WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 28, 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 : 442,544: 124,883 194,803 99,883 178,197 101,511 402,963 396,197: 39,581 46,347
Old : 8,211: 3,110 1,310 13 2,416 5,611 5,539 6,934: 2,672 1,277
Other: 434,333: 124,079 195,799 97,564 175,781 95,900 397,424 389,263: 36,909 45,070
: : :
: : Changes in Commitments from: April 21, 2015 :
: -13,401: 1,668 11,757 -7,782 -6,121 -16,538 -12,235 -12,563: -1,166 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 44.0 22.6 40.3 22.9 91.1 89.5: 8.9 10.5
Old : 100.0: 37.9 16.0 0.2 29.4 68.3 67.5 84.4: 32.5 15.6
Other: 100.0: 28.6 45.1 22.5 40.5 22.1 91.5 89.6: 8.5 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 132 138 134 106 93 325 303:
Old : 81: 23 12 1 24 23 48 36:
Other: 411: 133 140 126 98 92 308 301:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 11.2 21.9 19.4 13.0 9.8 20.8 16.7
Old : 32.2 38.9 42.2 65.6 32.2 38.9 42.2 64.4
Other: 14.2 11.2 22.4 19.6 13.2 9.9 21.2 17.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 28, 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 : 166,205: 42,478 67,219 23,295 80,910 52,854 146,683 143,368: 19,522 22,837
Old : 4,509: 407 256 0 2,540 3,654 2,947 3,910: 1,562 599
Other: 161,696: 42,713 67,605 22,653 78,370 49,200 143,736 139,458: 17,960 22,238
: : :
: : Changes in Commitments from: April 21, 2015 :
: 8,002: 2,315 7,078 1,313 5,482 172 9,110 8,563: -1,108 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 40.4 14.0 48.7 31.8 88.3 86.3: 11.7 13.7
Old : 100.0: 9.0 5.7 0.0 56.3 81.0 65.4 86.7: 34.6 13.3
Other: 100.0: 26.4 41.8 14.0 48.5 30.4 88.9 86.2: 11.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 46 60 47 73 58 146 144:
Old : 48: 6 5 0 22 17 28 22:
Other: 195: 45 63 44 72 57 143 142:
:----------------------------------------------------------------------------------------------------
: 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 17.3 23.2 27.3 11.3 16.1 19.7 25.2
Old : 30.5 58.5 45.6 76.6 30.5 58.0 45.6 73.3
Other: 14.0 17.5 23.7 27.7 11.6 16.2 20.4 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 28, 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 : 1,319,827: 368,148 367,773 231,629 598,544 504,169 1,198,321 1,103,571: 121,506 216,256
Old : 889,276: 284,212 368,101 142,800 381,083 260,930 808,095 771,831: 81,181 117,445
Other: 430,551: 149,964 65,700 22,801 217,461 243,239 390,226 331,740: 40,325 98,811
: : :
: : Changes in Commitments from: April 21, 2015 :
: -50,167: 11,400 38,338 -16,338 -47,333 -72,992 -52,271 -50,992: 2,104 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 27.9 17.5 45.4 38.2 90.8 83.6: 9.2 16.4
Old : 100.0: 32.0 41.4 16.1 42.9 29.3 90.9 86.8: 9.1 13.2
Other: 100.0: 34.8 15.3 5.3 50.5 56.5 90.6 77.1: 9.4 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 172 172 166 252 267 521 543:
Old : 662: 167 166 116 224 229 448 464:
Other: 519: 119 94 62 128 227 282 356:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 9.1 20.3 15.5 9.7 7.2 16.1 12.5
Old : 12.6 11.1 22.4 20.0 12.6 10.5 21.4 17.5
Other: 19.5 19.8 30.6 27.1 12.8 11.3 23.2 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 28, 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 : 7,434: 686 1,069 238 4,635 3,960 5,559 5,267: 1,875 2,167
Old : 354: 39 0 0 53 301 92 301: 262 53
Other: 7,080: 647 1,069 238 4,582 3,659 5,467 4,966: 1,613 2,114
: : :
: : Changes in Commitments from: April 21, 2015 :
: -1,658: -1,093 -109 -131 -243 -1,413 -1,467 -1,653: -191 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 14.4 3.2 62.3 53.3 74.8 70.9: 25.2 29.1
Old : 100.0: 11.0 0.0 0.0 15.0 85.0 26.0 85.0: 74.0 15.0
Other: 100.0: 9.1 15.1 3.4 64.7 51.7 77.2 70.1: 22.8 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 11 6 17 11 27 25:
Old : 9: 1 0 0 5 3 6 3:
Other: 37: 6 11 6 16 11 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.6 49.7 52.3 34.2 28.2 43.9 39.3
Old : 23.4 85.0 26.0 85.0 23.4 85.0 26.0 85.0
Other: 36.8 35.4 51.1 50.6 35.6 25.7 45.3 37.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 28, 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 : 692,811: 186,534 190,418 103,661 355,119 287,533 645,314 581,612: 47,497 111,199
Old : 427,202: 161,588 161,517 27,911 208,669 182,526 398,168 371,954: 29,034 55,248
Other: 265,609: 79,087 83,042 21,609 146,450 105,007 247,146 209,658: 18,463 55,951
: : :
: : Changes in Commitments from: April 21, 2015 :
: -56,888: 2,675 -4,189 -29,236 -28,760 -23,475 -55,321 -56,900: -1,567 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 27.5 15.0 51.3 41.5 93.1 83.9: 6.9 16.1
Old : 100.0: 37.8 37.8 6.5 48.8 42.7 93.2 87.1: 6.8 12.9
Other: 100.0: 29.8 31.3 8.1 55.1 39.5 93.0 78.9: 7.0 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 134 213 192 153 194 429 484:
Old : 559: 146 192 98 123 160 332 395:
Other: 429: 102 136 76 101 150 248 319:
:----------------------------------------------------------------------------------------------------
: 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 9.6 20.5 17.9 8.3 8.1 15.4 14.5
Old : 13.2 14.1 22.8 24.4 12.0 13.2 21.3 21.0
Other: 21.7 15.5 32.9 21.9 20.0 14.4 30.5 20.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 28, 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 : 384,626: 121,663 80,943 65,249 160,999 208,158 347,911 354,350: 36,715 30,276
Old : 261,885: 121,574 92,241 17,235 97,542 128,505 236,351 237,981: 25,534 23,904
Other: 122,741: 37,759 26,372 10,344 63,457 79,653 111,560 116,369: 11,181 6,372
: : :
: : Changes in Commitments from: April 21, 2015 :
: -3,644: -1,515 8,429 -11,890 10,428 -349 -2,977 -3,810: -667 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 21.0 17.0 41.9 54.1 90.5 92.1: 9.5 7.9
Old : 100.0: 46.4 35.2 6.6 37.2 49.1 90.2 90.9: 9.8 9.1
Other: 100.0: 30.8 21.5 8.4 51.7 64.9 90.9 94.8: 9.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 102 81 110 75 68 243 220:
Old : 303: 118 80 72 70 61 220 189:
Other: 174: 52 51 34 45 37 118 104:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 29.0 17.8 37.1 8.8 27.2 16.0 33.7
Old : 12.3 27.2 21.1 36.3 11.5 26.7 20.1 35.1
Other: 21.5 37.8 32.9 50.6 21.4 36.5 32.2 48.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 28, 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 : 431,699: 58,967 55,517 8,485 226,921 229,785 294,373 293,787: 137,326 137,912
Old : 431,699: 58,967 55,517 8,485 226,921 229,785 294,373 293,787: 137,326 137,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -3,854: 4,576 5,900 113 -7,221 -18,339 -2,532 -12,326: -1,322 8,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.9 2.0 52.6 53.2 68.2 68.1: 31.8 31.9
Old : 100.0: 13.7 12.9 2.0 52.6 53.2 68.2 68.1: 31.8 31.9
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 : 116: 26 21 13 47 50 78 79:
Old : 116: 26 21 13 47 50 78 79:
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 17.5 29.2 27.7 18.0 16.0 26.6 24.1
Old : 19.6 17.5 29.2 27.7 18.0 16.0 26.6 24.1
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 28, 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 : 576,578: 47,192 84,724 7,943 404,230 389,164 459,365 481,831: 117,213 94,747
Old : 576,578: 47,192 84,724 7,943 404,230 389,164 459,365 481,831: 117,213 94,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -3,772: -2,999 -2,114 -438 -3,694 -6,973 -7,131 -9,525: 3,359 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.7 1.4 70.1 67.5 79.7 83.6: 20.3 16.4
Old : 100.0: 8.2 14.7 1.4 70.1 67.5 79.7 83.6: 20.3 16.4
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 : 95: 12 13 7 54 49 70 65:
Old : 95: 12 13 7 54 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 : 25.6 36.5 39.4 46.8 22.5 36.3 32.8 45.9
Old : 25.6 36.5 39.4 46.8 22.5 36.3 32.8 45.9
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 28, 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 : 7,505: 2,559 378 1,447 3,120 5,417 7,126 7,242: 379 263
Old : 7,505: 2,559 378 1,447 3,120 5,417 7,126 7,242: 379 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 767: 618 154 904 -746 -320 776 738: -9 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.0 19.3 41.6 72.2 95.0 96.5: 5.0 3.5
Old : 100.0: 34.1 5.0 19.3 41.6 72.2 95.0 96.5: 5.0 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 : 41: 13 6 5 14 20 30 28:
Old : 41: 13 6 5 14 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 : 44.1 62.5 64.7 77.6 38.9 49.8 47.7 54.3
Old : 44.1 62.5 64.7 77.6 38.9 49.8 47.7 54.3
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 28, 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 : 333,979: 102,596 74,204 37,386 149,020 187,711 289,002 299,301: 44,977 34,678
Old : 249,061: 92,765 62,054 19,016 104,660 142,319 216,441 223,389: 32,620 25,672
Other: 84,918: 22,811 25,130 5,390 44,360 45,392 72,561 75,912: 12,357 9,006
: : :
: : Changes in Commitments from: April 21, 2015 :
: -13,345: 5,917 -6,411 -8,297 -7,809 4,919 -10,189 -9,789: -3,156 -3,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 22.2 11.2 44.6 56.2 86.5 89.6: 13.5 10.4
Old : 100.0: 37.2 24.9 7.6 42.0 57.1 86.9 89.7: 13.1 10.3
Other: 100.0: 26.9 29.6 6.3 52.2 53.5 85.4 89.4: 14.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 90 69 77 89 77 224 188:
Old : 273: 97 65 60 82 71 208 172:
Other: 165: 49 34 29 63 41 129 89:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 30.9 18.2 38.1 10.7 26.6 16.8 33.4
Old : 12.4 32.9 19.8 41.4 12.4 30.4 19.8 38.5
Other: 17.7 29.5 27.5 43.3 14.8 21.8 23.8 33.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 28, 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 : 11,328: 625 5,448 1,847 6,551 1,712 9,023 9,007: 2,305 2,321
Old : 8,708: 1,963 5,225 436 4,160 1,179 6,559 6,840: 2,149 1,868
Other: 2,620: 18 1,579 55 2,391 533 2,464 2,167: 156 453
: : :
: : Changes in Commitments from: April 21, 2015 :
: 37: -120 108 -372 319 176 -173 -88: 210 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 48.1 16.3 57.8 15.1 79.7 79.5: 20.3 20.5
Old : 100.0: 22.5 60.0 5.0 47.8 13.5 75.3 78.5: 24.7 21.5
Other: 100.0: 0.7 60.3 2.1 91.3 20.3 94.0 82.7: 6.0 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 9 29 12 22 12 42 48:
Old : 70: 17 25 7 21 10 40 41:
Other: 28: 2 13 1 10 4 13 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 : 39.9 29.7 51.8 41.6 36.7 26.7 44.4 35.2
Old : 26.0 34.4 40.9 46.1 26.0 34.4 39.4 45.6
Other: 90.2 59.5 92.8 75.3 88.8 57.4 91.1 73.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 28, 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 : 1,424,553: 457,653 284,158 19,553 821,320 957,755 1,298,526 1,261,466: 126,027 163,087
Old : 1,424,553: 457,653 284,158 19,553 821,320 957,755 1,298,526 1,261,466: 126,027 163,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 24,934: -4,723 613 -102 26,670 19,543 21,845 20,054: 3,089 4,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 19.9 1.4 57.7 67.2 91.2 88.6: 8.8 11.4
Old : 100.0: 32.1 19.9 1.4 57.7 67.2 91.2 88.6: 8.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 52 58 26 91 121 154 194:
Old : 267: 52 58 26 91 121 154 194:
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 : 23.9 29.1 37.3 38.3 23.0 29.1 36.0 36.9
Old : 23.9 29.1 37.3 38.3 23.0 29.1 36.0 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 28, 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 : 2,841,743: 363,582 462,147 85,734 2,058,840 1,884,278 2,508,156 2,432,159: 333,587 409,584
Old : 2,841,743: 363,582 462,147 85,734 2,058,840 1,884,278 2,508,156 2,432,159: 333,587 409,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 2,759: 40,363 -14,438 -7,949 -41,119 38,033 -8,705 15,646: 11,464 -12,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.3 3.0 72.4 66.3 88.3 85.6: 11.7 14.4
Old : 100.0: 12.8 16.3 3.0 72.4 66.3 88.3 85.6: 11.7 14.4
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 : 374: 68 84 57 144 170 246 277:
Old : 374: 68 84 57 144 170 246 277:
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 : 38.3 19.0 48.2 28.4 34.7 16.8 42.9 24.7
Old : 38.3 19.0 48.2 28.4 34.7 16.8 42.9 24.7
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 28, 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 : 2,023,889: 369,744 380,640 19,954 1,341,144 1,274,045 1,730,842 1,674,639: 293,047 349,250
Old : 2,023,889: 369,744 380,640 19,954 1,341,144 1,274,045 1,730,842 1,674,639: 293,047 349,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 31,137: 191 -10,407 -7,925 18,339 59,426 10,605 41,094: 20,532 -9,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.8 1.0 66.3 63.0 85.5 82.7: 14.5 17.3
Old : 100.0: 18.3 18.8 1.0 66.3 63.0 85.5 82.7: 14.5 17.3
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 : 257: 40 58 27 90 129 147 197:
Old : 257: 40 58 27 90 129 147 197:
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 : 23.9 15.8 37.8 25.2 20.7 12.1 29.5 19.8
Old : 23.9 15.8 37.8 25.2 20.7 12.1 29.5 19.8
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 28, 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 : 803,472: 39,274 169,341 151,561 587,924 433,600 778,759 754,502: 24,713 48,970
Old : 803,472: 39,274 169,341 151,561 587,924 433,600 778,759 754,502: 24,713 48,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 33,613: -979 1,337 8,521 29,369 26,027 36,911 35,885: -3,298 -2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 21.1 18.9 73.2 54.0 96.9 93.9: 3.1 6.1
Old : 100.0: 4.9 21.1 18.9 73.2 54.0 96.9 93.9: 3.1 6.1
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 : 127: 11 46 37 50 63 88 123:
Old : 127: 11 46 37 50 63 88 123:
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 : 44.8 18.7 56.3 29.5 30.6 9.9 36.2 16.0
Old : 44.8 18.7 56.3 29.5 30.6 9.9 36.2 16.0
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 28, 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 : 57,117: 16,318 8,098 1,067 32,012 42,187 49,396 51,351: 7,721 5,766
Old : 57,117: 16,318 8,098 1,067 32,012 42,187 49,396 51,351: 7,721 5,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 7,047: 2,362 164 684 4,079 5,381 7,125 6,228: -78 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.2 1.9 56.0 73.9 86.5 89.9: 13.5 10.1
Old : 100.0: 28.6 14.2 1.9 56.0 73.9 86.5 89.9: 13.5 10.1
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 : 99: 31 21 5 27 24 60 48:
Old : 99: 31 21 5 27 24 60 48:
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 41.3 44.0 59.4 29.5 39.8 43.8 57.8
Old : 29.7 41.3 44.0 59.4 29.5 39.8 43.8 57.8
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 28, 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 : 114,233: 32,635 16,196 2,133 64,024 84,373 98,792 102,702: 15,441 11,531
Old : 114,233: 32,635 16,196 2,133 64,024 84,373 98,792 102,702: 15,441 11,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 14,093: 4,724 327 1,368 8,157 10,761 14,249 12,456: -156 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.2 1.9 56.0 73.9 86.5 89.9: 13.5 10.1
Old : 100.0: 28.6 14.2 1.9 56.0 73.9 86.5 89.9: 13.5 10.1
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 : 99: 31 21 5 27 24 60 48:
Old : 99: 31 21 5 27 24 60 48:
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 41.3 44.0 59.4 29.5 39.8 43.8 57.8
Old : 29.7 41.3 44.0 59.4 29.5 39.8 43.8 57.8
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 28, 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 : 17,324: 13,156 15,759 887 3,167 678 17,210 17,324: 114 0
Old : 17,324: 13,156 15,759 887 3,167 678 17,210 17,324: 114 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 2,107: 353 2,096 11 1,752 0 2,116 2,107: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 91.0 5.1 18.3 3.9 99.3 100.0: 0.7 0.0
Old : 100.0: 75.9 91.0 5.1 18.3 3.9 99.3 100.0: 0.7 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 : 33: 20 11 2 2 1 23 13:
Old : 33: 20 11 2 2 1 23 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 : 74.3 70.5 92.5 91.5 72.8 70.5 84.7 86.8
Old : 74.3 70.5 92.5 91.5 72.8 70.5 84.7 86.8
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 28, 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 : 45,637: 38,449 16,978 21 7,010 27,602 45,480 44,601: 157 1,036
Old : 45,637: 38,449 16,978 21 7,010 27,602 45,480 44,601: 157 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 728: 2,945 -567 21 -2,231 367 735 -179: -7 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 37.2 0.0 15.4 60.5 99.7 97.7: 0.3 2.3
Old : 100.0: 84.2 37.2 0.0 15.4 60.5 99.7 97.7: 0.3 2.3
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 : 48: 10 13 2 8 18 18 33:
Old : 48: 10 13 2 8 18 18 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 : 88.5 51.8 94.7 70.7 88.5 51.6 94.7 70.5
Old : 88.5 51.8 94.7 70.7 88.5 51.6 94.7 70.5
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 28, 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 : 37,250: 33,324 11,993 244 3,482 24,906 37,050 37,143: 200 107
Old : 37,250: 33,324 11,993 244 3,482 24,906 37,050 37,143: 200 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -406: 267 -523 176 -823 -40 -380 -387: -26 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 32.2 0.7 9.3 66.9 99.5 99.7: 0.5 0.3
Old : 100.0: 89.5 32.2 0.7 9.3 66.9 99.5 99.7: 0.5 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 : 45: 11 15 3 5 15 17 32:
Old : 45: 11 15 3 5 15 17 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 : 93.2 60.0 98.3 78.2 92.8 59.9 97.9 78.2
Old : 93.2 60.0 98.3 78.2 92.8 59.9 97.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2015