WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 579,090: 91,081 84,869 148,458 297,055 281,865 536,595 515,192: 42,495 63,898
Old : 536,308: 91,304 89,262 129,587 278,530 264,937 499,422 483,787: 36,887 52,522
Other: 42,782: 11,411 7,240 7,237 18,525 16,928 37,174 31,406: 5,608 11,376
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,283: -9,012 4,339 916 6,887 -7,843 -1,209 -2,587: -74 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.7 25.6 51.3 48.7 92.7 89.0: 7.3 11.0
Old : 100.0: 17.0 16.6 24.2 51.9 49.4 93.1 90.2: 6.9 9.8
Other: 100.0: 26.7 16.9 16.9 43.3 39.6 86.9 73.4: 13.1 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 147 141 199 104 141 361 393:
Old : 457: 145 149 189 100 141 349 389:
Other: 172: 38 32 18 33 87 85 130:
:----------------------------------------------------------------------------------------------------
: 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 16.0 31.7 22.0 15.9 11.1 26.5 15.1
Old : 19.8 17.1 32.3 23.5 16.9 12.7 28.0 17.4
Other: 33.5 23.3 49.1 31.5 26.9 14.9 39.1 21.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 2,128,708: 422,690 102,490 691,528 802,115 1,060,545 1,916,334 1,854,563: 212,375 274,145
Old : 1,170,203: 232,657 108,001 388,397 437,630 555,627 1,058,684 1,052,026: 111,519 118,177
Other: 958,506: 251,573 56,029 241,591 364,485 504,918 857,650 802,538: 100,856 155,968
: : :
: : Changes in Commitments from: May 10, 2011 :
: -25,654: -8,694 2,734 -3,365 -12,224 -25,554 -24,283 -26,185: -1,372 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.8 32.5 37.7 49.8 90.0 87.1: 10.0 12.9
Old : 100.0: 19.9 9.2 33.2 37.4 47.5 90.5 89.9: 9.5 10.1
Other: 100.0: 26.2 5.8 25.2 38.0 52.7 89.5 83.7: 10.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 893: 257 165 306 297 419 688 771:
Old : 830: 212 178 242 243 391 580 689:
Other: 763: 207 121 194 229 381 513 627:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 10.7 18.5 16.2 8.7 6.2 12.9 9.7
Old : 12.2 13.2 19.5 18.4 10.9 9.4 16.0 13.1
Other: 14.0 10.9 22.7 16.8 10.0 7.3 16.5 11.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 13,919: 2,216 932 1,459 7,036 10,116 10,711 12,507: 3,208 1,412
Old : 13,918: 2,215 932 1,459 7,036 10,116 10,710 12,507: 3,208 1,411
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 10, 2011 :
: -550: -47 19 -65 -294 -538 -406 -583: -144 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.7 10.5 50.6 72.7 77.0 89.9: 23.0 10.1
Old : 100.0: 15.9 6.7 10.5 50.6 72.7 77.0 89.9: 23.0 10.1
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 : 43: 16 5 8 20 13 37 25:
Old : 43: 16 5 8 20 13 37 25:
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 : 30.2 53.2 45.9 71.0 25.0 43.1 34.4 58.1
Old : 30.2 53.2 45.9 71.0 25.0 43.1 34.4 58.1
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 17, 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 : 774,141: 127,481 47,226 255,512 338,123 384,474 721,116 687,212: 53,025 86,929
Old : 369,207: 90,541 27,589 97,250 153,144 212,394 340,936 337,233: 28,271 31,974
Other: 404,934: 72,772 55,470 122,429 184,979 172,080 380,180 349,979: 24,754 54,955
: : :
: : Changes in Commitments from: May 10, 2011 :
: -9,460: -2,185 2,792 -4,282 428 -5,481 -6,039 -6,971: -3,421 -2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.1 33.0 43.7 49.7 93.2 88.8: 6.8 11.2
Old : 100.0: 24.5 7.5 26.3 41.5 57.5 92.3 91.3: 7.7 8.7
Other: 100.0: 18.0 13.7 30.2 45.7 42.5 93.9 86.4: 6.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 192 129 232 136 203 432 481:
Old : 511: 169 133 169 97 172 342 403:
Other: 450: 122 117 140 107 182 299 375:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 16.7 27.0 25.0 12.9 10.5 18.5 15.2
Old : 18.4 25.5 27.8 35.2 16.7 19.4 23.0 28.1
Other: 20.6 14.0 30.4 22.9 16.6 8.7 23.9 13.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 25,463: 22,736 3,108 107 3 6,404 22,846 9,619: 2,617 15,844
Old : 4,356: 2,636 1,005 11 3 781 2,650 1,797: 1,706 2,559
Other: 21,107: 20,120 2,123 76 0 5,623 20,196 7,822: 911 13,285
: : :
: : Changes in Commitments from: May 10, 2011 :
: 211: 225 142 -9 0 54 216 187: -5 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 12.2 0.4 0.0 25.2 89.7 37.8: 10.3 62.2
Old : 100.0: 60.5 23.1 0.3 0.1 17.9 60.8 41.3: 39.2 58.7
Other: 100.0: 95.3 10.1 0.4 0.0 26.6 95.7 37.1: 4.3 62.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 8 7 1 19 19 34:
Old : 43: 16 9 2 1 18 17 29:
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 : 61.6 13.7 78.4 20.0 61.4 13.7 78.2 20.0
Old : 39.2 25.7 53.9 34.1 38.9 25.7 53.7 34.1
Other: 66.4 12.5 85.6 19.4 66.2 12.5 85.4 19.4
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 12,641: 643 8,165 3,660 7,918 609 12,221 12,434: 420 208
Old : 11,573: 584 8,107 2,714 7,918 609 11,217 11,431: 356 142
Other: 1,068: 599 598 405 0 0 1,004 1,003: 65 66
: : :
: : Changes in Commitments from: May 10, 2011 :
: 360: 126 -412 842 -229 47 740 478: -380 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 64.6 28.9 62.6 4.8 96.7 98.4: 3.3 1.6
Old : 100.0: 5.0 70.1 23.5 68.4 5.3 96.9 98.8: 3.1 1.2
Other: 100.0: 56.1 56.0 37.9 0.0 0.0 94.0 93.9: 6.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 7 10 12 7 25 19:
Old : 28: 8 7 10 12 7 25 19:
Other: 4: 3 1 3 0 0 4 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 : 63.9 83.4 81.9 94.2 52.6 59.1 58.2 64.7
Old : 65.8 82.4 81.1 94.2 57.5 64.1 63.4 70.2
Other: 94.0 93.9 94.0 93.9 56.1 56.0 56.1 56.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 387,293: 70,146 41,346 87,654 196,850 229,716 354,650 358,716: 32,643 28,577
Old : 256,971: 50,757 43,818 53,433 129,960 136,211 234,150 233,461: 22,821 23,509
Other: 130,322: 30,145 8,284 23,465 66,889 93,506 120,500 125,255: 9,822 5,067
: : :
: : Changes in Commitments from: May 10, 2011 :
: 4,149: -2,014 3,161 262 7,993 -760 6,241 2,663: -2,092 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.7 22.6 50.8 59.3 91.6 92.6: 8.4 7.4
Old : 100.0: 19.8 17.1 20.8 50.6 53.0 91.1 90.9: 8.9 9.1
Other: 100.0: 23.1 6.4 18.0 51.3 71.7 92.5 96.1: 7.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 73 67 88 72 74 197 194:
Old : 239: 72 76 74 66 70 177 184:
Other: 148: 47 31 37 52 49 119 97:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 29.4 22.6 41.5 9.5 21.2 16.0 27.8
Old : 17.1 26.5 28.2 35.7 13.7 19.0 21.2 25.7
Other: 17.8 45.3 31.0 62.4 16.1 39.2 27.6 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 833,037: 119,093 129,521 65,236 466,891 470,140 651,220 664,897: 181,817 168,140
Old : 833,037: 119,093 129,521 65,236 466,891 470,140 651,220 664,897: 181,817 168,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 81,502: 11,432 9,470 12,371 47,286 51,837 71,088 73,678: 10,414 7,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.5 7.8 56.0 56.4 78.2 79.8: 21.8 20.2
Old : 100.0: 14.3 15.5 7.8 56.0 56.4 78.2 79.8: 21.8 20.2
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 : 176: 28 40 37 86 82 135 138:
Old : 176: 28 40 37 86 82 135 138:
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 : 17.7 17.5 27.2 26.1 17.7 16.6 26.1 23.5
Old : 17.7 17.5 27.2 26.1 17.7 16.6 26.1 23.5
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 17, 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 : 351,709: 44,943 61,324 2,816 232,791 240,304 280,550 304,444: 71,159 47,264
Old : 351,709: 44,943 61,324 2,816 232,791 240,304 280,550 304,444: 71,159 47,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 26,262: -4,767 5,496 478 21,983 19,999 17,694 25,973: 8,568 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.4 0.8 66.2 68.3 79.8 86.6: 20.2 13.4
Old : 100.0: 12.8 17.4 0.8 66.2 68.3 79.8 86.6: 20.2 13.4
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 : 69: 6 12 4 39 33 47 47:
Old : 69: 6 12 4 39 33 47 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 : 25.4 47.6 44.8 61.9 23.4 47.1 41.5 61.0
Old : 25.4 47.6 44.8 61.9 23.4 47.1 41.5 61.0
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 17, 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 : 8,127: 868 94 979 5,740 6,715 7,587 7,788: 540 339
Old : 8,127: 868 94 979 5,740 6,715 7,587 7,788: 540 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 344: -16 -64 61 163 514 208 511: 136 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.2 12.0 70.6 82.6 93.4 95.8: 6.6 4.2
Old : 100.0: 10.7 1.2 12.0 70.6 82.6 93.4 95.8: 6.6 4.2
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 : 39: 8 3 8 20 26 31 35:
Old : 39: 8 3 8 20 26 31 35:
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 : 44.7 41.1 64.3 62.8 23.8 21.0 31.8 30.4
Old : 44.7 41.1 64.3 62.8 23.8 21.0 31.8 30.4
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 17, 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 : 260,765: 40,937 25,013 59,147 121,035 150,916 221,119 235,075: 39,646 25,689
Old : 165,063: 44,233 23,797 22,985 69,282 99,218 136,500 146,000: 28,563 19,063
Other: 95,702: 11,355 15,867 21,510 51,754 51,698 84,618 89,075: 11,083 6,627
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,289: -1,787 774 -768 -936 -2,682 -3,491 -2,676: 1,202 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.6 22.7 46.4 57.9 84.8 90.1: 15.2 9.9
Old : 100.0: 26.8 14.4 13.9 42.0 60.1 82.7 88.5: 17.3 11.5
Other: 100.0: 11.9 16.6 22.5 54.1 54.0 88.4 93.1: 11.6 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 53 40 65 71 69 164 154:
Old : 189: 60 43 54 65 63 151 138:
Other: 128: 22 31 31 57 48 99 93:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 33.1 24.4 42.4 7.0 23.6 12.9 29.3
Old : 12.4 36.3 21.1 45.8 10.2 34.7 18.1 42.6
Other: 29.6 29.8 41.3 47.9 18.7 23.1 29.6 32.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 24,769: 6,722 2,602 2,202 9,881 18,032 18,805 22,836: 5,964 1,933
Old : 16,384: 6,190 2,032 837 5,658 12,606 12,685 15,475: 3,699 909
Other: 8,385: 851 889 1,046 4,223 5,426 6,120 7,361: 2,265 1,024
: : :
: : Changes in Commitments from: May 10, 2011 :
: 421: 50 142 224 433 -63 707 303: -286 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.5 8.9 39.9 72.8 75.9 92.2: 24.1 7.8
Old : 100.0: 37.8 12.4 5.1 34.5 76.9 77.4 94.5: 22.6 5.5
Other: 100.0: 10.2 10.6 12.5 50.4 64.7 73.0 87.8: 27.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 50 13 18 30 21 86 48:
Old : 92: 48 11 12 21 19 71 40:
Other: 53: 16 11 12 18 17 39 36:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 46.8 31.1 59.4 18.9 40.9 28.0 52.3
Old : 22.1 55.2 34.6 70.8 21.8 52.9 34.1 68.2
Other: 39.2 41.4 51.0 57.5 39.0 39.6 47.2 53.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,110,474: 353,834 129,489 61,895 572,585 745,159 988,314 936,542: 122,160 173,932
Old : 1,110,474: 353,834 129,489 61,895 572,585 745,159 988,314 936,542: 122,160 173,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 13,765: -13,015 -5,713 4,524 16,154 260 7,663 -929: 6,102 14,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.7 5.6 51.6 67.1 89.0 84.3: 11.0 15.7
Old : 100.0: 31.9 11.7 5.6 51.6 67.1 89.0 84.3: 11.0 15.7
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 : 285: 62 51 37 106 146 184 218:
Old : 285: 62 51 37 106 146 184 218:
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 : 22.9 17.5 33.2 24.5 22.0 13.3 30.4 19.5
Old : 22.9 17.5 33.2 24.5 22.0 13.3 30.4 19.5
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 17, 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 : 2,430,491: 231,342 304,855 281,727 1,578,481 1,448,826 2,091,550 2,035,408: 338,941 395,083
Old : 2,430,491: 231,342 304,855 281,727 1,578,481 1,448,826 2,091,550 2,035,408: 338,941 395,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 257,584: 29,525 33,133 54,012 169,308 176,106 252,845 263,251: 4,739 -5,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.5 11.6 64.9 59.6 86.1 83.7: 13.9 16.3
Old : 100.0: 9.5 12.5 11.6 64.9 59.6 86.1 83.7: 13.9 16.3
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 : 310: 48 74 66 145 170 232 271:
Old : 310: 48 74 66 145 170 232 271:
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 : 21.2 18.5 28.3 26.5 19.2 14.8 24.7 19.8
Old : 21.2 18.5 28.3 26.5 19.2 14.8 24.7 19.8
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 17, 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 : 1,723,118: 402,286 133,327 140,689 943,513 1,140,100 1,486,487 1,414,115: 236,631 309,003
Old : 1,723,118: 402,286 133,327 140,689 943,513 1,140,100 1,486,487 1,414,115: 236,631 309,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 78,554: 5,062 3,427 32,787 33,360 48,161 71,209 84,376: 7,345 -5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.7 8.2 54.8 66.2 86.3 82.1: 13.7 17.9
Old : 100.0: 23.3 7.7 8.2 54.8 66.2 86.3 82.1: 13.7 17.9
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 : 236: 47 39 43 111 125 175 190:
Old : 236: 47 39 43 111 125 175 190:
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 : 23.1 19.1 34.6 28.3 21.7 17.5 31.0 24.4
Old : 23.1 19.1 34.6 28.3 21.7 17.5 31.0 24.4
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 17, 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 : 1,013,188: 71,976 73,158 362,355 538,793 521,623 973,124 957,135: 40,064 56,053
Old : 1,013,188: 71,976 73,158 362,355 538,793 521,623 973,124 957,135: 40,064 56,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 7,918: -7,112 7,384 -8,426 23,076 8,963 7,539 7,922: 379 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.2 35.8 53.2 51.5 96.0 94.5: 4.0 5.5
Old : 100.0: 7.1 7.2 35.8 53.2 51.5 96.0 94.5: 4.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 24 38 43 66 75 116 135:
Old : 145: 24 38 43 66 75 116 135:
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 : 34.3 24.1 48.6 38.9 14.6 8.0 18.2 11.8
Old : 34.3 24.1 48.6 38.9 14.6 8.0 18.2 11.8
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 17, 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 : 79,463: 16,353 3,316 3,953 42,436 58,852 62,742 66,121: 16,721 13,342
Old : 79,463: 16,353 3,316 3,953 42,436 58,852 62,742 66,121: 16,721 13,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 16,900: -8,766 -1,533 2,922 13,789 8,618 7,945 10,007: 8,954 6,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.2 5.0 53.4 74.1 79.0 83.2: 21.0 16.8
Old : 100.0: 20.6 4.2 5.0 53.4 74.1 79.0 83.2: 21.0 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 29 10 13 40 32 77 52:
Old : 102: 29 10 13 40 32 77 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 : 22.6 40.2 35.2 57.3 15.4 34.0 23.5 46.2
Old : 22.6 40.2 35.2 57.3 15.4 34.0 23.5 46.2
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 24,381: 2,819 1,405 8 12,123 20,496 14,950 21,909: 9,431 2,472
Old : 24,381: 2,819 1,405 8 12,123 20,496 14,950 21,909: 9,431 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 0.0 49.7 84.1 61.3 89.9: 38.7 10.1
Old : 100.0: 11.6 5.8 0.0 49.7 84.1 61.3 89.9: 38.7 10.1
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 : 22: 4 5 3 9 6 16 11:
Old : 22: 4 5 3 9 6 16 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 : 42.3 80.0 56.0 86.9 42.3 79.0 56.0 85.8
Old : 42.3 80.0 56.0 86.9 42.3 79.0 56.0 85.8
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 17, 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 : 110,163: 33,209 9,964 1,747 60,627 76,712 95,584 88,423: 14,579 21,740
Old : 110,163: 33,209 9,964 1,747 60,627 76,712 95,584 88,423: 14,579 21,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -14,963: -17,028 266 -314 3,333 -23,756 -14,009 -23,804: -953 8,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.0 1.6 55.0 69.6 86.8 80.3: 13.2 19.7
Old : 100.0: 30.1 9.0 1.6 55.0 69.6 86.8 80.3: 13.2 19.7
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 : 98: 30 12 8 36 29 70 45:
Old : 98: 30 12 8 36 29 70 45:
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 : 28.1 40.7 41.9 55.4 27.9 39.2 41.7 53.8
Old : 28.1 40.7 41.9 55.4 27.9 39.2 41.7 53.8
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 17, 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 : 8,001: 4,624 1,330 672 1,584 5,999 6,880 8,001: 1,121 0
Old : 8,001: 4,624 1,330 672 1,584 5,999 6,880 8,001: 1,121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -83: 27 -12 -37 0 -25 -10 -74: -73 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 16.6 8.4 19.8 75.0 86.0 100.0: 14.0 0.0
Old : 100.0: 57.8 16.6 8.4 19.8 75.0 86.0 100.0: 14.0 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 : 24: 13 6 1 1 4 15 10:
Old : 24: 13 6 1 1 4 15 10:
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 : 46.9 90.0 72.1 97.9 45.4 81.6 69.1 89.5
Old : 46.9 90.0 72.1 97.9 45.4 81.6 69.1 89.5
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 17, 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 : 11,569: 2,479 1,091 3 8,713 10,384 11,195 11,478: 374 91
Old : 11,569: 2,479 1,091 3 8,713 10,384 11,195 11,478: 374 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 186: 1,343 -30 0 -1,263 222 80 192: 106 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.4 0.0 75.3 89.8 96.8 99.2: 3.2 0.8
Old : 100.0: 21.4 9.4 0.0 75.3 89.8 96.8 99.2: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 7 1 7 13 13 21:
Old : 32: 6 7 1 7 13 13 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 : 79.1 77.2 94.8 89.2 79.1 77.2 94.8 89.0
Old : 79.1 77.2 94.8 89.2 79.1 77.2 94.8 89.0
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 17, 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 : 28,564: 3,555 1,430 0 24,614 27,103 28,169 28,533: 395 31
Old : 28,564: 3,555 1,430 0 24,614 27,103 28,169 28,533: 395 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 335: 151 350 0 68 17 219 367: 116 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.0 0.0 86.2 94.9 98.6 99.9: 1.4 0.1
Old : 100.0: 12.4 5.0 0.0 86.2 94.9 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 6 0 7 14 15 20:
Old : 34: 8 6 0 7 14 15 20:
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 : 90.7 72.0 97.1 90.3 90.7 72.0 97.1 90.3
Old : 90.7 72.0 97.1 90.3 90.7 72.0 97.1 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011