WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 22, 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 : 420,479: 109,235 115,367 59,979 222,482 198,777 391,696 374,123: 28,783 46,356
Old : 403,270: 107,957 116,681 51,179 217,418 192,356 376,554 360,216: 26,716 43,054
Other: 17,209: 5,003 2,411 5,075 5,064 6,421 15,142 13,907: 2,067 3,302
: : :
: : Changes in Commitments from: May 15, 2012 :
: -17,634: 2,022 -52,599 726 -20,510 40,859 -17,762 -11,014: 128 -6,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.4 14.3 52.9 47.3 93.2 89.0: 6.8 11.0
Old : 100.0: 26.8 28.9 12.7 53.9 47.7 93.4 89.3: 6.6 10.7
Other: 100.0: 29.1 14.0 29.5 29.4 37.3 88.0 80.8: 12.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 113 142 115 78 106 265 295:
Old : 377: 112 142 107 75 103 255 288:
Other: 107: 14 25 9 23 56 44 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 : 24.0 17.5 37.1 26.4 22.7 15.4 35.6 22.3
Old : 24.7 18.2 38.2 27.2 23.4 16.1 36.7 23.2
Other: 59.9 43.1 72.2 52.3 34.9 14.4 41.6 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 22, 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 : 1,195,041: 287,449 140,758 187,362 599,538 634,647 1,074,349 962,767: 120,692 232,274
Old : 666,875: 237,440 138,852 64,810 295,973 352,385 598,223 556,047: 68,652 110,828
Other: 528,166: 146,022 97,919 26,539 303,565 282,262 476,126 406,720: 52,040 121,446
: : :
: : Changes in Commitments from: May 15, 2012 :
: -37,014: -16,037 -37,414 -2,001 -14,126 13,515 -32,164 -25,900: -4,850 -11,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.8 15.7 50.2 53.1 89.9 80.6: 10.1 19.4
Old : 100.0: 35.6 20.8 9.7 44.4 52.8 89.7 83.4: 10.3 16.6
Other: 100.0: 27.6 18.5 5.0 57.5 53.4 90.1 77.0: 9.9 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 166 164 200 199 302 476 576:
Old : 640: 170 129 100 149 273 362 465:
Other: 594: 105 149 82 138 271 302 454:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 12.1 23.7 18.9 13.5 8.6 22.3 13.9
Old : 15.1 14.0 26.1 21.4 15.1 13.2 26.1 20.0
Other: 18.4 16.9 30.5 22.2 18.2 15.0 29.3 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 22, 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 : 12,042: 4,183 591 392 5,373 9,609 9,948 10,592: 2,094 1,450
Old : 12,042: 4,183 591 392 5,373 9,609 9,948 10,592: 2,094 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 177: -122 -284 221 8 302 107 239: 70 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 4.9 3.3 44.6 79.8 82.6 88.0: 17.4 12.0
Old : 100.0: 34.7 4.9 3.3 44.6 79.8 82.6 88.0: 17.4 12.0
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 : 41: 15 6 4 15 13 33 22:
Old : 41: 15 6 4 15 13 33 22:
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 : 27.3 65.8 49.7 77.7 26.7 54.9 46.1 65.8
Old : 27.3 65.8 49.7 77.7 26.7 54.9 46.1 65.8
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 22, 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 : 776,789: 295,629 50,742 124,184 293,180 508,351 712,993 683,277: 63,796 93,512
Old : 311,588: 163,562 44,666 14,655 108,905 219,598 287,122 278,919: 24,466 32,669
Other: 465,201: 166,631 40,640 74,965 184,275 288,753 425,871 404,358: 39,330 60,843
: : :
: : Changes in Commitments from: May 15, 2012 :
: -14,047: 5,359 3,294 -6,516 -15,219 -11,311 -16,376 -14,533: 2,329 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 6.5 16.0 37.7 65.4 91.8 88.0: 8.2 12.0
Old : 100.0: 52.5 14.3 4.7 35.0 70.5 92.1 89.5: 7.9 10.5
Other: 100.0: 35.8 8.7 16.1 39.6 62.1 91.5 86.9: 8.5 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 231 113 198 159 201 475 450:
Old : 510: 177 122 77 77 172 289 340:
Other: 479: 175 79 125 141 185 372 348:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 21.7 19.3 31.5 8.8 17.9 15.0 26.2
Old : 19.0 28.4 31.2 40.5 18.9 28.4 31.1 39.6
Other: 12.5 23.7 20.4 32.3 11.0 16.8 17.1 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 22, 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 : 396,868: 85,681 86,792 62,290 217,734 212,860 365,705 361,942: 31,163 34,926
Old : 254,036: 81,114 95,425 17,871 137,581 114,311 236,566 227,607: 17,470 26,429
Other: 142,832: 33,930 20,730 15,056 80,153 98,549 129,139 134,335: 13,693 8,497
: : :
: : Changes in Commitments from: May 15, 2012 :
: 9,353: -3,957 5,677 9,035 5,912 -5,472 10,990 9,240: -1,637 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.9 15.7 54.9 53.6 92.1 91.2: 7.9 8.8
Old : 100.0: 31.9 37.6 7.0 54.2 45.0 93.1 89.6: 6.9 10.4
Other: 100.0: 23.8 14.5 10.5 56.1 69.0 90.4 94.1: 9.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 79 88 94 76 69 217 219:
Old : 284: 89 91 59 68 61 183 193:
Other: 173: 57 37 42 53 44 137 104:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 21.4 31.5 31.1 13.6 15.1 21.1 23.1
Old : 27.1 15.5 37.6 26.4 26.7 14.8 37.0 25.3
Other: 25.5 40.2 38.2 54.0 20.1 29.0 31.1 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 22, 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 : 688,700: 104,638 55,794 13,233 402,483 472,637 520,354 541,664: 168,346 147,036
Old : 688,700: 104,638 55,794 13,233 402,483 472,637 520,354 541,664: 168,346 147,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 42,716: 10,970 -29,882 4,088 26,810 72,939 41,868 47,145: 848 -4,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.1 1.9 58.4 68.6 75.6 78.7: 24.4 21.3
Old : 100.0: 15.2 8.1 1.9 58.4 68.6 75.6 78.7: 24.4 21.3
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 : 178: 34 35 25 71 80 120 125:
Old : 178: 34 35 25 71 80 120 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.5 34.1 26.9 21.1 15.1 29.7 24.8
Old : 23.7 15.5 34.1 26.9 21.1 15.1 29.7 24.8
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 22, 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 : 359,292: 44,659 26,705 227 248,171 274,369 293,057 301,301: 66,235 57,991
Old : 359,292: 44,659 26,705 227 248,171 274,369 293,057 301,301: 66,235 57,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -6,056: -791 -1,709 48 -6,080 -5,991 -6,823 -7,652: 767 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.4 0.1 69.1 76.4 81.6 83.9: 18.4 16.1
Old : 100.0: 12.4 7.4 0.1 69.1 76.4 81.6 83.9: 18.4 16.1
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 : 67: 7 5 2 37 40 44 47:
Old : 67: 7 5 2 37 40 44 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 : 27.9 44.6 45.7 55.2 26.0 44.0 39.8 53.5
Old : 27.9 44.6 45.7 55.2 26.0 44.0 39.8 53.5
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 22, 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 : 12,992: 3,168 187 1,032 7,917 10,894 12,117 12,113: 875 879
Old : 12,992: 3,168 187 1,032 7,917 10,894 12,117 12,113: 875 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 205: 432 25 -54 -545 -86 -167 -115: 372 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.4 7.9 60.9 83.9 93.3 93.2: 6.7 6.8
Old : 100.0: 24.4 1.4 7.9 60.9 83.9 93.3 93.2: 6.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 2 6 24 25 35 33:
Old : 41: 10 2 6 24 25 35 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 55.9 67.0 71.1 21.8 21.6 30.4 27.9
Old : 50.9 55.9 67.0 71.1 21.8 21.6 30.4 27.9
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 22, 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 : 248,847: 101,208 9,561 18,798 88,770 196,629 208,776 224,988: 40,071 23,859
Old : 161,682: 84,034 11,307 4,389 46,979 129,327 135,402 145,023: 26,280 16,659
Other: 87,165: 22,323 3,403 9,260 41,791 67,302 73,374 79,965: 13,791 7,200
: : :
: : Changes in Commitments from: May 15, 2012 :
: -2,398: -3,693 -2,592 552 2,141 -3,295 -1,000 -5,335: -1,398 2,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 3.8 7.6 35.7 79.0 83.9 90.4: 16.1 9.6
Old : 100.0: 52.0 7.0 2.7 29.1 80.0 83.7 89.7: 16.3 10.3
Other: 100.0: 25.6 3.9 10.6 47.9 77.2 84.2 91.7: 15.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 95 24 49 68 68 188 125:
Old : 199: 85 26 29 57 64 152 110:
Other: 141: 45 22 25 54 46 112 84:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 37.8 18.2 51.2 8.8 36.0 15.9 46.4
Old : 12.0 43.0 21.5 54.1 11.8 42.4 20.7 51.6
Other: 16.8 35.8 28.2 52.4 14.5 30.9 23.6 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 22, 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 : 13,636: 3,693 4,626 1,166 6,046 6,596 10,905 12,388: 2,731 1,248
Old : 10,582: 3,740 4,933 5 4,602 4,798 8,347 9,736: 2,235 846
Other: 3,054: 1,063 803 51 1,444 1,798 2,558 2,652: 496 402
: : :
: : Changes in Commitments from: May 15, 2012 :
: -381: -229 305 119 -215 -727 -325 -303: -56 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 33.9 8.6 44.3 48.4 80.0 90.8: 20.0 9.2
Old : 100.0: 35.3 46.6 0.0 43.5 45.3 78.9 92.0: 21.1 8.0
Other: 100.0: 34.8 26.3 1.7 47.3 58.9 83.8 86.8: 16.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 19 13 22 15 53 44:
Old : 73: 25 20 1 18 11 44 31:
Other: 34: 10 7 3 10 12 21 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 40.9 40.6 56.4 24.1 37.9 38.7 51.9
Old : 25.5 44.6 41.0 62.7 25.5 44.6 41.0 62.7
Other: 50.2 52.8 66.7 71.3 48.8 50.3 64.6 68.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 22, 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 : 962,943: 294,460 233,805 11,399 534,010 615,096 839,869 860,300: 123,074 102,643
Old : 962,943: 294,460 233,805 11,399 534,010 615,096 839,869 860,300: 123,074 102,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -52,458: -56,940 -8,620 -938 3,007 -48,226 -54,871 -57,784: 2,413 5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.3 1.2 55.5 63.9 87.2 89.3: 12.8 10.7
Old : 100.0: 30.6 24.3 1.2 55.5 63.9 87.2 89.3: 12.8 10.7
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 : 227: 45 45 21 99 93 156 147:
Old : 227: 45 45 21 99 93 156 147:
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 : 19.6 30.2 30.4 42.5 17.5 29.6 26.6 41.4
Old : 19.6 30.2 30.4 42.5 17.5 29.6 26.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 22, 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 : 2,010,955: 210,661 346,851 44,383 1,470,903 1,312,829 1,725,947 1,704,063: 285,008 306,892
Old : 2,010,955: 210,661 346,851 44,383 1,470,903 1,312,829 1,725,947 1,704,063: 285,008 306,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 104,544: 19,793 -7,409 4,396 102,190 108,772 126,379 105,759: -21,835 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.2 2.2 73.1 65.3 85.8 84.7: 14.2 15.3
Old : 100.0: 10.5 17.2 2.2 73.1 65.3 85.8 84.7: 14.2 15.3
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 : 303: 39 77 30 123 158 182 245:
Old : 303: 39 77 30 123 158 182 245:
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 : 32.1 19.8 42.5 26.4 28.6 17.1 38.0 22.3
Old : 32.1 19.8 42.5 26.4 28.6 17.1 38.0 22.3
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 22, 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 : 1,423,810: 476,365 179,689 38,788 664,721 949,987 1,179,874 1,168,464: 243,936 255,346
Old : 1,423,810: 476,365 179,689 38,788 664,721 949,987 1,179,874 1,168,464: 243,936 255,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 15,137: 671 -16,779 15,728 -11,146 16,653 5,253 15,602: 9,884 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.6 2.7 46.7 66.7 82.9 82.1: 17.1 17.9
Old : 100.0: 33.5 12.6 2.7 46.7 66.7 82.9 82.1: 17.1 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 34 35 24 76 103 128 144:
Old : 198: 34 35 24 76 103 128 144:
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 : 26.5 20.0 38.8 29.7 25.8 18.8 34.9 26.4
Old : 26.5 20.0 38.8 29.7 25.8 18.8 34.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 22, 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 : 539,386: 41,116 85,808 80,303 395,359 318,893 516,778 485,004: 22,608 54,382
Old : 539,386: 41,116 85,808 80,303 395,359 318,893 516,778 485,004: 22,608 54,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 10,858: -958 2,671 4,669 6,358 -1,904 10,069 5,436: 789 5,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.9 14.9 73.3 59.1 95.8 89.9: 4.2 10.1
Old : 100.0: 7.6 15.9 14.9 73.3 59.1 95.8 89.9: 4.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 20 25 49 52 75 85:
Old : 90: 12 20 25 49 52 75 85:
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 : 40.3 26.5 53.2 42.6 31.0 18.5 37.6 27.1
Old : 40.3 26.5 53.2 42.6 31.0 18.5 37.6 27.1
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 22, 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 : 67,190: 14,209 6,564 5,483 38,838 47,942 58,530 59,989: 8,661 7,201
Old : 67,190: 14,209 6,564 5,483 38,838 47,942 58,530 59,989: 8,661 7,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 17,130: -3,627 -1,901 5,450 14,343 10,843 16,166 14,392: 965 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.8 8.2 57.8 71.4 87.1 89.3: 12.9 10.7
Old : 100.0: 21.1 9.8 8.2 57.8 71.4 87.1 89.3: 12.9 10.7
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 : 103: 30 13 11 35 36 72 56:
Old : 103: 30 13 11 35 36 72 56:
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 : 25.0 33.8 40.4 48.8 19.1 29.7 29.7 40.6
Old : 25.0 33.8 40.4 48.8 19.1 29.7 29.7 40.6
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 - Futures Only, May 22, 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 : 16,237: 5,219 2,138 0 9,611 11,329 14,830 13,467: 1,407 2,770
Old : 16,237: 5,219 2,138 0 9,611 11,329 14,830 13,467: 1,407 2,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.2 0.0 59.2 69.8 91.3 82.9: 8.7 17.1
Old : 100.0: 32.1 13.2 0.0 59.2 69.8 91.3 82.9: 8.7 17.1
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 : 20: 5 3 0 4 8 9 11:
Old : 20: 5 3 0 4 8 9 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 53.1 89.7 77.1 70.3 53.1 89.7 77.1
Old : 70.3 53.1 89.7 77.1 70.3 53.1 89.7 77.1
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 22, 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 : 101,906: 28,795 19,668 150 58,454 73,226 87,399 93,044: 14,507 8,862
Old : 101,906: 28,795 19,668 150 58,454 73,226 87,399 93,044: 14,507 8,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,786: -6,876 2,738 84 9,463 -973 2,671 1,849: -885 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.3 0.1 57.4 71.9 85.8 91.3: 14.2 8.7
Old : 100.0: 28.3 19.3 0.1 57.4 71.9 85.8 91.3: 14.2 8.7
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 : 100: 29 16 6 34 31 67 49:
Old : 100: 29 16 6 34 31 67 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 : 28.6 40.5 43.0 57.6 28.6 40.5 43.0 56.7
Old : 28.6 40.5 43.0 57.6 28.6 40.5 43.0 56.7
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 22, 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 : 7,149: 4,303 5,737 901 1,859 500 7,063 7,138: 86 11
Old : 7,149: 4,303 5,737 901 1,859 500 7,063 7,138: 86 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 173: -134 205 3 365 0 234 208: -61 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 80.2 12.6 26.0 7.0 98.8 99.8: 1.2 0.2
Old : 100.0: 60.2 80.2 12.6 26.0 7.0 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 9 2 3 1 16 10:
Old : 24: 11 9 2 3 1 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 70.0 83.7 96.4 58.4 61.6 79.3 83.8
Old : 59.1 70.0 83.7 96.4 58.4 61.6 79.3 83.8
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 22, 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 : 8,464: 2,088 469 343 5,790 7,511 8,221 8,323: 243 141
Old : 8,464: 2,088 469 343 5,790 7,511 8,221 8,323: 243 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 55: -82 -3 126 -17 -85 27 38: 28 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.5 4.1 68.4 88.7 97.1 98.3: 2.9 1.7
Old : 100.0: 24.7 5.5 4.1 68.4 88.7 97.1 98.3: 2.9 1.7
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 : 27: 8 4 3 6 10 15 16:
Old : 27: 8 4 3 6 10 15 16:
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 : 70.3 78.7 87.4 89.2 69.2 78.6 85.8 87.6
Old : 70.3 78.7 87.4 89.2 69.2 78.6 85.8 87.6
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 22, 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 : 9,041: 1,816 1,456 0 6,975 7,545 8,791 9,001: 250 40
Old : 9,041: 1,816 1,456 0 6,975 7,545 8,791 9,001: 250 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 394: 686 766 0 -291 -334 395 432: -1 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.1 0.0 77.1 83.5 97.2 99.6: 2.8 0.4
Old : 100.0: 20.1 16.1 0.0 77.1 83.5 97.2 99.6: 2.8 0.4
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 : 32: 9 6 0 4 14 13 20:
Old : 32: 9 6 0 4 14 13 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 : 89.6 58.9 95.0 81.1 89.6 58.9 95.0 81.1
Old : 89.6 58.9 95.0 81.1 89.6 58.9 95.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012