WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 438,113: 107,213 167,966 59,253 242,992 157,918 409,458 385,137: 28,655 52,976
Old : 422,922: 107,690 170,802 50,260 238,013 152,032 395,963 373,094: 26,959 49,828
Other: 15,191: 4,639 2,280 3,877 4,979 5,886 13,495 12,043: 1,696 3,148
: : :
: : Changes in Commitments from: May 8, 2012 :
: -127: 310 2,179 -1,053 -758 -1,056 -1,501 70: 1,374 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 38.3 13.5 55.5 36.0 93.5 87.9: 6.5 12.1
Old : 100.0: 25.5 40.4 11.9 56.3 35.9 93.6 88.2: 6.4 11.8
Other: 100.0: 30.5 15.0 25.5 32.8 38.7 88.8 79.3: 11.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 98 162 109 79 101 249 308:
Old : 382: 101 164 98 77 98 238 303:
Other: 99: 12 23 8 22 53 41 79:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 11.2 38.8 20.2 22.9 9.7 36.3 17.8
Old : 24.9 11.5 39.6 20.8 23.4 10.0 37.1 18.4
Other: 62.4 41.7 75.3 51.3 37.9 13.0 44.3 21.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,232,055: 303,486 178,172 189,363 613,664 621,132 1,106,513 988,667: 125,542 243,388
Old : 699,694: 249,720 177,349 70,985 305,361 333,535 626,066 581,869: 73,628 117,825
Other: 532,361: 145,723 92,780 26,421 308,303 287,597 480,447 406,798: 51,914 125,563
: : :
: : Changes in Commitments from: May 8, 2012 :
: -849: -4,473 28,785 -6,131 7,313 -30,943 -3,291 -8,289: 2,442 7,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.5 15.4 49.8 50.4 89.8 80.2: 10.2 19.8
Old : 100.0: 35.7 25.3 10.1 43.6 47.7 89.5 83.2: 10.5 16.8
Other: 100.0: 27.4 17.4 5.0 57.9 54.0 90.2 76.4: 9.8 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 160 185 208 204 296 488 589:
Old : 656: 169 152 120 152 265 376 488:
Other: 574: 114 131 76 136 262 299 432:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 10.7 23.5 17.2 13.2 7.9 21.7 13.3
Old : 15.1 11.7 25.4 20.4 15.1 11.1 25.1 18.8
Other: 18.9 16.9 31.8 22.9 18.6 13.7 30.3 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,865: 4,305 875 171 5,365 9,307 9,841 10,353: 2,024 1,512
Old : 11,865: 4,305 875 171 5,365 9,307 9,841 10,353: 2,024 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 388: 327 196 76 167 -5 570 267: -182 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.4 1.4 45.2 78.4 82.9 87.3: 17.1 12.7
Old : 100.0: 36.3 7.4 1.4 45.2 78.4 82.9 87.3: 17.1 12.7
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 : 40: 13 7 4 16 13 31 23:
Old : 40: 13 7 4 16 13 31 23:
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 : 27.0 66.1 49.5 78.1 26.6 56.9 46.4 66.6
Old : 27.0 66.1 49.5 78.1 26.6 56.9 46.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 790,836: 290,270 47,448 130,700 308,399 519,662 729,369 697,810: 61,467 93,026
Old : 327,891: 168,110 46,146 20,590 115,690 228,932 304,390 295,668: 23,501 32,223
Other: 462,945: 163,506 42,648 68,764 192,709 290,730 424,979 402,142: 37,966 60,803
: : :
: : Changes in Commitments from: May 8, 2012 :
: -7,896: -11,744 -4,643 3,973 5,818 1,067 -1,953 397: -5,943 -8,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.0 16.5 39.0 65.7 92.2 88.2: 7.8 11.8
Old : 100.0: 51.3 14.1 6.3 35.3 69.8 92.8 90.2: 7.2 9.8
Other: 100.0: 35.3 9.2 14.9 41.6 62.8 91.8 86.9: 8.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 239 115 201 161 210 491 461:
Old : 532: 196 118 75 75 181 304 345:
Other: 494: 167 96 121 143 188 376 354:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 21.7 20.1 31.6 8.6 17.4 14.7 25.3
Old : 19.9 25.7 31.4 36.9 19.7 25.7 31.3 36.1
Other: 13.8 24.9 22.2 33.5 11.2 18.6 17.6 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 387,515: 89,638 81,115 53,255 211,822 218,332 354,715 352,702: 32,800 34,813
Old : 249,478: 84,039 86,766 13,674 132,224 123,225 229,937 223,665: 19,541 25,813
Other: 138,037: 31,030 19,780 14,150 79,598 95,107 124,778 129,037: 13,259 9,000
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,359: -7,939 6,403 3,038 13,101 -10,463 8,200 -1,022: -2,841 6,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.9 13.7 54.7 56.3 91.5 91.0: 8.5 9.0
Old : 100.0: 33.7 34.8 5.5 53.0 49.4 92.2 89.7: 7.8 10.3
Other: 100.0: 22.5 14.3 10.3 57.7 68.9 90.4 93.5: 9.6 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 86 79 85 73 68 208 206:
Old : 271: 93 80 49 64 62 175 179:
Other: 170: 54 38 36 53 44 129 103:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 24.2 32.0 33.5 13.0 16.4 20.7 24.7
Old : 27.1 20.3 37.6 30.5 26.6 19.6 37.0 29.2
Other: 26.9 41.9 39.9 55.5 21.1 30.7 32.4 41.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 645,984: 93,668 85,676 9,145 375,673 399,698 478,486 494,519: 167,498 151,465
Old : 645,984: 93,668 85,676 9,145 375,673 399,698 478,486 494,519: 167,498 151,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 34,354: 11,496 15,946 2,186 10,368 6,682 24,050 24,814: 10,304 9,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.3 1.4 58.2 61.9 74.1 76.6: 25.9 23.4
Old : 100.0: 14.5 13.3 1.4 58.2 61.9 74.1 76.6: 25.9 23.4
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 : 176: 31 38 22 69 80 114 126:
Old : 176: 31 38 22 69 80 114 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.3 32.5 25.7 20.3 14.8 28.1 24.7
Old : 21.7 15.3 32.5 25.7 20.3 14.8 28.1 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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 365,348: 45,450 28,414 179 254,251 280,360 299,880 308,953: 65,468 56,395
Old : 365,348: 45,450 28,414 179 254,251 280,360 299,880 308,953: 65,468 56,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 7,028: 735 1,055 0 3,447 3,934 4,182 4,989: 2,846 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.8 0.0 69.6 76.7 82.1 84.6: 17.9 15.4
Old : 100.0: 12.4 7.8 0.0 69.6 76.7 82.1 84.6: 17.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 5 2 40 42 47 49:
Old : 69: 7 5 2 40 42 47 49:
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 : 26.1 48.6 44.2 57.8 25.2 48.4 40.5 57.4
Old : 26.1 48.6 44.2 57.8 25.2 48.4 40.5 57.4
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,787: 2,736 162 1,086 8,462 10,980 12,284 12,228: 503 559
Old : 12,787: 2,736 162 1,086 8,462 10,980 12,284 12,228: 503 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 851: 219 -85 58 904 1,102 1,181 1,075: -330 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.3 8.5 66.2 85.9 96.1 95.6: 3.9 4.4
Old : 100.0: 21.4 1.3 8.5 66.2 85.9 96.1 95.6: 3.9 4.4
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 : 40: 10 2 5 23 26 33 33:
Old : 40: 10 2 5 23 26 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 56.7 67.3 71.6 18.9 21.5 27.5 27.4
Old : 50.9 56.7 67.3 71.6 18.9 21.5 27.5 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,245: 104,901 12,153 18,246 86,629 199,924 209,776 230,323: 41,469 20,922
Old : 165,917: 88,363 11,811 5,411 43,009 133,920 136,783 151,142: 29,134 14,775
Other: 85,328: 20,132 3,936 9,241 43,620 66,004 72,993 79,181: 12,335 6,147
: : :
: : Changes in Commitments from: May 8, 2012 :
: -845: -4,846 1,517 1,062 1,215 -3,620 -2,569 -1,041: 1,724 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 4.8 7.3 34.5 79.6 83.5 91.7: 16.5 8.3
Old : 100.0: 53.3 7.1 3.3 25.9 80.7 82.4 91.1: 17.6 8.9
Other: 100.0: 23.6 4.6 10.8 51.1 77.4 85.5 92.8: 14.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 99 28 50 67 64 191 125:
Old : 205: 87 29 27 57 60 155 108:
Other: 139: 43 21 28 53 44 109 86:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 39.8 17.2 52.7 8.7 37.0 15.7 47.6
Old : 11.6 44.9 20.6 56.6 11.6 44.5 20.6 55.2
Other: 18.7 36.3 30.7 53.4 14.3 31.5 22.9 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,017: 3,922 4,321 1,047 6,261 7,323 11,230 12,691: 2,787 1,326
Old : 11,027: 4,000 4,444 7 4,737 5,623 8,744 10,074: 2,283 953
Other: 2,990: 912 867 50 1,524 1,700 2,486 2,617: 504 373
: : :
: : Changes in Commitments from: May 8, 2012 :
: 186: 281 -282 174 -171 411 284 303: -98 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.8 7.5 44.7 52.2 80.1 90.5: 19.9 9.5
Old : 100.0: 36.3 40.3 0.1 43.0 51.0 79.3 91.4: 20.7 8.6
Other: 100.0: 30.5 29.0 1.7 51.0 56.9 83.1 87.5: 16.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 28 17 13 23 16 57 43:
Old : 76: 28 19 2 19 11 49 30:
Other: 36: 10 9 3 9 13 21 23:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 45.0 40.7 60.0 23.5 38.5 35.9 53.2
Old : 25.1 47.8 39.9 67.0 25.1 47.3 39.9 66.2
Other: 55.6 49.5 68.6 70.0 53.8 47.0 66.5 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,015,401: 351,400 242,425 12,337 531,003 663,322 894,740 918,084: 120,661 97,317
Old : 1,015,401: 351,400 242,425 12,337 531,003 663,322 894,740 918,084: 120,661 97,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 17,486: 2,065 31,358 709 12,198 -18,369 14,972 13,698: 2,514 3,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.9 1.2 52.3 65.3 88.1 90.4: 11.9 9.6
Old : 100.0: 34.6 23.9 1.2 52.3 65.3 88.1 90.4: 11.9 9.6
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 : 226: 45 44 19 97 100 152 153:
Old : 226: 45 44 19 97 100 152 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 28.7 32.6 42.0 20.2 28.1 30.4 40.7
Old : 21.4 28.7 32.6 42.0 20.2 28.1 30.4 40.7
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,906,411: 190,868 354,260 39,987 1,368,713 1,204,057 1,599,568 1,598,304: 306,843 308,107
Old : 1,906,411: 190,868 354,260 39,987 1,368,713 1,204,057 1,599,568 1,598,304: 306,843 308,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 21,869: -40,505 -9,841 9,172 28,276 49,771 -3,057 49,102: 24,926 -27,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.6 2.1 71.8 63.2 83.9 83.8: 16.1 16.2
Old : 100.0: 10.0 18.6 2.1 71.8 63.2 83.9 83.8: 16.1 16.2
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 : 303: 34 79 31 125 153 178 244:
Old : 303: 34 79 31 125 153 178 244:
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 18.8 39.4 25.7 26.6 16.1 35.1 21.9
Old : 29.8 18.8 39.4 25.7 26.6 16.1 35.1 21.9
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,408,673: 475,694 196,468 23,060 675,867 933,334 1,174,621 1,152,862: 234,052 255,811
Old : 1,408,673: 475,694 196,468 23,060 675,867 933,334 1,174,621 1,152,862: 234,052 255,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 39,005: 88,043 15,862 3,859 -47,183 30,238 44,719 49,959: -5,714 -10,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 13.9 1.6 48.0 66.3 83.4 81.8: 16.6 18.2
Old : 100.0: 33.8 13.9 1.6 48.0 66.3 83.4 81.8: 16.6 18.2
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 : 205: 35 39 26 76 110 127 159:
Old : 205: 35 39 26 76 110 127 159:
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 : 30.5 19.8 42.5 28.1 27.7 18.6 37.7 25.9
Old : 30.5 19.8 42.5 28.1 27.7 18.6 37.7 25.9
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 528,528: 42,074 83,137 75,634 389,001 320,797 506,709 479,568: 21,819 48,960
Old : 528,528: 42,074 83,137 75,634 389,001 320,797 506,709 479,568: 21,819 48,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 28,813: -2,753 3,543 5,670 28,448 16,312 31,365 25,525: -2,552 3,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 15.7 14.3 73.6 60.7 95.9 90.7: 4.1 9.3
Old : 100.0: 8.0 15.7 14.3 73.6 60.7 95.9 90.7: 4.1 9.3
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 : 90: 15 18 26 50 51 77 84:
Old : 90: 15 18 26 50 51 77 84:
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 : 40.5 27.0 52.5 43.0 31.2 18.3 36.7 27.3
Old : 40.5 27.0 52.5 43.0 31.2 18.3 36.7 27.3
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,060: 17,836 8,465 33 24,496 37,100 42,364 45,598: 7,696 4,463
Old : 50,060: 17,836 8,465 33 24,496 37,100 42,364 45,598: 7,696 4,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,764: -242 -1,232 -78 -1,963 -626 -2,282 -1,935: 518 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.9 0.1 48.9 74.1 84.6 91.1: 15.4 8.9
Old : 100.0: 35.6 16.9 0.1 48.9 74.1 84.6 91.1: 15.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 28 17 3 32 32 62 50:
Old : 101: 28 17 3 32 32 62 50:
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 : 27.0 40.8 39.9 58.7 27.0 40.8 39.9 57.9
Old : 27.0 40.8 39.9 58.7 27.0 40.8 39.9 57.9
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,120: 35,671 16,930 66 48,991 74,199 84,728 91,195: 15,392 8,925
Old : 100,120: 35,671 16,930 66 48,991 74,199 84,728 91,195: 15,392 8,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,527: -483 -2,463 -155 -3,925 -1,251 -4,563 -3,869: 1,036 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.9 0.1 48.9 74.1 84.6 91.1: 15.4 8.9
Old : 100.0: 35.6 16.9 0.1 48.9 74.1 84.6 91.1: 15.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 28 17 3 32 32 62 50:
Old : 101: 28 17 3 32 32 62 50:
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 : 27.0 40.8 39.9 58.7 27.0 40.8 39.9 57.9
Old : 27.0 40.8 39.9 58.7 27.0 40.8 39.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,976: 4,437 5,532 898 1,494 500 6,829 6,930: 147 46
Old : 6,976: 4,437 5,532 898 1,494 500 6,829 6,930: 147 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -115: -307 -106 7 133 -50 -167 -149: 52 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 79.3 12.9 21.4 7.2 97.9 99.3: 2.1 0.7
Old : 100.0: 63.6 79.3 12.9 21.4 7.2 97.9 99.3: 2.1 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 : 21: 10 8 2 2 1 14 9:
Old : 21: 10 8 2 2 1 14 9:
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 : 63.5 72.1 90.6 98.4 63.5 63.8 81.3 85.5
Old : 63.5 72.1 90.6 98.4 63.5 63.8 81.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,409: 2,170 472 217 5,807 7,596 8,194 8,285: 215 124
Old : 8,409: 2,170 472 217 5,807 7,596 8,194 8,285: 215 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 190: -15 64 -5 164 115 144 174: 46 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.6 2.6 69.1 90.3 97.4 98.5: 2.6 1.5
Old : 100.0: 25.8 5.6 2.6 69.1 90.3 97.4 98.5: 2.6 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 : 29: 8 5 2 6 11 15 17:
Old : 29: 8 5 2 6 11 15 17:
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 : 71.2 79.8 87.7 90.3 71.1 79.7 87.5 88.8
Old : 71.2 79.8 87.7 90.3 71.1 79.7 87.5 88.8
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 - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,647: 1,130 690 0 7,266 7,879 8,396 8,569: 251 78
Old : 8,647: 1,130 690 0 7,266 7,879 8,396 8,569: 251 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 162: -204 100 0 376 36 172 136: -10 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.0 0.0 84.0 91.1 97.1 99.1: 2.9 0.9
Old : 100.0: 13.1 8.0 0.0 84.0 91.1 97.1 99.1: 2.9 0.9
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 : 29: 6 6 0 4 14 10 20:
Old : 29: 6 6 0 4 14 10 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 : 93.3 62.8 96.3 80.8 93.3 62.8 96.2 80.8
Old : 93.3 62.8 96.3 80.8 93.3 62.8 96.2 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012