WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 581,523: 96,481 72,973 151,184 287,092 293,343 534,757 517,500: 46,767 64,024
Old : 533,741: 95,706 77,206 129,705 267,600 274,580 493,011 481,492: 40,730 52,249
Other: 47,783: 13,603 8,594 8,651 19,492 18,762 41,746 36,008: 6,037 11,775
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,433: 5,399 -11,896 2,725 -9,963 11,478 -1,838 2,308: 4,272 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.5 26.0 49.4 50.4 92.0 89.0: 8.0 11.0
Old : 100.0: 17.9 14.5 24.3 50.1 51.4 92.4 90.2: 7.6 9.8
Other: 100.0: 28.5 18.0 18.1 40.8 39.3 87.4 75.4: 12.6 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 150 146 201 104 140 366 395:
Old : 462: 147 157 187 100 139 349 390:
Other: 193: 47 43 22 36 88 99 142:
:----------------------------------------------------------------------------------------------------
: 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 15.6 30.5 22.1 15.5 12.4 25.7 16.6
Old : 19.7 16.9 31.9 23.7 16.7 14.0 27.5 19.2
Other: 31.3 22.1 46.5 30.6 25.5 14.3 37.9 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,094,720: 433,118 81,801 660,576 786,241 1,076,573 1,879,934 1,818,950: 214,786 275,770
Old : 1,115,383: 234,764 87,675 352,880 417,476 556,107 1,005,120 996,662: 110,262 118,720
Other: 979,337: 252,757 48,530 253,292 368,765 520,466 874,814 822,288: 104,523 157,049
: : :
: : Changes in Commitments from: May 17, 2011 :
: -33,989: 10,428 -20,688 -30,953 -15,875 16,028 -36,400 -35,613: 2,411 1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.9 31.5 37.5 51.4 89.7 86.8: 10.3 13.2
Old : 100.0: 21.0 7.9 31.6 37.4 49.9 90.1 89.4: 9.9 10.6
Other: 100.0: 25.8 5.0 25.9 37.7 53.1 89.3 84.0: 10.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 896: 266 153 296 299 429 685 772:
Old : 836: 218 173 227 245 399 573 690:
Other: 773: 205 133 194 225 389 513 637:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.9 19.3 16.6 9.0 6.3 13.1 9.8
Old : 12.6 13.6 20.3 19.0 11.3 9.8 16.1 13.4
Other: 14.5 10.9 22.8 16.8 10.2 7.3 16.3 10.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,324: 2,424 1,013 1,702 6,735 10,044 10,862 12,760: 3,462 1,564
Old : 14,323: 2,424 1,014 1,701 6,735 10,044 10,861 12,760: 3,462 1,563
Other: 1: 1 0 0 0 0 1 0: -0 1
: : :
: : Changes in Commitments from: May 17, 2011 :
: 405: 208 81 244 -301 -72 151 253: 254 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.1 11.9 47.0 70.1 75.8 89.1: 24.2 10.9
Old : 100.0: 16.9 7.1 11.9 47.0 70.1 75.8 89.1: 24.2 10.9
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: 14 9 7 20 13 38 25:
Old : 45: 14 9 7 20 13 38 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 : 28.1 51.3 44.5 70.1 22.8 41.6 31.8 55.1
Old : 28.1 51.3 44.5 70.2 22.8 41.6 31.8 55.1
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 788,602: 140,873 50,174 255,657 335,643 394,914 732,173 700,745: 56,429 87,857
Old : 362,983: 99,039 28,800 89,591 144,102 214,185 332,733 332,577: 30,250 30,406
Other: 425,619: 78,838 58,379 129,061 191,541 180,729 399,441 368,168: 26,178 57,450
: : :
: : Changes in Commitments from: May 17, 2011 :
: 14,461: 13,393 2,949 145 -2,479 10,440 11,058 13,533: 3,403 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.4 32.4 42.6 50.1 92.8 88.9: 7.2 11.1
Old : 100.0: 27.3 7.9 24.7 39.7 59.0 91.7 91.6: 8.3 8.4
Other: 100.0: 18.5 13.7 30.3 45.0 42.5 93.8 86.5: 6.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 190 137 223 130 196 431 466:
Old : 504: 170 130 160 91 172 334 395:
Other: 450: 124 121 146 106 179 311 371:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 16.7 26.0 25.0 12.4 10.7 17.9 15.3
Old : 17.8 26.2 26.5 35.0 15.7 20.1 22.7 28.7
Other: 19.4 13.8 29.3 22.5 15.7 8.3 23.4 13.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,220: 23,223 3,376 88 3 6,507 23,314 9,971: 2,906 16,249
Old : 4,736: 2,872 1,238 8 3 788 2,883 2,034: 1,853 2,702
Other: 21,484: 20,381 2,168 50 0 5,719 20,431 7,937: 1,053 13,547
: : :
: : Changes in Commitments from: May 17, 2011 :
: 757: 487 268 -19 0 103 468 352: 289 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 12.9 0.3 0.0 24.8 88.9 38.0: 11.1 62.0
Old : 100.0: 60.6 26.1 0.2 0.1 16.6 60.9 42.9: 39.1 57.1
Other: 100.0: 94.9 10.1 0.2 0.0 26.6 95.1 36.9: 4.9 63.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 9 7 1 19 20 34:
Old : 44: 16 10 2 1 18 17 30:
Other: 42: 16 7 5 0 19 16 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 14.0 77.2 20.4 59.6 14.0 77.0 20.4
Old : 32.8 23.3 48.7 34.8 32.6 23.3 48.5 34.8
Other: 66.2 12.6 85.5 19.5 66.0 12.6 85.3 19.5
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,962: 674 8,601 3,483 8,401 647 12,558 12,731: 404 230
Old : 11,921: 617 8,544 2,562 8,401 647 11,580 11,754: 340 167
Other: 1,041: 590 590 388 0 0 978 978: 63 63
: : :
: : Changes in Commitments from: May 17, 2011 :
: 320: 32 436 -177 483 38 337 298: -17 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 66.4 26.9 64.8 5.0 96.9 98.2: 3.1 1.8
Old : 100.0: 5.2 71.7 21.5 70.5 5.4 97.1 98.6: 2.9 1.4
Other: 100.0: 56.7 56.7 37.2 0.0 0.0 93.9 93.9: 6.1 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 : 66.2 83.5 82.9 94.6 54.7 60.7 60.6 66.4
Old : 68.2 82.6 82.3 94.6 59.5 65.5 65.9 71.8
Other: 93.9 93.9 93.9 93.9 56.7 56.7 56.7 56.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 389,434: 80,872 35,343 88,926 182,574 237,801 352,372 362,070: 37,062 27,364
Old : 251,993: 57,870 40,299 52,238 116,135 137,787 226,243 230,324: 25,749 21,669
Other: 137,441: 35,114 7,156 24,576 66,439 100,013 126,129 131,746: 11,313 5,695
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,141: 10,726 -6,003 1,272 -14,276 8,084 -2,277 3,354: 4,419 -1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.1 22.8 46.9 61.1 90.5 93.0: 9.5 7.0
Old : 100.0: 23.0 16.0 20.7 46.1 54.7 89.8 91.4: 10.2 8.6
Other: 100.0: 25.5 5.2 17.9 48.3 72.8 91.8 95.9: 8.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 94 64 97 74 78 225 205:
Old : 264: 80 88 80 69 72 201 193:
Other: 163: 67 25 38 51 53 131 103:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 29.0 21.6 42.0 9.9 22.7 16.4 30.6
Old : 16.3 25.4 25.8 34.5 13.7 19.3 20.6 26.3
Other: 17.8 46.6 31.0 62.4 16.3 40.0 27.6 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 828,573: 115,124 143,253 41,353 490,593 482,465 647,070 667,071: 181,502 161,502
Old : 828,573: 115,124 143,253 41,353 490,593 482,465 647,070 667,071: 181,502 161,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,464: -3,969 13,732 -23,883 23,702 12,324 -4,150 2,174: -314 -6,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.3 5.0 59.2 58.2 78.1 80.5: 21.9 19.5
Old : 100.0: 13.9 17.3 5.0 59.2 58.2 78.1 80.5: 21.9 19.5
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 : 162: 26 35 35 80 80 127 129:
Old : 162: 26 35 35 80 80 127 129:
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 : 18.2 20.0 28.2 29.4 18.2 17.6 27.2 25.0
Old : 18.2 20.0 28.2 29.4 18.2 17.6 27.2 25.0
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 368,171: 43,439 52,729 5,852 232,280 256,756 281,570 315,337: 86,600 52,834
Old : 368,171: 43,439 52,729 5,852 232,280 256,756 281,570 315,337: 86,600 52,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 16,462: -1,504 -8,595 3,035 -511 16,452 1,020 10,892: 15,442 5,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.3 1.6 63.1 69.7 76.5 85.6: 23.5 14.4
Old : 100.0: 11.8 14.3 1.6 63.1 69.7 76.5 85.6: 23.5 14.4
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 : 60: 5 10 5 35 30 43 42:
Old : 60: 5 10 5 35 30 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 47.7 44.9 61.5 23.7 47.6 41.7 60.9
Old : 25.1 47.7 44.9 61.5 23.7 47.6 41.7 60.9
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,505: 910 149 755 6,382 7,178 8,047 8,082: 458 423
Old : 8,505: 910 149 755 6,382 7,178 8,047 8,082: 458 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 378: 42 55 -224 642 463 460 294: -82 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.8 8.9 75.0 84.4 94.6 95.0: 5.4 5.0
Old : 100.0: 10.7 1.8 8.9 75.0 84.4 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 4 7 19 25 30 34:
Old : 40: 8 4 7 19 25 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0
Old : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 260,987: 47,821 21,863 61,257 108,860 153,901 217,939 237,021: 43,048 23,966
Old : 164,825: 51,233 21,112 22,579 60,331 103,287 134,144 146,977: 30,681 17,848
Other: 96,162: 11,743 15,906 23,523 48,529 50,614 83,795 90,044: 12,367 6,118
: : :
: : Changes in Commitments from: May 17, 2011 :
: 222: 6,884 -3,150 2,111 -12,175 2,985 -3,180 1,946: 3,402 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.4 23.5 41.7 59.0 83.5 90.8: 16.5 9.2
Old : 100.0: 31.1 12.8 13.7 36.6 62.7 81.4 89.2: 18.6 10.8
Other: 100.0: 12.2 16.5 24.5 50.5 52.6 87.1 93.6: 12.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 72 29 67 71 69 174 151:
Old : 193: 74 34 55 64 62 160 133:
Other: 132: 32 27 35 54 49 101 98:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 32.6 22.3 42.2 6.8 24.1 12.4 30.3
Old : 10.9 37.6 20.2 47.0 10.0 35.5 18.2 44.4
Other: 27.9 29.3 39.4 44.8 16.2 22.0 27.2 31.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,693: 7,401 2,088 2,268 9,586 18,507 19,255 22,862: 5,438 1,830
Old : 16,154: 6,555 1,561 824 5,392 12,881 12,771 15,266: 3,382 887
Other: 8,539: 1,141 821 1,149 4,194 5,626 6,484 7,596: 2,055 943
: : :
: : Changes in Commitments from: May 17, 2011 :
: -77: 679 -514 66 -295 475 450 26: -526 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.5 9.2 38.8 74.9 78.0 92.6: 22.0 7.4
Old : 100.0: 40.6 9.7 5.1 33.4 79.7 79.1 94.5: 20.9 5.5
Other: 100.0: 13.4 9.6 13.5 49.1 65.9 75.9 89.0: 24.1 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 48 14 17 31 23 88 48:
Old : 94: 48 11 11 22 20 72 40:
Other: 57: 17 12 12 20 17 42 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 : 18.9 47.7 30.5 60.6 18.4 41.9 28.4 53.9
Old : 22.6 57.2 35.7 72.7 22.6 55.0 35.7 70.3
Other: 39.5 41.4 52.0 57.8 39.3 39.3 48.0 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,127,454: 371,217 154,974 42,384 593,616 765,704 1,007,217 963,061: 120,237 164,392
Old : 1,127,454: 371,217 154,974 42,384 593,616 765,704 1,007,217 963,061: 120,237 164,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 16,980: 17,382 25,484 -19,511 21,031 20,545 18,903 26,519: -1,923 -9,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 13.7 3.8 52.7 67.9 89.3 85.4: 10.7 14.6
Old : 100.0: 32.9 13.7 3.8 52.7 67.9 89.3 85.4: 10.7 14.6
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 : 267: 52 54 33 96 139 169 205:
Old : 267: 52 54 33 96 139 169 205:
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 17.7 38.4 25.8 26.2 14.4 36.1 21.4
Old : 26.7 17.7 38.4 25.8 26.2 14.4 36.1 21.4
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,156,740: 222,456 293,489 152,115 1,419,268 1,300,668 1,793,839 1,746,272: 362,901 410,468
Old : 2,156,740: 222,456 293,489 152,115 1,419,268 1,300,668 1,793,839 1,746,272: 362,901 410,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -273,751: -8,886 -11,366 -129,612 -159,213 -148,157 -297,712 -289,136: 23,961 15,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.6 7.1 65.8 60.3 83.2 81.0: 16.8 19.0
Old : 100.0: 10.3 13.6 7.1 65.8 60.3 83.2 81.0: 16.8 19.0
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 : 258: 39 57 51 121 143 186 225:
Old : 258: 39 57 51 121 143 186 225:
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 : 24.3 20.5 32.1 30.0 21.4 17.3 28.1 23.5
Old : 24.3 20.5 32.1 30.0 21.4 17.3 28.1 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,573,161: 397,726 107,431 66,250 855,474 1,068,921 1,319,449 1,242,601: 253,712 330,560
Old : 1,573,161: 397,726 107,431 66,250 855,474 1,068,921 1,319,449 1,242,601: 253,712 330,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -149,957: -4,560 -25,896 -74,439 -88,039 -71,179 -167,038 -171,513: 17,081 21,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.8 4.2 54.4 67.9 83.9 79.0: 16.1 21.0
Old : 100.0: 25.3 6.8 4.2 54.4 67.9 83.9 79.0: 16.1 21.0
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 : 204: 42 32 31 93 111 147 162:
Old : 204: 42 32 31 93 111 147 162:
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 : 22.0 20.9 34.3 30.2 22.0 19.3 31.7 27.0
Old : 22.0 20.9 34.3 30.2 22.0 19.3 31.7 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,031,872: 75,984 74,740 355,907 557,081 540,837 988,971 971,484: 42,901 60,388
Old : 1,031,872: 75,984 74,740 355,907 557,081 540,837 988,971 971,484: 42,901 60,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 18,685: 4,008 1,582 -6,448 18,287 19,214 15,848 14,349: 2,837 4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.2 34.5 54.0 52.4 95.8 94.1: 4.2 5.9
Old : 100.0: 7.4 7.2 34.5 54.0 52.4 95.8 94.1: 4.2 5.9
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 : 152: 29 36 44 68 79 121 140:
Old : 152: 29 36 44 68 79 121 140:
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 : 35.3 23.9 48.6 38.6 16.1 8.3 19.6 12.2
Old : 35.3 23.9 48.6 38.6 16.1 8.3 19.6 12.2
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 79,521: 15,632 3,336 4,331 43,114 58,602 63,078 66,269: 16,443 13,252
Old : 79,521: 15,632 3,336 4,331 43,114 58,602 63,078 66,269: 16,443 13,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 59: -721 20 379 678 -250 336 148: -277 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.2 5.4 54.2 73.7 79.3 83.3: 20.7 16.7
Old : 100.0: 19.7 4.2 5.4 54.2 73.7 79.3 83.3: 20.7 16.7
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 : 106: 28 11 17 42 35 81 58:
Old : 106: 28 11 17 42 35 81 58:
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 : 22.3 39.3 35.5 56.2 15.8 32.7 23.7 44.9
Old : 22.3 39.3 35.5 56.2 15.8 32.7 23.7 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 24,479: 3,084 1,452 9 12,123 20,494 15,216 21,955: 9,263 2,524
Old : 24,479: 3,084 1,452 9 12,123 20,494 15,216 21,955: 9,263 2,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 98: 265 47 1 0 -2 266 46: -168 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.9 0.0 49.5 83.7 62.2 89.7: 37.8 10.3
Old : 100.0: 12.6 5.9 0.0 49.5 83.7 62.2 89.7: 37.8 10.3
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 : 23: 5 5 4 9 6 17 12:
Old : 23: 5 5 4 9 6 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 79.6 55.7 86.5 42.1 78.7 55.7 85.5
Old : 42.1 79.6 55.7 86.5 42.1 78.7 55.7 85.5
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 110,084: 32,260 10,931 1,481 61,983 76,215 95,724 88,627: 14,361 21,457
Old : 110,084: 32,260 10,931 1,481 61,983 76,215 95,724 88,627: 14,361 21,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -78: -949 968 -267 1,356 -497 140 204: -219 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.9 1.3 56.3 69.2 87.0 80.5: 13.0 19.5
Old : 100.0: 29.3 9.9 1.3 56.3 69.2 87.0 80.5: 13.0 19.5
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 : 102: 30 13 14 38 32 75 52:
Old : 102: 30 13 14 38 32 75 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 : 28.3 39.4 42.2 54.0 28.0 38.0 41.9 52.6
Old : 28.3 39.4 42.2 54.0 28.0 38.0 41.9 52.6
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,057: 4,626 1,303 672 1,559 5,957 6,857 7,932: 1,200 125
Old : 8,057: 4,626 1,303 672 1,559 5,957 6,857 7,932: 1,200 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 56: 2 -27 0 -25 -42 -23 -69: 79 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 16.2 8.3 19.3 73.9 85.1 98.4: 14.9 1.6
Old : 100.0: 57.4 16.2 8.3 19.3 73.9 85.1 98.4: 14.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 5 1 1 3 15 8:
Old : 22: 13 5 1 1 3 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 89.4 71.3 98.4 44.7 81.1 68.3 90.1
Old : 46.2 89.4 71.3 98.4 44.7 81.1 68.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,907: 3,972 975 3 9,576 12,838 13,551 13,816: 356 91
Old : 13,907: 3,972 975 3 9,576 12,838 13,551 13,816: 356 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,338: 1,493 -116 0 863 2,454 2,356 2,338: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.0 0.0 68.9 92.3 97.4 99.3: 2.6 0.7
Old : 100.0: 28.6 7.0 0.0 68.9 92.3 97.4 99.3: 2.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 7 1 7 13 14 21:
Old : 32: 7 7 1 7 13 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 81.4 94.5 90.5 79.8 81.4 93.5 90.3
Old : 80.9 81.4 94.5 90.5 79.8 81.4 93.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,745: 3,097 869 38 25,230 27,787 28,365 28,694: 380 51
Old : 28,745: 3,097 869 38 25,230 27,787 28,365 28,694: 380 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 181: -458 -561 38 616 684 196 161: -15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.0 0.1 87.8 96.7 98.7 99.8: 1.3 0.2
Old : 100.0: 10.8 3.0 0.1 87.8 96.7 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 5 1 7 15 17 21:
Old : 35: 10 5 1 7 15 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.7 70.5 96.9 90.8 90.8 70.5 95.9 90.8
Old : 91.7 70.5 96.9 90.8 90.8 70.5 95.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011