WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,926
COMMITMENTS
97,882 69,862 159,230 279,575 288,666 536,687 517,758 46,238 65,167
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,402)
1,401 -3,111 8,046 -7,517 -4,677 1,930 259 -528 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.0 27.3 48.0 49.5 92.1 88.8 7.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
151 146 209 103 136 368 397
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,146,889
COMMITMENTS
455,743 79,329 683,863 785,737 1094524 1925342 1857715 221,547 289,174
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 52,170)
22,625 -2,473 23,287 -504 17,951 45,408 38,765 6,762 13,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.7 31.9 36.6 51.0 89.7 86.5 10.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 903)
268 168 303 297 419 701 767
MINI CORN - CHICAGO BOARD OF TRADE Code-002603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,387
COMMITMENTS
16,309 1,604 96 9 3,842 16,414 5,542 3,973 14,845
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.0 7.9 0.5 0.0 18.8 80.5 27.2 19.5 72.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 3 7 3 8 14 16
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,426
COMMITMENTS
2,959 768 1,783 6,398 10,568 11,141 13,119 3,285 1,307
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 102)
535 -246 81 -337 524 279 359 -177 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 5.3 12.4 44.4 73.3 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 7 18 13 38 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 816,397
COMMITMENTS
148,618 51,513 269,840 335,069 406,222 753,528 727,575 62,869 88,822
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 27,795)
7,745 1,338 14,184 -574 11,308 21,355 26,830 6,441 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 6.3 33.1 41.0 49.8 92.3 89.1 7.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
201 143 229 127 200 439 478
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 27,076
COMMITMENTS
24,288 3,943 87 3 6,638 24,378 10,668 2,698 16,408
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 856)
1,065 567 -1 0 131 1,064 697 -208 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.7 14.6 0.3 0.0 24.5 90.0 39.4 10.0 60.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 12 7 1 19 21 37
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,972
COMMITMENTS
888 8,454 3,437 8,261 820 12,586 12,711 386 260
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 10)
214 -147 -45 -140 172 28 -20 -18 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 65.2 26.5 63.7 6.3 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 10 12 7 25 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 394,319
COMMITMENTS
90,086 30,066 89,116 174,965 246,856 354,167 366,038 40,152 28,281
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,885)
9,214 -5,277 190 -7,609 9,055 1,795 3,969 3,090 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.6 22.6 44.4 62.6 89.8 92.8 10.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
98 62 96 70 78 224 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 805,914
COMMITMENTS
116,480 147,379 36,082 473,527 466,007 626,090 649,468 179,825 156,446
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -22,658)
1,356 4,126 -5,271 -17,066 -16,458 -20,981 -17,602 -1,678 -5,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 18.3 4.5 58.8 57.8 77.7 80.6 22.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
26 37 31 84 80 131 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,996
COMMITMENTS
43,633 49,134 13,401 253,160 267,864 310,194 330,400 74,802 54,596
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 16,825)
194 -3,595 7,550 20,880 11,108 28,624 15,063 -11,799 1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.8 3.5 65.8 69.6 80.6 85.8 19.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 10 7 41 35 51 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,275
COMMITMENTS
921 113 745 6,040 6,921 7,706 7,779 569 496
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -230)
11 -36 -10 -342 -257 -341 -303 111 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.4 9.0 73.0 83.6 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 7 19 25 29 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 259,345
COMMITMENTS
46,612 24,947 61,093 107,249 146,288 214,955 232,328 44,390 27,017
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,642)
-1,209 3,084 -164 -1,612 -7,613 -2,984 -4,693 1,342 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 9.6 23.6 41.4 56.4 82.9 89.6 17.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
61 36 64 68 66 162 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,885
COMMITMENTS
7,362 2,030 2,169 8,899 17,962 18,430 22,161 5,455 1,725
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -807)
-39 -58 -99 -687 -544 -825 -702 17 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 8.5 9.1 37.3 75.2 77.2 92.8 22.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
46 14 15 31 23 86 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,070,611
COMMITMENTS
361,060 153,964 48,209 539,962 706,058 949,231 908,231 121,379 162,380
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -56,843)
-10,156 -1,010 5,825 -53,654 -59,646 -57,985 -54,831 1,142 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 14.4 4.5 50.4 65.9 88.7 84.8 11.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
60 49 37 97 138 175 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,272,080
COMMITMENTS
257,992 310,143 195,157 1450037 1342901 1903186 1848201 368,895 423,879
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 115,340)
35,535 16,654 43,042 30,770 42,233 109,347 101,929 5,993 13,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.7 8.6 63.8 59.1 83.8 81.3 16.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
48 56 55 134 160 210 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,634,281
COMMITMENTS
431,650 93,469 88,827 859,168 1142967 1379645 1325263 254,635 309,017
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 61,119)
33,925 -13,962 22,578 3,694 74,046 60,196 82,662 923 -21,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 5.7 5.4 52.6 69.9 84.4 81.1 15.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
44 33 36 96 119 156 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,064,085
COMMITMENTS
71,808 81,258 356,158 590,239 559,558 1018205 996,974 45,881 67,111
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 32,213)
-4,176 6,518 251 33,158 18,721 29,233 25,491 2,980 6,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.6 33.5 55.5 52.6 95.7 93.7 4.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
27 37 45 69 82 121 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,351
COMMITMENTS
16,612 3,341 4,633 43,272 58,769 64,517 66,743 15,834 13,608
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 830)
980 5 302 157 167 1,439 475 -609 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.2 5.8 53.9 73.1 80.3 83.1 19.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 11 14 40 33 79 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,352
COMMITMENTS
3,030 1,437 9 12,123 20,494 15,162 21,940 9,190 2,412
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -127)
-54 -15 0 0 0 -54 -15 -73 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.9 0.0 49.8 84.2 62.3 90.1 37.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 4 9 6 17 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,998
COMMITMENTS
34,460 11,104 1,953 62,298 76,550 98,711 89,606 13,287 22,391
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,914)
2,200 173 472 315 334 2,987 979 -1,073 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 9.9 1.7 55.6 68.3 88.1 80.0 11.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 12 10 36 30 72 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,957
COMMITMENTS
4,427 1,337 672 1,645 5,828 6,744 7,837 1,213 120
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -100)
-199 34 0 86 -129 -113 -95 13 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 16.8 8.4 20.7 73.2 84.8 98.5 15.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 5 1 2 3 16 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,823
COMMITMENTS
3,365 904 2 10,056 12,842 13,423 13,748 400 75
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -84)
-607 -71 -1 480 4 -128 -68 44 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 6.5 0.0 72.7 92.9 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 6 1 9 13 16 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,377
COMMITMENTS
4,357 1,058 116 23,578 27,182 28,051 28,356 326 21
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -368)
1,260 189 78 -1,652 -605 -314 -338 -54 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.7 0.4 83.1 95.8 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 5 2 7 14 17 21
Updated June 3, 2011