
Other: 15.2 17.3 25.9 27.2 13.7 16.2 22.3 23.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 3, 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 : 164,037: 47,849 61,382 13,940 86,795 66,486 148,584 141,808: 15,453 22,229
Old : 86,766: 37,281 48,150 1,271 40,641 27,058 79,193 76,479: 7,573 10,287
Other: 77,271: 18,583 21,247 4,654 46,154 39,428 69,391 65,329: 7,880 11,942
: : :
: : Changes in Commitments from: February 24, 2015 :
: 6,100: 1,817 6,215 1,431 2,863 -2,738 6,111 4,908: -11 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 37.4 8.5 52.9 40.5 90.6 86.4: 9.4 13.6
Old : 100.0: 43.0 55.5 1.5 46.8 31.2 91.3 88.1: 8.7 11.9
Other: 100.0: 24.0 27.5 6.0 59.7 51.0 89.8 84.5: 10.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 48 51 45 68 57 137 139:
Old : 167: 43 43 11 42 42 91 90:
Other: 150: 30 35 25 56 52 101 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 22.9 28.3 32.1 13.5 16.6 21.1 24.4
Old : 28.4 31.7 40.8 44.4 28.4 31.7 40.8 44.4
Other: 18.5 24.4 30.3 35.4 14.9 21.9 25.8 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 3, 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 : 1,249,063: 379,483 231,733 186,062 579,060 610,321 1,144,605 1,028,116: 104,458 220,947
Old : 907,900: 300,651 230,210 119,472 412,176 412,920 832,299 762,602: 75,601 145,298
Other: 341,163: 133,953 56,644 11,469 166,884 197,401 312,306 265,514: 28,857 75,649
: : :
: : Changes in Commitments from: February 24, 2015 :
: -45,462: -1,831 14,230 -14,441 -20,557 -32,080 -36,829 -32,291: -8,633 -13,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.6 14.9 46.4 48.9 91.6 82.3: 8.4 17.7
Old : 100.0: 33.1 25.4 13.2 45.4 45.5 91.7 84.0: 8.3 16.0
Other: 100.0: 39.3 16.6 3.4 48.9 57.9 91.5 77.8: 8.5 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 153 159 167 207 305 467 555:
Old : 662: 151 148 124 190 284 408 503:
Other: 486: 92 83 54 100 248 226 359:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 9.5 23.3 15.8 10.9 7.6 18.9 12.6
Old : 15.2 11.4 25.7 18.7 15.2 10.2 25.7 16.5
Other: 26.5 21.7 36.4 30.5 17.8 14.2 27.7 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 3, 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 : 8,529: 1,741 2,121 281 4,584 4,155 6,606 6,557: 1,923 1,972
Old : 5,556: 1,794 1,832 0 2,340 2,352 4,134 4,184: 1,422 1,372
Other: 2,973: 160 502 68 2,244 1,803 2,472 2,373: 501 600
: : :
: : Changes in Commitments from: February 24, 2015 :
: -833: 216 49 -113 -802 -527 -699 -591: -134 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.9 3.3 53.7 48.7 77.5 76.9: 22.5 23.1
Old : 100.0: 32.3 33.0 0.0 42.1 42.3 74.4 75.3: 25.6 24.7
Other: 100.0: 5.4 16.9 2.3 75.5 60.6 83.1 79.8: 16.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 7 4 15 12 27 22:
Old : 33: 11 5 0 10 8 21 13:
Other: 22: 3 5 4 10 9 16 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 46.4 52.3 62.1 34.0 40.6 45.8 50.5
Old : 37.5 58.3 54.4 69.7 37.5 58.3 54.2 69.7
Other: 55.8 47.5 78.0 69.7 55.2 47.0 69.4 65.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 3, 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 : 671,988: 192,918 188,207 105,927 328,509 257,690 627,354 551,824: 44,634 120,164
Old : 502,838: 184,423 198,117 43,667 242,783 187,626 470,873 429,410: 31,965 73,428
Other: 169,150: 64,725 46,320 6,030 85,726 70,064 156,481 122,414: 12,669 46,736
: : :
: : Changes in Commitments from: February 24, 2015 :
: -5,959: 16,699 -1,078 -2,375 -12,945 -5,672 1,379 -9,125: -7,338 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 28.0 15.8 48.9 38.3 93.4 82.1: 6.6 17.9
Old : 100.0: 36.7 39.4 8.7 48.3 37.3 93.6 85.4: 6.4 14.6
Other: 100.0: 38.3 27.4 3.6 50.7 41.4 92.5 72.4: 7.5 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 140 220 186 150 206 406 523:
Old : 605: 140 223 132 126 186 340 474:
Other: 397: 85 128 42 81 144 196 287:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.8 20.6 20.3 12.0 10.7 18.6 16.0
Old : 12.3 15.4 22.0 24.1 11.4 15.2 20.8 23.2
Other: 23.6 21.5 36.3 27.8 23.3 21.0 35.8 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 3, 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 : 353,162: 123,494 58,401 61,861 137,741 208,738 323,096 329,000: 30,066 24,162
Old : 285,974: 124,401 62,114 31,295 108,222 171,912 263,918 265,321: 22,056 20,653
Other: 67,188: 18,163 15,357 11,496 29,519 36,826 59,178 63,679: 8,010 3,509
: : :
: : Changes in Commitments from: February 24, 2015 :
: -11,628: 15,794 -8,150 -11,467 -15,712 14,041 -11,385 -5,576: -243 -6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.5 17.5 39.0 59.1 91.5 93.2: 8.5 6.8
Old : 100.0: 43.5 21.7 10.9 37.8 60.1 92.3 92.8: 7.7 7.2
Other: 100.0: 27.0 22.9 17.1 43.9 54.8 88.1 94.8: 11.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 86 84 99 70 70 223 205:
Old : 289: 95 86 79 70 68 211 191:
Other: 149: 45 38 31 45 31 110 82:
:----------------------------------------------------------------------------------------------------
: 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 32.6 17.0 39.1 9.4 30.5 16.8 36.6
Old : 10.6 32.4 19.6 39.6 10.6 30.5 19.3 37.4
Other: 18.6 37.8 32.4 50.7 18.6 36.2 30.8 46.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 3, 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 : 426,420: 53,252 54,911 18,251 220,189 214,525 291,692 287,687: 134,728 138,733
Old : 426,420: 53,252 54,911 18,251 220,189 214,525 291,692 287,687: 134,728 138,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -164,194: -9,125 1,229 5,093 -121,324 -130,638 -125,356 -124,316: -38,838 -39,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.9 4.3 51.6 50.3 68.4 67.5: 31.6 32.5
Old : 100.0: 12.5 12.9 4.3 51.6 50.3 68.4 67.5: 31.6 32.5
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 : 111: 18 27 19 45 55 73 91:
Old : 111: 18 27 19 45 55 73 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 16.6 29.7 26.4 16.5 12.7 23.6 20.2
Old : 18.5 16.6 29.7 26.4 16.5 12.7 23.6 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 3, 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 : 581,574: 51,161 86,573 17,754 401,381 388,041 470,296 492,368: 111,278 89,206
Old : 581,574: 51,161 86,573 17,754 401,381 388,041 470,296 492,368: 111,278 89,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -50,325: 4,500 -2,258 -11,937 -32,045 -36,065 -39,482 -50,260: -10,843 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.9 3.1 69.0 66.7 80.9 84.7: 19.1 15.3
Old : 100.0: 8.8 14.9 3.1 69.0 66.7 80.9 84.7: 19.1 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 : 89: 12 13 12 52 50 71 68:
Old : 89: 12 13 12 52 50 71 68:
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 : 23.2 35.7 37.2 46.8 19.0 34.4 30.3 43.8
Old : 23.2 35.7 37.2 46.8 19.0 34.4 30.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 3, 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 : 6,930: 1,195 216 739 4,516 5,703 6,450 6,658: 480 272
Old : 6,930: 1,195 216 739 4,516 5,703 6,450 6,658: 480 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 157: 31 -13 47 32 185 110 219: 47 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.1 10.7 65.2 82.3 93.1 96.1: 6.9 3.9
Old : 100.0: 17.2 3.1 10.7 65.2 82.3 93.1 96.1: 6.9 3.9
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 : 36: 10 4 7 15 18 26 29:
Old : 36: 10 4 7 15 18 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 59.5 63.2 75.5 24.5 37.6 33.0 42.5
Old : 40.3 59.5 63.2 75.5 24.5 37.6 33.0 42.5
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 - Futures Only, March 3, 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 : 336,523: 106,492 62,827 41,219 145,091 201,465 292,802 305,511: 43,721 31,012
Old : 286,908: 104,582 57,281 27,591 118,168 177,259 250,341 262,131: 36,567 24,777
Other: 49,615: 12,182 15,818 3,356 26,923 24,206 42,461 43,380: 7,154 6,235
: : :
: : Changes in Commitments from: February 24, 2015 :
: -21,219: -10,756 1,886 -2,203 -4,703 -18,028 -17,662 -18,345: -3,557 -2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 18.7 12.2 43.1 59.9 87.0 90.8: 13.0 9.2
Old : 100.0: 36.5 20.0 9.6 41.2 61.8 87.3 91.4: 12.7 8.6
Other: 100.0: 24.6 31.9 6.8 54.3 48.8 85.6 87.4: 14.4 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 79 79 70 85 78 211 187:
Old : 269: 82 77 61 81 74 202 176:
Other: 140: 37 27 17 60 34 106 70:
:----------------------------------------------------------------------------------------------------
: 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 32.2 15.7 40.3 9.3 29.0 15.3 36.7
Old : 9.5 34.8 16.9 43.7 9.5 33.6 16.6 42.4
Other: 22.7 29.4 35.5 46.4 19.9 23.9 31.4 38.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 3, 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 : 9,089: 778 4,814 792 5,725 1,637 7,295 7,243: 1,794 1,846
Old : 8,565: 1,258 4,860 260 5,334 1,634 6,852 6,754: 1,713 1,811
Other: 524: 51 485 1 391 3 443 489: 81 35
: : :
: : Changes in Commitments from: February 24, 2015 :
: -88: 0 51 -41 115 -75 74 -65: -162 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 53.0 8.7 63.0 18.0 80.3 79.7: 19.7 20.3
Old : 100.0: 14.7 56.7 3.0 62.3 19.1 80.0 78.9: 20.0 21.1
Other: 100.0: 9.7 92.6 0.2 74.6 0.6 84.5 93.3: 15.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 9 26 12 20 12 40 42:
Old : 64: 12 25 10 16 12 35 41:
Other: 13: 2 4 1 7 1 10 5:
:----------------------------------------------------------------------------------------------------
: 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 : 45.0 33.7 57.8 45.6 42.1 32.8 51.8 42.0
Old : 44.8 34.8 58.3 45.4 44.0 34.8 55.3 44.6
Other: 79.0 92.7 84.2 93.3 79.0 92.6 83.8 92.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 3, 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 : 1,346,664: 314,784 347,191 25,088 902,498 825,134 1,242,370 1,197,413: 104,294 149,251
Old : 1,346,664: 314,784 347,191 25,088 902,498 825,134 1,242,370 1,197,413: 104,294 149,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -194,980: -3,188 5,387 -7,080 -168,734 -174,387 -179,002 -176,080: -15,978 -18,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.8 1.9 67.0 61.3 92.3 88.9: 7.7 11.1
Old : 100.0: 23.4 25.8 1.9 67.0 61.3 92.3 88.9: 7.7 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 : 261: 42 59 26 98 125 152 198:
Old : 261: 42 59 26 98 125 152 198:
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 : 27.1 26.5 42.3 36.0 25.4 26.5 39.9 34.6
Old : 27.1 26.5 42.3 36.0 25.4 26.5 39.9 34.6
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 - Futures Only, March 3, 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 : 2,602,234: 353,595 493,069 72,163 1,872,276 1,617,353 2,298,034 2,182,585: 304,200 419,649
Old : 2,602,234: 353,595 493,069 72,163 1,872,276 1,617,353 2,298,034 2,182,585: 304,200 419,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -64,803: -6,497 23,267 -60,454 42,966 -21,543 -23,985 -58,730: -40,818 -6,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.9 2.8 71.9 62.2 88.3 83.9: 11.7 16.1
Old : 100.0: 13.6 18.9 2.8 71.9 62.2 88.3 83.9: 11.7 16.1
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 : 371: 57 98 44 144 171 233 281:
Old : 371: 57 98 44 144 171 233 281:
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 : 33.7 18.7 43.7 26.4 31.8 15.6 39.8 21.2
Old : 33.7 18.7 43.7 26.4 31.8 15.6 39.8 21.2
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 - Futures Only, March 3, 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 : 1,946,459: 424,341 428,330 23,993 1,288,204 1,133,993 1,736,538 1,586,316: 209,921 360,143
Old : 1,946,459: 424,341 428,330 23,993 1,288,204 1,133,993 1,736,538 1,586,316: 209,921 360,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -211,527: 24,436 22,924 -31,987 -112,686 -108,944 -120,237 -118,007: -91,290 -93,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 22.0 1.2 66.2 58.3 89.2 81.5: 10.8 18.5
Old : 100.0: 21.8 22.0 1.2 66.2 58.3 89.2 81.5: 10.8 18.5
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 : 259: 47 54 33 103 120 169 188:
Old : 259: 47 54 33 103 120 169 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 16.6 34.3 27.0 16.9 14.1 29.0 22.5
Old : 20.1 16.6 34.3 27.0 16.9 14.1 29.0 22.5
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 - Futures Only, March 3, 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 : 659,157: 18,905 132,313 145,397 466,836 328,904 631,138 606,614: 28,019 52,543
Old : 659,157: 18,905 132,313 145,397 466,836 328,904 631,138 606,614: 28,019 52,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -39,554: -17,424 5,875 -7,100 -14,981 -34,396 -39,505 -35,621: -49 -3,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 20.1 22.1 70.8 49.9 95.7 92.0: 4.3 8.0
Old : 100.0: 2.9 20.1 22.1 70.8 49.9 95.7 92.0: 4.3 8.0
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 : 107: 16 31 35 36 51 73 103:
Old : 107: 16 31 35 36 51 73 103:
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 : 44.7 17.0 56.2 29.3 32.1 10.5 36.3 18.9
Old : 44.7 17.0 56.2 29.3 32.1 10.5 36.3 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 - Futures Only, March 3, 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 : 58,358: 21,096 9,204 90 29,022 41,728 50,208 51,022: 8,150 7,336
Old : 58,358: 21,096 9,204 90 29,022 41,728 50,208 51,022: 8,150 7,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 192: 1,374 5 -69 1,275 -1,456 2,580 -1,520: -2,388 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.8 0.2 49.7 71.5 86.0 87.4: 14.0 12.6
Old : 100.0: 36.1 15.8 0.2 49.7 71.5 86.0 87.4: 14.0 12.6
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 : 99: 29 20 4 34 22 65 44:
Old : 99: 29 20 4 34 22 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 37.5 36.3 56.9 22.7 37.4 36.1 56.5
Old : 22.9 37.5 36.3 56.9 22.7 37.4 36.1 56.5
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 - Futures Only, March 3, 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 : 116,715: 42,192 18,408 180 58,043 83,455 100,415 102,043: 16,300 14,672
Old : 116,715: 42,192 18,408 180 58,043 83,455 100,415 102,043: 16,300 14,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 384: 2,747 9 -138 2,550 -2,911 5,159 -3,040: -4,775 3,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.8 0.2 49.7 71.5 86.0 87.4: 14.0 12.6
Old : 100.0: 36.1 15.8 0.2 49.7 71.5 86.0 87.4: 14.0 12.6
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 : 99: 29 20 4 34 22 65 44:
Old : 99: 29 20 4 34 22 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 37.5 36.3 56.9 22.7 37.4 36.1 56.5
Old : 22.9 37.5 36.3 56.9 22.7 37.4 36.1 56.5
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 - Futures Only, March 3, 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 : 13,966: 12,414 10,790 753 691 2,407 13,858 13,950: 108 16
Old : 13,966: 12,414 10,790 753 691 2,407 13,858 13,950: 108 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,904: 1,860 952 8 29 961 1,897 1,921: 7 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 77.3 5.4 4.9 17.2 99.2 99.9: 0.8 0.1
Old : 100.0: 88.9 77.3 5.4 4.9 17.2 99.2 99.9: 0.8 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 : 25: 13 10 2 1 2 15 13:
Old : 25: 13 10 2 1 2 15 13:
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 : 84.9 70.5 96.5 89.0 84.1 68.6 87.7 82.6
Old : 84.9 70.5 96.5 89.0 84.1 68.6 87.7 82.6
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 - Futures Only, March 3, 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 : 57,559: 23,916 16,801 7 33,474 40,528 57,397 57,336: 162 223
Old : 57,559: 23,916 16,801 7 33,474 40,528 57,397 57,336: 162 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,400: 397 -981 7 960 2,299 1,364 1,325: 36 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 29.2 0.0 58.2 70.4 99.7 99.6: 0.3 0.4
Old : 100.0: 41.6 29.2 0.0 58.2 70.4 99.7 99.6: 0.3 0.4
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 : 46: 5 17 1 9 18 14 36:
Old : 46: 5 17 1 9 18 14 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 : 82.3 44.8 97.4 68.0 78.4 38.0 88.4 61.3
Old : 82.3 44.8 97.4 68.0 78.4 38.0 88.4 61.3
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 - Futures Only, March 3, 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 : 37,005: 23,978 12,271 51 12,879 24,549 36,908 36,871: 97 134
Old : 37,005: 23,978 12,271 51 12,879 24,549 36,908 36,871: 97 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,162: 565 -372 28 577 1,825 1,170 1,481: -8 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 33.2 0.1 34.8 66.3 99.7 99.6: 0.3 0.4
Old : 100.0: 64.8 33.2 0.1 34.8 66.3 99.7 99.6: 0.3 0.4
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 : 43: 8 14 4 6 16 16 32:
Old : 43: 8 14 4 6 16 16 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 : 87.2 59.4 97.2 76.7 87.2 59.1 97.2 76.2
Old : 87.2 59.4 97.2 76.7 87.2 59.1 97.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 6, 2015