WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 578,531: 102,768 79,641 141,961 292,215 298,625 536,944 520,227: 41,588 58,304
Old : 542,476: 102,914 85,520 123,838 279,154 284,076 505,906 493,434: 36,570 49,042
Other: 36,056: 11,568 5,836 6,409 13,061 14,549 31,038 26,794: 5,018 9,262
: : :
: : Changes in Commitments from: April 26, 2011 :
: -14,148: 369 6,897 -6,247 -6,602 -15,465 -12,480 -14,815: -1,668 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 13.8 24.5 50.5 51.6 92.8 89.9: 7.2 10.1
Old : 100.0: 19.0 15.8 22.8 51.5 52.4 93.3 91.0: 6.7 9.0
Other: 100.0: 32.1 16.2 17.8 36.2 40.4 86.1 74.3: 13.9 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 126 153 187 101 139 350 375:
Old : 445: 125 159 177 98 139 339 371:
Other: 165: 33 31 21 35 82 84 127:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 15.7 32.6 22.8 16.7 12.1 27.7 16.5
Old : 20.7 16.6 33.8 24.1 17.6 13.4 29.2 18.6
Other: 32.4 21.4 48.2 29.2 26.4 13.2 39.4 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 2,180,458: 460,452 93,477 684,591 821,097 1,128,604 1,966,140 1,906,672: 214,317 273,785
Old : 1,236,279: 268,393 116,555 371,113 477,263 623,776 1,116,768 1,111,443: 119,510 124,836
Other: 944,179: 269,161 54,024 236,376 343,834 504,828 849,372 795,229: 94,807 148,950
: : :
: : Changes in Commitments from: April 26, 2011 :
: -117,033: -35,885 -86 -43,891 -18,658 -51,330 -98,434 -95,307: -18,599 -21,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.3 31.4 37.7 51.8 90.2 87.4: 9.8 12.6
Old : 100.0: 21.7 9.4 30.0 38.6 50.5 90.3 89.9: 9.7 10.1
Other: 100.0: 28.5 5.7 25.0 36.4 53.5 90.0 84.2: 10.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 912: 284 144 308 295 428 700 781:
Old : 857: 241 164 253 245 403 597 713:
Other: 776: 206 129 189 216 389 509 629:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.2 18.8 16.9 9.0 6.4 13.2 10.0
Old : 13.1 14.6 21.3 20.0 12.1 11.1 17.9 15.4
Other: 14.2 11.2 22.4 17.1 10.3 7.8 16.8 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 15,016: 2,495 346 1,513 7,556 11,863 11,565 13,722: 3,451 1,293
Old : 15,015: 2,494 346 1,513 7,556 11,863 11,564 13,722: 3,451 1,292
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: April 26, 2011 :
: -89: -1,403 162 417 412 -1,053 -573 -474: 484 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 2.3 10.1 50.3 79.0 77.0 91.4: 23.0 8.6
Old : 100.0: 16.6 2.3 10.1 50.3 79.0 77.0 91.4: 23.0 8.6
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 : 45: 16 6 8 19 16 39 26:
Old : 45: 16 6 8 19 16 39 26:
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 : 28.1 55.2 43.2 74.3 23.7 46.2 33.2 60.3
Old : 28.1 55.2 43.2 74.3 23.7 46.2 33.2 60.3
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 with Delta-adjusted Options and Futures Combined, May 3, 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 : 798,347: 144,841 42,828 257,566 335,846 410,069 738,253 710,463: 60,094 87,884
Old : 392,325: 107,208 34,974 89,584 160,864 233,029 357,657 357,587: 34,668 34,738
Other: 406,023: 79,699 49,920 125,916 174,981 177,040 380,596 352,876: 25,426 53,146
: : :
: : Changes in Commitments from: April 26, 2011 :
: -19,826: -7,511 1,142 -13,539 3,644 -4,126 -17,406 -16,523: -2,420 -3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 5.4 32.3 42.1 51.4 92.5 89.0: 7.5 11.0
Old : 100.0: 27.3 8.9 22.8 41.0 59.4 91.2 91.1: 8.8 8.9
Other: 100.0: 19.6 12.3 31.0 43.1 43.6 93.7 86.9: 6.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 200 122 217 131 207 425 471:
Old : 509: 175 118 151 94 190 329 404:
Other: 455: 125 125 136 105 179 301 372:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 17.2 26.5 25.4 11.5 11.0 17.0 15.9
Old : 18.1 25.0 27.4 34.6 17.1 20.2 23.8 29.5
Other: 20.1 14.8 29.1 24.1 15.4 9.0 21.5 13.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 24,941: 22,235 2,646 120 5 6,333 22,360 9,099: 2,581 15,842
Old : 3,948: 2,298 585 12 5 759 2,315 1,356: 1,633 2,592
Other: 20,993: 19,968 2,092 77 0 5,574 20,045 7,743: 948 13,250
: : :
: : Changes in Commitments from: April 26, 2011 :
: -33: 27 127 -27 0 254 0 354: -33 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 10.6 0.5 0.0 25.4 89.7 36.5: 10.3 63.5
Old : 100.0: 58.2 14.8 0.3 0.1 19.2 58.6 34.3: 41.4 65.7
Other: 100.0: 95.1 10.0 0.4 0.0 26.6 95.5 36.9: 4.5 63.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 7 7 2 19 18 33:
Old : 39: 14 8 3 2 17 16 28:
Other: 42: 16 7 6 0 19 16 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 : 62.1 13.2 79.6 19.7 61.9 13.2 79.4 19.7
Old : 41.0 21.6 53.2 27.8 40.7 21.6 53.0 27.8
Other: 66.3 12.3 85.4 19.2 66.1 12.3 85.2 19.2
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 12,234: 967 9,019 2,310 8,122 560 11,399 11,889: 835 345
Old : 11,176: 967 8,963 1,373 8,122 560 10,462 10,896: 714 280
Other: 1,058: 526 583 410 0 0 936 993: 121 65
: : :
: : Changes in Commitments from: April 26, 2011 :
: 84: 1 114 -143 190 65 49 36: 35 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 73.7 18.9 66.4 4.6 93.2 97.2: 6.8 2.8
Old : 100.0: 8.7 80.2 12.3 72.7 5.0 93.6 97.5: 6.4 2.5
Other: 100.0: 49.8 55.1 38.8 0.0 0.0 88.5 93.8: 11.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 5 7 13 7 27 14:
Old : 28: 9 5 7 13 7 27 14:
Other: 3: 2 1 3 0 0 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 88.1 77.1 96.7 54.6 70.6 62.7 73.9
Old : 65.2 87.5 77.1 97.0 59.7 76.8 68.6 80.3
Other: 88.5 93.8 88.5 93.8 49.8 55.1 49.8 55.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 393,035: 88,851 34,138 86,039 180,807 245,610 355,698 365,787: 37,337 27,248
Old : 263,203: 66,792 39,276 48,323 119,921 153,814 235,036 241,414: 28,167 21,789
Other: 129,832: 36,191 8,993 23,584 60,887 91,796 120,662 124,373: 9,171 5,459
: : :
: : Changes in Commitments from: April 26, 2011 :
: -16,227: -7,460 -1,221 -3,652 -3,162 -13,197 -14,274 -18,069: -1,953 1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.7 21.9 46.0 62.5 90.5 93.1: 9.5 6.9
Old : 100.0: 25.4 14.9 18.4 45.6 58.4 89.3 91.7: 10.7 8.3
Other: 100.0: 27.9 6.9 18.2 46.9 70.7 92.9 95.8: 7.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 90 57 88 66 69 207 183:
Old : 244: 88 71 74 61 64 189 174:
Other: 140: 52 24 36 47 43 117 87:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 30.0 22.2 44.1 9.6 23.2 16.3 31.5
Old : 16.1 25.5 26.3 37.8 13.1 20.5 19.9 27.1
Other: 18.4 46.3 31.6 61.5 16.3 39.7 28.4 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 674,247: 85,837 112,109 35,847 387,297 365,081 508,980 513,037: 165,267 161,210
Old : 674,247: 85,837 112,109 35,847 387,297 365,081 508,980 513,037: 165,267 161,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 39,730: 20,514 6,845 8,009 942 22,898 29,464 37,751: 10,266 1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.6 5.3 57.4 54.1 75.5 76.1: 24.5 23.9
Old : 100.0: 12.7 16.6 5.3 57.4 54.1 75.5 76.1: 24.5 23.9
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 : 157: 34 30 34 74 69 121 120:
Old : 157: 34 30 34 74 69 121 120:
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 : 19.1 18.3 28.2 27.9 18.7 17.6 26.4 26.1
Old : 19.1 18.3 28.2 27.9 18.7 17.6 26.4 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 322,812: 50,109 55,617 2,118 206,133 218,922 258,360 276,657: 64,452 46,156
Old : 322,812: 50,109 55,617 2,118 206,133 218,922 258,360 276,657: 64,452 46,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 1,428: 6,750 -1,218 381 393 2,046 7,524 1,209: -6,096 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.2 0.7 63.9 67.8 80.0 85.7: 20.0 14.3
Old : 100.0: 15.5 17.2 0.7 63.9 67.8 80.0 85.7: 20.0 14.3
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 : 66: 7 11 4 36 34 45 47:
Old : 66: 7 11 4 36 34 45 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 : 26.7 48.1 47.2 60.7 25.0 47.6 43.5 59.7
Old : 26.7 48.1 47.2 60.7 25.0 47.6 43.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 7,635: 1,144 357 902 5,297 5,973 7,343 7,232: 292 403
Old : 7,635: 1,144 357 902 5,297 5,973 7,343 7,232: 292 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 301: 173 71 131 91 53 395 255: -94 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.7 11.8 69.4 78.2 96.2 94.7: 3.8 5.3
Old : 100.0: 15.0 4.7 11.8 69.4 78.2 96.2 94.7: 3.8 5.3
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 : 37: 8 6 8 20 21 34 29:
Old : 37: 8 6 8 20 21 34 29:
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 : 50.3 41.6 68.0 65.2 31.5 23.5 38.0 33.0
Old : 50.3 41.6 68.0 65.2 31.5 23.5 38.0 33.0
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 with Delta-adjusted Options and Futures Combined, May 3, 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 : 258,810: 44,831 26,047 54,752 116,738 151,277 216,321 232,077: 42,489 26,733
Old : 166,733: 43,997 24,968 22,121 68,263 101,045 134,382 148,135: 32,351 18,599
Other: 92,077: 12,702 12,947 20,763 48,475 50,232 81,939 83,942: 10,138 8,135
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,246: -3,393 -1,485 2,935 -785 -2,882 -1,244 -1,432: -2 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.1 21.2 45.1 58.5 83.6 89.7: 16.4 10.3
Old : 100.0: 26.4 15.0 13.3 40.9 60.6 80.6 88.8: 19.4 11.2
Other: 100.0: 13.8 14.1 22.5 52.6 54.6 89.0 91.2: 11.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 54 41 72 69 69 171 157:
Old : 194: 67 36 56 67 65 160 139:
Other: 126: 17 36 29 53 46 94 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 33.5 24.1 43.2 7.7 23.7 14.2 28.7
Old : 12.5 37.1 21.3 45.9 10.5 35.4 17.5 42.9
Other: 31.6 29.9 43.8 50.1 22.9 23.7 34.2 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 25,850: 8,412 2,904 1,838 8,919 19,360 19,169 24,102: 6,681 1,747
Old : 18,452: 7,802 2,351 768 5,392 14,554 13,962 17,673: 4,490 779
Other: 7,398: 834 777 846 3,527 4,806 5,207 6,429: 2,191 969
: : :
: : Changes in Commitments from: April 26, 2011 :
: -206: 839 -702 -53 -333 453 454 -301: -660 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.2 7.1 34.5 74.9 74.2 93.2: 25.8 6.8
Old : 100.0: 42.3 12.7 4.2 29.2 78.9 75.7 95.8: 24.3 4.2
Other: 100.0: 11.3 10.5 11.4 47.7 65.0 70.4 86.9: 29.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 55 17 17 28 20 91 47:
Old : 98: 52 15 12 20 18 78 39:
Other: 53: 16 12 11 15 16 36 35:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 49.4 30.1 62.3 17.4 43.8 28.0 55.8
Old : 21.5 56.6 33.2 71.9 21.5 55.1 33.2 69.1
Other: 40.8 40.7 51.2 56.2 40.5 39.5 47.7 54.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 1,114,985: 372,153 136,532 57,020 571,222 755,209 1,000,395 948,762: 114,590 166,224
Old : 1,114,985: 372,153 136,532 57,020 571,222 755,209 1,000,395 948,762: 114,590 166,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 14,229: 33,495 -14,965 10,157 -33,213 9,078 10,439 4,271: 3,790 9,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.2 5.1 51.2 67.7 89.7 85.1: 10.3 14.9
Old : 100.0: 33.4 12.2 5.1 51.2 67.7 89.7 85.1: 10.3 14.9
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 : 288: 61 54 36 110 140 188 213:
Old : 288: 61 54 36 110 140 188 213:
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 19.5 34.0 26.4 22.8 15.8 31.8 22.3
Old : 22.8 19.5 34.0 26.4 22.8 15.8 31.8 22.3
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, May 3, 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 : 2,045,343: 222,843 236,178 189,914 1,321,920 1,202,463 1,734,676 1,628,554: 310,667 416,789
Old : 2,045,343: 222,843 236,178 189,914 1,321,920 1,202,463 1,734,676 1,628,554: 310,667 416,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 104,217: 14,452 28,725 24,786 47,521 46,730 86,760 100,241: 17,457 3,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.5 9.3 64.6 58.8 84.8 79.6: 15.2 20.4
Old : 100.0: 10.9 11.5 9.3 64.6 58.8 84.8 79.6: 15.2 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 : 282: 47 64 65 136 154 217 249:
Old : 282: 47 64 65 136 154 217 249:
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 : 19.2 15.2 28.3 23.6 18.5 12.2 25.2 16.9
Old : 19.2 15.2 28.3 23.6 18.5 12.2 25.2 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 1,582,946: 364,565 125,968 100,779 871,761 1,046,058 1,337,105 1,272,806: 245,842 310,140
Old : 1,582,946: 364,565 125,968 100,779 871,761 1,046,058 1,337,105 1,272,806: 245,842 310,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 59,937: 4,882 14,679 15,151 3,699 13,567 23,731 43,397: 36,205 16,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.0 6.4 55.1 66.1 84.5 80.4: 15.5 19.6
Old : 100.0: 23.0 8.0 6.4 55.1 66.1 84.5 80.4: 15.5 19.6
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 : 212: 38 38 34 103 110 155 168:
Old : 212: 38 38 34 103 110 155 168:
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 : 21.1 19.0 33.3 28.6 19.7 17.1 29.9 25.6
Old : 21.1 19.0 33.3 28.6 19.7 17.1 29.9 25.6
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, May 3, 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 : 969,521: 87,268 63,259 355,370 490,082 491,706 932,721 910,334: 36,801 59,187
Old : 969,521: 87,268 63,259 355,370 490,082 491,706 932,721 910,334: 36,801 59,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -40,580: -14,469 -2,742 11,281 -34,940 -54,072 -38,128 -45,534: -2,452 4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.5 36.7 50.5 50.7 96.2 93.9: 3.8 6.1
Old : 100.0: 9.0 6.5 36.7 50.5 50.7 96.2 93.9: 3.8 6.1
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 : 145: 30 36 46 64 71 118 134:
Old : 145: 30 36 46 64 71 118 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 23.9 48.6 39.3 15.5 8.0 20.2 12.8
Old : 34.2 23.9 48.6 39.3 15.5 8.0 20.2 12.8
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, May 3, 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 : 67,599: 29,343 6,483 1,040 30,107 54,062 60,489 61,585: 7,109 6,014
Old : 67,599: 29,343 6,483 1,040 30,107 54,062 60,489 61,585: 7,109 6,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 8,497: 8,516 1,659 20 213 9,923 8,750 11,602: -253 -3,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.6 1.5 44.5 80.0 89.5 91.1: 10.5 8.9
Old : 100.0: 43.4 9.6 1.5 44.5 80.0 89.5 91.1: 10.5 8.9
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 : 112: 38 17 7 36 32 78 52:
Old : 112: 38 17 7 36 32 78 52:
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 : 33.3 40.4 45.7 57.3 32.3 39.0 44.3 55.9
Old : 33.3 40.4 45.7 57.3 32.3 39.0 44.3 55.9
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, May 3, 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 : 135,198: 58,685 12,965 2,080 60,214 108,124 120,979 123,169: 14,219 12,029
Old : 135,198: 58,685 12,965 2,080 60,214 108,124 120,979 123,169: 14,219 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 16,994: 17,032 3,318 40 427 19,845 17,499 23,203: -505 -6,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.6 1.5 44.5 80.0 89.5 91.1: 10.5 8.9
Old : 100.0: 43.4 9.6 1.5 44.5 80.0 89.5 91.1: 10.5 8.9
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 : 112: 38 17 7 36 32 78 52:
Old : 112: 38 17 7 36 32 78 52:
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 : 33.3 40.4 45.7 57.3 32.3 39.0 44.3 55.9
Old : 33.3 40.4 45.7 57.3 32.3 39.0 44.3 55.9
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, May 3, 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 : 7,523: 4,688 1,472 37 1,584 6,014 6,309 7,523: 1,214 0
Old : 7,523: 4,688 1,472 37 1,584 6,014 6,309 7,523: 1,214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,296: -291 -795 0 -90 419 -381 -376: -915 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 19.6 0.5 21.1 79.9 83.9 100.0: 16.1 0.0
Old : 100.0: 62.3 19.6 0.5 21.1 79.9 83.9 100.0: 16.1 0.0
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 : 23: 12 6 1 1 4 13 11:
Old : 23: 12 6 1 1 4 13 11:
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 : 50.5 84.1 76.2 98.0 50.5 84.1 76.2 98.0
Old : 50.5 84.1 76.2 98.0 50.5 84.1 76.2 98.0
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 with Delta-adjusted Options and Futures Combined, May 3, 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 : 10,818: 943 1,161 4 9,557 9,471 10,504 10,636: 314 182
Old : 10,818: 943 1,161 4 9,557 9,471 10,504 10,636: 314 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -431: -319 -60 -6 -281 -365 -606 -431: 175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 0.0 88.3 87.5 97.1 98.3: 2.9 1.7
Old : 100.0: 8.7 10.7 0.0 88.3 87.5 97.1 98.3: 2.9 1.7
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 : 31: 5 8 1 7 13 12 22:
Old : 31: 5 8 1 7 13 12 22:
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 : 85.0 69.9 96.4 85.3 85.0 69.9 96.3 85.1
Old : 85.0 69.9 96.4 85.3 85.0 69.9 96.3 85.1
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 with Delta-adjusted Options and Futures Combined, May 3, 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 : 27,935: 3,065 1,158 0 24,620 26,707 27,685 27,865: 250 70
Old : 27,935: 3,065 1,158 0 24,620 26,707 27,685 27,865: 250 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 256: 917 62 0 -634 511 283 573: -27 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.1 0.0 88.1 95.6 99.1 99.7: 0.9 0.3
Old : 100.0: 11.0 4.1 0.0 88.1 95.6 99.1 99.7: 0.9 0.3
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 : 31: 6 5 0 7 14 13 19:
Old : 31: 6 5 0 7 14 13 19:
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 : 94.2 77.9 97.8 91.5 94.2 77.9 97.8 91.5
Old : 94.2 77.9 97.8 91.5 94.2 77.9 97.8 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011