WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 563,564: 116,014 175,921 182,871 223,759 156,377 522,644 515,169: 40,920 48,395
Old : 557,681: 115,644 174,216 182,391 219,657 154,504 517,692 511,111: 39,989 46,570
Other: 5,883: 691 2,026 159 4,101 1,873 4,952 4,058: 932 1,825
: : :
: : Changes in Commitments from: May 12, 2015 :
: -8,961: 2,060 -20,432 153 -5,415 12,776 -3,202 -7,503: -5,759 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.2 32.4 39.7 27.7 92.7 91.4: 7.3 8.6
Old : 100.0: 20.7 31.2 32.7 39.4 27.7 92.8 91.6: 7.2 8.4
Other: 100.0: 11.7 34.4 2.7 69.7 31.8 84.2 69.0: 15.8 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 140 149 183 110 112 363 342:
Old : 433: 143 149 183 109 112 362 342:
Other: 62: 7 12 7 22 28 32 44:
:----------------------------------------------------------------------------------------------------
: 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 8.9 18.3 15.9 9.5 6.9 15.4 13.1
Old : 11.2 8.9 18.4 16.0 9.6 7.0 15.5 13.3
Other: 48.6 48.7 68.3 57.3 48.5 48.7 68.1 56.6
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 4,805: 2,927 3,087 756 813 820 4,497 4,664: 308 141
Old : 4,805: 2,927 3,087 756 813 820 4,497 4,664: 308 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -206: -507 -150 145 36 -204 -326 -209: 120 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 64.2 15.7 16.9 17.1 93.6 97.1: 6.4 2.9
Old : 100.0: 60.9 64.2 15.7 16.9 17.1 93.6 97.1: 6.4 2.9
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 : 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 : 49.6 67.4 69.9 88.9 47.5 56.2 62.7 70.5
Old : 49.6 67.4 69.9 88.9 47.5 56.2 62.7 70.5
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 19, 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 : 173,359: 43,440 60,010 34,442 77,025 54,025 154,907 148,478: 18,452 24,882
Old : 171,045: 43,510 60,002 33,952 75,312 53,282 152,774 147,236: 18,271 23,809
Other: 2,314: 65 144 355 1,714 743 2,133 1,242: 181 1,072
: : :
: : Changes in Commitments from: May 12, 2015 :
: -5,426: 1,724 -7,390 -1,294 -3,730 2,322 -3,299 -6,362: -2,127 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.6 19.9 44.4 31.2 89.4 85.6: 10.6 14.4
Old : 100.0: 25.4 35.1 19.8 44.0 31.2 89.3 86.1: 10.7 13.9
Other: 100.0: 2.8 6.2 15.3 74.1 32.1 92.2 53.7: 7.8 46.3
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 44 53 56 66 63 141 149:
Old : 185: 45 54 55 66 63 141 148:
Other: 31: 3 5 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 : 14.4 15.6 23.5 25.7 13.5 14.8 22.0 23.8
Old : 14.6 15.8 23.7 26.0 13.6 15.2 22.2 24.2
Other: 51.1 31.6 76.4 45.4 48.1 19.7 63.7 25.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,899,696: 385,315 461,629 512,446 840,196 664,902 1,737,958 1,638,977: 161,739 260,719
Old : 1,160,546: 307,058 448,552 251,560 508,287 347,287 1,066,904 1,047,399: 93,642 113,147
Other: 739,150: 162,502 97,322 176,642 331,910 317,615 671,053 591,579: 68,097 147,572
: : :
: : Changes in Commitments from: May 12, 2015 :
: 59,802: 8,138 26,797 18,029 32,798 17,250 58,966 62,076: 837 -2,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.3 27.0 44.2 35.0 91.5 86.3: 8.5 13.7
Old : 100.0: 26.5 38.7 21.7 43.8 29.9 91.9 90.3: 8.1 9.7
Other: 100.0: 22.0 13.2 23.9 44.9 43.0 90.8 80.0: 9.2 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 797: 193 216 234 290 298 617 638:
Old : 725: 187 198 162 255 244 521 527:
Other: 617: 140 138 132 205 266 426 463:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 9.3 18.1 16.0 7.2 6.6 12.1 10.9
Old : 10.8 10.0 19.1 17.8 9.9 9.4 17.3 15.6
Other: 14.2 14.4 21.5 22.2 8.6 7.6 14.1 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 9,841: 1,450 1,069 799 5,993 6,160 8,242 8,027: 1,599 1,814
Old : 9,841: 1,450 1,069 799 5,993 6,160 8,242 8,027: 1,599 1,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 773: 484 -80 -9 269 1,070 744 981: 30 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.9 8.1 60.9 62.6 83.8 81.6: 16.2 18.4
Old : 100.0: 14.7 10.9 8.1 60.9 62.6 83.8 81.6: 16.2 18.4
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 : 40: 7 11 5 20 14 29 28:
Old : 40: 7 11 5 20 14 29 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 : 36.6 40.0 54.0 55.2 29.2 23.9 38.6 33.6
Old : 36.6 40.0 54.0 55.2 29.2 23.9 38.6 33.6
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 19, 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 : 922,573: 186,249 217,624 273,673 411,883 297,886 871,805 789,183: 50,769 133,390
Old : 505,340: 144,604 182,443 110,249 224,884 157,278 479,738 449,971: 25,602 55,369
Other: 417,234: 92,905 86,441 112,163 186,999 140,608 392,067 339,213: 25,167 78,021
: : :
: : Changes in Commitments from: May 12, 2015 :
: 13,067: -19,751 24,688 19,027 12,340 -29,790 11,616 13,925: 1,451 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.6 29.7 44.6 32.3 94.5 85.5: 5.5 14.5
Old : 100.0: 28.6 36.1 21.8 44.5 31.1 94.9 89.0: 5.1 11.0
Other: 100.0: 22.3 20.7 26.9 44.8 33.7 94.0 81.3: 6.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 172 260 267 173 205 511 587:
Old : 617: 162 231 180 141 163 402 477:
Other: 525: 149 159 166 136 172 373 416:
:----------------------------------------------------------------------------------------------------
: 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 8.5 17.9 14.9 8.0 6.6 13.3 11.6
Old : 10.3 12.3 17.9 20.7 9.2 11.3 16.6 18.6
Other: 16.9 11.2 24.0 17.8 13.4 10.1 19.2 14.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 431,604: 136,611 63,868 100,210 158,208 238,451 395,029 402,529: 36,575 29,075
Old : 273,598: 126,513 84,247 36,559 86,763 131,614 249,835 252,420: 23,763 21,179
Other: 158,005: 53,381 22,904 20,368 71,445 106,837 145,193 150,110: 12,812 7,896
: : :
: : Changes in Commitments from: May 12, 2015 :
: 7,548: 2,530 -684 12,589 -250 -5,012 14,869 6,892: -7,321 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.8 23.2 36.7 55.2 91.5 93.3: 8.5 6.7
Old : 100.0: 46.2 30.8 13.4 31.7 48.1 91.3 92.3: 8.7 7.7
Other: 100.0: 33.8 14.5 12.9 45.2 67.6 91.9 95.0: 8.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 107 90 123 77 79 266 241:
Old : 318: 114 94 87 70 70 232 213:
Other: 210: 70 56 54 54 49 154 135:
:----------------------------------------------------------------------------------------------------
: 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 27.4 16.3 35.6 8.3 25.9 14.8 32.4
Old : 11.1 24.4 19.5 33.0 10.2 23.3 18.5 30.7
Other: 17.8 35.3 26.7 48.2 17.5 34.4 25.8 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 676,399: 62,790 42,006 112,097 352,147 356,998 527,034 511,101: 149,365 165,298
Old : 676,399: 62,790 42,006 112,097 352,147 356,998 527,034 511,101: 149,365 165,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 59,971: -3,195 -3,683 29,119 27,049 35,257 52,973 60,693: 6,998 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.2 16.6 52.1 52.8 77.9 75.6: 22.1 24.4
Old : 100.0: 9.3 6.2 16.6 52.1 52.8 77.9 75.6: 22.1 24.4
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 : 146: 33 25 40 70 77 119 126:
Old : 146: 33 25 40 70 77 119 126:
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 11.3 27.5 20.7 14.6 11.1 20.1 17.6
Old : 18.1 11.3 27.5 20.7 14.6 11.1 20.1 17.6
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 19, 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 : 577,195: 42,075 78,734 5,950 421,997 388,340 470,022 473,024: 107,173 104,170
Old : 577,195: 42,075 78,734 5,950 421,997 388,340 470,022 473,024: 107,173 104,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -4,287: -4,540 -989 -3,838 6,213 -5,467 -2,166 -10,295: -2,122 6,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.6 1.0 73.1 67.3 81.4 82.0: 18.6 18.0
Old : 100.0: 7.3 13.6 1.0 73.1 67.3 81.4 82.0: 18.6 18.0
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 : 92: 10 11 8 54 54 68 69:
Old : 92: 10 11 8 54 54 68 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 38.4 42.4 48.1 24.5 38.1 34.9 47.4
Old : 27.4 38.4 42.4 48.1 24.5 38.1 34.9 47.4
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 19, 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 : 8,587: 3,008 315 1,825 3,262 6,149 8,095 8,289: 492 298
Old : 8,587: 3,008 315 1,825 3,262 6,149 8,095 8,289: 492 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 442: 230 -117 165 23 362 418 410: 24 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 3.7 21.3 38.0 71.6 94.3 96.5: 5.7 3.5
Old : 100.0: 35.0 3.7 21.3 38.0 71.6 94.3 96.5: 5.7 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 : 38: 15 4 4 13 17 31 22:
Old : 38: 15 4 4 13 17 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 66.1 62.8 80.7 35.4 49.4 46.1 54.6
Old : 42.4 66.1 62.8 80.7 35.4 49.4 46.1 54.6
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 19, 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 : 411,478: 96,327 90,467 80,407 187,573 202,689 364,307 373,563: 47,171 37,915
Old : 272,880: 85,561 81,267 41,980 114,296 122,018 241,837 245,265: 31,043 27,614
Other: 138,598: 28,809 27,243 20,384 73,277 80,671 122,470 128,298: 16,128 10,300
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,450: -3,004 -306 5,423 459 1,105 2,878 6,222: 572 -2,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.0 19.5 45.6 49.3 88.5 90.8: 11.5 9.2
Old : 100.0: 31.4 29.8 15.4 41.9 44.7 88.6 89.9: 11.4 10.1
Other: 100.0: 20.8 19.7 14.7 52.9 58.2 88.4 92.6: 11.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 74 103 92 82 73 220 212:
Old : 285: 79 100 69 78 68 201 193:
Other: 188: 48 49 41 66 59 139 124:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 23.2 16.9 31.0 9.6 18.2 14.5 24.7
Old : 11.4 21.9 18.0 30.0 11.2 20.0 17.4 27.9
Other: 13.6 28.5 22.6 41.9 10.8 22.5 18.0 32.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 11,878: 890 5,779 2,274 6,387 1,796 9,551 9,850: 2,327 2,028
Old : 8,435: 2,550 5,429 417 3,555 1,033 6,522 6,879: 1,913 1,556
Other: 3,443: 63 2,073 134 2,832 764 3,029 2,971: 413 472
: : :
: : Changes in Commitments from: May 12, 2015 :
: -7: 119 -41 24 -286 23 -143 6: 136 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 48.7 19.1 53.8 15.1 80.4 82.9: 19.6 17.1
Old : 100.0: 30.2 64.4 4.9 42.1 12.2 77.3 81.6: 22.7 18.4
Other: 100.0: 1.8 60.2 3.9 82.3 22.2 88.0 86.3: 12.0 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 29 16 20 11 45 53:
Old : 73: 23 26 9 19 9 44 42:
Other: 34: 4 17 6 7 6 15 25:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 28.6 50.5 41.4 35.8 25.5 42.9 35.1
Old : 25.0 34.3 39.5 46.2 25.0 34.3 39.4 46.0
Other: 78.9 50.6 83.9 64.3 78.7 49.0 83.1 62.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,432,326: 385,904 282,993 96,603 827,228 896,401 1,309,735 1,275,997: 122,591 156,329
Old : 1,432,326: 385,904 282,993 96,603 827,228 896,401 1,309,735 1,275,997: 122,591 156,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 20,247: -8,419 7,694 24,766 -4,163 -17,004 12,184 15,456: 8,063 4,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 19.8 6.7 57.8 62.6 91.4 89.1: 8.6 10.9
Old : 100.0: 26.9 19.8 6.7 57.8 62.6 91.4 89.1: 8.6 10.9
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 : 271: 54 51 33 100 129 170 198:
Old : 271: 54 51 33 100 129 170 198:
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 20.0 37.7 30.7 22.8 18.5 32.7 26.7
Old : 25.5 20.0 37.7 30.7 22.8 18.5 32.7 26.7
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 19, 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 : 3,618,990: 330,615 438,834 475,727 2,488,063 2,227,180 3,294,405 3,141,741: 324,585 477,249
Old : 3,618,990: 330,615 438,834 475,727 2,488,063 2,227,180 3,294,405 3,141,741: 324,585 477,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 63,306: 31,685 5,935 8,537 18,275 56,226 58,497 70,698: 4,809 -7,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.1 13.1 68.8 61.5 91.0 86.8: 9.0 13.2
Old : 100.0: 9.1 12.1 13.1 68.8 61.5 91.0 86.8: 9.0 13.2
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 : 405: 78 96 108 182 195 319 340:
Old : 405: 78 96 108 182 195 319 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 14.5 39.1 22.6 27.7 11.7 34.0 17.6
Old : 29.7 14.5 39.1 22.6 27.7 11.7 34.0 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 2,169,064: 323,941 393,333 119,016 1,469,831 1,280,410 1,912,788 1,792,760: 256,275 376,304
Old : 2,169,064: 323,941 393,333 119,016 1,469,831 1,280,410 1,912,788 1,792,760: 256,275 376,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 56,686: 35,491 27,801 10,128 16,449 28,607 62,068 66,536: -5,382 -9,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.1 5.5 67.8 59.0 88.2 82.7: 11.8 17.3
Old : 100.0: 14.9 18.1 5.5 67.8 59.0 88.2 82.7: 11.8 17.3
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 : 266: 49 55 50 117 138 191 218:
Old : 266: 49 55 50 117 138 191 218:
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 : 22.8 15.6 35.7 24.0 19.8 12.0 28.1 18.0
Old : 22.8 15.6 35.7 24.0 19.8 12.0 28.1 18.0
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 19, 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 : 868,915: 35,677 177,974 182,822 623,859 450,611 842,357 811,407: 26,558 57,508
Old : 868,915: 35,677 177,974 182,822 623,859 450,611 842,357 811,407: 26,558 57,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 42,526: -1,528 1,881 18,691 21,655 19,902 38,818 40,474: 3,707 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 20.5 21.0 71.8 51.9 96.9 93.4: 3.1 6.6
Old : 100.0: 4.1 20.5 21.0 71.8 51.9 96.9 93.4: 3.1 6.6
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 : 136: 14 46 36 52 72 89 133:
Old : 136: 14 46 36 52 72 89 133:
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 : 44.4 12.9 55.5 23.5 34.0 10.4 39.3 16.7
Old : 44.4 12.9 55.5 23.5 34.0 10.4 39.3 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 61,679: 21,372 10,001 833 30,081 43,047 52,286 53,880: 9,393 7,798
Old : 61,679: 21,372 10,001 833 30,081 43,047 52,286 53,880: 9,393 7,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 7,437: 6,527 2,710 -133 826 3,985 7,220 6,562: 218 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.2 1.3 48.8 69.8 84.8 87.4: 15.2 12.6
Old : 100.0: 34.7 16.2 1.3 48.8 69.8 84.8 87.4: 15.2 12.6
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 : 108: 34 26 13 28 28 68 62:
Old : 108: 34 26 13 28 28 68 62:
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 : 29.2 36.7 43.0 54.5 28.9 35.2 42.8 53.0
Old : 29.2 36.7 43.0 54.5 28.9 35.2 42.8 53.0
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 19, 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 : 123,358: 42,744 20,001 1,665 60,162 86,094 104,571 107,761: 18,787 15,597
Old : 123,358: 42,744 20,001 1,665 60,162 86,094 104,571 107,761: 18,787 15,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 14,874: 13,053 5,420 -267 1,653 7,971 14,439 13,124: 435 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.2 1.3 48.8 69.8 84.8 87.4: 15.2 12.6
Old : 100.0: 34.7 16.2 1.3 48.8 69.8 84.8 87.4: 15.2 12.6
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 : 108: 34 26 13 28 28 68 62:
Old : 108: 34 26 13 28 28 68 62:
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 : 29.2 36.7 43.0 54.5 28.9 35.2 42.8 53.0
Old : 29.2 36.7 43.0 54.5 28.9 35.2 42.8 53.0
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 19, 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 : 19,274: 16,185 17,700 896 2,114 678 19,195 19,274: 79 0
Old : 19,274: 16,185 17,700 896 2,114 678 19,195 19,274: 79 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 132: 159 119 13 -19 0 153 132: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 91.8 4.6 11.0 3.5 99.6 100.0: 0.4 0.0
Old : 100.0: 84.0 91.8 4.6 11.0 3.5 99.6 100.0: 0.4 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 : 31: 16 13 2 2 1 19 15:
Old : 31: 16 13 2 2 1 19 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 : 83.4 63.0 94.7 84.7 80.7 63.0 87.6 81.8
Old : 83.4 63.0 94.7 84.7 80.7 63.0 87.6 81.8
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, May 19, 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 : 48,618: 40,950 18,656 21 7,566 29,835 48,537 48,512: 81 106
Old : 48,618: 40,950 18,656 21 7,566 29,835 48,537 48,512: 81 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -483: -814 -974 0 357 493 -457 -481: -26 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 38.4 0.0 15.6 61.4 99.8 99.8: 0.2 0.2
Old : 100.0: 84.2 38.4 0.0 15.6 61.4 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 : 42: 6 14 1 6 17 12 32:
Old : 42: 6 14 1 6 17 12 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 : 93.3 50.3 98.4 72.5 93.3 50.2 98.3 72.4
Old : 93.3 50.3 98.4 72.5 93.3 50.2 98.3 72.4
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 19, 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 : 36,563: 30,966 11,567 0 5,486 24,868 36,452 36,435: 111 128
Old : 36,563: 30,966 11,567 0 5,486 24,868 36,452 36,435: 111 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -156: -1,814 -585 -14 1,658 468 -170 -131: 14 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 31.6 0.0 15.0 68.0 99.7 99.6: 0.3 0.4
Old : 100.0: 84.7 31.6 0.0 15.0 68.0 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 : 44: 8 16 0 5 16 13 32:
Old : 44: 8 16 0 5 16 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 : 94.9 59.9 99.1 79.0 94.9 59.9 99.1 79.0
Old : 94.9 59.9 99.1 79.0 94.9 59.9 99.1 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2015