WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 2, 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 : 442,014: 114,879 172,633 105,000 184,827 122,840 404,706 400,473: 37,308 41,541
Old : 435,573: 114,540 172,277 103,224 181,219 120,510 398,983 396,011: 36,590 39,562
Other: 6,441: 2,019 2,036 96 3,608 2,330 5,723 4,462: 718 1,979
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,716: -5,644 -10,883 10,946 122 6,765 5,424 6,828: -708 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 39.1 23.8 41.8 27.8 91.6 90.6: 8.4 9.4
Old : 100.0: 26.3 39.6 23.7 41.6 27.7 91.6 90.9: 8.4 9.1
Other: 100.0: 31.3 31.6 1.5 56.0 36.2 88.9 69.3: 11.1 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 119 122 140 100 94 308 292:
Old : 389: 124 126 140 100 92 308 290:
Other: 78: 17 12 4 23 32 43 46:
:----------------------------------------------------------------------------------------------------
: 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 10.4 22.3 18.5 13.7 9.2 21.6 16.6
Old : 14.3 10.6 22.5 18.8 13.8 9.3 21.7 16.9
Other: 42.0 44.4 62.4 52.7 42.0 44.4 61.7 52.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 2, 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 : 160,483: 42,298 55,940 26,717 73,575 53,907 142,590 136,564: 17,893 23,919
Old : 157,367: 42,304 55,984 25,814 71,658 52,868 139,776 134,666: 17,591 22,701
Other: 3,116: 586 548 311 1,917 1,039 2,814 1,898: 302 1,218
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,585: -1,753 2,288 3,113 2,686 -966 4,046 4,435: 539 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 34.9 16.6 45.8 33.6 88.9 85.1: 11.1 14.9
Old : 100.0: 26.9 35.6 16.4 45.5 33.6 88.8 85.6: 11.2 14.4
Other: 100.0: 18.8 17.6 10.0 61.5 33.3 90.3 60.9: 9.7 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 33 60 57 65 60 137 149:
Old : 185: 36 60 54 65 60 135 148:
Other: 43: 4 11 3 11 18 18 29:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 16.5 25.7 26.5 14.6 14.7 23.5 23.6
Old : 16.6 16.8 26.1 27.1 14.8 15.1 23.9 24.3
Other: 50.8 30.4 75.2 46.3 50.8 28.0 72.0 38.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 2, 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 : 1,454,337: 422,322 486,269 211,339 688,683 550,051 1,322,344 1,247,659: 131,993 206,678
Old : 909,075: 314,879 471,895 94,328 418,758 250,787 827,965 817,010: 81,110 92,065
Other: 545,262: 187,396 94,327 37,058 269,925 299,264 494,379 430,649: 50,883 114,613
: : :
: : Changes in Commitments from: May 26, 2015 :
: 20,019: -2,633 6,865 6,132 11,600 11,637 15,099 24,634: 4,920 -4,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 33.4 14.5 47.4 37.8 90.9 85.8: 9.1 14.2
Old : 100.0: 34.6 51.9 10.4 46.1 27.6 91.1 89.9: 8.9 10.1
Other: 100.0: 34.4 17.3 6.8 49.5 54.9 90.7 79.0: 9.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 173 181 178 244 266 524 552:
Old : 664: 168 169 110 216 213 435 446:
Other: 559: 136 107 72 140 237 320 383:
:----------------------------------------------------------------------------------------------------
: 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 10.9 19.5 19.0 9.1 8.4 14.8 14.5
Old : 12.4 14.0 21.7 23.6 12.4 13.0 21.2 21.8
Other: 16.4 21.0 24.1 28.0 11.1 11.7 18.4 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 2, 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 : 8,771: 1,488 1,197 222 5,209 5,415 6,919 6,834: 1,852 1,937
Old : 8,771: 1,488 1,197 222 5,209 5,415 6,919 6,834: 1,852 1,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -123: -234 -19 116 -352 -355 -470 -258: 347 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.6 2.5 59.4 61.7 78.9 77.9: 21.1 22.1
Old : 100.0: 17.0 13.6 2.5 59.4 61.7 78.9 77.9: 21.1 22.1
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 : 40: 6 12 6 18 13 28 28:
Old : 40: 6 12 6 18 13 28 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 : 35.7 45.0 54.5 59.9 29.6 28.5 40.2 38.5
Old : 35.7 45.0 54.5 59.9 29.6 28.5 40.2 38.5
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, June 2, 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 : 748,391: 186,312 235,141 125,628 388,546 276,995 700,486 637,764: 47,905 110,627
Old : 387,383: 152,569 181,357 26,902 183,890 134,351 363,361 342,610: 24,022 44,773
Other: 361,008: 97,297 117,338 35,172 204,656 142,644 337,125 295,154: 23,883 65,854
: : :
: : Changes in Commitments from: May 26, 2015 :
: 37,858: 5,784 -341 11,649 18,373 27,279 35,806 38,587: 2,052 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 31.4 16.8 51.9 37.0 93.6 85.2: 6.4 14.8
Old : 100.0: 39.4 46.8 6.9 47.5 34.7 93.8 88.4: 6.2 11.6
Other: 100.0: 27.0 32.5 9.7 56.7 39.5 93.4 81.8: 6.6 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 161 228 210 151 187 448 511:
Old : 563: 178 174 91 113 135 330 362:
Other: 497: 118 168 105 115 162 303 373:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 9.9 19.2 16.9 9.4 9.1 16.1 14.9
Old : 11.8 14.4 21.2 24.3 10.9 14.2 20.3 22.6
Other: 18.4 12.7 27.1 20.0 17.0 12.2 24.9 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 2, 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 : 409,134: 139,388 50,943 72,436 153,642 257,920 365,466 381,299: 43,668 27,835
Old : 230,831: 115,500 61,344 16,538 72,292 134,872 204,330 212,754: 26,501 18,077
Other: 178,303: 61,777 27,488 18,009 81,350 123,048 161,136 168,545: 17,167 9,758
: : :
: : Changes in Commitments from: May 26, 2015 :
: 8,284: 5,579 -20,035 -4,332 -800 35,062 447 10,695: 7,837 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.5 17.7 37.6 63.0 89.3 93.2: 10.7 6.8
Old : 100.0: 50.0 26.6 7.2 31.3 58.4 88.5 92.2: 11.5 7.8
Other: 100.0: 34.6 15.4 10.1 45.6 69.0 90.4 94.5: 9.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 102 78 105 76 77 249 213:
Old : 294: 105 82 59 63 66 200 179:
Other: 221: 79 52 49 56 52 162 128:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 30.7 16.6 40.3 9.1 28.7 16.1 37.3
Old : 11.8 26.7 21.2 36.8 11.2 25.7 19.4 35.1
Other: 17.1 38.3 26.5 48.9 16.8 35.5 26.2 46.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 2, 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 : 482,533: 69,382 63,157 10,722 277,463 247,902 357,567 321,781: 124,966 160,752
Old : 482,533: 69,382 63,157 10,722 277,463 247,902 357,567 321,781: 124,966 160,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -13,595: 5,206 7,450 -1,320 8,331 -20,473 12,217 -14,343: -25,812 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 13.1 2.2 57.5 51.4 74.1 66.7: 25.9 33.3
Old : 100.0: 14.4 13.1 2.2 57.5 51.4 74.1 66.7: 25.9 33.3
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 : 131: 26 26 17 51 66 85 101:
Old : 131: 26 26 17 51 66 85 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 15.2 36.1 24.9 22.1 14.4 31.4 22.7
Old : 24.5 15.2 36.1 24.9 22.1 14.4 31.4 22.7
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, June 2, 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 : 625,787: 45,141 84,702 7,109 461,094 431,492 513,344 523,303: 112,443 102,484
Old : 625,787: 45,141 84,702 7,109 461,094 431,492 513,344 523,303: 112,443 102,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,171: 6,417 -1,981 -10,399 22,143 21,462 18,161 9,082: -15,990 -6,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.5 1.1 73.7 69.0 82.0 83.6: 18.0 16.4
Old : 100.0: 7.2 13.5 1.1 73.7 69.0 82.0 83.6: 18.0 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 : 93: 10 15 8 50 53 64 72:
Old : 93: 10 15 8 50 53 64 72:
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 : 26.4 40.5 42.2 50.1 22.7 36.6 32.9 44.2
Old : 26.4 40.5 42.2 50.1 22.7 36.6 32.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 2, 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 : 7,661: 3,137 743 1,263 2,915 5,444 7,315 7,450: 346 211
Old : 7,661: 3,137 743 1,263 2,915 5,444 7,315 7,450: 346 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -198: 127 579 -366 158 -436 -81 -223: -117 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 16.5 38.0 71.1 95.5 97.2: 4.5 2.8
Old : 100.0: 40.9 9.7 16.5 38.0 71.1 95.5 97.2: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 4 6 12 15 33 23:
Old : 40: 17 4 6 12 15 33 23:
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 : 40.6 65.8 63.6 79.5 37.5 55.3 51.9 64.1
Old : 40.6 65.8 63.6 79.5 37.5 55.3 51.9 64.1
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, June 2, 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 : 394,409: 107,238 89,589 58,108 184,109 209,830 349,455 357,527: 44,954 36,882
Old : 231,614: 88,205 77,312 19,432 97,510 107,874 205,147 204,618: 26,467 26,996
Other: 162,795: 39,553 32,797 18,156 86,599 101,956 144,308 152,909: 18,487 9,886
: : :
: : Changes in Commitments from: May 26, 2015 :
: 16,307: 2,382 -448 7,582 4,640 8,038 14,604 15,172: 1,703 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.7 14.7 46.7 53.2 88.6 90.6: 11.4 9.4
Old : 100.0: 38.1 33.4 8.4 42.1 46.6 88.6 88.3: 11.4 11.7
Other: 100.0: 24.3 20.1 11.2 53.2 62.6 88.6 93.9: 11.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 87 84 91 86 77 232 210:
Old : 289: 96 80 61 76 70 207 180:
Other: 208: 62 51 47 72 50 159 124:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 24.0 19.4 32.8 10.2 17.5 15.8 24.7
Old : 14.1 20.5 22.0 31.1 13.0 18.4 20.4 29.0
Other: 15.1 32.5 24.2 45.3 11.7 23.4 19.0 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 2, 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 : 12,232: 1,097 6,078 2,532 6,240 1,659 9,869 10,269: 2,363 1,963
Old : 7,391: 3,075 5,157 63 2,434 884 5,572 6,104: 1,819 1,287
Other: 4,841: 460 3,359 31 3,806 775 4,297 4,165: 544 676
: : :
: : Changes in Commitments from: May 26, 2015 :
: 660: 215 96 586 -111 -34 690 648: -30 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 49.7 20.7 51.0 13.6 80.7 84.0: 19.3 16.0
Old : 100.0: 41.6 69.8 0.9 32.9 12.0 75.4 82.6: 24.6 17.4
Other: 100.0: 9.5 69.4 0.6 78.6 16.0 88.8 86.0: 11.2 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 16 32 20 19 11 51 56:
Old : 69: 25 25 2 13 6 39 32:
Other: 50: 7 26 3 12 5 22 31:
:----------------------------------------------------------------------------------------------------
: 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 : 38.7 28.3 49.4 39.9 34.7 24.6 40.8 32.7
Old : 27.9 36.9 42.1 48.6 27.9 36.9 42.1 48.6
Other: 68.3 38.7 77.1 55.7 68.3 38.6 77.1 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 2, 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 : 1,175,522: 417,133 258,585 19,961 621,156 748,317 1,058,250 1,026,863: 117,272 148,659
Old : 1,175,522: 417,133 258,585 19,961 621,156 748,317 1,058,250 1,026,863: 117,272 148,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -259,031: -7,467 -3,107 -37,448 -201,000 -185,635 -245,915 -226,190: -13,116 -32,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 22.0 1.7 52.8 63.7 90.0 87.4: 10.0 12.6
Old : 100.0: 35.5 22.0 1.7 52.8 63.7 90.0 87.4: 10.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 53 51 22 91 126 154 189:
Old : 260: 53 51 22 91 126 154 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 22.0 35.9 32.1 20.9 22.0 33.7 31.0
Old : 21.0 22.0 35.9 32.1 20.9 22.0 33.7 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 2, 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 : 2,819,872: 340,791 414,396 97,057 2,089,048 1,846,387 2,526,896 2,357,840: 292,976 462,032
Old : 2,819,872: 340,791 414,396 97,057 2,089,048 1,846,387 2,526,896 2,357,840: 292,976 462,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -366,447: -15,832 -25,761 -203,951 -91,576 -109,791 -311,359 -339,503: -55,088 -26,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.7 3.4 74.1 65.5 89.6 83.6: 10.4 16.4
Old : 100.0: 12.1 14.7 3.4 74.1 65.5 89.6 83.6: 10.4 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 : 377: 58 99 46 147 176 234 292:
Old : 377: 58 99 46 147 176 234 292:
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 : 37.6 18.2 47.4 27.6 35.4 15.1 41.6 22.0
Old : 37.6 18.2 47.4 27.6 35.4 15.1 41.6 22.0
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, June 2, 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 : 2,093,561: 351,646 400,449 77,473 1,420,206 1,245,549 1,849,325 1,723,471: 244,236 370,090
Old : 2,093,561: 351,646 400,449 77,473 1,420,206 1,245,549 1,849,325 1,723,471: 244,236 370,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -160,353: 9,893 16,422 -18,935 -98,963 -124,489 -108,005 -127,002: -52,348 -33,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.1 3.7 67.8 59.5 88.3 82.3: 11.7 17.7
Old : 100.0: 16.8 19.1 3.7 67.8 59.5 88.3 82.3: 11.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 39 65 33 101 134 162 210:
Old : 267: 39 65 33 101 134 162 210:
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 : 25.8 15.0 39.8 24.6 23.3 13.4 32.2 20.9
Old : 25.8 15.0 39.8 24.6 23.3 13.4 32.2 20.9
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, June 2, 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 : 781,020: 12,814 165,966 151,652 591,153 406,529 755,619 724,147: 25,401 56,873
Old : 781,020: 12,814 165,966 151,652 591,153 406,529 755,619 724,147: 25,401 56,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -73,217: -24,348 -17,397 -16,933 -32,021 -35,917 -73,302 -70,247: 85 -2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 21.2 19.4 75.7 52.1 96.7 92.7: 3.3 7.3
Old : 100.0: 1.6 21.2 19.4 75.7 52.1 96.7 92.7: 3.3 7.3
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 : 131: 15 42 31 57 68 91 125:
Old : 131: 15 42 31 57 68 91 125:
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 : 50.2 15.7 60.0 26.6 37.6 13.3 42.8 19.8
Old : 50.2 15.7 60.0 26.6 37.6 13.3 42.8 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 2, 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 : 57,516: 17,099 11,021 489 31,337 39,578 48,924 51,087: 8,592 6,430
Old : 57,516: 17,099 11,021 489 31,337 39,578 48,924 51,087: 8,592 6,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 841: -47 997 -67 966 503 853 1,433: -13 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 19.2 0.8 54.5 68.8 85.1 88.8: 14.9 11.2
Old : 100.0: 29.7 19.2 0.8 54.5 68.8 85.1 88.8: 14.9 11.2
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 : 106: 31 27 4 33 26 66 55:
Old : 106: 31 27 4 33 26 66 55:
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 : 28.6 39.6 41.4 57.2 27.7 36.9 40.6 54.4
Old : 28.6 39.6 41.4 57.2 27.7 36.9 40.6 54.4
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, June 2, 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 : 115,032: 34,198 22,041 977 62,673 79,155 97,848 102,173: 17,184 12,859
Old : 115,032: 34,198 22,041 977 62,673 79,155 97,848 102,173: 17,184 12,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,681: -93 1,993 -133 1,932 1,005 1,706 2,865: -25 -1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 19.2 0.8 54.5 68.8 85.1 88.8: 14.9 11.2
Old : 100.0: 29.7 19.2 0.8 54.5 68.8 85.1 88.8: 14.9 11.2
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 : 106: 31 27 4 33 26 66 55:
Old : 106: 31 27 4 33 26 66 55:
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 : 28.6 39.6 41.4 57.2 27.7 36.9 40.6 54.4
Old : 28.6 39.6 41.4 57.2 27.7 36.9 40.6 54.4
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, June 2, 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 : 16,541: 13,759 15,069 789 1,916 678 16,464 16,536: 77 5
Old : 16,541: 13,759 15,069 789 1,916 678 16,464 16,536: 77 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -720: -461 -670 -55 -198 0 -714 -725: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 91.1 4.8 11.6 4.1 99.5 100.0: 0.5 0.0
Old : 100.0: 83.2 91.1 4.8 11.6 4.1 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 : 30: 15 13 2 2 1 18 15:
Old : 30: 15 13 2 2 1 18 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 : 80.7 65.6 94.6 84.9 79.4 64.4 87.7 81.3
Old : 80.7 65.6 94.6 84.9 79.4 64.4 87.7 81.3
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, June 2, 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 : 49,392: 41,579 20,141 21 7,691 29,118 49,291 49,280: 101 112
Old : 49,392: 41,579 20,141 21 7,691 29,118 49,291 49,280: 101 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -312: -455 331 0 166 -662 -289 -331: -23 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 40.8 0.0 15.6 59.0 99.8 99.8: 0.2 0.2
Old : 100.0: 84.2 40.8 0.0 15.6 59.0 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: 6 15 1 6 19 12 35:
Old : 45: 6 15 1 6 19 12 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 50.5 98.7 71.8 94.3 50.4 98.7 71.7
Old : 94.4 50.5 98.7 71.8 94.3 50.4 98.7 71.7
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, June 2, 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 : 37,739: 32,338 11,197 278 5,025 26,128 37,641 37,603: 98 136
Old : 37,739: 32,338 11,197 278 5,025 26,128 37,641 37,603: 98 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -208: -1,177 -328 278 714 -206 -185 -256: -23 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 29.7 0.7 13.3 69.2 99.7 99.6: 0.3 0.4
Old : 100.0: 85.7 29.7 0.7 13.3 69.2 99.7 99.6: 0.3 0.4
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 : 43: 9 14 2 5 17 14 33:
Old : 43: 9 14 2 5 17 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 : 94.9 57.4 99.1 76.2 94.3 57.4 98.5 76.0
Old : 94.9 57.4 99.1 76.2 94.3 57.4 98.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015