WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 460,407: 99,002 85,884 69,442 250,155 245,817 418,599 401,143: 41,808 59,264
Old : 412,726: 98,157 90,009 48,125 230,663 227,055 376,945 365,189: 35,781 47,537
Other: 47,681: 13,525 8,555 8,637 19,492 18,762 41,654 35,954: 6,027 11,727
: : :
: : Changes in Commitments from: May 17, 2011 :
: 5,868: 6,774 -10,349 5,574 -10,699 10,616 1,649 5,841: 4,219 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.7 15.1 54.3 53.4 90.9 87.1: 9.1 12.9
Old : 100.0: 23.8 21.8 11.7 55.9 55.0 91.3 88.5: 8.7 11.5
Other: 100.0: 28.4 17.9 18.1 40.9 39.3 87.4 75.4: 12.6 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 132 138 154 88 131 318 349:
Old : 430: 131 149 136 81 124 295 336:
Other: 189: 43 43 19 36 88 94 140:
:----------------------------------------------------------------------------------------------------
: 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 19.3 35.9 26.0 19.6 15.1 32.5 20.7
Old : 22.9 21.4 38.3 28.6 21.8 18.0 35.7 24.6
Other: 31.3 22.1 46.6 30.6 25.6 14.4 37.8 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,405,435: 532,190 92,731 147,948 567,770 945,177 1,247,908 1,185,856: 157,527 219,579
Old : 753,917: 301,735 94,747 58,348 311,943 505,514 672,026 658,609: 81,891 95,308
Other: 651,518: 283,803 51,332 36,252 255,827 439,663 575,882 527,247: 75,636 124,271
: : :
: : Changes in Commitments from: May 17, 2011 :
: -16,054: 4,221 -19,694 -10,830 -10,482 19,328 -17,091 -11,196: 1,037 -4,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 6.6 10.5 40.4 67.3 88.8 84.4: 11.2 15.6
Old : 100.0: 40.0 12.6 7.7 41.4 67.1 89.1 87.4: 10.9 12.6
Other: 100.0: 43.6 7.9 5.6 39.3 67.5 88.4 80.9: 11.6 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 851: 262 128 185 219 395 561 645:
Old : 790: 226 137 107 161 358 443 549:
Other: 733: 196 117 83 148 355 383 521:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.6 20.8 18.2 12.1 10.4 18.3 16.3
Old : 16.8 16.0 24.4 22.2 16.7 15.2 23.5 21.2
Other: 15.1 11.8 24.8 17.8 14.2 11.4 22.6 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,480: 3,155 951 427 5,580 9,667 9,162 11,045: 3,318 1,435
Old : 12,479: 3,154 951 427 5,580 9,667 9,161 11,045: 3,318 1,434
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 17, 2011 :
: 448: 98 19 350 -256 -76 192 293: 256 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.6 3.4 44.7 77.5 73.4 88.5: 26.6 11.5
Old : 100.0: 25.3 7.6 3.4 44.7 77.5 73.4 88.5: 26.6 11.5
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 5 3 18 11 36 19:
Old : 44: 18 5 3 18 11 36 19:
Other: 1: 1 0 0 0 0 1 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 : 26.9 57.9 44.4 74.6 26.1 51.8 37.5 67.4
Old : 26.9 57.9 44.4 74.6 26.1 51.8 37.5 67.4
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 554,958: 178,161 58,010 67,303 260,624 350,510 506,088 475,823: 48,870 79,135
Old : 264,706: 113,541 31,760 11,271 113,127 194,273 237,939 237,304: 26,767 27,402
Other: 290,252: 95,008 56,638 25,644 147,497 156,237 268,149 238,519: 22,103 51,733
: : :
: : Changes in Commitments from: May 17, 2011 :
: 9,763: 10,849 2,421 -732 -3,364 8,551 6,753 10,240: 3,010 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.5 12.1 47.0 63.2 91.2 85.7: 8.8 14.3
Old : 100.0: 42.9 12.0 4.3 42.7 73.4 89.9 89.6: 10.1 10.4
Other: 100.0: 32.7 19.5 8.8 50.8 53.8 92.4 82.2: 7.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 179 110 157 113 183 381 393:
Old : 475: 169 107 73 75 154 277 308:
Other: 418: 115 102 84 84 167 252 311:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 19.7 25.3 28.0 13.9 17.2 21.5 23.5
Old : 19.4 32.6 29.8 43.8 18.7 29.7 28.8 40.9
Other: 22.7 14.3 32.8 21.7 22.2 12.4 31.9 19.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,220: 23,223 3,376 88 3 6,507 23,314 9,971: 2,906 16,249
Old : 4,736: 2,872 1,238 8 3 788 2,883 2,034: 1,853 2,702
Other: 21,484: 20,381 2,168 50 0 5,719 20,431 7,937: 1,053 13,547
: : :
: : Changes in Commitments from: May 17, 2011 :
: 757: 487 268 -19 0 103 468 352: 289 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 12.9 0.3 0.0 24.8 88.9 38.0: 11.1 62.0
Old : 100.0: 60.6 26.1 0.2 0.1 16.6 60.9 42.9: 39.1 57.1
Other: 100.0: 94.9 10.1 0.2 0.0 26.6 95.1 36.9: 4.9 63.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 9 7 1 19 20 34:
Old : 44: 16 10 2 1 18 17 30:
Other: 42: 16 7 5 0 19 16 31:
:----------------------------------------------------------------------------------------------------
: 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 : 59.8 14.0 77.2 20.4 59.6 14.0 77.0 20.4
Old : 32.8 23.3 48.7 34.8 32.6 23.3 48.5 34.8
Other: 66.2 12.6 85.5 19.5 66.0 12.6 85.3 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,766: 91,927 39,688 39,196 150,566 212,323 281,689 291,207: 36,077 26,559
Old : 201,416: 66,275 42,713 19,137 90,959 118,496 176,371 180,346: 25,045 21,070
Other: 116,350: 36,584 7,907 9,127 59,607 93,827 105,318 110,861: 11,032 5,489
: : :
: : Changes in Commitments from: May 17, 2011 :
: 6,989: 6,169 -4,174 3,602 -7,137 8,513 2,634 7,941: 4,355 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 12.5 12.3 47.4 66.8 88.6 91.6: 11.4 8.4
Old : 100.0: 32.9 21.2 9.5 45.2 58.8 87.6 89.5: 12.4 10.5
Other: 100.0: 31.4 6.8 7.8 51.2 80.6 90.5 95.3: 9.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 91 60 81 67 68 212 178:
Old : 255: 84 78 54 61 60 184 158:
Other: 153: 61 26 24 47 42 116 84:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 32.0 22.8 43.7 12.5 27.8 20.7 38.8
Old : 17.0 28.0 27.3 37.0 16.6 27.5 26.6 36.2
Other: 18.4 52.2 34.0 66.4 18.0 45.8 31.6 59.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 774,703: 112,354 145,777 16,654 469,772 458,357 598,780 620,788: 175,923 153,915
Old : 774,703: 112,354 145,777 16,654 469,772 458,357 598,780 620,788: 175,923 153,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 53,650: -4,094 15,437 1,969 50,903 32,678 48,778 50,084: 4,872 3,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.8 2.1 60.6 59.2 77.3 80.1: 22.7 19.9
Old : 100.0: 14.5 18.8 2.1 60.6 59.2 77.3 80.1: 22.7 19.9
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 : 158: 26 33 20 73 73 108 117:
Old : 158: 26 33 20 73 73 108 117:
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 : 19.5 21.2 30.0 31.3 19.4 18.7 29.1 26.6
Old : 19.5 21.2 30.0 31.3 19.4 18.7 29.1 26.6
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 363,360: 43,439 53,437 4,882 231,863 254,538 280,184 312,857: 83,176 50,503
Old : 363,360: 43,439 53,437 4,882 231,863 254,538 280,184 312,857: 83,176 50,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 18,861: -1,504 -9,246 4,091 172 19,680 2,759 14,525: 16,102 4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.7 1.3 63.8 70.1 77.1 86.1: 22.9 13.9
Old : 100.0: 12.0 14.7 1.3 63.8 70.1 77.1 86.1: 22.9 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 : 60: 5 10 5 33 30 41 42:
Old : 60: 5 10 5 33 30 41 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 : 25.5 47.7 45.5 61.6 24.0 47.7 42.3 61.5
Old : 25.5 47.7 45.5 61.6 24.0 47.7 42.3 61.5
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,505: 910 149 755 6,382 7,178 8,047 8,082: 458 423
Old : 8,505: 910 149 755 6,382 7,178 8,047 8,082: 458 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 378: 42 55 -224 642 463 460 294: -82 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.8 8.9 75.0 84.4 94.6 95.0: 5.4 5.0
Old : 100.0: 10.7 1.8 8.9 75.0 84.4 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 4 7 19 25 30 34:
Old : 40: 8 4 7 19 25 30 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 : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0
Old : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,569: 57,636 22,503 36,152 94,252 146,952 188,040 205,607: 39,529 21,962
Old : 145,093: 56,308 21,334 8,613 51,806 98,738 116,727 128,685: 28,366 16,408
Other: 82,476: 16,505 16,346 12,362 42,446 48,214 71,313 76,922: 11,163 5,554
: : :
: : Changes in Commitments from: May 17, 2011 :
: -343: 5,072 -2,122 1,727 -10,088 1,922 -3,289 1,527: 2,946 -1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.9 15.9 41.4 64.6 82.6 90.3: 17.4 9.7
Old : 100.0: 38.8 14.7 5.9 35.7 68.1 80.4 88.7: 19.6 11.3
Other: 100.0: 20.0 19.8 15.0 51.5 58.5 86.5 93.3: 13.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 68 28 55 65 62 165 134:
Old : 189: 71 35 37 55 56 147 112:
Other: 127: 29 28 23 51 40 93 80:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 35.7 20.4 44.3 7.6 28.4 13.7 35.2
Old : 11.0 41.5 20.4 51.5 10.7 40.9 19.3 50.8
Other: 26.9 30.3 40.3 48.2 17.9 25.5 30.4 38.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,401: 7,259 2,068 1,094 8,978 17,475 17,331 20,637: 5,070 1,764
Old : 14,900: 6,619 1,634 0 5,012 12,350 11,631 13,984: 3,269 916
Other: 7,501: 1,100 894 634 3,966 5,125 5,700 6,653: 1,801 848
: : :
: : Changes in Commitments from: May 17, 2011 :
: -354: 513 -473 -38 -228 198 247 -313: -601 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.2 4.9 40.1 78.0 77.4 92.1: 22.6 7.9
Old : 100.0: 44.4 11.0 0.0 33.6 82.9 78.1 93.9: 21.9 6.1
Other: 100.0: 14.7 11.9 8.5 52.9 68.3 76.0 88.7: 24.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 12 14 25 19 77 42:
Old : 89: 46 12 0 15 16 61 28:
Other: 51: 12 13 9 16 15 33 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 : 20.7 52.4 33.4 65.6 20.3 47.3 31.2 60.1
Old : 24.5 61.3 37.8 77.8 24.5 61.3 37.8 77.8
Other: 44.9 46.6 57.2 62.8 44.8 44.5 54.7 59.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,103,772: 370,257 156,099 25,535 588,569 759,364 984,361 940,998: 119,411 162,774
Old : 1,103,772: 370,257 156,099 25,535 588,569 759,364 984,361 940,998: 119,411 162,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 43,705: 15,688 10,884 3,165 25,882 39,173 44,735 53,222: -1,030 -9,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 14.1 2.3 53.3 68.8 89.2 85.3: 10.8 14.7
Old : 100.0: 33.5 14.1 2.3 53.3 68.8 89.2 85.3: 10.8 14.7
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 : 261: 51 52 27 91 133 158 196:
Old : 261: 51 52 27 91 133 158 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.1 39.3 26.3 26.8 14.8 36.8 21.8
Old : 27.3 18.1 39.3 26.3 26.8 14.8 36.8 21.8
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,943,353: 225,486 309,401 48,659 1,324,584 1,195,530 1,598,729 1,553,590: 344,624 389,763
Old : 1,943,353: 225,486 309,401 48,659 1,324,584 1,195,530 1,598,729 1,553,590: 344,624 389,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 49,340: -978 -67,107 10,151 390 70,674 9,563 13,718: 39,777 35,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.9 2.5 68.2 61.5 82.3 79.9: 17.7 20.1
Old : 100.0: 11.6 15.9 2.5 68.2 61.5 82.3 79.9: 17.7 20.1
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 : 256: 33 61 32 107 132 157 209:
Old : 256: 33 61 32 107 132 157 209:
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 : 26.8 21.9 35.2 32.3 23.8 18.4 31.2 25.5
Old : 26.8 21.9 35.2 32.3 23.8 18.4 31.2 25.5
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,515,861: 408,598 123,068 21,257 837,635 1,047,777 1,267,490 1,192,102: 248,371 323,759
Old : 1,515,861: 408,598 123,068 21,257 837,635 1,047,777 1,267,490 1,192,102: 248,371 323,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -44,588: -10,996 -30,976 -9,020 -46,621 -33,986 -66,637 -73,982: 22,049 29,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.1 1.4 55.3 69.1 83.6 78.6: 16.4 21.4
Old : 100.0: 27.0 8.1 1.4 55.3 69.1 83.6 78.6: 16.4 21.4
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 : 202: 36 38 20 83 107 130 154:
Old : 202: 36 38 20 83 107 130 154:
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 21.6 35.4 30.9 22.8 20.0 33.6 28.0
Old : 22.8 21.6 35.4 30.9 22.8 20.0 33.6 28.0
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 714,235: 85,123 75,664 92,971 497,541 490,885 675,635 659,520: 38,600 54,715
Old : 714,235: 85,123 75,664 92,971 497,541 490,885 675,635 659,520: 38,600 54,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 14,858: 248 1,486 -3,465 16,001 14,115 12,784 12,136: 2,074 2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.6 13.0 69.7 68.7 94.6 92.3: 5.4 7.7
Old : 100.0: 11.9 10.6 13.0 69.7 68.7 94.6 92.3: 5.4 7.7
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 : 145: 26 32 38 64 75 110 132:
Old : 145: 26 32 38 64 75 110 132:
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 : 38.4 24.8 51.4 34.9 26.6 12.0 31.0 17.5
Old : 38.4 24.8 51.4 34.9 26.6 12.0 31.0 17.5
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,677: 15,744 3,180 3,696 41,916 57,678 61,355 64,553: 16,322 13,124
Old : 77,677: 15,744 3,180 3,696 41,916 57,678 61,355 64,553: 16,322 13,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 199: -770 -2 490 715 -238 435 250: -236 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 4.1 4.8 54.0 74.3 79.0 83.1: 21.0 16.9
Old : 100.0: 20.3 4.1 4.8 54.0 74.3 79.0 83.1: 21.0 16.9
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 : 106: 30 9 13 41 33 79 53:
Old : 106: 30 9 13 41 33 79 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 : 21.8 39.8 35.3 57.1 16.2 33.5 24.2 45.9
Old : 21.8 39.8 35.3 57.1 16.2 33.5 24.2 45.9
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-124601
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,441: 3,084 1,452 9 12,123 20,494 15,216 21,955: 9,225 2,486
Old : 24,441: 3,084 1,452 9 12,123 20,494 15,216 21,955: 9,225 2,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 84: 265 47 1 0 -2 266 46: -182 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.9 0.0 49.6 83.9 62.3 89.8: 37.7 10.2
Old : 100.0: 12.6 5.9 0.0 49.6 83.9 62.3 89.8: 37.7 10.2
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 : 23: 5 5 4 9 6 17 12:
Old : 23: 5 5 4 9 6 17 12:
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 : 42.2 79.8 55.8 86.7 42.2 78.8 55.8 85.6
Old : 42.2 79.8 55.8 86.7 42.2 78.8 55.8 85.6
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,471: 32,483 10,619 210 59,585 74,367 92,278 85,196: 14,193 21,275
Old : 106,471: 32,483 10,619 210 59,585 74,367 92,278 85,196: 14,193 21,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 230: -1,047 925 -45 1,429 -472 337 408: -107 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.0 0.2 56.0 69.8 86.7 80.0: 13.3 20.0
Old : 100.0: 30.5 10.0 0.2 56.0 69.8 86.7 80.0: 13.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 32 11 10 36 30 72 47:
Old : 102: 32 11 10 36 30 72 47:
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 : 29.3 40.1 43.6 55.2 28.9 40.1 43.3 55.1
Old : 29.3 40.1 43.6 55.2 28.9 40.1 43.3 55.1
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 - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,057: 4,626 1,303 672 1,559 5,957 6,857 7,932: 1,200 125
Old : 8,057: 4,626 1,303 672 1,559 5,957 6,857 7,932: 1,200 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 56: 2 -27 0 -25 -42 -23 -69: 79 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 16.2 8.3 19.3 73.9 85.1 98.4: 14.9 1.6
Old : 100.0: 57.4 16.2 8.3 19.3 73.9 85.1 98.4: 14.9 1.6
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 : 22: 13 5 1 1 3 15 8:
Old : 22: 13 5 1 1 3 15 8:
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 89.4 71.3 98.4 44.7 81.1 68.3 90.1
Old : 46.2 89.4 71.3 98.4 44.7 81.1 68.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,907: 3,972 975 3 9,576 12,838 13,551 13,816: 356 91
Old : 13,907: 3,972 975 3 9,576 12,838 13,551 13,816: 356 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,338: 1,493 -116 0 863 2,454 2,356 2,338: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.0 0.0 68.9 92.3 97.4 99.3: 2.6 0.7
Old : 100.0: 28.6 7.0 0.0 68.9 92.3 97.4 99.3: 2.6 0.7
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 : 32: 7 7 1 7 13 14 21:
Old : 32: 7 7 1 7 13 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 81.4 94.5 90.5 79.8 81.4 93.5 90.3
Old : 80.9 81.4 94.5 90.5 79.8 81.4 93.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,745: 3,097 869 38 25,230 27,787 28,365 28,694: 380 51
Old : 28,745: 3,097 869 38 25,230 27,787 28,365 28,694: 380 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 181: -458 -561 38 616 684 196 161: -15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.0 0.1 87.8 96.7 98.7 99.8: 1.3 0.2
Old : 100.0: 10.8 3.0 0.1 87.8 96.7 98.7 99.8: 1.3 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 : 35: 10 5 1 7 15 17 21:
Old : 35: 10 5 1 7 15 17 21:
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 : 91.7 70.5 96.9 90.8 90.8 70.5 95.9 90.8
Old : 91.7 70.5 96.9 90.8 90.8 70.5 95.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011