WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 552,428: 100,486 158,110 188,600 223,048 160,890 512,134 507,601: 40,294 44,827
Old : 226,481: 76,663 136,535 44,238 89,953 28,042 210,854 208,815: 15,627 17,667
Other: 325,947: 72,583 70,336 95,602 133,095 132,848 301,280 298,786: 24,667 27,161
: : :
: : Changes in Commitments from: March 24, 2015 :
: -8,924: -4,541 -209 -7,733 2,958 -1,469 -9,316 -9,410: 391 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.6 34.1 40.4 29.1 92.7 91.9: 7.3 8.1
Old : 100.0: 33.8 60.3 19.5 39.7 12.4 93.1 92.2: 6.9 7.8
Other: 100.0: 22.3 21.6 29.3 40.8 40.8 92.4 91.7: 7.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 132 127 178 114 107 346 339:
Old : 359: 123 116 87 82 73 248 234:
Other: 340: 103 106 118 93 94 264 262:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 8.7 18.8 15.4 9.5 6.6 16.0 11.6
Old : 16.1 13.3 25.7 22.6 15.3 13.2 24.8 22.4
Other: 12.9 12.5 21.7 21.8 10.1 10.3 17.2 16.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 171,305: 40,958 50,583 31,376 80,578 65,747 152,912 147,706: 18,393 23,599
Old : 70,890: 31,188 33,623 6,350 25,489 23,443 63,027 63,415: 7,863 7,475
Other: 100,414: 19,641 26,832 15,155 55,088 42,304 89,885 84,291: 10,530 16,124
: : :
: : Changes in Commitments from: March 24, 2015 :
: 484: -1,245 -2,485 533 1,004 4,098 292 2,145: 192 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 29.5 18.3 47.0 38.4 89.3 86.2: 10.7 13.8
Old : 100.0: 44.0 47.4 9.0 36.0 33.1 88.9 89.5: 11.1 10.5
Other: 100.0: 19.6 26.7 15.1 54.9 42.1 89.5 83.9: 10.5 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 47 55 56 70 72 154 154:
Old : 164: 47 39 23 45 45 100 99:
Other: 165: 35 40 37 61 66 121 123:
:----------------------------------------------------------------------------------------------------
: 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 18.7 20.8 26.3 11.0 15.9 18.2 22.0
Old : 18.2 28.8 29.0 42.1 17.0 28.8 27.3 42.1
Other: 13.9 17.0 24.6 27.5 11.3 13.8 21.3 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,807,763: 335,392 257,724 504,497 815,698 773,824 1,655,587 1,536,046: 152,176 271,717
Old : 1,258,021: 263,154 272,996 321,916 571,512 508,922 1,156,582 1,103,834: 101,440 154,187
Other: 549,742: 130,947 43,437 123,873 244,186 264,902 499,006 432,212: 50,736 117,530
: : :
: : Changes in Commitments from: March 24, 2015 :
: 808: -15,096 -24,713 -8,424 26,620 25,924 3,100 -7,214: -2,292 8,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 27.9 45.1 42.8 91.6 85.0: 8.4 15.0
Old : 100.0: 20.9 21.7 25.6 45.4 40.5 91.9 87.7: 8.1 12.3
Other: 100.0: 23.8 7.9 22.5 44.4 48.2 90.8 78.6: 9.2 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 195 179 244 294 332 618 652:
Old : 731: 158 196 213 269 302 550 600:
Other: 563: 140 87 111 173 276 364 428:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 8.7 19.1 15.5 7.6 4.4 12.9 8.1
Old : 12.3 9.3 20.9 15.8 11.0 6.7 18.3 11.4
Other: 18.0 16.9 25.7 25.7 10.2 10.1 17.0 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 11,028: 1,488 1,787 1,651 5,496 5,274 8,634 8,711: 2,395 2,317
Old : 6,026: 1,695 1,283 735 2,074 2,565 4,504 4,583: 1,522 1,443
Other: 5,002: 291 1,002 418 3,421 2,709 4,130 4,129: 872 874
: : :
: : Changes in Commitments from: March 24, 2015 :
: 306: -167 -535 545 -425 -1 -47 8: 353 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 16.2 15.0 49.8 47.8 78.3 79.0: 21.7 21.0
Old : 100.0: 28.1 21.3 12.2 34.4 42.6 74.7 76.0: 25.3 24.0
Other: 100.0: 5.8 20.0 8.4 68.4 54.2 82.6 82.5: 17.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 8 6 16 12 29 23:
Old : 31: 8 7 5 12 10 23 19:
Other: 31: 7 6 6 15 12 25 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 40.4 51.0 56.9 24.9 27.7 32.6 36.0
Old : 40.6 48.6 57.8 62.2 32.2 40.0 44.3 49.3
Other: 42.3 41.1 58.9 63.7 38.4 34.0 51.4 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 996,400: 180,165 183,270 310,558 449,329 365,714 940,052 859,542: 56,347 136,857
Old : 715,223: 162,311 196,458 190,882 327,026 254,115 680,218 641,455: 35,005 73,768
Other: 281,176: 74,645 43,603 62,886 122,304 111,599 259,834 218,087: 21,342 63,089
: : :
: : Changes in Commitments from: March 24, 2015 :
: 13,944: 4,508 8,569 -7,003 13,935 8,777 11,439 10,343: 2,505 3,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.4 31.2 45.1 36.7 94.3 86.3: 5.7 13.7
Old : 100.0: 22.7 27.5 26.7 45.7 35.5 95.1 89.7: 4.9 10.3
Other: 100.0: 26.5 15.5 22.4 43.5 39.7 92.4 77.6: 7.6 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 157 241 264 176 212 505 567:
Old : 628: 151 240 222 155 192 445 522:
Other: 430: 117 121 111 105 156 283 329:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 11.5 18.3 17.8 7.0 5.4 11.6 9.8
Old : 11.6 13.3 19.6 20.0 8.7 8.1 14.7 13.3
Other: 17.6 16.9 27.2 22.7 16.0 15.6 24.9 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 419,039: 110,477 95,227 92,643 183,606 196,841 386,726 384,710: 32,313 34,329
Old : 328,771: 108,452 100,123 57,524 139,455 141,507 305,431 299,153: 23,340 29,618
Other: 90,268: 22,745 15,824 14,398 44,152 55,334 81,295 85,557: 8,973 4,712
: : :
: : Changes in Commitments from: March 24, 2015 :
: 6,378: 3,982 9,554 -5,472 6,694 -2,507 5,204 1,575: 1,173 4,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 22.7 22.1 43.8 47.0 92.3 91.8: 7.7 8.2
Old : 100.0: 33.0 30.5 17.5 42.4 43.0 92.9 91.0: 7.1 9.0
Other: 100.0: 25.2 17.5 16.0 48.9 61.3 90.1 94.8: 9.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 88 92 117 91 75 253 244:
Old : 310: 88 100 99 89 69 235 227:
Other: 168: 53 38 45 53 38 132 101:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 25.3 15.3 31.2 7.9 22.7 14.3 28.1
Old : 9.8 23.5 17.7 29.8 9.3 22.1 17.1 27.9
Other: 16.9 35.2 27.7 47.3 15.9 33.4 26.6 44.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 496,086: 57,814 45,281 33,475 254,280 274,081 345,569 352,837: 150,517 143,249
Old : 496,086: 57,814 45,281 33,475 254,280 274,081 345,569 352,837: 150,517 143,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -17,059: 10,644 2,641 -11,330 -11,362 1,039 -12,048 -7,651: -5,010 -9,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.1 6.7 51.3 55.2 69.7 71.1: 30.3 28.9
Old : 100.0: 11.7 9.1 6.7 51.3 55.2 69.7 71.1: 30.3 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 18 23 26 59 65 92 99:
Old : 119: 18 23 26 59 65 92 99:
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 : 16.5 16.4 26.5 25.8 15.0 15.2 22.3 22.1
Old : 16.5 16.4 26.5 25.8 15.0 15.2 22.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 571,838: 47,464 94,666 7,279 395,365 382,863 450,108 484,808: 121,730 87,030
Old : 571,838: 47,464 94,666 7,279 395,365 382,863 450,108 484,808: 121,730 87,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -10,380: 739 -871 173 -7,082 -6,301 -6,170 -6,999: -4,209 -3,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 16.6 1.3 69.1 67.0 78.7 84.8: 21.3 15.2
Old : 100.0: 8.3 16.6 1.3 69.1 67.0 78.7 84.8: 21.3 15.2
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 : 93: 12 15 9 50 49 67 68:
Old : 93: 12 15 9 50 49 67 68:
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 : 24.0 36.7 38.0 48.4 19.8 35.8 31.3 45.7
Old : 24.0 36.7 38.0 48.4 19.8 35.8 31.3 45.7
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 6,723: 1,155 139 826 4,368 5,579 6,349 6,544: 374 179
Old : 6,723: 1,155 139 826 4,368 5,579 6,349 6,544: 374 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -729: -15 66 3 -684 -726 -696 -657: -33 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.1 12.3 65.0 83.0 94.4 97.3: 5.6 2.7
Old : 100.0: 17.2 2.1 12.3 65.0 83.0 94.4 97.3: 5.6 2.7
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 : 37: 10 4 6 19 20 32 27:
Old : 37: 10 4 6 19 20 32 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 : 39.5 59.5 61.0 77.1 31.4 50.1 42.2 55.2
Old : 39.5 59.5 61.0 77.1 31.4 50.1 42.2 55.2
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 397,665: 103,231 67,289 78,490 166,987 219,671 348,708 365,450: 48,957 32,215
Old : 322,552: 101,195 60,714 53,584 127,721 183,655 282,501 297,953: 40,052 24,599
Other: 75,113: 15,981 20,521 10,960 39,265 36,016 66,207 67,497: 8,906 7,616
: : :
: : Changes in Commitments from: March 24, 2015 :
: 1,087: 8,771 1,111 -6,322 -1,776 7,504 673 2,293: 414 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.9 19.7 42.0 55.2 87.7 91.9: 12.3 8.1
Old : 100.0: 31.4 18.8 16.6 39.6 56.9 87.6 92.4: 12.4 7.6
Other: 100.0: 21.3 27.3 14.6 52.3 47.9 88.1 89.9: 11.9 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 75 88 96 89 81 234 207:
Old : 278: 85 81 87 86 76 223 197:
Other: 160: 36 42 32 68 47 127 99:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 28.5 14.1 35.6 7.6 25.5 12.6 31.3
Old : 8.5 30.6 14.9 37.4 8.0 29.2 14.2 35.6
Other: 16.8 28.3 27.2 41.0 13.8 20.7 23.0 30.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 9,975: 789 4,731 1,703 5,561 1,916 8,053 8,349: 1,921 1,626
Old : 9,209: 1,343 4,764 988 5,090 1,899 7,421 7,651: 1,787 1,558
Other: 766: 150 670 11 471 17 632 698: 134 68
: : :
: : Changes in Commitments from: March 24, 2015 :
: 540: 11 -16 473 30 -136 514 321: 26 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 47.4 17.1 55.8 19.2 80.7 83.7: 19.3 16.3
Old : 100.0: 14.6 51.7 10.7 55.3 20.6 80.6 83.1: 19.4 16.9
Other: 100.0: 19.6 87.5 1.4 61.5 2.2 82.5 91.1: 17.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 10 26 13 20 15 42 47:
Old : 66: 13 25 11 19 15 39 46:
Other: 17: 2 7 4 7 2 13 9:
:----------------------------------------------------------------------------------------------------
: 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 : 39.8 31.0 52.2 43.1 35.8 28.6 42.6 37.3
Old : 42.0 31.0 52.8 42.5 42.0 31.0 49.3 40.4
Other: 65.3 87.4 80.7 90.9 65.3 86.8 80.7 89.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,406,772: 414,248 274,149 45,946 825,800 927,999 1,285,994 1,248,094: 120,778 158,678
Old : 1,406,772: 414,248 274,149 45,946 825,800 927,999 1,285,994 1,248,094: 120,778 158,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -55,366: 8,810 -37,026 -20,639 -55,656 -10,322 -67,485 -67,988: 12,118 12,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.5 3.3 58.7 66.0 91.4 88.7: 8.6 11.3
Old : 100.0: 29.4 19.5 3.3 58.7 66.0 91.4 88.7: 8.6 11.3
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 : 260: 47 57 33 97 120 162 192:
Old : 260: 47 57 33 97 120 162 192:
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 : 26.3 29.2 38.3 37.9 26.1 29.2 36.6 36.9
Old : 26.3 29.2 38.3 37.9 26.1 29.2 36.6 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,229,055: 337,350 471,929 278,493 2,274,334 2,026,348 2,890,178 2,776,770: 338,877 452,285
Old : 3,229,055: 337,350 471,929 278,493 2,274,334 2,026,348 2,890,178 2,776,770: 338,877 452,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -284,462: 16,551 -4,853 -124,761 -163,547 -179,529 -271,757 -309,143: -12,705 24,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.6 8.6 70.4 62.8 89.5 86.0: 10.5 14.0
Old : 100.0: 10.4 14.6 8.6 70.4 62.8 89.5 86.0: 10.5 14.0
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 : 381: 70 89 92 166 186 286 317:
Old : 381: 70 89 92 166 186 286 317:
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 : 32.8 16.9 41.7 25.9 28.8 14.6 36.1 20.0
Old : 32.8 16.9 41.7 25.9 28.8 14.6 36.1 20.0
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 2,119,530: 379,203 395,494 87,683 1,395,047 1,280,989 1,861,933 1,764,166: 257,597 355,364
Old : 2,119,530: 379,203 395,494 87,683 1,395,047 1,280,989 1,861,933 1,764,166: 257,597 355,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -95,822: -2,967 -2,314 -30,315 -65,765 -44,625 -99,048 -77,254: 3,225 -18,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.7 4.1 65.8 60.4 87.8 83.2: 12.2 16.8
Old : 100.0: 17.9 18.7 4.1 65.8 60.4 87.8 83.2: 12.2 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 : 277: 44 65 52 116 139 190 226:
Old : 277: 44 65 52 116 139 190 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 14.8 36.2 23.2 18.2 12.7 30.1 19.9
Old : 22.5 14.8 36.2 23.2 18.2 12.7 30.1 19.9
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 794,243: 50,145 135,701 166,612 551,881 435,686 768,638 737,999: 25,606 56,244
Old : 794,243: 50,145 135,701 166,612 551,881 435,686 768,638 737,999: 25,606 56,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 27,978: -1,787 4,184 -1,038 30,127 22,896 27,303 26,041: 675 1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 17.1 21.0 69.5 54.9 96.8 92.9: 3.2 7.1
Old : 100.0: 6.3 17.1 21.0 69.5 54.9 96.8 92.9: 3.2 7.1
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 : 117: 19 37 34 43 55 79 112:
Old : 117: 19 37 34 43 55 79 112:
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 : 41.3 22.1 52.4 32.9 27.9 9.9 33.6 17.0
Old : 41.3 22.1 52.4 32.9 27.9 9.9 33.6 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 50,015: 11,254 8,158 2,408 28,078 34,155 41,741 44,721: 8,275 5,294
Old : 50,015: 11,254 8,158 2,408 28,078 34,155 41,741 44,721: 8,275 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -4,635: -3,737 -741 894 -2,083 -4,915 -4,926 -4,762: 290 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.3 4.8 56.1 68.3 83.5 89.4: 16.5 10.6
Old : 100.0: 22.5 16.3 4.8 56.1 68.3 83.5 89.4: 16.5 10.6
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 : 90: 27 18 8 30 22 60 45:
Old : 90: 27 18 8 30 22 60 45:
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 : 28.1 40.1 41.0 60.1 28.1 38.3 39.6 58.3
Old : 28.1 40.1 41.0 60.1 28.1 38.3 39.6 58.3
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 100,030: 22,508 16,315 4,817 56,156 68,309 83,481 89,442: 16,549 10,589
Old : 100,030: 22,508 16,315 4,817 56,156 68,309 83,481 89,442: 16,549 10,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -9,271: -7,474 -1,483 1,789 -4,166 -9,830 -9,852 -9,525: 581 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.3 4.8 56.1 68.3 83.5 89.4: 16.5 10.6
Old : 100.0: 22.5 16.3 4.8 56.1 68.3 83.5 89.4: 16.5 10.6
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 : 90: 27 18 8 30 22 60 45:
Old : 90: 27 18 8 30 22 60 45:
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 : 28.1 40.1 41.0 60.1 28.1 38.3 39.6 58.3
Old : 28.1 40.1 41.0 60.1 28.1 38.3 39.6 58.3
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 13,628: 11,865 12,198 749 848 678 13,462 13,625: 166 3
Old : 13,628: 11,865 12,198 749 848 678 13,462 13,625: 166 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 482: 449 444 35 0 0 484 479: -2 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 89.5 5.5 6.2 5.0 98.8 100.0: 1.2 0.0
Old : 100.0: 87.1 89.5 5.5 6.2 5.0 98.8 100.0: 1.2 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: 17 12 2 1 1 19 14:
Old : 30: 17 12 2 1 1 19 14:
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 : 75.8 72.1 93.4 91.9 74.7 72.1 84.1 85.3
Old : 75.8 72.1 93.4 91.9 74.7 72.1 84.1 85.3
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 45,371: 33,584 17,832 0 11,671 27,403 45,255 45,235: 116 136
Old : 45,371: 33,584 17,832 0 11,671 27,403 45,255 45,235: 116 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -52: 1,147 312 0 -1,200 -367 -53 -55: 1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 39.3 0.0 25.7 60.4 99.7 99.7: 0.3 0.3
Old : 100.0: 74.0 39.3 0.0 25.7 60.4 99.7 99.7: 0.3 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 : 46: 9 15 0 8 16 17 31:
Old : 46: 9 15 0 8 16 17 31:
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 : 90.0 51.0 96.6 72.3 84.2 42.4 89.1 63.8
Old : 90.0 51.0 96.6 72.3 84.2 42.4 89.1 63.8
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 37,966: 29,751 13,100 42 8,089 24,680 37,882 37,822: 84 144
Old : 37,966: 29,751 13,100 42 8,089 24,680 37,882 37,822: 84 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -385: 790 -278 42 -1,167 -196 -335 -432: -50 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 34.5 0.1 21.3 65.0 99.8 99.6: 0.2 0.4
Old : 100.0: 78.4 34.5 0.1 21.3 65.0 99.8 99.6: 0.2 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 16 1 4 15 13 32:
Old : 43: 9 16 1 4 15 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 59.0 99.0 77.5 95.3 58.4 98.6 76.9
Old : 95.3 59.0 99.0 77.5 95.3 58.4 98.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015