WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 563,419: 109,665 181,761 181,999 229,050 151,938 520,714 515,699: 42,705 47,720
Old : 557,883: 109,193 180,697 181,119 225,581 150,192 515,893 512,008: 41,990 45,875
Other: 5,536: 1,179 1,771 173 3,469 1,746 4,821 3,690: 715 1,846
: : :
: : Changes in Commitments from: May 19, 2015 :
: -145: -6,349 5,840 -872 5,291 -4,439 -1,929 530: 1,784 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.3 32.3 40.7 27.0 92.4 91.5: 7.6 8.5
Old : 100.0: 19.6 32.4 32.5 40.4 26.9 92.5 91.8: 7.5 8.2
Other: 100.0: 21.3 32.0 3.1 62.7 31.5 87.1 66.7: 12.9 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 144 139 180 108 104 360 332:
Old : 426: 145 143 179 108 104 359 332:
Other: 66: 15 11 7 19 27 38 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 8.6 18.7 15.8 9.3 7.0 15.2 12.6
Old : 11.7 8.7 18.8 15.9 9.4 7.1 15.3 12.7
Other: 49.0 44.6 68.6 53.1 49.0 44.6 68.4 52.4
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 5,666: 3,564 3,898 780 1,089 905 5,434 5,584: 232 82
Old : 5,666: 3,564 3,898 780 1,089 905 5,434 5,584: 232 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 861: 637 811 24 276 85 937 920: -75 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 68.8 13.8 19.2 16.0 95.9 98.5: 4.1 1.5
Old : 100.0: 62.9 68.8 13.8 19.2 16.0 95.9 98.5: 4.1 1.5
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 : 21: 11 6 9 3 4 19 14:
Old : 21: 11 6 9 3 4 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 69.3 75.1 90.5 48.3 60.0 63.6 74.1
Old : 55.0 69.3 75.1 90.5 48.3 60.0 63.6 74.1
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 26, 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 : 175,224: 44,065 52,553 36,651 75,957 60,178 156,673 149,383: 18,551 25,841
Old : 172,688: 44,078 52,719 35,937 74,307 59,198 154,323 147,854: 18,366 24,834
Other: 2,535: 248 95 453 1,649 981 2,350 1,528: 185 1,007
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,865: 625 -7,457 2,209 -1,068 6,153 1,766 905: 99 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 30.0 20.9 43.3 34.3 89.4 85.3: 10.6 14.7
Old : 100.0: 25.5 30.5 20.8 43.0 34.3 89.4 85.6: 10.6 14.4
Other: 100.0: 9.8 3.8 17.8 65.0 38.7 92.7 60.3: 7.3 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 45 50 60 70 66 147 156:
Old : 192: 46 51 59 70 66 146 156:
Other: 35: 5 4 8 12 16 21 24:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 16.4 23.5 26.0 13.3 14.9 21.2 23.0
Old : 14.9 16.7 23.8 26.3 13.5 15.2 21.5 23.4
Other: 46.5 29.6 70.5 46.9 46.1 25.7 64.5 34.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 1,940,073: 396,161 475,628 522,257 853,087 671,202 1,771,505 1,669,087: 168,568 270,986
Old : 1,165,114: 322,795 470,902 237,313 508,373 342,209 1,068,481 1,050,424: 96,632 114,690
Other: 774,959: 166,592 97,952 191,718 344,714 328,993 703,024 618,663: 71,935 156,297
: : :
: : Changes in Commitments from: May 19, 2015 :
: 40,376: 10,846 13,998 9,811 12,891 6,300 33,547 30,109: 6,829 10,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.5 26.9 44.0 34.6 91.3 86.0: 8.7 14.0
Old : 100.0: 27.7 40.4 20.4 43.6 29.4 91.7 90.2: 8.3 9.8
Other: 100.0: 21.5 12.6 24.7 44.5 42.5 90.7 79.8: 9.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 187 210 226 285 296 600 626:
Old : 710: 177 196 160 251 239 515 514:
Other: 600: 139 129 126 201 265 414 454:
:----------------------------------------------------------------------------------------------------
: 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 9.4 17.8 16.0 7.3 6.4 12.1 11.2
Old : 10.7 10.7 18.4 19.0 9.8 10.0 16.7 16.5
Other: 14.2 14.9 21.3 22.2 8.3 7.3 13.7 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 10,097: 1,484 1,136 782 6,237 6,294 8,503 8,211: 1,594 1,886
Old : 10,097: 1,484 1,136 782 6,237 6,294 8,503 8,211: 1,594 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 256: 34 67 -17 244 134 261 185: -5 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.2 7.7 61.8 62.3 84.2 81.3: 15.8 18.7
Old : 100.0: 14.7 11.2 7.7 61.8 62.3 84.2 81.3: 15.8 18.7
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 : 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 : 38.1 41.6 55.6 56.1 29.1 23.6 38.6 33.0
Old : 38.1 41.6 55.6 56.1 29.1 23.6 38.6 33.0
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 26, 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 : 946,375: 183,160 229,747 285,413 423,539 294,475 892,112 809,634: 54,263 136,741
Old : 496,563: 142,685 189,995 108,626 218,097 143,838 469,408 442,459: 27,155 54,104
Other: 449,812: 94,515 93,791 122,748 205,442 150,636 422,704 367,175: 27,107 82,637
: : :
: : Changes in Commitments from: May 19, 2015 :
: 23,801: -3,088 12,123 11,740 11,656 -3,412 20,308 20,451: 3,494 3,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 24.3 30.2 44.8 31.1 94.3 85.6: 5.7 14.4
Old : 100.0: 28.7 38.3 21.9 43.9 29.0 94.5 89.1: 5.5 10.9
Other: 100.0: 21.0 20.9 27.3 45.7 33.5 94.0 81.6: 6.0 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 163 257 264 172 200 505 568:
Old : 595: 163 212 170 137 158 387 455:
Other: 522: 147 162 170 141 169 387 407:
:----------------------------------------------------------------------------------------------------
: 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 8.2 17.3 14.2 7.8 6.0 13.1 10.7
Old : 11.1 12.4 18.4 19.5 9.9 11.1 17.2 17.0
Other: 15.8 11.5 22.6 18.2 12.7 10.3 18.6 14.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 432,561: 129,760 70,815 99,211 166,915 231,603 395,886 401,629: 36,675 30,932
Old : 256,291: 112,230 90,108 32,077 90,126 112,358 234,432 234,542: 21,859 21,749
Other: 176,270: 60,639 23,817 24,025 76,790 119,245 161,454 167,088: 14,816 9,183
: : :
: : Changes in Commitments from: May 19, 2015 :
: 957: -6,851 6,947 -999 8,707 -6,848 857 -900: 99 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.4 22.9 38.6 53.5 91.5 92.8: 8.5 7.2
Old : 100.0: 43.8 35.2 12.5 35.2 43.8 91.5 91.5: 8.5 8.5
Other: 100.0: 34.4 13.5 13.6 43.6 67.6 91.6 94.8: 8.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 95 94 122 80 80 262 238:
Old : 308: 105 97 84 71 71 222 211:
Other: 217: 70 60 56 56 51 160 139:
:----------------------------------------------------------------------------------------------------
: 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 26.2 16.8 33.7 8.5 23.8 15.6 30.0
Old : 12.7 20.2 21.6 28.7 11.8 18.4 20.2 26.9
Other: 16.3 37.7 25.1 49.3 16.3 35.7 24.3 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 596,223: 59,506 42,923 63,090 309,447 317,434 432,042 423,447: 164,181 172,777
Old : 596,223: 59,506 42,923 63,090 309,447 317,434 432,042 423,447: 164,181 172,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -80,176: -3,285 918 -49,007 -42,700 -39,565 -94,992 -87,654: 14,816 7,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.2 10.6 51.9 53.2 72.5 71.0: 27.5 29.0
Old : 100.0: 10.0 7.2 10.6 51.9 53.2 72.5 71.0: 27.5 29.0
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 : 127: 25 24 32 61 72 100 114:
Old : 127: 25 24 32 61 72 100 114:
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 : 19.3 12.0 27.7 21.8 15.7 11.6 21.9 18.4
Old : 19.3 12.0 27.7 21.8 15.7 11.6 21.9 18.4
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 26, 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 : 624,090: 38,724 86,677 17,514 438,974 410,094 495,212 514,285: 128,878 109,805
Old : 624,090: 38,724 86,677 17,514 438,974 410,094 495,212 514,285: 128,878 109,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 46,896: -3,351 7,943 11,564 16,977 21,754 25,191 41,261: 21,705 5,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.9 2.8 70.3 65.7 79.3 82.4: 20.7 17.6
Old : 100.0: 6.2 13.9 2.8 70.3 65.7 79.3 82.4: 20.7 17.6
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 : 96: 8 16 13 54 55 71 78:
Old : 96: 8 16 13 54 55 71 78:
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 : 25.0 36.0 39.2 45.1 22.6 35.4 32.0 43.8
Old : 25.0 36.0 39.2 45.1 22.6 35.4 32.0 43.8
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 26, 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 : 7,859: 3,010 164 1,629 2,757 5,880 7,396 7,673: 463 186
Old : 7,859: 3,010 164 1,629 2,757 5,880 7,396 7,673: 463 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -728: 2 -151 -196 -505 -269 -699 -616: -29 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 2.1 20.7 35.1 74.8 94.1 97.6: 5.9 2.4
Old : 100.0: 38.3 2.1 20.7 35.1 74.8 94.1 97.6: 5.9 2.4
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: 18 4 6 13 15 35 22:
Old : 40: 18 4 6 13 15 35 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 : 41.8 67.5 62.8 81.7 34.2 55.3 47.4 60.7
Old : 41.8 67.5 62.8 81.7 34.2 55.3 47.4 60.7
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 26, 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 : 435,135: 100,031 93,732 84,728 204,129 218,247 388,887 396,706: 46,248 38,428
Old : 274,437: 85,617 84,789 39,642 119,196 122,099 244,456 246,531: 29,981 27,906
Other: 160,698: 34,159 28,688 25,340 84,933 96,148 144,431 150,176: 16,267 10,522
: : :
: : Changes in Commitments from: May 19, 2015 :
: 23,657: 3,704 3,264 4,321 16,555 15,559 24,580 23,144: -923 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.5 19.5 46.9 50.2 89.4 91.2: 10.6 8.8
Old : 100.0: 31.2 30.9 14.4 43.4 44.5 89.1 89.8: 10.9 10.2
Other: 100.0: 21.3 17.9 15.8 52.9 59.8 89.9 93.5: 10.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 79 100 99 88 81 230 227:
Old : 296: 90 92 75 84 74 212 204:
Other: 203: 49 59 44 69 63 151 133:
:----------------------------------------------------------------------------------------------------
: 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 23.1 17.8 31.3 8.9 17.0 14.1 23.3
Old : 12.1 20.6 19.6 28.8 11.3 18.3 17.6 26.3
Other: 13.5 30.5 22.5 43.1 11.0 22.2 18.0 32.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 12,306: 895 5,841 2,427 6,537 1,989 9,859 10,258: 2,447 2,049
Old : 8,605: 2,720 5,502 411 3,463 1,217 6,595 7,131: 2,010 1,474
Other: 3,701: 51 2,215 140 3,073 772 3,265 3,127: 437 575
: : :
: : Changes in Commitments from: May 19, 2015 :
: 429: 5 62 153 150 192 308 408: 120 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 47.5 19.7 53.1 16.2 80.1 83.4: 19.9 16.6
Old : 100.0: 31.6 63.9 4.8 40.2 14.1 76.6 82.9: 23.4 17.1
Other: 100.0: 1.4 59.8 3.8 83.0 20.8 88.2 84.5: 11.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 16 30 16 21 12 46 54:
Old : 74: 24 26 9 18 10 43 44:
Other: 36: 4 16 7 10 6 18 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 : 39.1 27.6 49.6 40.1 35.4 24.8 42.5 34.4
Old : 24.5 33.7 38.7 45.5 24.5 33.6 38.6 45.4
Other: 77.4 46.8 82.6 62.0 77.3 45.3 82.2 60.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 1,445,999: 427,134 264,362 64,736 823,057 934,978 1,314,927 1,264,076: 131,072 181,923
Old : 1,445,999: 427,134 264,362 64,736 823,057 934,978 1,314,927 1,264,076: 131,072 181,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 13,673: 41,230 -18,631 -31,867 -4,171 38,576 5,193 -11,921: 8,481 25,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 18.3 4.5 56.9 64.7 90.9 87.4: 9.1 12.6
Old : 100.0: 29.5 18.3 4.5 56.9 64.7 90.9 87.4: 9.1 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 : 259: 54 51 34 94 126 166 196:
Old : 259: 54 51 34 94 126 166 196:
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 : 24.0 22.1 36.5 33.1 21.4 18.0 32.3 26.0
Old : 24.0 22.1 36.5 33.1 21.4 18.0 32.3 26.0
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 26, 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 : 3,681,838: 341,675 422,720 547,684 2,421,450 2,200,961 3,310,810 3,171,365: 371,028 510,473
Old : 3,681,838: 341,675 422,720 547,684 2,421,450 2,200,961 3,310,810 3,171,365: 371,028 510,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 62,848: 11,060 -16,114 71,957 -66,613 -26,219 16,404 29,624: 46,444 33,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.5 14.9 65.8 59.8 89.9 86.1: 10.1 13.9
Old : 100.0: 9.3 11.5 14.9 65.8 59.8 89.9 86.1: 10.1 13.9
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 : 377: 69 91 97 172 184 297 316:
Old : 377: 69 91 97 172 184 297 316:
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 : 30.3 16.6 39.9 25.6 26.8 12.5 32.3 18.9
Old : 30.3 16.6 39.9 25.6 26.8 12.5 32.3 18.9
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 26, 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 : 2,341,636: 341,398 377,543 143,285 1,553,495 1,404,258 2,038,179 1,925,086: 303,457 416,550
Old : 2,341,636: 341,398 377,543 143,285 1,553,495 1,404,258 2,038,179 1,925,086: 303,457 416,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 172,573: 17,457 -15,790 24,269 83,665 123,847 125,391 132,326: 47,182 40,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.1 6.1 66.3 60.0 87.0 82.2: 13.0 17.8
Old : 100.0: 14.6 16.1 6.1 66.3 60.0 87.0 82.2: 13.0 17.8
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 : 256: 42 56 48 109 133 183 208:
Old : 256: 42 56 48 109 133 183 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 15.1 33.9 25.4 19.3 11.7 27.1 17.1
Old : 21.5 15.1 33.9 25.4 19.3 11.7 27.1 17.1
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 26, 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 : 875,354: 37,820 183,049 186,059 625,925 445,602 849,804 814,710: 25,550 60,644
Old : 875,354: 37,820 183,049 186,059 625,925 445,602 849,804 814,710: 25,550 60,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 6,439: 2,144 5,075 3,237 2,066 -5,009 7,447 3,304: -1,008 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.9 21.3 71.5 50.9 97.1 93.1: 2.9 6.9
Old : 100.0: 4.3 20.9 21.3 71.5 50.9 97.1 93.1: 2.9 6.9
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 : 137: 13 48 35 56 72 92 134:
Old : 137: 13 48 35 56 72 92 134:
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 : 44.0 13.3 55.2 23.6 34.5 10.7 40.0 17.0
Old : 44.0 13.3 55.2 23.6 34.5 10.7 40.0 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 26, 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 : 57,733: 17,326 10,151 752 30,984 39,679 49,062 50,582: 8,671 7,151
Old : 57,733: 17,326 10,151 752 30,984 39,679 49,062 50,582: 8,671 7,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -3,946: -4,046 150 -80 903 -3,368 -3,223 -3,298: -722 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.6 1.3 53.7 68.7 85.0 87.6: 15.0 12.4
Old : 100.0: 30.0 17.6 1.3 53.7 68.7 85.0 87.6: 15.0 12.4
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 : 108: 32 28 9 30 29 68 60:
Old : 108: 32 28 9 30 29 68 60:
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 : 30.7 39.4 43.9 56.8 29.9 37.8 42.9 55.2
Old : 30.7 39.4 43.9 56.8 29.9 37.8 42.9 55.2
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 26, 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 : 115,467: 34,651 20,301 1,505 61,969 79,359 98,125 101,165: 17,342 14,302
Old : 115,467: 34,651 20,301 1,505 61,969 79,359 98,125 101,165: 17,342 14,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -7,891: -8,093 300 -160 1,807 -6,735 -6,446 -6,596: -1,445 -1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.6 1.3 53.7 68.7 85.0 87.6: 15.0 12.4
Old : 100.0: 30.0 17.6 1.3 53.7 68.7 85.0 87.6: 15.0 12.4
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 : 108: 32 28 9 30 29 68 60:
Old : 108: 32 28 9 30 29 68 60:
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 : 30.7 39.4 43.9 56.8 29.9 37.8 42.9 55.2
Old : 30.7 39.4 43.9 56.8 29.9 37.8 42.9 55.2
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 26, 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 : 17,261: 14,220 15,739 844 2,114 678 17,178 17,261: 83 0
Old : 17,261: 14,220 15,739 844 2,114 678 17,178 17,261: 83 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -2,013: -1,965 -1,961 -52 0 0 -2,017 -2,013: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 91.2 4.9 12.2 3.9 99.5 100.0: 0.5 0.0
Old : 100.0: 82.4 91.2 4.9 12.2 3.9 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 : 29: 14 13 2 2 1 17 15:
Old : 29: 14 13 2 2 1 17 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 : 85.0 62.9 95.7 83.1 82.2 62.9 87.9 79.8
Old : 85.0 62.9 95.7 83.1 82.2 62.9 87.9 79.8
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 26, 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 : 49,704: 42,034 19,810 21 7,525 29,780 49,580 49,611: 124 93
Old : 49,704: 42,034 19,810 21 7,525 29,780 49,580 49,611: 124 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,086: 1,084 1,154 0 -41 -55 1,043 1,099: 43 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 39.9 0.0 15.1 59.9 99.8 99.8: 0.2 0.2
Old : 100.0: 84.6 39.9 0.0 15.1 59.9 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: 7 15 1 6 18 13 34:
Old : 45: 7 15 1 6 18 13 34:
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 : 93.0 50.7 98.2 71.6 93.0 50.6 98.1 71.5
Old : 93.0 50.7 98.2 71.6 93.0 50.6 98.1 71.5
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, May 26, 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 : 37,947: 33,515 11,525 0 4,311 26,334 37,826 37,859: 121 88
Old : 37,947: 33,515 11,525 0 4,311 26,334 37,826 37,859: 121 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,384: 2,549 -42 0 -1,175 1,466 1,374 1,424: 10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 30.4 0.0 11.4 69.4 99.7 99.8: 0.3 0.2
Old : 100.0: 88.3 30.4 0.0 11.4 69.4 99.7 99.8: 0.3 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 : 49: 13 16 0 4 17 17 33:
Old : 49: 13 16 0 4 17 17 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 : 93.6 57.7 97.9 76.8 93.6 57.7 97.9 76.7
Old : 93.6 57.7 97.9 76.8 93.6 57.7 97.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015