WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 17, 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 : 426,797: 132,301 164,632 93,145 166,138 126,987 391,584 384,764: 35,213 42,033
Old : 198,574: 99,719 146,949 6,770 77,889 25,260 184,378 178,979: 14,196 19,595
Other: 228,223: 73,290 58,391 45,667 88,249 101,727 207,206 205,785: 21,017 22,438
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,352: 3,270 -1,187 3,370 -4,983 3,208 1,657 5,391: 695 -3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 38.6 21.8 38.9 29.8 91.7 90.2: 8.3 9.8
Old : 100.0: 50.2 74.0 3.4 39.2 12.7 92.9 90.1: 7.1 9.9
Other: 100.0: 32.1 25.6 20.0 38.7 44.6 90.8 90.2: 9.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 141 111 134 97 97 318 290:
Old : 340: 132 98 33 59 55 201 176:
Other: 313: 97 88 78 82 90 225 223:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.2 22.0 18.9 12.2 9.4 20.5 16.7
Old : 18.2 18.2 29.8 30.3 18.2 17.6 29.6 29.7
Other: 14.8 16.6 24.2 26.5 13.3 14.2 21.2 21.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 17, 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 : 160,160: 48,085 60,884 17,043 78,169 59,702 143,297 137,629: 16,863 22,531
Old : 81,324: 36,184 47,747 1,328 35,486 23,021 72,998 72,096: 8,326 9,228
Other: 78,836: 21,734 22,970 5,882 42,683 36,681 70,299 65,533: 8,537 13,303
: : :
: : Changes in Commitments from: March 10, 2015 :
: -981: -1,444 -1,272 3,566 -4,447 -2,548 -2,325 -254: 1,344 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 38.0 10.6 48.8 37.3 89.5 85.9: 10.5 14.1
Old : 100.0: 44.5 58.7 1.6 43.6 28.3 89.8 88.7: 10.2 11.3
Other: 100.0: 27.6 29.1 7.5 54.1 46.5 89.2 83.1: 10.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 47 51 49 67 63 138 144:
Old : 166: 43 42 11 42 41 90 89:
Other: 155: 31 38 28 58 55 106 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 22.2 25.6 30.7 12.9 17.5 20.8 25.0
Old : 24.8 32.1 38.8 45.4 24.4 32.1 38.4 45.4
Other: 16.2 21.1 27.6 31.7 14.5 20.5 25.3 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 17, 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 : 1,330,967: 386,487 323,607 204,694 629,592 583,485 1,220,773 1,111,786: 110,194 219,181
Old : 974,411: 298,776 312,680 145,833 452,183 373,070 896,792 831,583: 77,619 142,828
Other: 356,556: 132,003 55,219 14,569 177,409 210,415 323,981 280,203: 32,575 76,353
: : :
: : Changes in Commitments from: March 10, 2015 :
: 85,527: 9,695 75,792 29,026 40,116 -19,399 78,837 85,419: 6,690 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.3 15.4 47.3 43.8 91.7 83.5: 8.3 16.5
Old : 100.0: 30.7 32.1 15.0 46.4 38.3 92.0 85.3: 8.0 14.7
Other: 100.0: 37.0 15.5 4.1 49.8 59.0 90.9 78.6: 9.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 169 182 172 236 297 509 577:
Old : 698: 158 182 127 215 273 447 520:
Other: 502: 105 83 59 106 245 247 361:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 8.7 23.0 14.6 11.2 6.7 18.0 11.8
Old : 14.3 9.9 24.9 16.7 14.1 9.1 24.6 15.0
Other: 24.8 23.5 35.4 32.0 15.9 16.3 26.4 23.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 17, 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 : 9,106: 2,173 2,480 219 4,836 4,467 7,228 7,166: 1,878 1,940
Old : 5,837: 2,161 1,993 0 2,315 2,461 4,476 4,454: 1,361 1,383
Other: 3,269: 169 644 62 2,521 2,006 2,752 2,712: 517 557
: : :
: : Changes in Commitments from: March 10, 2015 :
: 168: 38 19 27 215 6 280 52: -112 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 27.2 2.4 53.1 49.1 79.4 78.7: 20.6 21.3
Old : 100.0: 37.0 34.1 0.0 39.7 42.2 76.7 76.3: 23.3 23.7
Other: 100.0: 5.2 19.7 1.9 77.1 61.4 84.2 83.0: 15.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 8 4 16 12 28 22:
Old : 34: 10 6 0 11 8 21 14:
Other: 24: 3 6 4 11 9 17 16:
:----------------------------------------------------------------------------------------------------
: 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 47.1 54.8 63.5 37.9 41.7 49.3 52.1
Old : 41.6 60.0 57.4 71.6 41.6 60.0 57.2 71.6
Other: 56.5 49.5 76.6 70.7 56.0 48.5 69.0 67.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 17, 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 : 716,017: 182,446 192,971 118,617 370,294 288,220 671,357 599,808: 44,660 116,209
Old : 525,196: 169,539 199,083 54,902 271,220 200,511 495,661 454,496: 29,535 70,700
Other: 190,821: 66,649 47,630 9,973 99,074 87,709 175,696 145,312: 15,125 45,509
: : :
: : Changes in Commitments from: March 10, 2015 :
: 37,776: 5,092 7,224 11,573 19,998 18,653 36,663 37,450: 1,113 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 27.0 16.6 51.7 40.3 93.8 83.8: 6.2 16.2
Old : 100.0: 32.3 37.9 10.5 51.6 38.2 94.4 86.5: 5.6 13.5
Other: 100.0: 34.9 25.0 5.2 51.9 46.0 92.1 76.2: 7.9 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 149 229 204 149 199 429 534:
Old : 616: 153 232 148 122 170 361 472:
Other: 412: 96 126 61 81 153 212 310:
:----------------------------------------------------------------------------------------------------
: 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 13.3 21.7 20.9 11.0 10.2 17.5 15.6
Old : 14.6 15.9 23.8 23.9 12.8 14.3 20.9 21.9
Other: 20.9 22.0 32.8 28.3 20.5 21.3 32.2 27.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 17, 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 : 370,707: 117,414 88,872 68,217 155,255 182,756 340,886 339,845: 29,821 30,862
Old : 291,885: 121,986 94,807 30,498 118,445 140,248 270,929 265,553: 20,956 26,332
Other: 78,822: 21,766 20,403 11,381 36,810 42,508 69,957 74,292: 8,865 4,530
: : :
: : Changes in Commitments from: March 10, 2015 :
: 12,253: -3,228 11,411 5,929 9,702 -7,160 12,403 10,180: -150 2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 24.0 18.4 41.9 49.3 92.0 91.7: 8.0 8.3
Old : 100.0: 41.8 32.5 10.4 40.6 48.0 92.8 91.0: 7.2 9.0
Other: 100.0: 27.6 25.9 14.4 46.7 53.9 88.8 94.3: 11.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 99 88 104 76 63 226 226:
Old : 308: 107 93 76 73 58 213 199:
Other: 157: 45 43 35 47 30 115 88:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 28.0 16.3 34.2 8.9 26.8 15.8 32.8
Old : 10.2 28.2 19.1 34.6 10.1 27.9 18.6 34.2
Other: 18.3 33.0 30.6 46.7 18.3 31.4 30.1 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 17, 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 : 405,160: 61,012 32,002 8,868 198,187 221,181 268,067 262,051: 137,093 143,109
Old : 405,160: 61,012 32,002 8,868 198,187 221,181 268,067 262,051: 137,093 143,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,990: 13,025 -9,415 -350 -11,421 16,503 1,254 6,738: 736 -4,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.9 2.2 48.9 54.6 66.2 64.7: 33.8 35.3
Old : 100.0: 15.1 7.9 2.2 48.9 54.6 66.2 64.7: 33.8 35.3
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 : 119: 28 19 12 47 58 79 85:
Old : 119: 28 19 12 47 58 79 85:
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 : 18.9 19.3 28.9 28.5 14.7 17.5 21.4 24.6
Old : 18.9 19.3 28.9 28.5 14.7 17.5 21.4 24.6
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 17, 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 : 581,355: 51,386 93,378 11,294 401,189 393,272 463,869 497,944: 117,486 83,411
Old : 581,355: 51,386 93,378 11,294 401,189 393,272 463,869 497,944: 117,486 83,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -6,316: -1,782 595 -1,960 -6,384 2,026 -10,126 661: 3,810 -6,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.1 1.9 69.0 67.6 79.8 85.7: 20.2 14.3
Old : 100.0: 8.8 16.1 1.9 69.0 67.6 79.8 85.7: 20.2 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 : 90: 12 15 11 52 47 71 66:
Old : 90: 12 15 11 52 47 71 66:
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 : 24.0 38.1 38.4 49.4 20.0 37.5 31.9 47.4
Old : 24.0 38.1 38.4 49.4 20.0 37.5 31.9 47.4
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,713: 1,233 103 984 5,076 6,330 7,293 7,417: 420 296
Old : 7,713: 1,233 103 984 5,076 6,330 7,293 7,417: 420 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 418: 19 -13 201 191 207 411 395: 7 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.3 12.8 65.8 82.1 94.6 96.2: 5.4 3.8
Old : 100.0: 16.0 1.3 12.8 65.8 82.1 94.6 96.2: 5.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 4 8 19 20 32 30:
Old : 39: 10 4 8 19 20 32 30:
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 : 36.6 56.3 58.8 74.7 24.4 38.8 34.1 43.7
Old : 36.6 56.3 58.8 74.7 24.4 38.8 34.1 43.7
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 17, 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 : 340,100: 101,916 67,461 44,105 151,006 197,019 297,027 308,585: 43,073 31,515
Old : 282,993: 97,392 59,900 28,253 121,905 169,120 247,550 257,273: 35,443 25,720
Other: 57,107: 16,331 19,368 4,045 29,101 27,899 49,477 51,312: 7,630 5,795
: : :
: : Changes in Commitments from: March 10, 2015 :
: -5,300: -9,517 4,433 970 4,510 -15,982 -4,037 -10,579: -1,263 5,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 19.8 13.0 44.4 57.9 87.3 90.7: 12.7 9.3
Old : 100.0: 34.4 21.2 10.0 43.1 59.8 87.5 90.9: 12.5 9.1
Other: 100.0: 28.6 33.9 7.1 51.0 48.9 86.6 89.9: 13.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 80 85 76 87 72 218 193:
Old : 279: 84 87 65 82 64 206 179:
Other: 152: 42 29 21 64 39 116 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 30.4 15.9 37.8 9.1 27.1 14.9 34.1
Old : 9.6 33.1 16.9 41.4 9.4 31.6 16.6 39.6
Other: 20.9 31.8 32.2 45.4 17.0 24.4 27.5 36.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 17, 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 : 8,862: 763 5,046 675 5,654 1,600 7,092 7,321: 1,770 1,541
Old : 8,322: 1,251 5,096 134 5,220 1,597 6,605 6,827: 1,717 1,495
Other: 540: 52 490 1 434 3 487 494: 53 46
: : :
: : Changes in Commitments from: March 10, 2015 :
: -101: -7 157 -1 -78 34 -86 190: -15 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 56.9 7.6 63.8 18.1 80.0 82.6: 20.0 17.4
Old : 100.0: 15.0 61.2 1.6 62.7 19.2 79.4 82.0: 20.6 18.0
Other: 100.0: 9.6 90.7 0.2 80.4 0.6 90.2 91.5: 9.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 11 27 8 20 13 37 44:
Old : 66: 13 27 6 16 13 32 43:
Other: 14: 3 4 1 7 1 11 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 : 46.8 34.2 59.1 46.9 43.3 33.2 52.2 42.7
Old : 46.3 35.3 59.4 46.7 45.4 35.3 55.8 45.5
Other: 84.1 90.9 89.6 91.5 84.1 90.7 89.3 90.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 17, 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 : 1,323,440: 357,684 338,161 19,570 849,693 834,740 1,226,947 1,192,471: 96,493 130,969
Old : 1,323,440: 357,684 338,161 19,570 849,693 834,740 1,226,947 1,192,471: 96,493 130,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -10,233: 23,481 195 -2,576 -19,629 10,917 1,276 8,536: -11,509 -18,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 25.6 1.5 64.2 63.1 92.7 90.1: 7.3 9.9
Old : 100.0: 27.0 25.6 1.5 64.2 63.1 92.7 90.1: 7.3 9.9
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 : 261: 44 62 25 94 117 150 192:
Old : 261: 44 62 25 94 117 150 192:
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 : 30.5 26.2 44.2 36.1 30.2 26.2 42.3 34.9
Old : 30.5 26.2 44.2 36.1 30.2 26.2 42.3 34.9
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 17, 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 : 2,629,131: 390,684 498,214 60,291 1,887,816 1,661,274 2,338,791 2,219,779: 290,340 409,352
Old : 2,629,131: 390,684 498,214 60,291 1,887,816 1,661,274 2,338,791 2,219,779: 290,340 409,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 12,456: 14,050 -16,677 -800 -658 54,348 12,592 36,871: -136 -24,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.9 2.3 71.8 63.2 89.0 84.4: 11.0 15.6
Old : 100.0: 14.9 18.9 2.3 71.8 63.2 89.0 84.4: 11.0 15.6
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 : 379: 66 93 49 139 175 236 286:
Old : 379: 66 93 49 139 175 236 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 18.6 46.5 27.1 33.9 16.5 42.2 23.0
Old : 36.4 18.6 46.5 27.1 33.9 16.5 42.2 23.0
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 17, 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 : 1,997,826: 422,872 404,802 20,145 1,338,734 1,206,677 1,781,751 1,631,624: 216,075 366,202
Old : 1,997,826: 422,872 404,802 20,145 1,338,734 1,206,677 1,781,751 1,631,624: 216,075 366,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 24,722: -17,136 -2,966 2,354 32,274 12,690 17,492 12,078: 7,230 12,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.3 1.0 67.0 60.4 89.2 81.7: 10.8 18.3
Old : 100.0: 21.2 20.3 1.0 67.0 60.4 89.2 81.7: 10.8 18.3
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 : 275: 46 59 25 108 126 171 193:
Old : 275: 46 59 25 108 126 171 193:
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 : 19.7 15.9 35.0 26.0 16.8 13.7 29.6 21.7
Old : 19.7 15.9 35.0 26.0 16.8 13.7 29.6 21.7
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 17, 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 : 761,833: 29,043 136,440 189,873 518,858 385,176 737,774 711,489: 24,059 50,344
Old : 761,833: 29,043 136,440 189,873 518,858 385,176 737,774 711,489: 24,059 50,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 38,311: 11,960 6,787 3,085 24,739 27,934 39,784 37,806: -1,473 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 17.9 24.9 68.1 50.6 96.8 93.4: 3.2 6.6
Old : 100.0: 3.8 17.9 24.9 68.1 50.6 96.8 93.4: 3.2 6.6
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 : 114: 17 31 32 41 58 74 110:
Old : 114: 17 31 32 41 58 74 110:
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 : 42.6 20.0 55.3 31.4 29.4 8.9 33.5 16.3
Old : 42.6 20.0 55.3 31.4 29.4 8.9 33.5 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 17, 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 : 54,208: 15,665 10,638 947 29,422 36,426 46,034 48,011: 8,175 6,198
Old : 54,208: 15,665 10,638 947 29,422 36,426 46,034 48,011: 8,175 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,508: -2,036 1,313 530 -479 -1,867 -1,985 -25: 477 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.6 1.7 54.3 67.2 84.9 88.6: 15.1 11.4
Old : 100.0: 28.9 19.6 1.7 54.3 67.2 84.9 88.6: 15.1 11.4
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 : 96: 27 21 10 34 23 67 50:
Old : 96: 27 21 10 34 23 67 50:
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 40.9 36.8 60.0 23.5 36.3 35.6 54.9
Old : 23.6 40.9 36.8 60.0 23.5 36.3 35.6 54.9
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 17, 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 : 108,416: 31,330 21,276 1,893 58,844 72,852 92,067 96,021: 16,349 12,395
Old : 108,416: 31,330 21,276 1,893 58,844 72,852 92,067 96,021: 16,349 12,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -3,015: -4,071 2,625 1,060 -958 -3,734 -3,969 -49: 954 -2,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.6 1.7 54.3 67.2 84.9 88.6: 15.1 11.4
Old : 100.0: 28.9 19.6 1.7 54.3 67.2 84.9 88.6: 15.1 11.4
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 : 96: 27 21 10 34 23 67 50:
Old : 96: 27 21 10 34 23 67 50:
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 40.9 36.8 60.0 23.5 36.3 35.6 54.9
Old : 23.6 40.9 36.8 60.0 23.5 36.3 35.6 54.9
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,924: 13,242 13,445 2,655 915 678 16,812 16,778: 112 146
Old : 16,924: 13,242 13,445 2,655 915 678 16,812 16,778: 112 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,674: 556 638 1,903 224 0 2,683 2,541: -9 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 79.4 15.7 5.4 4.0 99.3 99.1: 0.7 0.9
Old : 100.0: 78.2 79.4 15.7 5.4 4.0 99.3 99.1: 0.7 0.9
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 : 26: 13 12 4 1 1 17 14:
Old : 26: 13 12 4 1 1 17 14:
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 : 81.3 64.6 96.4 88.7 74.3 60.2 78.2 74.5
Old : 81.3 64.6 96.4 88.7 74.3 60.2 78.2 74.5
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 17, 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 : 46,449: 31,988 18,078 0 14,333 28,233 46,321 46,311: 128 138
Old : 46,449: 31,988 18,078 0 14,333 28,233 46,321 46,311: 128 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -15,997: 6,217 326 -8,412 -13,824 -7,889 -16,019 -15,975: 22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 38.9 0.0 30.9 60.8 99.7 99.7: 0.3 0.3
Old : 100.0: 68.9 38.9 0.0 30.9 60.8 99.7 99.7: 0.3 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 : 42: 7 16 0 7 14 14 30:
Old : 42: 7 16 0 7 14 14 30:
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 : 90.8 53.4 97.4 73.7 84.7 45.1 89.9 65.4
Old : 90.8 53.4 97.4 73.7 84.7 45.1 89.9 65.4
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 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 36,670: 27,689 12,713 19 8,842 23,835 36,550 36,567: 120 103
Old : 36,670: 27,689 12,713 19 8,842 23,835 36,550 36,567: 120 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -3,909: 3,567 747 -4,109 -3,372 -540 -3,914 -3,902: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 34.7 0.1 24.1 65.0 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 34.7 0.1 24.1 65.0 99.7 99.7: 0.3 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 : 42: 8 15 1 5 15 14 30:
Old : 42: 8 15 1 5 15 14 30:
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 : 95.4 59.8 98.4 78.4 95.4 59.5 98.2 77.9
Old : 95.4 59.8 98.4 78.4 95.4 59.5 98.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015