WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 539,421: 110,632 155,637 121,925 277,009 205,176 509,566 482,738: 29,855 56,683
Old : 525,454: 111,483 158,456 113,113 272,586 200,128 497,183 471,698: 28,271 53,756
Other: 13,967: 4,196 2,228 3,764 4,423 5,048 12,383 11,040: 1,584 2,927
: : :
: : Changes in Commitments from: May 1, 2012 :
: 14,546: 532 17,591 1,929 11,977 -7,856 14,437 11,663: 108 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 28.9 22.6 51.4 38.0 94.5 89.5: 5.5 10.5
Old : 100.0: 21.2 30.2 21.5 51.9 38.1 94.6 89.8: 5.4 10.2
Other: 100.0: 30.0 16.0 26.9 31.7 36.1 88.7 79.0: 11.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 107 174 153 89 113 290 353:
Old : 408: 112 173 143 88 112 281 349:
Other: 94: 13 20 6 22 48 40 71:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 10.3 32.6 17.9 18.7 9.1 29.2 15.4
Old : 20.6 10.5 33.1 18.3 19.0 9.3 29.6 15.7
Other: 65.9 43.8 76.8 52.3 38.5 12.8 44.6 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 1,711,083: 317,610 152,842 501,030 735,391 763,801 1,554,031 1,417,673: 157,052 293,410
Old : 1,017,318: 238,934 154,543 291,983 394,610 430,393 925,527 876,919: 91,791 140,399
Other: 693,765: 159,677 79,299 128,047 340,780 333,408 628,504 540,754: 65,261 153,011
: : :
: : Changes in Commitments from: May 1, 2012 :
: 26,564: -10,375 -14,632 22,038 14,632 14,442 26,295 21,848: 269 4,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 8.9 29.3 43.0 44.6 90.8 82.9: 9.2 17.1
Old : 100.0: 23.5 15.2 28.7 38.8 42.3 91.0 86.2: 9.0 13.8
Other: 100.0: 23.0 11.4 18.5 49.1 48.1 90.6 77.9: 9.4 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 209 181 276 248 333 591 670:
Old : 715: 201 165 211 200 306 495 591:
Other: 623: 129 149 161 179 290 407 510:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.9 19.2 15.2 9.7 5.6 15.9 9.3
Old : 11.7 9.5 20.5 16.4 11.2 6.9 18.6 11.0
Other: 15.1 14.8 27.0 20.4 13.7 11.1 22.7 16.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 8,393: 2,917 1,369 3,699 1,525 2,779 8,141 7,847: 251 545
Old : 8,190: 2,860 1,334 3,557 1,525 2,779 7,942 7,670: 249 520
Other: 202: 186 164 13 0 0 199 177: 3 25
: : :
: : Changes in Commitments from: May 1, 2012 :
: 70: -160 99 126 63 -266 29 -41: 41 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 16.3 44.1 18.2 33.1 97.0 93.5: 3.0 6.5
Old : 100.0: 34.9 16.3 43.4 18.6 33.9 97.0 93.6: 3.0 6.4
Other: 100.0: 92.2 81.3 6.5 0.0 0.0 98.6 87.7: 1.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 7 8 5 8 16 19:
Old : 22: 7 7 8 5 8 16 19:
Other: 4: 1 3 3 0 0 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 47.2 48.2 74.7 69.1 22.9 20.1 37.7 30.2
Old : 48.2 47.4 76.3 68.8 22.9 20.6 37.9 31.0
Other: 98.6 87.7 98.6 87.7 92.2 81.3 92.2 81.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 12,285: 3,737 615 568 5,680 9,625 9,984 10,807: 2,301 1,478
Old : 12,285: 3,737 615 568 5,680 9,625 9,984 10,807: 2,301 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 993: 895 16 163 -177 815 882 995: 112 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.0 4.6 46.2 78.3 81.3 88.0: 18.7 12.0
Old : 100.0: 30.4 5.0 4.6 46.2 78.3 81.3 88.0: 18.7 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 : 38: 11 9 6 15 12 32 21:
Old : 38: 11 9 6 15 12 32 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 64.5 45.9 76.4 24.3 52.7 42.8 63.8
Old : 25.4 64.5 45.9 76.4 24.3 52.7 42.8 63.8
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 1,100,686: 283,386 46,664 351,413 391,383 588,015 1,026,182 986,091: 74,504 114,595
Old : 518,643: 175,628 41,638 158,685 151,576 274,670 485,889 474,992: 32,754 43,651
Other: 582,043: 147,112 44,379 153,375 239,807 313,345 540,293 511,099: 41,750 70,945
: : :
: : Changes in Commitments from: May 1, 2012 :
: -11,478: -23,171 -130 -4,190 14,608 -9,584 -12,753 -13,904: 1,274 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.2 31.9 35.6 53.4 93.2 89.6: 6.8 10.4
Old : 100.0: 33.9 8.0 30.6 29.2 53.0 93.7 91.6: 6.3 8.4
Other: 100.0: 25.3 7.6 26.4 41.2 53.8 92.8 87.8: 7.2 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 252 134 249 172 218 530 511:
Old : 565: 204 139 159 103 199 379 428:
Other: 507: 166 114 169 155 198 401 408:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 16.2 17.9 24.8 6.3 12.0 10.9 17.5
Old : 12.3 18.2 20.5 27.0 11.0 15.8 18.5 23.6
Other: 14.4 20.8 21.8 28.9 8.8 12.8 14.7 18.0
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 14,996: 1,924 1,926 7,610 4,985 4,829 14,519 14,365: 478 631
Old : 14,943: 1,877 1,928 7,606 4,985 4,829 14,468 14,363: 476 580
Other: 53: 49 0 2 0 0 51 2: 2 51
: : :
: : Changes in Commitments from: May 1, 2012 :
: 145: 367 406 -342 155 -163 179 -100: -34 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.8 50.7 33.2 32.2 96.8 95.8: 3.2 4.2
Old : 100.0: 12.6 12.9 50.9 33.4 32.3 96.8 96.1: 3.2 3.9
Other: 100.0: 92.0 0.0 4.0 0.0 0.0 96.0 4.0: 4.0 96.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 11 8 12 19 24:
Old : 25: 7 5 11 8 12 19 24:
Other: 2: 2 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 59.6 61.3 82.2 74.8 14.5 15.1 20.4 20.5
Old : 59.5 61.5 82.1 75.1 14.2 15.2 20.2 20.6
Other: 96.0 4.0 96.0 4.0 92.0 0.0 92.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 431,664: 89,140 75,955 79,371 226,881 247,426 395,391 402,752: 36,273 28,912
Old : 288,349: 83,236 79,955 36,095 146,169 151,602 265,500 267,652: 22,849 20,697
Other: 143,315: 29,808 19,904 19,372 80,712 95,824 129,891 135,100: 13,424 8,215
: : :
: : Changes in Commitments from: May 1, 2012 :
: 23,534: -8,494 8,604 4,331 29,729 7,439 25,567 20,374: -2,033 3,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.6 18.4 52.6 57.3 91.6 93.3: 8.4 6.7
Old : 100.0: 28.9 27.7 12.5 50.7 52.6 92.1 92.8: 7.9 7.2
Other: 100.0: 20.8 13.9 13.5 56.3 66.9 90.6 94.3: 9.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 86 94 111 72 75 235 223:
Old : 282: 95 92 77 64 72 200 203:
Other: 173: 47 50 52 53 50 137 122:
:----------------------------------------------------------------------------------------------------
: 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 26.8 28.7 36.0 9.1 17.4 15.5 23.9
Old : 23.5 22.7 32.7 32.7 19.8 19.4 28.6 27.6
Other: 25.7 40.0 38.5 53.7 20.3 29.3 30.7 40.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 734,567: 81,160 67,204 54,713 422,934 447,493 558,808 569,411: 175,760 165,157
Old : 734,567: 81,160 67,204 54,713 422,934 447,493 558,808 569,411: 175,760 165,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 58,136: 21,679 -3,727 12,135 13,924 46,930 47,738 55,337: 10,398 2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.1 7.4 57.6 60.9 76.1 77.5: 23.9 22.5
Old : 100.0: 11.0 9.1 7.4 57.6 60.9 76.1 77.5: 23.9 22.5
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 : 174: 27 36 43 91 91 146 142:
Old : 174: 27 36 43 91 91 146 142:
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 : 17.1 13.3 26.7 23.0 15.3 12.5 22.2 20.6
Old : 17.1 13.3 26.7 23.0 15.3 12.5 22.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 360,903: 44,715 27,359 179 251,136 277,565 296,030 305,103: 64,874 55,801
Old : 360,903: 44,715 27,359 179 251,136 277,565 296,030 305,103: 64,874 55,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 2,481: -1,569 2,681 0 892 -295 -677 2,386: 3,158 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.6 0.0 69.6 76.9 82.0 84.5: 18.0 15.5
Old : 100.0: 12.4 7.6 0.0 69.6 76.9 82.0 84.5: 18.0 15.5
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 : 67: 7 6 2 37 41 44 49:
Old : 67: 7 6 2 37 41 44 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 : 26.5 47.3 45.0 57.3 25.7 47.2 40.8 56.2
Old : 26.5 47.3 45.0 57.3 25.7 47.2 40.8 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 11,936: 2,517 247 1,028 7,558 9,878 11,103 11,153: 833 783
Old : 11,936: 2,517 247 1,028 7,558 9,878 11,103 11,153: 833 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 121: 513 -11 -100 -255 191 158 80: -37 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.1 8.6 63.3 82.8 93.0 93.4: 7.0 6.6
Old : 100.0: 21.1 2.1 8.6 63.3 82.8 93.0 93.4: 7.0 6.6
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 : 38: 9 1 4 23 25 32 30:
Old : 38: 9 1 4 23 25 32 30:
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 : 49.4 55.3 65.0 68.5 18.9 20.0 27.7 26.9
Old : 49.4 55.3 65.0 68.5 18.9 20.0 27.7 26.9
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 294,297: 107,688 7,459 47,447 97,173 216,474 252,308 271,381: 41,989 22,916
Old : 196,425: 91,714 5,758 24,979 50,287 149,092 166,980 179,828: 29,445 16,597
Other: 97,872: 18,482 4,210 19,960 46,885 67,382 85,328 91,553: 12,544 6,319
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,301: -1,812 -1,554 746 3,348 -100 2,281 -909: -3,582 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 2.5 16.1 33.0 73.6 85.7 92.2: 14.3 7.8
Old : 100.0: 46.7 2.9 12.7 25.6 75.9 85.0 91.6: 15.0 8.4
Other: 100.0: 18.9 4.3 20.4 47.9 68.8 87.2 93.5: 12.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 105 26 53 77 74 206 136:
Old : 213: 94 25 40 69 68 178 121:
Other: 143: 40 25 37 56 50 118 93:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 37.3 17.8 50.0 7.8 33.2 14.2 42.9
Old : 11.1 42.0 19.9 53.3 11.1 40.8 18.7 50.8
Other: 20.1 35.4 30.6 50.0 15.1 27.2 23.0 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 14,437: 3,553 4,593 1,209 6,730 7,147 11,492 12,949: 2,946 1,489
Old : 11,351: 3,574 4,610 232 5,046 5,408 8,852 10,250: 2,499 1,101
Other: 3,087: 816 821 139 1,685 1,738 2,640 2,698: 447 388
: : :
: : Changes in Commitments from: May 1, 2012 :
: -463: -242 8 -207 75 -242 -373 -440: -90 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 31.8 8.4 46.6 49.5 79.6 89.7: 20.4 10.3
Old : 100.0: 31.5 40.6 2.0 44.5 47.6 78.0 90.3: 22.0 9.7
Other: 100.0: 26.4 26.6 4.5 54.6 56.3 85.5 87.4: 14.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 22 19 12 24 16 53 42:
Old : 69: 23 18 9 20 12 47 35:
Other: 33: 8 7 4 10 14 21 22:
:----------------------------------------------------------------------------------------------------
: 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 40.1 41.0 54.8 23.6 36.1 35.2 49.4
Old : 25.1 42.6 40.3 61.3 24.9 41.8 40.1 60.4
Other: 57.9 45.3 71.2 65.6 55.4 42.6 68.1 63.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 1,054,563: 347,449 206,018 52,240 533,260 700,970 932,949 959,228: 121,614 95,335
Old : 1,054,563: 347,449 206,018 52,240 533,260 700,970 932,949 959,228: 121,614 95,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 44,615: 20,050 24,447 807 24,982 25,193 45,838 50,447: -1,223 -5,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 19.5 5.0 50.6 66.5 88.5 91.0: 11.5 9.0
Old : 100.0: 32.9 19.5 5.0 50.6 66.5 88.5 91.0: 11.5 9.0
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 : 236: 48 45 26 104 104 167 160:
Old : 236: 48 45 26 104 104 167 160:
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 : 20.4 27.7 31.2 37.6 18.9 27.1 27.2 36.3
Old : 20.4 27.7 31.2 37.6 18.9 27.1 27.2 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 2,381,681: 235,088 310,697 273,619 1,563,330 1,427,082 2,072,037 2,011,398: 309,644 370,283
Old : 2,381,681: 235,088 310,697 273,619 1,563,330 1,427,082 2,072,037 2,011,398: 309,644 370,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 120,905: 22,309 -12,008 29,613 54,640 78,617 106,562 96,222: 14,343 24,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.0 11.5 65.6 59.9 87.0 84.5: 13.0 15.5
Old : 100.0: 9.9 13.0 11.5 65.6 59.9 87.0 84.5: 13.0 15.5
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 : 309: 47 67 72 160 175 246 275:
Old : 309: 47 67 72 160 175 246 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 16.2 31.0 22.6 20.4 12.3 27.1 17.6
Old : 22.9 16.2 31.0 22.6 20.4 12.3 27.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 1,585,888: 366,160 151,048 141,948 820,984 1,011,672 1,329,092 1,304,668: 256,795 281,220
Old : 1,585,888: 366,160 151,048 141,948 820,984 1,011,672 1,329,092 1,304,668: 256,795 281,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 63,322: -1,795 -7,860 12,523 49,304 43,895 60,033 48,559: 3,289 14,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 9.5 9.0 51.8 63.8 83.8 82.3: 16.2 17.7
Old : 100.0: 23.1 9.5 9.0 51.8 63.8 83.8 82.3: 16.2 17.7
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 : 203: 35 36 34 90 113 146 162:
Old : 203: 35 36 34 90 113 146 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 17.5 33.6 25.2 18.5 16.4 28.6 22.7
Old : 22.1 17.5 33.6 25.2 18.5 16.4 28.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 579,171: 37,405 72,609 141,926 373,087 317,967 552,417 532,501: 26,753 46,669
Old : 579,171: 37,405 72,609 141,926 373,087 317,967 552,417 532,501: 26,753 46,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 9,070: -4,092 -4,799 5,195 11,078 10,005 12,181 10,400: -3,111 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.5 24.5 64.4 54.9 95.4 91.9: 4.6 8.1
Old : 100.0: 6.5 12.5 24.5 64.4 54.9 95.4 91.9: 4.6 8.1
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: 11 23 29 49 52 79 86:
Old : 90: 11 23 29 49 52 79 86:
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 24.0 51.8 39.4 27.8 16.5 32.6 25.7
Old : 40.3 24.0 51.8 39.4 27.8 16.5 32.6 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 53,329: 18,177 9,464 668 27,179 38,834 46,023 48,966: 7,306 4,362
Old : 53,329: 18,177 9,464 668 27,179 38,834 46,023 48,966: 7,306 4,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -4,385: -5,201 3,346 -81 1,097 -6,842 -4,186 -3,577: -199 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.7 1.3 51.0 72.8 86.3 91.8: 13.7 8.2
Old : 100.0: 34.1 17.7 1.3 51.0 72.8 86.3 91.8: 13.7 8.2
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 : 98: 30 13 10 33 32 69 49:
Old : 98: 30 13 10 33 32 69 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 : 27.9 39.5 41.3 57.7 27.9 39.5 41.3 57.6
Old : 27.9 39.5 41.3 57.7 27.9 39.5 41.3 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 106,657: 36,354 18,929 1,335 54,357 77,669 92,046 97,933: 14,611 8,725
Old : 106,657: 36,354 18,929 1,335 54,357 77,669 92,046 97,933: 14,611 8,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -8,770: -10,403 6,693 -162 2,193 -13,685 -8,372 -7,154: -398 -1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.7 1.3 51.0 72.8 86.3 91.8: 13.7 8.2
Old : 100.0: 34.1 17.7 1.3 51.0 72.8 86.3 91.8: 13.7 8.2
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 : 98: 30 13 10 33 32 69 49:
Old : 98: 30 13 10 33 32 69 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 : 27.9 39.5 41.3 57.7 27.9 39.5 41.3 57.6
Old : 27.9 39.5 41.3 57.7 27.9 39.5 41.3 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 7,091: 4,744 5,638 891 1,361 550 6,996 7,079: 95 12
Old : 7,091: 4,744 5,638 891 1,361 550 6,996 7,079: 95 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -65: 16 -105 0 -88 50 -72 -55: 7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 79.5 12.6 19.2 7.8 98.7 99.8: 1.3 0.2
Old : 100.0: 66.9 79.5 12.6 19.2 7.8 98.7 99.8: 1.3 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 : 23: 11 9 2 1 2 14 11:
Old : 23: 11 9 2 1 2 14 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 : 62.5 69.3 89.7 95.9 62.5 61.2 82.9 83.4
Old : 62.5 69.3 89.7 95.9 62.5 61.2 82.9 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 8,219: 2,185 408 222 5,643 7,481 8,050 8,111: 169 108
Old : 8,219: 2,185 408 222 5,643 7,481 8,050 8,111: 169 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 22: -318 -114 208 149 -68 39 26: -17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.0 2.7 68.7 91.0 97.9 98.7: 2.1 1.3
Old : 100.0: 26.6 5.0 2.7 68.7 91.0 97.9 98.7: 2.1 1.3
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 : 30: 8 4 2 7 11 16 17:
Old : 30: 8 4 2 7 11 16 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 : 69.3 79.9 88.0 90.1 69.1 79.9 87.8 89.4
Old : 69.3 79.9 88.0 90.1 69.1 79.9 87.8 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 8,485: 1,334 590 0 6,890 7,843 8,224 8,433: 261 52
Old : 8,485: 1,334 590 0 6,890 7,843 8,224 8,433: 261 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 10: 66 -132 0 -43 142 23 10: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.0 0.0 81.2 92.4 96.9 99.4: 3.1 0.6
Old : 100.0: 15.7 7.0 0.0 81.2 92.4 96.9 99.4: 3.1 0.6
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 : 31: 8 6 0 5 13 13 19:
Old : 31: 8 6 0 5 13 13 19:
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 : 87.6 62.5 94.3 81.3 87.6 62.5 94.3 81.3
Old : 87.6 62.5 94.3 81.3 87.6 62.5 94.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012