WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 9, 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 : 443,543: 122,710 143,983 110,447 172,918 147,174 406,075 401,604: 37,468 41,939
Old : 436,206: 121,878 143,669 109,054 168,600 144,117 399,532 396,840: 36,674 39,366
Other: 7,337: 2,003 1,485 222 4,318 3,057 6,543 4,764: 794 2,573
: : :
: : Changes in Commitments from: June 2, 2015 :
: 1,529: 7,831 -28,650 5,447 -11,909 24,334 1,369 1,131: 160 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 32.5 24.9 39.0 33.2 91.6 90.5: 8.4 9.5
Old : 100.0: 27.9 32.9 25.0 38.7 33.0 91.6 91.0: 8.4 9.0
Other: 100.0: 27.3 20.2 3.0 58.9 41.7 89.2 64.9: 10.8 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 123 126 152 94 98 311 304:
Old : 395: 126 128 150 94 97 309 303:
Other: 82: 19 12 5 23 35 45 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 12.0 21.8 21.1 13.4 10.2 21.3 17.7
Old : 13.9 12.2 21.8 21.5 13.4 10.4 21.4 18.0
Other: 45.8 32.1 65.0 43.1 45.8 31.9 64.5 41.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 9, 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 : 161,406: 41,691 51,998 28,650 71,865 55,561 142,206 136,209: 19,200 25,197
Old : 156,445: 40,910 51,729 27,192 69,327 54,105 137,429 133,026: 19,016 23,419
Other: 4,961: 1,981 1,469 258 2,538 1,456 4,777 3,183: 184 1,778
: : :
: : Changes in Commitments from: June 2, 2015 :
: 923: -607 -3,942 1,933 -1,710 1,654 -384 -355: 1,307 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 32.2 17.8 44.5 34.4 88.1 84.4: 11.9 15.6
Old : 100.0: 26.1 33.1 17.4 44.3 34.6 87.8 85.0: 12.2 15.0
Other: 100.0: 39.9 29.6 5.2 51.2 29.3 96.3 64.2: 3.7 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 31 60 56 66 62 136 152:
Old : 186: 35 60 55 66 62 135 151:
Other: 45: 1 16 3 11 18 15 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 17.8 26.3 28.9 14.9 13.5 24.1 22.4
Old : 16.0 18.4 26.8 29.8 15.3 14.1 24.8 23.3
Other: 78.4 24.8 90.1 41.0 78.4 23.5 87.3 38.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 9, 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 : 1,459,091: 413,673 438,913 237,189 677,882 566,093 1,328,744 1,242,195: 130,347 216,896
Old : 888,588: 303,576 412,162 112,341 392,505 267,861 808,422 792,364: 80,166 96,224
Other: 570,503: 189,927 106,581 45,018 285,377 298,232 520,322 449,831: 50,181 120,672
: : :
: : Changes in Commitments from: June 2, 2015 :
: 4,754: -8,649 -47,356 25,850 -10,801 16,042 6,400 -5,464: -1,646 10,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 30.1 16.3 46.5 38.8 91.1 85.1: 8.9 14.9
Old : 100.0: 34.2 46.4 12.6 44.2 30.1 91.0 89.2: 9.0 10.8
Other: 100.0: 33.3 18.7 7.9 50.0 52.3 91.2 78.8: 8.8 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 163 179 197 233 258 527 553:
Old : 655: 174 166 118 204 211 435 447:
Other: 572: 141 126 82 139 231 329 398:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 11.0 19.7 18.2 9.1 7.8 14.9 13.9
Old : 12.2 13.9 21.7 23.5 12.2 12.6 21.0 21.4
Other: 16.2 19.3 24.1 26.9 11.5 10.9 18.8 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 9, 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 : 8,847: 1,401 1,135 253 5,579 5,838 7,233 7,226: 1,614 1,621
Old : 8,847: 1,401 1,135 253 5,579 5,838 7,233 7,226: 1,614 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 76: -87 -62 31 370 423 314 392: -238 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.8 2.9 63.1 66.0 81.8 81.7: 18.2 18.3
Old : 100.0: 15.8 12.8 2.9 63.1 66.0 81.8 81.7: 18.2 18.3
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 : 39: 6 11 5 20 14 29 27:
Old : 39: 6 11 5 20 14 29 27:
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 : 37.1 47.2 56.0 63.7 30.8 30.6 41.4 42.8
Old : 37.1 47.2 56.0 63.7 30.8 30.6 41.4 42.8
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 9, 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 : 744,119: 180,481 218,562 128,682 384,561 287,944 693,724 635,188: 50,395 108,931
Old : 320,018: 130,602 136,985 23,064 141,381 118,832 295,047 278,881: 24,971 41,137
Other: 424,101: 113,991 145,689 41,506 243,180 169,112 398,677 356,307: 25,424 67,794
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,272: -5,831 -16,579 3,054 -3,985 10,949 -6,762 -2,576: 2,490 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 29.4 17.3 51.7 38.7 93.2 85.4: 6.8 14.6
Old : 100.0: 40.8 42.8 7.2 44.2 37.1 92.2 87.1: 7.8 12.9
Other: 100.0: 26.9 34.4 9.8 57.3 39.9 94.0 84.0: 6.0 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 153 224 218 153 191 445 515:
Old : 536: 182 147 92 114 134 332 338:
Other: 515: 112 190 118 113 166 304 401:
:----------------------------------------------------------------------------------------------------
: 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 10.2 18.7 16.8 9.4 9.3 16.1 15.3
Old : 12.7 16.0 22.4 25.0 12.7 15.5 22.1 23.5
Other: 17.7 12.3 26.9 19.0 16.6 11.3 25.5 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 9, 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 : 422,569: 153,757 48,942 73,937 149,930 268,793 377,624 391,672: 44,945 30,897
Old : 213,379: 107,025 47,578 16,310 63,199 131,145 186,534 195,033: 26,845 18,346
Other: 209,190: 81,632 36,264 22,727 86,731 137,648 191,090 196,639: 18,100 12,551
: : :
: : Changes in Commitments from: June 2, 2015 :
: 13,435: 14,369 -2,001 1,501 -3,712 10,873 12,158 10,373: 1,277 3,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 11.6 17.5 35.5 63.6 89.4 92.7: 10.6 7.3
Old : 100.0: 50.2 22.3 7.6 29.6 61.5 87.4 91.4: 12.6 8.6
Other: 100.0: 39.0 17.3 10.9 41.5 65.8 91.3 94.0: 8.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 113 71 110 76 76 259 213:
Old : 288: 114 68 68 66 70 212 178:
Other: 236: 81 67 56 55 51 173 140:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 31.0 16.1 40.7 8.6 29.0 15.0 37.8
Old : 11.9 27.2 19.7 38.0 10.5 26.1 18.0 36.3
Other: 15.7 37.9 25.3 47.6 15.7 35.0 25.0 44.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 9, 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 : 491,842: 74,814 51,341 12,775 284,412 272,533 372,001 336,649: 119,841 155,193
Old : 491,842: 74,814 51,341 12,775 284,412 272,533 372,001 336,649: 119,841 155,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 9,309: 5,432 -11,816 2,053 6,949 24,631 14,434 14,868: -5,125 -5,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.4 2.6 57.8 55.4 75.6 68.4: 24.4 31.6
Old : 100.0: 15.2 10.4 2.6 57.8 55.4 75.6 68.4: 24.4 31.6
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 : 133: 29 23 17 54 65 91 97:
Old : 133: 29 23 17 54 65 91 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 15.5 36.5 26.3 23.2 14.4 32.6 22.7
Old : 25.1 15.5 36.5 26.3 23.2 14.4 32.6 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 9, 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 : 616,244: 55,734 88,126 7,315 439,265 425,706 502,314 521,147: 113,930 95,097
Old : 616,244: 55,734 88,126 7,315 439,265 425,706 502,314 521,147: 113,930 95,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -9,543: 10,593 3,424 206 -21,829 -5,786 -11,030 -2,156: 1,487 -7,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.3 1.2 71.3 69.1 81.5 84.6: 18.5 15.4
Old : 100.0: 9.0 14.3 1.2 71.3 69.1 81.5 84.6: 18.5 15.4
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 : 98: 13 15 8 51 53 67 73:
Old : 98: 13 15 8 51 53 67 73:
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 : 26.7 39.4 40.8 48.9 23.8 37.6 33.0 45.4
Old : 26.7 39.4 40.8 48.9 23.8 37.6 33.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 9, 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 : 7,440: 3,071 716 1,257 2,803 5,239 7,131 7,212: 309 228
Old : 7,440: 3,071 716 1,257 2,803 5,239 7,131 7,212: 309 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -221: -66 -27 -6 -112 -205 -184 -238: -37 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 9.6 16.9 37.7 70.4 95.8 96.9: 4.2 3.1
Old : 100.0: 41.3 9.6 16.9 37.7 70.4 95.8 96.9: 4.2 3.1
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 : 39: 15 5 6 11 15 32 22:
Old : 39: 15 5 6 11 15 32 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 : 41.5 62.8 65.0 77.9 38.4 52.3 53.3 62.1
Old : 41.5 62.8 65.0 77.9 38.4 52.3 53.3 62.1
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 9, 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 : 400,599: 111,351 83,901 61,524 178,154 219,910 351,029 365,335: 49,570 35,264
Old : 205,001: 82,425 56,124 19,938 74,775 107,515 177,138 183,577: 27,863 21,424
Other: 195,598: 53,373 52,224 17,139 103,379 112,395 173,891 181,758: 21,707 13,840
: : :
: : Changes in Commitments from: June 2, 2015 :
: 6,190: 4,113 -5,688 3,416 -5,955 10,080 1,574 7,808: 4,616 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.9 15.4 44.5 54.9 87.6 91.2: 12.4 8.8
Old : 100.0: 40.2 27.4 9.7 36.5 52.4 86.4 89.5: 13.6 10.5
Other: 100.0: 27.3 26.7 8.8 52.9 57.5 88.9 92.9: 11.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 92 74 97 84 78 233 214:
Old : 282: 93 72 66 72 70 204 179:
Other: 217: 66 56 55 70 49 162 138:
:----------------------------------------------------------------------------------------------------
: 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 24.7 19.0 33.4 9.6 17.7 15.1 25.3
Old : 12.9 21.4 21.9 31.2 11.2 19.7 19.3 28.6
Other: 14.3 30.9 23.3 42.2 11.4 22.4 19.4 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 9, 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 : 12,034: 943 5,530 2,483 6,011 1,746 9,437 9,759: 2,597 2,275
Old : 6,894: 2,854 4,489 33 2,211 856 5,098 5,378: 1,796 1,516
Other: 5,140: 508 3,460 31 3,800 890 4,339 4,381: 801 759
: : :
: : Changes in Commitments from: June 2, 2015 :
: -198: -154 -548 -49 -229 87 -432 -510: 234 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 46.0 20.6 50.0 14.5 78.4 81.1: 21.6 18.9
Old : 100.0: 41.4 65.1 0.5 32.1 12.4 73.9 78.0: 26.1 22.0
Other: 100.0: 9.9 67.3 0.6 73.9 17.3 84.4 85.2: 15.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 10 28 20 19 10 48 51:
Old : 61: 24 20 1 12 5 36 26:
Other: 51: 6 27 3 12 6 21 33:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 28.9 50.1 41.1 35.3 25.0 41.4 33.5
Old : 30.0 39.7 43.9 53.2 30.0 39.7 43.9 53.2
Other: 64.3 37.9 72.6 55.6 64.3 37.8 72.6 55.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 9, 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 : 1,152,271: 353,325 284,539 23,808 663,703 700,636 1,040,836 1,008,983: 111,435 143,288
Old : 1,152,271: 353,325 284,539 23,808 663,703 700,636 1,040,836 1,008,983: 111,435 143,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -23,251: -63,808 25,954 3,847 42,547 -47,681 -17,414 -17,880: -5,837 -5,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 24.7 2.1 57.6 60.8 90.3 87.6: 9.7 12.4
Old : 100.0: 30.7 24.7 2.1 57.6 60.8 90.3 87.6: 9.7 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 : 269: 49 60 24 93 124 154 196:
Old : 269: 49 60 24 93 124 154 196:
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 : 21.6 21.6 35.3 30.4 21.6 21.6 33.5 30.1
Old : 21.6 21.6 35.3 30.4 21.6 21.6 33.5 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 9, 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 : 2,777,578: 412,420 448,999 87,306 2,010,919 1,784,486 2,510,645 2,320,791: 266,933 456,787
Old : 2,777,578: 412,420 448,999 87,306 2,010,919 1,784,486 2,510,645 2,320,791: 266,933 456,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -42,294: 71,629 34,603 -9,751 -78,129 -61,901 -16,251 -37,049: -26,043 -5,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.2 3.1 72.4 64.2 90.4 83.6: 9.6 16.4
Old : 100.0: 14.8 16.2 3.1 72.4 64.2 90.4 83.6: 9.6 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 : 385: 69 95 49 142 174 244 285:
Old : 385: 69 95 49 142 174 244 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 16.0 47.7 24.6 34.4 13.6 42.2 20.4
Old : 36.9 16.0 47.7 24.6 34.4 13.6 42.2 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 9, 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 : 2,077,449: 297,156 380,556 70,569 1,486,568 1,262,008 1,854,293 1,713,133: 223,156 364,316
Old : 2,077,449: 297,156 380,556 70,569 1,486,568 1,262,008 1,854,293 1,713,133: 223,156 364,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -16,112: -54,490 -19,893 -6,904 66,362 16,459 4,968 -10,338: -21,080 -5,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.3 3.4 71.6 60.7 89.3 82.5: 10.7 17.5
Old : 100.0: 14.3 18.3 3.4 71.6 60.7 89.3 82.5: 10.7 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 : 269: 34 66 26 103 131 157 203:
Old : 269: 34 66 26 103 131 157 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 15.1 40.9 23.4 24.3 13.5 33.5 19.6
Old : 27.2 15.1 40.9 23.4 24.3 13.5 33.5 19.6
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 9, 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 : 817,282: 19,396 175,216 158,829 616,906 428,333 795,131 762,378: 22,151 54,904
Old : 817,282: 19,396 175,216 158,829 616,906 428,333 795,131 762,378: 22,151 54,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 36,262: 6,582 9,250 7,177 25,753 21,804 39,512 38,231: -3,250 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 21.4 19.4 75.5 52.4 97.3 93.3: 2.7 6.7
Old : 100.0: 2.4 21.4 19.4 75.5 52.4 97.3 93.3: 2.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 14 44 32 51 65 86 124:
Old : 130: 14 44 32 51 65 86 124:
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 : 48.6 15.2 59.3 26.5 36.5 12.9 42.1 19.7
Old : 48.6 15.2 59.3 26.5 36.5 12.9 42.1 19.7
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 9, 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 : 58,066: 11,387 11,500 823 37,349 40,355 49,559 52,678: 8,508 5,389
Old : 58,066: 11,387 11,500 823 37,349 40,355 49,559 52,678: 8,508 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 550: -5,713 480 335 6,013 777 635 1,591: -85 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.8 1.4 64.3 69.5 85.3 90.7: 14.7 9.3
Old : 100.0: 19.6 19.8 1.4 64.3 69.5 85.3 90.7: 14.7 9.3
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 : 93: 27 19 3 32 27 60 48:
Old : 93: 27 19 3 32 27 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 42.1 45.5 60.5 29.7 35.8 42.0 54.3
Old : 29.7 42.1 45.5 60.5 29.7 35.8 42.0 54.3
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 9, 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 : 116,132: 22,773 23,000 1,646 74,698 80,709 99,117 105,355: 17,015 10,777
Old : 116,132: 22,773 23,000 1,646 74,698 80,709 99,117 105,355: 17,015 10,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 1,100: -11,425 959 669 12,025 1,554 1,269 3,182: -169 -2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.8 1.4 64.3 69.5 85.3 90.7: 14.7 9.3
Old : 100.0: 19.6 19.8 1.4 64.3 69.5 85.3 90.7: 14.7 9.3
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 : 93: 27 19 3 32 27 60 48:
Old : 93: 27 19 3 32 27 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 42.1 45.5 60.5 29.7 35.8 42.0 54.3
Old : 29.7 42.1 45.5 60.5 29.7 35.8 42.0 54.3
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 9, 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 : 16,216: 13,119 14,512 996 2,015 678 16,130 16,186: 86 30
Old : 16,216: 13,119 14,512 996 2,015 678 16,130 16,186: 86 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -325: -640 -557 207 99 0 -334 -350: 9 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 89.5 6.1 12.4 4.2 99.5 99.8: 0.5 0.2
Old : 100.0: 80.9 89.5 6.1 12.4 4.2 99.5 99.8: 0.5 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 : 29: 14 13 3 2 1 18 15:
Old : 29: 14 13 3 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 : 78.7 67.0 93.4 86.0 77.3 64.0 85.6 80.4
Old : 78.7 67.0 93.4 86.0 77.3 64.0 85.6 80.4
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 9, 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 : 55,724: 42,261 22,043 3,334 10,019 30,290 55,614 55,667: 110 57
Old : 55,724: 42,261 22,043 3,334 10,019 30,290 55,614 55,667: 110 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 6,332: 682 1,902 3,313 2,328 1,172 6,323 6,387: 9 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 39.6 6.0 18.0 54.4 99.8 99.9: 0.2 0.1
Old : 100.0: 75.8 39.6 6.0 18.0 54.4 99.8 99.9: 0.2 0.1
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 : 48: 8 15 3 7 21 15 39:
Old : 48: 8 15 3 7 21 15 39:
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 : 92.2 47.0 97.2 68.8 87.1 46.8 91.1 67.1
Old : 92.2 47.0 97.2 68.8 87.1 46.8 91.1 67.1
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 9, 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 : 36,824: 29,934 11,858 581 6,240 24,301 36,755 36,740: 69 84
Old : 36,824: 29,934 11,858 581 6,240 24,301 36,755 36,740: 69 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -915: -2,404 661 303 1,215 -1,827 -886 -863: -29 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 32.2 1.6 16.9 66.0 99.8 99.8: 0.2 0.2
Old : 100.0: 81.3 32.2 1.6 16.9 66.0 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 : 40: 11 12 3 5 14 16 29:
Old : 40: 11 12 3 5 14 16 29:
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 : 94.6 59.2 98.6 76.2 93.1 59.1 96.6 75.2
Old : 94.6 59.2 98.6 76.2 93.1 59.1 96.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015