WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,502 COMMITMENTS 107,009 146,462 60,911 232,282 170,251 400,202 377,624 27,300 49,878 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -29,250) 6,255 -8,063 -7,263 -24,629 -10,371 -25,637 -25,697 -3,613 -3,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 34.3 14.2 54.3 39.8 93.6 88.3 6.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 94 154 110 70 98 237 302 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,225,210 COMMITMENTS 315,523 163,575 188,733 594,906 636,510 1099162 988,818 126,048 236,392 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -84,523) 1,896 -2,978 -35,185 -42,099 -22,778 -75,388 -60,941 -9,135 -23,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.4 15.4 48.6 52.0 89.7 80.7 10.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711) 179 163 201 198 305 491 573 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,537 COMMITMENTS 3,005 631 14 5,429 8,480 8,448 9,125 2,089 1,412 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -371) 358 101 -74 -564 -252 -280 -225 -91 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.0 0.1 51.5 80.5 80.2 86.6 19.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 6 2 15 11 29 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,124 COMMITMENTS 310,602 51,859 134,346 295,709 522,527 740,657 708,732 66,467 98,392 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -8,702) 13,140 3,739 -3,986 -16,651 -5,092 -7,497 -5,339 -1,205 -3,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 6.4 16.6 36.6 64.7 91.8 87.8 8.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612) 254 101 192 158 213 496 448 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,638 COMMITMENTS 103,062 67,000 48,155 175,762 224,229 326,979 339,384 37,659 25,254 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -13,293) -8,311 10,029 -5,630 5,341 -17,546 -8,600 -13,147 -4,693 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 18.4 13.2 48.2 61.5 89.7 93.1 10.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 98 72 87 70 70 221 193 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,339 COMMITMENTS 60,155 75,131 2,448 359,207 348,813 421,810 426,392 149,529 144,947 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,195) -10,163 -474 214 -1,310 -7,269 -11,259 -7,529 4,064 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 13.1 0.4 62.9 61.1 73.8 74.6 26.2 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 20 40 10 72 75 100 117 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,427 COMMITMENTS 46,284 24,678 179 250,167 277,860 296,630 302,717 59,797 53,710 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,672) -87 -1,848 6 -12,245 -8,902 -12,326 -10,744 4,654 3,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 6.9 0.1 70.2 78.0 83.2 84.9 16.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 6 2 36 40 43 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,815 COMMITMENTS 2,004 258 1,128 7,813 9,687 10,945 11,073 870 742 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 436) 302 69 -61 167 376 408 384 28 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 2.2 9.5 66.1 82.0 92.6 93.7 7.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 1 4 22 23 32 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 254,173 COMMITMENTS 109,953 10,768 19,115 81,872 203,083 210,940 232,966 43,233 21,207 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -14,246) -6,568 1,499 -4,648 -2,096 -9,371 -13,312 -12,520 -934 -1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 4.2 7.5 32.2 79.9 83.0 91.7 17.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 98 30 51 68 66 195 129 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,254 COMMITMENTS 3,939 4,585 1,037 6,297 7,174 11,273 12,796 2,981 1,458 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,106) -147 521 -85 -277 -1,443 -509 -1,007 -597 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 32.2 7.3 44.2 50.3 79.1 89.8 20.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 23 18 13 22 15 53 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 953,779 COMMITMENTS 330,094 189,203 9,681 494,643 655,265 834,418 854,149 119,361 99,630 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 36,024) 48,139 7,161 532 -17,455 32,279 31,216 39,972 4,808 -3,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 19.8 1.0 51.9 68.7 87.5 89.6 12.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 46 40 18 97 99 150 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,832,781 COMMITMENTS 212,287 357,043 27,572 1320307 1128384 1560166 1512999 272,615 319,782 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 12,854) 9,723 -2,611 4,835 1,008 39,197 15,566 41,421 -2,712 -28,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 19.5 1.5 72.0 61.6 85.1 82.6 14.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 35 80 36 112 160 172 251 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,793 COMMITMENTS 385,865 185,851 19,409 678,053 865,256 1083327 1070516 240,466 253,277 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,504) -4,953 13,414 1,106 20,138 -15,319 16,291 -799 -13,787 3,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 14.0 1.5 51.2 65.4 81.8 80.9 18.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 34 37 17 73 101 117 145 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 490,074 COMMITMENTS 48,779 83,702 65,354 348,383 293,841 462,516 442,897 27,558 47,177 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -33,490) -324 7,464 -6,519 -24,899 -31,263 -31,742 -30,318 -1,748 -3,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 17.1 13.3 71.1 60.0 94.4 90.4 5.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 11 22 26 46 46 73 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 56,222 COMMITMENTS 23,380 6,554 26 25,378 44,568 48,784 51,147 7,438 5,075 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 5,880) 3,722 499 -4 2,263 4,798 5,981 5,292 -101 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 11.7 0.0 45.1 79.3 86.8 91.0 13.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 16 3 28 32 68 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,443 COMMITMENTS 46,760 13,107 51 50,756 89,135 97,567 102,293 14,876 10,150 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 11,760) 7,443 997 -8 4,526 9,595 11,961 10,584 -201 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 11.7 0.0 45.1 79.3 86.8 91.0 13.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 16 3 28 32 68 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,156 COMMITMENTS 4,728 5,743 891 1,449 500 7,068 7,134 88 22 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -277) -376 -208 6 88 -77 -282 -279 5 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.1 80.3 12.5 20.2 7.0 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 9 2 2 1 15 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,197 COMMITMENTS 2,503 522 14 5,494 7,549 8,011 8,085 186 112 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 266) 322 20 0 -50 262 272 282 -6 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 6.4 0.2 67.0 92.1 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 5 1 7 11 15 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,475 COMMITMENTS 1,268 722 0 6,933 7,701 8,201 8,423 274 52 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -187) -388 -746 0 186 577 -202 -169 15 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.5 0.0 81.8 90.9 96.8 99.4 3.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 8 0 5 13 13 21
Updated May 4, 2012