WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 591,604: 108,763 150,351 216,172 224,529 178,046 549,465 544,570: 42,139 47,034
Old : 580,868: 108,818 149,335 212,943 217,940 174,327 539,701 536,606: 41,166 44,262
Other: 10,736: 795 1,866 2,380 6,589 3,719 9,763 7,964: 973 2,772
: : :
: : Changes in Commitments from: June 9, 2015 :
: -1,784: -2,379 11,123 -4,194 4,289 -8,847 -2,284 -1,917: 500 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.4 36.5 38.0 30.1 92.9 92.0: 7.1 8.0
Old : 100.0: 18.7 25.7 36.7 37.5 30.0 92.9 92.4: 7.1 7.6
Other: 100.0: 7.4 17.4 22.2 61.4 34.6 90.9 74.2: 9.1 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 127 136 172 112 109 350 324:
Old : 412: 130 136 172 112 109 350 324:
Other: 81: 5 27 17 21 36 42 65:
:----------------------------------------------------------------------------------------------------
: 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 8.5 18.1 16.0 8.7 6.7 14.3 12.2
Old : 10.8 8.6 18.1 16.0 8.7 6.8 14.3 12.4
Other: 53.7 30.0 69.6 41.8 44.2 19.9 56.0 26.0
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 6,685: 3,901 4,431 1,180 1,331 1,007 6,412 6,618: 273 67
Old : 6,685: 3,901 4,431 1,180 1,331 1,007 6,412 6,618: 273 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 168: 498 270 -109 -222 71 167 232: 1 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 66.3 17.6 19.9 15.1 95.9 99.0: 4.1 1.0
Old : 100.0: 58.4 66.3 17.6 19.9 15.1 95.9 99.0: 4.1 1.0
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 : 22: 9 8 9 2 5 17 16:
Old : 22: 9 8 9 2 5 17 16:
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 : 67.0 69.3 83.6 89.1 56.3 57.7 68.9 71.0
Old : 67.0 69.3 83.6 89.1 56.3 57.7 68.9 71.0
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 16, 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 : 184,872: 44,654 54,410 42,112 78,657 62,654 165,423 159,176: 19,449 25,696
Old : 179,550: 43,721 54,168 40,547 76,018 60,936 160,286 155,651: 19,264 23,899
Other: 5,322: 2,018 1,327 480 2,639 1,718 5,137 3,525: 185 1,797
: : :
: : Changes in Commitments from: June 9, 2015 :
: 4,677: 3,561 3,945 404 1,712 1,410 5,677 5,760: -1,001 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 29.4 22.8 42.5 33.9 89.5 86.1: 10.5 13.9
Old : 100.0: 24.4 30.2 22.6 42.3 33.9 89.3 86.7: 10.7 13.3
Other: 100.0: 37.9 24.9 9.0 49.6 32.3 96.5 66.2: 3.5 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 47 55 62 69 60 147 155:
Old : 190: 50 54 60 69 60 146 153:
Other: 44: 4 14 8 12 16 22 32:
:----------------------------------------------------------------------------------------------------
: 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 16.6 24.3 27.2 13.5 12.2 21.4 20.2
Old : 14.9 17.1 24.8 27.9 13.9 12.7 22.0 21.0
Other: 74.5 25.9 85.8 40.6 74.5 24.4 83.6 37.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 2,015,048: 386,508 463,947 589,128 866,155 692,934 1,841,791 1,746,009: 173,256 269,038
Old : 1,106,011: 269,158 425,914 262,547 479,773 318,423 1,011,478 1,006,884: 94,533 99,126
Other: 909,037: 229,692 150,376 214,239 386,382 374,511 830,313 739,125: 78,723 169,912
: : :
: : Changes in Commitments from: June 9, 2015 :
: 32,785: -2,954 35,905 19,126 13,211 -19,038 29,383 35,993: 3,402 -3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.0 29.2 43.0 34.4 91.4 86.6: 8.6 13.4
Old : 100.0: 24.3 38.5 23.7 43.4 28.8 91.5 91.0: 8.5 9.0
Other: 100.0: 25.3 16.5 23.6 42.5 41.2 91.3 81.3: 8.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 206 201 244 296 292 625 637:
Old : 696: 189 179 170 256 240 526 513:
Other: 643: 160 152 142 209 261 443 485:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 9.4 17.5 15.7 6.8 6.3 11.3 11.2
Old : 10.6 10.5 17.9 18.4 8.2 10.3 14.6 16.9
Other: 12.8 14.2 19.8 21.4 8.7 7.6 14.4 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 10,007: 1,103 962 993 5,972 6,171 8,068 8,125: 1,939 1,881
Old : 10,007: 1,103 962 993 5,972 6,171 8,068 8,125: 1,939 1,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -145: -68 -56 -5 -303 -261 -375 -322: 231 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.6 9.9 59.7 61.7 80.6 81.2: 19.4 18.8
Old : 100.0: 11.0 9.6 9.9 59.7 61.7 80.6 81.2: 19.4 18.8
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 : 36: 6 10 6 20 13 29 26:
Old : 36: 6 10 6 20 13 29 26:
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 : 35.8 42.7 54.0 60.8 26.4 27.1 36.3 38.5
Old : 35.8 42.7 54.0 60.8 26.4 27.1 36.3 38.5
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 16, 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 : 993,940: 197,539 199,845 319,302 421,604 349,011 938,444 868,158: 55,496 125,782
Old : 354,871: 88,954 86,226 110,860 131,214 120,520 331,028 317,606: 23,843 37,265
Other: 639,069: 146,302 151,336 170,724 290,390 228,492 607,416 550,552: 31,653 88,517
: : :
: : Changes in Commitments from: June 9, 2015 :
: 1,967: 12,366 -6,212 7,789 -15,534 6,692 4,621 8,268: -2,654 -6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.1 32.1 42.4 35.1 94.4 87.3: 5.6 12.7
Old : 100.0: 25.1 24.3 31.2 37.0 34.0 93.3 89.5: 6.7 10.5
Other: 100.0: 22.9 23.7 26.7 45.4 35.8 95.0 86.1: 5.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 185 234 267 176 200 520 557:
Old : 522: 167 152 156 140 144 375 385:
Other: 577: 147 210 198 137 178 407 470:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 9.1 15.9 15.2 6.5 6.8 11.6 11.0
Old : 10.8 12.4 19.7 20.5 9.9 10.9 16.3 17.0
Other: 13.4 9.6 21.4 16.3 11.4 7.9 18.2 13.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 2,521: 583 313 635 751 989 1,969 1,937: 552 584
Old : 2,177: 597 313 621 751 989 1,969 1,922: 208 254
Other: 344: 0 14 0 0 0 0 14: 344 330
: : :
: : Changes in Commitments from: June 9, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.4 25.2 29.8 39.2 78.1 76.8: 21.9 23.2
Old : 100.0: 27.4 14.4 28.5 34.5 45.4 90.5 88.3: 9.5 11.7
Other: 100.0: 0.0 4.2 0.0 0.0 0.0 0.0 4.2: 100.0 95.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 7 6 8 14 17:
Old : 20: 8 2 7 6 8 14 17:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 58.0 55.8 73.0 70.4 35.0 43.4 45.3 46.7
Old : 67.2 64.0 84.5 80.9 40.5 50.3 53.1 54.1
Other: 0.0 4.2 0.0 4.2 0.0 4.2 0.0 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 453,141: 135,285 63,939 104,078 173,578 258,517 412,941 426,533: 40,200 26,608
Old : 199,919: 72,423 45,834 38,074 70,098 101,126 180,595 185,035: 19,324 14,884
Other: 253,222: 91,383 46,625 37,483 103,480 157,391 232,346 241,498: 20,876 11,724
: : :
: : Changes in Commitments from: June 9, 2015 :
: -10,027: -15,671 19,095 -518 11,747 -23,377 -4,442 -4,800: -5,584 -5,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.1 23.0 38.3 57.1 91.1 94.1: 8.9 5.9
Old : 100.0: 36.2 22.9 19.0 35.1 50.6 90.3 92.6: 9.7 7.4
Other: 100.0: 36.1 18.4 14.8 40.9 62.2 91.8 95.4: 8.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 109 79 129 85 86 272 252:
Old : 290: 116 62 82 76 75 222 195:
Other: 261: 79 90 84 61 59 197 179:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 27.0 16.3 34.5 9.1 22.8 15.4 29.6
Old : 12.4 19.6 19.5 29.1 10.1 17.8 16.2 26.8
Other: 14.9 36.3 24.9 44.5 14.7 33.7 24.7 41.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 610,906: 69,997 51,106 74,136 326,623 321,171 470,756 446,412: 140,149 164,493
Old : 610,906: 69,997 51,106 74,136 326,623 321,171 470,756 446,412: 140,149 164,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -2,962: 901 9,788 -854 -9,637 -6,077 -9,590 2,857: 6,628 -5,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.4 12.1 53.5 52.6 77.1 73.1: 22.9 26.9
Old : 100.0: 11.5 8.4 12.1 53.5 52.6 77.1 73.1: 22.9 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 30 32 44 70 82 122 136:
Old : 156: 30 32 44 70 82 122 136:
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 : 21.7 13.0 31.1 21.3 18.7 12.1 26.2 18.1
Old : 21.7 13.0 31.1 21.3 18.7 12.1 26.2 18.1
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 16, 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 : 610,860: 55,469 81,512 7,663 430,776 422,263 493,908 511,438: 116,952 99,422
Old : 610,860: 55,469 81,512 7,663 430,776 422,263 493,908 511,438: 116,952 99,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -6,167: -265 -6,614 348 -8,489 -3,443 -8,406 -9,709: 2,239 3,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.3 1.3 70.5 69.1 80.9 83.7: 19.1 16.3
Old : 100.0: 9.1 13.3 1.3 70.5 69.1 80.9 83.7: 19.1 16.3
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 : 94: 12 15 10 50 52 67 72:
Old : 94: 12 15 10 50 52 67 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 : 27.2 39.5 41.5 49.6 24.2 38.7 34.2 47.0
Old : 27.2 39.5 41.5 49.6 24.2 38.7 34.2 47.0
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 16, 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 : 7,146: 2,930 448 1,340 2,567 5,053 6,837 6,841: 309 305
Old : 7,146: 2,930 448 1,340 2,567 5,053 6,837 6,841: 309 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -294: -141 -268 83 -236 -186 -294 -371: 0 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 6.3 18.8 35.9 70.7 95.7 95.7: 4.3 4.3
Old : 100.0: 41.0 6.3 18.8 35.9 70.7 95.7 95.7: 4.3 4.3
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 : 38: 15 5 7 13 15 33 23:
Old : 38: 15 5 7 13 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 : 43.9 58.9 66.9 75.2 38.1 45.9 53.6 57.3
Old : 43.9 58.9 66.9 75.2 38.1 45.9 53.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 471,308: 114,919 82,004 104,244 199,279 249,718 418,442 435,966: 52,866 35,342
Old : 210,196: 61,741 34,123 42,496 79,565 113,613 183,802 190,233: 26,394 19,963
Other: 261,113: 76,240 70,942 38,686 119,714 136,105 234,641 245,733: 26,472 15,379
: : :
: : Changes in Commitments from: June 9, 2015 :
: 4,224: 9,076 -5,678 534 -5,818 11,317 3,791 6,173: 433 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.4 22.1 42.3 53.0 88.8 92.5: 11.2 7.5
Old : 100.0: 29.4 16.2 20.2 37.9 54.1 87.4 90.5: 12.6 9.5
Other: 100.0: 29.2 27.2 14.8 45.8 52.1 89.9 94.1: 10.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 84 83 99 88 98 239 229:
Old : 266: 77 70 74 79 90 200 194:
Other: 233: 68 67 54 73 64 175 153:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 22.6 18.0 31.1 7.8 16.3 12.4 22.6
Old : 14.0 18.2 23.1 25.9 11.5 17.7 19.4 23.2
Other: 12.0 27.7 19.4 37.3 9.5 20.6 16.1 28.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 11,841: 1,061 5,429 2,186 6,085 2,097 9,332 9,712: 2,510 2,130
Old : 5,616: 1,866 3,138 400 1,876 996 4,142 4,534: 1,474 1,082
Other: 6,225: 775 3,870 207 4,209 1,101 5,190 5,177: 1,036 1,048
: : :
: : Changes in Commitments from: June 9, 2015 :
: -912: 99 48 -777 -31 39 -710 -690: -202 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 45.8 18.5 51.4 17.7 78.8 82.0: 21.2 18.0
Old : 100.0: 33.2 55.9 7.1 33.4 17.7 73.7 80.7: 26.3 19.3
Other: 100.0: 12.4 62.2 3.3 67.6 17.7 83.4 83.2: 16.6 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 30 20 20 10 52 50:
Old : 55: 20 18 8 14 9 37 32:
Other: 56: 9 29 8 11 6 27 37:
:----------------------------------------------------------------------------------------------------
: 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 : 40.4 29.1 48.4 41.8 36.6 25.9 42.6 36.3
Old : 31.7 41.0 43.7 54.4 31.5 40.9 42.9 54.3
Other: 59.3 33.8 68.4 50.0 59.3 33.8 68.4 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 1,275,808: 402,560 264,373 72,641 693,433 790,175 1,168,634 1,127,188: 107,174 148,619
Old : 1,275,808: 402,560 264,373 72,641 693,433 790,175 1,168,634 1,127,188: 107,174 148,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 82,528: 46,899 -14,707 22,403 16,389 73,577 85,692 81,274: -3,164 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.7 5.7 54.4 61.9 91.6 88.4: 8.4 11.6
Old : 100.0: 31.6 20.7 5.7 54.4 61.9 91.6 88.4: 8.4 11.6
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 : 271: 54 59 38 93 122 168 198:
Old : 271: 54 59 38 93 122 168 198:
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 : 22.1 19.6 34.2 28.5 22.0 19.6 31.7 28.3
Old : 22.1 19.6 34.2 28.5 22.0 19.6 31.7 28.3
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 16, 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 : 3,385,626: 371,780 448,545 437,370 2,272,874 2,041,136 3,082,023 2,927,051: 303,602 458,575
Old : 3,385,626: 371,780 448,545 437,370 2,272,874 2,041,136 3,082,023 2,927,051: 303,602 458,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -172,947: -17,147 22,085 -16,885 -149,926 -150,725 -183,958 -145,525: 11,011 -27,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.2 12.9 67.1 60.3 91.0 86.5: 9.0 13.5
Old : 100.0: 11.0 13.2 12.9 67.1 60.3 91.0 86.5: 9.0 13.5
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 : 394: 59 113 99 175 191 305 332:
Old : 394: 59 113 99 175 191 305 332:
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 : 30.8 14.4 39.9 22.8 27.5 11.9 32.7 17.5
Old : 30.8 14.4 39.9 22.8 27.5 11.9 32.7 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 2,295,407: 327,063 366,838 188,587 1,542,664 1,359,154 2,058,314 1,914,579: 237,093 380,829
Old : 2,295,407: 327,063 366,838 188,587 1,542,664 1,359,154 2,058,314 1,914,579: 237,093 380,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 15,061: 27,763 -4,901 8,149 -20,373 12,322 15,539 15,570: -478 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.0 8.2 67.2 59.2 89.7 83.4: 10.3 16.6
Old : 100.0: 14.2 16.0 8.2 67.2 59.2 89.7 83.4: 10.3 16.6
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 : 282: 48 62 53 114 145 189 233:
Old : 282: 48 62 53 114 145 189 233:
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 : 24.3 13.9 36.8 22.6 21.6 12.1 29.7 18.6
Old : 24.3 13.9 36.8 22.6 21.6 12.1 29.7 18.6
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 16, 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 : 889,041: 28,308 173,640 174,439 663,167 482,236 865,914 830,315: 23,127 58,726
Old : 889,041: 28,308 173,640 174,439 663,167 482,236 865,914 830,315: 23,127 58,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 51,163: 8,820 1,025 -2,833 44,337 49,966 50,324 48,157: 839 3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 19.5 19.6 74.6 54.2 97.4 93.4: 2.6 6.6
Old : 100.0: 3.2 19.5 19.6 74.6 54.2 97.4 93.4: 2.6 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 : 134: 11 51 36 50 68 88 131:
Old : 134: 11 51 36 50 68 88 131:
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 : 46.2 15.4 59.2 26.0 34.8 12.5 41.3 19.9
Old : 46.2 15.4 59.2 26.0 34.8 12.5 41.3 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 56,520: 12,868 6,767 1,825 33,878 41,630 48,571 50,222: 7,949 6,299
Old : 56,520: 12,868 6,767 1,825 33,878 41,630 48,571 50,222: 7,949 6,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -2,727: 1,157 -4,942 805 -4,034 575 -2,073 -3,562: -654 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.0 3.2 59.9 73.7 85.9 88.9: 14.1 11.1
Old : 100.0: 22.8 12.0 3.2 59.9 73.7 85.9 88.9: 14.1 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 : 92: 32 16 9 34 30 69 53:
Old : 92: 32 16 9 34 30 69 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.9 41.5 56.0 28.7 36.2 39.5 53.6
Old : 28.9 37.9 41.5 56.0 28.7 36.2 39.5 53.6
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 16, 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 : 113,041: 25,735 13,533 3,650 67,756 83,260 97,142 100,444: 15,899 12,597
Old : 113,041: 25,735 13,533 3,650 67,756 83,260 97,142 100,444: 15,899 12,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -5,454: 2,313 -9,883 1,609 -8,068 1,151 -4,146 -7,123: -1,308 1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.0 3.2 59.9 73.7 85.9 88.9: 14.1 11.1
Old : 100.0: 22.8 12.0 3.2 59.9 73.7 85.9 88.9: 14.1 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 : 92: 32 16 9 34 30 69 53:
Old : 92: 32 16 9 34 30 69 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.9 41.5 56.0 28.7 36.2 39.5 53.6
Old : 28.9 37.9 41.5 56.0 28.7 36.2 39.5 53.6
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 16, 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 : 19,721: 15,400 17,022 1,989 2,178 678 19,567 19,689: 154 32
Old : 19,721: 15,400 17,022 1,989 2,178 678 19,567 19,689: 154 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 3,505: 2,281 2,510 993 163 0 3,437 3,503: 68 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 86.3 10.1 11.0 3.4 99.2 99.8: 0.8 0.2
Old : 100.0: 78.1 86.3 10.1 11.0 3.4 99.2 99.8: 0.8 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 : 31: 16 13 3 2 1 20 15:
Old : 31: 16 13 3 2 1 20 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 : 75.2 62.4 92.0 84.9 73.0 59.2 81.7 76.4
Old : 75.2 62.4 92.0 84.9 73.0 59.2 81.7 76.4
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 16, 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 : 42,774: 34,991 21,731 21 7,713 20,936 42,725 42,688: 49 86
Old : 42,774: 34,991 21,731 21 7,713 20,936 42,725 42,688: 49 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -12,950: -7,270 -312 -3,313 -2,306 -9,354 -12,889 -12,979: -61 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 50.8 0.0 18.0 48.9 99.9 99.8: 0.1 0.2
Old : 100.0: 81.8 50.8 0.0 18.0 48.9 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 17 1 4 16 12 34:
Old : 45: 8 17 1 4 16 12 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 : 95.6 53.1 99.1 72.2 95.6 53.1 99.1 72.2
Old : 95.6 53.1 99.1 72.2 95.6 53.1 99.1 72.2
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 16, 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 : 29,679: 26,833 10,766 32 2,760 18,776 29,625 29,574: 54 105
Old : 29,679: 26,833 10,766 32 2,760 18,776 29,625 29,574: 54 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -7,145: -3,101 -1,092 -549 -3,480 -5,525 -7,130 -7,166: -15 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 36.3 0.1 9.3 63.3 99.8 99.6: 0.2 0.4
Old : 100.0: 90.4 36.3 0.1 9.3 63.3 99.8 99.6: 0.2 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 : 35: 12 11 2 2 10 14 23:
Old : 35: 12 11 2 2 10 14 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 : 95.6 72.2 98.4 86.7 95.6 72.2 98.3 86.7
Old : 95.6 72.2 98.4 86.7 95.6 72.2 98.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015