WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 455,945: 123,215 183,046 107,665 184,318 118,049 415,198 408,760: 40,747 47,185
Old : 50,992: 29,642 23,550 1,238 13,100 20,266 43,980 45,054: 7,012 5,938
Other: 404,953: 109,784 175,707 90,216 171,218 97,783 371,218 363,706: 33,735 41,247
: : :
: : Changes in Commitments from: April 14, 2015 :
: -13,975: 6,395 7,487 -14,674 -4,489 -8,252 -12,768 -15,439: -1,207 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 40.1 23.6 40.4 25.9 91.1 89.7: 8.9 10.3
Old : 100.0: 58.1 46.2 2.4 25.7 39.7 86.2 88.4: 13.8 11.6
Other: 100.0: 27.1 43.4 22.3 42.3 24.1 91.7 89.8: 8.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 130 119 146 109 92 334 294:
Old : 212: 81 48 12 42 42 129 96:
Other: 391: 122 128 119 100 88 298 279:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 10.6 21.4 18.9 12.6 9.0 19.9 15.4
Old : 20.5 28.0 31.8 40.2 20.5 28.0 31.8 40.2
Other: 15.1 11.7 23.6 20.5 13.9 10.2 22.2 16.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 158,203: 40,163 60,141 21,982 75,428 52,682 137,573 134,805: 20,630 23,398
Old : 20,775: 6,738 9,539 403 9,691 8,498 16,832 18,440: 3,943 2,335
Other: 137,428: 37,170 54,347 17,834 65,737 44,184 120,741 116,365: 16,687 21,063
: : :
: : Changes in Commitments from: April 14, 2015 :
: 5,070: 2,495 10,382 2,009 -1,244 -7,321 3,260 5,070: 1,810 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 38.0 13.9 47.7 33.3 87.0 85.2: 13.0 14.8
Old : 100.0: 32.4 45.9 1.9 46.6 40.9 81.0 88.8: 19.0 11.2
Other: 100.0: 27.0 39.5 13.0 47.8 32.2 87.9 84.7: 12.1 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 50 54 54 70 62 151 147:
Old : 102: 28 22 3 27 28 56 52:
Other: 188: 46 56 38 69 60 137 136:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 17.9 23.3 27.2 11.6 16.3 20.5 24.5
Old : 27.8 47.2 42.3 61.0 26.7 47.2 40.8 60.0
Other: 14.9 16.6 24.8 26.9 12.5 14.5 22.1 23.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,369,994: 356,748 329,435 247,967 645,877 577,161 1,250,592 1,154,563: 119,402 215,431
Old : 962,538: 282,320 339,938 154,508 444,108 341,626 880,936 836,072: 81,602 126,466
Other: 407,456: 144,896 59,965 22,991 201,769 235,535 369,656 318,491: 37,800 88,965
: : :
: : Changes in Commitments from: April 14, 2015 :
: -37,882: -6,642 12,070 -19,853 -7,614 -28,576 -34,109 -36,359: -3,773 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 24.0 18.1 47.1 42.1 91.3 84.3: 8.7 15.7
Old : 100.0: 29.3 35.3 16.1 46.1 35.5 91.5 86.9: 8.5 13.1
Other: 100.0: 35.6 14.7 5.6 49.5 57.8 90.7 78.2: 9.3 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 153 181 184 253 289 522 577:
Old : 677: 150 179 135 230 253 457 505:
Other: 516: 123 79 67 123 241 281 363:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 8.8 20.8 15.0 9.4 6.6 16.0 11.6
Old : 13.2 10.4 22.7 18.3 12.7 9.2 21.8 16.4
Other: 19.8 20.7 29.2 28.8 12.3 12.5 20.8 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,092: 1,779 1,178 369 4,878 5,373 7,026 6,920: 2,066 2,172
Old : 2,586: 978 308 0 931 1,823 1,909 2,131: 677 455
Other: 6,506: 1,024 1,093 146 3,947 3,550 5,117 4,789: 1,389 1,717
: : :
: : Changes in Commitments from: April 14, 2015 :
: 233: -92 23 -182 585 518 311 359: -78 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.0 4.1 53.7 59.1 77.3 76.1: 22.7 23.9
Old : 100.0: 37.8 11.9 0.0 36.0 70.5 73.8 82.4: 26.2 17.6
Other: 100.0: 15.7 16.8 2.2 60.7 54.6 78.7 73.6: 21.3 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 10 6 17 12 28 26:
Old : 23: 6 5 0 7 7 13 12:
Other: 35: 6 11 4 17 10 26 22:
:----------------------------------------------------------------------------------------------------
: 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 38.6 51.1 54.1 30.4 32.4 43.2 42.3
Old : 51.4 60.0 68.7 77.6 46.9 45.1 57.1 62.7
Other: 38.0 37.4 54.0 55.2 37.5 33.8 51.0 45.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 749,699: 183,859 194,607 132,897 383,879 311,008 700,635 638,512: 49,064 111,187
Old : 497,404: 165,277 183,253 53,589 247,485 202,678 466,351 439,520: 31,053 57,884
Other: 252,295: 78,889 71,661 19,001 136,394 108,330 234,284 198,992: 18,011 53,303
: : :
: : Changes in Commitments from: April 14, 2015 :
: -44,699: 3,408 -23,059 -6,088 -39,572 -14,601 -42,252 -43,748: -2,447 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 26.0 17.7 51.2 41.5 93.5 85.2: 6.5 14.8
Old : 100.0: 33.2 36.8 10.8 49.8 40.7 93.8 88.4: 6.2 11.6
Other: 100.0: 31.3 28.4 7.5 54.1 42.9 92.9 78.9: 7.1 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 167 213 221 156 198 468 521:
Old : 608: 176 203 156 133 169 392 455:
Other: 434: 95 146 73 100 151 244 327:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 11.6 19.2 19.3 8.8 10.2 15.2 16.2
Old : 11.7 16.4 20.2 24.6 9.8 15.7 17.7 23.1
Other: 19.4 15.8 30.5 22.6 18.0 15.0 28.7 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 388,270: 123,178 72,514 77,139 150,571 208,507 350,888 358,160: 37,382 30,110
Old : 280,061: 122,742 81,065 33,559 96,291 141,076 252,592 255,700: 27,469 24,361
Other: 108,209: 31,924 22,937 12,092 54,280 67,431 98,296 102,460: 9,913 5,749
: : :
: : Changes in Commitments from: April 14, 2015 :
: 10,456: 2,792 -8,277 8,258 -4,092 9,520 6,958 9,501: 3,498 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 18.7 19.9 38.8 53.7 90.4 92.2: 9.6 7.8
Old : 100.0: 43.8 28.9 12.0 34.4 50.4 90.2 91.3: 9.8 8.7
Other: 100.0: 29.5 21.2 11.2 50.2 62.3 90.8 94.7: 9.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 101 90 130 81 70 269 244:
Old : 326: 119 89 100 76 64 249 217:
Other: 180: 52 53 36 46 34 123 107:
:----------------------------------------------------------------------------------------------------
: 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 30.4 16.3 36.7 8.5 28.7 15.6 34.8
Old : 10.5 28.0 18.6 35.6 9.8 27.3 17.7 33.6
Other: 19.1 36.4 30.8 49.3 19.1 34.0 30.8 46.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 435,553: 54,391 49,617 8,372 234,142 248,124 296,905 306,113: 138,648 129,440
Old : 435,553: 54,391 49,617 8,372 234,142 248,124 296,905 306,113: 138,648 129,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -11,823: -22,688 -1,013 3,879 15,328 -14,654 -3,481 -11,788: -8,342 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.4 1.9 53.8 57.0 68.2 70.3: 31.8 29.7
Old : 100.0: 12.5 11.4 1.9 53.8 57.0 68.2 70.3: 31.8 29.7
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 : 124: 28 21 14 51 56 86 84:
Old : 124: 28 21 14 51 56 86 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 20.1 30.0 30.5 18.7 18.4 27.5 26.8
Old : 20.7 20.1 30.0 30.5 18.7 18.4 27.5 26.8
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 580,350: 50,191 86,838 8,381 407,924 396,137 466,496 491,356: 113,854 88,994
Old : 580,350: 50,191 86,838 8,381 407,924 396,137 466,496 491,356: 113,854 88,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -6,200: -2,965 -1,670 887 2,444 -4,209 366 -4,992: -6,566 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.0 1.4 70.3 68.3 80.4 84.7: 19.6 15.3
Old : 100.0: 8.6 15.0 1.4 70.3 68.3 80.4 84.7: 19.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 13 8 52 49 70 65:
Old : 95: 13 13 8 52 49 70 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 : 24.3 36.5 38.9 48.1 20.7 36.4 31.5 46.3
Old : 24.3 36.5 38.9 48.1 20.7 36.4 31.5 46.3
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,738: 1,941 224 543 3,866 5,737 6,350 6,504: 388 234
Old : 6,738: 1,941 224 543 3,866 5,737 6,350 6,504: 388 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 391: 481 91 0 -107 343 374 434: 17 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.3 8.1 57.4 85.1 94.2 96.5: 5.8 3.5
Old : 100.0: 28.8 3.3 8.1 57.4 85.1 94.2 96.5: 5.8 3.5
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 : 42: 13 5 4 15 21 30 28:
Old : 42: 13 5 4 15 21 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 : 40.2 62.4 59.6 77.5 35.0 51.9 44.9 56.8
Old : 40.2 62.4 59.6 77.5 35.0 51.9 44.9 56.8
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 347,324: 96,679 80,615 45,683 156,829 182,792 299,191 309,090: 48,133 38,234
Old : 266,654: 90,919 70,677 24,309 114,567 142,985 229,795 237,971: 36,859 28,683
Other: 80,670: 22,165 26,343 4,969 42,262 39,807 69,396 71,119: 11,274 9,551
: : :
: : Changes in Commitments from: April 14, 2015 :
: 1,335: 5,374 -1,530 -2,727 51 7,728 2,698 3,471: -1,363 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 23.2 13.2 45.2 52.6 86.1 89.0: 13.9 11.0
Old : 100.0: 34.1 26.5 9.1 43.0 53.6 86.2 89.2: 13.8 10.8
Other: 100.0: 27.5 32.7 6.2 52.4 49.3 86.0 88.2: 14.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 84 77 85 86 74 223 197:
Old : 281: 92 74 71 82 70 212 184:
Other: 162: 49 32 29 62 39 127 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 : 11.0 26.5 17.3 33.7 10.1 23.0 15.9 30.0
Old : 11.3 28.1 18.2 36.3 11.3 26.8 18.0 34.5
Other: 18.7 28.4 28.6 41.3 15.6 21.7 24.9 33.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,291: 745 5,340 2,219 6,232 1,536 9,196 9,095: 2,095 2,196
Old : 9,052: 2,228 5,216 664 4,217 1,270 7,109 7,150: 1,943 1,902
Other: 2,239: 17 1,624 55 2,015 266 2,087 1,945: 152 294
: : :
: : Changes in Commitments from: April 14, 2015 :
: 123: 72 233 -338 444 319 178 214: -55 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 47.3 19.7 55.2 13.6 81.4 80.6: 18.6 19.4
Old : 100.0: 24.6 57.6 7.3 46.6 14.0 78.5 79.0: 21.5 21.0
Other: 100.0: 0.8 72.5 2.5 90.0 11.9 93.2 86.9: 6.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 13 28 12 24 13 45 48:
Old : 72: 18 25 8 23 12 43 43:
Other: 26: 2 10 3 11 4 16 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 30.6 52.7 43.3 35.3 26.5 43.0 34.5
Old : 29.1 33.1 44.3 44.5 29.1 33.1 40.5 43.0
Other: 86.7 66.0 91.0 81.1 86.7 63.8 89.4 78.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,399,619: 462,376 283,545 19,655 794,650 938,212 1,276,681 1,241,412: 122,938 158,207
Old : 1,399,619: 462,376 283,545 19,655 794,650 938,212 1,276,681 1,241,412: 122,938 158,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 21,402: 10,921 -9,764 58 13,878 23,721 24,857 14,015: -3,455 7,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 20.3 1.4 56.8 67.0 91.2 88.7: 8.8 11.3
Old : 100.0: 33.0 20.3 1.4 56.8 67.0 91.2 88.7: 8.8 11.3
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 : 269: 48 63 30 92 119 153 199:
Old : 269: 48 63 30 92 119 153 199:
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 : 25.1 29.3 38.0 38.6 24.6 29.3 36.9 37.1
Old : 25.1 29.3 38.0 38.6 24.6 29.3 36.9 37.1
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, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,838,984: 323,219 476,585 93,683 2,099,959 1,846,245 2,516,861 2,416,513: 322,123 422,471
Old : 2,838,984: 323,219 476,585 93,683 2,099,959 1,846,245 2,516,861 2,416,513: 322,123 422,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 25,532: -54,328 -12,865 18,403 78,509 -229 42,584 5,309: -17,052 20,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.8 3.3 74.0 65.0 88.7 85.1: 11.3 14.9
Old : 100.0: 11.4 16.8 3.3 74.0 65.0 88.7 85.1: 11.3 14.9
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 : 374: 67 81 62 148 175 246 287:
Old : 374: 67 81 62 148 175 246 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 18.7 48.8 28.0 35.6 16.4 42.9 24.1
Old : 39.2 18.7 48.8 28.0 35.6 16.4 42.9 24.1
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,992,752: 369,553 391,047 27,879 1,322,805 1,214,619 1,720,237 1,633,545: 272,515 359,207
Old : 1,992,752: 369,553 391,047 27,879 1,322,805 1,214,619 1,720,237 1,633,545: 272,515 359,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -27,690: 17,783 -29,370 -3,282 -43,059 -11,611 -28,558 -44,263: 868 16,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.6 1.4 66.4 61.0 86.3 82.0: 13.7 18.0
Old : 100.0: 18.5 19.6 1.4 66.4 61.0 86.3 82.0: 13.7 18.0
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 : 263: 39 64 30 93 129 151 204:
Old : 263: 39 64 30 93 129 151 204:
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 : 23.7 16.1 37.9 25.5 20.2 12.2 30.0 20.1
Old : 23.7 16.1 37.9 25.5 20.2 12.2 30.0 20.1
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 769,859: 40,253 168,004 143,040 558,555 407,573 741,848 718,617: 28,011 51,242
Old : 769,859: 40,253 168,004 143,040 558,555 407,573 741,848 718,617: 28,011 51,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 20,159: 321 10,951 4,377 15,919 9,306 20,617 24,634: -458 -4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 21.8 18.6 72.6 52.9 96.4 93.3: 3.6 6.7
Old : 100.0: 5.2 21.8 18.6 72.6 52.9 96.4 93.3: 3.6 6.7
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 : 125: 11 45 35 47 62 84 121:
Old : 125: 11 45 35 47 62 84 121:
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 : 45.1 19.1 56.9 30.2 30.9 10.2 36.4 16.5
Old : 45.1 19.1 56.9 30.2 30.9 10.2 36.4 16.5
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 50,070: 13,956 7,935 383 27,934 36,806 42,272 45,123: 7,799 4,947
Old : 50,070: 13,956 7,935 383 27,934 36,806 42,272 45,123: 7,799 4,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -4,273: -2,609 -9 -176 -867 -4,215 -3,652 -4,400: -622 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.8 0.8 55.8 73.5 84.4 90.1: 15.6 9.9
Old : 100.0: 27.9 15.8 0.8 55.8 73.5 84.4 90.1: 15.6 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 : 93: 29 20 4 27 21 57 44:
Old : 93: 29 20 4 27 21 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 45.8 44.0 64.7 31.2 44.1 43.8 63.0
Old : 31.4 45.8 44.0 64.7 31.2 44.1 43.8 63.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 100,140: 27,911 15,869 765 55,867 73,612 84,543 90,246: 15,597 9,894
Old : 100,140: 27,911 15,869 765 55,867 73,612 84,543 90,246: 15,597 9,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -8,546: -5,217 -18 -352 -1,734 -8,429 -7,303 -8,799: -1,243 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.8 0.8 55.8 73.5 84.4 90.1: 15.6 9.9
Old : 100.0: 27.9 15.8 0.8 55.8 73.5 84.4 90.1: 15.6 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 : 93: 29 20 4 27 21 57 44:
Old : 93: 29 20 4 27 21 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 45.8 44.0 64.7 31.2 44.1 43.8 63.0
Old : 31.4 45.8 44.0 64.7 31.2 44.1 43.8 63.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,217: 12,803 13,663 876 1,415 678 15,094 15,217: 123 0
Old : 15,217: 12,803 13,663 876 1,415 678 15,094 15,217: 123 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 760: 177 710 50 567 0 794 760: -34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 89.8 5.8 9.3 4.5 99.2 100.0: 0.8 0.0
Old : 100.0: 84.1 89.8 5.8 9.3 4.5 99.2 100.0: 0.8 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 : 32: 19 11 2 2 1 22 13:
Old : 32: 19 11 2 2 1 22 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 : 75.1 67.6 91.2 90.8 71.6 67.6 82.4 85.0
Old : 75.1 67.6 91.2 90.8 71.6 67.6 82.4 85.0
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 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 44,909: 35,504 17,545 0 9,241 27,235 44,745 44,780: 164 129
Old : 44,909: 35,504 17,545 0 9,241 27,235 44,745 44,780: 164 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: 141: 661 -206 0 -557 390 104 184: 37 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 39.1 0.0 20.6 60.6 99.6 99.7: 0.4 0.3
Old : 100.0: 79.1 39.1 0.0 20.6 60.6 99.6 99.7: 0.4 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 : 46: 7 15 0 7 18 14 33:
Old : 46: 7 15 0 7 18 14 33:
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 : 88.9 53.4 95.5 71.9 82.5 44.8 87.9 63.3
Old : 88.9 53.4 95.5 71.9 82.5 44.8 87.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, April 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 37,656: 33,057 12,516 68 4,305 24,946 37,430 37,530: 226 126
Old : 37,656: 33,057 12,516 68 4,305 24,946 37,430 37,530: 226 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -877: 1,053 -904 16 -2,026 26 -957 -862: 80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 33.2 0.2 11.4 66.2 99.4 99.7: 0.6 0.3
Old : 100.0: 87.8 33.2 0.2 11.4 66.2 99.4 99.7: 0.6 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: 9 15 2 5 15 14 32:
Old : 43: 9 15 2 5 15 14 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 59.4 98.5 77.8 95.0 58.9 98.1 77.2
Old : 95.0 59.4 98.5 77.8 95.0 58.9 98.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2015