WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 24, 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 : 427,942: 118,638 158,508 102,711 170,895 126,031 392,244 387,250: 35,698 40,692
Old : 190,869: 90,740 147,427 6,184 79,278 20,948 176,202 174,559: 14,667 16,310
Other: 237,073: 75,528 58,711 48,897 91,617 105,083 216,042 212,691: 21,031 24,382
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,145: -13,663 -6,124 9,566 4,757 -956 660 2,486: 485 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 37.0 24.0 39.9 29.5 91.7 90.5: 8.3 9.5
Old : 100.0: 47.5 77.2 3.2 41.5 11.0 92.3 91.5: 7.7 8.5
Other: 100.0: 31.9 24.8 20.6 38.6 44.3 91.1 89.7: 8.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 126 113 144 97 97 314 296:
Old : 338: 127 100 30 60 54 198 174:
Other: 309: 98 83 87 80 90 230 220:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 10.7 22.2 19.0 12.2 9.1 20.6 15.1
Old : 17.8 17.9 28.8 28.6 17.8 17.9 28.8 28.5
Other: 14.6 15.9 24.0 25.6 13.2 13.0 21.1 20.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 24, 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 : 153,978: 43,679 53,176 18,447 75,043 58,481 137,169 130,104: 16,809 23,874
Old : 72,596: 32,745 41,467 1,882 29,952 20,702 64,579 64,051: 8,017 8,545
Other: 81,382: 21,599 22,374 5,900 45,091 37,779 72,590 66,053: 8,792 15,329
: : :
: : Changes in Commitments from: March 17, 2015 :
: -6,182: -4,406 -7,708 1,404 -3,126 -1,221 -6,128 -7,525: -54 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 34.5 12.0 48.7 38.0 89.1 84.5: 10.9 15.5
Old : 100.0: 45.1 57.1 2.6 41.3 28.5 89.0 88.2: 11.0 11.8
Other: 100.0: 26.5 27.5 7.2 55.4 46.4 89.2 81.2: 10.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 46 48 51 70 62 143 142:
Old : 164: 42 42 10 44 37 90 85:
Other: 155: 33 37 25 59 55 107 106:
:----------------------------------------------------------------------------------------------------
: 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 22.1 24.0 29.8 12.8 18.1 21.0 24.5
Old : 21.1 30.9 33.2 43.9 19.9 30.9 32.0 43.9
Other: 15.8 20.7 26.7 30.8 13.7 17.1 24.0 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 24, 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 : 1,333,440: 383,284 286,898 218,770 619,163 614,533 1,221,217 1,120,201: 112,223 213,239
Old : 975,391: 291,520 287,585 157,134 447,617 394,238 896,271 838,957: 79,120 136,434
Other: 358,049: 141,433 48,982 11,967 171,546 220,295 324,946 281,244: 33,103 76,805
: : :
: : Changes in Commitments from: March 17, 2015 :
: 2,473: -3,203 -36,709 14,076 -10,429 31,048 444 8,415: 2,029 -5,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 21.5 16.4 46.4 46.1 91.6 84.0: 8.4 16.0
Old : 100.0: 29.9 29.5 16.1 45.9 40.4 91.9 86.0: 8.1 14.0
Other: 100.0: 39.5 13.7 3.3 47.9 61.5 90.8 78.5: 9.2 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 160 166 177 234 304 500 575:
Old : 687: 149 168 142 216 280 449 521:
Other: 501: 115 70 52 105 256 244 359:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 9.1 23.1 15.2 10.9 6.5 17.8 11.4
Old : 14.7 10.1 25.2 16.9 14.7 8.6 24.3 14.5
Other: 24.5 23.0 33.7 32.4 15.9 16.7 25.0 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 24, 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 : 9,251: 2,187 2,340 161 4,982 4,818 7,330 7,319: 1,921 1,932
Old : 5,782: 2,031 1,849 0 2,380 2,580 4,411 4,429: 1,371 1,353
Other: 3,469: 273 608 44 2,602 2,238 2,919 2,890: 550 579
: : :
: : Changes in Commitments from: March 17, 2015 :
: 145: 14 -140 -58 146 351 102 153: 43 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 25.3 1.7 53.9 52.1 79.2 79.1: 20.8 20.9
Old : 100.0: 35.1 32.0 0.0 41.2 44.6 76.3 76.6: 23.7 23.4
Other: 100.0: 7.9 17.5 1.3 75.0 64.5 84.1 83.3: 15.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 7 4 15 12 28 21:
Old : 33: 10 5 0 11 8 21 13:
Other: 25: 4 6 4 10 10 17 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 : 38.1 47.3 53.4 64.0 36.7 43.2 47.9 55.5
Old : 39.3 60.0 57.4 71.3 39.3 60.0 57.4 71.3
Other: 54.3 45.1 73.2 67.1 53.8 42.6 66.1 63.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 24, 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 : 728,285: 185,190 193,766 121,092 376,378 301,124 682,660 615,982: 45,625 112,303
Old : 526,920: 171,715 198,402 54,075 271,069 207,970 496,859 460,447: 30,061 66,473
Other: 201,365: 69,458 51,347 11,034 105,309 93,154 185,801 155,535: 15,564 45,830
: : :
: : Changes in Commitments from: March 17, 2015 :
: 12,268: 2,744 795 2,475 6,084 12,904 11,303 16,174: 965 -3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 26.6 16.6 51.7 41.3 93.7 84.6: 6.3 15.4
Old : 100.0: 32.6 37.7 10.3 51.4 39.5 94.3 87.4: 5.7 12.6
Other: 100.0: 34.5 25.5 5.5 52.3 46.3 92.3 77.2: 7.7 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 148 222 203 151 207 428 529:
Old : 600: 144 218 150 127 179 364 463:
Other: 416: 98 127 56 84 156 211 312:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 13.8 21.0 21.2 10.4 9.9 16.9 14.9
Old : 13.5 16.4 22.8 24.5 11.9 14.4 20.4 21.0
Other: 21.5 21.5 33.5 27.7 20.9 20.7 32.8 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 24, 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 : 374,969: 113,914 84,829 71,269 159,273 189,630 344,456 345,728: 30,513 29,241
Old : 293,005: 116,343 90,700 35,408 119,287 141,943 271,038 268,051: 21,967 24,954
Other: 81,964: 21,917 18,475 11,515 39,986 47,687 73,418 77,677: 8,546 4,287
: : :
: : Changes in Commitments from: March 17, 2015 :
: 4,262: -3,500 -4,043 3,052 4,018 6,874 3,570 5,883: 692 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 22.6 19.0 42.5 50.6 91.9 92.2: 8.1 7.8
Old : 100.0: 39.7 31.0 12.1 40.7 48.4 92.5 91.5: 7.5 8.5
Other: 100.0: 26.7 22.5 14.0 48.8 58.2 89.6 94.8: 10.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 93 86 109 82 64 236 225:
Old : 305: 105 85 84 78 60 221 201:
Other: 164: 42 48 36 49 30 117 94:
:----------------------------------------------------------------------------------------------------
: 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 28.1 16.3 34.5 8.8 26.5 15.4 32.4
Old : 10.1 27.4 18.8 34.4 10.0 27.2 17.8 33.6
Other: 18.2 35.6 30.1 48.5 18.2 34.0 29.8 45.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 24, 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 : 414,086: 53,111 40,739 6,240 211,118 230,920 270,469 277,899: 143,617 136,187
Old : 414,086: 53,111 40,739 6,240 211,118 230,920 270,469 277,899: 143,617 136,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 8,926: -7,901 8,737 -2,628 12,931 9,739 2,402 15,848: 6,524 -6,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.8 1.5 51.0 55.8 65.3 67.1: 34.7 32.9
Old : 100.0: 12.8 9.8 1.5 51.0 55.8 65.3 67.1: 34.7 32.9
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 : 119: 24 18 9 46 59 73 83:
Old : 119: 24 18 9 46 59 73 83:
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 : 19.6 17.3 28.7 26.8 17.0 16.5 24.2 24.3
Old : 19.6 17.3 28.7 26.8 17.0 16.5 24.2 24.3
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 24, 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 : 581,495: 46,725 95,537 7,106 402,447 389,033 456,278 491,676: 125,217 89,819
Old : 581,495: 46,725 95,537 7,106 402,447 389,033 456,278 491,676: 125,217 89,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 140: -4,661 2,159 -4,188 1,258 -4,239 -7,591 -6,268: 7,731 6,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.4 1.2 69.2 66.9 78.5 84.6: 21.5 15.4
Old : 100.0: 8.0 16.4 1.2 69.2 66.9 78.5 84.6: 21.5 15.4
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 : 89: 11 14 8 49 48 64 66:
Old : 89: 11 14 8 49 48 64 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 : 24.5 36.5 39.6 48.4 21.0 36.3 32.7 46.2
Old : 24.5 36.5 39.6 48.4 21.0 36.3 32.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 24, 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 : 7,452: 1,170 73 823 5,052 6,305 7,045 7,201: 407 251
Old : 7,452: 1,170 73 823 5,052 6,305 7,045 7,201: 407 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -261: -63 -30 -161 -24 -25 -248 -216: -13 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.0 11.0 67.8 84.6 94.5 96.6: 5.5 3.4
Old : 100.0: 15.7 1.0 11.0 67.8 84.6 94.5 96.6: 5.5 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 : 36: 11 2 7 18 20 30 28:
Old : 36: 11 2 7 18 20 30 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 : 37.5 57.7 60.1 76.7 26.5 41.8 35.7 46.7
Old : 37.5 57.7 60.1 76.7 26.5 41.8 35.7 46.7
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 24, 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 : 340,977: 97,655 63,728 48,946 148,647 196,494 295,248 309,168: 45,729 31,809
Old : 280,732: 93,371 57,014 32,524 117,446 166,105 243,341 255,643: 37,391 25,089
Other: 60,245: 16,298 18,728 4,408 31,201 30,389 51,907 53,525: 8,338 6,720
: : :
: : Changes in Commitments from: March 17, 2015 :
: 877: -4,261 -3,733 4,841 -2,359 -525 -1,779 583: 2,656 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.7 14.4 43.6 57.6 86.6 90.7: 13.4 9.3
Old : 100.0: 33.3 20.3 11.6 41.8 59.2 86.7 91.1: 13.3 8.9
Other: 100.0: 27.1 31.1 7.3 51.8 50.4 86.2 88.8: 13.8 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 78 76 80 84 71 219 182:
Old : 266: 87 71 67 78 64 204 167:
Other: 152: 43 29 20 66 38 119 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 31.1 15.8 38.6 9.0 28.0 14.7 34.8
Old : 9.7 33.5 17.0 41.5 9.5 32.0 16.6 39.8
Other: 20.2 31.3 30.7 44.7 16.2 23.6 25.9 34.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 24, 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 : 8,705: 710 4,897 803 5,397 1,639 6,910 7,339: 1,795 1,366
Old : 8,111: 1,211 4,921 247 4,965 1,632 6,423 6,800: 1,688 1,311
Other: 594: 53 530 2 432 7 487 539: 107 55
: : :
: : Changes in Commitments from: March 17, 2015 :
: -157: -53 -149 128 -257 39 -182 18: 25 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 56.3 9.2 62.0 18.8 79.4 84.3: 20.6 15.7
Old : 100.0: 14.9 60.7 3.0 61.2 20.1 79.2 83.8: 20.8 16.2
Other: 100.0: 8.9 89.2 0.3 72.7 1.2 82.0 90.7: 18.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 8 28 10 21 13 39 44:
Old : 65: 9 28 8 18 12 35 42:
Other: 15: 3 4 1 7 2 11 6:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 34.5 56.3 47.4 40.4 33.1 49.0 42.8
Old : 45.9 35.5 56.8 47.4 45.9 35.5 55.0 45.9
Other: 75.8 89.6 81.1 90.7 75.8 89.2 81.0 89.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 24, 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 : 1,370,178: 403,026 312,507 18,116 841,489 894,809 1,262,631 1,225,432: 107,547 144,746
Old : 1,370,178: 403,026 312,507 18,116 841,489 894,809 1,262,631 1,225,432: 107,547 144,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 46,738: 45,342 -25,654 -1,454 -8,204 60,069 35,684 32,961: 11,054 13,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 22.8 1.3 61.4 65.3 92.2 89.4: 7.8 10.6
Old : 100.0: 29.4 22.8 1.3 61.4 65.3 92.2 89.4: 7.8 10.6
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 : 269: 48 63 27 91 121 151 199:
Old : 269: 48 63 27 91 121 151 199:
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 : 31.0 30.1 43.5 39.2 30.7 30.1 41.6 38.1
Old : 31.0 30.1 43.5 39.2 30.7 30.1 41.6 38.1
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 24, 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 : 2,805,417: 350,424 530,231 89,604 2,043,697 1,784,507 2,483,725 2,404,342: 321,692 401,075
Old : 2,805,417: 350,424 530,231 89,604 2,043,697 1,784,507 2,483,725 2,404,342: 321,692 401,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 176,286: -40,260 32,017 29,313 155,881 123,233 144,934 184,563: 31,352 -8,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.9 3.2 72.8 63.6 88.5 85.7: 11.5 14.3
Old : 100.0: 12.5 18.9 3.2 72.8 63.6 88.5 85.7: 11.5 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 : 388: 63 96 52 138 178 234 293:
Old : 388: 63 96 52 138 178 234 293:
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 : 37.4 19.1 47.5 27.2 34.4 16.9 43.0 22.8
Old : 37.4 19.1 47.5 27.2 34.4 16.9 43.0 22.8
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 24, 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 : 2,002,607: 378,424 404,266 22,110 1,361,720 1,222,109 1,762,254 1,648,485: 240,353 354,122
Old : 2,002,607: 378,424 404,266 22,110 1,361,720 1,222,109 1,762,254 1,648,485: 240,353 354,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 4,781: -44,448 -536 1,965 22,986 15,432 -19,497 16,861: 24,278 -12,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.2 1.1 68.0 61.0 88.0 82.3: 12.0 17.7
Old : 100.0: 18.9 20.2 1.1 68.0 61.0 88.0 82.3: 12.0 17.7
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 : 263: 37 64 28 98 123 154 196:
Old : 263: 37 64 28 98 123 154 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 15.9 37.2 25.9 18.1 14.5 31.4 22.6
Old : 23.1 15.9 37.2 25.9 18.1 14.5 31.4 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 24, 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 : 749,830: 50,517 132,437 155,934 518,538 407,438 724,989 695,809: 24,841 54,021
Old : 749,830: 50,517 132,437 155,934 518,538 407,438 724,989 695,809: 24,841 54,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -12,003: 21,474 -4,003 -33,939 -320 22,262 -12,785 -15,680: 782 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.7 20.8 69.2 54.3 96.7 92.8: 3.3 7.2
Old : 100.0: 6.7 17.7 20.8 69.2 54.3 96.7 92.8: 3.3 7.2
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 : 111: 13 37 31 43 53 77 105:
Old : 111: 13 37 31 43 53 77 105:
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 : 41.3 23.2 52.8 34.8 29.4 10.6 35.2 18.2
Old : 41.3 23.2 52.8 34.8 29.4 10.6 35.2 18.2
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 24, 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 : 53,325: 14,971 8,773 1,252 29,206 38,248 45,429 48,272: 7,896 5,053
Old : 53,325: 14,971 8,773 1,252 29,206 38,248 45,429 48,272: 7,896 5,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -884: -694 -1,866 306 -217 1,822 -605 262: -279 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.5 2.3 54.8 71.7 85.2 90.5: 14.8 9.5
Old : 100.0: 28.1 16.5 2.3 54.8 71.7 85.2 90.5: 14.8 9.5
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 : 95: 25 21 4 30 24 57 47:
Old : 95: 25 21 4 30 24 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 40.4 44.6 63.2 30.8 39.2 44.4 61.6
Old : 30.9 40.4 44.6 63.2 30.8 39.2 44.4 61.6
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 24, 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 : 106,649: 29,942 17,545 2,504 58,411 76,495 90,857 96,544: 15,792 10,105
Old : 106,649: 29,942 17,545 2,504 58,411 76,495 90,857 96,544: 15,792 10,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -1,767: -1,388 -3,731 611 -433 3,643 -1,210 523: -557 -2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.5 2.3 54.8 71.7 85.2 90.5: 14.8 9.5
Old : 100.0: 28.1 16.5 2.3 54.8 71.7 85.2 90.5: 14.8 9.5
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 : 95: 25 21 4 30 24 57 47:
Old : 95: 25 21 4 30 24 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 40.4 44.6 63.2 30.8 39.2 44.4 61.6
Old : 30.9 40.4 44.6 63.2 30.8 39.2 44.4 61.6
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 24, 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 : 13,146: 11,416 11,754 714 848 678 12,978 13,146: 168 0
Old : 13,146: 11,416 11,754 714 848 678 12,978 13,146: 168 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -3,778: -1,826 -1,691 -1,941 -67 0 -3,834 -3,632: 56 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 89.4 5.4 6.5 5.2 98.7 100.0: 1.3 0.0
Old : 100.0: 86.8 89.4 5.4 6.5 5.2 98.7 100.0: 1.3 0.0
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 : 27: 16 10 2 1 1 18 12:
Old : 27: 16 10 2 1 1 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 74.5 92.6 92.5 67.8 72.1 83.7 85.7
Old : 68.5 74.5 92.6 92.5 67.8 72.1 83.7 85.7
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 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 45,423: 32,437 17,520 0 12,871 27,770 45,308 45,290: 115 133
Old : 45,423: 32,437 17,520 0 12,871 27,770 45,308 45,290: 115 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -1,026: 449 -558 0 -1,462 -463 -1,013 -1,021: -13 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 38.6 0.0 28.3 61.1 99.7 99.7: 0.3 0.3
Old : 100.0: 71.4 38.6 0.0 28.3 61.1 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 : 43: 7 16 0 7 15 14 31:
Old : 43: 7 16 0 7 15 14 31:
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 : 90.3 54.5 97.2 74.1 84.2 46.0 89.7 65.6
Old : 90.3 54.5 97.2 74.1 84.2 46.0 89.7 65.6
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 - Futures Only, March 24, 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 : 38,351: 28,961 13,378 0 9,256 24,876 38,217 38,254: 134 97
Old : 38,351: 28,961 13,378 0 9,256 24,876 38,217 38,254: 134 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,681: 1,272 665 -19 414 1,041 1,667 1,687: 14 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 34.9 0.0 24.1 64.9 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 34.9 0.0 24.1 64.9 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 : 43: 11 14 0 4 15 15 29:
Old : 43: 11 14 0 4 15 15 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 : 94.3 58.7 98.1 76.9 94.3 58.1 98.1 76.4
Old : 94.3 58.7 98.1 76.9 94.3 58.1 98.1 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2015