WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 572,525: 113,954 196,353 182,718 229,174 143,601 525,846 522,672: 46,679 49,853
Old : 567,184: 115,543 196,081 180,568 225,175 142,146 521,285 518,795: 45,898 48,389
Other: 5,342: 409 2,270 152 3,999 1,456 4,560 3,878: 781 1,464
: : :
: : Changes in Commitments from: May 5, 2015 :
: 2,533: 1,566 -4,764 -818 -681 8,132 67 2,549: 2,467 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 34.3 31.9 40.0 25.1 91.8 91.3: 8.2 8.7
Old : 100.0: 20.4 34.6 31.8 39.7 25.1 91.9 91.5: 8.1 8.5
Other: 100.0: 7.7 42.5 2.9 74.9 27.3 85.4 72.6: 14.6 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 141 138 174 106 94 344 323:
Old : 411: 144 138 173 105 94 343 322:
Other: 62: 3 14 7 21 26 31 43:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.0 17.7 16.1 9.7 7.2 15.6 13.1
Old : 11.1 9.1 17.8 16.2 9.8 7.2 15.7 13.2
Other: 53.7 55.8 69.8 61.4 53.7 55.8 69.8 61.0
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 5,011: 3,434 3,237 612 777 1,024 4,823 4,873: 188 138
Old : 5,011: 3,434 3,237 612 777 1,024 4,823 4,873: 188 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 64.6 12.2 15.5 20.4 96.3 97.2: 3.7 2.8
Old : 100.0: 68.5 64.6 12.2 15.5 20.4 96.3 97.2: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 8 3 4 18 13:
Old : 20: 10 6 8 3 4 18 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 : 54.4 67.3 76.1 88.1 51.5 58.7 70.6 75.2
Old : 54.4 67.3 76.1 88.1 51.5 58.7 70.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 178,785: 41,715 67,400 35,736 80,755 51,703 158,206 154,840: 20,579 23,945
Old : 176,782: 41,991 67,381 35,156 79,217 51,072 156,364 153,610: 20,418 23,173
Other: 2,003: 5 300 300 1,538 631 1,842 1,230: 160 773
: : :
: : Changes in Commitments from: May 5, 2015 :
: -8,261: -942 -1,001 -3,787 -3,863 -3,202 -8,593 -7,990: 332 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 37.7 20.0 45.2 28.9 88.5 86.6: 11.5 13.4
Old : 100.0: 23.8 38.1 19.9 44.8 28.9 88.5 86.9: 11.5 13.1
Other: 100.0: 0.2 15.0 15.0 76.8 31.5 92.0 61.4: 8.0 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 50 51 53 68 61 139 148:
Old : 187: 52 51 53 68 60 139 147:
Other: 31: 2 6 7 12 13 19 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 : 13.6 16.2 22.5 26.5 12.1 15.7 20.5 25.3
Old : 13.7 16.4 22.6 26.8 12.2 15.9 20.7 25.6
Other: 57.2 38.3 79.2 53.9 49.5 23.3 63.7 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,839,894: 377,177 434,832 494,417 807,398 647,652 1,678,992 1,576,901: 160,902 262,993
Old : 1,122,194: 284,641 414,194 252,878 490,860 339,185 1,028,380 1,006,257: 93,814 115,937
Other: 717,700: 157,187 85,289 176,887 316,538 308,467 650,612 570,644: 67,087 147,056
: : :
: : Changes in Commitments from: May 5, 2015 :
: 22,734: 21,192 19,337 -13,926 11,093 20,392 18,358 25,803: 4,376 -3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.6 26.9 43.9 35.2 91.3 85.7: 8.7 14.3
Old : 100.0: 25.4 36.9 22.5 43.7 30.2 91.6 89.7: 8.4 10.3
Other: 100.0: 21.9 11.9 24.6 44.1 43.0 90.7 79.5: 9.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 792: 208 198 240 285 293 614 634:
Old : 711: 189 188 169 249 241 514 523:
Other: 608: 147 121 140 201 265 427 457:
:----------------------------------------------------------------------------------------------------
: 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 9.8 17.8 16.2 7.3 6.9 12.2 11.4
Old : 10.8 10.3 18.9 18.5 10.1 9.6 17.6 16.4
Other: 14.6 14.9 22.3 22.0 8.6 7.4 14.1 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 9,067: 967 1,149 808 5,724 5,090 7,498 7,046: 1,569 2,021
Old : 9,067: 967 1,149 808 5,724 5,090 7,498 7,046: 1,569 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 173: 6 77 -110 504 287 400 254: -227 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.7 8.9 63.1 56.1 82.7 77.7: 17.3 22.3
Old : 100.0: 10.7 12.7 8.9 63.1 56.1 82.7 77.7: 17.3 22.3
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: 9 11 5 20 14 30 29:
Old : 42: 9 11 5 20 14 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.5 50.8 50.3 24.4 18.7 34.5 27.8
Old : 33.9 34.5 50.8 50.3 24.4 18.7 34.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 909,506: 206,000 192,936 254,646 399,543 327,677 860,189 775,259: 49,317 134,247
Old : 518,080: 162,559 166,075 106,351 224,966 187,562 493,876 459,988: 24,204 58,092
Other: 391,426: 96,686 80,107 95,049 174,577 140,114 366,313 315,271: 25,114 76,155
: : :
: : Changes in Commitments from: May 5, 2015 :
: 20,950: 13,258 20,990 797 6,706 -1,633 20,761 20,154: 189 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 21.2 28.0 43.9 36.0 94.6 85.2: 5.4 14.8
Old : 100.0: 31.4 32.1 20.5 43.4 36.2 95.3 88.8: 4.7 11.2
Other: 100.0: 24.7 20.5 24.3 44.6 35.8 93.6 80.5: 6.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 174 248 254 166 202 500 560:
Old : 609: 164 223 176 137 167 401 469:
Other: 506: 139 156 153 130 169 355 396:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 8.7 17.5 15.7 6.3 6.9 11.5 11.7
Old : 10.3 11.6 17.5 19.9 9.1 10.8 16.2 17.5
Other: 16.6 13.1 24.5 19.5 13.9 12.2 20.7 16.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 424,056: 134,081 64,552 87,621 158,457 243,463 380,159 395,637: 43,897 28,419
Old : 276,677: 126,989 76,553 32,440 87,384 146,458 246,813 255,452: 29,864 21,226
Other: 147,379: 45,044 25,950 17,229 71,073 97,005 133,346 140,185: 14,032 7,193
: : :
: : Changes in Commitments from: May 5, 2015 :
: 12,579: 3,488 -3,240 8,503 123 7,560 12,115 12,823: 465 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 15.2 20.7 37.4 57.4 89.6 93.3: 10.4 6.7
Old : 100.0: 45.9 27.7 11.7 31.6 52.9 89.2 92.3: 10.8 7.7
Other: 100.0: 30.6 17.6 11.7 48.2 65.8 90.5 95.1: 9.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 106 89 116 78 78 260 230:
Old : 309: 112 91 82 70 70 231 201:
Other: 201: 63 58 48 53 47 144 128:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 29.6 16.6 38.0 8.5 27.9 15.4 34.1
Old : 11.6 27.9 19.7 35.8 10.8 26.2 18.9 32.8
Other: 18.0 36.7 27.4 48.3 17.8 35.9 26.7 46.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 616,427: 65,986 45,689 82,978 325,097 321,741 474,061 450,408: 142,366 166,020
Old : 616,427: 65,986 45,689 82,978 325,097 321,741 474,061 450,408: 142,366 166,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 60,417: 12,872 441 19,220 26,033 26,886 58,125 46,547: 2,292 13,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.4 13.5 52.7 52.2 76.9 73.1: 23.1 26.9
Old : 100.0: 10.7 7.4 13.5 52.7 52.2 76.9 73.1: 23.1 26.9
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 : 147: 26 35 41 67 72 120 121:
Old : 147: 26 35 41 67 72 120 121:
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 : 18.1 11.8 25.4 20.7 14.9 10.9 20.4 18.2
Old : 18.1 11.8 25.4 20.7 14.9 10.9 20.4 18.2
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, May 12, 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 : 581,482: 46,615 79,723 9,788 415,784 393,808 472,187 483,319: 109,295 98,163
Old : 581,482: 46,615 79,723 9,788 415,784 393,808 472,187 483,319: 109,295 98,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -1,275: -70 219 2,181 7,172 -1,520 9,283 880: -10,558 -2,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.7 1.7 71.5 67.7 81.2 83.1: 18.8 16.9
Old : 100.0: 8.0 13.7 1.7 71.5 67.7 81.2 83.1: 18.8 16.9
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 : 96: 12 14 8 53 54 69 72:
Old : 96: 12 14 8 53 54 69 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 37.5 42.6 47.4 23.7 37.3 34.5 46.4
Old : 26.8 37.5 42.6 47.4 23.7 37.3 34.5 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 8,145: 2,778 432 1,660 3,239 5,787 7,677 7,879: 468 266
Old : 8,145: 2,778 432 1,660 3,239 5,787 7,677 7,879: 468 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 440: 75 -116 219 94 346 388 449: 52 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.3 20.4 39.8 71.0 94.3 96.7: 5.7 3.3
Old : 100.0: 34.1 5.3 20.4 39.8 71.0 94.3 96.7: 5.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 4 4 13 18 30 24:
Old : 39: 15 4 4 13 18 30 24:
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 : 44.5 64.4 65.2 79.9 36.8 49.8 45.7 56.0
Old : 44.5 64.4 65.2 79.9 36.8 49.8 45.7 56.0
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, May 12, 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 : 408,028: 99,331 90,773 74,984 187,114 201,583 361,429 367,340: 46,599 40,688
Old : 282,178: 89,929 78,215 41,527 119,286 133,152 250,743 252,894: 31,436 29,285
Other: 125,849: 26,304 29,460 16,554 67,828 68,432 110,687 114,447: 15,163 11,403
: : :
: : Changes in Commitments from: May 5, 2015 :
: 25,332: 3,282 13,563 7,069 16,648 1,727 26,999 22,360: -1,667 2,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.2 18.4 45.9 49.4 88.6 90.0: 11.4 10.0
Old : 100.0: 31.9 27.7 14.7 42.3 47.2 88.9 89.6: 11.1 10.4
Other: 100.0: 20.9 23.4 13.2 53.9 54.4 88.0 90.9: 12.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 78 101 86 85 70 219 204:
Old : 282: 86 92 68 80 66 202 190:
Other: 181: 40 53 36 66 54 134 116:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 24.8 18.0 32.4 10.4 20.6 15.9 26.9
Old : 12.1 24.5 18.9 33.2 12.1 22.5 18.4 31.1
Other: 14.0 27.8 23.7 41.3 10.9 21.5 19.0 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 11,885: 772 5,820 2,250 6,672 1,774 9,694 9,843: 2,191 2,041
Old : 8,494: 2,414 5,411 450 3,767 1,065 6,631 6,925: 1,864 1,569
Other: 3,390: 29 2,080 129 2,905 709 3,063 2,918: 327 472
: : :
: : Changes in Commitments from: May 5, 2015 :
: 541: 94 402 253 20 83 368 738: 174 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 49.0 18.9 56.1 14.9 81.6 82.8: 18.4 17.2
Old : 100.0: 28.4 63.7 5.3 44.3 12.5 78.1 81.5: 21.9 18.5
Other: 100.0: 0.9 61.4 3.8 85.7 20.9 90.4 86.1: 9.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 15 29 18 21 12 47 54:
Old : 73: 22 26 12 19 10 45 44:
Other: 35: 3 18 7 8 6 16 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 : 40.3 28.7 51.5 40.7 36.7 25.5 44.8 34.2
Old : 25.1 34.4 40.0 45.8 25.1 34.4 39.9 45.8
Other: 81.5 51.1 86.5 63.5 81.3 49.5 85.7 61.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,412,079: 394,323 275,299 71,837 831,391 913,405 1,297,550 1,260,541: 114,528 151,538
Old : 1,412,079: 394,323 275,299 71,837 831,391 913,405 1,297,550 1,260,541: 114,528 151,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -73,962: -57,994 -1,715 18,412 -29,382 -82,795 -68,964 -66,098: -4,998 -7,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.5 5.1 58.9 64.7 91.9 89.3: 8.1 10.7
Old : 100.0: 27.9 19.5 5.1 58.9 64.7 91.9 89.3: 8.1 10.7
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 : 269: 57 50 35 97 127 170 196:
Old : 269: 57 50 35 97 127 170 196:
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 : 26.6 22.1 38.4 32.1 25.3 22.1 35.5 29.7
Old : 26.6 22.1 38.4 32.1 25.3 22.1 35.5 29.7
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, May 12, 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 : 3,555,684: 298,930 432,899 467,190 2,469,789 2,170,954 3,235,909 3,071,043: 319,775 484,641
Old : 3,555,684: 298,930 432,899 467,190 2,469,789 2,170,954 3,235,909 3,071,043: 319,775 484,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 69,795: 763 -59,284 82,530 -877 26,072 82,416 49,318: -12,622 20,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.2 13.1 69.5 61.1 91.0 86.4: 9.0 13.6
Old : 100.0: 8.4 12.2 13.1 69.5 61.1 91.0 86.4: 9.0 13.6
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 : 411: 77 99 108 183 200 319 348:
Old : 411: 77 99 108 183 200 319 348:
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 : 30.9 13.7 39.9 21.7 28.9 10.8 35.4 17.2
Old : 30.9 13.7 39.9 21.7 28.9 10.8 35.4 17.2
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, May 12, 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 : 2,112,378: 288,450 365,533 108,888 1,453,382 1,251,804 1,850,720 1,726,224: 261,658 386,154
Old : 2,112,378: 288,450 365,533 108,888 1,453,382 1,251,804 1,850,720 1,726,224: 261,658 386,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -97,149: -39,356 -34,938 -14,910 -44,461 -66,590 -98,728 -116,439: 1,579 19,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.3 5.2 68.8 59.3 87.6 81.7: 12.4 18.3
Old : 100.0: 13.7 17.3 5.2 68.8 59.3 87.6 81.7: 12.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 36 65 50 115 141 187 220:
Old : 265: 36 65 50 115 141 187 220:
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 : 23.9 15.6 36.3 24.2 19.9 13.1 29.6 19.1
Old : 23.9 15.6 36.3 24.2 19.9 13.1 29.6 19.1
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, May 12, 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 : 826,389: 37,205 176,093 164,131 602,204 430,709 803,539 770,932: 22,850 55,457
Old : 826,389: 37,205 176,093 164,131 602,204 430,709 803,539 770,932: 22,850 55,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 38,845: 1,923 15,278 3,484 32,853 17,889 38,260 36,651: 585 2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 21.3 19.9 72.9 52.1 97.2 93.3: 2.8 6.7
Old : 100.0: 4.5 21.3 19.9 72.9 52.1 97.2 93.3: 2.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 11 50 37 51 68 89 130:
Old : 133: 11 50 37 51 68 89 130:
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 : 45.4 13.4 56.6 25.0 34.3 10.4 39.8 17.0
Old : 45.4 13.4 56.6 25.0 34.3 10.4 39.8 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, May 12, 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 : 54,242: 14,846 7,290 966 29,254 39,062 45,066 47,318: 9,176 6,923
Old : 54,242: 14,846 7,290 966 29,254 39,062 45,066 47,318: 9,176 6,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 115: 1,060 -2,793 560 -2,530 1,367 -909 -866: 1,025 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.4 1.8 53.9 72.0 83.1 87.2: 16.9 12.8
Old : 100.0: 27.4 13.4 1.8 53.9 72.0 83.1 87.2: 16.9 12.8
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 : 96: 33 17 11 27 28 63 53:
Old : 96: 33 17 11 27 28 63 53:
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 : 30.0 40.5 42.1 56.5 29.5 38.8 41.7 54.9
Old : 30.0 40.5 42.1 56.5 29.5 38.8 41.7 54.9
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, May 12, 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 : 108,483: 29,691 14,581 1,932 58,509 78,124 90,132 94,637: 18,351 13,847
Old : 108,483: 29,691 14,581 1,932 58,509 78,124 90,132 94,637: 18,351 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 230: 2,120 -5,586 1,121 -5,060 2,734 -1,819 -1,732: 2,049 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.4 1.8 53.9 72.0 83.1 87.2: 16.9 12.8
Old : 100.0: 27.4 13.4 1.8 53.9 72.0 83.1 87.2: 16.9 12.8
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 : 96: 33 17 11 27 28 63 53:
Old : 96: 33 17 11 27 28 63 53:
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 : 30.0 40.5 42.1 56.5 29.5 38.8 41.7 54.9
Old : 30.0 40.5 42.1 56.5 29.5 38.8 41.7 54.9
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, May 12, 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 : 19,142: 16,026 17,581 883 2,133 678 19,042 19,142: 100 0
Old : 19,142: 16,026 17,581 883 2,133 678 19,042 19,142: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 1,644: 1,977 1,623 21 -334 0 1,664 1,644: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 91.8 4.6 11.1 3.5 99.5 100.0: 0.5 0.0
Old : 100.0: 83.7 91.8 4.6 11.1 3.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 13 2 2 1 18 15:
Old : 30: 15 13 2 2 1 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 63.0 94.5 84.5 79.6 63.0 87.5 81.6
Old : 81.2 63.0 94.5 84.5 79.6 63.0 87.5 81.6
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 with Delta-adjusted Options and Futures Combined, May 12, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 49,101: 41,764 19,630 21 7,209 29,342 48,994 48,993: 107 108
Old : 49,101: 41,764 19,630 21 7,209 29,342 48,994 48,993: 107 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: 336: -40 1,163 0 840 -269 800 894: -464 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 40.0 0.0 14.7 59.8 99.8 99.8: 0.2 0.2
Old : 100.0: 85.1 40.0 0.0 14.7 59.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 14 1 7 17 15 32:
Old : 45: 8 14 1 7 17 15 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 : 92.0 49.2 97.6 72.3 92.0 49.1 97.6 72.1
Old : 92.0 49.2 97.6 72.3 92.0 49.1 97.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 36,719: 32,780 12,152 14 3,828 24,400 36,622 36,566: 97 153
Old : 36,719: 32,780 12,152 14 3,828 24,400 36,622 36,566: 97 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -1,362: -3,196 168 -137 1,998 -1,422 -1,335 -1,391: -27 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 33.1 0.0 10.4 66.5 99.7 99.6: 0.3 0.4
Old : 100.0: 89.3 33.1 0.0 10.4 66.5 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 17 1 5 15 15 33:
Old : 46: 10 17 1 5 15 15 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 : 93.8 59.6 98.6 78.0 93.8 59.6 98.6 77.9
Old : 93.8 59.6 98.6 78.0 93.8 59.6 98.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2015