WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 7, 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 : 447,444: 116,405 159,616 111,204 181,158 136,581 408,767 407,401: 38,677 40,043
Old : 168,662: 77,960 124,913 5,324 70,293 25,843 153,577 156,080: 15,085 12,582
Other: 278,782: 84,716 80,974 59,609 110,865 110,738 255,190 251,321: 23,592 27,461
: : :
: : Changes in Commitments from: March 31, 2015 :
: 15,672: 2,915 -2,651 7,897 2,603 11,792 13,415 17,038: 2,257 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 35.7 24.9 40.5 30.5 91.4 91.1: 8.6 8.9
Old : 100.0: 46.2 74.1 3.2 41.7 15.3 91.1 92.5: 8.9 7.5
Other: 100.0: 30.4 29.0 21.4 39.8 39.7 91.5 90.1: 8.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 119 112 144 100 91 317 282:
Old : 319: 126 90 24 61 47 198 150:
Other: 322: 96 100 92 85 84 238 231:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.1 21.0 19.3 11.6 9.7 19.7 15.8
Old : 17.4 18.7 29.0 30.9 17.4 18.7 29.0 30.9
Other: 14.2 14.1 23.6 23.8 12.6 11.4 20.9 17.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 7, 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 : 147,321: 40,372 44,912 16,511 74,567 64,553 131,450 125,976: 15,871 21,345
Old : 54,734: 24,102 27,829 2,221 22,200 18,393 48,523 48,443: 6,211 6,291
Other: 92,587: 22,578 23,391 7,982 52,367 46,160 82,927 77,533: 9,660 15,054
: : :
: : Changes in Commitments from: March 31, 2015 :
: -7,358: -2,317 -5,860 -2,165 -1,879 1,470 -6,361 -6,555: -997 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 30.5 11.2 50.6 43.8 89.2 85.5: 10.8 14.5
Old : 100.0: 44.0 50.8 4.1 40.6 33.6 88.7 88.5: 11.3 11.5
Other: 100.0: 24.4 25.3 8.6 56.6 49.9 89.6 83.7: 10.4 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 41 50 48 69 67 142 142:
Old : 157: 46 33 8 40 40 89 78:
Other: 158: 26 44 30 59 62 107 118:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 21.3 24.8 30.3 13.7 17.2 21.8 25.1
Old : 21.3 30.8 33.3 47.3 19.7 30.8 31.7 47.3
Other: 16.4 21.9 28.1 31.4 12.7 16.3 24.1 25.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 7, 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 : 1,358,349: 348,540 258,645 263,475 635,017 621,789 1,247,032 1,143,909: 111,317 214,440
Old : 981,137: 275,770 278,591 179,769 449,220 390,761 904,759 849,121: 76,378 132,016
Other: 377,212: 138,683 45,967 17,793 185,797 231,028 342,273 294,788: 34,939 82,424
: : :
: : Changes in Commitments from: March 31, 2015 :
: 8,464: -17,604 -3,125 28,307 -2,820 -18,118 7,883 7,064: 581 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.0 19.4 46.7 45.8 91.8 84.2: 8.2 15.8
Old : 100.0: 28.1 28.4 18.3 45.8 39.8 92.2 86.5: 7.8 13.5
Other: 100.0: 36.8 12.2 4.7 49.3 61.2 90.7 78.1: 9.3 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 142 171 198 249 295 517 579:
Old : 677: 126 189 151 229 270 453 527:
Other: 516: 127 68 58 121 247 277 354:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 9.0 21.6 15.5 9.5 5.8 16.2 10.5
Old : 14.1 10.1 24.1 17.3 14.0 8.9 23.5 15.2
Other: 21.6 23.4 31.8 33.0 12.7 15.8 21.8 23.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 7, 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 : 8,908: 1,927 1,136 600 4,034 4,907 6,561 6,643: 2,347 2,265
Old : 4,380: 2,116 507 0 877 2,503 2,993 3,010: 1,387 1,370
Other: 4,528: 319 1,137 92 3,157 2,404 3,568 3,633: 960 895
: : :
: : Changes in Commitments from: March 31, 2015 :
: -558: -263 -677 61 -401 3 -603 -613: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.8 6.7 45.3 55.1 73.7 74.6: 26.3 25.4
Old : 100.0: 48.3 11.6 0.0 20.0 57.1 68.3 68.7: 31.7 31.3
Other: 100.0: 7.0 25.1 2.0 69.7 53.1 78.8 80.2: 21.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 8 5 15 12 26 24:
Old : 28: 8 6 0 6 9 14 15:
Other: 31: 3 10 3 14 10 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 35.0 50.7 50.7 29.5 33.6 43.4 46.5
Old : 47.4 47.4 62.4 59.3 47.4 46.5 62.0 57.1
Other: 44.3 34.9 61.0 58.8 43.8 31.3 57.6 53.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 7, 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 : 753,955: 184,254 195,292 129,245 391,881 319,289 705,380 643,826: 48,575 110,129
Old : 541,545: 167,883 191,889 66,269 274,966 222,542 509,118 480,700: 32,427 60,845
Other: 212,410: 67,374 54,406 11,973 116,915 96,747 196,262 163,126: 16,148 49,284
: : :
: : Changes in Commitments from: March 31, 2015 :
: -9,957: -4,272 -7,520 -4,891 -1,095 5,920 -10,258 -6,491: 301 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.9 17.1 52.0 42.3 93.6 85.4: 6.4 14.6
Old : 100.0: 31.0 35.4 12.2 50.8 41.1 94.0 88.8: 6.0 11.2
Other: 100.0: 31.7 25.6 5.6 55.0 45.5 92.4 76.8: 7.6 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 148 223 208 152 199 440 519:
Old : 605: 154 219 151 129 175 369 470:
Other: 405: 89 127 64 89 150 222 301:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 13.3 19.7 20.6 9.1 9.3 15.4 15.2
Old : 11.9 17.2 21.0 25.3 9.3 13.8 17.5 20.4
Other: 21.1 16.2 32.0 23.5 20.0 15.5 31.0 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 7, 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 : 374,852: 118,984 89,251 64,249 159,209 191,116 342,442 344,616: 32,410 30,236
Old : 287,763: 119,887 95,932 30,035 114,985 136,074 264,907 262,041: 22,856 25,722
Other: 87,089: 22,317 16,539 10,994 44,224 55,042 77,535 82,575: 9,554 4,514
: : :
: : Changes in Commitments from: March 31, 2015 :
: -8,917: 1,119 -5,093 -4,382 -6,942 3,653 -10,205 -5,822: 1,288 -3,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 23.8 17.1 42.5 51.0 91.4 91.9: 8.6 8.1
Old : 100.0: 41.7 33.3 10.4 40.0 47.3 92.1 91.1: 7.9 8.9
Other: 100.0: 25.6 19.0 12.6 50.8 63.2 89.0 94.8: 11.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 95 81 104 78 64 229 215:
Old : 293: 100 85 78 75 60 209 195:
Other: 158: 47 42 31 49 31 115 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 28.9 16.7 35.3 9.0 26.8 16.2 33.0
Old : 10.8 26.8 18.9 34.2 10.5 26.4 18.6 33.4
Other: 18.4 38.0 30.0 50.8 18.4 35.4 30.0 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 7, 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 : 435,377: 61,104 47,344 6,558 225,494 250,785 293,156 304,687: 142,221 130,690
Old : 435,377: 61,104 47,344 6,558 225,494 250,785 293,156 304,687: 142,221 130,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 9,373: -1,397 2,085 1,561 8,385 8,118 8,549 11,764: 824 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.9 1.5 51.8 57.6 67.3 70.0: 32.7 30.0
Old : 100.0: 14.0 10.9 1.5 51.8 57.6 67.3 70.0: 32.7 30.0
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 : 123: 24 19 15 52 60 81 89:
Old : 123: 24 19 15 52 60 81 89:
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 : 19.4 20.9 29.3 30.6 17.6 19.4 25.3 28.3
Old : 19.4 20.9 29.3 30.6 17.6 19.4 25.3 28.3
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, April 7, 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 : 570,955: 48,938 81,228 7,832 395,478 391,474 452,248 480,534: 118,707 90,421
Old : 570,955: 48,938 81,228 7,832 395,478 391,474 452,248 480,534: 118,707 90,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -479: 1,474 -13,438 553 113 8,611 2,140 -4,274: -2,619 3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.2 1.4 69.3 68.6 79.2 84.2: 20.8 15.8
Old : 100.0: 8.6 14.2 1.4 69.3 68.6 79.2 84.2: 20.8 15.8
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 : 92: 13 12 8 49 49 66 65:
Old : 92: 13 12 8 49 49 66 65:
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 : 24.7 36.9 38.5 48.1 20.6 35.7 32.3 45.4
Old : 24.7 36.9 38.5 48.1 20.6 35.7 32.3 45.4
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, April 7, 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 : 6,550: 1,306 149 627 4,270 5,457 6,203 6,233: 347 317
Old : 6,550: 1,306 149 627 4,270 5,457 6,203 6,233: 347 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -173: 151 10 -199 -98 -122 -146 -311: -27 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.3 9.6 65.2 83.3 94.7 95.2: 5.3 4.8
Old : 100.0: 19.9 2.3 9.6 65.2 83.3 94.7 95.2: 5.3 4.8
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 : 38: 12 4 6 16 18 31 25:
Old : 38: 12 4 6 16 18 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 60.9 59.9 76.6 32.4 51.5 43.7 56.5
Old : 41.4 60.9 59.9 76.6 32.4 51.5 43.7 56.5
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, April 7, 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 : 339,892: 97,135 68,664 45,221 150,796 191,202 293,152 305,087: 46,740 34,805
Old : 273,568: 92,256 63,099 26,496 117,419 156,724 236,171 246,319: 37,397 27,249
Other: 66,324: 19,649 20,335 3,955 33,377 34,478 56,981 58,768: 9,343 7,556
: : :
: : Changes in Commitments from: March 31, 2015 :
: -6,446: -8,116 3,887 -1,361 2,358 -13,329 -7,119 -10,803: 673 4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.2 13.3 44.4 56.3 86.2 89.8: 13.8 10.2
Old : 100.0: 33.7 23.1 9.7 42.9 57.3 86.3 90.0: 13.7 10.0
Other: 100.0: 29.6 30.7 6.0 50.3 52.0 85.9 88.6: 14.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 80 77 88 85 78 225 197:
Old : 273: 84 77 74 81 69 211 180:
Other: 164: 50 35 24 62 40 124 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 : 10.4 28.1 17.1 34.9 10.0 25.2 15.7 31.4
Old : 11.0 29.6 18.3 37.2 10.6 28.4 17.7 35.8
Other: 18.6 28.8 29.1 42.3 15.1 21.9 24.9 33.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,098: 758 4,760 1,987 5,555 1,626 8,300 8,373: 1,798 1,725
Old : 9,079: 1,563 4,813 1,024 4,820 1,609 7,407 7,446: 1,672 1,633
Other: 1,019: 153 905 5 735 17 893 927: 126 92
: : :
: : Changes in Commitments from: March 31, 2015 :
: 870: 3 -54 707 185 54 895 707: -25 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 47.1 19.7 55.0 16.1 82.2 82.9: 17.8 17.1
Old : 100.0: 17.2 53.0 11.3 53.1 17.7 81.6 82.0: 18.4 18.0
Other: 100.0: 15.0 88.8 0.5 72.1 1.7 87.6 91.0: 12.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 11 23 13 20 14 41 46:
Old : 66: 13 24 8 19 13 37 42:
Other: 19: 4 6 1 8 2 13 8:
:----------------------------------------------------------------------------------------------------
: 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 : 41.6 33.2 56.2 46.9 35.6 28.7 43.2 37.3
Old : 42.1 32.0 55.8 45.7 42.1 31.9 51.0 41.5
Other: 68.8 88.9 85.4 91.0 68.8 88.4 85.4 90.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 7, 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 : 1,333,541: 404,393 279,017 20,684 789,879 885,815 1,214,956 1,185,516: 118,585 148,025
Old : 1,333,541: 404,393 279,017 20,684 789,879 885,815 1,214,956 1,185,516: 118,585 148,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -20,295: -8,591 5,001 -177 -11,330 -16,475 -20,098 -11,651: -197 -8,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 20.9 1.6 59.2 66.4 91.1 88.9: 8.9 11.1
Old : 100.0: 30.3 20.9 1.6 59.2 66.4 91.1 88.9: 8.9 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 : 260: 45 59 28 93 114 150 189:
Old : 260: 45 59 28 93 114 150 189:
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 : 27.2 30.9 39.8 40.3 27.0 30.9 38.6 39.0
Old : 27.2 30.9 39.8 40.3 27.0 30.9 38.6 39.0
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, April 7, 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 : 2,798,512: 329,399 491,826 75,231 2,061,408 1,821,617 2,466,038 2,388,674: 332,474 409,838
Old : 2,798,512: 329,399 491,826 75,231 2,061,408 1,821,617 2,466,038 2,388,674: 332,474 409,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 30,849: -34,143 14,474 1,606 44,235 31,239 11,698 47,319: 19,151 -16,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.6 2.7 73.7 65.1 88.1 85.4: 11.9 14.6
Old : 100.0: 11.8 17.6 2.7 73.7 65.1 88.1 85.4: 11.9 14.6
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 : 376: 66 81 52 152 172 246 277:
Old : 376: 66 81 52 152 172 246 277:
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 : 36.5 18.8 46.5 28.4 32.4 16.4 40.4 23.4
Old : 36.5 18.8 46.5 28.4 32.4 16.4 40.4 23.4
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, April 7, 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 : 2,000,105: 332,221 433,771 18,091 1,379,033 1,218,041 1,729,345 1,669,903: 270,760 330,202
Old : 2,000,105: 332,221 433,771 18,091 1,379,033 1,218,041 1,729,345 1,669,903: 270,760 330,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 17,988: -37,059 35,193 -3,855 37,279 -1,998 -3,635 29,340: 21,623 -11,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 21.7 0.9 68.9 60.9 86.5 83.5: 13.5 16.5
Old : 100.0: 16.6 21.7 0.9 68.9 60.9 86.5 83.5: 13.5 16.5
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 : 270: 41 65 29 96 125 156 200:
Old : 270: 41 65 29 96 125 156 200:
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 : 24.2 15.5 38.2 24.7 19.9 12.0 31.0 19.5
Old : 24.2 15.5 38.2 24.7 19.9 12.0 31.0 19.5
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, April 7, 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 : 716,978: 40,690 143,235 133,071 516,647 385,048 690,408 661,354: 26,570 55,624
Old : 716,978: 40,690 143,235 133,071 516,647 385,048 690,408 661,354: 26,570 55,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -60,390: -8,600 6,236 -20,556 -32,282 -45,625 -61,438 -59,945: 1,048 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 20.0 18.6 72.1 53.7 96.3 92.2: 3.7 7.8
Old : 100.0: 5.7 20.0 18.6 72.1 53.7 96.3 92.2: 3.7 7.8
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 : 116: 13 39 30 43 58 75 112:
Old : 116: 13 39 30 43 58 75 112:
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 : 44.4 20.5 56.0 31.7 28.3 9.9 34.6 16.8
Old : 44.4 20.5 56.0 31.7 28.3 9.9 34.6 16.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,669: 12,330 7,697 1,248 26,912 35,032 40,490 43,977: 8,179 4,692
Old : 48,669: 12,330 7,697 1,248 26,912 35,032 40,490 43,977: 8,179 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -3: 1,152 -344 -867 -317 1,693 -32 482: 29 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.8 2.6 55.3 72.0 83.2 90.4: 16.8 9.6
Old : 100.0: 25.3 15.8 2.6 55.3 72.0 83.2 90.4: 16.8 9.6
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 : 88: 25 18 3 28 25 53 46:
Old : 88: 25 18 3 28 25 53 46:
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 : 29.7 41.9 43.2 61.7 29.4 40.1 41.4 59.9
Old : 29.7 41.9 43.2 61.7 29.4 40.1 41.4 59.9
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 97,337: 24,659 15,394 2,496 53,824 70,064 80,979 87,954: 16,358 9,383
Old : 97,337: 24,659 15,394 2,496 53,824 70,064 80,979 87,954: 16,358 9,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5: 2,304 -688 -1,734 -633 3,386 -63 964: 58 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.8 2.6 55.3 72.0 83.2 90.4: 16.8 9.6
Old : 100.0: 25.3 15.8 2.6 55.3 72.0 83.2 90.4: 16.8 9.6
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 : 88: 25 18 3 28 25 53 46:
Old : 88: 25 18 3 28 25 53 46:
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 : 29.7 41.9 43.2 61.7 29.4 40.1 41.4 59.9
Old : 29.7 41.9 43.2 61.7 29.4 40.1 41.4 59.9
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, April 7, 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 : 13,832: 11,962 12,277 877 848 678 13,687 13,832: 145 0
Old : 13,832: 11,962 12,277 877 848 678 13,687 13,832: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 204: 97 79 128 0 0 225 207: -21 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 88.8 6.3 6.1 4.9 99.0 100.0: 1.0 0.0
Old : 100.0: 86.5 88.8 6.3 6.1 4.9 99.0 100.0: 1.0 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 : 29: 17 11 2 1 1 19 13:
Old : 29: 17 11 2 1 1 19 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 : 75.7 72.6 92.8 91.4 73.9 72.6 83.1 84.5
Old : 75.7 72.6 92.8 91.4 73.9 72.6 83.1 84.5
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, April 7, 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 : 44,342: 33,468 17,374 0 10,735 26,848 44,203 44,222: 139 120
Old : 44,342: 33,468 17,374 0 10,735 26,848 44,203 44,222: 139 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,029: -116 -458 0 -936 -555 -1,052 -1,013: 23 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 39.2 0.0 24.2 60.5 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 39.2 0.0 24.2 60.5 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 6 15 13 31:
Old : 43: 7 16 0 6 15 13 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 : 89.8 53.4 96.7 73.9 83.9 44.7 89.1 65.2
Old : 89.8 53.4 96.7 73.9 83.9 44.7 89.1 65.2
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, April 7, 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 : 37,614: 30,344 12,664 0 7,149 24,831 37,493 37,495: 121 119
Old : 37,614: 30,344 12,664 0 7,149 24,831 37,493 37,495: 121 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -352: 593 -436 -42 -940 151 -389 -327: 37 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 33.7 0.0 19.0 66.0 99.7 99.7: 0.3 0.3
Old : 100.0: 80.7 33.7 0.0 19.0 66.0 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 : 43: 11 13 0 5 15 16 28:
Old : 43: 11 13 0 5 15 16 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 : 93.0 59.6 97.0 78.3 93.0 59.1 97.0 77.7
Old : 93.0 59.6 97.0 78.3 93.0 59.1 97.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015