WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 573,536: 99,321 146,686 205,017 226,254 175,809 530,592 527,512: 42,944 46,024
Old : 562,008: 99,678 146,104 201,174 219,190 171,287 520,042 518,564: 41,966 43,444
Other: 11,528: 914 1,854 2,572 7,064 4,522 10,550 8,948: 978 2,580
: : :
: : Changes in Commitments from: June 16, 2015 :
: -18,068: -9,442 -3,665 -11,156 1,725 -2,237 -18,873 -17,058: 805 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 25.6 35.7 39.4 30.7 92.5 92.0: 7.5 8.0
Old : 100.0: 17.7 26.0 35.8 39.0 30.5 92.5 92.3: 7.5 7.7
Other: 100.0: 7.9 16.1 22.3 61.3 39.2 91.5 77.6: 8.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 131 134 179 116 110 361 324:
Old : 413: 134 132 179 116 109 361 323:
Other: 84: 9 23 17 22 39 44 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 9.6 18.2 16.9 9.8 7.7 15.5 13.7
Old : 11.1 9.6 18.2 17.0 9.8 7.9 15.6 14.0
Other: 51.4 30.5 67.0 43.7 40.2 20.9 52.5 28.8
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 6,740: 3,588 4,209 1,331 1,552 1,075 6,471 6,614: 269 125
Old : 6,740: 3,588 4,209 1,331 1,552 1,075 6,471 6,614: 269 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 55: -314 -222 151 220 67 58 -3: -4 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 62.4 19.8 23.0 15.9 96.0 98.1: 4.0 1.9
Old : 100.0: 53.2 62.4 19.8 23.0 15.9 96.0 98.1: 4.0 1.9
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 : 22: 9 8 8 2 5 17 15:
Old : 22: 9 8 8 2 5 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 : 72.8 63.2 86.0 85.9 58.8 54.1 68.8 68.3
Old : 72.8 63.2 86.0 85.9 58.8 54.1 68.8 68.3
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 23, 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 : 189,099: 47,383 63,302 37,700 83,849 64,095 168,932 165,097: 20,168 24,002
Old : 182,892: 46,612 62,853 35,943 80,354 61,533 162,909 160,328: 19,983 22,564
Other: 6,207: 2,024 1,702 504 3,494 2,563 6,022 4,769: 185 1,439
: : :
: : Changes in Commitments from: June 16, 2015 :
: 4,227: 2,729 8,891 -4,412 5,192 1,441 3,509 5,921: 718 -1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 33.5 19.9 44.3 33.9 89.3 87.3: 10.7 12.7
Old : 100.0: 25.5 34.4 19.7 43.9 33.6 89.1 87.7: 10.9 12.3
Other: 100.0: 32.6 27.4 8.1 56.3 41.3 97.0 76.8: 3.0 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 40 65 57 70 66 141 165:
Old : 197: 43 64 56 70 66 140 164:
Other: 50: 5 14 8 14 19 24 36:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 17.7 24.8 28.1 12.7 11.3 20.7 19.4
Old : 16.0 18.3 25.1 29.0 13.1 12.2 21.3 20.6
Other: 72.9 30.6 85.7 47.1 72.9 30.5 84.3 44.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,985,010: 379,930 422,893 580,218 850,833 724,223 1,810,981 1,727,333: 174,029 257,676
Old : 995,846: 256,697 341,268 223,763 425,456 348,772 905,916 913,804: 89,930 82,042
Other: 989,164: 253,214 211,606 226,473 425,378 375,450 905,065 813,529: 84,099 175,635
: : :
: : Changes in Commitments from: June 16, 2015 :
: -30,038: -6,578 -41,054 -8,911 -15,322 31,289 -30,810 -18,676: 772 -11,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.3 29.2 42.9 36.5 91.2 87.0: 8.8 13.0
Old : 100.0: 25.8 34.3 22.5 42.7 35.0 91.0 91.8: 9.0 8.2
Other: 100.0: 25.6 21.4 22.9 43.0 38.0 91.5 82.2: 8.5 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 203 189 239 294 292 618 618:
Old : 663: 169 170 154 252 242 500 490:
Other: 649: 170 144 143 216 259 455 483:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 9.9 17.2 16.2 7.0 6.1 11.5 11.0
Old : 10.7 11.1 18.5 19.5 8.7 9.6 15.3 16.2
Other: 12.0 13.3 18.9 20.9 8.4 7.8 13.8 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,948: 999 1,167 905 6,213 6,106 8,117 8,178: 1,831 1,770
Old : 9,948: 999 1,167 905 6,213 6,106 8,117 8,178: 1,831 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -59: -104 205 -87 241 -64 49 53: -107 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.7 9.1 62.5 61.4 81.6 82.2: 18.4 17.8
Old : 100.0: 10.0 11.7 9.1 62.5 61.4 81.6 82.2: 18.4 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 : 36: 7 8 5 20 13 28 25:
Old : 36: 7 8 5 20 13 28 25:
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 : 38.9 42.3 56.3 61.8 26.9 23.8 37.0 39.4
Old : 38.9 42.3 56.3 61.8 26.9 23.8 37.0 39.4
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 23, 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 : 964,765: 197,703 130,700 321,505 387,148 392,219 906,356 844,425: 58,408 120,340
Old : 273,606: 55,766 29,490 98,591 97,045 115,432 251,402 243,512: 22,204 30,094
Other: 691,158: 180,363 139,637 184,489 290,102 276,787 654,954 600,912: 36,204 90,246
: : :
: : Changes in Commitments from: June 16, 2015 :
: -29,176: 165 -69,145 2,204 -34,456 43,208 -32,088 -23,733: 2,912 -5,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.5 33.3 40.1 40.7 93.9 87.5: 6.1 12.5
Old : 100.0: 20.4 10.8 36.0 35.5 42.2 91.9 89.0: 8.1 11.0
Other: 100.0: 26.1 20.2 26.7 42.0 40.0 94.8 86.9: 5.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 176 223 255 175 209 509 544:
Old : 448: 140 111 142 136 149 339 342:
Other: 595: 158 211 199 138 191 420 485:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.8 15.8 18.0 5.5 8.0 10.0 12.1
Old : 11.8 13.6 20.7 22.5 8.4 11.5 13.6 16.3
Other: 10.9 11.2 18.8 18.6 8.4 9.6 14.8 15.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,927: 260 396 769 728 591 1,757 1,755: 170 172
Old : 1,571: 500 296 529 389 591 1,418 1,416: 153 155
Other: 356: 0 340 0 339 0 339 340: 17 16
: : :
: : Changes in Commitments from: June 16, 2015 :
: -594: -322 83 134 -23 -398 -212 -181: -382 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.6 39.9 37.8 30.7 91.2 91.1: 8.8 8.9
Old : 100.0: 31.8 18.8 33.7 24.8 37.6 90.3 90.1: 9.7 9.9
Other: 100.0: 0.0 95.4 0.0 95.2 0.0 95.2 95.4: 4.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 5 7 7 9 15 19:
Old : 21: 8 2 7 6 9 14 18:
Other: 4: 0 3 0 1 0 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 64.7 66.1 86.8 81.7 41.0 39.3 48.5 46.4
Old : 66.7 63.6 87.1 81.3 39.9 46.7 52.9 52.7
Other: 95.2 95.4 95.2 95.4 95.2 95.4 95.2 95.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 436,962: 117,617 65,246 103,937 175,843 239,651 397,398 408,834: 39,564 28,128
Old : 161,387: 42,134 25,313 38,847 64,242 83,258 145,222 147,418: 16,165 13,969
Other: 275,575: 96,039 60,488 44,535 111,602 156,393 252,176 261,416: 23,400 14,159
: : :
: : Changes in Commitments from: June 16, 2015 :
: -16,179: -17,668 1,307 -140 2,265 -18,866 -15,543 -17,699: -636 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.9 23.8 40.2 54.8 90.9 93.6: 9.1 6.4
Old : 100.0: 26.1 15.7 24.1 39.8 51.6 90.0 91.3: 10.0 8.7
Other: 100.0: 34.9 21.9 16.2 40.5 56.8 91.5 94.9: 8.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 106 75 128 87 79 269 241:
Old : 252: 92 52 85 72 68 194 185:
Other: 272: 81 95 88 64 59 209 181:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 27.7 15.9 35.0 8.9 23.9 15.3 30.1
Old : 15.0 23.3 23.5 31.9 11.6 21.8 19.3 29.4
Other: 14.2 32.3 23.7 41.2 14.1 30.1 23.6 37.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 626,174: 65,179 46,996 80,294 346,669 332,211 492,143 459,501: 134,031 166,672
Old : 626,174: 65,179 46,996 80,294 346,669 332,211 492,143 459,501: 134,031 166,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 15,268: -4,818 -4,110 6,159 20,045 11,040 21,386 13,089: -6,118 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.5 12.8 55.4 53.1 78.6 73.4: 21.4 26.6
Old : 100.0: 10.4 7.5 12.8 55.4 53.1 78.6 73.4: 21.4 26.6
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 : 154: 27 32 40 73 83 121 134:
Old : 154: 27 32 40 73 83 121 134:
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 : 22.8 10.9 31.9 19.0 20.4 10.4 28.0 16.1
Old : 22.8 10.9 31.9 19.0 20.4 10.4 28.0 16.1
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 23, 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 : 598,631: 56,556 80,725 10,462 424,785 413,719 491,803 504,906: 106,828 93,725
Old : 598,631: 56,556 80,725 10,462 424,785 413,719 491,803 504,906: 106,828 93,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -12,229: 1,087 -787 2,799 -5,991 -8,544 -2,105 -6,532: -10,124 -5,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.5 1.7 71.0 69.1 82.2 84.3: 17.8 15.7
Old : 100.0: 9.4 13.5 1.7 71.0 69.1 82.2 84.3: 17.8 15.7
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 : 100: 14 17 9 52 54 70 76:
Old : 100: 14 17 9 52 54 70 76:
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 : 27.7 39.4 42.8 49.2 24.6 39.3 35.7 47.7
Old : 27.7 39.4 42.8 49.2 24.6 39.3 35.7 47.7
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 23, 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 : 7,147: 2,823 163 1,537 2,383 5,231 6,743 6,931: 404 216
Old : 7,147: 2,823 163 1,537 2,383 5,231 6,743 6,931: 404 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1: -107 -285 197 -184 178 -94 90: 95 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.3 21.5 33.3 73.2 94.3 97.0: 5.7 3.0
Old : 100.0: 39.5 2.3 21.5 33.3 73.2 94.3 97.0: 5.7 3.0
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 : 38: 14 3 6 14 17 31 25:
Old : 38: 14 3 6 14 17 31 25:
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 : 47.7 60.1 68.9 75.0 37.3 47.3 51.5 57.2
Old : 47.7 60.1 68.9 75.0 37.3 47.3 51.5 57.2
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 23, 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 : 484,468: 121,921 73,468 109,284 196,730 267,348 427,935 450,100: 56,533 34,368
Old : 196,640: 50,185 18,663 45,284 75,579 115,288 171,048 179,234: 25,591 17,406
Other: 287,829: 94,678 77,747 41,059 121,150 152,060 256,887 270,866: 30,942 16,962
: : :
: : Changes in Commitments from: June 16, 2015 :
: 13,160: 7,002 -8,536 5,040 -2,549 17,630 9,493 14,134: 3,667 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.2 22.6 40.6 55.2 88.3 92.9: 11.7 7.1
Old : 100.0: 25.5 9.5 23.0 38.4 58.6 87.0 91.1: 13.0 8.9
Other: 100.0: 32.9 27.0 14.3 42.1 52.8 89.3 94.1: 10.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 91 69 98 88 96 241 223:
Old : 236: 72 52 70 78 87 184 179:
Other: 255: 80 76 58 71 66 190 162:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 24.7 17.4 33.2 7.9 18.2 12.3 25.1
Old : 14.4 20.4 23.4 29.5 12.5 17.6 20.6 23.7
Other: 12.7 28.5 19.1 38.2 9.6 21.3 15.6 30.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 10,397: 1,226 5,411 1,335 5,555 1,780 8,116 8,525: 2,281 1,872
Old : 2,785: 796 982 378 818 949 1,993 2,310: 792 475
Other: 7,612: 1,047 5,045 340 4,737 831 6,124 6,216: 1,488 1,396
: : :
: : Changes in Commitments from: June 16, 2015 :
: -1,444: 165 -18 -851 -529 -317 -1,215 -1,186: -229 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 52.0 12.8 53.4 17.1 78.1 82.0: 21.9 18.0
Old : 100.0: 28.6 35.3 13.6 29.4 34.1 71.6 82.9: 28.4 17.1
Other: 100.0: 13.8 66.3 4.5 62.2 10.9 80.4 81.7: 19.6 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 27 13 20 8 47 42:
Old : 37: 14 10 7 10 7 25 23:
Other: 60: 15 26 9 16 6 36 36:
:----------------------------------------------------------------------------------------------------
: 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 30.0 49.0 43.2 40.1 29.0 46.8 40.9
Old : 28.6 38.4 46.4 57.8 28.3 38.4 42.1 54.7
Other: 51.0 39.0 59.7 52.8 51.0 38.9 59.7 52.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,278,572: 398,735 278,280 84,134 677,460 774,330 1,160,328 1,136,743: 118,244 141,830
Old : 1,278,572: 398,735 278,280 84,134 677,460 774,330 1,160,328 1,136,743: 118,244 141,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,765: -3,826 13,906 11,493 -15,973 -15,845 -8,306 9,554: 11,070 -6,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 21.8 6.6 53.0 60.6 90.8 88.9: 9.2 11.1
Old : 100.0: 31.2 21.8 6.6 53.0 60.6 90.8 88.9: 9.2 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 : 279: 57 58 38 95 130 173 205:
Old : 279: 57 58 38 95 130 173 205:
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 : 20.2 19.6 32.5 28.4 19.7 19.6 30.6 28.1
Old : 20.2 19.6 32.5 28.4 19.7 19.6 30.6 28.1
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 23, 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 : 3,456,870: 405,357 460,913 440,564 2,319,337 2,082,329 3,165,257 2,983,806: 291,612 473,064
Old : 3,456,870: 405,357 460,913 440,564 2,319,337 2,082,329 3,165,257 2,983,806: 291,612 473,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 71,244: 33,577 12,368 3,194 46,463 41,193 83,234 56,755: -11,990 14,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.3 12.7 67.1 60.2 91.6 86.3: 8.4 13.7
Old : 100.0: 11.7 13.3 12.7 67.1 60.2 91.6 86.3: 8.4 13.7
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 : 402: 71 109 103 176 188 309 338:
Old : 402: 71 109 103 176 188 309 338:
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 : 31.6 14.5 40.2 22.4 29.0 12.2 33.9 17.9
Old : 31.6 14.5 40.2 22.4 29.0 12.2 33.9 17.9
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, June 23, 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 : 2,297,653: 339,538 386,367 182,869 1,522,304 1,346,887 2,044,711 1,916,122: 252,942 381,531
Old : 2,297,653: 339,538 386,367 182,869 1,522,304 1,346,887 2,044,711 1,916,122: 252,942 381,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,246: 12,475 19,529 -5,718 -20,360 -12,267 -13,603 1,544: 15,849 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.8 8.0 66.3 58.6 89.0 83.4: 11.0 16.6
Old : 100.0: 14.8 16.8 8.0 66.3 58.6 89.0 83.4: 11.0 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 : 274: 46 61 52 111 143 186 227:
Old : 274: 46 61 52 111 143 186 227:
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 : 25.3 13.8 37.9 22.6 22.5 12.0 30.8 18.9
Old : 25.3 13.8 37.9 22.6 22.5 12.0 30.8 18.9
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 23, 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 : 888,726: 25,717 184,180 172,126 671,153 473,075 868,996 829,381: 19,730 59,345
Old : 888,726: 25,717 184,180 172,126 671,153 473,075 868,996 829,381: 19,730 59,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -315: -2,591 10,540 -2,313 7,986 -9,161 3,082 -934: -3,397 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 20.7 19.4 75.5 53.2 97.8 93.3: 2.2 6.7
Old : 100.0: 2.9 20.7 19.4 75.5 53.2 97.8 93.3: 2.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 13 51 37 56 68 96 132:
Old : 138: 13 51 37 56 68 96 132:
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 : 47.2 15.4 59.1 25.7 37.1 13.2 43.9 19.4
Old : 47.2 15.4 59.1 25.7 37.1 13.2 43.9 19.4
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 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 54,185: 17,601 5,454 1,096 28,544 41,961 47,241 48,511: 6,944 5,674
Old : 54,185: 17,601 5,454 1,096 28,544 41,961 47,241 48,511: 6,944 5,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -2,336: 4,733 -1,313 -729 -5,334 331 -1,330 -1,711: -1,006 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 10.1 2.0 52.7 77.4 87.2 89.5: 12.8 10.5
Old : 100.0: 32.5 10.1 2.0 52.7 77.4 87.2 89.5: 12.8 10.5
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 : 95: 31 15 6 29 29 62 48:
Old : 95: 31 15 6 29 29 62 48:
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 43.6 43.9 62.2 30.8 43.4 43.0 62.0
Old : 30.8 43.6 43.9 62.2 30.8 43.4 43.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 108,370: 35,202 10,908 2,191 57,089 83,922 94,482 97,021: 13,888 11,349
Old : 108,370: 35,202 10,908 2,191 57,089 83,922 94,482 97,021: 13,888 11,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -4,671: 9,467 -2,625 -1,459 -10,668 662 -2,660 -3,423: -2,011 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 10.1 2.0 52.7 77.4 87.2 89.5: 12.8 10.5
Old : 100.0: 32.5 10.1 2.0 52.7 77.4 87.2 89.5: 12.8 10.5
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 : 95: 31 15 6 29 29 62 48:
Old : 95: 31 15 6 29 29 62 48:
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 43.6 43.9 62.2 30.8 43.4 43.0 62.0
Old : 30.8 43.6 43.9 62.2 30.8 43.4 43.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 17,182: 14,108 15,731 741 2,125 678 16,974 17,150: 208 32
Old : 17,182: 14,108 15,731 741 2,125 678 16,974 17,150: 208 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -2,539: -1,292 -1,291 -1,248 -53 0 -2,593 -2,539: 54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 91.6 4.3 12.4 3.9 98.8 99.8: 1.2 0.2
Old : 100.0: 82.1 91.6 4.3 12.4 3.9 98.8 99.8: 1.2 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 : 29: 15 12 2 2 1 18 14:
Old : 29: 15 12 2 2 1 18 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 : 75.0 68.4 91.0 87.9 73.9 67.2 85.6 84.0
Old : 75.0 68.4 91.0 87.9 73.9 67.2 85.6 84.0
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 23, 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 : 43,995: 35,909 21,812 21 7,996 22,098 43,926 43,931: 69 64
Old : 43,995: 35,909 21,812 21 7,996 22,098 43,926 43,931: 69 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,221: 918 81 0 283 1,162 1,201 1,243: 20 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 49.6 0.0 18.2 50.2 99.8 99.9: 0.2 0.1
Old : 100.0: 81.6 49.6 0.0 18.2 50.2 99.8 99.9: 0.2 0.1
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 : 45: 6 19 1 4 16 10 36:
Old : 45: 6 19 1 4 16 10 36:
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 : 96.6 54.9 99.6 72.8 96.6 54.9 99.5 72.8
Old : 96.6 54.9 99.6 72.8 96.6 54.9 99.5 72.8
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 23, 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 : 31,275: 27,796 11,647 129 3,291 19,382 31,216 31,158: 59 117
Old : 31,275: 27,796 11,647 129 3,291 19,382 31,216 31,158: 59 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,596: 963 881 97 531 606 1,591 1,584: 5 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 37.2 0.4 10.5 62.0 99.8 99.6: 0.2 0.4
Old : 100.0: 88.9 37.2 0.4 10.5 62.0 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 : 33: 10 11 3 1 11 11 25:
Old : 33: 10 11 3 1 11 11 25:
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 : 97.9 70.6 99.5 84.4 97.7 70.6 99.1 84.4
Old : 97.9 70.6 99.5 84.4 97.7 70.6 99.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015