WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 26, 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 : 437,298: 120,523 183,516 94,054 184,705 116,075 399,282 393,645: 38,016 43,653
Old : 431,974: 120,278 182,650 93,098 181,268 114,378 394,644 390,126: 37,330 41,848
Other: 5,324: 1,168 1,789 33 3,437 1,697 4,638 3,519: 686 1,805
: : :
: : Changes in Commitments from: May 19, 2015 :
: 3,938: -5,277 4,914 4,450 3,440 -5,037 2,613 4,327: 1,325 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 42.0 21.5 42.2 26.5 91.3 90.0: 8.7 10.0
Old : 100.0: 27.8 42.3 21.6 42.0 26.5 91.4 90.3: 8.6 9.7
Other: 100.0: 21.9 33.6 0.6 64.6 31.9 87.1 66.1: 12.9 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 126 131 140 96 92 313 295:
Old : 400: 129 135 137 96 91 311 293:
Other: 64: 12 12 2 19 27 33 39:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.7 22.0 18.5 12.8 9.4 20.5 16.7
Old : 14.0 10.8 22.3 18.7 13.0 9.5 20.7 16.9
Other: 51.0 46.4 71.3 54.9 51.0 46.4 71.1 54.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 26, 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 : 155,898: 44,051 53,652 23,604 70,889 54,873 138,544 132,129: 17,354 23,769
Old : 153,582: 44,182 53,747 22,976 69,251 54,008 136,409 130,731: 17,173 22,851
Other: 2,316: 189 225 308 1,638 865 2,135 1,398: 181 918
: : :
: : Changes in Commitments from: May 19, 2015 :
: 459: -300 -7,446 2,176 -1,547 5,175 329 -95: 130 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 34.4 15.1 45.5 35.2 88.9 84.8: 11.1 15.2
Old : 100.0: 28.8 35.0 15.0 45.1 35.2 88.8 85.1: 11.2 14.9
Other: 100.0: 8.2 9.7 13.3 70.7 37.3 92.2 60.4: 7.8 39.6
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 35 59 56 68 61 142 149:
Old : 189: 37 59 55 68 61 141 149:
Other: 34: 2 6 4 11 16 16 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 16.9 26.3 27.0 15.0 15.9 23.9 24.4
Old : 16.7 17.1 26.6 27.4 15.2 16.3 24.2 24.9
Other: 50.9 32.4 77.2 48.7 50.5 27.2 70.6 38.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 26, 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 : 1,434,318: 424,955 479,404 205,207 677,083 538,414 1,307,245 1,223,025: 127,073 211,293
Old : 917,230: 351,605 477,465 79,827 407,457 260,046 838,889 817,338: 78,341 99,892
Other: 517,088: 167,433 96,022 31,297 269,626 278,368 468,356 405,687: 48,732 111,401
: : :
: : Changes in Commitments from: May 19, 2015 :
: 34,652: 16,023 17,434 1,263 12,657 7,581 29,943 26,278: 4,709 8,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 33.4 14.3 47.2 37.5 91.1 85.3: 8.9 14.7
Old : 100.0: 38.3 52.1 8.7 44.4 28.4 91.5 89.1: 8.5 10.9
Other: 100.0: 32.4 18.6 6.1 52.1 53.8 90.6 78.5: 9.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 170 176 164 234 265 496 547:
Old : 656: 168 164 92 205 213 411 437:
Other: 543: 123 109 66 140 234 306 376:
:----------------------------------------------------------------------------------------------------
: 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 10.3 19.5 18.2 9.1 8.4 15.1 14.3
Old : 12.4 13.5 21.6 23.0 12.4 12.6 21.2 21.0
Other: 17.0 19.6 25.0 27.9 11.3 10.4 19.0 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 26, 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 : 8,894: 1,722 1,216 106 5,561 5,770 7,389 7,092: 1,505 1,802
Old : 8,894: 1,722 1,216 106 5,561 5,770 7,389 7,092: 1,505 1,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 269: 58 66 -16 236 150 278 200: -9 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.7 1.2 62.5 64.9 83.1 79.7: 16.9 20.3
Old : 100.0: 19.4 13.7 1.2 62.5 64.9 83.1 79.7: 16.9 20.3
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 : 40: 6 12 5 18 14 27 28:
Old : 40: 6 12 5 18 14 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 44.4 56.4 60.3 34.5 29.4 45.4 40.3
Old : 37.8 44.4 56.4 60.3 34.5 29.4 45.4 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 26, 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 : 710,533: 180,528 235,482 113,979 370,173 249,716 664,680 599,177: 45,853 111,356
Old : 385,388: 148,738 187,973 23,957 189,095 125,304 361,790 337,234: 23,598 48,154
Other: 325,145: 92,243 107,962 29,569 181,078 124,412 302,890 261,943: 22,255 63,202
: : :
: : Changes in Commitments from: May 19, 2015 :
: 18,138: -948 8,155 13,701 3,053 -6,431 15,806 15,425: 2,332 2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 33.1 16.0 52.1 35.1 93.5 84.3: 6.5 15.7
Old : 100.0: 38.6 48.8 6.2 49.1 32.5 93.9 87.5: 6.1 12.5
Other: 100.0: 28.4 33.2 9.1 55.7 38.3 93.2 80.6: 6.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 153 230 202 153 188 439 508:
Old : 571: 165 190 90 115 138 322 378:
Other: 478: 114 157 105 119 158 305 354:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.8 20.1 17.2 10.4 8.9 17.4 15.3
Old : 13.2 15.9 22.7 25.0 12.5 15.9 21.9 23.5
Other: 19.4 14.8 28.0 21.0 18.1 14.5 26.2 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 26, 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 : 400,850: 133,809 70,978 76,768 154,442 222,858 365,019 370,604: 35,831 30,246
Old : 233,817: 115,477 90,007 15,649 81,454 107,000 212,580 212,656: 21,237 21,161
Other: 167,033: 61,427 24,066 18,024 72,988 115,858 152,439 157,948: 14,594 9,085
: : :
: : Changes in Commitments from: May 19, 2015 :
: 2,189: -4,991 4,298 -148 7,160 -4,063 2,021 87: 168 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 17.7 19.2 38.5 55.6 91.1 92.5: 8.9 7.5
Old : 100.0: 49.4 38.5 6.7 34.8 45.8 90.9 90.9: 9.1 9.1
Other: 100.0: 36.8 14.4 10.8 43.7 69.4 91.3 94.6: 8.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 105 78 113 75 72 255 220:
Old : 306: 115 86 65 65 62 214 184:
Other: 209: 71 55 40 52 44 147 121:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 27.9 18.1 35.8 9.2 26.1 16.8 32.8
Old : 13.9 21.7 23.7 30.9 13.0 20.9 22.2 30.1
Other: 17.2 39.6 26.5 51.8 17.2 37.9 25.7 49.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 26, 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 : 496,128: 64,176 55,707 12,042 269,132 268,375 345,350 336,124: 150,778 160,004
Old : 496,128: 64,176 55,707 12,042 269,132 268,375 345,350 336,124: 150,778 160,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -693: -20,159 -3,793 -1,679 808 -3,060 -21,030 -8,532: 20,337 7,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.2 2.4 54.2 54.1 69.6 67.7: 30.4 32.3
Old : 100.0: 12.9 11.2 2.4 54.2 54.1 69.6 67.7: 30.4 32.3
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 : 123: 27 20 24 52 67 87 103:
Old : 123: 27 20 24 52 67 87 103:
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 : 22.5 14.4 32.0 25.7 19.3 14.0 26.8 23.0
Old : 22.5 14.4 32.0 25.7 19.3 14.0 26.8 23.0
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, May 26, 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 : 623,616: 38,724 86,683 17,508 438,951 410,030 495,183 514,221: 128,433 109,395
Old : 623,616: 38,724 86,683 17,508 438,951 410,030 495,183 514,221: 128,433 109,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 47,815: -3,321 7,763 12,091 17,361 22,318 26,131 42,172: 21,684 5,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.9 2.8 70.4 65.8 79.4 82.5: 20.6 17.5
Old : 100.0: 6.2 13.9 2.8 70.4 65.8 79.4 82.5: 20.6 17.5
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 : 96: 8 16 13 54 54 71 77:
Old : 96: 8 16 13 54 54 71 77:
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 : 25.0 36.1 39.2 45.2 22.6 35.4 32.0 43.8
Old : 25.0 36.1 39.2 45.2 22.6 35.4 32.0 43.8
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, May 26, 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 : 7,859: 3,010 164 1,629 2,757 5,880 7,396 7,673: 463 186
Old : 7,859: 3,010 164 1,629 2,757 5,880 7,396 7,673: 463 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -728: 2 -151 -196 -505 -269 -699 -616: -29 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 2.1 20.7 35.1 74.8 94.1 97.6: 5.9 2.4
Old : 100.0: 38.3 2.1 20.7 35.1 74.8 94.1 97.6: 5.9 2.4
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 : 40: 18 4 6 13 15 35 22:
Old : 40: 18 4 6 13 15 35 22:
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 : 41.8 67.5 62.8 81.7 34.2 55.3 47.4 60.7
Old : 41.8 67.5 62.8 81.7 34.2 55.3 47.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 26, 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 : 378,102: 104,856 90,037 50,526 179,469 201,792 334,851 342,355: 43,251 35,747
Old : 239,192: 87,546 83,792 17,898 105,518 111,263 210,962 212,953: 28,230 26,239
Other: 138,910: 37,378 26,313 12,560 73,951 90,529 123,889 129,402: 15,021 9,508
: : :
: : Changes in Commitments from: May 19, 2015 :
: 25,130: 3,384 3,764 7,086 15,655 13,780 26,125 24,630: -995 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.8 13.4 47.5 53.4 88.6 90.5: 11.4 9.5
Old : 100.0: 36.6 35.0 7.5 44.1 46.5 88.2 89.0: 11.8 11.0
Other: 100.0: 26.9 18.9 9.0 53.2 65.2 89.2 93.2: 10.8 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 84 90 85 85 71 222 204:
Old : 289: 89 89 60 79 62 202 178:
Other: 197: 60 46 37 65 51 146 113:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 25.8 18.9 34.3 10.3 19.5 16.1 27.2
Old : 13.6 23.5 21.9 32.9 13.0 21.6 20.2 30.8
Other: 15.5 33.8 24.6 47.6 12.8 25.0 20.0 36.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 26, 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 : 11,572: 882 5,982 1,946 6,351 1,693 9,179 9,621: 2,393 1,951
Old : 7,981: 2,666 5,603 33 3,316 966 6,015 6,602: 1,966 1,379
Other: 3,591: 45 2,208 84 3,035 727 3,164 3,019: 427 572
: : :
: : Changes in Commitments from: May 19, 2015 :
: 403: 11 41 156 89 197 256 394: 147 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 51.7 16.8 54.9 14.6 79.3 83.1: 20.7 16.9
Old : 100.0: 33.4 70.2 0.4 41.5 12.1 75.4 82.7: 24.6 17.3
Other: 100.0: 1.3 61.5 2.3 84.5 20.2 88.1 84.1: 11.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 31 14 19 11 43 51:
Old : 72: 23 26 1 17 6 40 33:
Other: 34: 3 16 2 9 6 14 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 : 41.6 29.3 52.7 41.9 37.7 26.0 45.0 35.9
Old : 26.4 36.0 41.8 48.5 26.4 36.0 41.8 48.5
Other: 79.8 48.2 85.0 63.0 79.7 46.7 84.4 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 26, 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 : 1,434,553: 424,600 261,692 57,409 822,156 933,952 1,304,165 1,253,053: 130,388 181,500
Old : 1,434,553: 424,600 261,692 57,409 822,156 933,952 1,304,165 1,253,053: 130,388 181,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 72,781: 39,763 -22,609 -3,224 25,866 70,408 62,405 44,575: 10,376 28,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 18.2 4.0 57.3 65.1 90.9 87.3: 9.1 12.7
Old : 100.0: 29.6 18.2 4.0 57.3 65.1 90.9 87.3: 9.1 12.7
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 : 257: 52 51 30 94 126 162 194:
Old : 257: 52 51 30 94 126 162 194:
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 : 24.1 22.2 36.8 33.3 21.6 18.1 32.6 26.2
Old : 24.1 22.2 36.8 33.3 21.6 18.1 32.6 26.2
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, May 26, 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 : 3,186,319: 356,623 440,157 301,008 2,180,624 1,956,178 2,838,255 2,697,343: 348,064 488,976
Old : 3,186,319: 356,623 440,157 301,008 2,180,624 1,956,178 2,838,255 2,697,343: 348,064 488,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 313,513: -6,812 -9,116 194,857 70,581 83,431 258,626 269,172: 54,887 44,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.8 9.4 68.4 61.4 89.1 84.7: 10.9 15.3
Old : 100.0: 11.2 13.8 9.4 68.4 61.4 89.1 84.7: 10.9 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 : 366: 63 91 73 154 164 262 283:
Old : 366: 63 91 73 154 164 262 283:
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 : 34.8 18.8 45.5 28.8 30.7 14.4 37.0 21.6
Old : 34.8 18.8 45.5 28.8 30.7 14.4 37.0 21.6
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, May 26, 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 : 2,253,914: 341,753 384,027 96,408 1,519,169 1,370,038 1,957,330 1,850,473: 296,584 403,441
Old : 2,253,914: 341,753 384,027 96,408 1,519,169 1,370,038 1,957,330 1,850,473: 296,584 403,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 265,568: 22,446 -28,652 70,677 122,969 181,388 216,092 223,413: 49,476 42,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.0 4.3 67.4 60.8 86.8 82.1: 13.2 17.9
Old : 100.0: 15.2 17.0 4.3 67.4 60.8 86.8 82.1: 13.2 17.9
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 : 252: 38 57 38 102 129 168 199:
Old : 252: 38 57 38 102 129 168 199:
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 : 22.3 15.7 35.2 26.2 20.0 12.1 28.2 17.7
Old : 22.3 15.7 35.2 26.2 20.0 12.1 28.2 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 26, 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 : 854,237: 37,162 183,363 168,585 623,174 442,446 828,921 794,394: 25,316 59,843
Old : 854,237: 37,162 183,363 168,585 623,174 442,446 828,921 794,394: 25,316 59,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 5,274: 2,365 5,400 1,882 2,075 -5,029 6,322 2,253: -1,048 3,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 21.5 19.7 73.0 51.8 97.0 93.0: 3.0 7.0
Old : 100.0: 4.4 21.5 19.7 73.0 51.8 97.0 93.0: 3.0 7.0
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 : 135: 13 46 32 56 71 90 131:
Old : 135: 13 46 32 56 71 90 131:
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 : 45.0 13.5 56.5 24.1 35.4 11.0 40.9 17.4
Old : 45.0 13.5 56.5 24.1 35.4 11.0 40.9 17.4
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, May 26, 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 : 56,676: 17,146 10,024 555 30,371 39,075 48,071 49,654: 8,605 7,022
Old : 56,676: 17,146 10,024 555 30,371 39,075 48,071 49,654: 8,605 7,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -4,027: -4,086 129 -72 859 -3,429 -3,299 -3,372: -728 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.7 1.0 53.6 68.9 84.8 87.6: 15.2 12.4
Old : 100.0: 30.3 17.7 1.0 53.6 68.9 84.8 87.6: 15.2 12.4
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 : 106: 30 28 5 28 27 61 57:
Old : 106: 30 28 5 28 27 61 57:
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 : 31.3 40.2 44.7 57.8 30.5 38.5 43.7 56.2
Old : 31.3 40.2 44.7 57.8 30.5 38.5 43.7 56.2
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, May 26, 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 : 113,351: 34,291 20,048 1,110 60,741 78,150 96,142 99,308: 17,209 14,043
Old : 113,351: 34,291 20,048 1,110 60,741 78,150 96,142 99,308: 17,209 14,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -8,054: -8,172 258 -144 1,718 -6,858 -6,598 -6,744: -1,456 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.7 1.0 53.6 68.9 84.8 87.6: 15.2 12.4
Old : 100.0: 30.3 17.7 1.0 53.6 68.9 84.8 87.6: 15.2 12.4
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 : 106: 30 28 5 28 27 61 57:
Old : 106: 30 28 5 28 27 61 57:
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 : 31.3 40.2 44.7 57.8 30.5 38.5 43.7 56.2
Old : 31.3 40.2 44.7 57.8 30.5 38.5 43.7 56.2
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, May 26, 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 : 17,261: 14,220 15,739 844 2,114 678 17,178 17,261: 83 0
Old : 17,261: 14,220 15,739 844 2,114 678 17,178 17,261: 83 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -2,013: -1,965 -1,961 -52 0 0 -2,017 -2,013: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 91.2 4.9 12.2 3.9 99.5 100.0: 0.5 0.0
Old : 100.0: 82.4 91.2 4.9 12.2 3.9 99.5 100.0: 0.5 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: 14 13 2 2 1 17 15:
Old : 29: 14 13 2 2 1 17 15:
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 : 85.0 62.9 95.7 83.1 82.2 62.9 87.9 79.8
Old : 85.0 62.9 95.7 83.1 82.2 62.9 87.9 79.8
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, May 26, 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 : 49,704: 42,034 19,810 21 7,525 29,780 49,580 49,611: 124 93
Old : 49,704: 42,034 19,810 21 7,525 29,780 49,580 49,611: 124 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,086: 1,084 1,154 0 -41 -55 1,043 1,099: 43 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 39.9 0.0 15.1 59.9 99.8 99.8: 0.2 0.2
Old : 100.0: 84.6 39.9 0.0 15.1 59.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 15 1 6 18 13 34:
Old : 45: 7 15 1 6 18 13 34:
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 50.7 98.2 71.6 93.0 50.6 98.1 71.5
Old : 93.0 50.7 98.2 71.6 93.0 50.6 98.1 71.5
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, May 26, 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 : 37,947: 33,515 11,525 0 4,311 26,334 37,826 37,859: 121 88
Old : 37,947: 33,515 11,525 0 4,311 26,334 37,826 37,859: 121 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,384: 2,549 -42 0 -1,175 1,466 1,374 1,424: 10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 30.4 0.0 11.4 69.4 99.7 99.8: 0.3 0.2
Old : 100.0: 88.3 30.4 0.0 11.4 69.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 16 0 4 17 17 33:
Old : 49: 13 16 0 4 17 17 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 : 93.6 57.7 97.9 76.8 93.6 57.7 97.9 76.7
Old : 93.6 57.7 97.9 76.8 93.6 57.7 97.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015