WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 546,771: 113,122 194,378 168,401 221,334 134,706 502,857 497,485: 43,914 49,286
Old : 8,211: 3,110 1,310 13 2,416 5,611 5,539 6,934: 2,672 1,277
Other: 538,560: 112,878 195,934 165,522 218,918 129,095 497,318 490,551: 41,242 48,009
: : :
: : Changes in Commitments from: April 21, 2015 :
: -40,340: 5,589 13,859 -31,616 -12,985 -21,695 -39,012 -39,452: -1,328 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 35.6 30.8 40.5 24.6 92.0 91.0: 8.0 9.0
Old : 100.0: 37.9 16.0 0.2 29.4 68.3 67.5 84.4: 32.5 15.6
Other: 100.0: 21.0 36.4 30.7 40.6 24.0 92.3 91.1: 7.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 155 143 172 112 100 355 345:
Old : 81: 23 12 1 24 23 48 36:
Other: 435: 152 148 167 106 99 342 344:
:----------------------------------------------------------------------------------------------------
: 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 9.7 18.4 17.0 10.3 7.6 16.7 13.9
Old : 32.2 38.9 42.2 65.6 32.2 38.9 42.2 64.4
Other: 11.8 9.8 18.7 17.1 10.5 7.7 16.9 14.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 185,954: 42,429 66,069 36,778 85,874 58,633 165,082 161,480: 20,872 24,474
Old : 4,509: 407 256 0 2,540 3,654 2,947 3,910: 1,562 599
Other: 181,445: 42,640 66,431 36,160 83,334 54,979 162,135 157,570: 19,310 23,875
: : :
: : Changes in Commitments from: April 21, 2015 :
: 4,642: 2,172 6,334 -1,274 5,055 108 5,952 5,168: -1,311 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 35.5 19.8 46.2 31.5 88.8 86.8: 11.2 13.2
Old : 100.0: 9.0 5.7 0.0 56.3 81.0 65.4 86.7: 34.6 13.3
Other: 100.0: 23.5 36.6 19.9 45.9 30.3 89.4 86.8: 10.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 54 53 54 74 62 152 151:
Old : 48: 6 5 0 22 17 28 22:
Other: 199: 53 56 52 74 61 151 149:
:----------------------------------------------------------------------------------------------------
: 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 15.8 21.1 25.4 10.1 14.4 17.7 22.5
Old : 30.5 58.5 45.6 76.6 30.5 58.0 45.6 73.3
Other: 12.4 15.6 21.4 25.1 10.4 14.5 18.2 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 1,770,937: 341,175 370,585 504,738 766,425 623,231 1,612,338 1,498,554: 158,599 272,384
Old : 1,126,925: 262,703 366,332 287,353 477,775 340,322 1,027,831 994,008: 99,094 132,917
Other: 644,013: 141,164 66,944 154,694 288,650 282,908 584,507 504,546: 59,505 139,466
: : :
: : Changes in Commitments from: April 21, 2015 :
: -80,717: 24,396 42,400 -41,776 -63,219 -82,515 -80,598 -81,891: -119 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.9 28.5 43.3 35.2 91.0 84.6: 9.0 15.4
Old : 100.0: 23.3 32.5 25.5 42.4 30.2 91.2 88.2: 8.8 11.8
Other: 100.0: 21.9 10.4 24.0 44.8 43.9 90.8 78.3: 9.2 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 192 197 224 298 297 609 623:
Old : 707: 185 183 177 266 252 533 538:
Other: 572: 132 112 124 187 258 386 433:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 9.2 17.9 15.2 7.4 5.6 12.3 9.8
Old : 10.8 9.7 18.8 17.0 10.1 8.1 17.0 13.7
Other: 15.4 15.0 23.5 22.6 8.9 7.5 16.0 11.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 8,505: 492 1,012 814 5,265 4,430 6,571 6,257: 1,934 2,249
Old : 354: 39 0 0 53 301 92 301: 262 53
Other: 8,151: 491 1,049 777 5,212 4,129 6,479 5,956: 1,672 2,196
: : :
: : Changes in Commitments from: April 21, 2015 :
: -2,319: -448 -139 -834 -806 -1,266 -2,088 -2,238: -232 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 11.9 9.6 61.9 52.1 77.3 73.6: 22.7 26.4
Old : 100.0: 11.0 0.0 0.0 15.0 85.0 26.0 85.0: 74.0 15.0
Other: 100.0: 6.0 12.9 9.5 63.9 50.7 79.5 73.1: 20.5 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 10 6 18 12 28 26:
Old : 9: 1 0 0 5 3 6 3:
Other: 37: 7 11 6 18 12 28 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 34.0 49.8 49.7 28.6 21.9 36.5 31.4
Old : 23.4 85.0 26.0 85.0 23.4 85.0 26.0 85.0
Other: 36.1 33.8 51.1 48.2 29.6 20.5 37.8 29.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 881,492: 187,380 171,634 249,099 391,482 328,276 827,961 749,009: 53,531 132,482
Old : 533,808: 160,150 156,947 109,596 232,627 206,578 502,373 473,121: 31,435 60,687
Other: 347,684: 80,959 68,415 85,775 158,855 121,698 325,588 275,888: 22,096 71,796
: : :
: : Changes in Commitments from: April 21, 2015 :
: -118,740: 14,787 -9,700 -71,943 -59,135 -36,238 -116,291 -117,882: -2,449 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.5 28.3 44.4 37.2 93.9 85.0: 6.1 15.0
Old : 100.0: 30.0 29.4 20.5 43.6 38.7 94.1 88.6: 5.9 11.4
Other: 100.0: 23.3 19.7 24.7 45.7 35.0 93.6 79.4: 6.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 163 227 251 174 205 504 536:
Old : 593: 154 214 182 148 176 417 464:
Other: 468: 137 134 136 119 160 325 363:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 8.6 18.2 15.7 6.1 6.3 11.6 11.1
Old : 11.5 11.5 19.7 21.2 10.1 10.3 17.5 16.7
Other: 17.2 12.8 26.2 18.9 14.5 10.9 22.5 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 410,383: 120,157 80,566 81,713 170,807 216,911 372,677 379,190: 37,706 31,193
Old : 281,823: 119,160 91,214 31,122 105,187 134,745 255,468 257,080: 26,354 24,742
Other: 128,560: 37,572 25,927 14,016 65,620 82,166 117,208 122,109: 11,352 6,451
: : :
: : Changes in Commitments from: April 21, 2015 :
: -8,711: 664 8,303 -16,947 7,882 -459 -8,401 -9,102: -310 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 19.6 19.9 41.6 52.9 90.8 92.4: 9.2 7.6
Old : 100.0: 42.3 32.4 11.0 37.3 47.8 90.6 91.2: 9.4 8.8
Other: 100.0: 29.2 20.2 10.9 51.0 63.9 91.2 95.0: 8.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 105 81 117 80 78 254 234:
Old : 305: 118 81 89 76 68 233 207:
Other: 182: 60 49 47 48 44 131 119:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 27.6 16.6 35.4 8.2 25.2 15.0 31.4
Old : 11.4 26.0 19.7 34.6 10.7 24.4 18.7 32.3
Other: 20.6 36.1 31.4 48.3 19.9 34.8 30.2 46.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 493,638: 54,086 50,648 35,483 255,303 255,986 344,872 342,117: 148,766 151,521
Old : 493,638: 54,086 50,648 35,483 255,303 255,986 344,872 342,117: 148,766 151,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -11,228: 2,485 1,808 -5,054 -8,136 -20,725 -10,705 -23,971: -523 12,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.3 7.2 51.7 51.9 69.9 69.3: 30.1 30.7
Old : 100.0: 11.0 10.3 7.2 51.7 51.9 69.9 69.3: 30.1 30.7
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 : 121: 27 22 30 54 59 92 100:
Old : 121: 27 22 30 54 59 92 100:
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 : 17.2 15.4 26.7 25.0 15.7 14.0 23.3 20.7
Old : 17.2 15.4 26.7 25.0 15.7 14.0 23.3 20.7
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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 577,004: 47,192 84,724 7,943 404,285 389,215 459,420 481,882: 117,584 95,122
Old : 577,004: 47,192 84,724 7,943 404,285 389,215 459,420 481,882: 117,584 95,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -3,775: -2,999 -2,114 -438 -3,666 -6,957 -7,103 -9,509: 3,329 5,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.7 1.4 70.1 67.5 79.6 83.5: 20.4 16.5
Old : 100.0: 8.2 14.7 1.4 70.1 67.5 79.6 83.5: 20.4 16.5
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 : 95: 12 13 7 54 49 70 65:
Old : 95: 12 13 7 54 49 70 65:
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 : 25.5 36.4 39.3 46.8 22.5 36.2 32.7 45.9
Old : 25.5 36.4 39.3 46.8 22.5 36.2 32.7 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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 7,505: 2,559 378 1,447 3,120 5,417 7,126 7,242: 379 263
Old : 7,505: 2,559 378 1,447 3,120 5,417 7,126 7,242: 379 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 767: 618 154 904 -746 -320 776 738: -9 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.0 19.3 41.6 72.2 95.0 96.5: 5.0 3.5
Old : 100.0: 34.1 5.0 19.3 41.6 72.2 95.0 96.5: 5.0 3.5
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 : 41: 13 6 5 14 20 30 28:
Old : 41: 13 6 5 14 20 30 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 : 44.1 62.5 64.7 77.6 38.9 49.8 47.7 54.3
Old : 44.1 62.5 64.7 77.6 38.9 49.8 47.7 54.3
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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 380,325: 97,327 76,564 67,275 168,271 200,210 332,874 344,049: 47,452 36,276
Old : 281,313: 90,751 62,446 40,171 116,239 151,883 247,160 254,500: 34,153 26,813
Other: 99,012: 19,560 27,101 14,121 52,032 48,327 85,713 89,549: 13,299 9,463
: : :
: : Changes in Commitments from: April 21, 2015 :
: -25,684: 5,436 -6,363 -16,131 -11,305 648 -22,001 -21,845: -3,683 -3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.1 17.7 44.2 52.6 87.5 90.5: 12.5 9.5
Old : 100.0: 32.3 22.2 14.3 41.3 54.0 87.9 90.5: 12.1 9.5
Other: 100.0: 19.8 27.4 14.3 52.6 48.8 86.6 90.4: 13.4 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 84 81 90 91 84 231 208:
Old : 281: 94 74 76 87 81 218 198:
Other: 169: 38 46 39 66 49 133 107:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 28.0 16.5 35.0 9.4 23.7 14.9 29.6
Old : 10.9 30.0 17.5 37.6 10.9 27.5 17.5 34.6
Other: 15.3 25.9 25.0 39.8 12.7 18.8 20.8 28.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,749: 633 5,369 2,134 6,608 1,875 9,375 9,378: 2,375 2,371
Old : 9,091: 2,001 5,152 682 4,217 1,340 6,900 7,174: 2,192 1,917
Other: 2,658: 5 1,590 79 2,391 535 2,475 2,204: 183 454
: : :
: : Changes in Commitments from: April 21, 2015 :
: -528: -43 151 -696 49 -50 -690 -596: 162 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 45.7 18.2 56.2 16.0 79.8 79.8: 20.2 20.2
Old : 100.0: 22.0 56.7 7.5 46.4 14.7 75.9 78.9: 24.1 21.1
Other: 100.0: 0.2 59.8 3.0 90.0 20.1 93.1 82.9: 6.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 29 14 23 13 45 50:
Old : 72: 20 23 12 22 11 44 45:
Other: 29: 1 14 5 10 5 15 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 28.6 50.0 40.1 35.4 25.7 42.7 34.0
Old : 24.9 33.0 39.1 44.3 24.9 33.0 37.8 43.7
Other: 88.9 58.7 91.5 74.9 87.5 56.6 89.8 72.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 1,508,523: 459,873 281,124 60,809 859,204 1,000,478 1,379,885 1,342,411: 128,638 166,112
Old : 1,508,523: 459,873 281,124 60,809 859,204 1,000,478 1,379,885 1,342,411: 128,638 166,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -1,238: -4,290 -1,068 -13,465 11,685 6,904 -6,070 -7,629: 4,832 6,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 18.6 4.0 57.0 66.3 91.5 89.0: 8.5 11.0
Old : 100.0: 30.5 18.6 4.0 57.0 66.3 91.5 89.0: 8.5 11.0
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 : 268: 58 52 34 97 123 168 196:
Old : 268: 58 52 34 97 123 168 196:
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 : 22.6 27.5 35.3 37.2 21.7 27.5 34.0 34.8
Old : 22.6 27.5 35.3 37.2 21.7 27.5 34.0 34.8
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, April 28, 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 : 3,277,935: 343,361 459,278 284,483 2,293,775 2,099,509 2,921,618 2,843,270: 356,317 434,665
Old : 3,277,935: 343,361 459,278 284,483 2,293,775 2,099,509 2,921,618 2,843,270: 356,317 434,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -83,430: 43,408 -11,898 -43,945 -94,790 -13,181 -95,327 -69,024: 11,897 -14,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.0 8.7 70.0 64.0 89.1 86.7: 10.9 13.3
Old : 100.0: 10.5 14.0 8.7 70.0 64.0 89.1 86.7: 10.9 13.3
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 : 383: 71 88 95 169 190 294 319:
Old : 383: 71 88 95 169 190 294 319:
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 : 34.5 16.9 43.4 25.8 30.7 14.7 37.7 21.5
Old : 34.5 16.9 43.4 25.8 30.7 14.7 37.7 21.5
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, April 28, 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 : 2,139,488: 369,682 372,026 75,285 1,391,401 1,326,906 1,836,367 1,774,216: 303,121 365,272
Old : 2,139,488: 369,682 372,026 75,285 1,391,401 1,326,906 1,836,367 1,774,216: 303,121 365,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -6,407: -8,299 -10,264 -26,721 8,510 42,384 -26,510 5,399: 20,103 -11,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.4 3.5 65.0 62.0 85.8 82.9: 14.2 17.1
Old : 100.0: 17.3 17.4 3.5 65.0 62.0 85.8 82.9: 14.2 17.1
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 : 262: 44 57 43 106 139 176 213:
Old : 262: 44 57 43 106 139 176 213:
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 : 22.6 15.0 36.0 23.8 19.6 11.5 28.0 18.7
Old : 22.6 15.0 36.0 23.8 19.6 11.5 28.0 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 823,251: 39,453 168,049 167,932 590,947 437,840 798,332 773,822: 24,919 49,429
Old : 823,251: 39,453 168,049 167,932 590,947 437,840 798,332 773,822: 24,919 49,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 34,614: -1,052 1,338 9,353 29,611 26,196 37,912 36,887: -3,298 -2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 20.4 20.4 71.8 53.2 97.0 94.0: 3.0 6.0
Old : 100.0: 4.8 20.4 20.4 71.8 53.2 97.0 94.0: 3.0 6.0
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 : 129: 14 46 40 50 64 91 125:
Old : 129: 14 46 40 50 64 91 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 18.3 55.0 28.9 29.9 9.7 35.4 15.6
Old : 43.8 18.3 55.0 28.9 29.9 9.7 35.4 15.6
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, April 28, 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 : 58,148: 16,386 8,290 1,237 32,689 42,705 50,313 52,232: 7,835 5,915
Old : 58,148: 16,386 8,290 1,237 32,689 42,705 50,313 52,232: 7,835 5,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 7,182: 2,337 129 735 4,182 5,480 7,254 6,344: -73 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.3 2.1 56.2 73.4 86.5 89.8: 13.5 10.2
Old : 100.0: 28.2 14.3 2.1 56.2 73.4 86.5 89.8: 13.5 10.2
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 : 99: 33 19 10 28 26 65 51:
Old : 99: 33 19 10 28 26 65 51:
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 : 29.1 40.6 43.2 58.4 29.0 39.1 43.0 56.8
Old : 29.1 40.6 43.2 58.4 29.0 39.1 43.0 56.8
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, April 28, 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 : 116,295: 32,773 16,581 2,475 65,378 85,410 100,626 104,465: 15,670 11,830
Old : 116,295: 32,773 16,581 2,475 65,378 85,410 100,626 104,465: 15,670 11,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 14,363: 4,674 258 1,471 8,364 10,960 14,508 12,688: -145 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.3 2.1 56.2 73.4 86.5 89.8: 13.5 10.2
Old : 100.0: 28.2 14.3 2.1 56.2 73.4 86.5 89.8: 13.5 10.2
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 : 99: 33 19 10 28 26 65 51:
Old : 99: 33 19 10 28 26 65 51:
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 : 29.1 40.6 43.2 58.4 29.0 39.1 43.0 56.8
Old : 29.1 40.6 43.2 58.4 29.0 39.1 43.0 56.8
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, April 28, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,324: 13,156 15,759 887 3,167 678 17,210 17,324: 114 0
Old : 17,324: 13,156 15,759 887 3,167 678 17,210 17,324: 114 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 2,107: 353 2,096 11 1,752 0 2,116 2,107: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 91.0 5.1 18.3 3.9 99.3 100.0: 0.7 0.0
Old : 100.0: 75.9 91.0 5.1 18.3 3.9 99.3 100.0: 0.7 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 : 33: 20 11 2 2 1 23 13:
Old : 33: 20 11 2 2 1 23 13:
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 : 74.3 70.5 92.5 91.5 72.8 70.5 84.7 86.8
Old : 74.3 70.5 92.5 91.5 72.8 70.5 84.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 45,637: 38,449 16,978 21 7,010 27,602 45,480 44,601: 157 1,036
Old : 45,637: 38,449 16,978 21 7,010 27,602 45,480 44,601: 157 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 728: 2,945 -567 21 -2,231 367 735 -179: -7 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 37.2 0.0 15.4 60.5 99.7 97.7: 0.3 2.3
Old : 100.0: 84.2 37.2 0.0 15.4 60.5 99.7 97.7: 0.3 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 : 48: 10 13 2 8 18 18 33:
Old : 48: 10 13 2 8 18 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 51.8 94.7 70.7 88.5 51.6 94.7 70.5
Old : 88.5 51.8 94.7 70.7 88.5 51.6 94.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 37,250: 33,324 11,993 244 3,482 24,906 37,050 37,143: 200 107
Old : 37,250: 33,324 11,993 244 3,482 24,906 37,050 37,143: 200 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: -406: 267 -523 176 -823 -40 -380 -387: -26 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 32.2 0.7 9.3 66.9 99.5 99.7: 0.5 0.3
Old : 100.0: 89.5 32.2 0.7 9.3 66.9 99.5 99.7: 0.5 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 : 45: 11 15 3 5 15 17 32:
Old : 45: 11 15 3 5 15 17 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 : 93.2 60.0 98.3 78.2 92.8 59.9 97.9 78.2
Old : 93.2 60.0 98.3 78.2 92.8 59.9 97.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2015