WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 528,769: 132,557 105,794 172,187 181,696 202,248 486,440 480,228: 42,330 48,541
Old : 512,270: 132,200 106,056 166,690 172,727 194,728 471,617 467,474: 40,653 44,796
Other: 16,499: 2,278 1,659 3,575 8,970 7,519 14,823 12,754: 1,676 3,745
: : :
: : Changes in Commitments from: June 30, 2015 :
: 14,524: 14,053 -4,488 2,598 -1,272 16,017 15,379 14,127: -855 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 20.0 32.6 34.4 38.2 92.0 90.8: 8.0 9.2
Old : 100.0: 25.8 20.7 32.5 33.7 38.0 92.1 91.3: 7.9 8.7
Other: 100.0: 13.8 10.1 21.7 54.4 45.6 89.8 77.3: 10.2 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 139 123 148 96 126 323 317:
Old : 410: 140 123 145 93 124 317 314:
Other: 105: 19 17 18 26 53 54 81:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.4 19.1 20.1 10.7 11.4 17.3 17.6
Old : 11.9 12.7 19.4 20.6 10.8 11.9 17.6 18.3
Other: 35.7 24.6 51.6 35.4 27.3 17.0 41.6 25.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 194,848: 54,499 46,315 32,536 89,014 88,457 176,049 167,308: 18,799 27,540
Old : 184,758: 53,863 45,878 30,523 82,001 83,840 166,387 160,240: 18,371 24,518
Other: 10,090: 2,075 1,876 575 7,013 4,617 9,662 7,068: 428 3,022
: : :
: : Changes in Commitments from: June 30, 2015 :
: 2,292: -2,073 -10,183 212 2,930 10,601 1,069 630: 1,223 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 23.8 16.7 45.7 45.4 90.4 85.9: 9.6 14.1
Old : 100.0: 29.2 24.8 16.5 44.4 45.4 90.1 86.7: 9.9 13.3
Other: 100.0: 20.6 18.6 5.7 69.5 45.8 95.8 70.0: 4.2 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 44 54 54 67 72 147 158:
Old : 204: 48 53 52 67 72 145 157:
Other: 64: 8 12 8 15 32 27 48:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 23.6 30.6 31.8 14.0 12.3 21.5 20.1
Old : 20.4 24.8 29.7 33.5 14.6 15.3 22.5 23.5
Other: 81.3 32.3 87.8 46.1 81.3 31.4 86.5 45.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 1,892,372: 418,567 193,165 581,366 735,150 832,265 1,735,084 1,606,796: 157,288 285,575
Old : 807,134: 250,763 167,844 202,092 295,528 363,910 748,383 733,846: 58,751 73,288
Other: 1,085,237: 291,068 148,584 256,011 439,622 468,356 986,700 872,950: 98,537 212,287
: : :
: : Changes in Commitments from: June 30, 2015 :
: 19,812: 8,959 -105,270 38,790 -19,885 68,467 27,864 1,988: -8,052 17,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.2 30.7 38.8 44.0 91.7 84.9: 8.3 15.1
Old : 100.0: 31.1 20.8 25.0 36.6 45.1 92.7 90.9: 7.3 9.1
Other: 100.0: 26.8 13.7 23.6 40.5 43.2 90.9 80.4: 9.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 214 155 237 264 346 590 645:
Old : 642: 141 150 126 186 275 395 485:
Other: 714: 189 143 149 224 321 482 549:
:----------------------------------------------------------------------------------------------------
: 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 9.1 17.1 14.7 6.9 5.6 11.7 9.4
Old : 11.3 14.2 19.8 22.6 10.9 12.7 17.8 19.5
Other: 12.3 8.7 20.0 14.5 9.4 5.3 16.0 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 8,350: 1,015 1,519 479 5,133 4,651 6,627 6,649: 1,723 1,702
Old : 8,350: 1,015 1,519 479 5,133 4,651 6,627 6,649: 1,723 1,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 195: 277 92 -73 54 111 258 130: -63 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.2 5.7 61.5 55.7 79.4 79.6: 20.6 20.4
Old : 100.0: 12.2 18.2 5.7 61.5 55.7 79.4 79.6: 20.6 20.4
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 : 38: 9 9 5 18 11 28 24:
Old : 38: 9 9 5 18 11 28 24:
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 : 33.4 41.0 50.2 64.0 29.4 36.8 43.1 52.7
Old : 33.4 41.0 50.2 64.0 29.4 36.8 43.1 52.7
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, July 07, 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 : 897,572: 191,307 68,581 288,126 360,886 439,049 840,319 795,756: 57,253 101,816
Old : 141,514: 34,124 14,269 47,678 49,322 63,665 131,124 125,613: 10,390 15,901
Other: 756,058: 185,969 83,099 211,661 311,564 375,383 709,195 670,143: 46,863 85,914
: : :
: : Changes in Commitments from: June 30, 2015 :
: -16,165: -5,507 -8,300 -2,062 -9,351 -4,676 -16,920 -15,038: 755 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.6 32.1 40.2 48.9 93.6 88.7: 6.4 11.3
Old : 100.0: 24.1 10.1 33.7 34.9 45.0 92.7 88.8: 7.3 11.2
Other: 100.0: 24.6 11.0 28.0 41.2 49.7 93.8 88.6: 6.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 221 164 231 176 215 503 518:
Old : 351: 97 75 92 100 126 238 252:
Other: 617: 207 169 210 150 209 458 495:
:----------------------------------------------------------------------------------------------------
: 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 12.9 16.8 21.3 6.2 9.6 11.2 15.4
Old : 19.7 18.0 30.4 29.3 16.6 17.6 25.8 25.3
Other: 11.2 12.9 18.6 21.4 7.8 11.5 13.5 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 396,447: 112,873 66,841 79,324 171,802 220,813 364,000 366,978: 32,447 29,469
Old : 111,173: 28,566 13,582 18,803 54,542 67,513 101,911 99,898: 9,262 11,275
Other: 285,275: 97,698 66,649 47,131 117,260 153,300 262,089 267,080: 23,185 18,194
: : :
: : Changes in Commitments from: June 30, 2015 :
: -11,023: -11,664 7,421 -6,520 12,147 -16,219 -6,037 -15,319: -4,987 4,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.9 20.0 43.3 55.7 91.8 92.6: 8.2 7.4
Old : 100.0: 25.7 12.2 16.9 49.1 60.7 91.7 89.9: 8.3 10.1
Other: 100.0: 34.2 23.4 16.5 41.1 53.7 91.9 93.6: 8.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 100 78 103 85 78 250 213:
Old : 195: 59 43 45 68 59 151 126:
Other: 272: 88 79 80 67 62 207 179:
:----------------------------------------------------------------------------------------------------
: 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 28.9 16.7 36.4 8.9 26.8 15.7 33.8
Old : 22.2 30.3 33.7 41.1 20.6 27.7 31.6 37.0
Other: 12.7 29.9 21.9 38.7 12.6 27.9 21.8 36.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 647,911: 64,305 47,510 74,597 376,801 358,765 515,702 480,871: 132,208 167,039
Old : 647,911: 64,305 47,510 74,597 376,801 358,765 515,702 480,871: 132,208 167,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 41,395: 6,952 -9,001 12,289 16,709 26,427 35,951 29,715: 5,444 11,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.3 11.5 58.2 55.4 79.6 74.2: 20.4 25.8
Old : 100.0: 9.9 7.3 11.5 58.2 55.4 79.6 74.2: 20.4 25.8
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 : 153: 28 29 39 75 81 120 132:
Old : 153: 28 29 39 75 81 120 132:
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 : 22.5 15.6 31.0 23.0 17.1 11.6 24.7 18.2
Old : 22.5 15.6 31.0 23.0 17.1 11.6 24.7 18.2
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, July 07, 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 : 595,636: 53,250 91,794 8,621 428,335 400,398 490,206 500,813: 105,430 94,822
Old : 595,636: 53,250 91,794 8,621 428,335 400,398 490,206 500,813: 105,430 94,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 7,692: 2,384 702 514 1,182 4,653 4,081 5,869: 3,611 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 1.4 71.9 67.2 82.3 84.1: 17.7 15.9
Old : 100.0: 8.9 15.4 1.4 71.9 67.2 82.3 84.1: 17.7 15.9
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 : 104: 14 17 12 51 55 71 78:
Old : 104: 14 17 12 51 55 71 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 38.5 42.2 47.2 24.4 38.2 35.4 45.8
Old : 26.1 38.5 42.2 47.2 24.4 38.2 35.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 7,317: 3,282 152 1,237 2,441 5,756 6,960 7,145: 357 172
Old : 7,317: 3,282 152 1,237 2,441 5,756 6,960 7,145: 357 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 66: 256 -228 -50 -88 341 118 63: -52 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 2.1 16.9 33.4 78.7 95.1 97.6: 4.9 2.4
Old : 100.0: 44.9 2.1 16.9 33.4 78.7 95.1 97.6: 4.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 4 6 14 17 36 26:
Old : 45: 19 4 6 14 17 36 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 : 46.5 60.3 68.8 77.5 37.8 51.3 50.5 61.8
Old : 46.5 60.3 68.8 77.5 37.8 51.3 50.5 61.8
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, July 07, 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 : 452,377: 134,985 63,065 91,503 172,481 268,103 398,969 422,671: 53,408 29,706
Old : 126,737: 38,588 9,663 24,175 45,657 80,079 108,420 113,918: 18,317 12,820
Other: 325,640: 114,570 71,575 49,155 126,824 188,024 290,549 308,753: 35,090 16,886
: : :
: : Changes in Commitments from: June 30, 2015 :
: 4,456: 4,758 -5,723 1,981 -2,095 8,130 4,643 4,387: -186 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.9 20.2 38.1 59.3 88.2 93.4: 11.8 6.6
Old : 100.0: 30.4 7.6 19.1 36.0 63.2 85.5 89.9: 14.5 10.1
Other: 100.0: 35.2 22.0 15.1 38.9 57.7 89.2 94.8: 10.8 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 97 69 94 85 88 243 211:
Old : 214: 63 44 52 73 69 165 139:
Other: 277: 88 78 73 79 75 212 186:
:----------------------------------------------------------------------------------------------------
: 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 29.2 16.3 37.2 8.4 23.7 13.2 31.1
Old : 15.7 24.9 27.4 37.0 15.3 23.0 25.2 33.1
Other: 11.9 31.3 18.3 39.7 9.3 24.5 15.0 32.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 10,126: 1,339 5,189 945 5,524 2,578 7,808 8,712: 2,318 1,414
Old : 10,126: 1,339 5,189 945 5,524 2,578 7,808 8,712: 2,318 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -58: 97 282 -309 287 235 75 208: -133 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 51.2 9.3 54.6 25.5 77.1 86.0: 22.9 14.0
Old : 100.0: 13.2 51.2 9.3 54.6 25.5 77.1 86.0: 22.9 14.0
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 : 67: 19 24 15 19 9 48 40:
Old : 67: 19 24 15 19 9 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 29.7 49.1 45.5 39.8 29.5 46.2 43.9
Old : 41.5 29.7 49.1 45.5 39.8 29.5 46.2 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 1,314,942: 451,721 275,092 74,405 669,406 819,372 1,195,533 1,168,869: 119,409 146,072
Old : 1,314,942: 451,721 275,092 74,405 669,406 819,372 1,195,533 1,168,869: 119,409 146,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 36,375: 20,644 -6,088 -5,171 16,824 43,730 32,298 32,471: 4,077 3,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 20.9 5.7 50.9 62.3 90.9 88.9: 9.1 11.1
Old : 100.0: 34.4 20.9 5.7 50.9 62.3 90.9 88.9: 9.1 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 : 275: 59 56 38 94 125 174 198:
Old : 275: 59 56 38 94 125 174 198:
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 : 19.4 20.8 32.3 31.3 19.4 20.8 31.6 29.3
Old : 19.4 20.8 32.3 31.3 19.4 20.8 31.6 29.3
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, July 07, 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 : 3,389,741: 428,520 430,005 396,979 2,239,874 2,115,240 3,065,373 2,942,224: 324,368 447,517
Old : 3,389,741: 428,520 430,005 396,979 2,239,874 2,115,240 3,065,373 2,942,224: 324,368 447,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 69,201: -28,025 -24,957 45,643 33,124 46,751 50,742 67,437: 18,459 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.7 11.7 66.1 62.4 90.4 86.8: 9.6 13.2
Old : 100.0: 12.6 12.7 11.7 66.1 62.4 90.4 86.8: 9.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 63 114 101 173 195 304 342:
Old : 399: 63 114 101 173 195 304 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.2 38.9 24.1 27.1 13.9 33.1 19.2
Old : 29.9 16.2 38.9 24.1 27.1 13.9 33.1 19.2
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, July 07, 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 : 2,332,392: 355,460 430,215 177,896 1,522,937 1,364,588 2,056,293 1,972,700: 276,099 359,692
Old : 2,332,392: 355,460 430,215 177,896 1,522,937 1,364,588 2,056,293 1,972,700: 276,099 359,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 52,326: 7,560 10,722 11,034 6,934 36,468 25,528 58,224: 26,798 -5,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 18.4 7.6 65.3 58.5 88.2 84.6: 11.8 15.4
Old : 100.0: 15.2 18.4 7.6 65.3 58.5 88.2 84.6: 11.8 15.4
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 : 277: 46 65 50 110 144 184 231:
Old : 277: 46 65 50 110 144 184 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 12.4 36.7 21.2 20.1 12.0 28.3 18.6
Old : 24.0 12.4 36.7 21.2 20.1 12.0 28.3 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, July 07, 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 : 882,143: 32,196 169,056 163,353 665,783 492,429 861,332 824,838: 20,810 57,305
Old : 882,143: 32,196 169,056 163,353 665,783 492,429 861,332 824,838: 20,810 57,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -40,620: -871 -6,903 -15,781 -20,787 -19,057 -37,439 -41,741: -3,182 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.2 18.5 75.5 55.8 97.6 93.5: 2.4 6.5
Old : 100.0: 3.6 19.2 18.5 75.5 55.8 97.6 93.5: 2.4 6.5
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 : 132: 15 47 32 53 67 87 129:
Old : 132: 15 47 32 53 67 87 129:
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 : 48.6 17.5 60.6 28.8 34.8 13.8 41.7 19.3
Old : 48.6 17.5 60.6 28.8 34.8 13.8 41.7 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, July 07, 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 : 44,791: 9,585 9,087 648 28,117 28,837 38,350 38,573: 6,440 6,218
Old : 44,791: 9,585 9,087 648 28,117 28,837 38,350 38,573: 6,440 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,206: 715 -22 -736 -989 -1,202 -1,011 -1,961: -195 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.3 1.4 62.8 64.4 85.6 86.1: 14.4 13.9
Old : 100.0: 21.4 20.3 1.4 62.8 64.4 85.6 86.1: 14.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 28 14 5 32 24 61 42:
Old : 88: 28 14 5 32 24 61 42:
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 : 33.7 43.5 46.1 60.2 33.7 43.4 46.1 59.6
Old : 33.7 43.5 46.1 60.2 33.7 43.4 46.1 59.6
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, July 07, 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 : 89,582: 19,170 18,174 1,297 56,234 57,675 76,701 77,145: 12,881 12,436
Old : 89,582: 19,170 18,174 1,297 56,234 57,675 76,701 77,145: 12,881 12,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,411: 1,429 -45 -1,473 -1,978 -2,404 -2,021 -3,921: -390 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.3 1.4 62.8 64.4 85.6 86.1: 14.4 13.9
Old : 100.0: 21.4 20.3 1.4 62.8 64.4 85.6 86.1: 14.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 28 14 5 32 24 61 42:
Old : 88: 28 14 5 32 24 61 42:
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 : 33.7 43.5 46.1 60.2 33.7 43.4 46.1 59.6
Old : 33.7 43.5 46.1 60.2 33.7 43.4 46.1 59.6
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, July 07, 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 : 20,865: 17,303 19,294 864 2,492 678 20,659 20,836: 206 29
Old : 20,865: 17,303 19,294 864 2,492 678 20,659 20,836: 206 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,813: -1,787 -1,800 -10 0 0 -1,797 -1,810: -16 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 92.5 4.1 11.9 3.2 99.0 99.9: 1.0 0.1
Old : 100.0: 82.9 92.5 4.1 11.9 3.2 99.0 99.9: 1.0 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 : 32: 17 13 2 2 1 20 15:
Old : 32: 17 13 2 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 : 72.9 67.9 91.1 87.2 71.4 67.9 86.1 84.6
Old : 72.9 67.9 91.1 87.2 71.4 67.9 86.1 84.6
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, July 07, 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 : 47,115: 37,855 22,346 21 9,119 24,654 46,995 47,021: 120 94
Old : 47,115: 37,855 22,346 21 9,119 24,654 46,995 47,021: 120 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 1,544: 1,087 1,574 0 479 -62 1,566 1,512: -22 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 47.4 0.0 19.4 52.3 99.7 99.8: 0.3 0.2
Old : 100.0: 80.3 47.4 0.0 19.4 52.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 17 1 4 16 10 34:
Old : 43: 6 17 1 4 16 10 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 : 95.9 57.0 99.5 75.0 95.9 57.0 99.5 75.0
Old : 95.9 57.0 99.5 75.0 95.9 57.0 99.5 75.0
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, July 07, 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 : 33,388: 27,057 11,669 729 5,517 20,834 33,303 33,232: 85 156
Old : 33,388: 27,057 11,669 729 5,517 20,834 33,303 33,232: 85 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 895: 91 -742 502 331 1,077 924 837: -29 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 34.9 2.2 16.5 62.4 99.7 99.5: 0.3 0.5
Old : 100.0: 81.0 34.9 2.2 16.5 62.4 99.7 99.5: 0.3 0.5
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 : 36: 10 13 2 2 11 12 26:
Old : 36: 10 13 2 2 11 12 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 : 97.0 68.8 99.3 82.6 94.9 68.8 97.1 82.6
Old : 97.0 68.8 99.3 82.6 94.9 68.8 97.1 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015