WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 30, 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 : 389,170: 118,918 117,011 75,416 155,171 153,872 349,505 346,299: 39,665 42,871
Old : 379,392: 118,489 117,778 73,050 149,445 148,882 340,984 339,710: 38,408 39,682
Other: 9,778: 2,295 1,099 500 5,726 4,990 8,521 6,589: 1,257 3,189
: : :
: : Changes in Commitments from: June 23, 2015 :
: -44,771: 11,331 -34,131 -27,019 -30,009 15,239 -45,697 -45,911: 926 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 30.1 19.4 39.9 39.5 89.8 89.0: 10.2 11.0
Old : 100.0: 31.2 31.0 19.3 39.4 39.2 89.9 89.5: 10.1 10.5
Other: 100.0: 23.5 11.2 5.1 58.6 51.0 87.1 67.4: 12.9 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 123 110 113 88 112 277 282:
Old : 382: 125 110 112 88 110 276 280:
Other: 100: 20 14 6 24 50 48 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 14.6 23.8 24.1 14.9 13.2 23.7 20.7
Old : 15.0 14.7 24.0 24.5 15.0 13.4 24.0 21.1
Other: 34.6 25.0 54.2 35.9 34.5 23.5 54.0 33.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 30, 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 : 183,836: 57,591 56,550 26,115 83,693 76,510 167,399 159,175: 16,437 24,661
Old : 175,743: 57,284 56,094 24,233 78,118 72,988 159,635 153,315: 16,108 22,428
Other: 8,093: 2,037 2,186 152 5,575 3,522 7,764 5,860: 329 2,233
: : :
: : Changes in Commitments from: June 23, 2015 :
: 11,925: 9,500 -8,586 274 4,761 18,187 14,535 9,875: -2,610 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 30.8 14.2 45.5 41.6 91.1 86.6: 8.9 13.4
Old : 100.0: 32.6 31.9 13.8 44.5 41.5 90.8 87.2: 9.2 12.8
Other: 100.0: 25.2 27.0 1.9 68.9 43.5 95.9 72.4: 4.1 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 47 52 53 67 66 144 153:
Old : 200: 49 52 50 67 66 143 150:
Other: 60: 2 16 4 13 30 19 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 : 21.9 23.2 31.1 32.5 14.4 12.4 22.0 20.6
Old : 21.2 24.3 30.7 34.0 14.9 14.7 22.9 23.2
Other: 83.8 29.4 91.2 45.3 83.8 29.3 90.4 45.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 30, 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 : 1,308,355: 409,204 298,635 185,269 598,044 612,459 1,192,517 1,096,363: 115,838 211,992
Old : 559,696: 261,518 227,691 18,233 230,694 250,479 510,445 496,403: 49,251 63,293
Other: 748,659: 270,160 193,418 44,562 367,350 361,980 682,072 599,960: 66,587 148,699
: : :
: : Changes in Commitments from: June 23, 2015 :
: -118,650: 24,709 -132,173 -47,926 -77,324 52,540 -100,541 -127,559: -18,109 8,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.8 14.2 45.7 46.8 91.1 83.8: 8.9 16.2
Old : 100.0: 46.7 40.7 3.3 41.2 44.8 91.2 88.7: 8.8 11.3
Other: 100.0: 36.1 25.8 6.0 49.1 48.4 91.1 80.1: 8.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 180 134 163 212 297 479 539:
Old : 580: 134 115 49 144 235 302 383:
Other: 643: 168 127 84 159 270 369 445:
:----------------------------------------------------------------------------------------------------
: 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 9.6 19.7 16.0 10.1 7.1 16.8 12.6
Old : 15.4 14.0 26.8 25.0 15.4 13.9 26.7 24.9
Other: 14.5 13.1 22.6 20.7 11.7 8.5 18.9 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,213: 753 1,540 115 4,673 4,005 5,541 5,660: 1,672 1,553
Old : 7,213: 753 1,540 115 4,673 4,005 5,541 5,660: 1,672 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,441: -516 246 -25 -857 -1,537 -1,398 -1,316: -43 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 21.4 1.6 64.8 55.5 76.8 78.5: 23.2 21.5
Old : 100.0: 10.4 21.4 1.6 64.8 55.5 76.8 78.5: 23.2 21.5
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 : 37: 6 10 3 17 9 24 21:
Old : 37: 6 10 3 17 9 24 21:
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 : 34.4 42.1 52.5 65.4 33.7 38.6 48.1 55.7
Old : 34.4 42.1 52.5 65.4 33.7 38.6 48.1 55.7
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 30, 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 : 665,965: 192,644 112,528 97,414 327,959 368,836 618,017 578,778: 47,948 87,187
Old : 102,945: 38,444 21,898 2,036 51,184 63,423 91,664 87,357: 11,281 15,588
Other: 563,020: 184,302 120,732 65,276 276,775 305,413 526,353 491,421: 36,667 71,599
: : :
: : Changes in Commitments from: June 23, 2015 :
: -35,573: 378 -49,520 -21,092 -12,155 48,141 -32,869 -22,471: -2,704 -13,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.9 14.6 49.2 55.4 92.8 86.9: 7.2 13.1
Old : 100.0: 37.3 21.3 2.0 49.7 61.6 89.0 84.9: 11.0 15.1
Other: 100.0: 32.7 21.4 11.6 49.2 54.2 93.5 87.3: 6.5 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 168 165 160 149 199 418 443:
Old : 332: 95 68 17 81 114 183 193:
Other: 565: 158 176 137 117 187 364 420:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 15.3 19.7 25.8 9.1 13.0 16.1 19.5
Old : 24.4 30.8 37.6 44.3 23.6 28.7 36.0 41.4
Other: 13.6 15.8 22.4 25.5 11.7 15.0 20.1 24.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 30, 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 : 380,583: 128,381 59,214 66,897 149,010 230,105 344,288 356,216: 36,295 24,367
Old : 103,754: 42,360 12,085 8,672 40,306 73,829 91,338 94,586: 12,416 9,168
Other: 276,829: 106,698 67,806 37,548 108,704 156,276 252,950 261,630: 23,879 15,199
: : :
: : Changes in Commitments from: June 23, 2015 :
: -20,382: 6,017 -7,153 -9,815 -14,139 -163 -17,937 -17,131: -2,445 -3,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.6 17.6 39.2 60.5 90.5 93.6: 9.5 6.4
Old : 100.0: 40.8 11.6 8.4 38.8 71.2 88.0 91.2: 12.0 8.8
Other: 100.0: 38.5 24.5 13.6 39.3 56.5 91.4 94.5: 8.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 103 60 104 82 69 249 202:
Old : 200: 73 31 41 60 51 150 112:
Other: 271: 87 83 78 61 53 202 168:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 32.0 17.3 40.0 9.6 30.4 16.9 37.4
Old : 19.9 35.0 30.6 47.5 18.1 34.9 28.5 46.0
Other: 13.6 32.2 23.4 40.9 13.4 30.0 23.3 37.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 30, 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 : 477,943: 57,066 61,171 9,348 298,305 267,096 364,719 337,615: 113,224 140,328
Old : 477,943: 57,066 61,171 9,348 298,305 267,096 364,719 337,615: 113,224 140,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -6,510: -14,341 4,329 1,213 14,188 943 1,060 6,485: -7,570 -12,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.8 2.0 62.4 55.9 76.3 70.6: 23.7 29.4
Old : 100.0: 11.9 12.8 2.0 62.4 55.9 76.3 70.6: 23.7 29.4
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 : 141: 21 33 17 55 66 87 105:
Old : 141: 21 33 17 55 66 87 105:
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 : 27.9 16.9 39.7 26.1 26.2 14.1 36.1 22.8
Old : 27.9 16.9 39.7 26.1 26.2 14.1 36.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 30, 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 : 587,059: 50,444 91,064 8,107 427,139 395,711 485,690 494,882: 101,369 92,177
Old : 587,059: 50,444 91,064 8,107 427,139 395,711 485,690 494,882: 101,369 92,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -10,538: -5,490 10,371 -2,355 2,354 -18,008 -5,491 -9,992: -5,047 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.5 1.4 72.8 67.4 82.7 84.3: 17.3 15.7
Old : 100.0: 8.6 15.5 1.4 72.8 67.4 82.7 84.3: 17.3 15.7
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 : 104: 13 17 12 51 57 70 80:
Old : 104: 13 17 12 51 57 70 80:
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 : 27.9 38.1 43.6 47.1 25.0 38.0 36.8 45.9
Old : 27.9 38.1 43.6 47.1 25.0 38.0 36.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 30, 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 : 7,251: 3,026 380 1,287 2,529 5,415 6,842 7,082: 409 169
Old : 7,251: 3,026 380 1,287 2,529 5,415 6,842 7,082: 409 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 104: 203 217 -250 146 184 99 151: 5 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 5.2 17.7 34.9 74.7 94.4 97.7: 5.6 2.3
Old : 100.0: 41.7 5.2 17.7 34.9 74.7 94.4 97.7: 5.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 4 7 13 17 34 26:
Old : 42: 17 4 7 13 17 34 26:
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 : 45.6 61.3 67.5 76.4 38.9 48.7 53.2 61.3
Old : 45.6 61.3 67.5 76.4 38.9 48.7 53.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 30, 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 : 393,327: 137,280 68,982 49,573 157,103 247,627 343,956 366,182: 49,371 27,145
Old : 112,873: 45,073 12,485 5,077 45,269 82,938 95,419 100,500: 17,454 12,373
Other: 280,454: 109,715 74,005 26,988 111,834 164,689 248,537 265,682: 31,917 14,772
: : :
: : Changes in Commitments from: June 23, 2015 :
: -18,582: 9,534 -4,191 -11,713 -13,012 2,055 -15,191 -13,849: -3,391 -4,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.5 12.6 39.9 63.0 87.4 93.1: 12.6 6.9
Old : 100.0: 39.9 11.1 4.5 40.1 73.5 84.5 89.0: 15.5 11.0
Other: 100.0: 39.1 26.4 9.6 39.9 58.7 88.6 94.7: 11.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 99 63 87 77 81 227 201:
Old : 207: 75 33 33 63 64 150 122:
Other: 262: 84 76 64 69 61 192 166:
:----------------------------------------------------------------------------------------------------
: 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 30.8 18.1 39.8 9.9 24.8 15.5 33.4
Old : 18.0 28.7 29.8 41.7 17.9 25.8 28.2 37.3
Other: 13.6 32.3 21.0 41.5 10.7 25.4 17.7 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 30, 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 : 9,586: 1,221 4,981 902 5,120 2,082 7,243 7,965: 2,343 1,621
Old : 1,091: 694 70 0 256 937 950 1,007: 141 84
Other: 8,495: 1,221 5,605 208 4,864 1,145 6,293 6,958: 2,202 1,537
: : :
: : Changes in Commitments from: June 23, 2015 :
: -24: 50 -501 45 -302 567 -207 111: 183 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 52.0 9.4 53.4 21.7 75.6 83.1: 24.4 16.9
Old : 100.0: 63.6 6.4 0.0 23.5 85.9 87.1 92.3: 12.9 7.7
Other: 100.0: 14.4 66.0 2.4 57.3 13.5 74.1 81.9: 25.9 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 12 24 12 15 9 37 39:
Old : 15: 7 1 0 2 5 9 6:
Other: 58: 12 26 6 13 7 29 36:
:----------------------------------------------------------------------------------------------------
: 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 : 41.9 33.7 50.3 46.6 40.8 33.0 48.0 45.9
Old : 60.4 84.0 84.4 92.3 60.4 84.0 84.4 92.3
Other: 47.3 36.4 55.5 48.4 47.3 36.4 55.5 48.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 30, 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 : 1,190,195: 428,853 285,020 27,803 619,506 736,695 1,076,162 1,049,518: 114,033 140,677
Old : 1,190,195: 428,853 285,020 27,803 619,506 736,695 1,076,162 1,049,518: 114,033 140,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -12,825: 32,859 1,114 -1,773 -40,535 -11,831 -9,449 -12,490: -3,376 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.9 2.3 52.1 61.9 90.4 88.2: 9.6 11.8
Old : 100.0: 36.0 23.9 2.3 52.1 61.9 90.4 88.2: 9.6 11.8
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 : 270: 53 56 24 93 126 158 194:
Old : 270: 53 56 24 93 126 158 194:
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 : 21.3 21.1 35.3 30.2 21.1 21.1 34.3 29.2
Old : 21.3 21.1 35.3 30.2 21.1 21.1 34.3 29.2
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, June 30, 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 : 2,718,708: 451,637 455,141 72,596 1,909,031 1,772,526 2,433,264 2,300,263: 285,444 418,445
Old : 2,718,708: 451,637 455,141 72,596 1,909,031 1,772,526 2,433,264 2,300,263: 285,444 418,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -175: 31,186 -12,046 -6,165 -43,540 43,458 -18,519 25,247: 18,344 -25,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.7 2.7 70.2 65.2 89.5 84.6: 10.5 15.4
Old : 100.0: 16.6 16.7 2.7 70.2 65.2 89.5 84.6: 10.5 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 : 384: 67 103 50 136 166 235 287:
Old : 384: 67 103 50 136 166 235 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 18.4 47.5 27.4 34.8 17.2 42.9 23.6
Old : 37.2 18.4 47.5 27.4 34.8 17.2 42.9 23.6
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, June 30, 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 : 2,111,725: 352,276 431,452 69,467 1,446,923 1,255,284 1,868,666 1,756,203: 243,059 355,522
Old : 2,111,725: 352,276 431,452 69,467 1,446,923 1,255,284 1,868,666 1,756,203: 243,059 355,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 6,772: 9,548 37,583 -1,772 -979 -17,753 6,797 18,058: -25 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.4 3.3 68.5 59.4 88.5 83.2: 11.5 16.8
Old : 100.0: 16.7 20.4 3.3 68.5 59.4 88.5 83.2: 11.5 16.8
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 : 275: 43 70 31 102 120 164 202:
Old : 275: 43 70 31 102 120 164 202:
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 : 26.8 13.8 39.9 23.8 23.0 13.1 31.3 20.9
Old : 26.8 13.8 39.9 23.8 23.0 13.1 31.3 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 30, 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 : 906,380: 33,061 177,520 164,341 685,478 509,341 882,880 851,202: 23,500 55,178
Old : 906,380: 33,061 177,520 164,341 685,478 509,341 882,880 851,202: 23,500 55,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 34,540: 7,643 -7,934 7,128 15,566 38,580 30,337 37,774: 4,203 -3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.6 18.1 75.6 56.2 97.4 93.9: 2.6 6.1
Old : 100.0: 3.6 19.6 18.1 75.6 56.2 97.4 93.9: 2.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 18 46 33 53 67 90 131:
Old : 137: 18 46 33 53 67 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 : 47.3 16.4 60.0 27.6 35.4 14.1 42.3 20.5
Old : 47.3 16.4 60.0 27.6 35.4 14.1 42.3 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 30, 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 : 44,827: 8,709 9,099 1,030 28,539 29,319 38,278 39,447: 6,550 5,380
Old : 44,827: 8,709 9,099 1,030 28,539 29,319 38,278 39,447: 6,550 5,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -8,472: -8,722 3,692 110 495 -12,098 -8,117 -8,296: -355 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 20.3 2.3 63.7 65.4 85.4 88.0: 14.6 12.0
Old : 100.0: 19.4 20.3 2.3 63.7 65.4 85.4 88.0: 14.6 12.0
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 : 91: 26 21 4 29 20 56 44:
Old : 91: 26 21 4 29 20 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 43.4 43.7 60.2 32.5 43.3 43.7 60.1
Old : 32.5 43.4 43.7 60.2 32.5 43.3 43.7 60.1
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 30, 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 : 89,654: 17,417 18,197 2,060 57,078 58,637 76,555 78,894: 13,099 10,760
Old : 89,654: 17,417 18,197 2,060 57,078 58,637 76,555 78,894: 13,099 10,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -16,943: -17,444 7,384 220 990 -24,196 -16,234 -16,592: -709 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 20.3 2.3 63.7 65.4 85.4 88.0: 14.6 12.0
Old : 100.0: 19.4 20.3 2.3 63.7 65.4 85.4 88.0: 14.6 12.0
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 : 91: 26 21 4 29 20 56 44:
Old : 91: 26 21 4 29 20 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 43.4 43.7 60.2 32.5 43.3 43.7 60.1
Old : 32.5 43.4 43.7 60.2 32.5 43.3 43.7 60.1
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 30, 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 : 22,678: 19,090 21,094 874 2,492 678 22,456 22,646: 222 32
Old : 22,678: 19,090 21,094 874 2,492 678 22,456 22,646: 222 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 5,496: 4,982 5,363 133 367 0 5,482 5,496: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 93.0 3.9 11.0 3.0 99.0 99.9: 1.0 0.1
Old : 100.0: 84.2 93.0 3.9 11.0 3.0 99.0 99.9: 1.0 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 : 32: 17 13 2 2 1 20 15:
Old : 32: 17 13 2 2 1 20 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 : 74.9 67.6 91.7 87.0 73.5 67.6 87.0 84.6
Old : 74.9 67.6 91.7 87.0 73.5 67.6 87.0 84.6
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 45,571: 36,768 20,772 21 8,640 24,716 45,429 45,509: 142 62
Old : 45,571: 36,768 20,772 21 8,640 24,716 45,429 45,509: 142 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,576: 859 -1,040 0 644 2,618 1,503 1,578: 73 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 45.6 0.0 19.0 54.2 99.7 99.9: 0.3 0.1
Old : 100.0: 80.7 45.6 0.0 19.0 54.2 99.7 99.9: 0.3 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 : 42: 4 17 1 4 17 8 35:
Old : 42: 4 17 1 4 17 8 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 : 97.1 56.5 99.7 74.8 97.0 56.5 99.6 74.8
Old : 97.1 56.5 99.7 74.8 97.0 56.5 99.6 74.8
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 30, 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 : 32,493: 26,966 12,411 227 5,186 19,757 32,379 32,395: 114 98
Old : 32,493: 26,966 12,411 227 5,186 19,757 32,379 32,395: 114 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,218: -830 764 98 1,895 375 1,163 1,237: 55 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 38.2 0.7 16.0 60.8 99.6 99.7: 0.4 0.3
Old : 100.0: 83.0 38.2 0.7 16.0 60.8 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 15 2 2 11 8 28:
Old : 34: 6 15 2 2 11 8 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 : 97.9 69.2 99.6 81.6 97.3 69.2 99.0 81.6
Old : 97.9 69.2 99.6 81.6 97.3 69.2 99.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015