WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,539 COMMITMENTS 92,228 96,233 63,868 260,854 235,201 416,950 395,302 37,589 59,237 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,364) -7,873 6,294 -1,545 7,488 -8,254 -1,930 -3,505 566 2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 21.2 14.1 57.4 51.7 91.7 87.0 8.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 122 140 155 88 131 315 346 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,421,489 COMMITMENTS 527,969 112,425 158,778 578,252 925,849 1264999 1197052 156,490 224,437 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -24,491) -7,121 -1,000 -4,428 -12,871 -23,912 -24,420 -29,340 -71 4,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 7.9 11.2 40.7 65.1 89.0 84.2 11.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846) 252 135 185 218 387 552 648 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,032 COMMITMENTS 3,057 932 77 5,836 9,743 8,970 10,752 3,062 1,280 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -501) -112 19 0 -240 -561 -352 -542 -149 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 7.7 0.6 48.5 81.0 74.6 89.4 25.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 5 3 19 11 36 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,195 COMMITMENTS 167,312 55,589 68,035 263,988 341,959 499,335 465,583 45,860 79,612 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -6,431) 360 2,989 -3,592 -430 -4,669 -3,662 -5,272 -2,769 -1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 10.2 12.5 48.4 62.7 91.6 85.4 8.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519) 152 126 153 124 190 370 407 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,463 COMMITMENTS 22,736 3,108 107 3 6,404 22,846 9,619 2,617 15,844 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 211) 225 142 -9 0 54 216 187 -5 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.3 12.2 0.4 0.0 25.2 89.7 37.8 10.3 62.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 8 7 1 19 19 34 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,777 COMMITMENTS 85,758 43,862 35,594 157,703 203,810 279,055 283,266 31,722 27,511 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,436) -110 3,069 -663 5,234 -1,440 4,461 966 -2,025 1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 14.1 11.5 50.7 65.6 89.8 91.1 10.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 79 57 69 66 63 187 164 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 721,053 COMMITMENTS 116,448 130,340 14,685 418,869 425,679 550,002 570,704 171,051 150,349 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 60,417) 7,504 8,998 3,231 40,270 44,422 51,005 56,651 9,412 3,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 18.1 2.0 58.1 59.0 76.3 79.1 23.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 32 30 24 72 75 114 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 344,499 COMMITMENTS 44,943 62,683 791 231,691 234,858 277,425 298,332 67,074 46,167 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 25,178) -4,767 5,709 31 21,946 19,081 17,210 24,821 7,968 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 18.2 0.2 67.3 68.2 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 12 4 37 33 45 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,127 COMMITMENTS 868 94 979 5,740 6,715 7,587 7,788 540 339 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 344) -16 -64 61 163 514 208 511 136 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.2 12.0 70.6 82.6 93.4 95.8 6.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 3 8 20 26 31 35 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 227,912 COMMITMENTS 52,564 24,625 34,425 104,340 145,030 191,329 204,080 36,583 23,832 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,846) -2,816 256 144 -630 -2,808 -3,302 -2,408 1,456 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 10.8 15.1 45.8 63.6 83.9 89.5 16.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 58 30 53 65 60 157 133 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,755 COMMITMENTS 6,746 2,541 1,132 9,206 17,277 17,084 20,950 5,671 1,805 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 338) 56 143 175 414 -107 645 211 -307 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 11.2 5.0 40.5 75.9 75.1 92.1 24.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 46 12 13 24 18 74 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,060,067 COMMITMENTS 354,569 145,215 22,370 562,687 720,191 939,626 887,776 120,441 172,291 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 13,193) -13,838 -4,590 3,637 17,473 -779 7,272 -1,732 5,921 14,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 13.7 2.1 53.1 67.9 88.6 83.7 11.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 57 50 22 95 135 161 199 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,013 COMMITMENTS 226,464 376,508 38,508 1324194 1124856 1589166 1539872 304,847 354,141 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 142,447) 28,713 46,957 7,635 106,727 97,910 143,075 152,502 -628 -10,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 19.9 2.0 69.9 59.4 83.9 81.3 16.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 40 76 28 106 146 163 233 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,560,449 COMMITMENTS 419,594 154,044 30,277 884,256 1081763 1334127 1266084 226,322 294,365 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 56,409) 13,765 9,532 14,179 22,274 42,955 50,218 66,666 6,191 -10,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 9.9 1.9 56.7 69.3 85.5 81.1 14.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 43 40 24 95 114 146 170 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 699,377 COMMITMENTS 84,875 74,178 96,436 481,540 476,770 662,851 647,384 36,526 51,993 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,757) -8,146 8,841 -1,326 26,155 9,950 16,683 17,465 1,074 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 10.6 13.8 68.9 68.2 94.8 92.6 5.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 21 34 37 62 73 105 129 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,478 COMMITMENTS 16,513 3,181 3,207 41,201 57,916 60,921 64,303 16,557 13,175 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 16,978) -8,810 -1,560 3,018 13,877 8,601 8,085 10,058 8,893 6,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 4.1 4.1 53.2 74.8 78.6 83.0 21.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 31 8 9 38 31 75 47 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 24,357 COMMITMENTS 2,819 1,405 8 12,123 20,496 14,950 21,909 9,407 2,448 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 5.8 0.0 49.8 84.1 61.4 89.9 38.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 3 9 6 16 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,241 COMMITMENTS 33,530 9,694 255 58,156 74,839 91,941 84,788 14,300 21,453 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -14,758) -17,115 212 -123 3,508 -23,791 -13,730 -23,702 -1,028 8,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 9.1 0.2 54.7 70.4 86.5 79.8 13.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 32 10 4 33 28 67 40 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,001 COMMITMENTS 4,624 1,330 672 1,584 5,999 6,880 8,001 1,121 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -83) 27 -12 -37 0 -25 -10 -74 -73 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 16.6 8.4 19.8 75.0 86.0 100.0 14.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 6 1 1 4 15 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,569 COMMITMENTS 2,479 1,091 3 8,713 10,384 11,195 11,478 374 91 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 186) 1,343 -30 0 -1,263 222 80 192 106 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 9.4 0.0 75.3 89.8 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 7 1 7 13 13 21 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,564 COMMITMENTS 3,555 1,430 0 24,614 27,103 28,169 28,533 395 31 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 335) 151 350 0 68 17 219 367 116 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 5.0 0.0 86.2 94.9 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 6 0 7 14 15 20
Updated May 20, 2011