WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,560 COMMITMENTS 100,869 84,872 71,538 243,116 240,013 415,523 396,423 41,037 60,137 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,847) 1,867 -1,012 2,096 -7,039 -5,804 -3,076 -4,720 -771 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 18.6 15.7 53.2 52.6 91.0 86.8 9.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 131 141 159 89 127 322 348 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,435,358 COMMITMENTS 554,915 91,397 155,088 564,065 959,110 1274068 1205595 161,290 229,763 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 29,923) 22,725 -1,334 7,140 -3,705 13,933 26,160 19,739 3,763 10,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 6.4 10.8 39.3 66.8 88.8 84.0 11.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 856) 268 134 197 216 383 575 643 MINI CORN - CHICAGO BOARD OF TRADE Code-002603 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,387 COMMITMENTS 16,309 1,604 96 9 3,842 16,414 5,542 3,973 14,845 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.0 7.9 0.5 0.0 18.8 80.5 27.2 19.5 72.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 7 3 8 14 16 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,706 COMMITMENTS 3,429 759 674 5,522 10,076 9,625 11,509 3,081 1,197 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 226) 274 -192 247 -58 409 463 464 -237 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 6.0 5.3 43.5 79.3 75.8 90.6 24.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 20 4 3 16 11 36 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,376 COMMITMENTS 185,872 61,003 78,112 259,168 359,281 523,152 498,396 55,224 79,980 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 23,418) 7,711 2,993 10,809 -1,456 8,771 17,064 22,573 6,354 845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 10.5 13.5 44.8 62.1 90.5 86.2 9.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 192 113 156 111 188 386 404 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 27,076 COMMITMENTS 24,288 3,943 87 3 6,638 24,378 10,668 2,698 16,408 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 856) 1,065 567 -1 0 131 1,064 697 -208 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.7 14.6 0.3 0.0 24.5 90.0 39.4 10.0 60.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 12 7 1 19 21 37 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 321,598 COMMITMENTS 97,202 34,715 39,699 145,598 219,607 282,499 294,021 39,099 27,577 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,832) 5,275 -4,973 503 -4,968 7,284 810 2,814 3,022 1,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 10.8 12.3 45.3 68.3 87.8 91.4 12.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 95 59 77 63 68 209 175 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 740,953 COMMITMENTS 112,276 148,277 6,592 448,653 438,052 567,521 592,921 173,432 148,032 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -33,750) -78 2,500 -10,062 -21,119 -20,305 -31,259 -27,867 -2,491 -5,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 20.0 0.9 60.6 59.1 76.6 80.0 23.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 26 34 8 74 73 104 111 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,832 COMMITMENTS 43,863 49,877 11,656 251,648 264,289 307,167 325,822 71,665 53,010 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 15,472) 424 -3,560 6,774 19,785 9,751 26,983 12,965 -11,511 2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 13.2 3.1 66.4 69.8 81.1 86.0 18.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 9 5 39 34 48 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,275 COMMITMENTS 921 113 745 6,040 6,921 7,706 7,779 569 496 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -230) 11 -36 -10 -342 -257 -341 -303 111 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.4 9.0 73.0 83.6 93.1 94.0 6.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 7 19 25 29 34 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 228,197 COMMITMENTS 57,345 26,132 36,752 92,819 140,185 186,916 203,069 41,281 25,128 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 628) -291 3,629 600 -1,433 -6,767 -1,124 -2,538 1,752 3,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 11.5 16.1 40.7 61.4 81.9 89.0 18.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 60 32 53 62 59 154 130 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,693 COMMITMENTS 7,162 2,026 1,095 8,330 16,971 16,587 20,092 5,106 1,601 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -708) -97 -42 1 -648 -504 -744 -545 36 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 9.3 5.0 38.4 78.2 76.5 92.6 23.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 42 12 13 24 19 73 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,046,815 COMMITMENTS 361,170 157,376 29,231 535,659 699,065 926,060 885,672 120,755 161,143 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -56,957) -9,087 1,277 3,696 -52,910 -60,299 -58,301 -55,326 1,344 -1,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 15.0 2.8 51.2 66.8 88.5 84.6 11.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 55 51 28 88 132 158 196 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,973,136 COMMITMENTS 258,916 337,488 49,650 1316861 1186553 1625427 1573691 347,709 399,445 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 29,783) 33,430 28,087 991 -7,723 -8,977 26,698 20,101 3,085 9,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 17.1 2.5 66.7 60.1 82.4 79.8 17.6 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 42 59 29 110 143 166 217 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,555,969 COMMITMENTS 444,979 112,131 32,725 830,346 1110564 1308050 1255420 247,919 300,549 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 40,108) 36,381 -10,937 11,468 -7,289 62,787 40,560 63,318 -452 -23,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 7.2 2.1 53.4 71.4 84.1 80.7 15.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 42 35 23 85 115 135 165 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 751,787 COMMITMENTS 76,482 84,501 96,047 537,549 508,747 710,078 689,295 41,709 62,492 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 37,552) -8,641 8,837 3,076 40,008 17,862 34,443 29,775 3,109 7,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 11.2 12.8 71.5 67.7 94.5 91.7 5.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 23 34 39 64 77 109 135 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 78,430 COMMITMENTS 16,735 3,186 3,948 42,021 57,847 62,703 64,980 15,727 13,450 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 753) 991 6 252 105 169 1,348 427 -595 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 4.1 5.0 53.6 73.8 79.9 82.9 20.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 30 9 10 38 32 76 49 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 24,315 COMMITMENTS 3,030 1,437 9 12,123 20,494 15,162 21,940 9,153 2,375 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -126) -54 -15 0 0 0 -54 -15 -72 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 5.9 0.0 49.9 84.3 62.4 90.2 37.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 4 9 6 17 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,229 COMMITMENTS 34,705 10,793 581 59,795 74,705 95,081 86,079 13,148 22,150 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,758) 2,222 174 371 210 338 2,803 883 -1,045 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 10.0 0.5 55.2 69.0 87.9 79.5 12.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 33 10 6 33 29 68 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,957 COMMITMENTS 4,427 1,337 672 1,645 5,828 6,744 7,837 1,213 120 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -100) -199 34 0 86 -129 -113 -95 13 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 16.8 8.4 20.7 73.2 84.8 98.5 15.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 5 1 2 3 16 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,823 COMMITMENTS 3,365 904 2 10,056 12,842 13,423 13,748 400 75 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -84) -607 -71 -1 480 4 -128 -68 44 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 6.5 0.0 72.7 92.9 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 6 1 9 13 16 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,377 COMMITMENTS 4,357 1,058 116 23,578 27,182 28,051 28,356 326 21 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -368) 1,260 189 78 -1,652 -605 -314 -338 -54 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 3.7 0.4 83.1 95.8 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 5 2 7 14 17 21
Updated June 3, 2011