WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 582,926: 97,882 69,862 159,230 279,575 288,666 536,687 517,758: 46,238 65,167
Old : 531,655: 98,019 73,497 136,274 257,746 269,409 492,039 479,179: 39,616 52,476
Other: 51,271: 13,525 10,028 9,294 21,829 19,257 44,648 38,579: 6,622 12,691
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,402: 1,401 -3,111 8,046 -7,517 -4,677 1,930 259: -528 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.0 27.3 48.0 49.5 92.1 88.8: 7.9 11.2
Old : 100.0: 18.4 13.8 25.6 48.5 50.7 92.5 90.1: 7.5 9.9
Other: 100.0: 26.4 19.6 18.1 42.6 37.6 87.1 75.2: 12.9 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 151 146 209 103 136 368 397:
Old : 458: 147 158 194 99 134 351 390:
Other: 197: 53 45 23 37 85 106 142:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 15.7 30.3 21.6 15.3 12.3 25.2 16.5
Old : 19.9 16.9 31.6 23.2 16.4 14.5 27.2 19.4
Other: 27.4 21.4 42.8 30.3 22.2 13.9 34.6 19.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 2,146,889: 455,743 79,329 683,863 785,737 1,094,524 1,925,342 1,857,715: 221,547 289,174
Old : 1,124,534: 240,118 79,971 367,904 402,914 553,956 1,010,937 1,001,831: 113,597 122,703
Other: 1,022,355: 265,823 49,556 265,760 382,822 540,568 914,405 855,884: 107,950 166,471
: : :
: : Changes in Commitments from: May 24, 2011 :
: 52,170: 22,625 -2,473 23,287 -504 17,951 45,408 38,765: 6,762 13,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.7 31.9 36.6 51.0 89.7 86.5: 10.3 13.5
Old : 100.0: 21.4 7.1 32.7 35.8 49.3 89.9 89.1: 10.1 10.9
Other: 100.0: 26.0 4.8 26.0 37.4 52.9 89.4 83.7: 10.6 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 903: 268 168 303 297 419 701 767:
Old : 839: 227 176 238 243 393 589 690:
Other: 782: 209 145 204 228 377 531 636:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.5 19.4 17.1 8.9 6.3 12.8 9.7
Old : 12.7 14.2 20.4 19.8 11.0 10.3 15.7 13.9
Other: 14.6 11.3 22.8 17.2 9.8 7.0 15.7 10.5
MINI CORN - CHICAGO BOARD OF TRADE Code-002603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 20,387: 16,309 1,604 96 9 3,842 16,414 5,542: 3,973 14,845
Old : 5,060: 2,742 1,186 20 9 316 2,771 1,522: 2,289 3,538
Other: 15,327: 13,624 475 19 0 3,526 13,643 4,020: 1,684 11,307
: : :
: : Changes in Commitments from: May 24, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 7.9 0.5 0.0 18.8 80.5 27.2: 19.5 72.8
Old : 100.0: 54.2 23.4 0.4 0.2 6.2 54.8 30.1: 45.2 69.9
Other: 100.0: 88.9 3.1 0.1 0.0 23.0 89.0 26.2: 11.0 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 3 7 3 8 14 16:
Old : 20: 9 3 2 3 7 13 11:
Other: 19: 10 1 4 0 8 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 53.8 14.3 77.7 22.5 53.7 14.2 77.5 22.4
Old : 40.9 26.9 53.9 29.7 40.9 26.6 53.7 29.4
Other: 62.1 14.6 86.1 24.1 62.0 14.6 86.0 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 14,426: 2,959 768 1,783 6,398 10,568 11,141 13,119: 3,285 1,307
Old : 14,425: 2,959 769 1,782 6,398 10,568 11,140 13,119: 3,285 1,306
Other: 1: 1 0 0 0 0 1 0: -0 1
: : :
: : Changes in Commitments from: May 24, 2011 :
: 102: 535 -246 81 -337 524 279 359: -177 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 5.3 12.4 44.4 73.3 77.2 90.9: 22.8 9.1
Old : 100.0: 20.5 5.3 12.4 44.4 73.3 77.2 90.9: 22.8 9.1
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 : 46: 17 7 7 18 13 38 24:
Old : 46: 17 7 7 18 13 38 24:
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 : 28.6 53.0 45.2 73.2 22.9 43.9 32.9 58.3
Old : 28.6 53.0 45.2 73.2 22.9 43.9 32.9 58.3
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 31, 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 : 816,397: 148,618 51,513 269,840 335,069 406,222 753,528 727,575: 62,869 88,822
Old : 368,677: 100,181 31,268 97,958 137,112 209,500 335,251 338,725: 33,425 29,951
Other: 447,721: 86,963 58,771 133,357 197,957 196,722 418,277 388,850: 29,444 58,871
: : :
: : Changes in Commitments from: May 24, 2011 :
: 27,795: 7,745 1,338 14,184 -574 11,308 21,355 26,830: 6,441 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.3 33.1 41.0 49.8 92.3 89.1: 7.7 10.9
Old : 100.0: 27.2 8.5 26.6 37.2 56.8 90.9 91.9: 9.1 8.1
Other: 100.0: 19.4 13.1 29.8 44.2 43.9 93.4 86.9: 6.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 201 143 229 127 200 439 478:
Old : 512: 183 125 165 90 176 341 404:
Other: 460: 123 133 146 104 179 317 374:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 16.3 24.9 24.5 11.5 10.4 16.9 14.7
Old : 15.8 24.7 24.7 32.6 13.3 18.7 19.4 25.8
Other: 18.6 14.7 28.1 23.1 14.8 8.4 22.1 13.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 27,076: 24,288 3,943 87 3 6,638 24,378 10,668: 2,698 16,408
Old : 5,189: 3,488 1,639 10 3 826 3,501 2,475: 1,688 2,714
Other: 21,887: 20,829 2,333 48 0 5,812 20,877 8,193: 1,010 13,694
: : :
: : Changes in Commitments from: May 24, 2011 :
: 856: 1,065 567 -1 0 131 1,064 697: -208 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 14.6 0.3 0.0 24.5 90.0 39.4: 10.0 60.6
Old : 100.0: 67.2 31.6 0.2 0.1 15.9 67.5 47.7: 32.5 52.3
Other: 100.0: 95.2 10.7 0.2 0.0 26.6 95.4 37.4: 4.6 62.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 12 7 1 19 21 37:
Old : 48: 17 13 2 1 18 18 33:
Other: 44: 16 9 5 0 19 16 33:
:----------------------------------------------------------------------------------------------------
: 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 : 59.3 13.4 76.5 19.7 59.2 13.4 76.3 19.7
Old : 34.0 21.2 50.4 35.4 33.8 21.2 50.3 35.4
Other: 66.2 12.4 85.3 19.2 66.0 12.4 85.1 19.2
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 12,972: 888 8,454 3,437 8,261 820 12,586 12,711: 386 260
Old : 11,605: 695 8,527 2,330 8,261 555 11,286 11,413: 319 192
Other: 1,367: 758 492 542 0 265 1,300 1,298: 67 69
: : :
: : Changes in Commitments from: May 24, 2011 :
: 10: 214 -147 -45 -140 172 28 -20: -18 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 65.2 26.5 63.7 6.3 97.0 98.0: 3.0 2.0
Old : 100.0: 6.0 73.5 20.1 71.2 4.8 97.3 98.3: 2.7 1.7
Other: 100.0: 55.4 36.0 39.7 0.0 19.3 95.1 95.0: 4.9 5.0
: : :
:# 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: 7: 5 1 3 0 1 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 65.3 82.4 83.2 94.7 52.7 58.8 60.4 65.2
Old : 68.9 82.5 83.6 94.7 61.2 66.4 68.9 73.5
Other: 90.3 95.0 95.1 95.0 53.3 55.3 55.4 55.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 394,319: 90,086 30,066 89,116 174,965 246,856 354,167 366,038: 40,152 28,281
Old : 246,027: 64,955 32,459 51,007 101,794 141,097 217,756 224,563: 28,271 21,464
Other: 148,292: 35,433 7,909 27,808 73,170 105,758 136,411 141,475: 11,882 6,817
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,885: 9,214 -5,277 190 -7,609 9,055 1,795 3,969: 3,090 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.6 22.6 44.4 62.6 89.8 92.8: 10.2 7.2
Old : 100.0: 26.4 13.2 20.7 41.4 57.4 88.5 91.3: 11.5 8.7
Other: 100.0: 23.9 5.3 18.8 49.3 71.3 92.0 95.4: 8.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 98 62 96 70 78 224 202:
Old : 265: 91 77 78 66 72 201 191:
Other: 164: 66 26 41 50 55 130 109:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 29.5 20.2 43.2 9.9 23.5 16.3 32.9
Old : 15.4 26.4 23.5 36.6 12.8 22.0 19.3 28.6
Other: 17.1 44.8 30.5 60.3 16.1 37.7 27.1 48.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 805,914: 116,480 147,379 36,082 473,527 466,007 626,090 649,468: 179,825 156,446
Old : 805,914: 116,480 147,379 36,082 473,527 466,007 626,090 649,468: 179,825 156,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -22,658: 1,356 4,126 -5,271 -17,066 -16,458 -20,981 -17,602: -1,678 -5,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.3 4.5 58.8 57.8 77.7 80.6: 22.3 19.4
Old : 100.0: 14.5 18.3 4.5 58.8 57.8 77.7 80.6: 22.3 19.4
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 : 164: 26 37 31 84 80 131 127:
Old : 164: 26 37 31 84 80 131 127:
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 : 18.8 18.5 29.0 28.7 18.7 17.2 27.3 24.7
Old : 18.8 18.5 29.0 28.7 18.7 17.2 27.3 24.7
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 31, 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 : 384,996: 43,633 49,134 13,401 253,160 267,864 310,194 330,400: 74,802 54,596
Old : 384,996: 43,633 49,134 13,401 253,160 267,864 310,194 330,400: 74,802 54,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 16,825: 194 -3,595 7,550 20,880 11,108 28,624 15,063: -11,799 1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.8 3.5 65.8 69.6 80.6 85.8: 19.4 14.2
Old : 100.0: 11.3 12.8 3.5 65.8 69.6 80.6 85.8: 19.4 14.2
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 : 67: 5 10 7 41 35 51 47:
Old : 67: 5 10 7 41 35 51 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 : 25.1 48.0 44.5 62.6 23.4 47.4 41.4 59.7
Old : 25.1 48.0 44.5 62.6 23.4 47.4 41.4 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 31, 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 : 8,275: 921 113 745 6,040 6,921 7,706 7,779: 569 496
Old : 8,275: 921 113 745 6,040 6,921 7,706 7,779: 569 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -230: 11 -36 -10 -342 -257 -341 -303: 111 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.4 9.0 73.0 83.6 93.1 94.0: 6.9 6.0
Old : 100.0: 11.1 1.4 9.0 73.0 83.6 93.1 94.0: 6.9 6.0
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 : 38: 6 4 7 19 25 29 34:
Old : 38: 6 4 7 19 25 29 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 : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
Old : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
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 31, 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 : 259,345: 46,612 24,947 61,093 107,249 146,288 214,955 232,328: 44,390 27,017
Old : 161,252: 47,417 24,244 22,477 59,970 95,032 129,864 141,753: 31,388 19,499
Other: 98,093: 13,295 14,802 24,517 47,279 51,256 85,090 90,575: 13,003 7,518
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,642: -1,209 3,084 -164 -1,612 -7,613 -2,984 -4,693: 1,342 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.6 23.6 41.4 56.4 82.9 89.6: 17.1 10.4
Old : 100.0: 29.4 15.0 13.9 37.2 58.9 80.5 87.9: 19.5 12.1
Other: 100.0: 13.6 15.1 25.0 48.2 52.3 86.7 92.3: 13.3 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 61 36 64 68 66 162 147:
Old : 183: 60 41 53 65 59 153 129:
Other: 130: 32 27 33 52 48 100 95:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 31.2 23.1 40.2 7.4 22.2 13.9 27.9
Old : 12.2 34.6 21.5 43.5 11.4 32.5 20.0 40.7
Other: 26.9 29.9 38.3 45.6 16.0 22.4 25.6 31.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 23,885: 7,362 2,030 2,169 8,899 17,962 18,430 22,161: 5,455 1,725
Old : 14,764: 6,197 1,465 757 4,455 11,809 11,409 14,031: 3,355 732
Other: 9,121: 1,456 854 1,122 4,444 6,153 7,021 8,129: 2,100 992
: : :
: : Changes in Commitments from: May 24, 2011 :
: -807: -39 -58 -99 -687 -544 -825 -702: 17 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 8.5 9.1 37.3 75.2 77.2 92.8: 22.8 7.2
Old : 100.0: 42.0 9.9 5.1 30.2 80.0 77.3 95.0: 22.7 5.0
Other: 100.0: 16.0 9.4 12.3 48.7 67.5 77.0 89.1: 23.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 46 14 15 31 23 86 45:
Old : 91: 45 11 11 22 20 70 39:
Other: 61: 18 12 11 22 18 46 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 : 18.6 47.4 29.1 61.0 18.6 44.1 28.7 56.8
Old : 19.6 58.3 33.9 72.6 19.3 56.1 33.6 70.3
Other: 32.0 42.5 46.5 58.9 32.0 40.3 44.3 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,070,611: 361,060 153,964 48,209 539,962 706,058 949,231 908,231: 121,379 162,380
Old : 1,070,611: 361,060 153,964 48,209 539,962 706,058 949,231 908,231: 121,379 162,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -56,843: -10,156 -1,010 5,825 -53,654 -59,646 -57,985 -54,831: 1,142 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.4 4.5 50.4 65.9 88.7 84.8: 11.3 15.2
Old : 100.0: 33.7 14.4 4.5 50.4 65.9 88.7 84.8: 11.3 15.2
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 : 268: 60 49 37 97 138 175 206:
Old : 268: 60 49 37 97 138 175 206:
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 : 24.9 18.0 37.9 25.7 24.7 14.9 35.8 21.7
Old : 24.9 18.0 37.9 25.7 24.7 14.9 35.8 21.7
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 31, 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 : 2,272,080: 257,992 310,143 195,157 1,450,037 1,342,901 1,903,186 1,848,201: 368,895 423,879
Old : 2,272,080: 257,992 310,143 195,157 1,450,037 1,342,901 1,903,186 1,848,201: 368,895 423,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 115,340: 35,535 16,654 43,042 30,770 42,233 109,347 101,929: 5,993 13,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 8.6 63.8 59.1 83.8 81.3: 16.2 18.7
Old : 100.0: 11.4 13.7 8.6 63.8 59.1 83.8 81.3: 16.2 18.7
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 : 282: 48 56 55 134 160 210 243:
Old : 282: 48 56 55 134 160 210 243:
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 : 22.4 17.8 29.6 26.7 19.4 15.2 25.3 19.9
Old : 22.4 17.8 29.6 26.7 19.4 15.2 25.3 19.9
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 31, 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 : 1,634,281: 431,650 93,469 88,827 859,168 1,142,967 1,379,645 1,325,263: 254,635 309,017
Old : 1,634,281: 431,650 93,469 88,827 859,168 1,142,967 1,379,645 1,325,263: 254,635 309,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 61,119: 33,925 -13,962 22,578 3,694 74,046 60,196 82,662: 923 -21,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.7 5.4 52.6 69.9 84.4 81.1: 15.6 18.9
Old : 100.0: 26.4 5.7 5.4 52.6 69.9 84.4 81.1: 15.6 18.9
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 : 217: 44 33 36 96 119 156 172:
Old : 217: 44 33 36 96 119 156 172:
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 : 19.8 20.2 32.1 28.7 18.7 18.7 29.0 26.2
Old : 19.8 20.2 32.1 28.7 18.7 18.7 29.0 26.2
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 31, 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 : 1,064,085: 71,808 81,258 356,158 590,239 559,558 1,018,205 996,974: 45,881 67,111
Old : 1,064,085: 71,808 81,258 356,158 590,239 559,558 1,018,205 996,974: 45,881 67,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 32,213: -4,176 6,518 251 33,158 18,721 29,233 25,491: 2,980 6,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.6 33.5 55.5 52.6 95.7 93.7: 4.3 6.3
Old : 100.0: 6.7 7.6 33.5 55.5 52.6 95.7 93.7: 4.3 6.3
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 : 154: 27 37 45 69 82 121 144:
Old : 154: 27 37 45 69 82 121 144:
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 : 36.3 23.9 49.8 38.1 17.5 8.5 20.5 12.4
Old : 36.3 23.9 49.8 38.1 17.5 8.5 20.5 12.4
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 31, 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 : 80,351: 16,612 3,341 4,633 43,272 58,769 64,517 66,743: 15,834 13,608
Old : 80,351: 16,612 3,341 4,633 43,272 58,769 64,517 66,743: 15,834 13,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 830: 980 5 302 157 167 1,439 475: -609 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.2 5.8 53.9 73.1 80.3 83.1: 19.7 16.9
Old : 100.0: 20.7 4.2 5.8 53.9 73.1 80.3 83.1: 19.7 16.9
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 : 102: 28 11 14 40 33 79 53:
Old : 102: 28 11 14 40 33 79 53:
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 38.7 36.5 54.8 16.8 31.9 24.9 43.7
Old : 22.3 38.7 36.5 54.8 16.8 31.9 24.9 43.7
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 31, 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 : 24,352: 3,030 1,437 9 12,123 20,494 15,162 21,940: 9,190 2,412
Old : 24,352: 3,030 1,437 9 12,123 20,494 15,162 21,940: 9,190 2,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -127: -54 -15 0 0 0 -54 -15: -73 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.9 0.0 49.8 84.2 62.3 90.1: 37.7 9.9
Old : 100.0: 12.4 5.9 0.0 49.8 84.2 62.3 90.1: 37.7 9.9
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 : 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 : 42.4 80.1 55.9 87.0 42.4 79.1 55.9 85.9
Old : 42.4 80.1 55.9 87.0 42.4 79.1 55.9 85.9
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 31, 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 : 111,998: 34,460 11,104 1,953 62,298 76,550 98,711 89,606: 13,287 22,391
Old : 111,998: 34,460 11,104 1,953 62,298 76,550 98,711 89,606: 13,287 22,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,914: 2,200 173 472 315 334 2,987 979: -1,073 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.9 1.7 55.6 68.3 88.1 80.0: 11.9 20.0
Old : 100.0: 30.8 9.9 1.7 55.6 68.3 88.1 80.0: 11.9 20.0
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 : 98: 31 12 10 36 30 72 47:
Old : 98: 31 12 10 36 30 72 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 : 29.8 38.2 43.4 52.7 29.5 36.7 43.2 51.1
Old : 29.8 38.2 43.4 52.7 29.5 36.7 43.2 51.1
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 31, 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 : 7,957: 4,427 1,337 672 1,645 5,828 6,744 7,837: 1,213 120
Old : 7,957: 4,427 1,337 672 1,645 5,828 6,744 7,837: 1,213 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -100: -199 34 0 86 -129 -113 -95: 13 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.8 8.4 20.7 73.2 84.8 98.5: 15.2 1.5
Old : 100.0: 55.6 16.8 8.4 20.7 73.2 84.8 98.5: 15.2 1.5
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 : 23: 13 5 1 2 3 16 8:
Old : 23: 13 5 1 2 3 16 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 : 46.4 89.8 70.0 98.5 44.2 81.4 66.8 90.0
Old : 46.4 89.8 70.0 98.5 44.2 81.4 66.8 90.0
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 31, 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 : 13,823: 3,365 904 2 10,056 12,842 13,423 13,748: 400 75
Old : 13,823: 3,365 904 2 10,056 12,842 13,423 13,748: 400 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -84: -607 -71 -1 480 4 -128 -68: 44 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.5 0.0 72.7 92.9 97.1 99.5: 2.9 0.5
Old : 100.0: 24.3 6.5 0.0 72.7 92.9 97.1 99.5: 2.9 0.5
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 : 32: 7 6 1 9 13 16 20:
Old : 32: 7 6 1 9 13 16 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 : 78.5 82.4 92.8 91.5 77.5 82.4 91.7 91.4
Old : 78.5 82.4 92.8 91.5 77.5 82.4 91.7 91.4
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 31, 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 : 28,377: 4,357 1,058 116 23,578 27,182 28,051 28,356: 326 21
Old : 28,377: 4,357 1,058 116 23,578 27,182 28,051 28,356: 326 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -368: 1,260 189 78 -1,652 -605 -314 -338: -54 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.7 0.4 83.1 95.8 98.9 99.9: 1.1 0.1
Old : 100.0: 15.4 3.7 0.4 83.1 95.8 98.9 99.9: 1.1 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 : 35: 10 5 2 7 14 17 21:
Old : 35: 10 5 2 7 14 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 : 90.7 71.5 96.4 91.1 90.6 71.5 96.1 91.1
Old : 90.7 71.5 96.4 91.1 90.6 71.5 96.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011