WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 575,687: 103,017 171,130 200,740 230,132 158,104 533,889 529,974: 41,798 45,713
Old : 565,641: 103,585 170,497 196,825 224,185 154,638 524,594 521,960: 41,048 43,681
Other: 10,046: 985 2,185 2,363 5,947 3,466 9,295 8,014: 751 2,032
: : :
: : Changes in Commitments from: May 26, 2015 :
: 12,269: -6,648 -10,632 18,741 1,082 6,167 13,175 14,276: -906 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.7 34.9 40.0 27.5 92.7 92.1: 7.3 7.9
Old : 100.0: 18.3 30.1 34.8 39.6 27.3 92.7 92.3: 7.3 7.7
Other: 100.0: 9.8 21.7 23.5 59.2 34.5 92.5 79.8: 7.5 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 133 138 182 110 105 356 331:
Old : 419: 138 140 182 110 105 356 331:
Other: 79: 10 20 15 23 33 44 58:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 8.6 18.8 15.4 9.7 6.8 15.7 12.5
Old : 12.0 8.6 18.9 15.5 9.8 6.9 15.9 12.7
Other: 53.4 41.9 67.5 53.7 39.1 28.5 49.7 34.0
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 5,959: 3,754 3,573 1,112 784 1,209 5,650 5,894: 310 66
Old : 5,959: 3,754 3,573 1,112 784 1,209 5,650 5,894: 310 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 293: 190 -325 331 -305 304 216 310: 77 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 60.0 18.7 13.2 20.3 94.8 98.9: 5.2 1.1
Old : 100.0: 63.0 60.0 18.7 13.2 20.3 94.8 98.9: 5.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 8 10 2 4 18 15:
Old : 21: 9 8 10 2 4 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 : 63.2 67.4 80.9 90.1 53.9 53.9 65.4 66.6
Old : 63.2 67.4 80.9 90.1 53.9 53.9 65.4 66.6
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, June 2, 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 : 180,333: 41,173 54,334 41,090 78,885 59,492 161,147 154,916: 19,186 25,417
Old : 177,005: 41,074 54,448 40,093 76,958 58,334 158,125 152,875: 18,880 24,130
Other: 3,328: 602 390 494 1,927 1,157 3,022 2,041: 306 1,287
: : :
: : Changes in Commitments from: May 26, 2015 :
: 5,109: -2,892 1,781 4,439 2,928 -687 4,475 5,533: 635 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 30.1 22.8 43.7 33.0 89.4 85.9: 10.6 14.1
Old : 100.0: 23.2 30.8 22.7 43.5 33.0 89.3 86.4: 10.7 13.6
Other: 100.0: 18.1 11.7 14.8 57.9 34.8 90.8 61.3: 9.2 38.7
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 32 62 61 67 65 142 155:
Old : 187: 35 61 60 67 65 141 155:
Other: 44: 8 8 7 12 18 24 29:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.3 23.2 25.3 13.0 13.5 20.9 22.5
Old : 15.1 15.6 23.6 25.8 13.2 13.9 21.2 23.0
Other: 47.6 28.4 70.4 44.4 47.6 26.2 67.4 37.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,967,101: 393,348 478,471 537,597 864,292 688,067 1,795,237 1,704,135: 171,865 262,966
Old : 1,166,429: 291,152 466,297 256,724 519,915 338,451 1,067,791 1,061,473: 98,637 104,956
Other: 800,673: 186,789 96,767 196,279 344,377 349,617 727,446 642,663: 73,227 158,010
: : :
: : Changes in Commitments from: May 26, 2015 :
: 27,029: -2,813 2,844 15,340 11,205 16,865 23,732 35,049: 3,297 -8,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.3 27.3 43.9 35.0 91.3 86.6: 8.7 13.4
Old : 100.0: 25.0 40.0 22.0 44.6 29.0 91.5 91.0: 8.5 9.0
Other: 100.0: 23.3 12.1 24.5 43.0 43.7 90.9 80.3: 9.1 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 789: 186 216 248 293 299 630 638:
Old : 719: 181 199 180 258 242 540 525:
Other: 618: 149 132 135 200 267 426 465:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.8 17.5 16.5 7.3 6.2 11.8 11.1
Old : 10.6 11.0 18.5 18.7 9.4 10.1 16.2 17.0
Other: 14.4 16.2 21.2 23.1 8.7 7.8 13.9 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 10,063: 1,307 1,093 936 5,880 6,022 8,123 8,051: 1,941 2,013
Old : 10,063: 1,307 1,093 936 5,880 6,022 8,123 8,051: 1,941 2,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -34: -177 -43 154 -357 -272 -380 -161: 346 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.9 9.3 58.4 59.8 80.7 80.0: 19.3 20.0
Old : 100.0: 13.0 10.9 9.3 58.4 59.8 80.7 80.0: 19.3 20.0
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 : 40: 8 10 6 19 13 29 28:
Old : 40: 8 10 6 19 13 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 : 35.5 41.5 53.6 56.5 23.8 23.3 33.1 31.6
Old : 35.5 41.5 53.6 56.5 23.8 23.3 33.1 31.6
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, June 2, 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 : 983,354: 187,622 221,264 299,195 441,057 328,913 927,874 849,372: 55,480 133,982
Old : 493,064: 143,624 178,045 111,233 211,297 153,783 466,154 443,060: 26,910 50,004
Other: 490,291: 100,097 99,318 131,863 229,760 175,130 461,720 406,312: 28,570 83,979
: : :
: : Changes in Commitments from: May 26, 2015 :
: 36,980: 4,462 -8,483 13,782 17,518 34,438 35,762 39,738: 1,218 -2,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.5 30.4 44.9 33.4 94.4 86.4: 5.6 13.6
Old : 100.0: 29.1 36.1 22.6 42.9 31.2 94.5 89.9: 5.5 10.1
Other: 100.0: 20.4 20.3 26.9 46.9 35.7 94.2 82.9: 5.8 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 172 263 277 168 198 518 579:
Old : 595: 171 210 176 135 154 397 450:
Other: 544: 148 181 176 138 174 391 433:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 8.1 17.1 14.6 6.9 6.2 12.2 10.6
Old : 10.0 11.5 17.6 19.2 8.8 10.0 16.2 16.4
Other: 15.4 10.8 22.2 17.3 12.0 9.0 17.6 13.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 449,051: 137,452 48,386 101,410 165,647 270,540 404,509 420,335: 44,542 28,716
Old : 257,717: 115,239 60,285 35,556 79,808 142,960 230,603 238,800: 27,114 18,916
Other: 191,334: 61,000 26,887 27,067 85,839 127,580 173,907 181,535: 17,428 9,800
: : :
: : Changes in Commitments from: May 26, 2015 :
: 16,490: 7,693 -22,430 2,199 -1,268 38,937 8,623 18,706: 7,867 -2,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.8 22.6 36.9 60.2 90.1 93.6: 9.9 6.4
Old : 100.0: 44.7 23.4 13.8 31.0 55.5 89.5 92.7: 10.5 7.3
Other: 100.0: 31.9 14.1 14.1 44.9 66.7 90.9 94.9: 9.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 111 76 111 81 87 261 228:
Old : 300: 116 74 71 70 76 215 196:
Other: 228: 76 60 65 60 59 176 146:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 28.9 15.2 38.1 8.3 26.5 14.6 34.3
Old : 10.7 25.8 19.0 34.8 10.0 23.5 17.4 32.0
Other: 15.9 36.1 24.7 46.1 15.6 33.2 24.4 43.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 582,314: 64,509 54,374 61,318 318,413 294,006 444,240 409,698: 138,074 172,617
Old : 582,314: 64,509 54,374 61,318 318,413 294,006 444,240 409,698: 138,074 172,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -13,909: 5,004 11,451 -1,772 8,966 -23,428 12,198 -13,749: -26,107 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.3 10.5 54.7 50.5 76.3 70.4: 23.7 29.6
Old : 100.0: 11.1 9.3 10.5 54.7 50.5 76.3 70.4: 23.7 29.6
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: 25 30 37 61 73 104 122:
Old : 136: 25 30 37 61 73 104 122:
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 : 21.2 12.7 30.8 20.8 18.7 12.0 26.4 18.8
Old : 21.2 12.7 30.8 20.8 18.7 12.0 26.4 18.8
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, June 2, 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 : 626,327: 45,141 84,702 7,109 461,094 431,492 513,344 523,303: 112,983 103,024
Old : 626,327: 45,141 84,702 7,109 461,094 431,492 513,344 523,303: 112,983 103,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,237: 6,417 -1,975 -10,405 22,120 21,398 18,132 9,018: -15,895 -6,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.5 1.1 73.6 68.9 82.0 83.6: 18.0 16.4
Old : 100.0: 7.2 13.5 1.1 73.6 68.9 82.0 83.6: 18.0 16.4
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 : 93: 10 15 8 50 53 64 72:
Old : 93: 10 15 8 50 53 64 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 : 26.4 40.5 42.2 50.1 22.7 36.6 32.9 44.2
Old : 26.4 40.5 42.2 50.1 22.7 36.6 32.9 44.2
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, June 2, 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 : 7,661: 3,137 743 1,263 2,915 5,444 7,315 7,450: 346 211
Old : 7,661: 3,137 743 1,263 2,915 5,444 7,315 7,450: 346 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -198: 127 579 -366 158 -436 -81 -223: -117 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 16.5 38.0 71.1 95.5 97.2: 4.5 2.8
Old : 100.0: 40.9 9.7 16.5 38.0 71.1 95.5 97.2: 4.5 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 : 40: 17 4 6 12 15 33 23:
Old : 40: 17 4 6 12 15 33 23:
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 : 40.6 65.8 63.6 79.5 37.5 55.3 51.9 64.1
Old : 40.6 65.8 63.6 79.5 37.5 55.3 51.9 64.1
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, June 2, 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 : 457,716: 101,721 93,787 97,097 211,274 227,918 410,092 418,801: 47,624 38,914
Old : 269,228: 85,077 77,848 43,794 112,482 119,542 241,353 241,185: 27,875 28,043
Other: 188,488: 36,952 36,247 32,995 98,791 108,375 168,738 177,617: 19,749 10,871
: : :
: : Changes in Commitments from: May 26, 2015 :
: 22,581: 1,691 56 12,369 7,145 9,670 21,205 22,095: 1,376 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.5 21.2 46.2 49.8 89.6 91.5: 10.4 8.5
Old : 100.0: 31.6 28.9 16.3 41.8 44.4 89.6 89.6: 10.4 10.4
Other: 100.0: 19.6 19.2 17.5 52.4 57.5 89.5 94.2: 10.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 81 97 106 90 87 242 234:
Old : 298: 95 87 81 84 80 223 206:
Other: 216: 55 63 54 75 62 164 146:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 21.6 18.0 29.8 8.7 15.4 13.4 21.3
Old : 12.4 18.1 19.5 27.2 11.3 15.5 17.7 24.6
Other: 13.4 29.2 21.6 40.9 10.1 20.7 16.7 29.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 12,941: 1,122 5,949 2,988 6,388 1,958 10,499 10,895: 2,441 2,045
Old : 7,969: 3,121 5,030 436 2,546 1,138 6,103 6,604: 1,866 1,365
Other: 4,972: 450 3,368 104 3,842 820 4,396 4,292: 575 680
: : :
: : Changes in Commitments from: May 26, 2015 :
: 634: 227 108 561 -149 -31 640 638: -5 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 46.0 23.1 49.4 15.1 81.1 84.2: 18.9 15.8
Old : 100.0: 39.2 63.1 5.5 31.9 14.3 76.6 82.9: 23.4 17.1
Other: 100.0: 9.0 67.7 2.1 77.3 16.5 88.4 86.3: 11.6 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 29 21 21 11 54 57:
Old : 71: 27 24 9 14 10 42 42:
Other: 53: 7 27 7 13 6 26 34:
:----------------------------------------------------------------------------------------------------
: 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 : 36.5 26.8 46.8 37.7 32.8 23.2 38.7 31.5
Old : 25.9 34.8 39.1 46.1 25.8 34.7 39.0 46.0
Other: 66.5 37.7 75.1 54.2 66.5 37.6 75.1 54.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,187,958: 419,915 261,445 27,753 622,361 749,466 1,070,028 1,038,664: 117,930 149,295
Old : 1,187,958: 419,915 261,445 27,753 622,361 749,466 1,070,028 1,038,664: 117,930 149,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -258,041: -7,219 -2,917 -36,984 -200,696 -185,512 -244,899 -225,413: -13,142 -32,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 22.0 2.3 52.4 63.1 90.1 87.4: 9.9 12.6
Old : 100.0: 35.3 22.0 2.3 52.4 63.1 90.1 87.4: 9.9 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 : 262: 58 48 29 92 126 161 192:
Old : 262: 58 48 29 92 126 161 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 21.7 35.6 31.8 20.6 21.7 33.4 30.7
Old : 20.7 21.7 35.6 31.8 20.6 21.7 33.4 30.7
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, June 2, 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 : 3,437,458: 330,515 397,784 408,923 2,377,887 2,138,986 3,117,324 2,945,692: 320,134 491,765
Old : 3,437,458: 330,515 397,784 408,923 2,377,887 2,138,986 3,117,324 2,945,692: 320,134 491,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -244,381: -11,161 -24,936 -138,761 -43,564 -61,975 -193,486 -225,673: -50,895 -18,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.6 11.9 69.2 62.2 90.7 85.7: 9.3 14.3
Old : 100.0: 9.6 11.6 11.9 69.2 62.2 90.7 85.7: 9.3 14.3
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 : 389: 75 90 94 172 190 298 323:
Old : 389: 75 90 94 172 190 298 323:
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 : 31.1 15.3 40.6 23.3 29.2 12.4 34.2 18.0
Old : 31.1 15.3 40.6 23.3 29.2 12.4 34.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 2,229,894: 352,161 389,921 153,107 1,472,353 1,302,290 1,977,622 1,845,319: 252,273 384,576
Old : 2,229,894: 352,161 389,921 153,107 1,472,353 1,302,290 1,977,622 1,845,319: 252,273 384,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -111,742: 10,763 12,378 9,822 -81,142 -101,968 -60,557 -79,768: -51,185 -31,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.5 6.9 66.0 58.4 88.7 82.8: 11.3 17.2
Old : 100.0: 15.8 17.5 6.9 66.0 58.4 88.7 82.8: 11.3 17.2
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 : 271: 51 56 54 111 138 189 221:
Old : 271: 51 56 54 111 138 189 221:
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 : 24.2 14.1 37.4 23.3 21.8 12.6 30.2 19.6
Old : 24.2 14.1 37.4 23.3 21.8 12.6 30.2 19.6
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, June 2, 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 : 800,823: 12,958 163,384 169,418 592,909 410,331 775,285 743,133: 25,538 57,690
Old : 800,823: 12,958 163,384 169,418 592,909 410,331 775,285 743,133: 25,538 57,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -74,531: -24,862 -19,665 -16,641 -33,016 -35,272 -74,519 -71,577: -12 -2,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.4 21.2 74.0 51.2 96.8 92.8: 3.2 7.2
Old : 100.0: 1.6 20.4 21.2 74.0 51.2 96.8 92.8: 3.2 7.2
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 : 133: 15 44 35 57 69 93 129:
Old : 133: 15 44 35 57 69 93 129:
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 : 49.0 15.3 58.6 26.1 36.6 13.0 41.6 19.3
Old : 49.0 15.3 58.6 26.1 36.6 13.0 41.6 19.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 58,580: 17,299 11,166 695 31,929 40,197 49,923 52,058: 8,657 6,522
Old : 58,580: 17,299 11,166 695 31,929 40,197 49,923 52,058: 8,657 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 847: -26 1,016 -57 945 518 861 1,476: -14 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.1 1.2 54.5 68.6 85.2 88.9: 14.8 11.1
Old : 100.0: 29.5 19.1 1.2 54.5 68.6 85.2 88.9: 14.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 35 26 8 35 28 74 58:
Old : 109: 35 26 8 35 28 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.8 40.7 56.1 27.2 36.2 39.8 53.4
Old : 28.1 38.8 40.7 56.1 27.2 36.2 39.8 53.4
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, June 2, 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 : 117,160: 34,599 22,332 1,390 63,858 80,394 99,847 104,117: 17,314 13,044
Old : 117,160: 34,599 22,332 1,390 63,858 80,394 99,847 104,117: 17,314 13,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,694: -53 2,031 -115 1,889 1,035 1,722 2,952: -28 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.1 1.2 54.5 68.6 85.2 88.9: 14.8 11.1
Old : 100.0: 29.5 19.1 1.2 54.5 68.6 85.2 88.9: 14.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 35 26 8 35 28 74 58:
Old : 109: 35 26 8 35 28 74 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.8 40.7 56.1 27.2 36.2 39.8 53.4
Old : 28.1 38.8 40.7 56.1 27.2 36.2 39.8 53.4
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, June 2, 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 : 16,541: 13,759 15,069 789 1,916 678 16,464 16,536: 77 5
Old : 16,541: 13,759 15,069 789 1,916 678 16,464 16,536: 77 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -720: -461 -670 -55 -198 0 -714 -725: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 91.1 4.8 11.6 4.1 99.5 100.0: 0.5 0.0
Old : 100.0: 83.2 91.1 4.8 11.6 4.1 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 : 80.7 65.6 94.6 84.9 79.4 64.4 87.7 81.3
Old : 80.7 65.6 94.6 84.9 79.4 64.4 87.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 49,392: 41,579 20,141 21 7,691 29,118 49,291 49,280: 101 112
Old : 49,392: 41,579 20,141 21 7,691 29,118 49,291 49,280: 101 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -312: -455 331 0 166 -662 -289 -331: -23 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 40.8 0.0 15.6 59.0 99.8 99.8: 0.2 0.2
Old : 100.0: 84.2 40.8 0.0 15.6 59.0 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: 6 15 1 6 19 12 35:
Old : 45: 6 15 1 6 19 12 35:
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 : 94.4 50.5 98.7 71.8 94.3 50.4 98.7 71.7
Old : 94.4 50.5 98.7 71.8 94.3 50.4 98.7 71.7
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, June 2, 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 : 37,739: 32,338 11,197 278 5,025 26,128 37,641 37,603: 98 136
Old : 37,739: 32,338 11,197 278 5,025 26,128 37,641 37,603: 98 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -208: -1,177 -328 278 714 -206 -185 -256: -23 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 29.7 0.7 13.3 69.2 99.7 99.6: 0.3 0.4
Old : 100.0: 85.7 29.7 0.7 13.3 69.2 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 : 43: 9 14 2 5 17 14 33:
Old : 43: 9 14 2 5 17 14 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 : 94.9 57.4 99.1 76.2 94.3 57.4 98.5 76.0
Old : 94.9 57.4 99.1 76.2 94.3 57.4 98.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015